伊谢尔伦2017-05-18 10:56:22
@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
API_SETTING = {}
API_SETTING['practice'] = {'rest': 'https://api-fxpractice.oanda.com','stream': 'https://stream-fxpractice.oan...'}
API_SETTING['trade'] = {'rest': 'https://api-fxtrade.oanda.com','stream': 'https://stream-fxtrade.oanda....'}
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)
Antwort
0
