def closeAll(self, symbol, standard_token=None):
"""以市价单的方式全平某个合约的当前仓位,若交易所支持批量下单,使用批量下单接口
Parameters
----------
symbols : str
所要平仓的合约代码,多个合约代码用逗号分隔开。
direction : str, optional
账户统一到某个币本位上
Return
------
vtOrderIDs: list of str
包含平仓操作发送的所有订单ID的列表
"""
if not standard_token:
return []
vtOrderIDs = []
base_currency, quote_currency = symbol.split("-")
if base_currency == standard_token:
path = f'/api/spot/v3/accounts/{str.lower(quote_currency)}'
side = 'buy'
elif quote_currency == standard_token:
path = f'/api/spot/v3/accounts/{str.lower(base_currency)}'
side = 'sell'
else:
return [] # 币对双方都不是指定的本位
request = Request('GET',
path,
params=None,
callback=None,
data=None,
headers=None)
request = self.sign2(request)
request.extra = {"instrument_id": symbol, "side": side}
url = self.makeFullUrl(request.path)
response = requests.get(url,
headers=request.headers,
params=request.params)
data = response.json()
rsp = self.onCloseAll(data, request)
# rsp: [{'client_oid': '', 'order_id': '2433076975049728', 'result': True}]
# failed: [{'code': 30024, 'message': 'Parameter value filling error'}]
for result in rsp:
if "code" in result.keys():
self.gateway.writeLog(f'换币失败:{result}', logging.ERROR)
elif "result" in result.keys():
if result['result']:
vtOrderIDs.append(result['order_id'])
self.gateway.writeLog(f'换币成功:{result}')
return vtOrderIDs
def cancelAll(self, symbol=None, orders=None):
"""撤销所有挂单,若交易所支持批量撤单,使用批量撤单接口
Parameters
----------
symbol : str, optional
用逗号隔开的多个合约代码,表示只撤销这些合约的挂单(默认为None,表示撤销所有合约的所有挂单)
orders : str, optional
用逗号隔开的多个vtOrderID.
若为None,先从交易所先查询所有未完成订单作为待撤销订单列表进行撤单;
若不为None,则对给出的对应订单中和symbol参数相匹配的订单作为待撤销订单列表进行撤单。
Return
------
vtOrderIDs: list of str
包含本次所有撤销的订单ID的列表
"""
vtOrderIDs = []
# 未完成(未成交和部分成交)
req = {
'instrument_id': symbol,
}
path = f'/api/spot/v3/orders_pending'
request = Request('GET',
path,
params=req,
callback=None,
data=None,
headers=None)
request = self.sign2(request)
request.extra = orders
url = self.makeFullUrl(request.path)
response = requests.get(url,
headers=request.headers,
params=request.params)
data = response.json()
if data:
rsp = self.onCancelAll(data, request)
# failed rsp: {'code': 33027, 'message': 'Order has been revoked or revoked'}
if "code" in rsp.keys():
self.gateway.writeLog(f"交易所返回{symbol}撤单失败:{rsp['message']}",
logging.ERROR)
return []
# rsp: {'eth-usdt':
# {'result': True, 'client_oid': '',
# 'order_id': ['2432470701654016', '2432470087389184', '2432469715472384']}}
for sym, result in rsp.items():
if result['result']:
vtOrderIDs += result['order_id']
self.gateway.writeLog(
f"交易所返回{sym}撤单成功: ids: {result['order_id']}")
return vtOrderIDs
def closeAll(self, symbol, direction=None):
"""以市价单的方式全平某个合约的当前仓位,若交易所支持批量下单,使用批量下单接口
Parameters
----------
symbols : str
所要平仓的合约代码,多个合约代码用逗号分隔开。
direction : str, optional
所要平仓的方向，()
默认为None，即在两个方向上都进行平仓，否则只在给出的方向上进行平仓
Return
------
vtOrderIDs: list of str
包含平仓操作发送的所有订单ID的列表
"""
vtOrderIDs = []
req = {
'instrument_id': symbol,
}
path = f'/api/swap/v3/{symbol}/position/'
request = Request('GET',
path,
params=req,
callback=None,
data=None,
headers=None)
request = self.sign2(request)
request.extra = direction
url = self.makeFullUrl(request.path)
response = requests.get(url,
headers=request.headers,
params=request.params)
data = response.json()
if data['holding']:
rsp = self.onCloseAll(data, request)
# failed:{'error_message': 'Incorrect order size', 'result': 'true',
# 'error_code': '35012', 'order_id': '-1'}
# rsp: {'error_message': '', 'result': 'true', 'error_code': '0',
# 'order_id': '66-a-4ec048f15-0'}
for result in rsp:
if not result['error_message']:
vtOrderIDs.append(result['order_id'])
self.gateway.writeLog(f'平仓成功:{result}')
else:
self.gateway.writeLog(f'平仓失败:{result}', logging.ERROR)
return vtOrderIDs
def cancelAll(self, symbol=None, orders=None):
"""撤销所有挂单,若交易所支持批量撤单,使用批量撤单接口
Parameters
----------
symbol : str, optional
用逗号隔开的多个合约代码,表示只撤销这些合约的挂单(默认为None,表示撤销所有合约的所有挂单)
orders : str, optional
用逗号隔开的多个vtOrderID.
若为None,先从交易所先查询所有未完成订单作为待撤销订单列表进行撤单;
若不为None,则对给出的对应订单中和symbol参数相匹配的订单作为待撤销订单列表进行撤单。
Return
------
vtOrderIDs: list of str
包含本次所有撤销的订单ID的列表
"""
vtOrderIDs = []
symbol = self.contractMapReverse[symbol]
# 未完成(包含未成交和部分成交)
req = {'instrument_id': symbol, 'state': 6}
path = f'/api/futures/v3/orders/{symbol}'
request = Request('GET',
path,
params=req,
callback=None,
data=None,
headers=None)
request = self.sign2(request)
request.extra = orders
url = self.makeFullUrl(request.path)
response = requests.get(url,
headers=request.headers,
params=request.params)
data = response.json()
if data['result'] and data['order_info']:
data = self.onCancelAll(data['order_info'], request)
#{'result': True,
# 'order_ids': ['2432685818596352', '2432686510479360'],
# 'instrument_id': 'ETH-USD-190329'}
if data['result']:
vtOrderIDs += str(data['order_ids'])
self.gateway.writeLog(
f"交易所返回{str(data['instrument_id'])} 撤单成功: ids: {str(data['order_ids'])}"
)
return vtOrderIDs
def cancelAll(self, symbol=None, orders=None):
"""撤销所有挂单,若交易所支持批量撤单,使用批量撤单接口
Parameters
----------
symbol : str, optional
用逗号隔开的多个合约代码,表示只撤销这些合约的挂单(默认为None,表示撤销所有合约的所有挂单)
orders : str, optional
用逗号隔开的多个vtOrderID.
若为None,先从交易所先查询所有未完成订单作为待撤销订单列表进行撤单;
若不为None,则对给出的对应订单中和symbol参数相匹配的订单作为待撤销订单列表进行撤单。
Return
------
vtOrderIDs: list of str
包含本次所有撤销的订单ID的列表
"""
vtOrderIDs = []
# 未完成(包含未成交和部分成交)
req = {'state': 6}
path = f'/api/swap/v3/orders/{symbol}'
request = Request('GET',
path,
params=req,
callback=None,
data=None,
headers=None)
request = self.sign2(request)
request.extra = orders
url = self.makeFullUrl(request.path)
response = requests.get(url,
headers=request.headers,
params=request.params)
data = response.json()
if data['order_info']:
data = self.onCancelAll(data['order_info'], request)
# {'client_oids': [],
# 'ids': ['66-7-4ebc9281f-0', '66-8-4ebc91cfa-0'],
# 'instrument_id': 'ETH-USD-SWAP', 'result': 'true'}
if data['result'] == 'true':
vtOrderIDs += data['ids']
self.gateway.writeLog(f"交易所返回{symbol}撤单成功: ids: {data['ids']}")
return vtOrderIDs
def closeAll(self, symbol, direction=None):
"""以市价单的方式全平某个合约的当前仓位,若交易所支持批量下单,使用批量下单接口
Parameters
----------
symbols : str
所要平仓的合约代码,多个合约代码用逗号分隔开。
direction : str, optional
所要平仓的方向，(默认为None，即在两个方向上都进行平仓，否则只在给出的方向上进行平仓)
Return
------
vtOrderIDs: list of str
包含平仓操作发送的所有订单ID的列表
"""
vtOrderIDs = []
symbol = self.contractMapReverse[symbol]
req = {
'instrument_id': symbol,
}
path = f'/api/futures/v3/{symbol}/position/'
request = Request('GET',
path,
params=req,
callback=None,
data=None,
headers=None)
request = self.sign2(request)
request.extra = direction
url = self.makeFullUrl(request.path)
response = requests.get(url,
headers=request.headers,
params=request.params)
data = response.json()
if data['result'] and data['holding']:
data = self.onCloseAll(data, request)
for result in data:
if result['result']:
vtOrderIDs.append(result['order_id'])
self.gateway.writeLog(f'平仓成功:{result}')
return vtOrderIDs