673 lines
23 KiB
Python
673 lines
23 KiB
Python
# -*- coding: utf-8 -*-
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# PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
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# https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code
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from ccxt.async_support.base.exchange import Exchange
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from ccxt.abstract.mt5 import ImplicitAPI
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import asyncio
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import hashlib
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from ccxt.base.types import Any, Balances, DepositAddress, Int, Market, Num, Order, OrderBook, OrderSide, OrderType, Str, Strings, Ticker, Tickers, OrderBooks, Trade, TradingFees, Transaction
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from typing import List
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from typing import List, Optional # 添加 Optional 导入
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from ccxt.base.errors import ExchangeError
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from ccxt.base.errors import AuthenticationError
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from ccxt.base.errors import ArgumentsRequired
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from ccxt.base.errors import InsufficientFunds
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from ccxt.base.errors import InvalidOrder
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from ccxt.base.errors import OrderNotFound
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from ccxt.base.errors import DDoSProtection
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from ccxt.base.errors import RateLimitExceeded
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from ccxt.base.errors import ExchangeNotAvailable
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from ccxt.base.errors import InvalidNonce
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from ccxt.base.decimal_to_precision import TICK_SIZE
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from ccxt.base.precise import Precise
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class mt5(Exchange, ImplicitAPI):
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def describe(self) -> Any:
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return self.deep_extend(super(mt5, self).describe(), {
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'id': 'mt5',
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'name': 'MT5',
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'countries': ['US'],
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'version': 'v2025.02.05-05.23',
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'rateLimit': 1000,
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'hostname': '43.167.188.220:5000',
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'pro': True,
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'options': {
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'host': '18.163.85.196',
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'port': 443,
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'connectTimeoutSeconds': 30,
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},
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'has': {
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'CORS': True,
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'spot': True,
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'margin': True,
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'swap': False,
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'future': False,
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'option': False,
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'cancelOrder': True,
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'createOrder': True,
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'fetchBalance': True,
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'fetchClosedOrders': True,
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'fetchMarkets': True,
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'fetchMyTrades': True,
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'fetchOHLCV': True,
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'fetchOpenOrders': True,
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'fetchOrder': True,
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'fetchOrderBook': True,
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'fetchTicker': True,
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'fetchTickers': True, # 添加这个字段
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'fetchTickers': True,
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},
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'timeframes': {
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'1m': 1,
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'5m': 5,
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'15m': 15,
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'30m': 30,
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'1h': 60,
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'4h': 240,
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'1d': 1440,
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'1w': 10080,
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'1M': 43200,
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},
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'urls': {
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'logo': '',
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'api': {
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'public': 'http://43.167.188.220:5000', # 直接使用具体地址
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'private': 'http://43.167.188.220:5000',
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},
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'www': 'http://43.167.188.220:5000',
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'doc': ['http://43.167.188.220:5000/index.html'],
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},
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'api': {
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'public': {
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'get': {
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'Ping': 1
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},
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},
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'private': {
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'get': {
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'Connect': 10,
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'CheckConnect': 1,
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'Disconnect': 1,
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'Symbols': 1,
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'ServerTimezone':1,
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'AccountSummary': 1,
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'AccountDetails': 1,
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'SymbolList': 1,
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'GetQuote': 1,
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'GetQuoteMany': 1,
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'MarketWatchMany': 1,
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'OpenedOrders': 1,
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'ClosedOrders': 1,
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'OpenedOrder': 1,
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'OrderHistory': 1,
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'PriceHistory': 1,
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'OrderSend': 1,
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'OrderModify': 1,
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'OrderClose': 1,
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},
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},
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},
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'requiredCredentials': {
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'apiKey': True,
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'secret': True,
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'hostname': True,
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},
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'commonCurrencies': {},
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'exceptions': {
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'exact': {
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'Invalid token': AuthenticationError,
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'Connection failed': ExchangeError,
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'Invalid symbol': ExchangeError,
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'Invalid order': InvalidOrder,
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'Order not found': OrderNotFound,
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},
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},
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})
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async def get_token(self):
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"""获取或刷新 token - 异步版本"""
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if hasattr(self, 'token') and self.token:
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try:
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await self.check_connect()
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return self.token
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except Exception:
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# Token 无效，重新连接
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pass
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# 重新连接获取 token
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return await self.connect()
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async def connect(self):
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"""连接到 MT5 账户并获取 token - 异步版本"""
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request = {
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'user': self.apiKey,
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'password': self.secret,
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'host': self.options['host'],
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'port': self.options['port'],
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'connectTimeoutSeconds': self.options['connectTimeoutSeconds'],
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}
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response = await self.private_get_connect(request)
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self.token = response
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return self.token
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async def check_connect(self):
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"""检查连接状态 - 异步版本"""
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request = {
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'id': await self.get_token(),
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}
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return await self.private_get_checkconnect(request)
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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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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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}
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try:
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response = await self.private_get_symbols(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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try:
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market = self.parse_market(info)
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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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continue
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# 设置市场数据
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if markets:
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self.markets = {}
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self.symbols = []
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for market in markets:
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id = market['id']
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symbol = market['symbol']
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self.markets[id] = market
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self.markets[symbol] = market
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self.symbols.append(symbol)
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self.symbols = sorted(self.symbols)
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self.ids = sorted(self.markets.keys())
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return markets
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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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try:
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# 安全获取 symbol
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if not isinstance(info, dict):
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return None
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symbol = self.safe_string(info, 'currency', '')
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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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# 确保符号格式正确 (如 EURUSD)
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if len(symbol) < 6:
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return None
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base = symbol[:3]
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quote = symbol[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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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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return {
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'id': market_id,
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'symbol': base + '/' + quote,
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'base': base,
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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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'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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},
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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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},
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'price': {
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'min': None,
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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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},
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'info': info,
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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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return None
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async def fetch_balance(self, params={}):
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"""获取账户余额"""
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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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}
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response = await self.private_get_accountsummary(self.extend(request, params))
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return self.parse_balance(response)
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def parse_balance(self, response):
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"""解析余额信息"""
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result = {
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'info': response,
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'timestamp': None,
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'datetime': None,
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}
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currency = 'USDT'
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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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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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}
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return self.safe_balance(result)
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async def fetch_ticker(self, symbol, params={}):
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"""获取行情数据"""
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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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request = {
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'id': self.token,
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'symbol': market['id'],
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}
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response = await self.private_get_getquote(self.extend(request, params))
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return self.parse_ticker(response, market)
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def parse_ticker(self, ticker, market=None):
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"""解析行情数据"""
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symbol = market['symbol'] if market else None
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timestamp = None
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if ticker.get('time'):
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try:
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timestamp = self.parse8601(ticker.get('time'))
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except:
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timestamp = None
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return {
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'symbol': symbol,
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'timestamp': timestamp,
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'datetime': self.iso8601(timestamp) if timestamp else None,
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'high': None,
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'low': None,
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'bid': self.safe_number(ticker, 'bid'),
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'bidVolume': None,
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'ask': self.safe_number(ticker, 'ask'),
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'askVolume': None,
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'vwap': None,
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'open': None,
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'close': None,
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'last': self.safe_number(ticker, 'last'),
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'previousClose': None,
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'change': None,
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'percentage': None,
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'average': None,
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'baseVolume': self.safe_number(ticker, 'volume'),
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'quoteVolume': None,
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'info': ticker,
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}
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async def fetch_tickers(self, symbols: Optional[List[str]] = None, params={}):
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"""异步获取多个交易对的行情数据"""
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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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}
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# 如果指定了特定的交易对
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if symbols is not None:
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# 将符号列表转换为 MT5 格式
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mt5_symbols = []
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for symbol in symbols:
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market = self.market(symbol)
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mt5_symbols.append(market['id'])
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request['symbols'] = mt5_symbols
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try:
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response = await self.private_get_getquotemany(self.extend(request, params))
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return self.parse_tickers(response, symbols)
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except Exception as e:
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# 如果批量获取失败，回退到逐个获取
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if symbols is not None:
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return await self.fetch_tickers_fallback(symbols, params)
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else:
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raise ExchangeError(f"获取批量行情失败: {e}")
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async def fetch_tickers_fallback(self, symbols, params={}):
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"""异步回退方法：逐个获取交易对行情"""
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tickers = {}
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for symbol in symbols:
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try:
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ticker = await self.fetch_ticker(symbol, params)
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tickers[symbol] = ticker
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except Exception as e:
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if self.verbose:
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print(f"获取 {symbol} 行情失败: {e}")
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continue
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return tickers
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def parse_tickers(self, response, symbols=None):
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"""解析批量行情数据（与同步版本相同）"""
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tickers = {}
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if isinstance(response, list):
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# 如果响应是数组
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for ticker_data in response:
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try:
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ticker = self.parse_ticker(ticker_data)
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if ticker and ticker.get('symbol'):
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tickers[ticker['symbol']] = ticker
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except Exception as e:
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if self.verbose:
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print(f"解析行情数据失败: {e}")
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continue
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elif isinstance(response, dict):
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# 如果响应是字典
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for symbol_key, ticker_data in response.items():
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try:
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ticker = self.parse_ticker(ticker_data)
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if ticker and ticker.get('symbol'):
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tickers[ticker['symbol']] = ticker
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except Exception as e:
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if self.verbose:
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print(f"解析行情数据失败 {symbol_key}: {e}")
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continue
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# 如果指定了特定的交易对，确保返回的顺序一致
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if symbols is not None:
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ordered_tickers = {}
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for symbol in symbols:
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if symbol in tickers:
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ordered_tickers[symbol] = tickers[symbol]
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return ordered_tickers
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return tickers
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async def fetch_open_orders(self, symbol=None, since=None, limit=None, params={}):
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"""异步获取未平仓订单 - 修复版本"""
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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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}
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response = await self.private_get_openedorders(self.extend(request, params))
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# 如果指定了特定交易对，进行过滤
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if symbol is not None:
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market = self.market(symbol)
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filtered_orders = []
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for order in response:
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if isinstance(order, dict) and order.get('symbol') == market['id']:
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filtered_orders.append(order)
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return self.parse_orders(filtered_orders, market, since, limit)
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else:
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return self.parse_orders(response, None, since, limit)
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async def fetch_closed_orders(self, symbol=None, since=None, limit=None, params={}):
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"""异步获取已平仓订单 - 修复版本"""
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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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}
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response = await self.private_get_closedorders(self.extend(request, params))
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# 如果指定了特定交易对，进行过滤
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if symbol is not None:
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market = self.market(symbol)
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filtered_orders = []
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for order in response:
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if isinstance(order, dict) and order.get('symbol') == market['id']:
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filtered_orders.append(order)
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return self.parse_orders(filtered_orders, market, since, limit)
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else:
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return self.parse_orders(response, None, since, limit)
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def parse_order(self, order, market=None):
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"""解析订单信息 - 修复市场符号问题"""
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try:
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id = self.safe_string(order, 'ticket')
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market_id = self.safe_string(order, 'symbol')
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# 安全地解析市场符号
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symbol = None
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if market is not None:
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symbol = market['symbol']
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elif market_id is not None:
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# 修复：提供更多参数来正确解析符号
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# 假设 MT5 的符号格式是 BASEQUOTE（如 EURUSD, BTCUSD）
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if len(market_id) >= 6:
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# 尝试解析为 3+3 格式（如 EURUSD, GBPUSD）
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base = market_id[:3]
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quote = market_id[3:]
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symbol = base + '/' + quote
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else:
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# 如果无法解析，使用原始 market_id
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symbol = market_id
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timestamp = self.parse8601(self.safe_string(order, 'openTime'))
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last_trade_timestamp = self.parse8601(self.safe_string(order, 'closeTime'))
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status = self.parse_order_status(self.safe_string(order, 'state'))
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side = self.parse_order_side(self.safe_string(order, 'orderType'))
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type = self.parse_order_type(self.safe_string(order, 'orderType'))
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price = self.safe_number(order, 'openPrice')
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amount = self.safe_number(order, 'lots')
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filled = self.safe_number(order, 'closeLots', 0)
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remaining = None
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if amount is not None and filled is not None:
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remaining = amount - filled
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cost = None
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if price is not None and filled is not None:
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cost = price * filled
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fee = None
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fee_cost = self.safe_number(order, 'commission', 0)
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if fee_cost != 0:
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fee = {
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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,
|
||
'clientOrderId': None,
|
||
'datetime': self.iso8601(timestamp),
|
||
'timestamp': timestamp,
|
||
'lastTradeTimestamp': last_trade_timestamp,
|
||
'status': status,
|
||
'symbol': symbol,
|
||
'type': type,
|
||
'timeInForce': None,
|
||
'postOnly': None,
|
||
'side': side,
|
||
'price': price,
|
||
'stopPrice': None,
|
||
'triggerPrice': None,
|
||
'amount': amount,
|
||
'filled': filled,
|
||
'remaining': remaining,
|
||
'cost': cost,
|
||
'trades': None,
|
||
'fee': fee,
|
||
'info': order,
|
||
'average': None,
|
||
})
|
||
except Exception as e:
|
||
if self.verbose:
|
||
print(f"解析订单失败: {e}, order: {order}")
|
||
raise e
|
||
|
||
def parse_order_status(self, status):
|
||
statuses = {
|
||
'Started': 'open',
|
||
'Placed': 'open',
|
||
'Cancelled': 'canceled',
|
||
'Partial': 'open',
|
||
'Filled': 'closed',
|
||
'Rejected': 'rejected',
|
||
'Expired': 'expired',
|
||
}
|
||
return self.safe_string(statuses, status, status)
|
||
|
||
def parse_order_side(self, side):
|
||
sides = {
|
||
'Buy': 'buy',
|
||
'Sell': 'sell',
|
||
'BuyLimit': 'buy',
|
||
'SellLimit': 'sell',
|
||
'BuyStop': 'buy',
|
||
'SellStop': 'sell',
|
||
}
|
||
return self.safe_string(sides, side, side)
|
||
|
||
def parse_order_type(self, type):
|
||
types = {
|
||
'Buy': 'market',
|
||
'Sell': 'market',
|
||
'BuyLimit': 'limit',
|
||
'SellLimit': 'limit',
|
||
'BuyStop': 'stop',
|
||
'SellStop': 'stop',
|
||
}
|
||
return self.safe_string(types, type, type)
|
||
|
||
async def create_order(self, symbol, type, side, amount, price=None, params={}):
|
||
"""创建订单"""
|
||
await self.load_markets()
|
||
market = self.market(symbol)
|
||
|
||
if not hasattr(self, 'token') or not self.token:
|
||
await self.get_token()
|
||
|
||
request = {
|
||
'id': self.token,
|
||
'symbol': market['id'],
|
||
'volume': amount,
|
||
}
|
||
|
||
# 映射订单类型
|
||
operation_map = {
|
||
'market': {
|
||
'buy': 'Buy',
|
||
'sell': 'Sell',
|
||
},
|
||
'limit': {
|
||
'buy': 'BuyLimit',
|
||
'sell': 'SellLimit',
|
||
},
|
||
'stop': {
|
||
'buy': 'BuyStop',
|
||
'sell': 'SellStop',
|
||
},
|
||
}
|
||
|
||
if type in operation_map and side in operation_map[type]:
|
||
request['operation'] = operation_map[type][side]
|
||
else:
|
||
raise InvalidOrder(self.id + ' createOrder does not support order type ' + type + ' and side ' + side)
|
||
|
||
if type in ['limit', 'stop'] and price is not None:
|
||
request['price'] = price
|
||
|
||
# 处理止损止盈
|
||
stop_loss = self.safe_number(params, 'stopLoss')
|
||
take_profit = self.safe_number(params, 'takeProfit')
|
||
if stop_loss is not None:
|
||
request['stoploss'] = stop_loss
|
||
if take_profit is not None:
|
||
request['takeprofit'] = take_profit
|
||
|
||
response = await self.private_get_ordersend(self.extend(request, params))
|
||
return self.parse_order(response, market)
|
||
|
||
async def cancel_order(self, id, symbol=None, params={}):
|
||
"""取消订单"""
|
||
if not hasattr(self, 'token') or not self.token:
|
||
await self.get_token()
|
||
|
||
request = {
|
||
'id': self.token,
|
||
'ticket': int(id),
|
||
}
|
||
response = await self.private_get_orderclose(self.extend(request, params))
|
||
return self.parse_order(response)
|
||
|
||
def sign(self, path, api='public', method='GET', params={}, headers=None, body=None):
|
||
"""签名请求"""
|
||
base_url = self.urls['api'][api]
|
||
url = base_url + '/' + path
|
||
query = self.omit(params, self.extract_params(path))
|
||
|
||
if method == 'GET' and query:
|
||
url += '?' + self.urlencode(query)
|
||
|
||
# 调试信息
|
||
if self.verbose:
|
||
print(f"🔧 Debug: Final URL: {url}")
|
||
print(f"🔧 Debug: Method: {method}")
|
||
print(f"🔧 Debug: Params: {params}")
|
||
|
||
return {
|
||
'url': url,
|
||
'method': method,
|
||
'body': body,
|
||
'headers': headers
|
||
} |