2
This commit is contained in:
7LZL
@@ -177,28 +177,29 @@ class mt5(Exchange, ImplicitAPI):
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self.token = None
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async def fetch_markets(self, params={}):
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"""获取交易对列表 - 异步修复版本"""
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"""获取交易对列表 - 使用 SymbolParamsMany 接口"""
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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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request = {
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'id': self.token,
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'limit': 10000, # 添加 limit 参数获取所有交易对
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}
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try:
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response = await self.private_get_symbols(self.extend(request, params))
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response = await self.private_get_symbolparamsmany(self.extend(request, params))
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markets = []
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if isinstance(response, dict):
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for symbol, info in response.items():
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if isinstance(response, list):
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for symbol_data in response:
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try:
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market = self.parse_market(info)
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market = self.parse_market(symbol_data)
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if market and market.get('symbol'):
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markets.append(market)
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except Exception as e:
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# 跳过解析失败的市场，继续处理其他市场
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if self.verbose:
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print(f"跳过交易对 {symbol}: {e}")
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symbol_name = self.safe_string(symbol_data, 'symbol', 'unknown')
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print(f"跳过交易对 {symbol_name}: {e}")
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continue
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# 设置市场数据
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@@ -220,42 +221,72 @@ class mt5(Exchange, ImplicitAPI):
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except Exception as e:
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raise ExchangeError(f"获取市场数据失败: {e}")
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def parse_market(self, info):
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"""解析市场信息 - 更健壮的版本"""
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def parse_market(self, symbol_data):
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"""解析市场信息 - 根据新的数据格式"""
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try:
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# 安全获取 symbol
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if not isinstance(info, dict):
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if not isinstance(symbol_data, dict):
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return None
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symbol = self.safe_string(info, 'currency', '')
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symbol = self.safe_string(symbol_data, 'symbol')
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if not symbol:
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return None
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symbol = symbol.upper().strip()
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symbol_info = self.safe_dict(symbol_data, 'symbolInfo', {})
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symbol_group = self.safe_dict(symbol_data, 'symbolGroup', {})
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# 解析基础信息
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symbol_name = symbol.upper().strip()
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# 确保符号格式正确 (如 EURUSD)
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if len(symbol) < 6:
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if len(symbol_name) < 6:
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# 处理较短的符号
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base = symbol
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base = symbol_name
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quote = 'USD' # 默认报价货币
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else:
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base = symbol[:3]
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quote = symbol[3:]
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base = symbol[:3]
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quote = symbol[3:]
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base = symbol_name[:3]
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quote = symbol_name[3:]
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# 安全处理精度
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digits = self.safe_integer(info, 'digits', 5)
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# 确保 digits 是整数
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# 解析精度信息
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digits = self.safe_integer(symbol_info, 'digits', 5)
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if digits is not None:
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try:
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digits = int(digits)
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except (ValueError, TypeError):
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digits = 5
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market_id = symbol
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# 解析合约大小
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contract_size = self.safe_number(symbol_info, 'contractSize', 100000)
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# 解析交易量限制
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min_volume = self.safe_number(symbol_group, 'minVolume', 0.01)
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max_volume = self.safe_number(symbol_group, 'maxVolume', 100)
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volume_step = self.safe_number(symbol_group, 'volumeStep', 0.01)
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# 处理最小交易量单位转换
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# 如果 minVolume 很大，可能是以合约单位表示，需要转换为手数
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if min_volume > 1000: # 假设大于1000的是合约单位
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min_volume = min_volume / contract_size if contract_size > 0 else 0.01
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# 解析价格精度
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points = self.safe_number(symbol_info, 'points', 0.00001)
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price_precision = digits
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# 解析保证金信息
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initial_margin = self.safe_number(symbol_group, 'initialMargin', 0)
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maintenance_margin = self.safe_number(symbol_group, 'maintenanceMargin', 0)
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# 解析货币信息
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profit_currency = self.safe_string(symbol_info, 'profitCurrency', 'USD')
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margin_currency = self.safe_string(symbol_info, 'marginCurrency', base)
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# 解析交易模式
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trade_mode = self.safe_string(symbol_group, 'tradeMode', 'Disabled')
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active = trade_mode != 'Disabled'
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# 解析描述信息
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description = self.safe_string(symbol_info, 'description', '')
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market_id = symbol_name
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return {
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'id': market_id,
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@@ -264,33 +295,61 @@ class mt5(Exchange, ImplicitAPI):
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'quote': quote,
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'baseId': base,
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'quoteId': quote,
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'active': True,
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'active': active,
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'type': 'spot',
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'spot': True,
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'margin': True,
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'precision': {
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'price': digits,
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'amount': 2,
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'price': price_precision,
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'amount': 2, # 手数精度
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'base': 2,
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'quote': price_precision,
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},
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'limits': {
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'amount': {
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'min': self.safe_number(info, 'minVolume', 0.01),
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'max': self.safe_number(info, 'maxVolume'),
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'min': min_volume,
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'max': max_volume,
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},
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'price': {
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'min': None,
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'min': points, # 最小价格变动
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'max': None,
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},
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'cost': {
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'min': None,
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'max': None,
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},
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'leverage': {
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'min': 1.0,
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'max': self.safe_number(symbol_group, 'accountLeverage', 100.0),
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}
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},
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'info': info,
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'contractSize': contract_size,
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'expiry': None,
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'expiryDatetime': None,
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'strike': None,
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'optionType': None,
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'taker': self.safe_number(symbol_group, 'commission', 0), # 可能需要调整
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'maker': self.safe_number(symbol_group, 'commission', 0), # 可能需要调整
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'percentage': True,
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'tierBased': False,
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'feeSide': 'quote',
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'info': symbol_data,
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'margin': {
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'initial': initial_margin,
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'maintenance': maintenance_margin,
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},
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'swap': {
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'long': self.safe_number(symbol_group, 'swapLong', 0),
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'short': self.safe_number(symbol_group, 'swapShort', 0),
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},
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'lotSize': volume_step,
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'minNotional': None,
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'maxNotional': None,
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}
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except Exception as e:
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if self.verbose:
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print(f"解析市场信息失败: {e}, info: {info}")
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symbol_name = self.safe_string(symbol_data, 'symbol', 'unknown')
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print(f"解析市场信息失败 {symbol_name}: {e}")
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return None
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async def server_timezone(self):
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124
ccxt/mt5.py
124
ccxt/mt5.py
@@ -209,25 +209,27 @@ class mt5(Exchange, ImplicitAPI):
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return self.timezone
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def fetch_markets(self, params={}):
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"""获取交易对列表 - 修复版本"""
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"""获取交易对列表 - 使用 SymbolParamsMany 接口"""
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self.load_token()
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request = {
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'id': self.token,
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'limit': 10000, # 添加 limit 参数获取所有交易对
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}
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try:
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response = self.private_get_symbols(self.extend(request, params))
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response = self.private_get_symbolparamsmany(self.extend(request, params))
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markets = []
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if isinstance(response, dict):
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for symbol, info in response.items():
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if isinstance(response, list):
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for symbol_data in response:
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try:
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market = self.parse_market(info)
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market = self.parse_market(symbol_data)
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if market and market.get('symbol'):
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markets.append(market)
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except Exception as e:
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if self.verbose:
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print(f"跳过交易对 {symbol}: {e}")
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symbol_name = self.safe_string(symbol_data, 'symbol', 'unknown')
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print(f"跳过交易对 {symbol_name}: {e}")
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continue
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# 设置市场数据
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@@ -249,34 +251,72 @@ class mt5(Exchange, ImplicitAPI):
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except Exception as e:
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raise ExchangeError(f"获取市场数据失败: {e}")
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def parse_market(self, info):
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"""解析市场信息 - 更健壮的版本"""
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def parse_market(self, symbol_data):
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"""解析市场信息 - 根据新的数据格式"""
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try:
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if not isinstance(info, dict):
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if not isinstance(symbol_data, dict):
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return None
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symbol = self.safe_string(info, 'currency', '')
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symbol = self.safe_string(symbol_data, 'symbol')
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if not symbol:
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return None
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symbol = symbol.upper().strip()
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symbol_info = self.safe_dict(symbol_data, 'symbolInfo', {})
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symbol_group = self.safe_dict(symbol_data, 'symbolGroup', {})
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# 处理符号格式
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if len(symbol) < 6:
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base = symbol
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quote = 'USD'
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# 解析基础信息
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symbol_name = symbol.upper().strip()
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# 确保符号格式正确 (如 EURUSD)
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if len(symbol_name) < 6:
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# 处理较短的符号
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base = symbol_name
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quote = 'USD' # 默认报价货币
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else:
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base = symbol[:3]
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quote = symbol[3:]
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base = symbol_name[:3]
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quote = symbol_name[3:]
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digits = self.safe_integer(info, 'digits', 5)
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# 解析精度信息
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digits = self.safe_integer(symbol_info, 'digits', 5)
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if digits is not None:
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try:
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digits = int(digits)
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except (ValueError, TypeError):
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digits = 5
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market_id = symbol
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# 解析合约大小
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contract_size = self.safe_number(symbol_info, 'contractSize', 100000)
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# 解析交易量限制
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min_volume = self.safe_number(symbol_group, 'minVolume', 0.01)
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max_volume = self.safe_number(symbol_group, 'maxVolume', 100)
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volume_step = self.safe_number(symbol_group, 'volumeStep', 0.01)
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# 处理最小交易量单位转换
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# 如果 minVolume 很大，可能是以合约单位表示，需要转换为手数
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if min_volume > 1000: # 假设大于1000的是合约单位
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min_volume = min_volume / contract_size if contract_size > 0 else 0.01
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# 解析价格精度
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points = self.safe_number(symbol_info, 'points', 0.00001)
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price_precision = digits
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# 解析保证金信息
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initial_margin = self.safe_number(symbol_group, 'initialMargin', 0)
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maintenance_margin = self.safe_number(symbol_group, 'maintenanceMargin', 0)
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# 解析货币信息
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profit_currency = self.safe_string(symbol_info, 'profitCurrency', 'USD')
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margin_currency = self.safe_string(symbol_info, 'marginCurrency', base)
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# 解析交易模式
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trade_mode = self.safe_string(symbol_group, 'tradeMode', 'Disabled')
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active = trade_mode != 'Disabled'
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# 解析描述信息
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description = self.safe_string(symbol_info, 'description', '')
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market_id = symbol_name
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return {
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'id': market_id,
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@@ -285,35 +325,63 @@ class mt5(Exchange, ImplicitAPI):
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'quote': quote,
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'baseId': base,
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'quoteId': quote,
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'active': True,
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'active': active,
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'type': 'spot',
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'spot': True,
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'margin': True,
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'precision': {
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'price': digits,
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'amount': 2,
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'price': price_precision,
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'amount': 2, # 手数精度
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'base': 2,
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'quote': price_precision,
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},
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'limits': {
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'amount': {
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'min': self.safe_number(info, 'minVolume', 0.01),
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'max': self.safe_number(info, 'maxVolume'),
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'min': min_volume,
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'max': max_volume,
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},
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'price': {
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'min': None,
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'min': points, # 最小价格变动
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'max': None,
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},
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'cost': {
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'min': None,
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'max': None,
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},
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'leverage': {
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'min': 1.0,
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'max': self.safe_number(symbol_group, 'accountLeverage', 100.0),
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}
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},
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'info': info,
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'contractSize': contract_size,
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'expiry': None,
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'expiryDatetime': None,
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'strike': None,
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'optionType': None,
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'taker': self.safe_number(symbol_group, 'commission', 0), # 可能需要调整
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'maker': self.safe_number(symbol_group, 'commission', 0), # 可能需要调整
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'percentage': True,
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'tierBased': False,
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'feeSide': 'quote',
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'info': symbol_data,
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'margin': {
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'initial': initial_margin,
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'maintenance': maintenance_margin,
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},
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'swap': {
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'long': self.safe_number(symbol_group, 'swapLong', 0),
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'short': self.safe_number(symbol_group, 'swapShort', 0),
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},
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'lotSize': volume_step,
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'minNotional': None,
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'maxNotional': None,
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}
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except Exception as e:
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if self.verbose:
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print(f"解析市场信息失败: {e}, info: {info}")
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symbol_name = self.safe_string(symbol_data, 'symbol', 'unknown')
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print(f"解析市场信息失败 {symbol_name}: {e}")
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return None
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def fetch_ticker(self, symbol, params={}):
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"""获取行情数据"""
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self.load_token()
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Reference in New Issue
Block a user