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lz_db
213
ccxt/pro/mt5.py
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213
ccxt/pro/mt5.py
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# -*- coding: utf-8 -*-
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from ccxt.async_support.mt5 import mt5 as mt5Parent
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from ccxt.base.errors import ExchangeError, ArgumentsRequired
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from ccxt.async_support.base.ws.client import Client
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import asyncio
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from typing import Optional, Dict, Any, List
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class mt5(mt5Parent):
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def describe(self):
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return self.deep_extend(super(mt5, self).describe(), {
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'has': {
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'ws': True,
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'watchBalance': True,
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'watchOrders': True,
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'watchTicker': True,
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'watchOHLCV': True,
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},
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'urls': {
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'api': {
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'ws': 'ws://43.167.188.220:5000',
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},
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},
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'options': {
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'tradesLimit': 1000,
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'ordersLimit': 1000,
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'OHLCVLimit': 1000,
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},
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'streaming': {
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'ping': True,
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'maxPingPongMisses': 2,
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},
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})
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async def watch_balance(self, params={}):
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"""
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监听余额变化
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"""
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if not hasattr(self, 'token') or not self.token:
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await self.get_token()
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url = self.urls['api']['ws'] + '/OnOrderProfit'
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request = {
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'id': self.token,
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}
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message_hash = 'balance'
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return await self.watch(url, message_hash, request, params)
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async def watch_orders(self, symbol: Optional[str] = None, since: Optional[int] = None, limit: Optional[int] = None, params={}):
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"""
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监听订单变化
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"""
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if not hasattr(self, 'token') or not self.token:
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await self.get_token()
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url = self.urls['api']['ws'] + '/OnOrderUpdate'
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request = {
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'id': self.token,
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}
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message_hash = 'orders'
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if symbol is not None:
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symbol = self.symbol(symbol)
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message_hash += ':' + symbol
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orders = await self.watch(url, message_hash, request, params)
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if self.newUpdates:
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limit = orders.getLimit(symbol, limit)
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return self.filter_by_symbol_since_limit(orders, symbol, since, limit, True)
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async def watch_ticker(self, symbol: str, params={}):
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"""
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监听行情变化
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"""
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await self.load_markets()
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market = self.market(symbol)
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if not hasattr(self, 'token') or not self.token:
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await self.get_token()
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url = self.urls['api']['ws'] + '/OnQuote'
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request = {
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'id': self.token,
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'symbol': market['id'],
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}
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message_hash = 'ticker:' + market['symbol']
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return await self.watch(url, message_hash, request, params)
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async def watch_ohlcv(self, symbol: str, timeframe='1m', since: Optional[int] = None, limit: Optional[int] = None, params={}):
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"""
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监听K线数据
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"""
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await self.load_markets()
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market = self.market(symbol)
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if not hasattr(self, 'token') or not self.token:
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await self.get_token()
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url = self.urls['api']['ws'] + '/OnOhlc'
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request = {
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'id': self.token,
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'symbol': market['id'],
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'timeframe': self.timeframes[timeframe],
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}
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message_hash = 'ohlcv:' + market['symbol'] + ':' + timeframe
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ohlcv = await self.watch(url, message_hash, request, params)
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if self.newUpdates:
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limit = ohlcv.getLimit(symbol, limit)
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return self.filter_by_since_limit(ohlcv, since, limit, 0, True)
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def handle_balance(self, client: Client, message):
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"""处理余额更新"""
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message_hash = 'balance'
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balance = self.parse_balance(message)
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self.balance = balance
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client.resolve(balance, message_hash)
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def handle_orders(self, client: Client, message):
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"""处理订单更新"""
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message_hash = 'orders'
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if self.orders is None:
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self.orders = ArrayCacheBySymbolById()
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orders = self.parse_ws_orders(message)
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for order in orders:
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self.orders.append(order)
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client.resolve(self.orders, message_hash)
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def handle_ticker(self, client: Client, message):
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"""处理行情更新"""
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ticker = self.parse_ws_ticker(message)
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symbol = ticker['symbol']
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message_hash = 'ticker:' + symbol
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self.tickers[symbol] = ticker
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client.resolve(ticker, message_hash)
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def handle_ohlcv(self, client: Client, message):
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"""处理K线更新"""
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symbol = self.safe_string(message, 'symbol')
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timeframe = self.safe_string(message, 'timeframe', '1m')
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message_hash = 'ohlcv:' + symbol + ':' + timeframe
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if self.ohlcvs is None:
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self.ohlcvs = {}
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if symbol not in self.ohlcvs:
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self.ohlcvs[symbol] = {}
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stored = self.ohlcvs[symbol][timeframe]
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if stored is None:
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limit = self.safe_integer(self.options, 'OHLCVLimit', 1000)
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stored = ArrayCacheByTimestamp(limit)
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self.ohlcvs[symbol][timeframe] = stored
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ohlcv = self.parse_ws_ohlcv(message)
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stored.append(ohlcv)
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client.resolve(stored, message_hash)
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def parse_ws_orders(self, message):
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"""解析WebSocket订单数据"""
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orders = self.safe_value(message, 'data', [])
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result = []
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for order_data in orders:
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order = self.parse_ws_order(order_data)
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result.append(order)
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return result
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def parse_ws_order(self, order_data):
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"""解析单个WebSocket订单"""
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return self.parse_order(order_data)
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def parse_ws_ticker(self, message):
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"""解析WebSocket行情数据"""
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return self.parse_ticker(message)
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def parse_ws_ohlcv(self, message):
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"""解析WebSocket K线数据"""
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return [
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self.parse8601(self.safe_string(message, 'time')),
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self.safe_number(message, 'open'),
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self.safe_number(message, 'high'),
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self.safe_number(message, 'low'),
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self.safe_number(message, 'close'),
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self.safe_number(message, 'volume', 0),
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]
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def handle_message(self, client: Client, message):
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"""处理所有WebSocket消息"""
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error_code = self.safe_string(message, 'errorCode')
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if error_code is not None:
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self.handle_error_message(client, message)
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return
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# 根据消息类型路由处理
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message_type = self.safe_string(message, 'type')
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if message_type == 'OnOrderProfit':
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self.handle_balance(client, message)
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elif message_type == 'OnOrderUpdate':
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self.handle_orders(client, message)
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elif message_type == 'OnQuote':
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self.handle_ticker(client, message)
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elif message_type == 'OnOhlc':
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self.handle_ohlcv(client, message)
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elif 'OpenedOrders' in message:
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self.handle_orders(client, message)
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def handle_error_message(self, client: Client, message):
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"""处理错误消息"""
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error_code = self.safe_string(message, 'errorCode')
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error_message = self.safe_string(message, 'message')
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raise ExchangeError(f"MT5 WebSocket error {error_code}: {error_message}")
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