Feature h375129

alpha/platforms/huobi_usdt_swap/restapi/rest_algo_order_sync.py

@@ -0,0 +1,40 @@
+import json
+
+from alpha.utils.http_utils import post, get_url_suffix, get
+
+class RestAlgoOrderUsdtSwap:
+
+    def __init__(self, access_key: str, secret_key: str, host: str = None):
+        self.access_key = access_key
+        self.secret_key = secret_key
+        if host is None:
+            host = "api.hbdm.com"
+        self.host = host
+
+    def algo_order(self, data: dict = None) -> dict:
+        """创建策略订单"""
+        path = "/v5/algo/order"
+        return post(self.access_key, self.secret_key, self.host, path, data)
+
+    def cancel_algo_orders(self, data: dict = None) -> dict:
+        """取消策略订单"""
+        path = "/v5/algo/cancel-orders"
+        return post(self.access_key, self.secret_key, self.host, path, data)
+
+    def query_algo_order(self, params: dict = None) -> dict:
+        """查询策略订单"""
+        path = "/v5/algo/order"
+        path = "{}?{}".format(path, get_url_suffix('get', self.access_key, self.secret_key, self.host, path))
+        return get(self.host, path, params)
+
+    def query_open_algo_orders(self, params: dict = None) -> dict:
+        """查询未触发策略订单"""
+        path = "/v5/algo/order/opens"
+        path = "{}?{}".format(path, get_url_suffix('get', self.access_key, self.secret_key, self.host, path))
+        return get(self.host, path, params)
+
+    def query_algo_order_history(self, params: dict = None) -> dict:
+        """查询历史策略订单"""
+        path = "/v5/algo/order/history"
+        path = "{}?{}".format(path, get_url_suffix('get', self.access_key, self.secret_key, self.host, path))
+        return get(self.host, path, params)

alpha/platforms/huobi_usdt_swap/restapi/rest_algo_order_usdt_swap.py

@@ -0,0 +1,283 @@
+# -*- coding:utf-8 -*-
+
+"""
+Huobi USDT Swap Api Module.
+
+Author: QiaoXiaofeng
+Date:   2020/09/10
+Email:  andyjoe318@gmail.com
+"""
+
+import gzip
+import json
+import copy
+import hmac
+import base64
+import urllib
+import hashlib
+import datetime
+import time
+from urllib.parse import urljoin
+from alpha.utils.request import AsyncHttpRequests
+from alpha.const import USER_AGENT
+
+__all__ = ("HuobiUsdtSwapRestAlgoOrderAPI",)
+
+
+class HuobiUsdtSwapRestAlgoOrderAPI:
+    """Huobi USDT Swap 策略订单REST API Client"""
+
+    def __init__(self, host, access_key, secret_key):
+        self._host = host
+        self._access_key = access_key
+        self._secret_key = secret_key
+
+    async def algo_order(self, 
+                        contract_code: str, 
+                        type: str, 
+                        position_side: str, 
+                        side: str, 
+                        margin_mode: str,
+                        algo_client_order_id: str = None,
+                        volume: str = None,
+                        tp_trigger_price: str = None,
+                        tp_order_price: str = None,
+                        tp_type: str = None,
+                        tp_trigger_price_type: str = None,
+                        sl_trigger_price: str = None,
+                        sl_order_price: str = None,
+                        sl_type: str = None,
+                        sl_trigger_price_type: str = None,
+                        price: str = None,
+                        price_match: str = None,
+                        trigger_price: str = None,
+                        trigger_price_type: str = None,
+                        active_price: str = None,
+                        order_price_type: str = None,
+                        callback_rate: str = None,
+                        reduce_only: bool = None):
+        """创建策略订单"""
+        uri = "/v5/algo/order"
+        body = {
+            "contract_code": contract_code,
+            "type": type,
+            "position_side": position_side,
+            "side": side,
+            "margin_mode": margin_mode
+        }
+
+        # 可选字段
+        if algo_client_order_id:
+            body["algo_client_order_id"] = algo_client_order_id
+        if volume:
+            body["volume"] = volume
+        if tp_trigger_price:
+            body["tp_trigger_price"] = tp_trigger_price
+        if tp_order_price:
+            body["tp_order_price"] = tp_order_price
+        if tp_type:
+            body["tp_type"] = tp_type
+        if tp_trigger_price_type:
+            body["tp_trigger_price_type"] = tp_trigger_price_type
+        if sl_trigger_price:
+            body["sl_trigger_price"] = sl_trigger_price
+        if sl_order_price:
+            body["sl_order_price"] = sl_order_price
+        if sl_type:
+            body["sl_type"] = sl_type
+        if sl_trigger_price_type:
+            body["sl_trigger_price_type"] = sl_trigger_price_type
+        if price:
+            body["price"] = price
+        if price_match:
+            body["price_match"] = price_match
+        if trigger_price:
+            body["trigger_price"] = trigger_price
+        if trigger_price_type:
+            body["trigger_price_type"] = trigger_price_type
+        if active_price:
+            body["active_price"] = active_price
+        if order_price_type:
+            body["order_price_type"] = order_price_type
+        if callback_rate:
+            body["callback_rate"] = callback_rate
+        if reduce_only is not None:
+            body["reduce_only"] = 1 if reduce_only else 0
+
+        success, error = await self.request("POST", uri, body=body, auth=True)
+        return success, error
+
+    async def cancel_algo_orders(self, 
+                                algo_id: str = None, 
+                                algo_client_order_id: str = None, 
+                                contract_code: str = None):
+        """取消策略订单"""
+        uri = "/v5/algo/cancel-orders"
+        body = {}
+
+        if algo_id:
+            body["algo_id"] = algo_id
+        if algo_client_order_id:
+            body["algo_client_order_id"] = algo_client_order_id
+        if contract_code:
+            body["contract_code"] = contract_code
+
+        success, error = await self.request("POST", uri, body=body, auth=True)
+        return success, error
+
+    async def query_algo_order(self, 
+                              type: str, 
+                              algo_id: str = None, 
+                              algo_client_order_id: str = None, 
+                              contract_code: str = None):
+        """查询策略订单"""
+        uri = "/v5/algo/order"
+        params = {
+            "type": type
+        }
+
+        if algo_id:
+            params["algo_id"] = algo_id
+        if algo_client_order_id:
+            params["algo_client_order_id"] = algo_client_order_id
+        if contract_code:
+            params["contract_code"] = contract_code
+
+        success, error = await self.request("GET", uri, params=params, auth=True)
+        return success, error
+
+    async def query_open_algo_orders(self, 
+                                    type: str, 
+                                    contract_code: str = None, 
+                                    algo_id: str = None, 
+                                    algo_client_order_id: str = None,
+                                    from_page: int = None,
+                                    limit: int = None,
+                                    direct: str = None):
+        """查询未触发策略订单"""
+        uri = "/v5/algo/order/opens"
+        params = {
+            "type": type
+        }
+
+        if contract_code:
+            params["contract_code"] = contract_code
+        if algo_id:
+            params["algo_id"] = algo_id
+        if algo_client_order_id:
+            params["algo_client_order_id"] = algo_client_order_id
+        if from_page is not None:
+            params["from"] = from_page
+        if limit is not None:
+            params["limit"] = limit
+        if direct:
+            params["direct"] = direct
+
+        success, error = await self.request("GET", uri, params=params, auth=True)
+        return success, error
+
+    async def query_algo_order_history(self, 
+                                      type: str, 
+                                      contract_code: str = None, 
+                                      margin_mode: str = None, 
+                                      states: list = None,
+                                      start_time: int = None,
+                                      end_time: int = None,
+                                      from_page: int = None,
+                                      limit: int = None,
+                                      direct: str = None):
+        """查询历史策略订单"""
+        uri = "/v5/algo/order/history"
+        params = {
+            "type": type
+        }
+
+        if contract_code:
+            params["contract_code"] = contract_code
+        if margin_mode:
+            params["margin_mode"] = margin_mode
+        if states:
+            params["states"] = ",".join(states)
+        if start_time:
+            params["start_time"] = start_time
+        if end_time:
+            params["end_time"] = end_time
+        if from_page is not None:
+            params["from"] = from_page
+        if limit is not None:
+            params["limit"] = limit
+        if direct:
+            params["direct"] = direct
+
+        success, error = await self.request("GET", uri, params=params, auth=True)
+        return success, error
+
+
+    async def request(self, method, uri, params=None, body=None, headers=None, auth=False):
+        """ Do HTTP request.
+
+        Args:
+            method: HTTP request method. `GET` / `POST` / `DELETE` / `PUT`.
+            uri: HTTP request uri.
+            params: HTTP query params.
+            body: HTTP request body.
+            headers: HTTP request headers.
+            auth: If this request requires authentication.
+
+        Returns:
+            success: Success results, otherwise it's None.
+            error: Error information, otherwise it's None.
+        """
+        if uri.startswith("http://") or uri.startswith("https://"):
+            url = uri
+        else:
+            url = self._host + uri
+
+        if auth:
+            timestamp = datetime.datetime.utcnow().strftime("%Y-%m-%dT%H:%M:%S")
+            params = params if params else {}
+            params.update({"AccessKeyId": self._access_key,
+                           "SignatureMethod": "HmacSHA256",
+                           "SignatureVersion": "2",
+                           "Timestamp": timestamp})
+
+            params["Signature"] = self.generate_signature(method, params, uri)
+
+        if not headers:
+            headers = {}
+        if method == "GET":
+            headers["Content-type"] = "application/x-www-form-urlencoded"
+            headers["User-Agent"] = USER_AGENT
+            _, success, error = await AsyncHttpRequests.fetch("GET", url, params=params, headers=headers, timeout=10)
+        else:
+            headers["Accept"] = "application/json"
+            headers["Content-type"] = "application/json"
+            headers["User-Agent"] = USER_AGENT
+            _, success, error = await AsyncHttpRequests.fetch("POST", url, params=params, data=body, headers=headers,
+                                                              timeout=10)
+        if error:
+            return None, error
+        if not isinstance(success, dict):
+            result = json.loads(success)
+        else:
+            result = success
+        if result.get("status") != "ok":
+            return None, result
+        return result, None
+
+    def generate_signature(self, method, params, request_path):
+        if request_path.startswith("http://") or request_path.startswith("https://"):
+            host_url = urllib.parse.urlparse(request_path).hostname.lower()
+            request_path = '/' + '/'.join(request_path.split('/')[3:])
+        else:
+            host_url = urllib.parse.urlparse(self._host).hostname.lower()
+        sorted_params = sorted(params.items(), key=lambda d: d[0], reverse=False)
+        encode_params = urllib.parse.urlencode(sorted_params)
+        payload = [method, host_url, request_path, encode_params]
+        payload = "\n".join(payload)
+        payload = payload.encode(encoding="UTF8")
+        secret_key = self._secret_key.encode(encoding="utf8")
+        digest = hmac.new(secret_key, payload, digestmod=hashlib.sha256).digest()
+        signature = base64.b64encode(digest)
+        signature = signature.decode()
+        return signature

alpha/platforms/huobi_usdt_swap/restapi/rest_copytrading_trade_sync.py

@@ -0,0 +1,63 @@
+import json
+
+from alpha.utils.http_utils import post, get_url_suffix, get
+
+class RestCopyTradingTradeSync:
+    def __init__(self, access_key: str, secret_key: str, host: str = None):
+        self.access_key = access_key
+        self.secret_key = secret_key
+        if host is None:
+            host = "api.hbdm.com"
+        self.host = host
+
+    def contract_copytrading_trader_instruments(self, params: dict = None) -> json:
+        path = "/api/v6/copyTrading/trader/instruments"
+        path = "{}?{}".format(path, get_url_suffix('get', self.access_key, self.secret_key, self.host, path))
+        return get(self.host, path, params)
+
+    def contract_copytrading_trader_statistics(self, params: dict = None) -> json:
+        path = "/api/v6/copyTrading/trader/statistics"
+        path = "{}?{}".format(path, get_url_suffix('get', self.access_key, self.secret_key, self.host, path))
+        return get(self.host, path, params)
+
+    def contract_copytrading_trader_profit_sharing_history(self, params: dict = None) -> json:
+        path = "/api/v6/copyTrading/trader/profit-sharing-history"
+        path = "{}?{}".format(path, get_url_suffix('get', self.access_key, self.secret_key, self.host, path))
+        return get(self.host, path, params)
+
+    def contract_copytrading_trader_profit_sharing_history_summary(self, params: dict = None) -> json:
+        path = "/api/v6/copyTrading/trader/profit-sharing-history-summary"
+        path = "{}?{}".format(path, get_url_suffix('get', self.access_key, self.secret_key, self.host, path))
+        return get(self.host, path, params)
+
+    def contract_copytrading_trader_unrealized_profit_sharing_summary(self, params: dict = None) -> json:
+        path = "/api/v6/copyTrading/trader/unrealized-profit-sharing-summary"
+        path = "{}?{}".format(path, get_url_suffix('get', self.access_key, self.secret_key, self.host, path))
+        return get(self.host, path, params)
+
+    def contract_copytrading_trader_followers(self, params: dict = None) -> json:
+        path = "/api/v6/copyTrading/trader/followers"
+        path = "{}?{}".format(path, get_url_suffix('get', self.access_key, self.secret_key, self.host, path))
+        return get(self.host, path, params)
+
+    def contract_copytrading_trader_follower(self, data: dict = None) -> json:
+        path = "/api/v6/copyTrading/trader/follower"
+        return post(self.access_key, self.secret_key, self.host, path, data)
+
+    def contract_copytrading_trader_transfer(self, data: dict = None) -> json:
+        path = "/api/v6/copyTrading/trader/transfer"
+        return post(self.access_key, self.secret_key, self.host, path, data)
+
+    def contract_copytrading_trader_follower_settings(self, data: dict = None) -> json:
+        path = "/api/v6/copyTrading/trader/follower-settings"
+        return post(self.access_key, self.secret_key, self.host, path, data)
+
+    def contract_copytrading_trader_config(self, params: dict = None) -> json:
+        path = "/api/v6/copyTrading/trader/config"
+        path = "{}?{}".format(path, get_url_suffix('get', self.access_key, self.secret_key, self.host, path))
+        return get(self.host, path, params)
+
+    def contract_copytrading_trader_apikey(self, data: dict = None) -> json:
+        path = "/api/v6/copyTrading/trader/apikey"
+        return post(self.access_key, self.secret_key, self.host, path, data)
+