3.2 Binance_interface APP U本位合约行情-交易规则信息

Binance_interface APP U本位合约行情-交易规则信息

• Github地址
• PyTed量化交易研究院

量化交易研究群(VX) = py_ted

1. APP U本位合约行情-交易规则信息函数总览

方法	解释
get_exchangeInfo	以缓存的方式获取一个产品的交易规则与交易对
get_exchangeInfos	以缓存的方式获取全部产品的交易规则与交易对
get_symbols_trading_on	获取可以交易的产品列表
get_symbols_trading_off	获取不可交易的产品列表
get_symbols_all	获取全部的产品列表

2. 模型实例化

from binance_interface.app import BinanceUM
from binance_interface.app.utils import eprint

# 转发：需搭建转发服务器，可参考：https://github.com/pyted/binance_resender
proxy_host = None
key = 'xxxx'
secret = 'xxxx'

binanceUM = BinanceUM(
    key=key, secret=secret,
    proxy_host=proxy_host
)
market = binanceUM.market

3. 以缓存的方式获取一个产品的交易规则与交易对 get_exchangeInfo

exchangeInfo_result = market.get_exchangeInfo(symbol='BTCUSDT')
eprint(exchangeInfo_result)

输出：

>>> {'code': 200,
>>>  'data': {'symbol': 'BTCUSDT',
>>>           'pair': 'BTCUSDT',
>>>           'contractType': 'PERPETUAL',
>>>           'deliveryDate': 4133404800000,
>>>           'onboardDate': 1569398400000,
>>>           'status': 'TRADING',
>>>           'maintMarginPercent': '2.5000',
>>>           'requiredMarginPercent': '5.0000',
>>>           'baseAsset': 'BTC',
>>>           'quoteAsset': 'USDT',
>>>           'marginAsset': 'USDT',
>>>           'pricePrecision': 2,
>>>           'quantityPrecision': 3,
>>>           'baseAssetPrecision': 8,
>>>           'quotePrecision': 8,
>>>           'underlyingType': 'COIN',
>>>           'underlyingSubType': ['PoW'],
>>>           'settlePlan': 0,
>>>           'triggerProtect': '0.0500',
>>>           'liquidationFee': '0.012500',
>>>           'marketTakeBound': '0.05',
>>>           'maxMoveOrderLimit': 10000,
>>>           'filters': [{'maxPrice': '4529764', 'tickSize': '0.10', 'filterType': 'PRICE_FILTER', 'minPrice': '556.80'},
>>>                       {'stepSize': '0.001', 'minQty': '0.001', 'filterType': 'LOT_SIZE', 'maxQty': '1000'},
>>>                       {'maxQty': '120', 'minQty': '0.001', 'stepSize': '0.001', 'filterType': 'MARKET_LOT_SIZE'},
>>>                       {'limit': 200, 'filterType': 'MAX_NUM_ORDERS'},
>>>                       {'limit': 10, 'filterType': 'MAX_NUM_ALGO_ORDERS'},
>>>                       '......'],
>>>           'orderTypes': ['LIMIT', 'MARKET', 'STOP', 'STOP_MARKET', 'TAKE_PROFIT', '......'],
>>>           'timeInForce': ['GTC', 'IOC', 'FOK', 'GTX', 'GTD'],
>>>           'filter': {'PRICE_FILTER': {'maxPrice': '4529764',
>>>                                       'tickSize': '0.10',
>>>                                       'filterType': 'PRICE_FILTER',
>>>                                       'minPrice': '556.80'},
>>>                      'LOT_SIZE': {'stepSize': '0.001', 'minQty': '0.001', 'filterType': 'LOT_SIZE', 'maxQty': '1000'},
>>>                      'MARKET_LOT_SIZE': {'maxQty': '120',
>>>                                          'minQty': '0.001',
>>>                                          'stepSize': '0.001',
>>>                                          'filterType': 'MARKET_LOT_SIZE'},
>>>                      'MAX_NUM_ORDERS': {'limit': 200, 'filterType': 'MAX_NUM_ORDERS'},
>>>                      'MAX_NUM_ALGO_ORDERS': {'limit': 10, 'filterType': 'MAX_NUM_ALGO_ORDERS'},
>>>                      '...': '......'}},
>>>  'msg': ''}

4. 以缓存的方式获取全部产品的交易规则与交易对 get_exchangeInfos

exchangeInfos_result = market.get_exchangeInfos()
eprint(exchangeInfos_result)

输出：

>>> {'code': 200,
>>>  'data': {'timezone': 'UTC',
>>>           'serverTime': 1706112011203,
>>>           'futuresType': 'U_MARGINED',
>>>           'rateLimits': [{'rateLimitType': 'REQUEST_WEIGHT', 'interval': 'MINUTE', 'intervalNum': 1, 'limit': 2400},
>>>                          {'rateLimitType': 'ORDERS', 'interval': 'MINUTE', 'intervalNum': 1, 'limit': 1200},
>>>                          {'rateLimitType': 'ORDERS', 'interval': 'SECOND', 'intervalNum': 10, 'limit': 300}],
>>>           'exchangeFilters': [],
>>>           'assets': [{'asset': 'USDT', 'marginAvailable': True, 'autoAssetExchange': '-10000'},
>>>                      {'asset': 'BTC', 'marginAvailable': True, 'autoAssetExchange': '-0.10000000'},
>>>                      {'asset': 'BNB', 'marginAvailable': True, 'autoAssetExchange': '-10'},
>>>                      {'asset': 'ETH', 'marginAvailable': True, 'autoAssetExchange': '-5'},
>>>                      {'asset': 'XRP', 'marginAvailable': True, 'autoAssetExchange': '0'},
>>>                      '......'],
>>>           'symbols': [{'symbol': 'BTCUSDT',
>>>                        'pair': 'BTCUSDT',
>>>                        'contractType': 'PERPETUAL',
>>>                        'deliveryDate': 4133404800000,
>>>                        'onboardDate': 1569398400000,
>>>                        '...': '......'},
>>>                       {'symbol': 'ETHUSDT',
>>>                        'pair': 'ETHUSDT',
>>>                        'contractType': 'PERPETUAL',
>>>                        'deliveryDate': 4133404800000,
>>>                        'onboardDate': 1569398400000,
>>>                        '...': '......'},
>>>                       {'symbol': 'BCHUSDT',
>>>                        'pair': 'BCHUSDT',
>>>                        'contractType': 'PERPETUAL',
>>>                        'deliveryDate': 4133404800000,
>>>                        'onboardDate': 1569398400000,
>>>                        '...': '......'},
>>>                       {'symbol': 'XRPUSDT',
>>>                        'pair': 'XRPUSDT',
>>>                        'contractType': 'PERPETUAL',
>>>                        'deliveryDate': 4133404800000,
>>>                        'onboardDate': 1569398400000,
>>>                        '...': '......'},
>>>                       {'symbol': 'EOSUSDT',
>>>                        'pair': 'EOSUSDT',
>>>                        'contractType': 'PERPETUAL',
>>>                        'deliveryDate': 4133404800000,
>>>                        'onboardDate': 1569398400000,
>>>                        '...': '......'},
>>>                       '......']},
>>>  'msg': ''}

5. 获取可以交易的产品列表 get_symbols_trading_on

symbols_trading_on_result = market.get_symbols_trading_on()
eprint(symbols_trading_on_result)

输出：

>>> {'code': 200,
>>>  'data': ['BTCUSDT',
>>>           'ETHUSDT',
>>>           'BCHUSDT',
>>>           'XRPUSDT',
>>>           'EOSUSDT',
>>>           'LTCUSDT',
>>>           'TRXUSDT',
>>>           'ETCUSDT',
>>>           'LINKUSDT',
>>>           'XLMUSDT',
>>>           'ADAUSDT',
>>>           'XMRUSDT',
>>>           'DASHUSDT',
>>>           'ZECUSDT',
>>>           'XTZUSDT',
>>>           'BNBUSDT',
>>>           'ATOMUSDT',
>>>           'ONTUSDT',
>>>           'IOTAUSDT',
>>>           'BATUSDT',
>>>           'VETUSDT',
>>>           'NEOUSDT',
>>>           'QTUMUSDT',
>>>           'IOSTUSDT',
>>>           'THETAUSDT',
>>>           'ALGOUSDT',
>>>           'ZILUSDT',
>>>           'KNCUSDT',
>>>           'ZRXUSDT',
>>>           'COMPUSDT',
>>>           '......'],
>>>  'msg': ''}

6. 获取不可交易的产品列表 get_symbols_trading_off

symbols_trading_off_result = market.get_symbols_trading_off()
eprint(symbols_trading_off_result)

输出：

>>> {'code': 200,
>>>  'data': ['SRMUSDT',
>>>           'HNTUSDT',
>>>           'TOMOUSDT',
>>>           'CVCUSDT',
>>>           'BTSUSDT',
>>>           'BTCSTUSDT',
>>>           'SCUSDT',
>>>           'RAYUSDT',
>>>           'FTTUSDT',
>>>           'COCOSUSDT'],
>>>  'msg': ''}

7. 获取全部的产品列表 get_symbols_all

symbols_all_result = market.get_symbols_all()
eprint(symbols_all_result)

输出：

>>> {'code': 200,
>>>  'data': ['BTCUSDT',
>>>           'ETHUSDT',
>>>           'BCHUSDT',
>>>           'XRPUSDT',
>>>           'EOSUSDT',
>>>           'LTCUSDT',
>>>           'TRXUSDT',
>>>           'ETCUSDT',
>>>           'LINKUSDT',
>>>           'XLMUSDT',
>>>           'ADAUSDT',
>>>           'XMRUSDT',
>>>           'DASHUSDT',
>>>           'ZECUSDT',
>>>           'XTZUSDT',
>>>           'BNBUSDT',
>>>           'ATOMUSDT',
>>>           'ONTUSDT',
>>>           'IOTAUSDT',
>>>           'BATUSDT',
>>>           'VETUSDT',
>>>           'NEOUSDT',
>>>           'QTUMUSDT',
>>>           'IOSTUSDT',
>>>           'THETAUSDT',
>>>           'ALGOUSDT',
>>>           'ZILUSDT',
>>>           'KNCUSDT',
>>>           'ZRXUSDT',
>>>           'COMPUSDT',
>>>           '......'],
>>>  'msg': ''}