The fmz platform does not come with a stop-loss function, and when you need to set up a stop-loss, you need to call the exchange's other functional interface, and the stop-loss settings of different exchanges are different, so the following package is made. The function of the stop loss is particularly important, as it avoids high handling fees without triggering market prices and avoids the possibility of a burst in extreme cases. The function takes into account the whole stock and the U-bit coin.
import json
# 对合约进行止盈止损 cangType=0默认逐仓 =1全仓
def zhiyingzhisun(ex, amount, directionStr, zhiying, zhisun, cangType = 0):
if ex.GetName().find('OK') >= 0 :
# okex
return okexSwap(ex, amount, directionStr, zhiying, zhisun)
elif ex.GetName().find('Huobi') >= 0 :
# huobi
return huobiSwap(ex, amount, directionStr, zhiying, zhisun, cangType)
elif ex.GetName().find('Binance') >= 0 :
# bian
return bianSwap(ex, amount, directionStr, zhiying, zhisun)
else:
return False
# 发送请求
def AsynIo(ex, paramList):
if (len(paramList) == 3):
arrRoutine = ex.Go("IO", paramList[0], paramList[1], paramList[2])
elif (len(paramList) == 4):
arrRoutine = ex.Go("IO", paramList[0], paramList[1], paramList[2], paramList[3])
elif (len(paramList) == 5):
arrRoutine = ex.Go("IO", paramList[0], paramList[1], paramList[2], paramList[3], paramList[4])
data, ok = arrRoutine.wait()
return data
# 火币合约
def huobiSwap(ex, amount, directionStr, zhiying, zhisun, cangType):
instrument_id = ex.GetCurrency().replace('_',"-")
# 根据全仓或逐仓 与 U本位或币本位，设置请求url
if instrument_id.find('USDT') >= 0 :
if cangType == 0:
url = "/linear-swap-api/v1/swap_tpsl_order"
elif cangType == 1:
url = '/linear-swap-api/v1/swap_cross_tpsl_order'
else:
return False
elif instrument_id.find('USD') >= 0 :
url = "/swap-api/v1/swap_tpsl_order"
else:
return False
# 发送请求
data = AsynIo(ex, ['api', 'POST', url, '', json.dumps({
"contract_code": instrument_id,
"direction": directionStr,
"volume" : amount,
"tp_order_price": zhiying,
"tp_trigger_price": zhiying,
"sl_trigger_price": zhisun,
"sl_order_price": zhisun,
})])
if data["status"] == 'ok':
return True
else:
return False
# 币安合约
def bianSwap(ex, amount, directionStr, zhiying, zhisun):
instrument_id = ex.GetCurrency().replace('_',"")
# U本位或币本位，设置请求url
if instrument_id.find('USDT') >= 0 :
url = "/fapi/v1/order"
elif instrument_id.find('USD') >= 0 :
url = '/dapi/v1/order'
else:
return False
# 止损
zhisunData = AsynIo(ex, ['api', 'POST', url , '', json.dumps({
"symbol": instrument_id,
"side": directionStr,
"type": "STOP",
"quantity": amount,
"price": zhisun,
"stopPrice": zhisun,
"timestamp": str(int(round(time.time() * 1000)))
})])
if int(zhisunData['stopPrice']) != int(zhisun):
return False
# 止盈
zhiyingData = AsynIo(ex, ['api', 'POST', url , '', json.dumps({
"symbol": instrument_id,
"side": direction,
"type": "TAKE_PROFIT",
"quantity": amount,
"price": zhiying,
"stopPrice": zhiying,
"timestamp": str(int(round(time.time() * 1000)))
})])
if int(zhiyingData['stopPrice']) != int(zhiying):
return False
return True
# 欧易合约
def okexSwap(ex, amount, directionStr, zhiying, zhisun):
instrument_id = ex.GetCurrency().replace('_',"-") + '-SWAP'
# 获取仓位方向
if directionStr == 'buy':
direction = '4'
elif directionStr == 'sell':
direction = '3'
else:
return False
data = AsynIo(ex, ['api', 'POST', '/v1/order/orders/place', '', json.dumps({
"instrument_id": instrument_id,
"type": direction,
"order_type": '5',
"size": amount,
"tp_trigger_price": zhiying,
"tp_price": zhiying,
"sl_trigger_price": zhisun,
"sl_price": zhisun
})])
if data["error_code"] == "0":
return True
else:
return False
ext.zhiyingzhisun = zhiyingzhisun
mingxi1005How do I set up the parameters? Can I integrate into my existing strategy robot?
diouf31I learned.
xxs1xxs1I would like to delete the comment.
xxs1xxs1How do you use it? It doesn't matter if you just load it? Is this Python? If you don't have the stop loss concept, you don't have to think about using this, you just have to write a sentence yourself to make a judgment.