class Trades(object):
__my_future_client = None
__my_spot_client = None
__mydb = None
def __init__(self,dbconfig,credential):
self.__my_future_client = OKCoinFuture(credential['okcoinRESTURL'],credential['apikey'],credential['secretkey'])
self.__my_spot_client = OKCoinSpot(credential['okcoinRESTURL'],credential['apikey'],credential['secretkey'])
self.__mydb = MySQL(dbconfig['host'],dbconfig['user'],dbconfig['passwd'],dbconfig['db'])
def collect_future_trades(self,symbol,contract_type):
hjson = self.__my_future_client.future_trades(symbol,contract_type)
collected = 0
for i in range(0,len(hjson)):
amount = float(hjson[i]['amount'])
date = hjson[i]['date']
date = datetime.datetime.fromtimestamp(date)
date = date.strftime("%Y-%m-%d %H:%M:%S")
date_ms = hjson[i]['date_ms'] / 1000
date_ms = datetime.datetime.fromtimestamp(date_ms)
date_ms = date_ms.strftime("%Y-%m-%d %H:%M:%S")
price = float(hjson[i]['price'])
tid = hjson[i]['tid']
trade_type = hjson[i]['type']
if self.__mydb.future_trade_exist(symbol, date_ms, tid, contract_type) == 0:
self.__mydb.insert_trades(amount,date,date_ms,price,tid,trade_type,symbol,0,contract_type)
collected = collected+1
print (symbol +' ' + contract_type +' future trade history' + ' is done! collected ' + str(collected) + ' records!')
##end of def collect_future_trades
def collect_spot_trades(self,symbol):
max_trade_id = self.__mydb.get_max_trade_id(symbol,1)
hjson = self.__my_spot_client.trades(symbol,max_trade_id)
collected = 0
for i in range(0,len(hjson)):
amount = float(hjson[i]['amount'])
date = hjson[i]['date']
date = datetime.datetime.fromtimestamp(date)
date = date.strftime("%Y-%m-%d %H:%M:%S")
date_ms = hjson[i]['date_ms'] / 1000
date_ms = datetime.datetime.fromtimestamp(date_ms)
date_ms = date_ms.strftime("%Y-%m-%d %H:%M:%S")
price = float(hjson[i]['price'])
tid = hjson[i]['tid']
trade_type = hjson[i]['type']
if tid > max_trade_id:
self.__mydb.insert_trades(amount,date,date_ms,price,tid,trade_type,symbol,1)
collected = collected+1
print (symbol +' spot trade history' + ' is done! collected ' + str(collected) + ' records!')
##end of def collect_spot_trades
print okcoinSpot.orderinfo('ltc_usd','18243644')
print u' 现货批量订单信息查询 '
print okcoinSpot.ordersinfo('ltc_usd','18243800,18243801,18243644','0')
print u' 现货历史订单信息查询 '
print okcoinSpot.orderHistory('ltc_usd','0','1','2')
print u' 期货行情信息'
print okcoinFuture.future_ticker('ltc_usd','this_week')
print u' 期货市场深度信息'
print okcoinFuture.future_depth('ltc_usd','this_week','6')
print u'期货交易记录信息'
print okcoinFuture.future_trades('ltc_usd','this_week')
print u'期货指数信息'
print okcoinFuture.future_index('ltc_usd')
print u'美元人民币汇率'
print okcoinFuture.exchange_rate()
print u'获取预估交割价'
print okcoinFuture.future_estimated_price('ltc_usd')
print u'获取全仓账户信息'
print okcoinFuture.future_userinfo()
print u'获取全仓持仓信息'
print okcoinFuture.future_position('ltc_usd','this_week')
N1 = 350
nbdev = 2.5
# N1=55
# nbdev=2
stop_N = 2
entry_price = 0
last_entry_price = 0
entry_atr = 0
units = 0
while True:
time.sleep(1)
try:
print(u'------')
print(u'当季期货行情信息')
trades = okcoinFuture.future_trades('btc_usd', contract_type)
klines = okcoinFuture.kline('btc_usd', kline_type, contract_type, 1001)
future_userinfo_4fix = okcoinFuture.future_userinfo_4fix()
future_position_4fix = okcoinFuture.future_position_4fix(
'btc_usd', contract_type, 1)
future_order_info = okcoinFuture.future_orderinfo(
'btc_usd', contract_type, '-1', '2', 1, 45)
future_ticker = okcoinFuture.future_ticker('btc_usd', contract_type)
if future_userinfo_4fix == '':
continue
if future_position_4fix == '':
continue
if future_order_info == '':
continue
future_userinfo_4fix_json = json.loads(future_userinfo_4fix)
future_position_4fix_json = json.loads(future_position_4fix)