十二、区块量化 gate.io 合约操作文件

新增cross_order.py 文件

# -*- coding: utf-8 -*-
import pandas as pd
from gate_api import ApiClient, Configuration, FuturesApi, FuturesOrder
from gate_api.exceptions import GateApiException
from gate_api.config import Config
import weixin
import time
from datetime import datetime

pd.set_option('expand_frame_repr', False)
config = Configuration(key=Config.GATEIO_API_KEY, secret=Config.GATEIO_API_SECRET, host=Config.GATEIO_HOST)
futures_api = FuturesApi(ApiClient(config))

# 交易对集合
# symbol：交易对
symbol_pool = ['BTC_USDT', 'ETH_USDT']
# symbol_pool = ['BTC_USDT', 'ETH_USDT', 'BCH_USDT', 'ZEC_USDT', 'DASH_USDT', 'LTC_USDT', 'FIL_USDT', 'XMR_USDT',
# 'DOT_USDT', 'SOL_USDT']

def get_orderbook(symbol='EOS_USDT'):
"""
查看买一的价格
@param symbol: 币种
@return:
"""
result = futures_api.list_futures_order_book(settle='usdt', contract=symbol)
return float(result.asks[0].p), float(result.bids[0].p)

def get_orderbook_ask(symbol='EOS_USDT'):
"""
查看买一的价格
@param symbol: 币种
@return:
"""
result = futures_api.list_futures_order_book(settle='usdt', contract=symbol)
return float(result.asks[0].p)


def get_orderbook_bid(symbol='EOS_USDT'):
"""
查看卖一的价格
@param symbol: 币种
@return:
"""
result = futures_api.list_futures_order_book(settle='usdt', contract=symbol)
return float(result.bids[0].p)

def get_available_cash(symbol='usdt'):
"""
查看账户余额
@param symbol: 币种
@return:
"""
try:
result = futures_api.list_futures_accounts(settle=symbol)
return float(result.available)
except GateApiException as ex:
if ex.label != "USER_NOT_FOUND":
raise ex
return 0


def get_candlesticks(symbol='EOS_USDT', interval='5m', limit='30'):
"""
查看历吏价格
@param symbol：交易对
@param interval: K线数据
@param limit: 显示条数
@return:
"""
limits = int(limit)
tickers = futures_api.list_futures_candlesticks(settle='usdt', contract=symbol, limit=limits, interval=interval)
output_list = []
for item in tickers:
sub_dict = {'datetime': item.t, 'open': item.o, 'high': item.h, 'low': item.l, 'close': item.c, 'volume': item.v}
output_list.append(sub_dict)
df = pd.DataFrame(data=output_list, columns=['datetime', 'open', 'high', 'low', 'close', 'volume'])
df['symbol'] = symbol
df['datetime'] = pd.to_datetime(df['datetime'], unit='s', utc=True).dt.tz_convert('Asia/Shanghai')
# 删除重复数据
df.drop_duplicates(['datetime'], inplace=True)
# 将数值数据转为float型，便于后续处理
convert_list = ['open', 'high', 'low', 'close', 'volume']
df[convert_list] = df[convert_list].astype(float)
# 重置索引
df.reset_index(drop=True, inplace=True)
# 增加id列
df.index = df.index + 1
df = df.reset_index()
df = df.rename(columns={'index': 'id'})
return df


def get_historicalticks(symbol='EOS_USDT', interval='15m', start_str='2023-06-01 08:00:00', end_str='2023-06-09 08:00:00'):
"""
查看历吏价格
@param symbol: 交易对
@param interval: K线数据
@param start_str: 开始时间 注意时间格式为秒(s)精度的 Unix 时间戳 10位
@param end_str: 结束时间 注意时间格式为秒(s)精度的 Unix 时间戳 10位
@return:
"""
after = datetime_to_timestamp10(start_str)
before = datetime_to_timestamp10(end_str)
tickers = futures_api.list_futures_candlesticks(settle='usdt', contract=symbol, interval=interval, _from=after, to=before)
output_list = []
for item in tickers:
sub_dict = {'datetime': item.t, 'open': item.o, 'high': item.h, 'low': item.l, 'close': item.c, 'volume': item.v}
output_list.append(sub_dict)
df = pd.DataFrame(data=output_list, columns=['datetime', 'open', 'high', 'low', 'close', 'volume'])
df['symbol'] = symbol
df['datetime'] = pd.to_datetime(df['datetime'], unit='s', utc=True).dt.tz_convert('Asia/Shanghai')
# 删除重复数据
df.drop_duplicates(['datetime'], inplace=True)
# 将数值数据转为float型，便于后续处理
convert_list = ['open', 'high', 'low', 'close', 'volume']
df[convert_list] = df[convert_list].astype(float)
# 重置索引
df.reset_index(drop=True, inplace=True)
# 增加id列
df.index = df.index + 1
df = df.reset_index()
df = df.rename(columns={'index': 'id'})
return df


def datetime_to_timestamp10(date):
"""
生成10位时间戳
@date 输入日期
@return: Unix时间戳的秒数格式 如:1540281250399895
"""
timeArray = datetime.strptime(date, "%Y-%m-%d %H:%M:%S")
# 10位，时间点相当于从UNIX TIME的纪元时间开始的当年时间编号
timestamp = str(int(time.mktime(timeArray.timetuple())))
return str(timestamp)



def get_timestamp10():
"""
生成10位时间戳
@return: Unix时间戳的秒数格式 如:1540281250399895
"""
datetime_now = datetime.now()
# 10位，时间点相当于从UNIX TIME的纪元时间开始的当年时间编号
timestamp = str(int(time.mktime(datetime_now.timetuple())))
return str(timestamp)


def timestamp_to_datetime(timestamp):
"""
时间戳转标准时间
@param timestamp:
@return:
"""
datatime = time.strftime("%Y-%m-%d %H:%M:%S", time.localtime(float(str(timestamp)[0:10])))
return datatime

def get_long_positions(symbol='EOS_USDT'):
"""
查看合约多仓持仓信息
@param symbol：交易对
@return:
"""
position_size = 0
try:
position = futures_api.get_dual_mode_position(settle='usdt', contract=symbol)
for pos in position:
if pos.mode == 'dual_long':
position_size = pos.size
except GateApiException as ex:
if ex.label != "POSITION_NOT_FOUND":
raise ex
return position_size


def get_short_positions(symbol='EOS_USDT'):
"""
查看合约空仓持仓信息
@param symbol：交易对
@return:
"""
position_size = 0
try:
position = futures_api.get_dual_mode_position(settle='usdt', contract=symbol)
for pos in position:
if pos.mode == 'dual_short':
position_size = pos.size
except GateApiException as ex:
if ex.label != "POSITION_NOT_FOUND":
raise ex
return position_size


def set_leverage(symbol='EOS_USDT', leverage='25'):
"""
设置合约杠杆倍数
@param symbol：交易对
@param leverage：倍数
@return:
"""
long_positions = get_long_positions(symbol)
short_positions = get_short_positions(symbol)
if (short_positions == 0.0) and (long_positions == 0.0):
futures_api.update_dual_mode_position_leverage(settle='usdt', contract=symbol, leverage=leverage)
else:
print('已持仓中,无法修改杠杆倍数')