三十九、区块量化 BitGet 合约操作文件

1、打开新增的cross_order.py 文件

# -*- coding: utf-8 -*-import pandas as pdimport bitget.mix.market_api as marketimport bitget.mix.account_api as accountsimport bitget.mix.position_api as positionimport bitget.mix.order_api as orderfrom bitget.config import Configimport timefrom datetime import datetimeimport weixinfrom bitget.enums import *# 市场行情接口
marketApi = market.MarketApi(Config.BITGET_API_KEY, Config.BITGET_API_SECRET, Config.BITGET_PASSPHRASE,use_server_time=False, first=False)# 用户账户接口
accountApi = accounts.AccountApi(Config.BITGET_API_KEY, Config.BITGET_API_SECRET, Config.BITGET_PASSPHRASE,use_server_time=False, first=False)# 仓位接口
positionApi = position.PositionApi(Config.BITGET_API_KEY, Config.BITGET_API_SECRET, Config.BITGET_PASSPHRASE,use_server_time=False, first=False)# 订单接口
orderApi = order.OrderApi(Config.BITGET_API_KEY, Config.BITGET_API_SECRET, Config.BITGET_PASSPHRASE,use_server_time=False, first=False)
pd.set_option('expand_frame_repr', False)# 交易对集合# symbol：交易对
symbol_pool = ['BTCUSDT_UMCBL', 'ETHUSDT_UMCBL']def get_orderbook(symbol='BTCUSDT_UMCBL'):""" 查看买一和卖一的价格 @param symbol: 交易对 @return: """ result = marketApi.ticker(symbol=symbol)if len(result['data']) > 0:return float(result['data']['bestAsk']), float(result['data']['bestBid'])else:return 0, 0def get_orderbook_ask(symbol='BTCUSDT_UMCBL'):""" 查看买一的价格 @param symbol: 交易对 @return: """ result = marketApi.ticker(symbol=symbol)if len(result['data']) > 0:return float(result['data']['bestAsk'])else:return 0def get_orderbook_bid(symbol='BTCUSDT_UMCBL'):""" 查看卖一的价格 @param symbol: 交易对 @return: """ result = marketApi.ticker(symbol=symbol)if len(result['data']) > 0:return float(result['data']['bestBid'])else:return 0def get_available_cash(asset='umcbl'):""" 查看账户余额 @param asset: 币种 @return: 可用余额、占用金额 """ result = accountApi.accounts(productType=asset)if len(result['data']) > 0:return float(result['data'][0]['available'])# return float(result['data'][0]['available']), float(result['data'][0]['locked']) else:return 0def datetime_to_timestamp13(date):""" 生成13时间戳 @date 输入日期 @return: Unix时间戳的毫秒数格式 如:1540281250399895 """ timeArray = datetime.strptime(date, "%Y-%m-%d %H:%M:%S.%f")# 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 date_stamp = str(int(time.mktime(timeArray.timetuple())))# 3位，微秒 data_microsecond = str("%06d" % timeArray.microsecond)[0:3]
timestamp = date_stamp + data_microsecondreturn str(timestamp)def get_timestamp13():""" 生成13时间戳 @return: Unix时间戳的毫秒数格式 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 date_stamp = str(int(time.mktime(datetime_now.timetuple())))# 3位，微秒 data_microsecond = str("%06d" % datetime_now.microsecond)[0:3]
timestamp = date_stamp + data_microsecondreturn str(timestamp)def timestamp_to_datetime(timestamp):""" 时间戳转标准时间 @param timestamp: @return: """ datatime = time.strftime(