print (u' 获取市场最近成交记录 ')
pprint (dm.get_contract_trade('BTC_CW'))
print (u' 批量获取最近的交易记录 ')
pprint (dm.get_contract_batch_trade(symbol='BTC_CW', size=3))
#%% trade / account api ===============
print (u' 获取用户账户信息 ')
pprint (dm.get_contract_account_info())
pprint (dm.get_contract_account_info("BTC"))
print (u' 获取用户持仓信息 ')
pprint (dm.get_contract_position_info())
pprint (dm.get_contract_position_info("BTC"))
print (u' 合约下单 ')
pprint(dm.send_contract_order(symbol='', contract_type='', contract_code='BTC181228',
client_order_id='', price=10000, volume=1, direction='sell',
offset='open', lever_rate=5, order_price_type='limit'))
print (u' 合约批量下单 ')
orders_data = {'orders_data': [
{'symbol': 'BTC', 'contract_type': 'quarter',
'contract_code':'BTC181228', 'client_order_id':'',
'price':10000, 'volume':1, 'direction':'sell', 'offset':'open',
'leverRate':5, 'orderPriceType':'limit'},
{'symbol': 'BTC','contract_type': 'quarter',
print (u' 获取市场最近成交记录 ')
pprint (dm.get_contract_trade('BTC_CW'))
print (u' 批量获取最近的交易记录 ')
pprint (dm.get_contract_batch_trade(symbol='BTC_CW', size=3))
#%% trade / account api ===============
print (u' 获取用户账户信息 ')
pprint (dm.get_contract_account_info())
pprint (dm.get_contract_account_info("BTC"))
print (u' 获取用户持仓信息 ')
pprint (dm.get_contract_position_info())
pprint (dm.get_contract_position_info("BTC"))
print (u' 合约下单 ')
pprint(dm.send_contract_order(symbol='', contract_type='', contract_code='BTC181228',
client_order_id='', price=50, volume=1, direction='buy',
offset='open', lever_rate=5, order_price_type='limit'))
# {'data': {'order_id': 42652161}, 'status': 'ok', 'ts': 1537270256575}
print (u' 合约批量下单 ')
orders_data = {'orders_data': [
{'symbol': 'BTC', 'contract_type': 'quarter',
'contract_code':'BTC181228', 'client_order_id':'',
'price':1, 'volume':1, 'direction':'buy', 'offset':'open',
'leverRate':5, 'orderPriceType':'limit'},
class RestClient:
def __init__(self):
self.__client = HuobiDM('https://api.hbdm.com',
'f2643261-4cfd9d14-ca908a0f-dbye2sf5t7',
'34ae74a1-853da993-eac728aa-f812f')
# 季度合约K线数据
def get_contract_kline(self, period, start, end, size=150):
"""
:param symbol BTC_CW, BTC_NW, BTC_CQ , ...
:param period: 可选值：{1min, 5min, 15min, 30min, 60min, 4hour, 1day, 1week, 1mon }
:param size: [1,2000]
:return:
"""
params = {
'symbol': 'BTC_CQ',
'period': period,
'start': start,
'end': end
}
if size:
params['size'] = size
url = self.__url + '/market/history/kline'
resp = self.__client.http_get_request(url, params)
return resp['data']
# 合约下单
def send_contract_order(self, price, volume, direction, offset):
""" 当季合约下单,
Args:
price: 价格.
volume: 委托数量(张).
direction: "buy":买 "sell":卖.
offset: "open":开 "close":平
order_price_type: 订单报价类型 "limit":限价; "opponent":对手价
Returns:
下单结果.
"""
print(u' 合约下单BTC ', " price =", price, " volume =", volume,
" direction =", direction, " offset =", offset)
symbol = 'BTC'
contract_type = 'quarter'
client_order_id = ''
contract_code = ''
#client_order_id=''
# direction='buy'
#offset='open'
resp = self.__client.send_contract_order(symbol,
contract_type,
contract_code,
client_order_id,
price,
volume,
direction,
offset,
lever_rate=5,
order_price_type='limit')
return resp['data']
# 获取用户持仓信息
def get_contract_position_info(self):
resp = self.__client.get_contract_position_info('BTC')
return resp['data']
# 获取基差数据
def get_history_base(self):
resp = self.__client.get_history_base()
return resp['data']
while (1):
try:
dm = HuobiDM(URL, ACCESS_KEY, SECRET_KEY)
kline_30min = (dm.get_contract_kline(symbol='ETH_CQ',
period='30min',
size=300))['data']
contract_info = dm.get_contract_info(symbol="ETH",
contract_type="quarter")['data']
contract_size = contract_info[0]['contract_size']
contract_account_info = dm.get_contract_account_info("ETH")['data']
account_info['margin_available'] = contract_account_info[0][
'margin_available']
account_info['margin_frozen'] = contract_account_info[0][
'margin_position']
contract_position_info = dm.get_contract_position_info("ETH")['data']
if contract_position_info == []:
account_info['volume'] = 0
account_info['direction'] = 0
last_price = kline_30min[-1]['close']
else:
account_info['volume'] = contract_position_info[0]['available']
account_info['direction'] = contract_position_info[0]['direction']
last_price = contract_position_info[0]['last_price']
except:
retryCount += 1
if (retryCount == 20):
qqEmail('info_get is error!')
with open("test_account_info.json", "w") as dump_f:
json.dump(account_info, dump_f)