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lz_db
2025-12-02 15:17:58 +08:00
parent 502a0c49f2
commit be4c883d62
5 changed files with 391 additions and 21 deletions
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11
ccxt/async_support/mt5.py
View File

@@ -772,11 +772,14 @@ class mt5(Exchange, ImplicitAPI):
else:
# 如果无法解析，使用原始 market_id
symbol = market_id
timestamp = self.parse8601(self.safe_string(order, 'openTime')) - self.diff_milliseconds
last_trade_timestamp = self.parse8601(self.safe_string(order, 'closeTime')) - self.diff_milliseconds
if last_trade_timestamp is None:
timestamp = self.safe_integer(order, 'openTimestampUTC') - self.diff_milliseconds
last_trade_timestamp = self.safe_integer(order, 'closeTimestampUTC')
if last_trade_timestamp is None or last_trade_timestamp <= 0:
last_trade_timestamp = timestamp
else:
last_trade_timestamp = last_trade_timestamp - self.diff_milliseconds
status = self.parse_order_status(self.safe_string(order, 'state'))
side = self.parse_order_side(self.safe_string(order, 'orderType'))

11
ccxt/mt5.py
View File

@@ -782,9 +782,14 @@ class mt5(Exchange, ImplicitAPI):
else:
symbol = market_id
timestamp = self.parse8601(self.safe_string(order, 'openTime')) - self.diff_milliseconds
last_trade_timestamp = self.parse8601(self.safe_string(order, 'closeTime')) - self.diff_milliseconds
timestamp = self.safe_integer(order, 'openTimestampUTC') - self.diff_milliseconds
last_trade_timestamp = self.safe_integer(order, 'closeTimestampUTC')
if last_trade_timestamp is None or last_trade_timestamp <= 0:
last_trade_timestamp = timestamp
else:
last_trade_timestamp = last_trade_timestamp - self.diff_milliseconds
status = self.parse_order_status(self.safe_string(order, 'state'))
side = self.parse_order_side(self.safe_string(order, 'orderType'))
type = self.parse_order_type(self.safe_string(order, 'orderType'))

16
ccxt/pro/mt5.py
View File

@@ -620,13 +620,13 @@ class mt5(mt5Parent):
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')) - self.diff_milliseconds
if timestamp is None:
timestamp = self.milliseconds()
last_trade_timestamp = timestamp
if is_closed:
last_trade_timestamp = self.parse8601(close_time) - - self.diff_milliseconds
timestamp = self.safe_integer(order_data, 'openTimestampUTC') - self.diff_milliseconds
last_trade_timestamp = self.safe_integer(order_data, 'closeTimestampUTC')
if last_trade_timestamp is None or last_trade_timestamp <= 0:
last_trade_timestamp = timestamp
else:
last_trade_timestamp = last_trade_timestamp - self.diff_milliseconds
mt5_order_type = self.safe_string(order_data, 'update_type', None)
@@ -717,7 +717,7 @@ class mt5(mt5Parent):
quote = symbol[3:]
symbol = base + '/' + quote
timestamp = self.parse8601(self.safe_string(order_data, 'openTime')) - self.diff_milliseconds
timestamp = self.safe_integer(order_data, 'openTimestampUTC') - self.diff_milliseconds
contracts = self.safe_number(order_data, 'lots')
entry_price = self.safe_number(order_data, 'openPrice')

352
test/data.md
View File

@@ -4717,4 +4717,356 @@
"internalOrders": [],
"action": 1,
"partialResponse": false
}
websocket 订单推送
{
"id": "947437118",
"clientOrderId": None,
"datetime": "2025-12-01T08:58:55.299Z",
"timestamp": 1764579535299,
"lastTradeTimestamp": 1764579773698,
"lastUpdateTimestamp": 1764579773698,
"status": "closed",
"symbol": "BTC/USD",
"type": "market",
"timeInForce": None,
"postOnly": None,
"side": "buy",
"price": 86900.31000000001,
"stopLossPrice": 0.0,
"takeProfitPrice": 0.0,
"reduceOnly": None,
"triggerPrice": None,
"amount": 0.01,
"filled": 0.01,
"remaining": 0.0,
"cost": None,
"trades": None,
"fee": {
"cost": 0.0,
"currency": None
},
"average": None,
"info": {
"ticket": 947437118,
"profit": -0.59,
"swap": 0.0,
"commission": 0.0,
"fee": 0.0,
"closePrice": 86900.31000000001,
"closeTime": "2025-12-01T09:02:53.698",
"closeLots": 0.01,
"closeComment": None,
"openPrice": 86840.87,
"openTime": "2025-12-01T08:58:55.299",
"lots": 0.0,
"contractSize": 1.0,
"expertId": 0,
"placedType": "Manually",
"orderType": "Sell",
"dealType": "DealSell",
"symbol": "BTCUSD",
"comment": "",
"state": "Filled",
"stopLoss": 0.0,
"takeProfit": 0.0,
"requestId": 773064901,
"digits": 2,
"profitRate": 1.0,
"stopLimitPrice": 0.0,
"dealInternalIn": {
"ticketNumber": 680256931,
"id": "",
"login": 76888962,
"historyTime": 134090531352999600,
"orderTicket": 947437118,
"openTime": 1764579535,
"symbol": "BTCUSD",
"type": "DealSell",
"direction": "In",
"openPrice": 86840.87,
"price": 0.0,
"stopLoss": 0.0,
"takeProfit": 0.0,
"volume": 1000000,
"profit": 0.0,
"profitRate": 1.0,
"volumeRate": 86840.87,
"commission": 0.0,
"fee": 0.0,
"swap": 0.0,
"expertId": 0,
"positionTicket": 947437118,
"comment": "",
"contractSize": 1.0,
"digits": 2,
"moneyDigits": 2,
"freeProfit": 0.0,
"trailRounder": 0.0,
"openTimeMs": 1764579535299,
"placedType": "Manually",
"openTimeAsDateTime": "2025-12-01T08:58:55",
"lots": 0.01
},
"dealInternalOut": {
"ticketNumber": 680278258,
"id": "",
"login": 76888962,
"historyTime": 134090533736980208,
"orderTicket": 947455680,
"openTime": 1764579773,
"symbol": "BTCUSD",
"type": "DealBuy",
"direction": "Out",
"openPrice": 86900.31000000001,
"price": 86840.87,
"stopLoss": 0.0,
"takeProfit": 0.0,
"volume": 1000000,
"profit": -0.59,
"profitRate": 1.0,
"volumeRate": 86900.31000000001,
"commission": 0.0,
"fee": 0.0,
"swap": 0.0,
"expertId": 0,
"positionTicket": 947437118,
"comment": "",
"contractSize": 1.0,
"digits": 2,
"moneyDigits": 2,
"freeProfit": -0.59,
"trailRounder": 0.0,
"openTimeMs": 1764579773698,
"placedType": "Manually",
"openTimeAsDateTime": "2025-12-01T09:02:53",
"lots": 0.01
},
"orderInternal": None,
"partialCloseDeals": [],
"closeVolume": 1000000,
"volume": 0,
"expirationType": "GTC",
"expirationTime": "0001-01-01T00:00:00",
"fillPolicy": "FillOrKill",
"openTimestampUTC": 1764579535299,
"closeTimestampUTC": 1764579773698,
"update_type": "MarketClose"
}
}
websocket 订单成交推送（原始数据)
{
"type": "OrderUpdate",
"id": "33ecbfc8-30cd-4691-88e9-b36442b5d8eb",
"data": {
"openedOrders": [],
"update": {
"trans": {
"updateId": 3173214,
"action": 0,
"ticketNumber": 31244190572937316,
"currency": "\\ME\\Classic-USD",
"id": 0,
"s58": "Buy",
"orderState": "Started",
"expirationType": "GTC",
"expirationTime": 0,
"openPrice": 0.0,
"orderPrice": 0.0,
"stopLoss": 0.0,
"takeProfit": 0.0,
"volume": 0
},
"orderInternal": None,
"deal": {
"ticketNumber": 680304242,
"id": "",
"login": 76888962,
"historyTime": 134090542933641351,
"orderTicket": 947486966,
"openTime": 1764580693,
"symbol": "BTCUSD",
"type": "DealBuy",
"direction": "Out",
"openPrice": 86695.37000000001,
"price": 86640.68000000001,
"stopLoss": 0.0,
"takeProfit": 0.0,
"volume": 1000000,
"profit": -0.54,
"profitRate": 1.0,
"volumeRate": 86695.37000000001,
"commission": 0.0,
"fee": 0.0,
"swap": 0.0,
"expertId": 0,
"positionTicket": 947482106,
"comment": "",
"contractSize": 1.0,
"digits": 2,
"moneyDigits": 2,
"freeProfit": -0.54,
"trailRounder": 0.0,
"openTimeMs": 1764580693364,
"placedType": "Manually",
"openTimeAsDateTime": "2025-12-01T09:18:13",
"lots": 0.01
},
"oppositeDeal": {
"ticketNumber": 947482106,
"id": "",
"login": 76888962,
"historyTime": 134089609933137354,
"orderTicket": 0,
"openTime": 0,
"symbol": "BTCUSD",
"type": "DealSell",
"direction": "In",
"openPrice": 0.0,
"price": 0.0,
"stopLoss": 0.0,
"takeProfit": 0.0,
"volume": 0,
"profit": 0.0,
"profitRate": 0.0,
"volumeRate": 0.0,
"commission": 0.0,
"fee": 0.0,
"swap": 0.0,
"expertId": 0,
"positionTicket": 0,
"comment": "",
"contractSize": 0.0,
"digits": 2,
"moneyDigits": 2,
"freeProfit": 0.0,
"trailRounder": 0.0,
"openTimeMs": 0,
"placedType": "Manually",
"openTimeAsDateTime": "1970-01-01T00:00:00",
"lots": 0.0
},
"order": {
"ticket": 947482106,
"profit": -0.54,
"swap": 0.0,
"commission": 0.0,
"fee": 0.0,
"closePrice": 86695.37000000001,
"closeTime": "2025-12-01T09:18:13.364",
"closeLots": 0.01,
"closeComment": None,
"openPrice": 86640.68000000001,
"openTime": "2025-12-01T09:15:12.615",
"lots": 0.0,
"contractSize": 1.0,
"expertId": 0,
"placedType": "Manually",
"orderType": "Sell",
"dealType": "DealSell",
"symbol": "BTCUSD",
"comment": "",
"state": "Filled",
"stopLoss": 0.0,
"takeProfit": 0.0,
"requestId": 773064905,
"digits": 2,
"profitRate": 1.0,
"stopLimitPrice": 0.0,
"dealInternalIn": {
"ticketNumber": 680300404,
"id": "",
"login": 76888962,
"historyTime": 134090541126158513,
"orderTicket": 947482106,
"openTime": 1764580512,
"symbol": "BTCUSD",
"type": "DealSell",
"direction": "In",
"openPrice": 86640.68000000001,
"price": 0.0,
"stopLoss": 0.0,
"takeProfit": 0.0,
"volume": 1000000,
"profit": 0.0,
"profitRate": 1.0,
"volumeRate": 86640.68000000001,
"commission": 0.0,
"fee": 0.0,
"swap": 0.0,
"expertId": 0,
"positionTicket": 947482106,
"comment": "",
"contractSize": 1.0,
"digits": 2,
"moneyDigits": 2,
"freeProfit": 0.0,
"trailRounder": 0.0,
"openTimeMs": 1764580512615,
"placedType": "Manually",
"openTimeAsDateTime": "2025-12-01T09:15:12",
"lots": 0.01
},
"dealInternalOut": {
"ticketNumber": 680304242,
"id": "",
"login": 76888962,
"historyTime": 134090542933641351,
"orderTicket": 947486966,
"openTime": 1764580693,
"symbol": "BTCUSD",
"type": "DealBuy",
"direction": "Out",
"openPrice": 86695.37000000001,
"price": 86640.68000000001,
"stopLoss": 0.0,
"takeProfit": 0.0,
"volume": 1000000,
"profit": -0.54,
"profitRate": 1.0,
"volumeRate": 86695.37000000001,
"commission": 0.0,
"fee": 0.0,
"swap": 0.0,
"expertId": 0,
"positionTicket": 947482106,
"comment": "",
"contractSize": 1.0,
"digits": 2,
"moneyDigits": 2,
"freeProfit": -0.54,
"trailRounder": 0.0,
"openTimeMs": 1764580693364,
"placedType": "Manually",
"openTimeAsDateTime": "2025-12-01T09:18:13",
"lots": 0.01
},
"orderInternal": None,
"partialCloseDeals": [],
"closeVolume": 1000000,
"volume": 0,
"expirationType": "GTC",
"expirationTime": "0001-01-01T00:00:00",
"fillPolicy": "FillOrKill",
"openTimestampUTC": 1764580512615,
"closeTimestampUTC": 1764580693364
},
"type": "MarketClose",
"closeByTicket": 0
},
"balance": 9369.719999999998,
"equity": 9369.719999999998,
"margin": 0.0,
"freeMargin": 9369.719999999998,
"profit": 0.0,
"marginLevel": 0.0,
"credit": 0.0,
"user": 0
},
"timestampUTC": 1764580693411
}

22
test/test_mt5_tools.py
View File

@@ -65,7 +65,7 @@ async def quick_order_test():
'apiKey': '76888962',
'secret': 'LZ-trade666888',
'verbose': False, # 启用详细日志
'hostname': '43.133.206.185:5000',
'hostname': '43.133.21.145:5000',
'options': {
# 'server': '147.160.254.81:443', # 使用服务器名称
# 或者
@@ -124,7 +124,7 @@ async def websocket_quick_test():
'apiKey': '76888962',
'secret': 'LZ-trade666888',
'verbose': False, # 启用详细日志
'hostname': '43.133.206.185:5000',
'hostname': '43.133.21.145:5000',
'options': {
# 'server': '147.160.254.81:443', # 使用服务器名称
# 或者
@@ -134,15 +134,24 @@ async def websocket_quick_test():
})
try:
# 监听all
async def all_listener():
while True:
print("111111111")
res = await exchange.watch_all()
print("==========================收到信息")
print(f"收到数据：{res}")
# 监听订单更新
async def order_listener():
while True:
# print("111111111")
print("111111111")
res = await exchange.watch_orders()
print("===========================收到信息")
for order in res:
del order['info']
# del order['info']
logger.info(f"📦 订单更新: {order}")
print(order)
# 监听持仓更新
async def positions_listener():
@@ -161,8 +170,9 @@ async def websocket_quick_test():
# 运行监听器
await asyncio.gather(
# order_listener(),
positions_listener(),
# all_listener(),
order_listener(),
# positions_listener(),
# balance_listener(),
return_exceptions=True
)