Funcionalidad de la API avanzada de OkEX V.1.1.0 (futuros: pedido por lotes, a la vista; TBD) Python 2/3

El autor:- ¿ Qué es esto?, Fecha: 2018-08-29 13:38:34
Las etiquetas:Está bien.PythonEstá bien.Extent-API (en inglés)

Función de la API avanzada de OkEX (FMZ.com)

Iniciación

Esta biblioteca integra algunas funciones de la API avanzada de OkEX, que requieren inicialización antes de su uso.

Los futuros de OkEX

# OkEX 期货
# future 可选参数 this_week next_week quarter , 不填默认 this_week
OkEXFuture = ext.OkEXFuturePlus(exchange, future=string)    # 创建一个新的接口对象 
# 多个交易所
OkEXFuture = ext.OkEXFuturePlus(exchanges[0], future=string)    # exchanges[这里取决于你的交易所添加在第几个]

OkEX en el momento

# Todavía escribo

Operaciones de órdenes - futuros

Los pedidos por lotes

BulkAdd ((() añade nuevos pedidos a la lista de pedidos locales
side price amount 为必填参数
symbol future 不填则使用默认交易对设置
matchPrice 默认为False , 设置为True 使用对手价交易
OkEXFuture.BulkAdd(side=string, price=float, amount=integer, matchPrice=False, symbol=string, future=string) 
BulkClear ((() limpia las órdenes no enviadas en el local
symbol 指定后可清除指定交易对订单 如不指定则清除所有订单
notify 是否显示日志 默认为显示
OkEXFuture.BulkClear(symbol=string, notify=True)
BulkPost ((() Envío de pedidos no enviados a nivel local
symbol 指定后只提交指定交易对订单 不指定则提交所有订单
future 必须同时指定symbol才能使用 指定后只提交特定交易对的特定合约的订单
OkEXFuture.BulkPost(symbol=string, future=string)
BulkOrders ((() para ver los pedidos no enviados a nivel local
symbol 指定后只查看指定交易对订单 不指定则查看所有订单
future 必须同时指定symbol才能使用 指定后只查看特定交易对的特定合约的订单
OkEXFuture.BulkOrders(symbol=string, future=string)

En contacto conmigo

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Documentación de la API de OkEX

Utilizando la licencia GNU General Public License v3



#!/usr/bin/env python3
# -*- coding: utf-8 -*-
# encoding: utf-8
#
# OkEX Advanced API Interface for FMZ.com.
#
# Copyright 2018 FawkesPan
# Contact : i@fawkex.me / Telegram@FawkesPan
#
# GNU General Public License v3.0
#

import json
import time

QUOTES = {}
QUOTES['ZH'] = {
    'GREET' : '[OkEX 接口已初始化]  币种: %s 合约: %s. %s',
    'INITF' : '使用的交易所不正确,当前交易所: %s',
    'PARAMERR' : '***传的参数不对 检查你的代码*** %s',
    'NEWORDER' : '[添加订单]  币种: %s 合约: %s 方向: %s 价格: %.4f 数量: %d 张. %s',
    'ORDCOUNT' : '[本次批量发送订单]  总计: %d 条. %s',
    'THISBATCH' : '[信息]  正在处理 币种: %s 合约: %s 条数: %d. %s',
    'ORDSENT' : '[已发送订单]  币种: %s 合约: %s 条数: %d. %s',
    'NEEDSPLIT' : '[信息]  由于单合约单量大于5条 需要进行分片处理. %s',
    'CLEARALL' : '[信息]  已清除所有本地订单. %s',
    'CLEARS' : '[信息]  已清除所有 %s 本地订单. %s',
    'CLEAR' : '[信息]  已清除所有 %s %s 本地订单. %s'
}

COLORS = {
    'DEEPBLUE' : '#1F618D',
    'BLUE' : '#0000FF',
    'LIGHTBLUE' : '#5DADE2',
    'DEEPGREEN' : '#27AE60',
    'GREEN' : '#00FF00',
    'LIGHTGREEN' : '#58D68D',
    'LAPIS' : '#26619C',
    'DEEPRED' : '#CB4335',
    'RED' : '#FF0000',
    'LIGHTRED' : '#EC7063'
}


class OkEXFuture:

    def __init__(self, exchange, future='this_week'):
        self.QUOTES = {}
        exchange.GetCurrency()
        if isinstance(exchange.GetCurrency(), bytes):
            self.symbol = str(exchange.GetCurrency(), "utf-8").lower()
            name = str(exchange.GetName(), "utf-8")
        else:
            self.symbol = exchange.GetCurrency()
            name = exchange.GetName()
        self.IO = exchange.IO
        self.future = future
        self.bulks = {}
        self.bulks[self.symbol] = {}
        self.bulks[self.symbol][self.future] = []
        if 'OKCoin' in str(name):
            Log(QUOTES[LANG]['GREET'] % (self.symbol.upper(),self.future.upper(),COLORS['LAPIS']))
        else:
            Log(QUOTES[LANG]['INITF'] % (name))

    def BulkAdd(self, side=None, price=None, amount=None, matchPrice=False, symbol=None, future=None):
        if type is None or price is None or amount is None:
            Log(QUOTES[LANG]['PARAMERR'] % (COLORS['RED']))
            return False
        side = side.lower()
        if side == 'buy':
            tp = 1
            cl = COLORS['DEEPGREEN']
        if side == 'sell':
            tp = 2
            cl = COLORS['DEEPRED']
        if side == 'closebuy':
            tp = 3
            cl = COLORS['LIGHTRED']
        if side == 'closesell':
            tp = 4
            cl = COLORS['LIGHTGREEN']
        if symbol is None:
            symbol = self.symbol
        if future is None:
            future = self.future

        order = {}
        order['price'] = price
        order['amount'] = amount
        order['type'] = tp

        if matchPrice:
            order['matchPrice'] = 1

        try:
            self.bulks[symbol]
        except KeyError:
            self.bulks[symbol] = {}
        try:
            self.bulks[symbol][future]
        except KeyError:
            self.bulks[symbol][future] = []

        self.bulks[symbol][future].append(order)

        Log(QUOTES[LANG]['NEWORDER'] % (symbol.upper(),future.upper(),side.upper(),price,amount,cl))

        return True

    def BulkOrders(self, symbol=None, future=None):
        if symbol is None:
            return self.bulks
        else:
            if future is None:
                return self.bulks[symbol]
            else:
                return self.bulks[symbol][future]

    def BulkClear(self, symbol=None, future=None, notify=True):
        if symbol is None:
            self.bulks = {}
            if notify:
                Log(QUOTES[LANG]['CLEARALL'] % (COLORS['RED']))
        else:
            if future is None:
                self.bulks[symbol] = {}
                if notify:
                     Log(QUOTES[LANG]['CLEARS'] % (symbol.encode().upper(), COLORS['RED']))
            else:
                self.bulks[symbol][future] = []
                if notify:
                    Log(QUOTES[LANG]['CLEAR'] % (symbol.encode().upper(), future.encode().upper(), COLORS['RED']))
                    #Log(QUOTES[LANG]['CLEAR'] % (symbol.upper(), future.upper(), COLORS['RED']))

        return True

    #exchange.IO("api", "POST", "/api/v1/future_batch_trade.do", "symbol=etc_usd&contract_type=this_week&orders_data="+json.dumps(orders))
    def __post(self, symbol='', future=''):
        count = len(self.bulks[symbol][future])
        orders = self.bulks[symbol][future]
        ret = []
        if count == 0:
            return
        Log(QUOTES[LANG]['THISBATCH'] % (symbol.upper(),future.upper(),count,COLORS['LAPIS']))
        if count <= 5:
            params = 'symbol=%s&contract_type=%s&orders_data=%s' % (symbol, future, json.dumps(orders))
            res = self.IO("api", "POST", "/api/v1/future_batch_trade.do", params)
            ret+=res['order_info']
            Log(QUOTES[LANG]['ORDSENT'] % (symbol.upper(),future.upper(),len(orders),COLORS['LAPIS']))
        if count > 5:
            Log(QUOTES[LANG]['NEEDSPLIT'] % (COLORS['LAPIS']))
            batch = []
            for item in orders:
                batch.append(item)
                if len(batch) == 5:
                    params = 'symbol=%s&contract_type=%s&orders_data=%s' % (symbol, future, json.dumps(batch))
                    res = self.IO("api", "POST", "/api/v1/future_batch_trade.do", params)
                    try:
                        ret+=res['order_info']
                    except:
                        pass
                    Log(QUOTES[LANG]['ORDSENT'] % (symbol.upper(),future.upper(),len(batch),COLORS['LAPIS']))
                    batch = []
                    time.sleep(0.3)               # OkEX限制每秒只能进行三个请求

            params = 'symbol=%s&contract_type=%s&orders_data=%s' % (symbol, future, json.dumps(batch))
            res = self.IO("api", "POST", "/api/v1/future_batch_trade.do", params)
            try:
                ret+=res['order_info']
            except:
                pass
            Log(QUOTES[LANG]['ORDSENT'] % (symbol.upper(),future.upper(),len(batch),COLORS['LAPIS']))

        return ret

    def BulkPost(self, symbol=None, future=None):
        ret = []
        count = 0
        if symbol is None:
            symbols = self.bulks.keys()
            for s in symbols:
                futures = self.bulks[s].keys()
                for f in futures:
                    count+=len(self.bulks[s][f])
                    ret+=self.__post(s, f)
                    time.sleep(0.3)               # OkEX限制每秒只能进行三个请求

            self.BulkClear(notify=False)
        else:
            if future is None:
                futures = self.bulks[symbol].keys()
                for f in futures:
                    count+=len(self.bulks[symbol][f])
                    ret+=self.__post(symbol, f)
                    time.sleep(0.3)               # OkEX限制每秒只能进行三个请求

                self.BulkClear(symbol=symbol, notify=False)
            else:
                count+=len(self.bulks[symbol][future])
                ret+=self.__post(symbol, future)

                self.BulkClear(symbol=symbol, future=future, notify=False)

        Log(QUOTES[LANG]['ORDCOUNT'] % (count,COLORS['LAPIS']))
        return ret

class OkEXSpot:

    def __init__(self, exchange):
        self.IO = exchange.IO

    #TBD

ext.OkEXFuturePlus = OkEXFuture # 导出OkEXFuture Class, 主策略可以通过FuturePlus = ext.OkEXFuturePlus(exchange, future)调用
ext.OkEXSpotPlus = OkEXSpot # 导出OkEXSpot Class, 主策略可以通过SpotPlus = ext.OkEXSpotPlus(exchange)调用

# 模块功能测试
def main():
    LogReset()
    Log(exchange.GetAccount())
    OKEXPlus = ext.OkEXFuturePlus(exchange)
    # 4 Buy 2 Sell 1 next_week
    base_price = exchange.GetTicker()['Last']
    OKEXPlus.BulkAdd("sell", base_price*1.2, 1)
    OKEXPlus.BulkAdd("closebuy", base_price*1.2, 1)
    OKEXPlus.BulkAdd("sell", base_price*1.3, 1)
    OKEXPlus.BulkAdd("buy", base_price*0.7, 1, future='next_week')

    OKEXPlus.BulkClear()

    OKEXPlus.BulkAdd("buy", base_price*0.8, 1)
    OKEXPlus.BulkAdd("closebuy", base_price*1.2, 1)
    OKEXPlus.BulkAdd("sell", base_price*1.3, 1)
    OKEXPlus.BulkAdd("buy", base_price*0.7, 1, future='next_week')

    OKEXPlus.BulkClear(symbol=(exchange.GetCurrency()).lower(),future='this_week')
    OKEXPlus.BulkClear(symbol=(exchange.GetCurrency()).lower(),future='next_week')

    OKEXPlus.BulkAdd("buy", base_price*0.8, 1)
    OKEXPlus.BulkAdd("buy", base_price*0.7, 1, future='next_week')
    OKEXPlus.BulkClear(symbol=(exchange.GetCurrency()).lower())

    OKEXPlus.BulkAdd("buy", base_price*0.8, 1)
    OKEXPlus.BulkAdd("buy", base_price*0.81, 1)
    OKEXPlus.BulkAdd("buy", base_price*0.82, 1)
    OKEXPlus.BulkAdd("closesell", base_price*0.8, 1)
    OKEXPlus.BulkAdd("sell", base_price*1.2, 1)
    OKEXPlus.BulkAdd("closebuy", base_price*1.2, 1)
    OKEXPlus.BulkAdd("sell", base_price*1.3, 1)
    OKEXPlus.BulkAdd("buy", base_price*0.7, 1, future='next_week')

    Log(OKEXPlus.BulkOrders())
    for item in OKEXPlus.BulkPost():
        Log(str(item))
    Log(OKEXPlus.BulkOrders())


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- ¿ Qué es esto? https://www.fmz.com/robot/116112