313 lines
11 KiB
Python
313 lines
11 KiB
Python
# -*- coding: utf-8 -*-
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from ccxt.async_support.mt5 import mt5 as mt5Parent
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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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class mt5(mt5Parent):
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def describe(self):
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return self.deep_extend(super(mt5, self).describe(), {
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'platinum': True,
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'hostname': '43.167.188.220:5000',
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'has': {
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# 专业版特有功能
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'watchPosition': True,
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'watchOrder': True,
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'watchLeverage': True,
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'watchMargin': True,
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'advancedAPI': True,
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'batchOrders': True,
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'modifyOrder': True,
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'closePosition': True,
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'setLeverage': True,
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'setMargin': True,
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},
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'urls': {
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'api': {
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'ws': 'ws://{hostname}',
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},
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},
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'options': {
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'defaultType': 'spot',
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'watchOrder': {
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'symbol': None,
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'orderId': None,
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},
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'watchPosition': {
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'symbol': None,
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},
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},
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})
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# 专业版特有方法
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async def watch_order(self, params={}):
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"""
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监听特定订单的更新（专业版特有）
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"""
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if not self.token:
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await self.get_token()
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try:
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await self.load_markets()
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except Exception as e:
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print(f"错误: {e}")
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# await self.fetch_markets()
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# return
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request: dict = {
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'id': self.token,
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}
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endpoint = self.api['wsEndpoint']['order']
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url = self.implode_hostname(self.urls['api']['ws']) + '/' + endpoint
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url += '?' + self.urlencode(request)
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return await self.watch(url,'order_position')
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def handle_message(self, client: Client, message):
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# print(message)
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errorCode = self.safe_string(message, 'errorCode')
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if errorCode is not None:
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self.handle_error_message(client, message)
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return
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# 处理 MT5 特定的消息
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message_type = self.safe_string(message, 'type')
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if message_type == 'OpenedOrders':
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print("111111111111111")
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self.handle_opened_orders(client, message)
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elif message_type == self.api['wsEndpoint']['orderbook']:
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self.handle_orderbook(client, message)
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elif message_type == self.api['wsEndpoint']['quote']:
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self.handle_ticker(client, message)
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def handle_opened_orders(self, client, message):
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"""
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处理 OpenedOrders 消息
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"""
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orders_data = self.safe_value(message, 'data', [])
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message_id = self.safe_string(message, 'id')
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timestamp = self.safe_integer(message, 'timestampUTC')
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parsed_orders = []
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for order_data in orders_data:
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# 解析每个订单
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order = self.parse_ws_order(order_data)
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parsed_orders.append(order)
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# 分发到不同的消息流
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order_id = order['id']
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symbol = order['symbol']
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# 更新特定订单
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client.resolve(order, 'order:' + order_id)
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# 更新符号特定的订单列表
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client.resolve([order], 'orders:' + symbol)
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print('-------------parsed_orders:',parsed_orders)
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# 更新所有订单列表
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client.resolve(parsed_orders, 'orders')
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# 如果有请求ID，也解析到该请求
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if message_id:
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client.resolve(parsed_orders, 'request:' + message_id)
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def handle_orderbook(self, client, message):
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"""处理深度数据"""
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orderbook = self.parse_ws_order_book(message)
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symbol = orderbook['symbol']
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message_hash = 'orderbook:' + symbol
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client.resolve(orderbook, message_hash)
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def parse_ws_order(self, order, market=None):
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"""
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解析 MT5 WebSocket 订单数据为 CCXT 标准格式
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"""
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# 提取订单基本信息
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ticket = self.safe_integer(order, 'ticket')
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symbol = self.safe_string(order, 'symbol')
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order_type = self.safe_string(order, 'orderType')
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deal_type = self.safe_string(order, 'dealType')
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state = self.safe_string(order, 'state')
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lots = self.safe_number(order, 'lots')
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contract_size = self.safe_number(order, 'contractSize', 1.0)
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open_price = self.safe_number(order, 'openPrice')
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close_price = self.safe_number(order, 'closePrice')
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profit = self.safe_number(order, 'profit')
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print("ggeggegge========")
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# 获取市场信息
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market = self.market(symbol) if market is None else market
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# 解析时间戳
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open_time_str = self.safe_string(order, 'openTime')
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open_timestamp = self.safe_integer(order, 'openTimestampUTC')
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# 如果 openTimestampUTC 不存在，尝试解析 openTime 字符串
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if open_timestamp is None and open_time_str:
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try:
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# 解析格式: "2025-11-15T04:06:06.994"
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open_timestamp = self.parse8601(open_time_str)
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except:
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open_timestamp = None
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# 解析订单状态
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status = self.parse_order_status(state)
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# 解析订单方向
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side = self.parse_order_side(order_type, deal_type)
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# 解析订单类型
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order_type_parsed = self.parse_order_type(order_type)
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# 计算数量 (lots * contractSize)
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amount = lots * contract_size if (lots is not None and contract_size is not None) else None
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# 解析成交数量
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volume = self.safe_integer(order, 'volume', 0)
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close_volume = self.safe_integer(order, 'closeVolume', 0)
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# 对于已成交订单，filled 应该是 volume
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filled = volume
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remaining = 0 # MT5 中订单要么完全成交，要么没有
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# 解析止盈止损
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stop_loss = self.safe_number(order, 'stopLoss')
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take_profit = self.safe_number(order, 'takeProfit')
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# 构建标准订单对象
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result = {
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'id': str(ticket),
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'clientOrderId': None,
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'datetime': self.iso8601(open_timestamp) if open_timestamp else None,
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'timestamp': open_timestamp,
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'lastTradeTimestamp': None,
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'status': status,
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'symbol': market['symbol'] if market else symbol,
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'type': order_type_parsed,
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'side': side,
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'price': open_price,
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'amount': amount,
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'filled': filled,
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'remaining': remaining,
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'cost': None, # 可以计算: amount * price
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'average': None,
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'fee': {
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'currency': market['quote'] if market else 'USD',
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'cost': self.safe_number(order, 'fee', 0),
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},
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'trades': None,
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'info': order,
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}
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# 计算成本
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if amount is not None and open_price is not None:
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result['cost'] = amount * open_price
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# 添加 MT5 特定字段
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result['stopLoss'] = stop_loss
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result['takeProfit'] = take_profit
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result['profit'] = profit
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result['commission'] = self.safe_number(order, 'commission', 0)
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result['swap'] = self.safe_number(order, 'swap', 0)
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result['comment'] = self.safe_string(order, 'comment', '')
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print("-----------result:",result)
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return result
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def parse_order_status(self, status):
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"""
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解析 MT5 订单状态
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"""
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statuses = {
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'Filled': 'closed', # 已成交
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'PartialFilled': 'open', # 部分成交
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'Pending': 'open', # 挂单中
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'Cancelled': 'canceled', # 已取消
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'Rejected': 'rejected', # 已拒绝
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'Expired': 'expired', # 已过期
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# 根据您的数据添加更多状态映射
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'Active': 'open',
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'Closed': 'closed',
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}
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return self.safe_string(statuses, status, status.lower() if status else 'unknown')
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def parse_order_side(self, order_type, deal_type):
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"""
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解析订单方向
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"""
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# 优先使用 deal_type，因为它更准确
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if deal_type:
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if 'Buy' in deal_type:
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return 'buy'
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elif 'Sell' in deal_type:
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return 'sell'
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# 其次使用 order_type
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if order_type:
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if order_type == 'Buy':
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return 'buy'
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elif order_type == 'Sell':
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return 'sell'
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elif 'Buy' in order_type:
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return 'buy'
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elif 'Sell' in order_type:
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return 'sell'
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return 'unknown'
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def parse_order_type(self, order_type):
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"""
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解析订单类型
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"""
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if not order_type:
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return 'market' # 默认类型
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order_type_lower = order_type.lower()
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if 'limit' in order_type_lower:
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return 'limit'
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elif 'stop' in order_type_lower:
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return 'stop'
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elif 'market' in order_type_lower:
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return 'market'
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else:
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# 根据 dealType 判断
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return 'market' # 默认为市价单
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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 URL 构建"""
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endpoint = '/' + self.implode_params(path, params)
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url = self.implode_hostname(self.urls['api'][api]) + endpoint
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headers = headers if (headers is not None) else {}
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# 对于 GET 请求，将参数添加到查询字符串
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if method == 'GET' and params:
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# 特殊处理数组参数
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query_params = {}
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for key, value in params.items():
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if isinstance(value, list):
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# 对于数组参数，可能需要特殊编码
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query_params[key] = ','.join(value)
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else:
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query_params[key] = value
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url += '?' + self.urlencode(query_params)
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elif method == 'GET' and params:
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url += '?' + self.urlencode(params)
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# print(f"🔧 Debug: Final URL: {url}")
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return {
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'url': url,
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'method': method,
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'body': body,
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'headers': headers
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}
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