八、区块量化 binance 合约操作文件

新增cross_order.py文件

# -*- coding: utf-8 -*-import pandas as pdfrom binance.client import Clientfrom binance.config import api_key, api_secretimport timeimport weixin
client = Client(api_key, api_secret)
pd.set_option('expand_frame_repr', False)

# 交易对集合# symbol：交易对
symbol_pool = ['BTCUSDT', 'ETHUSDT']

def get_orderbook_ask(symbol='EOSUSDT'):""" 查看买一的价格 @param symbol: 币种 @return: """ result = client.get_orderbook_ticker(symbol=symbol)return float(result['askPrice'])def get_orderbook_bid(symbol='EOSUSDT'):""" 查看卖一的价格 @param symbol: 币种 @return: """ result = client.get_orderbook_ticker(symbol=symbol)return float(result['bidPrice'])def get_available_cash(symbol='USDT'):""" 查看账户余额 @param symbol: 币种 @return: """ result = client.futures_account_balance()for value in result:if value['asset'] == symbol:
balance = float(value['balance'])return balancedef get_candlesticks(symbol='EOSUSDT', 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)
result = client.futures_klines(symbol=symbol, interval=interval.lower(), limit=limits)for line in result:del line[6:]
df = pd.DataFrame(data=result, columns=['time', 'open', 'high', 'low', 'close', 'vol'])
df['symbol'] = symbol# 时区转换为+8.00区域 df['time'] = pd.to_datetime(df['time'], unit='ms', utc=True).dt.tz_convert('Asia/Shanghai')# 删除重复数据 df.drop_duplicates(['time'], inplace=True)# 将数值数据转为float型，便于后续处理 convert_list = ['open', 'high', 'low', 'close', 'vol']
df[convert_list] = df[convert_list].astype(float)# df.sort_values(by=['symbol', 'time'], ignore_index=True, ascending=True, inplace=True) # 重置索引 df.reset_index(drop=True, inplace=True)return df

def get_long_positions(symbol='EOSUSDT'):""" 查看合约多仓持仓信息 @param symbol: 交易对 @return: """ result = client.futures_position_information(symbol=symbol)for value in result:if value['positionSide'] == 'LONG':return float(value['positionAmt'])def get_short_positions(symbol='EOSUSDT'):""" 查看合约空仓持仓信息 @param symbol: 交易对 @return: """ result = client.futures_position_information(symbol=symbol)for value in result:if value['positionSide'] == 'SHORT':return float(value['positionAmt'])def set_leverage(symbol='EOSUSDT', leverage='5'):""" 设置合约杠杆倍数 @param symbol: 交易对以-SWAP为结尾 @param leverage: 倍数 @return: """ long_positions = get_long_positions(symbol)
short_positions = get_short_positions(symbol)if not long_positions and not short_positions:
leverages = int(leverage)
result = client.futures_change_leverage(symbol=symbol, leverage=leverages)return resultelse:print('已持仓中,无法修改杠杆倍数')