pyted / binance_trade Goto Github PK

from binance_trade import BinanceUM
from pprint import pprint
from datetime import datetime, timedelta
import time
import asyncio
import logging

logging.basicConfig(level=logging.INFO, format='[%(asctime)s] - %(levelname)s - %(message)s')

async def twap(client: BinanceUM, 
               symbol: str,  # 产品
               marginType: str,  # 保证金模式： ISOLATED: 逐仓 CROSSED: 全仓
               positionSide: str,  # 持仓方向 LONG: 多单 SHORT: 空单
               quantity: float,
               duration: int = 60,
               orderNum: int = 10):
    
    interval_duration = duration / orderNum
    chunk_size = quantity / orderNum
    
    chunk_size = client.trade.round_quantity(
        quantity=chunk_size,
        symbol=symbol,
    )['data']
    
    end_time = datetime.now() + timedelta(seconds=duration)
    next_time = datetime.now()
    
    while datetime.now() < end_time:
        if datetime.now() >= next_time:
            try:
                client.trade.close_market(
                    symbol=symbol,  # 产品
                    marginType=marginType,  # 保证金模式： ISOLATED: 逐仓 CROSSED: 全仓
                    positionSide=positionSide,  # 持仓方向 LONG: 多单 SHORT: 空单
                    quantity=chunk_size,  # 平仓数量，'all' 表示全部
                    timeout=10,  # 等待订单成功的超时时间
                    delay=0,  # 间隔多少秒检测订单是否成功
                    cancel=True,  # 订单超时后是否取消
                    callback=callback,  # 平仓成功触发的回调函数
                    errorback=errorback,  # 平仓失败触发的回调函数
                    newThread=False,  # 是否开启一个新的线程维护这个订单
                    newClientOrderId='',  # 客户自定义订单ID
                    meta={},  # 向回调函数中传递的参数字典
                )
            except asyncio.CancelledError:
                break
            except Exception as e:
                print(f"Error executing order: {e}")
            next_time += timedelta(seconds=interval_duration)
        await asyncio.sleep((max((next_time - datetime.now()).total_seconds(), 0)))

def callback(information):
    '''
    :param information: 交易过程信息字典
        information = {
            'symbol': <产品ID>,
            'status': <订单状态>,
            'meta': <传递过来的参数>,
            'request_param': <发送下单请求的具体参数>,
            'func_param': <open_market中的参数>,
            'get_order_result': <获取订单状态的结果>,
            'set_order_result': <下单提交的结果>,
            'error_result': <异常信息>,
            'cancel_result': <取消订单的结果>,
        }
    '''
    logging.info(information['status'])


# 失败触发的回调函数
def errorback(information):
    '''
    :param information: 交易过程信息字典
        information = {
            'symbol': <产品ID>,
            'status': <订单状态>,
            'meta': <传递过来的参数>,
            'request_param': <发送下单请求的具体参数>,
            'func_param': <open_market中的参数>,
            'get_order_result': <获取订单状态的结果>,
            'set_order_result': <下单提交的结果>,
            'error_result': <异常信息>,
            'cancel_result': <取消订单的结果>,
        }
    '''
    print('errorback')
    pprint(information)
    
if __name__ == '__main__':
    client = BinanceUM(key=api_key, secret=api_secret)

    symbol = 'ETHUSDT'  # 测试产品 可以选择：BATUSDT
    openMoney = 300  # 购买金额


    trade_dict = client.trade.open_market(
        symbol=symbol,  # 产品
        marginType='CROSSED',  # 保证金模式： ISOLATED: 逐仓 CROSSED: 全仓
        positionSide='LONG',  # 持仓方向 LONG: 多单 SHORT: 空单
        openMoney=openMoney,  # 开仓金额 开仓金额openMoney和开仓数量quantity必须输入其中一个
        leverage=1,  # 开仓杠杆
        quantity=None,  # 开仓数量 None：用openMoney计算可以购买的最大数量
        timeout=10,  # 等待订单成功的超时时间
        delay=0,  # 间隔多少秒检测订单是否成功
        cancel=True,  # 订单超时后是否取消
        callback=callback,  # 开仓成功触发的回调函数
        errorback=errorback,  # 开仓失败触发的回调函数
        newThread=False,  # 是否开启一个新的线程维护这个订单
        newClientOrderId='',  # 客户自定义订单ID
        meta={},  # 向回调函数中传递的参数字典
    )
    
    order_quantity = float(trade_dict['get_order_result']['data']['executedQty'])
    asyncio.run(twap(client, symbol, 'CROSSED', 'LONG', order_quantity))

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errorback
{'cancel_result': None,
 'error_result': {'code': 'FUNC_EXCEPTION',
                  'data': {},
                  'msg': 'Traceback (most recent call last):\n'
                         '  File '
                         '"/root/miniforge3/envs/server/lib/python3.10/site-packages/binance_trade/binance_um/trade/close.py", '
                         'line 517, in inner_func\n'
                         '    error_result = main_func(**main_data)\n'
                         '  File '
                         '"/root/miniforge3/envs/server/lib/python3.10/site-packages/binance_trade/binance_um/trade/close.py", '
                         'line 482, in main_func\n'
                         "    information['status'] = "
                         "order_result['data']['status']\n"
                         "KeyError: 'data'\n"},
 'func_param': {'callback': <function callback at 0x7f2e77e6f370>,
                'cancel': True,
                'delay': 0,
                'errorback': <function errorback at 0x7f2e77e6f520>,
                'marginType': 'CROSSED',
                'meta': {},
                'newClientOrderId': '',
                'newThread': False,
                'positionSide': 'LONG',
                'quantity': 0.012,
                'symbol': 'ETHUSDT',
                'timeout': 10},
 'get_order_result': {'code': -2013, 'msg': 'Order does not exist.'},
 'meta': {},
 'request_param': {'newClientOrderId': '',
                   'positionSide': 'LONG',
                   'quantity': '0.012',
                   'side': 'SELL',
                   'symbol': 'ETHUSDT',
                   'type': 'MARKET'},
 'set_order_result': {'code': 200,
                      'data': {'avgPrice': '0.00',
                               'clientOrderId': 'th2oV2ghVoyCQfLsJs18us',
                               'closePosition': False,
                               'cumQty': '0.000',
                               'cumQuote': '0.00000',
                               'executedQty': '0.000',
                               'goodTillDate': 0,
                               'orderId': 8389765639197208592,
                               'origQty': '0.012',
                               'origType': 'MARKET',
                               'positionSide': 'LONG',
                               'price': '0.00',
                               'priceMatch': 'NONE',
                               'priceProtect': False,
                               'reduceOnly': True,
                               'selfTradePreventionMode': 'NONE',
                               'side': 'SELL',
                               'status': 'NEW',
                               'stopPrice': '0.00',
                               'symbol': 'ETHUSDT',
                               'timeInForce': 'GTC',
                               'type': 'MARKET',
                               'updateTime': 1703952905231,
                               'workingType': 'CONTRACT_PRICE'},
                      'msg': ''},
 'status': None,
 'symbol': 'ETHUSDT'}
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