問題描述

這次我想以現(xiàn)時市場價買入50份USD_CAD合約程序：import requestsimport json

顯示當(dāng)前USD_CAD的匯率------------------------------------------------------------------------------------------

url = ’https://api-fxpractice.oanda....’instruments = ’USD_CAD’account_id = ’cawa11’ #用戶名params = {’instruments’:instruments,’accountId’:account_id}access_token = ’a554db3a48ac8180a6996a5547ba1663-ac5947e64456cc5842a34f4ce05e4380’ headers = {’Authorization’:’Bearer ’+access_token}r = requests.get(url,headers = headers, params=params) price = r.json()print(price)

以現(xiàn)時市場價買入50份USD_CAD合約---------------------------------------------------------------------------------

url = ’https://api-fxpractice.oanda....’ #5898545為賬號101-011-5898545-001的一部分headers = {’Content-Type’ : ’application/x-www-form-urlencoded’,’Authorization’:’Bearer ’+access_token} data = {’instrument’:’USD_CAD’,’accountId’:’cawa11’,’units’:50,’type’:’market’,’side’:’buy’} req = requests.post(url,data=data,headers=headers)print(req.text)print(req.json())

第二段程序報錯：{'code' : 4,'message' : 'The access token provided does not allow this request to be made','moreInfo':'http://developer.oanda.com/docs/v1/auth/#overview'}{’message’: ’The access token provided does not allow this request to be made’, ’moreInfo’: ’http://developer.oanda.com/do...’, ’code’: 4}但通過第一段程序的正常運(yùn)行access token是沒有問題的，同時http://developer.oanda.com/do...中錯誤列表錯誤列表

HTTP狀態(tài)代碼 HTTP狀態(tài)消息 信息詳細(xì)說明 4 401 擅自 提供不允許該請求的訪問令牌進(jìn)行 確保與請求提供的訪問令牌是正確的，是有效的。請參閱認(rèn)證以獲取更多細(xì)節(jié)。

附上一份oanda公司的文檔：import http.clientimport urllibimport jsonimport datetime

該文件包含一些非常簡單的對OANDA API的調(diào)用這表明如果超過閾值，則獲取儀器的當(dāng)前價格并進(jìn)行交易

def checkAndTrade():

conn = httplib.HTTPSConnection('api-sandbox.oanda.com')conn.request('GET', '/v1/prices?instruments=USD_CAD')response = conn.getresponse()resptext = response.read()if response.status == 200: data = json.loads(resptext) if data[’prices’][0][’ask’] > 0.994:headers = {'Content-Type' : 'application/x-www-form-urlencoded'}params = urllib.urlencode({'instrument' : 'USD_CAD', 'units' : 50, 'type' : ’market’, 'side' : 'buy'})conn.request('POST', '/v1/accounts/8026346/orders', params, headers)print(conn.getresponse().read())else: print(resptext)這樣設(shè)定了與上述價格相同的訂單，當(dāng)價格跨越0.994時將執(zhí)行交易

def order():

now = datetime.datetime.now()expire = now + datetime.timedelta(days=1)expire = expire.isoformat(’T’) + 'Z' conn = httplib.HTTPSConnection('api-sandbox.oanda.com')params = urllib.urlencode({'instrument': 'USD_CAD', 'units' : 50, 'price' : 0.994, 'expiry' : expire, 'side' : 'buy', 'type' : 'limit'})headers = {'Content-Type' : 'application/x-www-form-urlencoded'}conn.request('POST', '/v1/accounts/8026346/orders', params, headers)print(conn.getresponse().read())

order()checkAndTrade()此程序可能時間比較久其api地址與現(xiàn)在的api地址不同

問題解答

回答1：

賬戶有權(quán)限讀取數(shù)據(jù)，不一定有權(quán)限下單你現(xiàn)在的問題都是api里的東西，應(yīng)該仔細(xì)研究api文檔，不然你后面會遇到無數(shù)類似的問題

除非剛好有人對這份api熟悉，不然也給不了你什么幫助＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝如果你是從網(wǎng)站下單監(jiān)聽的話你就會發(fā)現(xiàn)你的url和data完全和網(wǎng)站的不一樣

import requestsaccess_token = ’81e6f8b8ae23d2c0122cfee68cd26fc2-5681d2e539e0c8d01925bad19ff141f5’url = ’https://api-fxpractice.oanda.com/v3/accounts/101-011-5898545-001/orders’headers = {’Content-Type’ : ’application/json’,’Authorization’:’Bearer ’+access_token}data = {'order':{'instrument':'EUR_USD','type':'MARKET','units':'1'}}req = requests.post(url,json=data,headers=headers)print(req.text)

===================================================================

回答2：

@prolifes:

test.py-----------------------------------------------------

from vnoanda import OandaApiif name == ’__main__’:

token = ’’accountId = ’’ api = OandaApi()api.DEBUG = True api.init(’practice’, token, accountId) # 獲取交易合約列表，通過#api.getInstruments({’accountId’: accountId}) # 獲取價格，通過#api.getPrices({’instruments’: ’EUR_USD’}) # 獲取歷史數(shù)據(jù)，失敗#api.getPriceHisory({’instrument’: ’EUR_USD’, #’granularity’: ’D’, #’candleFormat’: ’midpoint’, #’count’: ’50’}) # 查詢用戶的所有賬戶，通過#api.getAccounts() # 查詢賬戶信息，通過#api.getAccountInfo() # 查詢委托數(shù)據(jù)，通過#api.getOrders({}) # 發(fā)送委托，通過#api.sendOrder({’instrument’: ’EUR_USD’, #’units’: ’10000’, #’side’: ’buy’, #’type’: ’market’}) # 查詢委托數(shù)據(jù)，通過#api.getOrderInfo(’123’) # 修改委托，通過#api.modifyOrder({’units’: ’10000’, #’side’: ’buy’, #’type’: ’market’}, ’123’)# 撤銷委托，通過#api.cancelOrder(’123’) # 查詢所有持倉，通過#api.getTrades({}) # 查詢持倉數(shù)據(jù)，通過#api.getTradeInfo(’10125150909’) # 修改持倉，通過#api.modifyTrade({’trailingStop’: ’150’}, ’10125150909’)# 平倉，通過#api.closeTrade(’10125150909’) # 查詢匯總持倉，通過#api.getPositions() # 查詢匯總持倉細(xì)節(jié)，通過#api.getPositionInfo(’EUR_USD’) # 平倉匯總持倉，通過#api.closePosition(’EUR_USD’) # 查詢賬戶資金變動，通過#api.getTransactions({}) # 查詢資金變動信息，通過#api.getTransactionInfo(’10135713982’) # 查詢賬戶變動歷史，部分通過，某些情況下可能觸發(fā)JSONDecodeError#api.getAccountHistory() # 查詢財經(jīng)日歷，通過#api.getCalendar({’period’: ’604800’}) # 查詢歷史持倉比，通過#api.getPositionRatios({’instrument’: ’EUR_USD’, #’period’: ’604800’}) # 查詢歷史價差，通過#api.getSpreads({’instrument’: ’EUR_USD’,#’period’: ’604800’}) # 查詢交易商持倉，通過#api.getCommitments({’instrument’: ’EUR_USD’}) # 查詢訂單簿，通過#api.getOrderbook({’instrument’: ’EUR_USD’, #’period’: ’604800’}) # 查詢Autochartist，失敗，OANDA服務(wù)器報錯#api.getAutochartist({’instrument’: ’EUR_USD’}) # 阻塞input() vnoanda.py--------------------------------------------------------------encoding: utf-8

import jsonimport requestsfrom Queue import Queue, Emptyfrom 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 = 0FUNCTIONCODE_GETPRICES = 1FUNCTIONCODE_GETPRICEHISTORY = 2FUNCTIONCODE_GETACCOUNTS = 3FUNCTIONCODE_GETACCOUNTINFO = 4FUNCTIONCODE_GETORDERS = 5FUNCTIONCODE_SENDORDER = 6FUNCTIONCODE_GETORDERINFO = 7FUNCTIONCODE_MODIFYORDER = 8FUNCTIONCODE_CANCELORDER = 9FUNCTIONCODE_GETTRADES = 10FUNCTIONCODE_GETTRADEINFO = 11FUNCTIONCODE_MODIFYTRADE= 12FUNCTIONCODE_CLOSETRADE = 13FUNCTIONCODE_GETPOSITIONS = 14FUNCTIONCODE_GETPOSITIONINFO= 15FUNCTIONCODE_CLOSEPOSITION = 16FUNCTIONCODE_GETTRANSACTIONS = 17FUNCTIONCODE_GETTRANSACTIONINFO = 18FUNCTIONCODE_GETACCOUNTHISTORY = 19FUNCTIONCODE_GETCALENDAR = 20FUNCTIONCODE_GETPOSITIONRATIOS = 21FUNCTIONCODE_GETSPREADS = 22FUNCTIONCODE_GETCOMMIMENTS = 23FUNCTIONCODE_GETORDERBOOK = 24FUNCTIONCODE_GETAUTOCHARTIST = 25FUNCTIONCODE_STREAMPRICES = 26FUNCTIONCODE_STREAMEVENTS = 27

class OandaApi(object):

''''''DEBUG = False#----------------------------------------------------------------------def __init__(self): '''Constructor''' self.token = ’’ self.accountId = ’’ self.headers = {} self.restDomain = ’’ self.streamDomain = ’’ self.session = Noneself.functionSetting = {}self.active = False # API的工作狀態(tài)self.reqID = 0 # 請求編號 self.reqQueue = Queue() # 請求隊列 self.reqThread = Thread(target=self.processQueue) # 請求處理線程self.streamPricesThread = Thread(target=self.processStreamPrices) # 實(shí)時行情線程 self.streamEventsThread = Thread(target=self.processStreamEvents) # 實(shí)時事件線程（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 = accountIdself.headers[’Authorization’] = ’Bearer ’ + self.tokenself.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 = Falseself.reqThread.join() #----------------------------------------------------------------------def initFunctionSetting(self, code, setting): '''初始化API功能字典''' self.functionSetting[code] = setting #----------------------------------------------------------------------def processRequest(self, req): '''發(fā)送請求并通過回調(diào)函數(shù)推送數(shù)據(jù)結(jié)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 = Nonetry:r = self.session.send(pre, stream=stream) except Exception, e:error = e return r, error#----------------------------------------------------------------------def processQueue(self): '''處理請求隊列中的請求''' while self.active:try: req = self.reqQueue.get(block=True, timeout=1) # 獲取請求的阻塞為一秒 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=’’): '''發(fā)送請求''' 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): '''錯誤信息回調(diào)''' print error, reqID#----------------------------------------------------------------------def getInstruments(self, params): '''查詢可交易的合約列表''' return self.sendRequest(FUNCTIONCODE_GETINSTRUMENTS, params, self.onGetInstruments) #----------------------------------------------------------------------def onGetInstruments(self, data, reqID): '''回調(diào)函數(shù)''' print data, reqID #----------------------------------------------------------------------def getPrices(self, params): '''查詢價格''' return self.sendRequest(FUNCTIONCODE_GETPRICES, params, self.onGetPrices) #----------------------------------------------------------------------def onGetPrices(self, data, reqID): '''回調(diào)函數(shù)''' print data, reqID #----------------------------------------------------------------------def getPriceHisory(self, params): '''查詢歷史價格數(shù)據(jù)''' return self.sendRequest(FUNCTIONCODE_GETPRICEHISTORY, params, self.onGetPriceHistory) #----------------------------------------------------------------------def onGetPriceHistory(self, data, reqID): '''回調(diào)函數(shù)''' print data, reqID#----------------------------------------------------------------------def getAccounts(self): '''查詢用戶的所有賬戶''' return self.sendRequest(FUNCTIONCODE_GETACCOUNTS, {}, self.onGetAccounts)#----------------------------------------------------------------------def onGetAccounts(self, data, reqID): '''回調(diào)函數(shù)''' print data, reqID #----------------------------------------------------------------------def getAccountInfo(self): '''查詢賬戶數(shù)據(jù)''' return self.sendRequest(FUNCTIONCODE_GETACCOUNTINFO, {}, self.onGetAccountInfo)#----------------------------------------------------------------------def onGetAccountInfo(self, data, reqID): '''回調(diào)函數(shù)''' print data, reqID #----------------------------------------------------------------------def getOrders(self, params): '''查詢所有委托''' return self.sendRequest(FUNCTIONCODE_GETORDERS, params, self.onGetOrders)#----------------------------------------------------------------------def onGetOrders(self, data, reqID): '''回調(diào)函數(shù)''' print data, reqID #----------------------------------------------------------------------def sendOrder(self, params): '''發(fā)送委托''' return self.sendRequest(FUNCTIONCODE_SENDORDER, params, self.onSendOrder)#----------------------------------------------------------------------def onSendOrder(self, data, reqID): '''回調(diào)函數(shù)''' print data, reqID #----------------------------------------------------------------------def getOrderInfo(self, optional): '''查詢委托信息''' return self.sendRequest(FUNCTIONCODE_GETORDERINFO, {}, self.onGetOrderInfo, optional)#----------------------------------------------------------------------def onGetOrderInfo(self, data, reqID): '''回調(diào)函數(shù)''' 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): '''回調(diào)函數(shù)''' print data, reqID #----------------------------------------------------------------------def cancelOrder(self, optional): '''查詢委托信息''' return self.sendRequest(FUNCTIONCODE_CANCELORDER, {}, self.onCancelOrder, optional)#----------------------------------------------------------------------def onCancelOrder(self, data, reqID): '''回調(diào)函數(shù)''' print data, reqID #----------------------------------------------------------------------def getTrades(self, params): '''查詢所有倉位''' return self.sendRequest(FUNCTIONCODE_GETTRADES, params, self.onGetTrades)#----------------------------------------------------------------------def onGetTrades(self, data, reqID): '''回調(diào)函數(shù)''' print data, reqID #----------------------------------------------------------------------def getTradeInfo(self, optional): '''查詢倉位信息''' return self.sendRequest(FUNCTIONCODE_GETTRADEINFO, {}, self.onGetTradeInfo, optional)#----------------------------------------------------------------------def onGetTradeInfo(self, data, reqID): '''回調(diào)函數(shù)''' print data, reqID #----------------------------------------------------------------------def modifyTrade(self, params, optional): '''修改倉位''' return self.sendRequest(FUNCTIONCODE_MODIFYTRADE, params, self.onModifyTrade, optional)#----------------------------------------------------------------------def onModifyTrade(self, data, reqID): '''回調(diào)函數(shù)''' print data, reqID #----------------------------------------------------------------------def closeTrade(self, optional): '''平倉''' return self.sendRequest(FUNCTIONCODE_CLOSETRADE, {}, self.onCloseTrade, optional)#----------------------------------------------------------------------def onCloseTrade(self, data, reqID): '''回調(diào)函數(shù)''' print data, reqID #----------------------------------------------------------------------def getPositions(self): '''查詢所有匯總倉位''' return self.sendRequest(FUNCTIONCODE_GETPOSITIONS, {}, self.onGetPositions)#----------------------------------------------------------------------def onGetPositions(self, data, reqID): '''回調(diào)函數(shù)''' print data, reqID #----------------------------------------------------------------------def getPositionInfo(self, optional): '''查詢匯總倉位信息''' return self.sendRequest(FUNCTIONCODE_GETPOSITIONINFO, {}, self.onGetPositionInfo, optional)#----------------------------------------------------------------------def onGetPositionInfo(self, data, reqID): '''回調(diào)函數(shù)''' print data, reqID #----------------------------------------------------------------------def closePosition(self, optional): '''平倉匯總倉位信息''' return self.sendRequest(FUNCTIONCODE_CLOSEPOSITION, {}, self.onClosePosition, optional)#----------------------------------------------------------------------def onClosePosition(self, data, reqID): '''回調(diào)函數(shù)''' print data, reqID #----------------------------------------------------------------------def getTransactions(self, params): '''查詢所有資金變動''' return self.sendRequest(FUNCTIONCODE_GETTRANSACTIONS, params, self.onGetTransactions)#----------------------------------------------------------------------def onGetTransactions(self, data, reqID): '''回調(diào)函數(shù)''' print data, reqID #----------------------------------------------------------------------def getTransactionInfo(self, optional): '''查詢資金變動信息''' return self.sendRequest(FUNCTIONCODE_GETTRANSACTIONINFO, {}, self.onGetTransactionInfo, optional)#----------------------------------------------------------------------def onGetTransactionInfo(self, data, reqID): '''回調(diào)函數(shù)''' print data, reqID #----------------------------------------------------------------------def getAccountHistory(self): '''查詢賬戶資金變動歷史''' return self.sendRequest(FUNCTIONCODE_GETACCOUNTHISTORY, {}, self.onGetAccountHistory)#----------------------------------------------------------------------def onGetAccountHistory(self, data, reqID): '''回調(diào)函數(shù)''' print data, reqID #----------------------------------------------------------------------def getCalendar(self, params): '''查詢?nèi)諝v''' return self.sendRequest(FUNCTIONCODE_GETCALENDAR, params, self.onGetCalendar)#----------------------------------------------------------------------def onGetCalendar(self, data, reqID): '''回調(diào)函數(shù)''' print data, reqID #----------------------------------------------------------------------def getPositionRatios(self, params): '''查詢持倉比例''' return self.sendRequest(FUNCTIONCODE_GETPOSITIONRATIOS, params, self.onGetPositionRatios)#----------------------------------------------------------------------def onGetPositionRatios(self, data, reqID): '''回調(diào)函數(shù)''' print data, reqID #----------------------------------------------------------------------def getSpreads(self, params): '''查詢所有倉位''' return self.sendRequest(FUNCTIONCODE_GETSPREADS, params, self.onGetSpreads)#----------------------------------------------------------------------def onGetSpreads(self, data, reqID): '''回調(diào)函數(shù)''' print data, reqID #----------------------------------------------------------------------def getCommitments(self, params): '''查詢交易商持倉情況''' return self.sendRequest(FUNCTIONCODE_GETCOMMIMENTS, params, self.onGetCommitments)#----------------------------------------------------------------------def onGetCommitments(self, data, reqID): '''回調(diào)函數(shù)''' print data, reqID #----------------------------------------------------------------------def getOrderbook(self, params): '''查詢訂單簿''' return self.sendRequest(FUNCTIONCODE_GETORDERBOOK, params, self.onGetOrderbook)#----------------------------------------------------------------------def onGetOrderbook(self, data, reqID): '''回調(diào)函數(shù)''' print data, reqID #----------------------------------------------------------------------def getAutochartist(self, params): '''查詢Autochartist識別的模式''' return self.sendRequest(FUNCTIONCODE_GETAUTOCHARTIST, params, self.onGetAutochartist)#----------------------------------------------------------------------def onGetAutochartist(self, data, reqID): '''回調(diào)函數(shù)''' 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): '''獲取價格推送''' # 首先獲取所有合約的代碼 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 # 然后訂閱所有的合約行情 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): '''獲取事件推送''' 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)