Skip to main content

ccwt server client

Project description

$ pip install ccwt_client

python setup.py sdist build
twine upload dist/*

## 1.0更新
修改请求默认超时时间 __DEFAULT_TIMEOUT = 90
future_index指数bar数据补充,根据ticker kline的频率补充,无数据则填充前一条数据

## 0.9更新
修改请求默认超时时间 __DEFAULT_TIMEOUT = 90
bar数据补充,根据ticker kline的频率补充,无数据则填充前一条数据

## 0.8更新
feed数据增加future_ticker/future_kline, future_index, future_this_week_ticker/future_this_week_kline
future_next_week_tickeer/future_next_week_kline, future_quarter_ticker/future_quarter_kline

#Ccwt_web: ccwt_web接口的数据没有进行转换,直接从MongoDB读取;
## Host: http: //52.194.88.72:8002
### Kline: /api/kline
参数:
exchange: 交易所 str
symbol: 交易对,可以多个,以逗号分隔 str
time_frame: 时间范围(1m、1d,1w, 1M),默认1m str
limit: 条数,默认100条 str
format: 返回数据格式, 默认API格式, (json: json格式, api: api格式) str
http://52.194.88.72:8002/api/kline?exchange=bitmex&symbol=TRXZ18&time_frame=1m&limit=10
[
{
"bitmex_TRXZ18_kline_1m": [
{
"_id": "1540369140.0",
"volume": 1910.0,
"vwap": 3.7e-06,
"turnover": 706700,
"sys_time": "2018-10-24 08:19:15",
"open": 3.7e-06,
"date": 20181024,
"home_notional": null,
"low": 3.7e-06,
"last_size": 10,
"high": 3.7e-06,
"close": 3.7e-06,
"exchange_time": "2018-10-24 08:19:00.000000",
"count": 2,
"foreign_notional": null,
"time_stamp": "2018-10-24T08:19:00"
},

{
"_id": "1540369320.0",
"date": 20181024,
"foreign_notional": null,
"volume": 40000.0,
"low": 3.71e-06,
"last_size": 29900,
"time_stamp": "2018-10-24T08:22:00",
"turnover": 14840000,
"sys_time": "2018-10-24 08:22:15",
"exchange_time": "2018-10-24 08:22:00.000000",
"open": 3.7e-06,
"high": 3.71e-06,
"vwap": 3.71e-06,
"home_notional": null,
"count": 3,
"close": 3.71e-06
},
]
}
]

## Ticker: /api/ticker
参数:
exchange: 交易所 str
symbol: 交易对,可以多个,以逗号分隔 str
limit: 条数,默认100条 str
format: 返回数据格式, 默认API格式, (json: json格式, api: api格式) str

http://52.194.88.72:8002/api/ticker?exchange=bitmex&symbol=TRXZ18&limit=10

[
{
"bitmex_TRXZ18_ticker": [
{
"_id": "2018-10-23T08:33:01.866Z",
"symbol": "TRXZ18",
"rootSymbol": "TRX",
"state": "Open",
"typ": "FFCCSX",
"listing": "2018-09-21T02:00:00.000Z",
"front": "2018-11-30T12:00:00.000Z",
"expiry": "2018-12-28T12:00:00.000Z",
"settle": "2018-12-28T12:00:00.000Z",
"relistInterval": null,
"inverseLeg": "",
"sellLeg": "",
"buyLeg": "",
"optionStrikePcnt": null,
"optionStrikeRound": null,
"optionStrikePrice": null,
"optionMultiplier": null,
"positionCurrency": "TRX",
"underlying": "TRX",
"quoteCurrency": "XBT",
"underlyingSymbol": "TRXXBT=",
"reference": "BMEX",
"referenceSymbol": ".TRXXBT30M",
"calcInterval": null,
"publishInterval": null,
"publishTime": null,
"maxOrderQty": 10000000,
"maxPrice": 100,
"lotSize": 1,
"tickSize": 1e-08,
"multiplier": 100000000,
"settlCurrency": "XBt",
"underlyingToPositionMultiplier": 1,
"underlyingToSettleMultiplier": null,
"quoteToSettleMultiplier": 100000000,
"isQuanto": false,
"isInverse": false,
"initMargin": 0.05,
"maintMargin": 0.025,
"riskLimit": 5000000000,
"riskStep": 5000000000,
"limit": null,
"capped": false,
"taxed": true,
"deleverage": true,
"makerFee": -0.0005,
"takerFee": 0.0025,
"settlementFee": 0,
"insuranceFee": 0,
"fundingBaseSymbol": "",
"fundingQuoteSymbol": "",
"fundingPremiumSymbol": "",
"fundingTimestamp": null,
"fundingInterval": null,
"fundingRate": null,
"indicativeFundingRate": null,
"rebalanceTimestamp": null,
"rebalanceInterval": null,
"openingTimestamp": "2018-10-23T08:00:00.000Z",
"closingTimestamp": "2018-10-23T09:00:00.000Z",
"sessionInterval": "2000-01-01T01:00:00.000Z",
"limitDownPrice": null,
"limitUpPrice": null,
"bankruptLimitDownPrice": null,
"bankruptLimitUpPrice": null,
"prevTotalVolume": 15128735716,
"totalVolume": 15129304596,
"volume24h": 288268049,
"prevTotalTurnover": 5709724915753,
"totalTurnover": 5709934517131,
"turnover": 209601378,
"turnover24h": 107140555974,
"homeNotional24h": 288268049,
"foreignNotional24h": 1071.4055597400004,
"prevPrice24h": 3.77e-06,
"vwap": 3.72e-06,
"lastPriceProtected": 3.69e-06,
"lastTickDirection": "ZeroPlusTick",
"lastChangePcnt": -0.0212,
"midPrice": 3.685e-06,
"impactBidPrice": 3.68e-06,
"impactMidPrice": 3.685e-06,
"impactAskPrice": 3.69e-06,
"hasLiquidity": true,
"openInterest": 316012128,
"openValue": 116292463104,
"fairMethod": "ImpactMidPrice",
"fairBasisRate": 0.1,
"fairBasis": 7e-08,
"fairPrice": 3.68e-06,
"markMethod": "FairPrice",
"markPrice": 3.68e-06,
"indicativeTaxRate": 0,
"indicativeSettlePrice": 3.61e-06,
"optionUnderlyingPrice": null,
"settledPrice": null,
"timestamp": "2018-10-23T08:33:01.866Z",
"high": 3.79e-06,
"low": 3.64e-06,
"close": 3.69e-06,
"preclose": 3.77e-06,
"bid": 3.68e-06,
"ask": 3.69e-06,
"base_volume": 568880,
"sys_time": "2018-10-23 16:33:04",
"date": "20181023"
},]
}
]

### Depth: /api/depth
参数:
exchange: 交易所 str
symbol: 交易对,可以多个,以逗号分隔 str
limit: 条数,默认100条 str
format: 返回数据格式, 默认API格式, (json: json格式, api: api格式) str

http://52.194.88.72:8002/api/depth?exchange=binance&symbol=ADABTC&limit=10
[
{
"binance_ADABTC_depth": [
{
"_id": "95474933",
"last_ID": 95474933,
"bids": [
[
1.004e-05,
1.004e-05
],
[
1.003e-05,
1.003e-05
],
[
1.002e-05,
1.002e-05
],
[
1.001e-05,
1.001e-05
],
[
1e-05,
1e-05
],
[
9.99e-06,
9.99e-06
],
[
9.98e-06,
9.98e-06
],
[
9.97e-06,
9.97e-06
],
[
9.96e-06,
9.96e-06
],
[
9.95e-06,
9.95e-06
],
[
9.94e-06,
9.94e-06
],
[
9.93e-06,
9.93e-06
],
[
9.92e-06,
9.92e-06
],
[
9.91e-06,
9.91e-06
],
[
9.9e-06,
9.9e-06
],
[
9.89e-06,
9.89e-06
],
[
9.88e-06,
9.88e-06
],
[
9.87e-06,
9.87e-06
],
[
9.86e-06,
9.86e-06
],
[
9.85e-06,
9.85e-06
]
],
"asks": [
[
1.006e-05,
1.006e-05
],
[
1.007e-05,
1.007e-05
],
[
1.008e-05,
1.008e-05
],
[
1.009e-05,
1.009e-05
],
[
1.01e-05,
1.01e-05
],
[
1.011e-05,
1.011e-05
],
[
1.012e-05,
1.012e-05
],
[
1.013e-05,
1.013e-05
],
[
1.014e-05,
1.014e-05
],
[
1.015e-05,
1.015e-05
],
[
1.016e-05,
1.016e-05
],
[
1.017e-05,
1.017e-05
],
[
1.018e-05,
1.018e-05
],
[
1.019e-05,
1.019e-05
],
[
1.02e-05,
1.02e-05
],
[
1.021e-05,
1.021e-05
],
[
1.022e-05,
1.022e-05
],
[
1.023e-05,
1.023e-05
],
[
1.024e-05,
1.024e-05
],
[
1.025e-05,
1.025e-05
]
],
"date": "20180918",
"sys_time": "2018-09-18 09:09:45"
},]
}
]


### Order: /api/order
参数:
exchange: 交易所 str
symbol: 交易对,可以多个,以逗号分隔 str
limit: 条数,默认100条 str
format: 返回数据格式, 默认API格式, (json: json格式, api: api格式) str
http://52.194.88.72:8002/api/order?exchange=binance&symbol=ADABTC&limit=10
[
{
"binance_ADABTC_order": [
{
"_id": "1537232981738",
"time_stamp": 1537232981738,
"first_ID": "95474920",
"last_ID": "95474920",
"bids": [],
"asks": [
[
1.055e-05,
1.055e-05
]
],
"exchange_time": "2018-09-18 01:09:41.000000",
"date": "20180918",
"sys_time": "2018-09-18 09:09:41"
},]
}
]


### Trade: /api/trade
参数:
exchange: 交易所 str
symbol: 交易对,可以多个,以逗号分隔 str
limit: 条数,默认100条 str
format: 返回数据格式, 默认API格式, (json: json格式, api: api格式) str
http://52.194.88.72:8002/api/trade?exchange=binance&symbol=ADABTC&limit=10
[
{
"binance_ADABTC_trade": [
{
"_id": "14793414",
"time_stamp": 1537232982570,
"order": "null",
"type": "null",
"side": "buy",
"taker_or_maker": "null",
"price": 1.006e-05,
"amount": 6.0,
"cost": 6.036e-05,
"fee_cost": 0.0,
"fee_currency": "null",
"fee_rate": 0.0,
"exchange_time": "2018-09-18 01:09:42.000000",
"date": "20180918",
"sys_time": "2018-09-18 09:09:42"
},]
}
]


## Ccwt_client: ccwt_web客户端:
下载ccwt_client包:pip install ccwt_client,下载过的可进行更新 pip install ccwt_client -U

### Ccwt_client.core.py
Cli.tieker(**kwargs):
from ccwt_client.core import cli
params = {
'exchange': 'bitmex', 'symbol': 'XBTUSD', 'limit': '1'
}
res = cli.ticker(**params)
print(res)
[{'bitmex_XBTUSD_ticker': [{'_id': '2018-10-23T08:20:16.103Z', 'symbol': 'XBTUSD', 'rootSymbol': 'XBT', 'state': 'Open', 'typ': 'FFWCSX', 'listing': '2016-05-13T12:00:00.000Z', 'front': '2016-05-13T12:00:00.000Z', 'expiry': None, 'settle': None, 'relistInterval': None, 'inverseLeg': '', 'sellLeg': '', 'buyLeg': '', 'optionStrikePcnt': None, 'optionStrikeRound': None, 'optionStrikePrice': None, 'optionMultiplier': None, 'positionCurrency': 'USD', 'underlying': 'XBT', 'quoteCurrency': 'USD', 'underlyingSymbol': 'XBT=', 'reference': 'BMEX', 'referenceSymbol': '.BXBT', 'calcInterval': None, 'publishInterval': None, 'publishTime': None, 'maxOrderQty': 10000000, 'maxPrice': 1000000, 'lotSize': 1, 'tickSize': 0.5, 'multiplier': -100000000, 'settlCurrency': 'XBt', 'underlyingToPositionMultiplier': None, 'underlyingToSettleMultiplier': -100000000, 'quoteToSettleMultiplier': None, 'isQuanto': False, 'isInverse': True, 'initMargin': 0.01, 'maintMargin': 0.005, 'riskLimit': 20000000000, 'riskStep': 10000000000, 'limit': None, 'capped': False, 'taxed': True, 'deleverage': True, 'makerFee': -0.00025, 'takerFee': 0.00075, 'settlementFee': 0, 'insuranceFee': 0, 'fundingBaseSymbol': '.XBTBON8H', 'fundingQuoteSymbol': '.USDBON8H', 'fundingPremiumSymbol': '.XBTUSDPI8H', 'fundingTimestamp': '2018-10-23T12:00:00.000Z', 'fundingInterval': '2000-01-01T08:00:00.000Z', 'fundingRate': 0.0001, 'indicativeFundingRate': 0.0001, 'rebalanceTimestamp': None, 'rebalanceInterval': None, 'openingTimestamp': '2018-10-23T08:00:00.000Z', 'closingTimestamp': '2018-10-23T09:00:00.000Z', 'sessionInterval': '2000-01-01T01:00:00.000Z', 'limitDownPrice': None, 'limitUpPrice': None, 'bankruptLimitDownPrice': None, 'bankruptLimitUpPrice': None, 'prevTotalVolume': 866877370056, 'totalVolume': 866879525586, 'volume24h': 584437921, 'prevTotalTurnover': 11862857877788048, 'totalTurnover': 11862891578522378, 'turnover': 33700734329, 'turnover24h': 9131853536643, 'homeNotional24h': 91318.53536643005, 'foreignNotional24h': 584437921, 'prevPrice24h': 6403, 'vwap': 6400, 'lastPriceProtected': 6396.3157, 'lastTickDirection': 'ZeroPlusTick', 'lastChangePcnt': -0.001, 'midPrice': 6396.25, 'impactBidPrice': 6395.9066, 'impactMidPrice': 6396, 'impactAskPrice': 6396.3157, 'hasLiquidity': True, 'openInterest': 763308087, 'openValue': 11930505399810, 'fairMethod': 'FundingRate', 'fairBasisRate': 0.1095, 'fairBasis': 0.29, 'fairPrice': 6397.95, 'markMethod': 'FairPrice', 'markPrice': 6397.95, 'indicativeTaxRate': 0, 'indicativeSettlePrice': 6397.66, 'optionUnderlyingPrice': None, 'settledPrice': None, 'timestamp': '2018-10-23T08:20:16.103Z', 'high': 6423, 'low': 6369, 'close': 6396.5, 'preclose': 6399.85, 'bid': 6396, 'ask': 6396.5, 'base_volume': 2155330, 'sys_time': '2018-10-23 16:20:19', 'date': '20181023', 'volume': 2155530}], 'cached': False}]

### Cli.kline(**kwargs):

from ccwt_client.core import cli
params = {
'exchange': 'bitmex', 'symbol': 'XBTUSD', 'limit': '1'
}
res = cli.kline(**params)
print(res)
[{'bitmex_XBTUSD_kline_1m': [{'_id': '1540369140.0', 'close': 6437.5, 'open': 6438.0, 'count': 13, 'turnover': 776697187, 'sys_time': '2018-10-24 08:19:15', 'time_stamp': '2018-10-24T08:19:00', 'low': 6437.5, 'date': 20181024, 'foreign_notional': None, 'high': 6438.0, 'last_size': 556, 'exchange_time': '2018-10-24 08:19:00.000000', 'volume': 50003.0, 'vwap': 6437.9064, 'home_notional': None}], 'cached': False}]


### Cli.depth(**kwargs):
from ccwt_client.core import cli
params = {
'exchange': 'binance', 'symbol': 'ZILBTC', 'limit': '1'
}
res = cli.depth(**params)
print(res)
[{'binance_ZILBTC_depth': [{'_id': '53744627', 'last_ID': 53744627, 'bids': [[4.97e-06, 4.97e-06], [4.95e-06, 4.95e-06], [4.94e-06, 4.94e-06], [4.93e-06, 4.93e-06], [4.92e-06, 4.92e-06], [4.91e-06, 4.91e-06], [4.9e-06, 4.9e-06], [4.89e-06, 4.89e-06], [4.88e-06, 4.88e-06], [4.87e-06, 4.87e-06], [4.86e-06, 4.86e-06], [4.85e-06, 4.85e-06], [4.84e-06, 4.84e-06], [4.83e-06, 4.83e-06], [4.82e-06, 4.82e-06], [4.81e-06, 4.81e-06], [4.8e-06, 4.8e-06], [4.79e-06, 4.79e-06], [4.78e-06, 4.78e-06], [4.77e-06, 4.77e-06]], 'asks': [[4.98e-06, 4.98e-06], [4.99e-06, 4.99e-06], [5e-06, 5e-06], [5.01e-06, 5.01e-06], [5.02e-06, 5.02e-06], [5.03e-06, 5.03e-06], [5.04e-06, 5.04e-06], [5.05e-06, 5.05e-06], [5.06e-06, 5.06e-06], [5.07e-06, 5.07e-06], [5.08e-06, 5.08e-06], [5.09e-06, 5.09e-06], [5.1e-06, 5.1e-06], [5.11e-06, 5.11e-06], [5.12e-06, 5.12e-06], [5.13e-06, 5.13e-06], [5.14e-06, 5.14e-06], [5.15e-06, 5.15e-06], [5.16e-06, 5.16e-06], [5.17e-06, 5.17e-06]], 'date': '20180918', 'sys_time': '2018-09-18 09:09:44'}], 'cached': False}]

### Cli.order(**kwargs):
from ccwt_client.core import cli
params = {
'exchange': 'binance', 'symbol': 'ZILBTC', 'limit': '1'
}
res = cli.order(**params)
print(res)
[{'binance_ZILBTC_order': [{'_id': '1537232981739', 'time_stamp': 1537232981739, 'first_ID': '53744625', 'last_ID': '53744625', 'bids': [[4.91e-06, 4.91e-06]], 'asks': [], 'exchange_time': '2018-09-18 01:09:41.000000', 'date': '20180918', 'sys_time': '2018-09-18 09:09:42'}], 'cached': False}]

### Cli.trade(**kwargs):
from ccwt_client.core import cli
params = {
'exchange': 'binance', 'symbol': 'ZILBTC', 'limit': '1'
}
res = cli.trade(**params)
print(res)
[{'binance_ZILBTC_trade': [{'_id': '5014013', 'time_stamp': 1537232986458, 'order': 'null', 'type': 'null', 'side': 'buy', 'taker_or_maker': 'null', 'price': 4.98e-06, 'amount': 4254.0, 'cost': 0.02118492, 'fee_cost': 0.0, 'fee_currency': 'null', 'fee_rate': 0.0, 'exchange_time': '2018-09-18 01:09:46.000000', 'date': '20180918', 'sys_time': '2018-09-18 09:09:46'}], 'cached': False}]


## Ccwt_client.core_feed.py:
数据格式支持pyalgotrade框架
feed = Feed(bar.Frequency.SECOND)
“””
SECOND = 1
MINUTE = 60
HOUR = 60*60
DAY = 24*60*60
WEEK = 24*60*60*7
MONTH = 24*60*60*31
“””

feed.loadBars("bitmex_XBTUSD")

数据格式:
__slots__ = (
'__dateTime',
'__open',
'__close',
'__high',
'__low',
'__volume',
'__adjClose',
'__frequency',
'__useAdjustedValue',
'__extra',
)

[[datetime.datetime(2018, 10, 23, 8, 20, 58, 136000), 6399.85, 6423, 6369, 6396, 2155330, None, 1], [datetime.datetime(2018, 10, 23, 8, 20, 16, 103000), 6399.85, 6423, 6369, 6396.5, 2155330, None, 1], [datetime.datetime(2018, 10, 23, 7, 19, 9, 591000), 6399.85, 6423, 6369, 6401.5, 6151444, None, 1],]



Platform: UNKNOWN
Classifier: License :: OSI Approved :: Apache Software License
Classifier: Development Status :: 5 - Production/Stable
Classifier: Intended Audience :: Developers
Classifier: Programming Language :: Python
Classifier: Programming Language :: Python :: 2.7
Classifier: Programming Language :: Python :: 3.6
Classifier: Topic :: Software Development :: Libraries :: Python Modules
Description-Content-Type: text/markdown

Project details


Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Source Distribution

ccwt_client-1.0.3.tar.gz (18.0 kB view hashes)

Uploaded Source

Supported by

AWS AWS Cloud computing and Security Sponsor Datadog Datadog Monitoring Fastly Fastly CDN Google Google Download Analytics Microsoft Microsoft PSF Sponsor Pingdom Pingdom Monitoring Sentry Sentry Error logging StatusPage StatusPage Status page