def __init__(self, model, quote_asset, base_asset, api_key, api_secret, passphrase, annualization=365 * 24 * 60, max_leverage=4, **kwargs): super(LiveMarginTradingEnv, self).__init__() self.model = model self.base_asset = base_asset self.quote_asset = quote_asset self.instrument_id = "-".join(self.base_asset, self.quote_asset) self.api_key = api_key self.api_secret = api_secret self.passphrase = passphrase self.spotAPI = spot.SpotAPI(api_key, api_secret, passphrase, True) self.leverAPI = lever.LeverAPI(api_key, api_secret, passphrase, True) self.window_size = window_size self.max_leverage = max_leverage self.reward_func = reward_func self.annualization = annualization
def init(api_key, api_secret_key, passphrase, instId2): global accountAPI, spotAPI, levelAPI, gouId, instId, leverage, loss_limite, gain_limite accountAPI = account.AccountAPI(api_key, api_secret_key, passphrase, False) spotAPI = spot.SpotAPI(api_key, api_secret_key, passphrase, False) levelAPI = lever.LeverAPI(api_key, api_secret_key, passphrase, False) instId = instId2 levelAPI.set_leverage(instId, leverage, 'cross', 'USDT') gouId = instId + '_' + datetime.datetime.now().replace( microsecond=0).isoformat("T").replace(':', '') loss_limite *= leverage gain_limite *= leverage record_to_file(f"gou_init\t{instId}\t{loss_limite:.3%}~{gain_limite:.3%}")
def __init__(self, api_key: str, api_secret: str, passphrase: str, is_debug=False): super().__init__(api_key, api_secret, passphrase, is_debug=is_debug) self.account_api = account_api.AccountAPI(self.api_key, self.api_secret, self.passphrase, False) self.spot_api = spot_api.SpotAPI(self.api_key, self.api_secret, self.passphrase, False) self.margin_api = lever_api.LeverAPI(self.api_key, self.api_secret, self.passphrase, False) self.futures_api = futures_api.FutureAPI(self.api_key, self.api_secret, self.passphrase, False) self.swap_api = swap_api.SwapAPI(self.api_key, self.api_secret, self.passphrase, False) self.options_api = option_api.OptionAPI(self.api_key, self.api_secret, self.passphrase, False) self.information_api = information_api.InformationAPI( self.api_key, self.api_secret, self.passphrase, False) self.index_api = index_api.IndexAPI(self.api_key, self.api_secret, self.passphrase, False)
# 公共-获取币对信息 (20次/2s) # result = spotAPI.get_coin_info() # 公共-获取深度数据 (20次/2s) # result = spotAPI.get_depth('', '') # 公共-获取全部ticker信息 (20次/2s) # result = spotAPI.get_ticker() # 公共-获取某个ticker信息 (20次/2s) # result = spotAPI.get_specific_ticker('') # 公共-获取成交数据 (20次/2s) # result = spotAPI.get_deal('', limit='') # 公共-获取K线数据 (20次/2s) # result = spotAPI.get_kline('', '') # level api test # 币币杠杆API levelAPI = lever.LeverAPI(api_key, secret_key, passphrase, False) # 币币杠杆账户信息 (20次/2s) # result = levelAPI.get_account_info() # 单一币对账户信息 (20次/2s) # result = levelAPI.get_specific_account('') # 账单流水查询 (10次/2s) # result = levelAPI.get_ledger_record('') # 杠杆配置信息 (20次/2s) # result = levelAPI.get_config_info() # 某个杠杆配置信息 (20次/2s) # result = levelAPI.get_specific_config_info('') # 获取借币记录 (20次/2s) # result = levelAPI.get_borrow_coin() # 某币对借币记录 (20次/2s) # result = levelAPI.get_specific_borrow_coin('') # 借币 (100次/2s)
# 公共-获取全部ticker信息 (50次/2s) # result = spotAPI.get_ticker() # 公共-获取某个ticker信息 (20次/2s) # result = spotAPI.get_specific_ticker('ETH-USDT') # 公共-获取成交数据 (最近60条数据)(20次/2s) # result = spotAPI.get_deal('XRP-USDT') # 公共-获取K线数据(最多可获取最近2000条)(20次/2s) # result = spotAPI.get_kline('XRP-USDT', 60) # print(len(result)) # print(time + json.dumps(result)) # logging.info("result:" + json.dumps(result)) # 币币杠杆API # level api test levelAPI = lever.LeverAPI(api_key, seceret_key, passphrase, True) # 币币杠杆账户信息 (20次/2s) # result = levelAPI.get_account_info() # 单一币对账户信息 (20次/2s) # result = levelAPI.get_specific_account('XRP-USDT') # 账单流水查询 (最近3个月的数据)(20次/2s) # result = levelAPI.get_ledger_record('XRP-USDT') # 杠杆配置信息 (20次/2s) # result = levelAPI.get_config_info() # 某个杠杆配置信息 (20次/2s) # result = levelAPI.get_specific_config_info('XRP-USDT') # 获取借币记录 (20次/2s) # result = levelAPI.get_borrow_coin() # 某币对借币记录 (20次/2s) # result = levelAPI.get_specific_borrow_coin('BTC-USDT') # 借币 (100次/2s)