def repeal_bid(symbol, api_key, secret_key, num=25):
"""
:param num: 限制数量，表示还剩多少的挂单
:param symbol: 交易对
:param api_key:
:param secret_key:
:return:
"""
exchange = CgCoin()
exchange.auth(api_key, secret_key)
try:
while True:
# state : [int] 订单状态 0.正常 1.已完成 2.已撤销 3.部分成交 4.部分成交已撤销 5.撤销中 -1.获取历史成交
order_info = exchange.get_order_list(symbol=symbol,
state=0,
page=0,
size=1000) # 可能会报签名错误
if order_info['status'] == 200:
break
order_df = pd.DataFrame(
order_info['data']
['list']) # 取order_info['data']['list']的信息，并将其转换成DataFrame格式
# "side" : 交易方向 1.买入 2.卖出
orders = order_df[order_df['side'] == 1] # 筛选买单深度列表
orders = orders.sort_values(by='price', ascending=False) # 对买单按价格排降序
orders = orders.drop_duplicates(subset='price', keep='first') # 价格去重
# counter = orders.count()['id'] # 数量
# print(counter)
ids = orders['id'][num:] # 买单的所有ID
if list(ids):
print('需要撤销的买单ID：', '\n', ids)
for id in ids:
for _ in range(5):
order = exchange.cancel(id)
print('(%s)撤买单：%s - %s' % (symbol, id, order))
if order['status'] == 200:
break
time.sleep(0.5)
else:
print('暂无撤销的卖单！')
except Exception as error:
print('错误：', error)
async def repeal_orders(side, symbol, api_key, secret_key, num=25):
"""
:param side: "side" : 控制交易方向 1.买入 2.卖出
:param symbol: 交易对
:param api_key:
:param secret_key:
:param num: 用于控制触发撤单的数目
:return:
"""
exchange = CgCoin()
exchange.auth(api_key, secret_key)
try:
for _ in range(10):
# state : [int] 订单状态 0.正常 1.已完成 2.已撤销 3.部分成交 4.部分成交已撤销 5.撤销中 -1.获取历史成交
info = exchange.get_order_list(symbol=symbol,
state=0,
page=0,
size=30000) # 可能会报签名错误
if info['status'] == 200:
break
print(info)
data = pd.DataFrame(
info['data']
['list']) # 取order_info['data']['list']的信息，并将其转换成DataFrame格式
await asyncio.sleep(1)
# "side" : 交易方向 1.买入 2.卖出
if side == 1:
msg = data[data['side'] == 1] # 筛选买单深度列表信息
orders = pd.DataFrame(
msg, columns=['price', 'amount',
'id']) # 过滤信息，只看'price', 'amount', 'id'这三列
orders = orders.sort_values(by='price',
ascending=False) # 对买单按价格排降序
orders_dup = orders.drop_duplicates(subset='price',
keep='first') # 价格去重，重复元素保留第一个
counter_1 = orders_dup.count()['id'] # 数量
print('%s买单深度:%s档' % (symbol, counter_1))
if counter_1 >= num:
all_orders = orders.append(orders_dup.head(num))
all_orders = all_orders.sort_values(by='price',
ascending=False) # 排降序
_orders = all_orders.drop_duplicates(
subset=['id'],
keep=False) # _orders为orders与orders_dup.head(num)的差集
buy_ids = _orders['id'] # 卖单的所有ID
print('需要撤销的买单ID：', '\n', buy_ids)
for id in buy_ids:
await asyncio.sleep(1)
for _ in range(5):
order = exchange.cancel(id)
print('(%10s)撤买单：%s - %s' % (symbol, id, order))
if order['status'] == 200:
break
# time.sleep(1)
else:
print('%s暂无撤销的买单！' % symbol)
elif side == 2:
msg = data[data['side'] == 2] # 筛选买单深度列表信息
orders = pd.DataFrame(
msg, columns=['price', 'amount',
'id']) # 过滤信息，只看'price', 'amount', 'id'这三列
orders = orders.sort_values(by='price') # 对卖单按价格排升序
orders_dup = orders.drop_duplicates(subset='price',
keep='first') # 价格去重，重复元素保留第一个
counter_2 = orders_dup.count()['id'] # 数量
print('%s卖单深度:%s档' % (symbol, counter_2))
if counter_2 >= num:
all_orders = orders.append(orders_dup.head(num))
all_orders = all_orders.sort_values(by='price')
_orders = all_orders.drop_duplicates(
subset=['id'],
keep=False) # _orders为orders与orders_dup.head(num)的差集
sell_ids = _orders['id'] # 卖单的所有ID
print('需要撤销的卖单ID：', '\n', sell_ids)
for id in sell_ids:
await asyncio.sleep(1)
for _ in range(5):
order = exchange.cancel(id)
print('(%10s)撤卖单：%s - %s' % (symbol, id, order))
if order['status'] == 200:
break
# time.sleep(1)
else:
print('%s暂无撤销的卖单！' % symbol)
else:
print('传参错误, "side"控制交易方向: 1.买入 2.卖出')
print(
'*******************************************************************'
)
except Exception as error:
print('错误：', error)