1
This commit is contained in:
lz_db
@@ -107,6 +107,10 @@ class mt5(Exchange, ImplicitAPI):
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'OrderSend': 1,
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'OrderModify': 1,
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'OrderClose': 1,
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'SubscribeOhlc': 1, # K线订阅
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'UnsubscribeOhlc': 1, # K线取消订阅
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'Subscribe': 1, # 行情订阅
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'UnSubscribe': 1, # 行情取消订阅
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},
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},
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},
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@@ -297,11 +301,13 @@ class mt5(Exchange, ImplicitAPI):
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balance = self.safe_number(response, 'balance', 0.0)
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margin = self.safe_number(response, 'margin', 0.0)
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free_margin = self.safe_number(response, 'freeMargin', 0.0)
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equity = self.safe_number(response, 'equity', 0.0)
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result[currency] = {
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'free': free_margin,
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'used': margin,
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'total': balance,
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'equity': equity,
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}
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return self.safe_balance(result)
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@@ -532,6 +538,7 @@ class mt5(Exchange, ImplicitAPI):
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'datetime': self.iso8601(timestamp),
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'timestamp': timestamp,
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'lastTradeTimestamp': last_trade_timestamp,
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'lastUpdateTimestamp': last_trade_timestamp,
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'status': status,
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'symbol': symbol,
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'type': type,
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@@ -539,7 +546,9 @@ class mt5(Exchange, ImplicitAPI):
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'postOnly': None,
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'side': side,
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'price': price,
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'stopPrice': None,
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'stopLossPrice': self.safe_number(order, 'stopLoss'),
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'takeProfitPrice': self.safe_number(order, 'takeProfit'),
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'reduceOnly':None,
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'triggerPrice': None,
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'amount': amount,
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'filled': filled,
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@@ -547,7 +556,7 @@ class mt5(Exchange, ImplicitAPI):
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'cost': cost,
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'trades': None,
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'fee': fee,
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'info': order,
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# 'info': order,
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'average': None,
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})
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except Exception as e:
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@@ -589,6 +598,68 @@ class mt5(Exchange, ImplicitAPI):
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}
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return self.safe_string(types, type, type)
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def parse_position(self, order_data, market: Market = None):
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"""从订单数据解析持仓"""
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# 只有状态为 Filled 的订单才是持仓
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state = self.safe_string(order_data, 'state')
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if state != 'Filled':
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return None
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symbol = self.safe_string(order_data, 'symbol')
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if symbol and len(symbol) >= 6:
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base = symbol[:3]
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quote = symbol[3:]
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symbol = base + '/' + quote
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timestamp = self.parse8601(self.safe_string(order_data, 'openTime'))
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open_timestamp_utc = self.safe_integer(order_data, 'openTimestampUTC')
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if open_timestamp_utc:
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timestamp = open_timestamp_utc
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# 确定持仓方向
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order_type = self.safe_string(order_data, 'orderType')
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side = 'long' if order_type == 'Buy' else 'short'
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# 计算持仓价值
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contracts = self.safe_number(order_data, 'lots', 0)
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entry_price = self.safe_number(order_data, 'openPrice', 0)
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current_price = self.safe_number(order_data, 'closePrice', entry_price)
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notional = contracts * entry_price if contracts and entry_price else None
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# 计算盈亏百分比
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percentage = None
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if entry_price and current_price and entry_price != 0:
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if side == 'long':
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percentage = (current_price - entry_price) / entry_price
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else:
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percentage = (entry_price - current_price) / entry_price
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return {
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'id': self.safe_string(order_data, 'ticket'),
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'symbol': symbol,
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'timestamp': timestamp,
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'datetime': self.iso8601(timestamp),
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'side': side,
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'contracts': contracts,
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'contractSize': self.safe_number(order_data, 'contractSize', 1.0),
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'entryPrice': entry_price,
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'markPrice': current_price, # 使用当前价格作为标记价格
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'notional': notional,
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'leverage': 1, # MT5 可能需要从账户信息获取
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'unrealizedPnl': self.safe_number(order_data, 'profit', 0),
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'realizedPnl': 0, # 对于持仓，已实现盈亏为0
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'liquidationPrice': None, # MT5 可能不提供
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'marginMode': 'cross',
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'percentage': percentage,
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'marginRatio': None,
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'collateral': None,
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'initialMargin': None, # 可能需要计算
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'initialMarginPercentage': None,
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'maintenanceMargin': None,
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'maintenanceMarginPercentage': None,
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# 'info': order_data,
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}
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async def create_order(self, symbol, type, side, amount, price=None, params={}):
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"""创建订单"""
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await self.load_markets()
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@@ -650,6 +721,62 @@ class mt5(Exchange, ImplicitAPI):
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response = await self.private_get_orderclose(self.extend(request, params))
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return self.parse_order(response)
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async def private_get(self, endpoint, params={}):
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"""发送私有 GET 请求"""
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return await self.fetch_private(endpoint, 'GET', params)
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async def fetch_private(self, path, method='GET', params={}, headers=None, body=None):
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"""发送私有 API 请求"""
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url = self.urls['api']['private'] + '/' + path
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query = self.omit(params, self.extract_params(path))
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if method == 'GET' and query:
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url += '?' + self.urlencode(query)
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if self.verbose:
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print(f"🔧 发送请求: {url}")
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import aiohttp
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try:
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async with aiohttp.ClientSession() as session:
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async with session.get(url) as response:
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if response.status == 200:
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content = await response.text()
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# 直接返回内容，让 parse_json 处理
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return self.parse_json(content)
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else:
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error_text = await response.text()
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raise ExchangeError(f"HTTP {response.status}: {error_text}")
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except Exception as e:
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raise ExchangeError(f"请求失败: {e}")
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def parse_json(self, response):
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"""解析响应，支持多种格式"""
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if not response:
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return response
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response = response.strip()
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# 处理常见的成功响应
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if response in ['OK', 'SUCCESS', 'True', 'true']:
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return True
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# 处理常见的失败响应
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if response in ['FAIL', 'ERROR', 'False', 'false']:
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return False
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# 尝试解析 JSON
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try:
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import json
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return json.loads(response)
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except json.JSONDecodeError:
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# 不是 JSON，返回原始响应
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return response
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except Exception as e:
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if self.verbose:
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print(f"响应解析失败: {e}, 响应: {response}")
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return response
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def sign(self, path, api='public', method='GET', params={}, headers=None, body=None):
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"""签名请求"""
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base_url = self.urls['api'][api]
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72
ccxt/mt5.py
72
ccxt/mt5.py
@@ -112,6 +112,7 @@ class mt5(Exchange, ImplicitAPI):
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'OrderSend': 1,
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'OrderModify': 1,
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'OrderClose': 1,
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'SubscribeOhlc': 1, # 添加订阅端点
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},
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},
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},
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@@ -488,11 +489,13 @@ class mt5(Exchange, ImplicitAPI):
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balance = self.safe_number(response, 'balance', 0.0)
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margin = self.safe_number(response, 'margin', 0.0)
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free_margin = self.safe_number(response, 'freeMargin', 0.0)
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equity = self.safe_number(response, 'equity', 0.0)
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result[currency] = {
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'free': free_margin,
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'used': margin,
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'total': balance,
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'equity': equity,
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}
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return self.safe_balance(result)
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@@ -614,13 +617,14 @@ class mt5(Exchange, ImplicitAPI):
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'cost': fee_cost,
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'currency': None,
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}
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return self.safe_order({
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'id': id,
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'clientOrderId': None,
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'datetime': self.iso8601(timestamp),
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'timestamp': timestamp,
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'lastTradeTimestamp': last_trade_timestamp,
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'lastUpdateTimestamp': last_trade_timestamp,
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'status': status,
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'symbol': symbol,
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'type': type,
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@@ -628,7 +632,9 @@ class mt5(Exchange, ImplicitAPI):
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'postOnly': None,
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'side': side,
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'price': price,
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'stopPrice': None,
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'stopLossPrice': self.safe_number(order, 'stopLoss'),
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'takeProfitPrice': self.safe_number(order, 'takeProfit'),
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'reduceOnly':None,
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'triggerPrice': None,
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'amount': amount,
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'filled': filled,
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@@ -678,6 +684,68 @@ class mt5(Exchange, ImplicitAPI):
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}
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return self.safe_string(types, type, type)
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def parse_position(self, order_data, market: Market = None):
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"""从订单数据解析持仓"""
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# 只有状态为 Filled 的订单才是持仓
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state = self.safe_string(order_data, 'state')
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if state != 'Filled':
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return None
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symbol = self.safe_string(order_data, 'symbol')
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if symbol and len(symbol) >= 6:
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base = symbol[:3]
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quote = symbol[3:]
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symbol = base + '/' + quote
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timestamp = self.parse8601(self.safe_string(order_data, 'openTime'))
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open_timestamp_utc = self.safe_integer(order_data, 'openTimestampUTC')
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if open_timestamp_utc:
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timestamp = open_timestamp_utc
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# 确定持仓方向
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order_type = self.safe_string(order_data, 'orderType')
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side = 'long' if order_type == 'Buy' else 'short'
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# 计算持仓价值
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contracts = self.safe_number(order_data, 'lots', 0)
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entry_price = self.safe_number(order_data, 'openPrice', 0)
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current_price = self.safe_number(order_data, 'closePrice', entry_price)
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notional = contracts * entry_price if contracts and entry_price else None
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# 计算盈亏百分比
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percentage = None
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if entry_price and current_price and entry_price != 0:
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if side == 'long':
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percentage = (current_price - entry_price) / entry_price
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else:
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percentage = (entry_price - current_price) / entry_price
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return {
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'id': self.safe_string(order_data, 'ticket'),
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'symbol': symbol,
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'timestamp': timestamp,
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'datetime': self.iso8601(timestamp),
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'side': side,
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'contracts': contracts,
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'contractSize': self.safe_number(order_data, 'contractSize', 1.0),
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'entryPrice': entry_price,
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'markPrice': current_price, # 使用当前价格作为标记价格
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'notional': notional,
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'leverage': 1, # MT5 可能需要从账户信息获取
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'unrealizedPnl': self.safe_number(order_data, 'profit', 0),
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'realizedPnl': 0, # 对于持仓，已实现盈亏为0
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'liquidationPrice': None, # MT5 可能不提供
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'marginMode': 'cross',
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'percentage': percentage,
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'marginRatio': None,
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'collateral': None,
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'initialMargin': None, # 可能需要计算
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'initialMarginPercentage': None,
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'maintenanceMargin': None,
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'maintenanceMarginPercentage': None,
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'info': order_data,
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}
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def create_order(self, symbol, type, side, amount, price=None, params={}):
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"""创建订单"""
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self.load_token()
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871
ccxt/pro/mt5.py
871
ccxt/pro/mt5.py
@@ -5,6 +5,7 @@ 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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import urllib.parse
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class mt5(mt5Parent):
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@@ -14,8 +15,10 @@ class mt5(mt5Parent):
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'ws': True,
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'watchBalance': True,
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'watchOrders': True,
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'watchPositions': True,
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'watchTicker': True,
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'watchOHLCV': True,
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'watchAll': True,
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},
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'urls': {
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'api': {
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@@ -26,188 +29,798 @@ class mt5(mt5Parent):
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'tradesLimit': 1000,
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'ordersLimit': 1000,
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'OHLCVLimit': 1000,
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'positionsLimit': 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_all(self, params={}):
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"""监听所有数据（订单、持仓、钱包）"""
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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?id=' + self.token
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message_hash = 'all_data'
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return await self.watch(url, message_hash)
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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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"""监听余额变化"""
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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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url = self.urls['api']['ws'] + '/OnOrderUpdate?id=' + self.token
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message_hash = 'balance'
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return await self.watch(url, message_hash, request, params)
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return await self.watch(url, message_hash)
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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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async def watch_orders(self, symbol: Optional[str] = None, since: Optional[int] = None, limit: int = 1, params={}):
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"""监听订单变化"""
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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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url = self.urls['api']['ws'] + '/OnOrderUpdate?id=' + self.token
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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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orders = await self.watch(url, message_hash)
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# 过滤订单
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if symbol is not None:
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orders = [order for order in orders if order['symbol'] == symbol]
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if since is not None:
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orders = [order for order in orders if order['timestamp'] >= since]
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# 限制返回数量
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if limit is not None:
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orders = orders[-limit:]
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return orders
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async def watch_positions(self, symbols: Optional[List[str]] = None, since: Optional[int] = None, limit: Optional[int] = None, params={}):
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"""监听持仓变化"""
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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?id=' + self.token
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message_hash = 'positions'
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if symbols is not None:
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symbols = [self.symbol(symbol) for symbol in symbols]
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message_hash += ':' + ':'.join(symbols)
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positions = await self.watch(url, message_hash)
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# 过滤持仓
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if symbols is not None:
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positions = [position for position in positions if position['symbol'] in symbols]
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if since is not None:
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positions = [position for position in positions if position['timestamp'] >= since]
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if limit is not None:
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positions = positions[-limit:]
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return positions
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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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# WebSocket 监听地址
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url = self.urls['api']['ws'] + '/OnQuote?id=' + self.token
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# 订阅参数
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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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# 消息哈希
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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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# 订阅哈希（用于管理订阅状态）
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subscribe_hash = 'ticker:' + market['id']
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try:
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# 检查是否已经订阅
|
||||
if not hasattr(self, 'ticker_subscriptions'):
|
||||
self.ticker_subscriptions = set()
|
||||
|
||||
# 如果尚未订阅，发送订阅请求
|
||||
if subscribe_hash not in self.ticker_subscriptions:
|
||||
subscription_result = await self.send_ticker_subscription(request, params)
|
||||
|
||||
if not subscription_result:
|
||||
raise ExchangeError("行情订阅失败")
|
||||
|
||||
# 记录订阅状态
|
||||
self.ticker_subscriptions.add(subscribe_hash)
|
||||
|
||||
if self.verbose:
|
||||
print(f"✅ 行情订阅成功: {symbol}")
|
||||
|
||||
# 监听 WebSocket 数据
|
||||
ticker = await self.watch(url, message_hash, subscribe_hash=subscribe_hash)
|
||||
|
||||
return ticker
|
||||
|
||||
except Exception as e:
|
||||
if self.verbose:
|
||||
print(f"❌ 行情监听失败: {e}")
|
||||
raise e
|
||||
|
||||
async def watch_ohlcv(self, symbol: str, timeframe='1m', since: Optional[int] = None, limit: Optional[int] = None, params={}):
|
||||
"""
|
||||
监听K线数据
|
||||
"""
|
||||
async def close_ticker(self, symbol: str, params={}):
|
||||
"""取消行情订阅"""
|
||||
await self.load_markets()
|
||||
market = self.market(symbol)
|
||||
|
||||
if not hasattr(self, 'token') or not self.token:
|
||||
await self.get_token()
|
||||
|
||||
# 取消订阅参数
|
||||
request = {
|
||||
'id': self.token,
|
||||
'symbol': market['id'],
|
||||
}
|
||||
|
||||
try:
|
||||
# 发送取消订阅请求
|
||||
result = await self.private_get('UnSubscribe', self.extend(request, params))
|
||||
|
||||
url = self.urls['api']['ws'] + '/OnOhlc'
|
||||
# 更新订阅状态
|
||||
if hasattr(self, 'ticker_subscriptions'):
|
||||
subscribe_hash = 'ticker:' + market['id']
|
||||
if subscribe_hash in self.ticker_subscriptions:
|
||||
self.ticker_subscriptions.remove(subscribe_hash)
|
||||
|
||||
if self.verbose:
|
||||
print(f"✅ 取消行情订阅成功: {symbol}")
|
||||
|
||||
return result
|
||||
|
||||
except Exception as e:
|
||||
if self.verbose:
|
||||
print(f"❌ 取消行情订阅失败: {e}")
|
||||
raise e
|
||||
|
||||
async def watch_ohlcv(self, symbol: str, timeframe='1m', since: Optional[int] = None, limit: Optional[int] = None, params={}):
|
||||
await self.load_markets()
|
||||
market = self.market(symbol)
|
||||
|
||||
if not hasattr(self, 'token') or not self.token:
|
||||
await self.get_token()
|
||||
|
||||
# WebSocket 监听地址
|
||||
url = self.urls['api']['ws'] + '/OnOhlc?id=' + self.token
|
||||
|
||||
# 订阅参数
|
||||
request = {
|
||||
'id': self.token,
|
||||
'symbol': market['id'],
|
||||
'timeframe': self.timeframes[timeframe],
|
||||
}
|
||||
|
||||
# 消息哈希
|
||||
message_hash = 'ohlcv:' + market['symbol'] + ':' + timeframe
|
||||
ohlcv = await self.watch(url, message_hash, request, params)
|
||||
if self.newUpdates:
|
||||
limit = ohlcv.getLimit(symbol, limit)
|
||||
return self.filter_by_since_limit(ohlcv, since, limit, 0, True)
|
||||
|
||||
def handle_balance(self, client: Client, message):
|
||||
"""处理余额更新"""
|
||||
message_hash = 'balance'
|
||||
balance = self.parse_balance(message)
|
||||
self.balance = balance
|
||||
client.resolve(balance, message_hash)
|
||||
|
||||
def handle_orders(self, client: Client, message):
|
||||
"""处理订单更新"""
|
||||
message_hash = 'orders'
|
||||
|
||||
if self.orders is None:
|
||||
self.orders = ArrayCacheBySymbolById()
|
||||
|
||||
orders = self.parse_ws_orders(message)
|
||||
for order in orders:
|
||||
self.orders.append(order)
|
||||
|
||||
client.resolve(self.orders, message_hash)
|
||||
|
||||
def handle_ticker(self, client: Client, message):
|
||||
"""处理行情更新"""
|
||||
ticker = self.parse_ws_ticker(message)
|
||||
symbol = ticker['symbol']
|
||||
message_hash = 'ticker:' + symbol
|
||||
self.tickers[symbol] = ticker
|
||||
client.resolve(ticker, message_hash)
|
||||
|
||||
def handle_ohlcv(self, client: Client, message):
|
||||
"""处理K线更新"""
|
||||
symbol = self.safe_string(message, 'symbol')
|
||||
timeframe = self.safe_string(message, 'timeframe', '1m')
|
||||
message_hash = 'ohlcv:' + symbol + ':' + timeframe
|
||||
# 订阅哈希（用于管理订阅状态）
|
||||
subscribe_hash = 'ohlcv:' + market['id'] + ':' + str(self.timeframes[timeframe])
|
||||
|
||||
if self.ohlcvs is None:
|
||||
self.ohlcvs = {}
|
||||
if symbol not in self.ohlcvs:
|
||||
self.ohlcvs[symbol] = {}
|
||||
try:
|
||||
# 检查是否已经订阅
|
||||
if not hasattr(self, 'ohlcv_subscriptions'):
|
||||
self.ohlcv_subscriptions = set()
|
||||
|
||||
stored = self.ohlcvs[symbol][timeframe]
|
||||
if stored is None:
|
||||
limit = self.safe_integer(self.options, 'OHLCVLimit', 1000)
|
||||
stored = ArrayCacheByTimestamp(limit)
|
||||
self.ohlcvs[symbol][timeframe] = stored
|
||||
# 如果尚未订阅，发送订阅请求
|
||||
if subscribe_hash not in self.ohlcv_subscriptions:
|
||||
subscription_result = await self.send_ohlcv_subscription(request, params)
|
||||
|
||||
if not subscription_result:
|
||||
raise ExchangeError("K线订阅失败")
|
||||
|
||||
# 记录订阅状态
|
||||
self.ohlcv_subscriptions.add(subscribe_hash)
|
||||
|
||||
if self.verbose:
|
||||
print(f"✅ K线订阅成功: {symbol} {timeframe}")
|
||||
|
||||
ohlcv = self.parse_ws_ohlcv(message)
|
||||
stored.append(ohlcv)
|
||||
client.resolve(stored, message_hash)
|
||||
# 监听 WebSocket 数据
|
||||
ohlcv = await self.watch(url, message_hash, subscribe_hash=subscribe_hash)
|
||||
|
||||
return self.filter_by_since_limit(ohlcv, since, limit, 0, True)
|
||||
|
||||
except Exception as e:
|
||||
if self.verbose:
|
||||
print(f"❌ K线监听失败: {e}")
|
||||
raise e
|
||||
|
||||
def parse_ws_orders(self, message):
|
||||
"""解析WebSocket订单数据"""
|
||||
orders = self.safe_value(message, 'data', [])
|
||||
result = []
|
||||
for order_data in orders:
|
||||
order = self.parse_ws_order(order_data)
|
||||
result.append(order)
|
||||
return result
|
||||
async def close_ohlcv(self, symbol: Optional[str] = None, timeframe: Optional[str] = None, params={}):
|
||||
"""取消K线订阅"""
|
||||
if not hasattr(self, 'token') or not self.token:
|
||||
await self.get_token()
|
||||
|
||||
# 取消订阅参数
|
||||
request = {
|
||||
'id': self.token,
|
||||
}
|
||||
|
||||
# 如果指定了交易对，添加到参数中
|
||||
if symbol is not None:
|
||||
await self.load_markets()
|
||||
market = self.market(symbol)
|
||||
request['symbol'] = market['id']
|
||||
|
||||
try:
|
||||
# 发送取消订阅请求
|
||||
result = await self.private_get('UnsubscribeOhlc', self.extend(request, params))
|
||||
|
||||
# 更新订阅状态
|
||||
if hasattr(self, 'ohlcv_subscriptions'):
|
||||
if symbol is not None:
|
||||
# 取消指定交易对的所有时间帧订阅
|
||||
if timeframe is not None:
|
||||
# 取消指定交易对和指定时间帧的订阅
|
||||
subscribe_hash = 'ohlcv:' + market['id'] + ':' + str(self.timeframes[timeframe])
|
||||
if subscribe_hash in self.ohlcv_subscriptions:
|
||||
self.ohlcv_subscriptions.remove(subscribe_hash)
|
||||
else:
|
||||
# 取消指定交易对的所有时间帧订阅
|
||||
to_remove = [h for h in self.ohlcv_subscriptions if h.startswith('ohlcv:' + market['id'] + ':')]
|
||||
for hash_to_remove in to_remove:
|
||||
self.ohlcv_subscriptions.remove(hash_to_remove)
|
||||
else:
|
||||
# 取消所有K线订阅
|
||||
self.ohlcv_subscriptions.clear()
|
||||
|
||||
if self.verbose:
|
||||
if symbol is not None:
|
||||
if timeframe is not None:
|
||||
print(f"✅ 取消K线订阅成功: {symbol} {timeframe}")
|
||||
else:
|
||||
print(f"✅ 取消K线订阅成功: {symbol} (所有时间帧)")
|
||||
else:
|
||||
print(f"✅ 取消所有K线订阅成功")
|
||||
|
||||
return result
|
||||
|
||||
except Exception as e:
|
||||
if self.verbose:
|
||||
print(f"❌ 取消K线订阅失败: {e}")
|
||||
raise e
|
||||
|
||||
async def send_ticker_subscription(self, request, params={}):
|
||||
"""发送行情数据订阅请求"""
|
||||
try:
|
||||
# 使用 private_get 发送订阅
|
||||
response = await self.private_get('Subscribe', self.extend(request, params))
|
||||
|
||||
if self.verbose:
|
||||
print(f"✅ 行情订阅响应: {response}")
|
||||
|
||||
# 检查订阅是否成功
|
||||
if response in [True, 'OK', 'SUCCESS']:
|
||||
return True
|
||||
else:
|
||||
raise ExchangeError(f"行情订阅失败: {response}")
|
||||
|
||||
except Exception as e:
|
||||
if self.verbose:
|
||||
print(f"private_get 失败，尝试直接HTTP请求: {e}")
|
||||
|
||||
# 直接HTTP请求
|
||||
return await self.send_direct_subscription('Subscribe', request, params)
|
||||
|
||||
def parse_ws_order(self, order_data):
|
||||
"""解析单个WebSocket订单"""
|
||||
return self.parse_order(order_data)
|
||||
|
||||
def parse_ws_ticker(self, message):
|
||||
"""解析WebSocket行情数据"""
|
||||
return self.parse_ticker(message)
|
||||
|
||||
def parse_ws_ohlcv(self, message):
|
||||
"""解析WebSocket K线数据"""
|
||||
return [
|
||||
self.parse8601(self.safe_string(message, 'time')),
|
||||
self.safe_number(message, 'open'),
|
||||
self.safe_number(message, 'high'),
|
||||
self.safe_number(message, 'low'),
|
||||
self.safe_number(message, 'close'),
|
||||
self.safe_number(message, 'volume', 0),
|
||||
]
|
||||
|
||||
def handle_message(self, client: Client, message):
|
||||
"""处理所有WebSocket消息"""
|
||||
error_code = self.safe_string(message, 'errorCode')
|
||||
if error_code is not None:
|
||||
self.handle_error_message(client, message)
|
||||
return
|
||||
|
||||
# 根据消息类型路由处理
|
||||
message_type = self.safe_string(message, 'type')
|
||||
|
||||
if message_type == 'OnOrderProfit':
|
||||
self.handle_balance(client, message)
|
||||
elif message_type == 'OnOrderUpdate':
|
||||
self.handle_orders(client, message)
|
||||
elif message_type == 'OnQuote':
|
||||
self.handle_ticker(client, message)
|
||||
elif message_type == 'OnOhlc':
|
||||
self.handle_ohlcv(client, message)
|
||||
elif 'OpenedOrders' in message:
|
||||
self.handle_orders(client, message)
|
||||
"""处理WebSocket消息 - 根据类型分发"""
|
||||
try:
|
||||
# 检查错误
|
||||
error_code = self.safe_string(message, 'errorCode')
|
||||
if error_code is not None and error_code != '0':
|
||||
self.handle_error_message(client, message)
|
||||
return
|
||||
|
||||
# 解析消息类型
|
||||
message_type = self.safe_string(message, 'type')
|
||||
|
||||
if message_type == 'OrderUpdate':
|
||||
self.handle_order_update_message(client, message)
|
||||
elif message_type == 'OpenedOrders':
|
||||
self.handle_opened_orders_message(client, message)
|
||||
elif message_type == 'Ohlc':
|
||||
self.handle_ohlc_message(client, message)
|
||||
elif message_type == 'Quote':
|
||||
self.handle_ticker_message(client, message)
|
||||
else:
|
||||
if self.verbose:
|
||||
print(f"未知消息类型: {message_type}")
|
||||
|
||||
except Exception as e:
|
||||
if self.verbose:
|
||||
print(f"处理WebSocket消息失败: {e}, message: {message}")
|
||||
|
||||
def handle_order_update_message(self, client: Client, message):
|
||||
"""处理 OrderUpdate 类型消息（包含订单、持仓、余额）"""
|
||||
try:
|
||||
data = self.safe_value(message, 'data', {})
|
||||
timestamp = self.safe_integer(message, 'timestampUTC')
|
||||
|
||||
# 1. 解析余额信息
|
||||
balance_data = self.parse_ws_balance_from_data(data)
|
||||
if balance_data:
|
||||
balance_data['timestamp'] = timestamp
|
||||
balance_data['datetime'] = self.iso8601(timestamp)
|
||||
self.balance = balance_data
|
||||
client.resolve(balance_data, 'balance')
|
||||
else:
|
||||
# 即使没有余额数据，也返回空余额
|
||||
client.resolve(self.safe_balance({}), 'balance')
|
||||
|
||||
# 2. 解析订单信息（从 update.order）
|
||||
update_data = self.safe_value(data, 'update', {})
|
||||
order_data = self.safe_value(update_data, 'order')
|
||||
if order_data:
|
||||
order = self.parse_ws_order(order_data)
|
||||
if order:
|
||||
# 使用简单的列表而不是 ArrayCacheBySymbolById
|
||||
if not hasattr(self, 'orders_list'):
|
||||
self.orders_list = []
|
||||
# 更新或添加订单
|
||||
self.update_or_add_order(order)
|
||||
client.resolve(self.orders_list.copy(), 'orders')
|
||||
else:
|
||||
# 即使没有订单数据，也返回空列表
|
||||
if not hasattr(self, 'orders_list'):
|
||||
self.orders_list = []
|
||||
client.resolve(self.orders_list.copy(), 'orders')
|
||||
|
||||
# 3. 解析持仓信息（从 openedOrders）
|
||||
opened_orders = self.safe_value(data, 'openedOrders', [])
|
||||
positions = self.parse_ws_positions_from_orders(opened_orders)
|
||||
# 总是返回持仓列表，即使为空
|
||||
if not hasattr(self, 'positions_list'):
|
||||
self.positions_list = []
|
||||
# 完全替换持仓列表
|
||||
self.positions_list = positions
|
||||
client.resolve(self.positions_list.copy(), 'positions')
|
||||
|
||||
# 4. 返回所有数据（用于 watch_all）
|
||||
all_data = {
|
||||
'balance': balance_data if balance_data else self.safe_balance({}),
|
||||
'orders': self.orders_list.copy() if hasattr(self, 'orders_list') else [],
|
||||
'positions': self.positions_list.copy() if hasattr(self, 'positions_list') else [],
|
||||
'timestamp': timestamp,
|
||||
}
|
||||
client.resolve(all_data, 'all_data')
|
||||
|
||||
except Exception as e:
|
||||
error = ExchangeError(f"解析OrderUpdate消息失败: {e}")
|
||||
client.reject(error, 'balance')
|
||||
client.reject(error, 'orders')
|
||||
client.reject(error, 'positions')
|
||||
client.reject(error, 'all_data')
|
||||
|
||||
def handle_opened_orders_message(self, client: Client, message):
|
||||
"""处理 OpenedOrders 类型消息（只包含持仓）"""
|
||||
try:
|
||||
data = self.safe_value(message, 'data', [])
|
||||
timestamp = self.safe_integer(message, 'timestampUTC')
|
||||
|
||||
# 解析持仓信息
|
||||
positions = self.parse_ws_positions_from_orders(data)
|
||||
# 总是返回持仓列表，即使为空
|
||||
if not hasattr(self, 'positions_list'):
|
||||
self.positions_list = []
|
||||
# 完全替换持仓列表
|
||||
self.positions_list = positions
|
||||
client.resolve(self.positions_list.copy(), 'positions')
|
||||
|
||||
# 返回所有数据（持仓数据）
|
||||
all_data = {
|
||||
'balance': None,
|
||||
'orders': [],
|
||||
'positions': self.positions_list.copy() if hasattr(self, 'positions_list') else [],
|
||||
'timestamp': timestamp,
|
||||
}
|
||||
client.resolve(all_data, 'all_data')
|
||||
|
||||
except Exception as e:
|
||||
error = ExchangeError(f"解析OpenedOrders消息失败: {e}")
|
||||
client.reject(error, 'positions')
|
||||
client.reject(error, 'all_data')
|
||||
|
||||
def handle_ohlc_message(self, client: Client, message):
|
||||
"""处理K线数据消息"""
|
||||
try:
|
||||
data = self.safe_value(message, 'data', {})
|
||||
symbol = self.safe_string(data, 'symbol')
|
||||
|
||||
if symbol and len(symbol) >= 6:
|
||||
base = symbol[:3]
|
||||
quote = symbol[3:]
|
||||
symbol = base + '/' + quote
|
||||
|
||||
# 获取时间帧
|
||||
timeframe_value = self.safe_integer(data, 'timeframe')
|
||||
timeframe = self.parse_timeframe_from_value(timeframe_value)
|
||||
|
||||
# 构建消息哈希
|
||||
message_hash = 'ohlcv:' + symbol + ':' + timeframe
|
||||
|
||||
# 解析K线数据
|
||||
ohlcv = self.parse_ws_ohlcv_message(data)
|
||||
|
||||
# 更新缓存
|
||||
if not hasattr(self, 'ohlcv_cache'):
|
||||
self.ohlcv_cache = {}
|
||||
if symbol not in self.ohlcv_cache:
|
||||
self.ohlcv_cache[symbol] = {}
|
||||
|
||||
stored = self.ohlcv_cache[symbol].get(timeframe)
|
||||
if stored is None:
|
||||
limit = self.safe_integer(self.options, 'OHLCVLimit', 1000)
|
||||
# 使用简单的列表代替 ArrayCacheByTimestamp
|
||||
stored = []
|
||||
self.ohlcv_cache[symbol][timeframe] = stored
|
||||
|
||||
# 添加新的K线数据
|
||||
stored.append(ohlcv)
|
||||
|
||||
# 限制缓存大小
|
||||
if len(stored) > self.options['OHLCVLimit']:
|
||||
stored = stored[-self.options['OHLCVLimit']:]
|
||||
self.ohlcv_cache[symbol][timeframe] = stored
|
||||
|
||||
# 返回数据
|
||||
client.resolve(stored, message_hash)
|
||||
|
||||
except Exception as e:
|
||||
if self.verbose:
|
||||
print(f"处理K线消息失败: {e}")
|
||||
# 拒绝相关的promise
|
||||
symbol = self.safe_string(message.get('data', {}), 'symbol')
|
||||
if symbol and len(symbol) >= 6:
|
||||
base = symbol[:3]
|
||||
quote = symbol[3:]
|
||||
symbol = base + '/' + quote
|
||||
timeframe_value = self.safe_integer(message.get('data', {}), 'timeframe')
|
||||
timeframe = self.parse_timeframe_from_value(timeframe_value)
|
||||
message_hash = 'ohlcv:' + symbol + ':' + timeframe
|
||||
client.reject(e, message_hash)
|
||||
|
||||
def handle_ticker_message(self, client: Client, message):
|
||||
"""处理行情数据消息"""
|
||||
try:
|
||||
data = self.safe_value(message, 'data', {})
|
||||
symbol = self.safe_string(data, 'symbol')
|
||||
|
||||
if symbol and len(symbol) >= 6:
|
||||
base = symbol[:3]
|
||||
quote = symbol[3:]
|
||||
symbol = base + '/' + quote
|
||||
|
||||
# 构建消息哈希
|
||||
message_hash = 'ticker:' + symbol
|
||||
|
||||
# 解析行情数据
|
||||
ticker = self.parse_ws_ticker_message(data)
|
||||
|
||||
# 更新缓存
|
||||
if not hasattr(self, 'ticker_cache'):
|
||||
self.ticker_cache = {}
|
||||
|
||||
self.ticker_cache[symbol] = ticker
|
||||
|
||||
# 返回数据
|
||||
client.resolve(ticker, message_hash)
|
||||
|
||||
except Exception as e:
|
||||
if self.verbose:
|
||||
print(f"处理行情消息失败: {e}")
|
||||
# 拒绝相关的promise
|
||||
symbol = self.safe_string(message.get('data', {}), 'symbol')
|
||||
if symbol and len(symbol) >= 6:
|
||||
base = symbol[:3]
|
||||
quote = symbol[3:]
|
||||
symbol = base + '/' + quote
|
||||
message_hash = 'ticker:' + symbol
|
||||
client.reject(e, message_hash)
|
||||
|
||||
def update_or_add_order(self, order):
|
||||
"""更新或添加订单到列表"""
|
||||
if not hasattr(self, 'orders_list'):
|
||||
self.orders_list = []
|
||||
|
||||
order_id = order['id']
|
||||
# 查找是否已存在相同ID的订单
|
||||
existing_index = -1
|
||||
for i, existing_order in enumerate(self.orders_list):
|
||||
if existing_order['id'] == order_id:
|
||||
existing_index = i
|
||||
break
|
||||
|
||||
if existing_index >= 0:
|
||||
# 更新现有订单
|
||||
self.orders_list[existing_index] = order
|
||||
else:
|
||||
# 添加新订单
|
||||
self.orders_list.append(order)
|
||||
|
||||
# 限制订单列表长度
|
||||
if len(self.orders_list) > self.options['ordersLimit']:
|
||||
self.orders_list = self.orders_list[-self.options['ordersLimit']:]
|
||||
|
||||
def parse_ws_balance_from_data(self, data):
|
||||
"""从数据中解析余额信息"""
|
||||
result = {
|
||||
'timestamp': None,
|
||||
'datetime': None,
|
||||
}
|
||||
|
||||
currency = 'USDT'
|
||||
|
||||
balance = self.safe_number(data, 'balance', 0)
|
||||
equity = self.safe_number(data, 'equity', 0)
|
||||
margin = self.safe_number(data, 'margin', 0)
|
||||
free_margin = self.safe_number(data, 'freeMargin', 0)
|
||||
profit = self.safe_number(data, 'profit', 0)
|
||||
|
||||
result[currency] = {
|
||||
'free': free_margin,
|
||||
'used': margin,
|
||||
'total': balance,
|
||||
'equity': equity,
|
||||
'profit': profit,
|
||||
}
|
||||
|
||||
return self.safe_balance(result)
|
||||
|
||||
def parse_ws_order(self, order_data):
|
||||
"""解析单个订单数据"""
|
||||
if not order_data:
|
||||
return None
|
||||
|
||||
symbol = self.safe_string(order_data, 'symbol')
|
||||
if symbol and len(symbol) >= 6:
|
||||
base = symbol[:3]
|
||||
quote = symbol[3:]
|
||||
symbol = base + '/' + quote
|
||||
|
||||
# 确定订单状态
|
||||
state = self.safe_string(order_data, 'state')
|
||||
status = self.parse_order_status(state)
|
||||
|
||||
# 确定订单是否已关闭
|
||||
close_time = self.safe_string(order_data, 'closeTime')
|
||||
is_closed = close_time and close_time != "0001-01-01T00:00:00"
|
||||
|
||||
timestamp = self.parse8601(self.safe_string(order_data, 'openTime'))
|
||||
last_trade_timestamp = None
|
||||
if is_closed:
|
||||
last_trade_timestamp = self.parse8601(close_time)
|
||||
|
||||
amount = self.safe_number(order_data, 'lots')
|
||||
filled = self.safe_number(order_data, 'closeLots')
|
||||
remaining = amount - filled if amount is not None and filled is not None else None
|
||||
|
||||
return {
|
||||
'id': self.safe_string(order_data, 'ticket'),
|
||||
'clientOrderId': None,
|
||||
'datetime': self.iso8601(timestamp),
|
||||
'timestamp': timestamp,
|
||||
'lastTradeTimestamp': last_trade_timestamp,
|
||||
'lastUpdateTimestamp': last_trade_timestamp,
|
||||
'status': status,
|
||||
'symbol': symbol,
|
||||
'type': self.parse_order_type(self.safe_string(order_data, 'orderType')),
|
||||
'timeInForce': None,
|
||||
'postOnly': None,
|
||||
'side': self.parse_order_side(self.safe_string(order_data, 'orderType')),
|
||||
'price': self.safe_number(order_data, 'openPrice'),
|
||||
'stopLossPrice': self.safe_number(order_data, 'stopLoss'),
|
||||
'takeProfitPrice': self.safe_number(order_data, 'takeProfit'),
|
||||
'reduceOnly':None,
|
||||
'triggerPrice': None,
|
||||
'amount': amount,
|
||||
'filled': filled,
|
||||
'remaining': remaining,
|
||||
'cost': None,
|
||||
'trades': None,
|
||||
'fee': {
|
||||
'cost': self.safe_number(order_data, 'commission', 0) + self.safe_number(order_data, 'fee', 0),
|
||||
'currency': None,
|
||||
},
|
||||
'average': None,
|
||||
'info': order_data,
|
||||
}
|
||||
|
||||
def parse_ws_positions_from_orders(self, orders_data):
|
||||
"""从订单数据解析持仓信息"""
|
||||
positions = []
|
||||
|
||||
if not isinstance(orders_data, list):
|
||||
orders_data = [orders_data]
|
||||
|
||||
for order_data in orders_data:
|
||||
try:
|
||||
# 只有状态为 Filled 的订单才被认为是持仓
|
||||
state = self.safe_string(order_data, 'state')
|
||||
if state == 'Filled':
|
||||
position = self.parse_ws_position(order_data)
|
||||
if position:
|
||||
positions.append(position)
|
||||
|
||||
except Exception as e:
|
||||
if self.verbose:
|
||||
print(f"解析持仓失败: {e}")
|
||||
continue
|
||||
|
||||
return positions
|
||||
|
||||
def parse_ws_position(self, order_data):
|
||||
"""解析单个持仓"""
|
||||
symbol = self.safe_string(order_data, 'symbol')
|
||||
if symbol and len(symbol) >= 6:
|
||||
base = symbol[:3]
|
||||
quote = symbol[3:]
|
||||
symbol = base + '/' + quote
|
||||
|
||||
timestamp = self.parse8601(self.safe_string(order_data, 'openTime'))
|
||||
|
||||
contracts = self.safe_number(order_data, 'lots')
|
||||
entry_price = self.safe_number(order_data, 'openPrice')
|
||||
mark_price = self.safe_number(order_data, 'closePrice')
|
||||
notional = contracts * entry_price if contracts and entry_price else None
|
||||
|
||||
return {
|
||||
'id': self.safe_string(order_data, 'ticket'),
|
||||
'symbol': symbol,
|
||||
'timestamp': timestamp,
|
||||
'datetime': self.iso8601(timestamp),
|
||||
'side': self.parse_order_side(self.safe_string(order_data, 'orderType')),
|
||||
'contracts': contracts,
|
||||
'contractSize': self.safe_number(order_data, 'contractSize', 1.0),
|
||||
'entryPrice': entry_price,
|
||||
'markPrice': mark_price,
|
||||
'notional': notional,
|
||||
'leverage': 1,
|
||||
'unrealizedPnl': self.safe_number(order_data, 'profit'),
|
||||
'realizedPnl': 0,
|
||||
'liquidationPrice': None,
|
||||
'marginMode': 'cross',
|
||||
'percentage': None,
|
||||
'marginRatio': None,
|
||||
'collateral': None,
|
||||
'initialMargin': None,
|
||||
'initialMarginPercentage': None,
|
||||
'maintenanceMargin': None,
|
||||
'maintenanceMarginPercentage': None,
|
||||
'info': order_data,
|
||||
}
|
||||
|
||||
def parse_ws_ohlcv_message(self, data):
|
||||
"""解析WebSocket K线数据"""
|
||||
timestamp = self.parse8601(self.safe_string(data, 'time'))
|
||||
|
||||
return [
|
||||
timestamp, # 时间戳
|
||||
self.safe_number(data, 'open'), # 开盘价
|
||||
self.safe_number(data, 'high'), # 最高价
|
||||
self.safe_number(data, 'low'), # 最低价
|
||||
self.safe_number(data, 'close'), # 收盘价
|
||||
self.safe_number(data, 'volume', 0) # 成交量
|
||||
]
|
||||
|
||||
def parse_ws_ticker_message(self, data):
|
||||
"""解析WebSocket行情数据"""
|
||||
symbol = self.safe_string(data, 'symbol')
|
||||
if symbol and len(symbol) >= 6:
|
||||
base = symbol[:3]
|
||||
quote = symbol[3:]
|
||||
symbol = base + '/' + quote
|
||||
|
||||
timestamp = self.parse8601(self.safe_string(data, 'time'))
|
||||
|
||||
bid = self.safe_number(data, 'bid')
|
||||
ask = self.safe_number(data, 'ask')
|
||||
last = self.safe_number(data, 'last')
|
||||
|
||||
# 如果没有 last 价格，使用中间价
|
||||
if last is None and bid is not None and ask is not None:
|
||||
last = (bid + ask) / 2
|
||||
|
||||
# 计算涨跌幅（需要历史数据，这里设为None）
|
||||
change = None
|
||||
percentage = None
|
||||
|
||||
return {
|
||||
'symbol': symbol,
|
||||
'timestamp': timestamp,
|
||||
'datetime': self.iso8601(timestamp),
|
||||
'high': None,
|
||||
'low': None,
|
||||
'bid': bid,
|
||||
'bidVolume': None,
|
||||
'ask': ask,
|
||||
'askVolume': None,
|
||||
'vwap': None,
|
||||
'open': None,
|
||||
'close': None,
|
||||
'last': last,
|
||||
'previousClose': None,
|
||||
'change': change,
|
||||
'percentage': percentage,
|
||||
'average': None,
|
||||
'baseVolume': self.safe_number(data, 'volume'),
|
||||
'quoteVolume': None,
|
||||
'info': data,
|
||||
}
|
||||
|
||||
def parse_timeframe_from_value(self, timeframe_value):
|
||||
"""将时间帧数值转换为字符串"""
|
||||
timeframe_map = {
|
||||
1: '1m',
|
||||
5: '5m',
|
||||
15: '15m',
|
||||
30: '30m',
|
||||
60: '1h',
|
||||
240: '4h',
|
||||
1440: '1d',
|
||||
10080: '1w',
|
||||
43200: '1M'
|
||||
}
|
||||
return self.safe_string(timeframe_map, timeframe_value, '1m')
|
||||
|
||||
async def send_ohlcv_subscription(self, request, params={}):
|
||||
"""发送K线数据订阅请求"""
|
||||
try:
|
||||
# 方法1：尝试使用 private_get
|
||||
response = await self.private_get('SubscribeOhlc', self.extend(request, params))
|
||||
|
||||
if self.verbose:
|
||||
print(f"✅ K线订阅成功: {response}")
|
||||
|
||||
# 检查订阅是否成功
|
||||
if response in [True, 'OK', 'SUCCESS']:
|
||||
return True
|
||||
else:
|
||||
raise ExchangeError(f"订阅失败: {response}")
|
||||
|
||||
except Exception as e:
|
||||
if self.verbose:
|
||||
print(f"private_get 失败，尝试直接HTTP请求: {e}")
|
||||
|
||||
# 方法2：直接HTTP请求
|
||||
return await self.send_direct_subscription('SubscribeOhlc', request, params)
|
||||
|
||||
def handle_error_message(self, client: Client, message):
|
||||
"""处理错误消息"""
|
||||
error_code = self.safe_string(message, 'errorCode')
|
||||
error_message = self.safe_string(message, 'message')
|
||||
raise ExchangeError(f"MT5 WebSocket error {error_code}: {error_message}")
|
||||
error_message = self.safe_string(message, 'message', 'Unknown error')
|
||||
|
||||
error = ExchangeError(f"MT5 WebSocket error {error_code}: {error_message}")
|
||||
|
||||
try:
|
||||
# 拒绝固定消息哈希
|
||||
client.reject(error, 'balance')
|
||||
client.reject(error, 'orders')
|
||||
client.reject(error, 'positions')
|
||||
client.reject(error, 'all_data')
|
||||
|
||||
# 安全地拒绝所有K线消息哈希
|
||||
if hasattr(client, 'futures') and client.futures:
|
||||
ohlcv_hashes = [hash for hash in client.futures.keys() if isinstance(hash, str) and hash.startswith('ohlcv:')]
|
||||
for ohlcv_hash in ohlcv_hashes:
|
||||
try:
|
||||
client.reject(error, ohlcv_hash)
|
||||
except Exception as e:
|
||||
if self.verbose:
|
||||
print(f"拒绝K线消息哈希失败 {ohlcv_hash}: {e}")
|
||||
|
||||
except Exception as e:
|
||||
if self.verbose:
|
||||
print(f"错误处理失败: {e}")
|
||||
@@ -107,21 +107,22 @@ async def websocket_quick_test():
|
||||
'apiKey': '76888962',
|
||||
'secret': 'LZ-trade666888',
|
||||
'verbose': False, # 启用详细日志
|
||||
# 'debug': True, # 启用详细调试信息
|
||||
'hostname': '43.167.188.220:5000',
|
||||
'options': {
|
||||
# 'server': '147.160.254.81:443', # 使用服务器名称
|
||||
# 或者
|
||||
'host': '18.163.85.196',
|
||||
'port': 443,
|
||||
},
|
||||
'host': '18.163.85.196',
|
||||
'port': 443,
|
||||
})
|
||||
|
||||
try:
|
||||
# 监听订单更新
|
||||
async def order_listener():
|
||||
orders = await exchange.watch_orders()
|
||||
for order in orders:
|
||||
logger.info(f"📦 订单更新: {order['id']} {order['symbol']} {order['side']} {order['status']}")
|
||||
while True:
|
||||
# print("111111111")
|
||||
res = await exchange.watch_ticker(symbol='BTCUSD')
|
||||
print("===========================收到信息")
|
||||
print(res)
|
||||
# for order in res:
|
||||
# logger.info(f"📦 订单更新: {order}")
|
||||
|
||||
# 监听余额更新
|
||||
async def balance_listener():
|
||||
@@ -132,16 +133,17 @@ async def websocket_quick_test():
|
||||
# 运行监听器
|
||||
await asyncio.gather(
|
||||
order_listener(),
|
||||
balance_listener(),
|
||||
return_exceptions=True
|
||||
# balance_listener(),
|
||||
# return_exceptions=True
|
||||
)
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"WebSocket 测试错误: {e}")
|
||||
# logger.error(f"WebSocket 测试错误: {e}")
|
||||
logger.exception("WebSocket 测试错误:")
|
||||
finally:
|
||||
await exchange.close()
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
# 运行快速测试
|
||||
asyncio.run(quick_order_test())
|
||||
asyncio.run(websocket_quick_test())
|
||||
Reference in New Issue
Block a user