xm/ccxt_with_mt5
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lz_db
2025-11-30 15:16:39 +08:00
parent 2f34f56527
commit ef0058aded
2 changed files with 19 additions and 6 deletions
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15
ccxt/pro/mt5.py
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@@ -722,12 +722,20 @@ class mt5(mt5Parent):
mark_price = self.safe_number(order_data, 'closePrice') mark_price = self.safe_number(order_data, 'closePrice')
notional = contracts * entry_price if contracts and entry_price else None notional = contracts * entry_price if contracts and entry_price else None
# 获取止损止盈价格
stop_loss_price = self.safe_number(order_data, 'stopLoss')
take_profit_price = self.safe_number(order_data, 'takeProfit')
# 确定持仓方向
order_type = self.safe_string(order_data, 'orderType')
side = 'long' if order_type == 'Buy' else 'short'
return { return {
'id': self.safe_string(order_data, 'ticket'), 'id': self.safe_string(order_data, 'ticket'),
'symbol': symbol, 'symbol': symbol,
'timestamp': timestamp, 'timestamp': timestamp,
'datetime': self.iso8601(timestamp), 'datetime': self.iso8601(timestamp),
'side': self.parse_order_side(self.safe_string(order_data, 'orderType')), 'side': side,
'contracts': contracts, 'contracts': contracts,
'contractSize': self.safe_number(order_data, 'contractSize', 1.0), 'contractSize': self.safe_number(order_data, 'contractSize', 1.0),
'entryPrice': entry_price, 'entryPrice': entry_price,
@@ -745,9 +753,14 @@ class mt5(mt5Parent):
'initialMarginPercentage': None, 'initialMarginPercentage': None,
'maintenanceMargin': None, 'maintenanceMargin': None,
'maintenanceMarginPercentage': None, 'maintenanceMarginPercentage': None,
'stopLossPrice': stop_loss_price,
'takeProfitPrice': take_profit_price,
'lastPrice': mark_price,
'hedged': None,
'info': order_data, 'info': order_data,
} }
def parse_ws_ohlcv_message(self, data): def parse_ws_ohlcv_message(self, data):
"""解析WebSocket K线数据""" """解析WebSocket K线数据"""
timestamp = self.parse8601(self.safe_string(data, 'time')) timestamp = self.parse8601(self.safe_string(data, 'time'))

8
test/test_mt5_tools.py
View File

@@ -161,8 +161,8 @@ async def websocket_quick_test():
# 运行监听器 # 运行监听器
await asyncio.gather( await asyncio.gather(
order_listener(), # order_listener(),
# positions_listener(), positions_listener(),
# balance_listener(), # balance_listener(),
return_exceptions=True return_exceptions=True
) )
@@ -176,5 +176,5 @@ async def websocket_quick_test():
if __name__ == "__main__": if __name__ == "__main__":
# 运行快速测试 # 运行快速测试
asyncio.run(quick_order_test()) # asyncio.run(quick_order_test())
# asyncio.run(websocket_quick_test()) asyncio.run(websocket_quick_test())