okxv5 1.8.11__py3-none-any.whl → 1.8.13__py3-none-any.whl

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
okxv5/Rfq_api.py CHANGED
@@ -3,113 +3,91 @@ from .consts import *
3
3
 
4
4
 
5
5
  class RfqAPI(Client):
6
- # RfqAPI 类继承自 Client 类
7
6
  def __init__(self, api_key, api_secret_key, passphrase, use_server_time=False, flag='1'):
8
- # 构造函数,初始化 Client 父类
9
7
  Client.__init__(self, api_key, api_secret_key, passphrase, use_server_time, flag)
10
8
 
11
9
  def counterparties(self):
12
- # 获取对手方信息
13
10
  params = {}
14
11
  return self._request_with_params(GET, COUNTERPARTIES, params)
15
12
 
16
13
  def create_rfq(self, counterparties='', anonymous='', clRfqId='', allowPartialExecution = '', tag='', legs = []):
17
- # 创建一个 RFQ (Request for Quote) 请求
18
14
  params = {'counterparties': counterparties, 'anonymous': anonymous, 'clRfqId': clRfqId, 'tag':tag, 'legs': legs}
19
15
  return self._request_with_params(POST, CREATE_RFQ, params)
20
16
 
21
17
  def cancel_rfq(self, rfqId = '', clRfqId = ''):
22
- # 取消一个 RFQ 请求
23
18
  params = {'rfqId': rfqId, 'clRfqId': clRfqId}
24
19
  return self._request_with_params(POST, CANCEL_RFQ, params)
25
20
 
26
21
  def cancel_batch_rfqs(self, rfqIds='', clRfqIds=''):
27
- # 批量取消 RFQ 请求
28
22
  params = {'rfqIds': rfqIds, 'clRfqIds': clRfqIds}
29
23
  return self._request_with_params(POST, CANCEL_BATCH_RFQS, params)
30
24
 
31
25
  def cancel_all_rfqs(self):
32
- # 取消所有 RFQ 请求
33
26
  params = {}
34
27
  return self._request_with_params(POST, CANCEL_ALL_RSQS, params)
35
28
 
36
29
  def execute_quote(self, rfqId='', quoteId=''):
37
- # 执行一个报价 (Quote)
38
30
  params = {'rfqId': rfqId, 'quoteId': quoteId}
39
31
  return self._request_with_params(POST, EXECUTE_QUOTE, params)
40
32
 
41
33
  def create_quote(self, rfqId='', clQuoteId='', tag = '', quoteSide = '', legs = [], expiresIn = '',anonymous = ''):
42
- # 创建一个报价 (Quote)
43
34
  params = {'rfqId': rfqId, 'clQuoteId': clQuoteId, 'tag':tag, 'quoteSide': quoteSide, 'legs': legs, 'expiresIn':expiresIn, 'anonymous':anonymous}
44
35
  return self._request_with_params(POST, CREATE_QUOTE, params)
45
36
 
46
37
  def cancel_quote(self, quoteId = '', clQuoteId = '', rfqId = ''):
47
- # 取消一个报价 (Quote)
48
38
  params = {'quoteId': quoteId, 'clQuoteId': clQuoteId, 'rfqId':rfqId}
49
39
  return self._request_with_params(POST, CANCEL_QUOTE, params)
50
40
 
51
41
  def cancel_batch_quotes(self, quoteIds='', clQuoteIds=''):
52
- # 批量取消报价
53
42
  params = {'quoteIds': quoteIds, 'clQuoteIds': clQuoteIds}
54
43
  return self._request_with_params(POST, CANCEL_BATCH_QUOTES, params)
55
44
 
56
45
  def cancel_all_quotes(self):
57
- # 取消所有报价
58
46
  params = {}
59
47
  return self._request_with_params(POST, CANCEL_ALL_QUOTES, params)
60
48
 
61
49
  def get_rfqs(self, rfqId = '', clRfqId = '', state = '', beginId = '', endId = '', limit = ''):
62
- # 获取 RFQ 请求列表
63
50
  params = {'rfqId': rfqId, 'clRfqId': clRfqId, 'state': state, 'beginId': beginId, 'endId': endId, 'limit':limit}
64
51
  return self._request_with_params(GET, GET_RFQS, params)
65
52
 
66
53
  def get_quotes(self, rfqId = '', clRfqId = '', quoteId = '', clQuoteId = '', state = '', beginId = '', endId = '', limit = ''):
67
- # 获取报价列表
68
54
  params = {'rfqId': rfqId, 'clRfqId': clRfqId, 'quoteId':quoteId,'clQuoteId':clQuoteId, 'state': state, 'beginId': beginId, 'endId': endId, 'limit':limit}
69
55
  return self._request_with_params(GET, GET_QUOTES, params)
70
56
 
71
57
  def get_rfq_trades(self, rfqId = '', clRfqId = '', quoteId = '', blockTdId = '', clQuoteId = '', isSuccessful = '', beginId = '', endId = '', limit = '', beginTs ='', endTs = ''):
72
- # 获取 RFQ 相关的交易
73
58
  params = {'rfqId': rfqId, 'clRfqId': clRfqId, 'quoteId':quoteId,'clQuoteId':clQuoteId, 'isSuccessful': isSuccessful, 'beginId': beginId, 'endId': endId, 'limit':limit,'blockTdId':blockTdId,'beginTs':beginTs,'endTs':endTs}
74
59
  return self._request_with_params(GET, GET_RFQ_TRADES, params)
75
60
 
76
61
  def get_public_trades(self, beginId = '', endId = '', limit = ''):
77
- # 获取公开交易列表
78
62
  params = {'beginId': beginId, 'endId': endId, 'limit': limit}
79
63
  return self._request_with_params(GET, GET_PUBLIC_TRADES, params)
80
64
 
81
65
 
82
66
  def rfq_cancel_all_after(self, timeOut = ''):
83
- # 在指定时间后取消所有 RFQ 请求
84
67
  params = {'timeOut': timeOut}
85
68
  return self._request_with_params(POST, RFQ_CANCEL_ALL_AFTER, params)
86
69
 
87
70
  def maker_instrument_settings(self, instType='', data=[]):
88
- # 设置做市商交易对参数
89
71
  params = [{'instType': instType, 'data': data}]
90
72
  return self._request_with_params(POST, MARKET_INSTRUMENT_SETTINGS, params)
91
73
 
92
74
  def mmp_reset(self):
93
- # 重置 MMP (Market Making Protection)
94
75
  params = {}
95
76
  return self._request_with_params(POST, MMP_RESET, params)
96
77
 
97
78
  # POST /api/v5/rfq/mmp-config
98
79
  def mmp_config(self,timeInterval='',frozenInterval='',countLimit=''):
99
- # 配置 MMP (Market Making Protection)
100
80
  params = {'timeInterval':timeInterval,'frozenInterval':frozenInterval,'countLimit':countLimit,}
101
81
  return self._request_with_params(POST, MMP_CONFIG, params)
102
82
 
103
83
  # GET /api/v5/rfq/maker-instrument-settings
104
84
  def get_maker_instrument_settings(self):
105
- # 获取做市商交易对设置
106
85
  params = {}
107
86
  return self._request_with_params(GET, GET_MAKER_INSTRUMENT_SETTINGS, params)
108
87
 
109
88
 
110
89
  # GET /api/v5/rfq/maker-instrument-settings
111
90
  def mmp_configs(self,timeInterval='', frozenInterval='', countLimit='',mmpFrozen='',mmpFrozenUntil='',):
112
- # 获取 MMP (Market Making Protection) 配置信息
113
91
  params = {'timeInterval':timeInterval,'frozenInterval':frozenInterval,'countLimit':countLimit,
114
92
  'mmpFrozen':mmpFrozen,'mmpFrozenUntil':mmpFrozenUntil,}
115
93
  return self._request_with_params(GET, MMP_CONF, params)
okxv5/Singal_api.py CHANGED
@@ -1,146 +1,91 @@
1
- # 从 .client 模块导入 Client 类
2
1
  from .client import Client
3
- # 从 .consts 模块导入所有常量
4
2
  from .consts import *
5
3
 
6
4
 
7
- # SignalApi 类继承自 Client 类
8
5
  class SignalApi(Client):
9
- # 构造函数
10
6
  def __init__(self, api_key, api_secret_key, passphrase, use_server_time=False, flag='1'):
11
- # 调用父类 Client 的构造函数
12
7
  Client.__init__(self, api_key, api_secret_key, passphrase, use_server_time, flag)
13
8
 
14
- # 创建信号通道
15
- def create_signal(self, signalChanName='', signalChanDesc=''):
16
- # 构建请求参数
17
- params = {'signalChanName': signalChanName, 'signalChanDesc': signalChanDesc}
18
- # 发送 POST 请求创建信号
9
+
10
+ def create_signal(self,signalChanName='',signalChanDesc=''):
11
+ params = {'signalChanName':signalChanName,'signalChanDesc':signalChanDesc}
19
12
  return self._request_with_params(POST, CREAT_SIGNAL, params)
20
13
 
21
- # 获取信号列表
22
- def signals(self, signalSourceType='', signalChanId='', after='', before='',
14
+ def signals(self, signalSourceType='', signalChanId='',after='', before='',
23
15
  limit='', ):
24
- # 构建请求参数
25
- params = {'signalSourceType': signalSourceType, 'signalChanId': signalChanId, 'after': after,
26
- 'before': before, 'limit': limit, }
27
- # 发送 GET 请求获取信号列表
16
+ params = {'signalSourceType': signalSourceType, 'signalChanId': signalChanId,'after': after,
17
+ 'before': before,'limit': limit,}
28
18
  return self._request_with_params(GET, SIGNALS, params)
29
19
 
30
- # 策略下单
31
- def order_algo(self, includeAll='', signalChanId='', instIds='', lever='',
32
- investAmt='', subOrdType='', ratio='', entrySettingParam='', exitSettingParam='', ):
33
- # 构建请求参数
34
- params = {'includeAll': includeAll, 'signalChanId': signalChanId, 'instIds': instIds,
35
- 'lever': lever, 'investAmt': investAmt, 'subOrdType': subOrdType, 'ratio': ratio,
36
- 'entrySettingParam': entrySettingParam,
37
- 'exitSettingParam': exitSettingParam}
38
- # 发送 POST 请求进行策略下单
20
+ def order_algo(self, includeAll='', signalChanId='',instIds='', lever='',
21
+ investAmt='',subOrdType='',ratio='',entrySettingParam='',exitSettingParam='', ):
22
+ params = {'includeAll': includeAll, 'signalChanId': signalChanId,'instIds': instIds,
23
+ 'lever': lever,'investAmt': investAmt,'subOrdType': subOrdType,'ratio': ratio,'entrySettingParam': entrySettingParam,
24
+ 'exitSettingParam':exitSettingParam}
39
25
  return self._request_with_params(POST, ORDER_ALGO_SIGNAL, params)
40
26
 
41
- # 停止策略订单
42
27
  def signal_stop_order_algo(self, algoId='', ):
43
- # 构建请求参数
44
28
  params = {'algoId': algoId, }
45
- # 发送 POST 请求停止策略订单
46
29
  return self._request_with_params(POST, SIGNAL_STOP_ORDER_ALGO, params)
47
30
 
48
- # 策略保证金余额操作
49
- def signal_margin_balance(self, algoId='', type='', amt='', allowReinvest='', ):
50
- # 构建请求参数
31
+ def signal_margin_balance(self, algoId='',type='',amt='',allowReinvest='', ):
51
32
  params = {'algoId': algoId, 'type': type, 'amt': amt, 'allowReinvest': allowReinvest, }
52
- # 发送 POST 请求进行保证金余额操作
53
33
  return self._request_with_params(POST, SIGNAL_MARGIN_BALANCE, params)
54
34
 
55
- # 修改止盈止损参数
56
- def amendTPSL(self, algoId='', exitSettingParam='', ):
57
- # 构建请求参数
58
- params = {'algoId': algoId, 'exitSettingParam': exitSettingParam, }
59
- # 发送 POST 请求修改止盈止损参数
35
+ def amendTPSL(self, algoId='',exitSettingParam='', ):
36
+ params = {'algoId': algoId, 'exitSettingParam': exitSettingParam, }
60
37
  return self._request_with_params(POST, AMENDTPSL, params)
61
38
 
62
- # 设置策略交易对
63
- def signal_set_instruments(self, algoId='', instIds='', includeAll=''):
64
- # 构建请求参数
65
- params = {'algoId': algoId, 'instIds': instIds, 'includeAll': includeAll}
66
- # 发送 POST 请求设置策略交易对
39
+ def signal_set_instruments(self, algoId='',instIds='', includeAll=''):
40
+ params = {'algoId': algoId, 'instIds': instIds,'includeAll':includeAll}
67
41
  return self._request_with_params(POST, SIGNAL_SET_INSTRUMENTS, params)
68
42
 
69
- # 获取策略订单详情
70
- def orders_algo_details(self, algoId='', algoOrdType='', ):
71
- # 构建请求参数
72
- params = {'algoId': algoId, 'algoOrdType': algoOrdType, }
73
- # 发送 GET 请求获取策略订单详情
43
+ def orders_algo_details(self, algoId='',algoOrdType='', ):
44
+ params = {'algoId': algoId, 'algoOrdType': algoOrdType,}
74
45
  return self._request_with_params(GET, ORDERS_ALGO_DETAILS, params)
75
46
 
76
- # 获取策略待处理订单
77
- def orders_algo_pending(self, algoId='', algoOrdType='', after='', before='', limit='', ):
78
- # 构建请求参数
79
- params = {'algoId': algoId, 'algoOrdType': algoOrdType, 'after': after,
80
- 'before': before, 'limit': limit, }
81
- # 发送 GET 请求获取策略待处理订单
47
+ def orders_algo_pending(self, algoId='',algoOrdType='',after='',before='',limit='', ):
48
+ params = {'algoId': algoId, 'algoOrdType': algoOrdType,'after': after,
49
+ 'before': before,'limit': limit,}
82
50
  return self._request_with_params(GET, ORDERS_ALGO_PENDING, params)
83
51
 
84
- # 获取策略历史订单
85
- def orders_algo_history(self, algoId='', algoOrdType='', after='', before='', limit='', ):
86
- # 构建请求参数
87
- params = {'algoId': algoId, 'algoOrdType': algoOrdType, 'after': after,
88
- 'before': before, 'limit': limit, }
89
- # 发送 GET 请求获取策略历史订单
52
+ def orders_algo_history(self, algoId='',algoOrdType='',after='',before='',limit='', ):
53
+ params = {'algoId': algoId, 'algoOrdType': algoOrdType,'after': after,
54
+ 'before': before,'limit': limit,}
90
55
  return self._request_with_params(GET, ORDERS_ALGO_HISTORY, params)
91
56
 
92
- # 获取策略持仓
93
- def signal_positions(self, algoId='', algoOrdType='', ):
94
- # 构建请求参数
95
- params = {'algoId': algoId, 'algoOrdType': algoOrdType, }
96
- # 发送 GET 请求获取策略持仓
57
+ def signal_positions(self, algoId='',algoOrdType='', ):
58
+ params = {'algoId': algoId, 'algoOrdType': algoOrdType,}
97
59
  return self._request_with_params(GET, SIGNAL_POSITIONS, params)
98
60
 
99
- # 获取策略历史持仓
100
- def signal_positions_history(self, algoId='', instId='', after='', before='', limit='', ):
101
- # 构建请求参数
102
- params = {'algoId': algoId, 'instId': instId, 'after': after,
103
- 'before': before, 'limit': limit, }
104
- # 发送 GET 请求获取策略历史持仓
61
+ def signal_positions_history(self, algoId='',instId='',after='',before='',limit='', ):
62
+ params = {'algoId': algoId, 'instId': instId,'after': after,
63
+ 'before': before,'limit': limit,}
105
64
  return self._request_with_params(GET, SIGNAL_POSITIONS_HISTORY, params)
106
65
 
107
- # 策略平仓
108
- def signal_close_position(self, algoId='', instId='', ):
109
- # 构建请求参数
110
- params = {'algoId': algoId, 'instId': instId, }
111
- # 发送 POST 请求进行策略平仓
66
+ def signal_close_position(self, algoId='',instId='',):
67
+ params = {'algoId': algoId, 'instId': instId,}
112
68
  return self._request_with_params(POST, SIGNAL_CLOSE_POSITION, params)
113
69
 
114
- # 下子订单
115
- def sub_order(self, algoId='', instId='', side='', ordType='', sz='', px='', reduceOnly=''):
116
- # 构建请求参数
117
- params = {'algoId': algoId, 'instId': instId, 'side': side, 'ordType': ordType, 'sz': sz, 'px': px,
70
+ def sub_order(self, algoId='',instId='',side='',ordType='',sz='',px='',reduceOnly=''):
71
+ params = {'algoId': algoId, 'instId': instId,'side': side, 'ordType': ordType,'sz': sz, 'px': px,
118
72
  'reduceOnly': reduceOnly, }
119
- # 发送 POST 请求下子订单
120
73
  return self._request_with_params(POST, SUB_ORDER, params)
121
74
 
122
- # 取消子订单
123
- def cancel_sub_order(self, algoId='', instId='', signalOrdId='', ):
124
- # 构建请求参数
125
- params = {'algoId': algoId, 'instId': instId, 'signalOrdId': signalOrdId, }
126
- # 发送 POST 请求取消子订单
75
+ def cancel_sub_order(self, algoId='',instId='',signalOrdId='',):
76
+ params = {'algoId': algoId, 'instId': instId,'signalOrdId': signalOrdId,}
127
77
  return self._request_with_params(POST, CANCEL_SUB_ORDER, params)
128
78
 
129
- # 获取子订单列表
130
- def sub_orders(self, algoId='', algoOrdType='', signalOrdId='', state='', after='', before='', limit='',
131
- begin='', end='', type='', clOrdId=''):
132
- # 构建请求参数
133
- params = {'algoId': algoId, 'algoOrdType': algoOrdType, 'state': state, 'after': after, 'before': before,
134
- 'limit': limit,
135
- 'begin': begin, 'end': end, 'type': type, 'clOrdId': clOrdId, 'signalOrdId': signalOrdId, }
136
- # 发送 GET 请求获取子订单列表
79
+ def sub_orders(self, algoId='',algoOrdType='',signalOrdId='',state='',after='',before='',limit='',
80
+ begin='',end='',type='',clOrdId=''):
81
+ params = {'algoId': algoId, 'algoOrdType': algoOrdType,'state': state,'after': after, 'before': before,'limit': limit,
82
+ 'begin': begin, 'end': end,'type': type,'clOrdId': clOrdId, 'signalOrdId': signalOrdId, }
137
83
  return self._request_with_params(GET, SUB_ORDERS, params)
138
84
 
139
- # 获取事件历史
140
- def event_history(self, algoId='', after='', before='', limit='',
141
- ):
142
- # 构建请求参数
143
- params = {'algoId': algoId, 'after': after, 'before': before, 'limit': limit,
144
- }
145
- # 发送 GET 请求获取事件历史
85
+ def event_history(self, algoId='',after='',before='',limit='',
86
+ ):
87
+ params = {'algoId': algoId, 'after': after, 'before': before,'limit': limit,
88
+ }
146
89
  return self._request_with_params(GET, EVENT_HISTORY, params)
90
+
91
+
okxv5/SprdApi_api.py CHANGED
@@ -4,90 +4,36 @@ from .consts import *
4
4
 
5
5
  class SprdAPI(Client):
6
6
  def __init__(self, api_key, api_secret_key, passphrase, use_server_time=False, flag='1'):
7
- # 调用父类Client的构造函数
8
7
  Client.__init__(self, api_key, api_secret_key, passphrase, use_server_time, flag)
9
8
 
10
9
  # 下单 POST /api/v5/sprd/order
11
- # Place Order
12
10
  def place(self,sprdId,side,ordType,sz,px='',clOrdId='',tag='',):
13
- """
14
- 下单
15
- :param sprdId: Spread ID,交易对,如 BTC-USD
16
- :param side: 订单方向,买或卖(buy, sell)
17
- :param ordType: 订单类型,如 limit(限价单),market(市价单)
18
- :param sz: 订单数量
19
- :param px: 价格,仅限限价单
20
- :param clOrdId: 客户自定义订单ID
21
- :param tag: 订单标签
22
- :return: 请求结果
23
- """
24
11
  params = {'sprdId':sprdId,'clOrdId':clOrdId,'tag':tag,'side':side,'ordType':ordType,
25
12
  'sz':sz,'px':px,}
26
13
  return self._request_with_params(POST, SPRD_PLACE_ORDER, params)
27
14
 
28
15
  # 撤单 POST /api/v5/sprd/cancel-order
29
- # Cancel Order
30
16
  def cancel_order(self,ordId='',clOrdId=''):
31
- """
32
- 撤销订单
33
- :param ordId: 订单ID
34
- :param clOrdId: 客户自定义订单ID
35
- :return: 请求结果
36
- """
37
17
  params = {'ordId':ordId,'clOrdId':clOrdId}
38
18
  return self._request_with_params(POST, SPRD_CANCEL_ORDER, params)
39
19
 
40
20
  # 全部撤单 POST /api/v5/sprd/mass-cancel
41
- # Mass Cancel Orders
42
21
  def mass_cancel(self,sprdId):
43
- """
44
- 批量撤销订单
45
- :param sprdId: Spread ID,交易对
46
- :return: 请求结果
47
- """
48
22
  params = {'sprdId':sprdId}
49
23
  return self._request_with_params(POST, SPRD_MASS_CANCELS, params)
50
24
 
51
25
  # 修改订单 POST /api/v5/sprd/amend-order
52
- # Amend Order
53
26
  def amend_cancel(self,reqId='',ordId='', clOrdId='', newSz='', newPx=''):
54
- """
55
- 修改订单
56
- :param reqId: 请求ID
57
- :param ordId: 订单ID
58
- :param clOrdId: 客户自定义订单ID
59
- :param newSz: 新的订单数量
60
- :param newPx: 新的订单价格
61
- :return: 请求结果
62
- """
63
27
  params = {'reqId':reqId, 'ordId':ordId, 'clOrdId':clOrdId, 'newSz':newSz, 'newPx':newPx, }
64
28
  return self._request_with_params(POST, SPRD_AMEND_CANCELS, params)
65
29
 
66
30
  # 获取订单信息 GET /api/v5/sprd/order
67
- # Get Order Details
68
31
  def order(self, ordId='', clOrdId=''):
69
- """
70
- 获取订单信息
71
- :param ordId: 订单ID
72
- :param clOrdId: 客户自定义订单ID
73
- :return: 请求结果
74
- """
75
32
  params = {'ordId': ordId, 'clOrdId': clOrdId}
76
33
  return self._request_with_params(GET, SPRD_ORDER, params)
77
34
 
78
35
  # 获取未成交订单列表 GET /api/v5/sprd/orders-pending
79
- # Get Pending Orders List
80
36
  def orders_pending(self,sprdId='', ordType='', state='', beginId='', endId='', limit=''):
81
- """
82
- 获取未成交订单列表
83
- :param sprdId: Spread ID,交易对
84
- :param ordType: 订单类型
85
- :param state: 订单状态
86
- :param beginId: 起始订单ID
87
- :param endId: 结束订单ID
88
- :param limit: 返回结果数量限制
89
- :return: 请求结果
90
- """
91
37
  params = {'sprdId': sprdId, 'ordType': ordType,
92
38
  'state': state,
93
39
  'endId': endId,
@@ -96,158 +42,66 @@ class SprdAPI(Client):
96
42
  return self._request_with_params(GET, SPRD_ORDERS_PENDING, params)
97
43
 
98
44
  # 获取历史订单记录(近21天) GET /api/v5/sprd/orders-history
99
- # Get Order History (last 21 days)
100
45
  def orders_history(self,sprdId='',ordType='',state='',beginId='',endId='',limit='',
101
46
  begin='',end='',):
102
- """
103
- 获取历史订单记录(近21天)
104
- :param sprdId: Spread ID,交易对
105
- :param ordType: 订单类型
106
- :param state: 订单状态
107
- :param beginId: 起始订单ID
108
- :param endId: 结束订单ID
109
- :param limit: 返回结果数量限制
110
- :param begin: 查询起始时间戳
111
- :param end: 查询结束时间戳
112
- :return: 请求结果
113
- """
114
47
  params = {'sprdId': sprdId, 'ordType': ordType,
115
- 'state': state,'begin': begin, # 注意: 原始代码此处'begin': state可能是个错误,应为'begin': begin
116
- 'endId': endId,'end': end, # 注意: 原始代码此处'end': endId可能是个错误,应为'end': end
48
+ 'state': state,'begin': state,
49
+ 'endId': endId,'end': endId,
117
50
  'beginId': beginId, 'limit': limit,
118
51
  }
119
52
  return self._request_with_params(GET, SPRD_ORDERS_HISTORY, params)
120
53
 
121
54
 
122
55
  # 获取历史订单记录(近3个月) GET /api/v5/sprd/orders-history-archive
123
- # Get Order History Archive (last 3 months)
124
56
  def orders_history_archive(self, sprdId='', ordType='', state='', beginId='', endId='', limit='',
125
57
  begin='', end='', ):
126
- """
127
- 获取历史订单记录(近3个月)
128
- :param sprdId: Spread ID,交易对
129
- :param ordType: 订单类型
130
- :param state: 订单状态
131
- :param beginId: 起始订单ID
132
- :param endId: 结束订单ID
133
- :param limit: 返回结果数量限制
134
- :param begin: 查询起始时间戳
135
- :param end: 查询结束时间戳
136
- :return: 请求结果
137
- """
138
58
  params = {'sprdId': sprdId, 'ordType': ordType,
139
- 'state': state, 'begin': begin, # 注意: 原始代码此处'begin': state可能是个错误,应为'begin': begin
140
- 'endId': endId, 'end': end, # 注意: 原始代码此处'end': endId可能是个错误,应为'end': end
59
+ 'state': state, 'begin': state,
60
+ 'endId': endId, 'end': endId,
141
61
  'beginId': beginId, 'limit': limit,
142
62
  }
143
63
  return self._request_with_params(GET, SPRD_ORDERS_HISTORY_ARCHIVE, params)
144
64
 
145
65
  # 获取历史成交数据(近七天)GET /api/v5/sprd/trades
146
- # Get Trade History (last 7 days)
147
66
  def trades(self,sprdId='',tradeId='',ordId='',beginId='',endId='',limit='',begin='',end='',):
148
- """
149
- 获取历史成交数据(近七天)
150
- :param sprdId: Spread ID,交易对
151
- :param tradeId: 成交ID
152
- :param ordId: 订单ID
153
- :param beginId: 起始成交ID
154
- :param endId: 结束成交ID
155
- :param limit: 返回结果数量限制
156
- :param begin: 查询起始时间戳
157
- :param end: 查询结束时间戳
158
- :return: 请求结果
159
- """
160
- params = {'sprdId': sprdId, 'ordId': ordId,'tradeId': tradeId,'begin': begin, # 注意: 原始代码此处'begin': state可能是个错误,应为'begin': begin
161
- 'endId': endId,'end': end, # 注意: 原始代码此处'end': endId可能是个错误,应为'end': end
67
+ params = {'sprdId': sprdId, 'ordId': ordId,'tradeId': tradeId,'begin': state,'endId': endId,'end': endId,
162
68
  'beginId': beginId, 'limit': limit,}
163
69
  return self._request_with_params(GET, SPRD_TRADES, params)
164
70
 
165
71
  # 获取Spreads(公共)GET /api/v5/sprd/spreads
166
- # Get Spreads (Public)
167
72
  def spreads(self,baseCcy='',instId='',sprdId='',state='',):
168
- """
169
- 获取所有或指定Spread产品信息(公共)
170
- :param baseCcy: 标的币种
171
- :param instId: 乐器ID
172
- :param sprdId: Spread ID,交易对
173
- :param state: Spread产品状态
174
- :return: 请求结果
175
- """
176
73
  params = {'sprdId': sprdId, 'baseCcy': baseCcy, 'instId': instId,'state': state,}
177
74
  return self._request_with_params(GET, SPRD_SPREADS, params)
178
75
 
179
76
  # 获取Spread产品深度(公共)GET /api/v5/sprd/books
180
- # Get Spread Product Depth (Public)
181
77
  def books(self,sprdId='',sz='',):
182
- """
183
- 获取Spread产品深度信息(公共)
184
- :param sprdId: Spread ID,交易对
185
- :param sz: 深度档位数量
186
- :return: 请求结果
187
- """
188
78
  params = {'sprdId': sprdId, 'sz': sz,}
189
79
  return self._request_with_params(GET, SPRD_BOOKS, params)
190
80
 
191
81
  # 获取单个Spread产品行情信息(公共) GET /api/v5/sprd/ticker
192
- # Get Single Spread Product Ticker (Public)
193
82
  def ticker(self,sprdId=''):
194
- """
195
- 获取单个Spread产品行情信息(公共)
196
- :param sprdId: Spread ID,交易对
197
- :return: 请求结果
198
- """
199
83
  params = {'sprdId': sprdId}
200
84
  return self._request_with_params(GET, SPRD_TICKER, params)
201
85
 
202
86
  # 获取公共成交数据(公共)GET /api/v5/sprd/public-trades
203
- # Get Public Trade Data (Public)
204
87
  def public_trades(self,sprdId=''):
205
- """
206
- 获取公共成交数据(公共)
207
- :param sprdId: Spread ID,交易对
208
- :return: 请求结果
209
- """
210
88
  params = {'sprdId': sprdId}
211
89
  return self._request_with_params(GET, SPRD_PUBLIC_TRADES, params)
212
90
 
213
91
  # POST /api/v5/sprd/cancel-all-after
214
- # Cancel All Orders After Timeout
215
92
  def sprd_cancel_all_after(self,timeOut=''):
216
- """
217
- 设置自动撤销所有订单的倒计时
218
- :param timeOut: 倒计时(毫秒)
219
- :return: 请求结果
220
- """
221
93
  params = {'timeOut':timeOut }
222
94
  return self._request_with_params(POST, SPRD_CANCEL_ALL_AFTER, params)
223
95
 
224
96
 
225
97
  # GET /api/v5/market/sprd-candles
226
- # Get Spread Candlestick Data
227
98
  def get_sprd_candles(self,sprdId='', bar='', after='', before='', limit=''):
228
- """
229
- 获取Spread产品K线数据
230
- :param sprdId: Spread ID,交易对
231
- :param bar: K线周期
232
- :param after: 查询起始时间戳
233
- :param before: 查询结束时间戳
234
- :param limit: 返回结果数量限制
235
- :return: 请求结果
236
- """
237
99
  params = {'sprdId': sprdId, 'bar': bar, 'after': after, 'before': before, 'limit': limit}
238
100
  return self._request_with_params(GET, GET_SPRD_CANDLES, params)
239
101
 
240
102
  # GET /api/v5/market/sprd-history-candles
241
- # Get Spread Historical Candlestick Data
242
103
  def get_sprd_history_candles(self,sprdId='', bar='', after='', before='', limit=''):
243
- """
244
- 获取Spread产品历史K线数据
245
- :param sprdId: Spread ID,交易对
246
- :param bar: K线周期
247
- :param after: 查询起始时间戳
248
- :param before: 查询结束时间戳
249
- :param limit: 返回结果数量限制
250
- :return: 请求结果
251
- """
252
104
  params = {'sprdId': sprdId, 'bar': bar, 'after': after, 'before': before, 'limit': limit}
253
- return self._request_with_params(GET, GET_SPRD_HISTORY_CANDLES, params)
105
+ return self._request_with_params(GET, GET_SPRD_HISTORY_CANDLES, params)
106
+
107
+