四、区块量化 okx 合约操作文件续

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def create_order(symbol='EOS-USDT-SWAP', side='buy', positionside='long', ordtype='limit', price='0', quantity='1',                  tpTriggerPx='', tpOrdPx='', slTriggerPx='', slOrdPx='', message=''):     """     全仓合约下单     @param symbol: 交易对     @param side: 订单方向：buy：买， sell：卖     @param positionside: 持仓方向：long 或 short     @param ordtype: 订单类型：market：市价单、limit：限价单     @param price: 委托价格     @param quantity: 委托数量     @param tpOrdPx: 止盈委托价     @param tpTriggerPx: 止盈触发价     @param slOrdPx: 止损委托价     @param slTriggerPx: 止损触发价     @param message: 判断依据     @return:     """     params = dict()     if ordtype in ['limit', 'market']:         params.update({             'tdMode': 'cross'         })     if ordtype != 'market':         params.update({             'px': price         })     result = trade_api.create_order(instId=symbol, side=side, ordType=ordtype, posSide=positionside, sz=quantity,                                     tpTriggerPx=tpTriggerPx, tpOrdPx=tpOrdPx, slTriggerPx=slTriggerPx, slOrdPx=slOrdPx,                                     tpTriggerPxType=TRIGGER_PXTYPE_LAST, slTriggerPxType=TRIGGER_PXTYPE_LAST, **params)     if result["code"] == "0":         if side == 'sell':             sides = '卖出'         else:             sides = '买入'         if positionside == 'short':             possides = '做空'         else:             possides = '做多'         wxmsg = 'OKEX 下单成功,\n订单ID：{}\n交易对：{}\n买卖方式：{}\n购买方向：{}\n购买价格：{:.2f}\n购买数量：{}\n止盈价格：' \                 '{:.2f}\n止损价格：{:.2f}\n判断依据：{}'.format(result["data"][0]["ordId"], symbol, sides, possides,                                                               price,                                                               quantity, tpOrdPx, slOrdPx, message)         weixin.senddata('@all', wxmsg)         return result["data"][0]["ordId"]     else:         weixin.senddata('@all', 'OKEX 下单失败，错误码：' + result["data"][0]["sCode"] + '\n错误信息:' +                         result["data"][0]["sMsg"])         return "下单失败，错误码：", result["data"][0]["sCode"], ", 错误信息：", result["data"][0]["sMsg"]     def close_positions(symbol='EOS-USDT-SWAP', side='sell', positionside='long', message=''):     """     平仓方法     开平仓模式下，side和posSide需要进行组合     开多：买入开多（side 填写 buy； posSide 填写 long ）     开空：卖出开空（side 填写 sell； posSide 填写 short ）     平多：卖出平多（side 填写 sell；posSide 填写 long ）     平空：买入平空（side 填写 buy； posSide 填写 short ）     @param symbol: 交易对     @param side: 订单方向：buy：买， sell：卖     @param positionside: 平仓方向：long 或 short     @param message: 判断依据     @return:     """     create_order(symbol=symbol, side=side, positionside=positionside, ordtype='market', quantity='1',                  message=message)     def up_cross_order(symbol='EOS-USDT-SWAP', ordtype='limit', tpTriggerPx='', tpOrdPx='', slTriggerPx='', slOrdPx='',                    message=''):     """     开多仓方法     @param symbol: 交易对     @param ordtype: 订单类型：market：市价单、limit：限价单     @param tpOrdPx: 止盈委托价     @param tpTriggerPx: 止盈触发价     @param slOrdPx: 止损委托价     @param slTriggerPx: 止损触发价     @param message: 消息处理     @return:     """     print('可做多的交易对：' + symbol)     # 获取标的可平多仓     long_position = get_long_positions(symbol=symbol)     print('可平多仓：' + str(long_position))     # 获取标的可平空仓     short_position = get_short_positions(symbol=symbol)     print('可平空仓：' + str(short_position))     if (long_position + short_position) > 5:         print('持仓数最多5个')         return     free_money = get_available_cash('USDT')     print('可用USDT：' + str(free_money))     if free_money > 0:         price = get_orderbook_bid(symbol)         print('可成交价格：' + str(price))         quantity = 1         # 如果当时持有空仓，则先平仓，再开多仓；         if short_position != 0:             print('OKEX 如果当时持有空仓，则先平仓，再开多仓：' + symbol)             close_positions(symbol=symbol, side=SIDE_BUY, positionside=POS_SIDE_SHORT,                             message='已持空仓，先平空仓，再开多仓')             create_order(symbol=symbol, side=SIDE_BUY, positionside=POS_SIDE_LONG, ordtype=ordtype, price=str(price),                          quantity=str(quantity), tpTriggerPx=tpTriggerPx, tpOrdPx=tpOrdPx, slTriggerPx=slTriggerPx,                          slOrdPx=slOrdPx, message=message)         # 如果没有持仓，则直接开多仓；         elif (short_position == 0.0) and (long_position == 0.0):             print('OKEX 如果没有持仓，则直接开多仓' + symbol)             create_order(symbol=symbol, side=SIDE_BUY, positionside=POS_SIDE_LONG, ordtype=ordtype, price=str(price),                          quantity=str(quantity), tpTriggerPx=tpTriggerPx, tpOrdPx=tpOrdPx, slTriggerPx=slTriggerPx,                          slOrdPx=slOrdPx, message=message)     def down_cross_order(symbol='EOS-USDT-SWAP', ordtype='limit', tpTriggerPx='', tpOrdPx='', slTriggerPx='', slOrdPx='',                      message=''):     """     开空仓方法     @param symbol: 交易对     @param ordtype: 订单类型：market：市价单、limit：限价单     @param tpOrdPx: 止盈委托价     @param tpTriggerPx: 止盈触发价     @param slOrdPx: 止损委托价     @param slTriggerPx: 止损触发价     @param message: 消息处理     @return:     """     print('可做空的交易对：' + symbol)     # 获取标的可平多仓     long_position = get_long_positions(symbol=symbol)     print('可平多仓：' + str(long_position))     # 获取标的可平空仓     short_position = get_short_positions(symbol=symbol)     print('可平空仓：' + str(short_position))     if (long_position + short_position) > 5:         print('持仓数最多5个')         return     free_money = get_available_cash('USDT')     print('可用USDT：' + str(free_money))     if free_money > 0:         price = get_orderbook_ask(symbol)         print('可成交价格：' + str(price))         quantity = 1         # 如果当时持有多仓，则先平仓，再开空仓；         if long_position != 0:             print('OKEX 如果当时持有多仓，则先平仓，再开空仓：' + symbol)             close_positions(symbol=symbol, side=SIDE_SELL, positionside=POS_SIDE_LONG,                             message='已持多仓，先平多仓，再开空仓')             create_order(symbol=symbol, side=SIDE_SELL, positionside=POS_SIDE_SHORT, ordtype=ordtype, price=str(price),                          quantity=str(quantity), tpTriggerPx=tpTriggerPx, tpOrdPx=tpOrdPx, slTriggerPx=slTriggerPx,                          slOrdPx=slOrdPx, message=message)         # 如果没有持仓，则直接开空仓；         elif (short_position == 0) and (long_position == 0):             print('OKEX 如果没有持仓，则直接开空仓；' + symbol)             create_order(symbol=symbol, side=SIDE_SELL, positionside=POS_SIDE_SHORT, ordtype=ordtype, price=str(price),                          quantity=str(quantity), tpTriggerPx=tpTriggerPx, tpOrdPx=tpOrdPx, slTriggerPx=slTriggerPx,                          slOrdPx=slOrdPx, message=message)