PrivateRESTConnection¶

class base.MarketConnection.PrivateRESTConnection(credentials: dict, use_server_time=False, simulate_flag=False, cn_flag=False)¶

Bases: base.NetworkHandler.RESTHandler

通过REST api向市场发出请求

可用的各类操作可以参见 https://www.ouyi.cc/docs-v5/zh/#rest-api

基本包含几类api

Trading (常用)
Account (不常用)
Funding (不常用)
Market Data (不常用 - 使用 base.MarketConnection.PublicDataConnection)
Public Basic (不常用)
System Status (不常用)
Sub-Account (不常用)

Parameters

credentials – 包含api信息的字典, 其应包含以下key: api_key, api_secret_key, passphrase
use_server_time – 是否使用服务器时间请求, 会极大增加时间开销, 应设为False
simulate_flag – 是否发送到模拟盘
cn_flag – 是否通过代理发送请求(默认使用ss代理的1080端口)

Methods Summary

`Adjustment_margin`(instId, posSide, type, amt)
`amend_multiple_orders`(orders_data)
`amend_order`(instId[, cxlOnFail, ordId, …])
`balances`(subAcct)
`bills`([ccy, type, subAcct, after, before, limit])
`cancel_algo_order`(params)
`cancel_multiple_orders`(orders_data)
`cancel_order`(instId[, ordId, clOrdId])
`close_positions`(instId, mgnMode[, posSide, ccy])
`coin_withdraw`(ccy, amt, dest, toAddr, pwd, fee)
`control_transfer`(ccy, amt, froms, to, …)
`create`(pwd, subAcct, label, Passphrase[, …])
`delete`(pwd, subAcct, apiKey)
`discount_interest_free_quota`([ccy])
`funding_rate_history`(instId[, after, …])
`funds_transfer`(ccy, amt, froms, to[, type, …])
`get_account`([ccy])
`get_account_config`()
`get_balances`([ccy])
`get_bills`(ccy[, type, after, before, limit])
`get_bills_detail_3_months`([instType, ccy, …])
`get_bills_detail_7_days`([instType, ccy, …])
`get_candlesticks`(instId[, after, before, …])
`get_currency`()
`get_deliver_history`(instType, uly[, after, …])
`get_deposit_address`(ccy)
`get_deposit_history`([ccy, state, after, …])
`get_estimated_price`(instId)
`get_fee_rates`(instType[, instId, uly, category])
`get_fills`([instType, uly, instId, ordId, …])
`get_funding_rate`(instId)
`get_history_candlesticks`(instId[, after, …])
`get_index_candlesticks`(instId[, after, …])
`get_index_ticker`([quoteCcy, instId])
`get_instruments`(instType[, uly, instId])
`get_interest_accrued`([instId, ccy, mgnMode, …])
`get_leverage`(instId, mgnMode)
`get_liquidation_orders`(instType[, mgnMode, …])
`get_mark_price`(instType[, uly, instId])
`get_markprice_candlesticks`(instId[, after, …])
`get_max_avail_size`(instId, tdMode[, ccy, …])
`get_max_load`(instId, mgnMode, mgnCcy)
`get_max_withdrawal`([ccy])
`get_maximum_trade_size`(instId, tdMode[, ccy, px])
`get_open_interest`(instType[, uly, instId])
`get_opt_summary`(uly[, expTime])
`get_order_book`(instId[, sz])
`get_order_list`([instType, uly, instId, …])
`get_orders`(instId[, ordId, clOrdId])
`get_orders_history`(instType[, uly, instId, …])
`get_position_mode`(posMode)
`get_positions`([instType, instId])
`get_price_limit`(instId)
`get_system_time`()
`get_ticker`(instId)
`get_tickers`(instType[, uly])
`get_trades`(instId[, limit])
`get_withdrawal_history`([ccy, state, after, …])
`order_algos_history`(ordType[, state, …])
`order_algos_list`(ordType[, algoId, …])
`orders_history_archive`(instType[, uly, …])
`place_algo_order`(instId, tdMode, side, …)
`place_multiple_orders`(orders_data)
`place_order`(instId, tdMode, side, ordType, sz)
`purchase_redempt`(ccy, amt, side)
`reset`(pwd, subAcct, label, apiKey, perm[, ip])
`set_greeks`(greeksType)
`set_leverage`(lever, mgnMode[, instId, ccy, …])
`status`([state])
`view_list`([enable, subAcct, after, before, …])

Methods Documentation

Adjustment_margin(instId, posSide, type, amt)¶

amend_multiple_orders(orders_data)¶

amend_order(instId, cxlOnFail='', ordId='', clOrdId='', reqId='', newSz='', newPx='')¶

balances(subAcct)¶

bills(ccy='', type='', subAcct='', after='', before='', limit='')¶

cancel_algo_order(params)¶

cancel_multiple_orders(orders_data)¶

cancel_order(instId, ordId='', clOrdId='')¶

close_positions(instId, mgnMode, posSide='', ccy='')¶

coin_withdraw(ccy, amt, dest, toAddr, pwd, fee)¶

control_transfer(ccy, amt, froms, to, fromSubAccount, toSubAccount)¶

create(pwd, subAcct, label, Passphrase, perm='', ip='')¶

delete(pwd, subAcct, apiKey)¶

discount_interest_free_quota(ccy='')¶

funding_rate_history(instId, after='', before='', limit='')¶

funds_transfer(ccy, amt, froms, to, type='0', subAcct='', instId='', toInstId='')¶

get_account(ccy='')¶

get_account_config()¶

get_balances(ccy='')¶

get_bills(ccy, type='', after='', before='', limit='')¶

get_bills_detail_3_months(instType='', ccy='', mgnMode='', ctType='', type='', subType='', after='', before='', limit='')¶

get_bills_detail_7_days(instType='', ccy='', mgnMode='', ctType='', type='', subType='', after='', before='', limit='')¶

get_candlesticks(instId, after='', before='', bar='', limit='')¶

get_currency()¶

get_deliver_history(instType, uly, after='', before='', limit='')¶

get_deposit_address(ccy)¶

get_deposit_history(ccy='', state='', after='', before='', limit='')¶

get_estimated_price(instId)¶

get_fee_rates(instType, instId='', uly='', category='')¶

get_fills(instType='', uly='', instId='', ordId='', after='', before='', limit='')¶

get_funding_rate(instId)¶

get_history_candlesticks(instId, after='', before='', bar='', limit='')¶

get_index_candlesticks(instId, after='', before='', bar='', limit='')¶

get_index_ticker(quoteCcy='', instId='')¶

get_instruments(instType, uly='', instId='')¶

get_interest_accrued(instId='', ccy='', mgnMode='', after='', before='', limit='')¶

get_leverage(instId, mgnMode)¶

get_liquidation_orders(instType, mgnMode='', instId='', ccy='', uly='', alias='', state='', before='', after='', limit='')¶

get_mark_price(instType, uly='', instId='')¶

get_markprice_candlesticks(instId, after='', before='', bar='', limit='')¶

get_max_avail_size(instId, tdMode, ccy='', reduceOnly='')¶

get_max_load(instId, mgnMode, mgnCcy)¶

get_max_withdrawal(ccy='')¶

get_maximum_trade_size(instId, tdMode, ccy='', px='')¶

get_open_interest(instType, uly='', instId='')¶

get_opt_summary(uly, expTime='')¶

get_order_book(instId, sz='')¶

get_order_list(instType='', uly='', instId='', ordType='', state='', after='', before='', limit='')¶

get_orders(instId, ordId='', clOrdId='')¶

get_orders_history(instType, uly='', instId='', ordType='', state='', after='', before='', limit='')¶

get_position_mode(posMode)¶

get_positions(instType='', instId='')¶

get_price_limit(instId)¶

get_system_time()¶

get_ticker(instId)¶

get_tickers(instType, uly='')¶

get_trades(instId, limit='')¶

get_withdrawal_history(ccy='', state='', after='', before='', limit='')¶

order_algos_history(ordType, state='', algoId='', instType='', instId='', after='', before='', limit='')¶

order_algos_list(ordType, algoId='', instType='', instId='', after='', before='', limit='')¶

orders_history_archive(instType, uly='', instId='', ordType='', state='', after='', before='', limit='')¶

place_algo_order(instId, tdMode, side, ordType, sz, ccy='', posSide='', reduceOnly='', tpTriggerPx='', tpOrdPx='', slTriggerPx='', slOrdPx='', triggerPx='', orderPx='')¶

place_multiple_orders(orders_data)¶

place_order(instId, tdMode, side, ordType, sz, ccy='', clOrdId='', tag='', posSide='', px='', reduceOnly='')¶

purchase_redempt(ccy, amt, side)¶

reset(pwd, subAcct, label, apiKey, perm, ip='')¶

set_greeks(greeksType)¶

set_leverage(lever, mgnMode, instId='', ccy='', posSide='')¶

status(state='')¶

view_list(enable='', subAcct='', after='', before='', limit='')¶