python模拟下单_python连oanda的模拟交易api下订单问题第三问

@prolifes:

test.py-----------------------------------------------------

from vnoanda import OandaApi

if name == '__main__':

token = ''

accountId = ''

api = OandaApi()

api.DEBUG = True

api.init('practice', token, accountId)

# 获取交易合约列表，通过

#api.getInstruments({'accountId': accountId})

# 获取价格，通过

#api.getPrices({'instruments': 'EUR_USD'})

# 获取历史数据，失败

#api.getPriceHisory({'instrument': 'EUR_USD',

#'granularity': 'D',

#'candleFormat': 'midpoint',

#'count': '50'})

# 查询用户的所有账户，通过

#api.getAccounts()

# 查询账户信息，通过

#api.getAccountInfo()

# 查询委托数据，通过

#api.getOrders({})

# 发送委托，通过

#api.sendOrder({'instrument': 'EUR_USD',

#'units': '10000',

#'side': 'buy',

#'type': 'market'})

# 查询委托数据，通过

#api.getOrderInfo('123')

# 修改委托，通过

#api.modifyOrder({'units': '10000',

#'side': 'buy',

#'type': 'market'}, '123')

# 撤销委托，通过

#api.cancelOrder('123')

# 查询所有持仓，通过

#api.getTrades({})

# 查询持仓数据，通过

#api.getTradeInfo('10125150909')

# 修改持仓，通过

#api.modifyTrade({'trailingStop': '150'}, '10125150909')

# 平仓，通过

#api.closeTrade('10125150909')

# 查询汇总持仓，通过

#api.getPositions()

# 查询汇总持仓细节，通过

#api.getPositionInfo('EUR_USD')

# 平仓汇总持仓，通过

#api.closePosition('EUR_USD')

# 查询账户资金变动，通过

#api.getTransactions({})

# 查询资金变动信息，通过

#api.getTransactionInfo('10135713982')

# 查询账户变动历史，部分通过，某些情况下可能触发JSONDecodeError

#api.getAccountHistory()

# 查询财经日历，通过

#api.getCalendar({'period': '604800'})

# 查询历史持仓比，通过

#api.getPositionRatios({'instrument': 'EUR_USD',

#'period': '604800'})

# 查询历史价差，通过

#api.getSpreads({'instrument': 'EUR_USD',

#'period': '604800'})

# 查询交易商持仓，通过

#api.getCommitments({'instrument': 'EUR_USD'})

# 查询订单簿，通过

#api.getOrderbook({'instrument': 'EUR_USD',

#'period': '604800'})

# 查询Autochartist，失败，OANDA服务器报错

#api.getAutochartist({'instrument': 'EUR_USD'})

# 阻塞

input()

vnoanda.py--------------------------------------------------------------

encoding: utf-8

import json

import requests

from Queue import Queue, Empty

from threading import Thread

FUNCTIONCODE_GETINSTRUMENTS = 0

FUNCTIONCODE_GETPRICES = 1

FUNCTIONCODE_GETPRICEHISTORY = 2

FUNCTIONCODE_GETACCOUNTS = 3

FUNCTIONCODE_GETACCOUNTINFO = 4

FUNCTIONCODE_GETORDERS = 5

FUNCTIONCODE_SENDORDER = 6

FUNCTIONCODE_GETORDERINFO = 7

FUNCTIONCODE_MODIFYORDER = 8

FUNCTIONCODE_CANCELORDER = 9

FUNCTIONCODE_GETTRADES = 10

FUNCTIONCODE_GETTRADEINFO = 11

FUNCTIONCODE_MODIFYTRADE= 12

FUNCTIONCODE_CLOSETRADE = 13

FUNCTIONCODE_GETPOSITIONS = 14

FUNCTIONCODE_GETPOSITIONINFO= 15

FUNCTIONCODE_CLOSEPOSITION = 16

FUNCTIONCODE_GETTRANSACTIONS = 17

FUNCTIONCODE_GETTRANSACTIONINFO = 18

FUNCTIONCODE_GETACCOUNTHISTORY = 19

FUNCTIONCODE_GETCALENDAR = 20

FUNCTIONCODE_GETPOSITIONRATIOS = 21

FUNCTIONCODE_GETSPREADS = 22

FUNCTIONCODE_GETCOMMIMENTS = 23

FUNCTIONCODE_GETORDERBOOK = 24

FUNCTIONCODE_GETAUTOCHARTIST = 25

FUNCTIONCODE_STREAMPRICES = 26

FUNCTIONCODE_STREAMEVENTS = 27

class OandaApi(object):

""""""

DEBUG = False

#----------------------------------------------------------------------

def __init__(self):

"""Constructor"""

self.token = ''

self.accountId = ''

self.headers = {}

self.restDomain = ''

self.streamDomain = ''

self.session = None

self.functionSetting = {}

self.active = False # API的工作状态

self.reqID = 0 # 请求编号

self.reqQueue = Queue() # 请求队列

self.reqThread = Thread(target=self.processQueue) # 请求处理线程

self.streamPricesThread = Thread(target=self.processStreamPrices) # 实时行情线程

self.streamEventsThread = Thread(target=self.processStreamEvents) # 实时事件线程(成交等)

#----------------------------------------------------------------------

def init(self, settingName, token, accountId):

"""初始化接口"""

self.restDomain = API_SETTING[settingName]['rest']

self.streamDomain = API_SETTING[settingName]['stream']

self.session = requests.Session()

self.token = token

self.accountId = accountId

self.headers['Authorization'] = 'Bearer ' + self.token

self.initFunctionSetting(FUNCTIONCODE_GETINSTRUMENTS, {'path': '/v1/instruments',

'method': 'GET'})

self.initFunctionSetting(FUNCTIONCODE_GETPRICES, {'path': '/v1/prices',

'method': 'GET'})

self.initFunctionSetting(FUNCTIONCODE_GETPRICEHISTORY, {'path': '/v1/candles',

'method': 'GET'})

self.initFunctionSetting(FUNCTIONCODE_GETACCOUNTS, {'path': '/v1/accounts',

'method': 'GET'})

self.initFunctionSetting(FUNCTIONCODE_GETACCOUNTINFO, {'path': '/v1/accounts/%s' %self.accountId,

'method': 'GET'})

self.initFunctionSetting(FUNCTIONCODE_GETORDERS, {'path': '/v1/accounts/%s/orders' %self.accountId,

'method': 'GET'})

self.initFunctionSetting(FUNCTIONCODE_SENDORDER, {'path': '/v1/accounts/%s/orders' %self.accountId,

'method': 'POST'})

self.initFunctionSetting(FUNCTIONCODE_GETORDERINFO, {'path': '/v1/accounts/%s/orders' %self.accountId,

'method': 'GET'})

self.initFunctionSetting(FUNCTIONCODE_MODIFYORDER, {'path': '/v1/accounts/%s/orders' %self.accountId,

'method': 'PATCH'})

self.initFunctionSetting(FUNCTIONCODE_CANCELORDER, {'path': '/v1/accounts/%s/orders' %self.accountId,

'method': 'DELETE'})

self.initFunctionSetting(FUNCTIONCODE_GETTRADES, {'path': '/v1/accounts/%s/trades' %self.accountId,

'method': 'GET'})

self.initFunctionSetting(FUNCTIONCODE_GETTRADEINFO, {'path': '/v1/accounts/%s/trades' %self.accountId,

'method': 'GET'})

self.initFunctionSetting(FUNCTIONCODE_MODIFYTRADE, {'path': '/v1/accounts/%s/trades' %self.accountId,

'method': 'PATCH'})

self.initFunctionSetting(FUNCTIONCODE_CLOSETRADE, {'path': '/v1/accounts/%s/trades' %self.accountId,

'method': 'DELETE'})

self.initFunctionSetting(FUNCTIONCODE_GETPOSITIONS, {'path': '/v1/accounts/%s/positions' %self.accountId,

'method': 'GET'})

self.initFunctionSetting(FUNCTIONCODE_GETPOSITIONINFO, {'path': '/v1/accounts/%s/positions' %self.accountId,

'method': 'GET'})

self.initFunctionSetting(FUNCTIONCODE_CLOSEPOSITION, {'path': '/v1/accounts/%s/positions' %self.accountId,

'method': 'DELETE'})

self.initFunctionSetting(FUNCTIONCODE_GETTRANSACTIONS, {'path': '/v1/accounts/%s/transactions' %self.accountId,

'method': 'GET'})

self.initFunctionSetting(FUNCTIONCODE_GETTRANSACTIONINFO, {'path': '/v1/accounts/%s/transactions' %self.accountId,

'method': 'GET'})

self.initFunctionSetting(FUNCTIONCODE_GETACCOUNTHISTORY, {'path': '/v1/accounts/%s/alltransactions' %self.accountId,

'method': 'GET'})

self.initFunctionSetting(FUNCTIONCODE_GETCALENDAR, {'path': '/labs/v1/calendar',

'method': 'GET'})

self.initFunctionSetting(FUNCTIONCODE_GETPOSITIONRATIOS, {'path': '/labs/v1/historical_position_ratios',

'method': 'GET'})

self.initFunctionSetting(FUNCTIONCODE_GETSPREADS, {'path': '/labs/v1/spreads',

'method': 'GET'})

self.initFunctionSetting(FUNCTIONCODE_GETCOMMIMENTS, {'path': '/labs/v1/commitments',

'method': 'GET'})

self.initFunctionSetting(FUNCTIONCODE_GETORDERBOOK, {'path': '/labs/v1/orderbook_data',

'method': 'GET'})

self.initFunctionSetting(FUNCTIONCODE_GETAUTOCHARTIST, {'path': '/labs/v1/autochartist',

'method': 'GET'})

self.initFunctionSetting(FUNCTIONCODE_GETAUTOCHARTIST, {'path': '/labs/v1/autochartist',

'method': 'GET'})

self.initFunctionSetting(FUNCTIONCODE_STREAMPRICES, {'path': '/v1/prices',

'method': 'GET'})

self.initFunctionSetting(FUNCTIONCODE_STREAMEVENTS, {'path': '/v1/events',

'method': 'GET'})

self.active = True

self.reqThread.start()

self.streamEventsThread.start()

self.streamPricesThread.start()

#----------------------------------------------------------------------

def exit(self):

"""退出接口"""

if self.active:

self.active = False

self.reqThread.join()

#----------------------------------------------------------------------

def initFunctionSetting(self, code, setting):

"""初始化API功能字典"""

self.functionSetting[code] = setting

#----------------------------------------------------------------------

def processRequest(self, req):

"""发送请求并通过回调函数推送数据结果"""

url = req['url']

method = req['method']

params = req['params']

stream = False

if 'stream' in req:

stream = req['stream']

if method in ['GET', 'DELETE']:

myreq = requests.Request(method, url, headers=self.headers, params=params)

elif method in ['POST', 'PATCH']:

myreq = requests.Request(method, url, headers=self.headers, data=params)

pre = myreq.prepare()

r = None

error = None

try:

r = self.session.send(pre, stream=stream)

except Exception, e:

error = e

return r, error

#----------------------------------------------------------------------

def processQueue(self):

"""处理请求队列中的请求"""

while self.active:

try:

req = self.reqQueue.get(block=True, timeout=1) # 获取请求的阻塞为一秒

callback = req['callback']

reqID = req['reqID']

r, error = self.processRequest(req)

if r:

try:

data = r.json()

if self.DEBUG:

print callback.__name__

callback(data, reqID)

except Exception, e:

self.onError(str(e), reqID)

else:

self.onError(error, reqID)

except Empty:

pass

#----------------------------------------------------------------------

def sendRequest(self, code, params, callback, optional=''):

"""发送请求"""

setting = self.functionSetting[code]

url = self.restDomain + setting['path']

if optional:

url = url + '/' + optional

self.reqID += 1

req = {'url': url,

'method': setting['method'],

'params': params,

'callback': callback,

'reqID': self.reqID}

self.reqQueue.put(req)

return self.reqID

#----------------------------------------------------------------------

def onError(self, error, reqID):

"""错误信息回调"""

print error, reqID

#----------------------------------------------------------------------

def getInstruments(self, params):

"""查询可交易的合约列表"""

return self.sendRequest(FUNCTIONCODE_GETINSTRUMENTS, params, self.onGetInstruments)

#----------------------------------------------------------------------

def onGetInstruments(self, data, reqID):

"""回调函数"""

print data, reqID

#----------------------------------------------------------------------

def getPrices(self, params):

"""查询价格"""

return self.sendRequest(FUNCTIONCODE_GETPRICES, params, self.onGetPrices)

#----------------------------------------------------------------------

def onGetPrices(self, data, reqID):

"""回调函数"""

print data, reqID

#----------------------------------------------------------------------

def getPriceHisory(self, params):

"""查询历史价格数据"""

return self.sendRequest(FUNCTIONCODE_GETPRICEHISTORY, params, self.onGetPriceHistory)

#----------------------------------------------------------------------

def onGetPriceHistory(self, data, reqID):

"""回调函数"""

print data, reqID

#----------------------------------------------------------------------

def getAccounts(self):

"""查询用户的所有账户"""

return self.sendRequest(FUNCTIONCODE_GETACCOUNTS, {}, self.onGetAccounts)

#----------------------------------------------------------------------

def onGetAccounts(self, data, reqID):

"""回调函数"""

print data, reqID

#----------------------------------------------------------------------

def getAccountInfo(self):

"""查询账户数据"""

return self.sendRequest(FUNCTIONCODE_GETACCOUNTINFO, {}, self.onGetAccountInfo)

#----------------------------------------------------------------------

def onGetAccountInfo(self, data, reqID):

"""回调函数"""

print data, reqID

#----------------------------------------------------------------------

def getOrders(self, params):

"""查询所有委托"""

return self.sendRequest(FUNCTIONCODE_GETORDERS, params, self.onGetOrders)

#----------------------------------------------------------------------

def onGetOrders(self, data, reqID):

"""回调函数"""

print data, reqID

#----------------------------------------------------------------------

def sendOrder(self, params):

"""发送委托"""

return self.sendRequest(FUNCTIONCODE_SENDORDER, params, self.onSendOrder)

#----------------------------------------------------------------------

def onSendOrder(self, data, reqID):

"""回调函数"""

print data, reqID

#----------------------------------------------------------------------

def getOrderInfo(self, optional):

"""查询委托信息"""

return self.sendRequest(FUNCTIONCODE_GETORDERINFO, {}, self.onGetOrderInfo, optional)

#----------------------------------------------------------------------

def onGetOrderInfo(self, data, reqID):

"""回调函数"""

print data, reqID

#----------------------------------------------------------------------

def modifyOrder(self, params, optional):

"""修改委托"""

return self.sendRequest(FUNCTIONCODE_MODIFYORDER, params, self.onModifyOrder, optional)

#----------------------------------------------------------------------

def onModifyOrder(self, data, reqID):

"""回调函数"""

print data, reqID

#----------------------------------------------------------------------

def cancelOrder(self, optional):

"""查询委托信息"""

return self.sendRequest(FUNCTIONCODE_CANCELORDER, {}, self.onCancelOrder, optional)

#----------------------------------------------------------------------

def onCancelOrder(self, data, reqID):

"""回调函数"""

print data, reqID

#----------------------------------------------------------------------

def getTrades(self, params):

"""查询所有仓位"""

return self.sendRequest(FUNCTIONCODE_GETTRADES, params, self.onGetTrades)

#----------------------------------------------------------------------

def onGetTrades(self, data, reqID):

"""回调函数"""

print data, reqID

#----------------------------------------------------------------------

def getTradeInfo(self, optional):

"""查询仓位信息"""

return self.sendRequest(FUNCTIONCODE_GETTRADEINFO, {}, self.onGetTradeInfo, optional)

#----------------------------------------------------------------------

def onGetTradeInfo(self, data, reqID):

"""回调函数"""

print data, reqID

#----------------------------------------------------------------------

def modifyTrade(self, params, optional):

"""修改仓位"""

return self.sendRequest(FUNCTIONCODE_MODIFYTRADE, params, self.onModifyTrade, optional)

#----------------------------------------------------------------------

def onModifyTrade(self, data, reqID):

"""回调函数"""

print data, reqID

#----------------------------------------------------------------------

def closeTrade(self, optional):

"""平仓"""

return self.sendRequest(FUNCTIONCODE_CLOSETRADE, {}, self.onCloseTrade, optional)

#----------------------------------------------------------------------

def onCloseTrade(self, data, reqID):

"""回调函数"""

print data, reqID

#----------------------------------------------------------------------

def getPositions(self):

"""查询所有汇总仓位"""

return self.sendRequest(FUNCTIONCODE_GETPOSITIONS, {}, self.onGetPositions)

#----------------------------------------------------------------------

def onGetPositions(self, data, reqID):

"""回调函数"""

print data, reqID

#----------------------------------------------------------------------

def getPositionInfo(self, optional):

"""查询汇总仓位信息"""

return self.sendRequest(FUNCTIONCODE_GETPOSITIONINFO, {}, self.onGetPositionInfo, optional)

#----------------------------------------------------------------------

def onGetPositionInfo(self, data, reqID):

"""回调函数"""

print data, reqID

#----------------------------------------------------------------------

def closePosition(self, optional):

"""平仓汇总仓位信息"""

return self.sendRequest(FUNCTIONCODE_CLOSEPOSITION, {}, self.onClosePosition, optional)

#----------------------------------------------------------------------

def onClosePosition(self, data, reqID):

"""回调函数"""

print data, reqID

#----------------------------------------------------------------------

def getTransactions(self, params):

"""查询所有资金变动"""

return self.sendRequest(FUNCTIONCODE_GETTRANSACTIONS, params, self.onGetTransactions)

#----------------------------------------------------------------------

def onGetTransactions(self, data, reqID):

"""回调函数"""

print data, reqID

#----------------------------------------------------------------------

def getTransactionInfo(self, optional):

"""查询资金变动信息"""

return self.sendRequest(FUNCTIONCODE_GETTRANSACTIONINFO, {}, self.onGetTransactionInfo, optional)

#----------------------------------------------------------------------

def onGetTransactionInfo(self, data, reqID):

"""回调函数"""

print data, reqID

#----------------------------------------------------------------------

def getAccountHistory(self):

"""查询账户资金变动历史"""

return self.sendRequest(FUNCTIONCODE_GETACCOUNTHISTORY, {}, self.onGetAccountHistory)

#----------------------------------------------------------------------

def onGetAccountHistory(self, data, reqID):

"""回调函数"""

print data, reqID

#----------------------------------------------------------------------

def getCalendar(self, params):

"""查询日历"""

return self.sendRequest(FUNCTIONCODE_GETCALENDAR, params, self.onGetCalendar)

#----------------------------------------------------------------------

def onGetCalendar(self, data, reqID):

"""回调函数"""

print data, reqID

#----------------------------------------------------------------------

def getPositionRatios(self, params):

"""查询持仓比例"""

return self.sendRequest(FUNCTIONCODE_GETPOSITIONRATIOS, params, self.onGetPositionRatios)

#----------------------------------------------------------------------

def onGetPositionRatios(self, data, reqID):

"""回调函数"""

print data, reqID

#----------------------------------------------------------------------

def getSpreads(self, params):

"""查询所有仓位"""

return self.sendRequest(FUNCTIONCODE_GETSPREADS, params, self.onGetSpreads)

#----------------------------------------------------------------------

def onGetSpreads(self, data, reqID):

"""回调函数"""

print data, reqID

#----------------------------------------------------------------------

def getCommitments(self, params):

"""查询交易商持仓情况"""

return self.sendRequest(FUNCTIONCODE_GETCOMMIMENTS, params, self.onGetCommitments)

#----------------------------------------------------------------------

def onGetCommitments(self, data, reqID):

"""回调函数"""

print data, reqID

#----------------------------------------------------------------------

def getOrderbook(self, params):

"""查询订单簿"""

return self.sendRequest(FUNCTIONCODE_GETORDERBOOK, params, self.onGetOrderbook)

#----------------------------------------------------------------------

def onGetOrderbook(self, data, reqID):

"""回调函数"""

print data, reqID

#----------------------------------------------------------------------

def getAutochartist(self, params):

"""查询Autochartist识别的模式"""

return self.sendRequest(FUNCTIONCODE_GETAUTOCHARTIST, params, self.onGetAutochartist)

#----------------------------------------------------------------------

def onGetAutochartist(self, data, reqID):

"""回调函数"""

print data, reqID

#----------------------------------------------------------------------

def onPrice(self, data):

"""行情推送"""

print data

#----------------------------------------------------------------------

def onEvent(self, data):

"""事件推送(成交等)"""

print data

#----------------------------------------------------------------------

def processStreamPrices(self):

"""获取价格推送"""

# 首先获取所有合约的代码

setting = self.functionSetting[FUNCTIONCODE_GETINSTRUMENTS]

req = {'url': self.restDomain + setting['path'],

'method': setting['method'],

'params': {'accountId': self.accountId}}

r, error = self.processRequest(req)

if r:

try:

data = r.json()

symbols = [d['instrument'] for d in data['instruments']]

except Exception, e:

self.onError(e, -1)

return

else:

self.onError(error, -1)

return

# 然后订阅所有的合约行情

setting = self.functionSetting[FUNCTIONCODE_STREAMPRICES]

params = {'accountId': self.accountId,

'instruments': ','.join(symbols)}

req = {'url': self.streamDomain + setting['path'],

'method': setting['method'],

'params': params,

'stream': True}

r, error = self.processRequest(req)

if r:

for line in r.iter_lines():

if line:

try:

msg = json.loads(line)

if self.DEBUG:

print self.onPrice.__name__

self.onPrice(msg)

except Exception, e:

self.onError(e, -1)

if not self.active:

break

else:

self.onError(error, -1)

#----------------------------------------------------------------------

def processStreamEvents(self):

"""获取事件推送"""

setting = self.functionSetting[FUNCTIONCODE_STREAMEVENTS]

req = {'url': self.streamDomain + setting['path'],

'method': setting['method'],

'params': {},

'stream': True}

r, error = self.processRequest(req)

if r:

for line in r.iter_lines():

if line:

try:

msg = json.loads(line)

if self.DEBUG:

print self.onEvent.__name__

self.onEvent(msg)

except Exception, e:

self.onError(e, -1)

if not self.active:

break

else:

self.onError(error, -1)