Metadata-Version: 2.1
Name: ccwt_client
Version: 0.9
Summary: ccwt server client
Home-page: https://github.com/nigelliyang/ccwt_client
Author: xycfree
Author-email: xycfree@163.com
License: Apache v2.0 License
Description: # Installation: 

        $ pip install ccwt_client

        

        python setup.py sdist build

        twine upload dist/*

        

        

        #Ccwt_web:  ccwt_web接口的数据没有进行转换，直接从MongoDB读取；

        ## Host: http: //52.194.88.72:8002

        ### Kline:  /api/kline 

            参数：

                exchange: 交易所  str 

                symbol: 交易对，可以多个，以逗号分隔  str

                time_frame:  时间范围（1m、1d，1w, 1M），默认1m  str   

                limit:  条数,默认100条  str

                format: 返回数据格式, 默认API格式， （json:  json格式， api:   api格式）  str

            http://52.194.88.72:8002/api/kline?exchange=bitmex&symbol=TRXZ18&time_frame=1m&limit=10

            [

                {

                    "bitmex_TRXZ18_kline_1m": [

                        {

                            "_id": "1540369140.0",

                            "volume": 1910.0,

                            "vwap": 3.7e-06,

                            "turnover": 706700,

                            "sys_time": "2018-10-24 08:19:15",

                            "open": 3.7e-06,

                            "date": 20181024,

                            "home_notional": null,

                            "low": 3.7e-06,

                            "last_size": 10,

                            "high": 3.7e-06,

                            "close": 3.7e-06,

                            "exchange_time": "2018-10-24 08:19:00.000000",

                            "count": 2,

                            "foreign_notional": null,

                            "time_stamp": "2018-10-24T08:19:00"

                        },

                        

                        {

                            "_id": "1540369320.0",

                            "date": 20181024,

                            "foreign_notional": null,

                            "volume": 40000.0,

                            "low": 3.71e-06,

                            "last_size": 29900,

                            "time_stamp": "2018-10-24T08:22:00",

                            "turnover": 14840000,

                            "sys_time": "2018-10-24 08:22:15",

                            "exchange_time": "2018-10-24 08:22:00.000000",

                            "open": 3.7e-06,

                            "high": 3.71e-06,

                            "vwap": 3.71e-06,

                            "home_notional": null,

                            "count": 3,

                            "close": 3.71e-06

                        },

                ]

            }

            ]

        

        ## Ticker:  /api/ticker 

            参数：

                exchange: 交易所  str 

                symbol: 交易对，可以多个，以逗号分隔  str

                limit:  条数,默认100条  str

                format: 返回数据格式, 默认API格式， （json:  json格式， api:   api格式）  str

        

            http://52.194.88.72:8002/api/ticker?exchange=bitmex&symbol=TRXZ18&limit=10

        

            [

                {

                    "bitmex_TRXZ18_ticker": [

                        {

                            "_id": "2018-10-23T08:33:01.866Z",

                            "symbol": "TRXZ18",

                            "rootSymbol": "TRX",

                            "state": "Open",

                            "typ": "FFCCSX",

                            "listing": "2018-09-21T02:00:00.000Z",

                            "front": "2018-11-30T12:00:00.000Z",

                            "expiry": "2018-12-28T12:00:00.000Z",

                            "settle": "2018-12-28T12:00:00.000Z",

                            "relistInterval": null,

                            "inverseLeg": "",

                            "sellLeg": "",

                            "buyLeg": "",

                            "optionStrikePcnt": null,

                            "optionStrikeRound": null,

                            "optionStrikePrice": null,

                            "optionMultiplier": null,

                            "positionCurrency": "TRX",

                            "underlying": "TRX",

                            "quoteCurrency": "XBT",

                            "underlyingSymbol": "TRXXBT=",

                            "reference": "BMEX",

                            "referenceSymbol": ".TRXXBT30M",

                            "calcInterval": null,

                            "publishInterval": null,

                            "publishTime": null,

                            "maxOrderQty": 10000000,

                            "maxPrice": 100,

                            "lotSize": 1,

                            "tickSize": 1e-08,

                            "multiplier": 100000000,

                            "settlCurrency": "XBt",

                            "underlyingToPositionMultiplier": 1,

                            "underlyingToSettleMultiplier": null,

                            "quoteToSettleMultiplier": 100000000,

                            "isQuanto": false,

                            "isInverse": false,

                            "initMargin": 0.05,

                            "maintMargin": 0.025,

                            "riskLimit": 5000000000,

                            "riskStep": 5000000000,

                            "limit": null,

                            "capped": false,

                            "taxed": true,

                            "deleverage": true,

                            "makerFee": -0.0005,

                            "takerFee": 0.0025,

                            "settlementFee": 0,

                            "insuranceFee": 0,

                            "fundingBaseSymbol": "",

                            "fundingQuoteSymbol": "",

                            "fundingPremiumSymbol": "",

                            "fundingTimestamp": null,

                            "fundingInterval": null,

                            "fundingRate": null,

                            "indicativeFundingRate": null,

                            "rebalanceTimestamp": null,

                            "rebalanceInterval": null,

                            "openingTimestamp": "2018-10-23T08:00:00.000Z",

                            "closingTimestamp": "2018-10-23T09:00:00.000Z",

                            "sessionInterval": "2000-01-01T01:00:00.000Z",

                            "limitDownPrice": null,

                            "limitUpPrice": null,

                            "bankruptLimitDownPrice": null,

                            "bankruptLimitUpPrice": null,

                            "prevTotalVolume": 15128735716,

                            "totalVolume": 15129304596,

                            "volume24h": 288268049,

                            "prevTotalTurnover": 5709724915753,

                            "totalTurnover": 5709934517131,

                            "turnover": 209601378,

                            "turnover24h": 107140555974,

                            "homeNotional24h": 288268049,

                            "foreignNotional24h": 1071.4055597400004,

                            "prevPrice24h": 3.77e-06,

                            "vwap": 3.72e-06,

                            "lastPriceProtected": 3.69e-06,

                            "lastTickDirection": "ZeroPlusTick",

                            "lastChangePcnt": -0.0212,

                            "midPrice": 3.685e-06,

                            "impactBidPrice": 3.68e-06,

                            "impactMidPrice": 3.685e-06,

                            "impactAskPrice": 3.69e-06,

                            "hasLiquidity": true,

                            "openInterest": 316012128,

                            "openValue": 116292463104,

                            "fairMethod": "ImpactMidPrice",

                            "fairBasisRate": 0.1,

                            "fairBasis": 7e-08,

                            "fairPrice": 3.68e-06,

                            "markMethod": "FairPrice",

                            "markPrice": 3.68e-06,

                            "indicativeTaxRate": 0,

                            "indicativeSettlePrice": 3.61e-06,

                            "optionUnderlyingPrice": null,

                            "settledPrice": null,

                            "timestamp": "2018-10-23T08:33:01.866Z",

                            "high": 3.79e-06,

                            "low": 3.64e-06,

                            "close": 3.69e-06,

                            "preclose": 3.77e-06,

                            "bid": 3.68e-06,

                            "ask": 3.69e-06,

                            "base_volume": 568880,

                            "sys_time": "2018-10-23 16:33:04",

                            "date": "20181023"

                        },]

                }

            ]

        

        ### Depth:  /api/depth

            参数：

                exchange: 交易所  str 

                symbol: 交易对，可以多个，以逗号分隔  str

                limit:  条数,默认100条  str

                format: 返回数据格式, 默认API格式， （json:  json格式， api:   api格式）  str

        

            http://52.194.88.72:8002/api/depth?exchange=binance&symbol=ADABTC&limit=10

            [

                {

                    "binance_ADABTC_depth": [

                        {

                            "_id": "95474933",

                            "last_ID": 95474933,

                            "bids": [

                                [

                                    1.004e-05,

                                    1.004e-05

                                ],

                                [

                                    1.003e-05,

                                    1.003e-05

                                ],

                                [

                                    1.002e-05,

                                    1.002e-05

                                ],

                                [

                                    1.001e-05,

                                    1.001e-05

                                ],

                                [

                                    1e-05,

                                    1e-05

                                ],

                                [

                                    9.99e-06,

                                    9.99e-06

                                ],

                                [

                                    9.98e-06,

                                    9.98e-06

                                ],

                                [

                                    9.97e-06,

                                    9.97e-06

                                ],

                                [

                                    9.96e-06,

                                    9.96e-06

                                ],

                                [

                                    9.95e-06,

                                    9.95e-06

                                ],

                                [

                                    9.94e-06,

                                    9.94e-06

                                ],

                                [

                                    9.93e-06,

                                    9.93e-06

                                ],

                                [

                                    9.92e-06,

                                    9.92e-06

                                ],

                                [

                                    9.91e-06,

                                    9.91e-06

                                ],

                                [

                                    9.9e-06,

                                    9.9e-06

                                ],

                                [

                                    9.89e-06,

                                    9.89e-06

                                ],

                                [

                                    9.88e-06,

                                    9.88e-06

                                ],

                                [

                                    9.87e-06,

                                    9.87e-06

                                ],

                                [

                                    9.86e-06,

                                    9.86e-06

                                ],

                                [

                                    9.85e-06,

                                    9.85e-06

                                ]

                            ],

                            "asks": [

                                [

                                    1.006e-05,

                                    1.006e-05

                                ],

                                [

                                    1.007e-05,

                                    1.007e-05

                                ],

                                [

                                    1.008e-05,

                                    1.008e-05

                                ],

                                [

                                    1.009e-05,

                                    1.009e-05

                                ],

                                [

                                    1.01e-05,

                                    1.01e-05

                                ],

                                [

                                    1.011e-05,

                                    1.011e-05

                                ],

                                [

                                    1.012e-05,

                                    1.012e-05

                                ],

                                [

                                    1.013e-05,

                                    1.013e-05

                                ],

                                [

                                    1.014e-05,

                                    1.014e-05

                                ],

                                [

                                    1.015e-05,

                                    1.015e-05

                                ],

                                [

                                    1.016e-05,

                                    1.016e-05

                                ],

                                [

                                    1.017e-05,

                                    1.017e-05

                                ],

                                [

                                    1.018e-05,

                                    1.018e-05

                                ],

                                [

                                    1.019e-05,

                                    1.019e-05

                                ],

                                [

                                    1.02e-05,

                                    1.02e-05

                                ],

                                [

                                    1.021e-05,

                                    1.021e-05

                                ],

                                [

                                    1.022e-05,

                                    1.022e-05

                                ],

                                [

                                    1.023e-05,

                                    1.023e-05

                                ],

                                [

                                    1.024e-05,

                                    1.024e-05

                                ],

                                [

                                    1.025e-05,

                                    1.025e-05

                                ]

                            ],

                            "date": "20180918",

                            "sys_time": "2018-09-18 09:09:45"

                        },]

                }

            ]

        

        

        ### Order:  /api/order

            参数：

                exchange: 交易所  str 

                symbol: 交易对，可以多个，以逗号分隔  str

                limit:  条数,默认100条  str

                format: 返回数据格式, 默认API格式， （json:  json格式， api:   api格式）  str

            http://52.194.88.72:8002/api/order?exchange=binance&symbol=ADABTC&limit=10

            [

                {

                    "binance_ADABTC_order": [

                        {

                            "_id": "1537232981738",

                            "time_stamp": 1537232981738,

                            "first_ID": "95474920",

                            "last_ID": "95474920",

                            "bids": [],

                            "asks": [

                                [

                                    1.055e-05,

                                    1.055e-05

                                ]

                            ],

                            "exchange_time": "2018-09-18 01:09:41.000000",

                            "date": "20180918",

                            "sys_time": "2018-09-18 09:09:41"

                        },]

                }

            ]

        

        

        ### Trade:  /api/trade

            参数：

                exchange: 交易所  str 

                symbol: 交易对，可以多个，以逗号分隔  str

                limit:  条数,默认100条  str

                format: 返回数据格式, 默认API格式， （json:  json格式， api:   api格式）  str

            http://52.194.88.72:8002/api/trade?exchange=binance&symbol=ADABTC&limit=10

            [

                {

                    "binance_ADABTC_trade": [

                        {

                            "_id": "14793414",

                            "time_stamp": 1537232982570,

                            "order": "null",

                            "type": "null",

                            "side": "buy",

                            "taker_or_maker": "null",

                            "price": 1.006e-05,

                            "amount": 6.0,

                            "cost": 6.036e-05,

                            "fee_cost": 0.0,

                            "fee_currency": "null",

                            "fee_rate": 0.0,

                            "exchange_time": "2018-09-18 01:09:42.000000",

                            "date": "20180918",

                            "sys_time": "2018-09-18 09:09:42"

                        },]

                }

            ]

        

        

        ## Ccwt_client: ccwt_web客户端:

            下载ccwt_client包：pip install ccwt_client，下载过的可进行更新 pip install ccwt_client -U

        

        ### Ccwt_client.core.py

            Cli.tieker(**kwargs):

            from ccwt_client.core import cli

            params = {

                    'exchange': 'bitmex', 'symbol': 'XBTUSD', 'limit': '1'

                }

            res = cli.ticker(**params)

            print(res)

            [{'bitmex_XBTUSD_ticker': [{'_id': '2018-10-23T08:20:16.103Z', 'symbol': 'XBTUSD', 'rootSymbol': 'XBT', 'state': 'Open', 'typ': 'FFWCSX', 'listing': '2016-05-13T12:00:00.000Z', 'front': '2016-05-13T12:00:00.000Z', 'expiry': None, 'settle': None, 'relistInterval': None, 'inverseLeg': '', 'sellLeg': '', 'buyLeg': '', 'optionStrikePcnt': None, 'optionStrikeRound': None, 'optionStrikePrice': None, 'optionMultiplier': None, 'positionCurrency': 'USD', 'underlying': 'XBT', 'quoteCurrency': 'USD', 'underlyingSymbol': 'XBT=', 'reference': 'BMEX', 'referenceSymbol': '.BXBT', 'calcInterval': None, 'publishInterval': None, 'publishTime': None, 'maxOrderQty': 10000000, 'maxPrice': 1000000, 'lotSize': 1, 'tickSize': 0.5, 'multiplier': -100000000, 'settlCurrency': 'XBt', 'underlyingToPositionMultiplier': None, 'underlyingToSettleMultiplier': -100000000, 'quoteToSettleMultiplier': None, 'isQuanto': False, 'isInverse': True, 'initMargin': 0.01, 'maintMargin': 0.005, 'riskLimit': 20000000000, 'riskStep': 10000000000, 'limit': None, 'capped': False, 'taxed': True, 'deleverage': True, 'makerFee': -0.00025, 'takerFee': 0.00075, 'settlementFee': 0, 'insuranceFee': 0, 'fundingBaseSymbol': '.XBTBON8H', 'fundingQuoteSymbol': '.USDBON8H', 'fundingPremiumSymbol': '.XBTUSDPI8H', 'fundingTimestamp': '2018-10-23T12:00:00.000Z', 'fundingInterval': '2000-01-01T08:00:00.000Z', 'fundingRate': 0.0001, 'indicativeFundingRate': 0.0001, 'rebalanceTimestamp': None, 'rebalanceInterval': None, 'openingTimestamp': '2018-10-23T08:00:00.000Z', 'closingTimestamp': '2018-10-23T09:00:00.000Z', 'sessionInterval': '2000-01-01T01:00:00.000Z', 'limitDownPrice': None, 'limitUpPrice': None, 'bankruptLimitDownPrice': None, 'bankruptLimitUpPrice': None, 'prevTotalVolume': 866877370056, 'totalVolume': 866879525586, 'volume24h': 584437921, 'prevTotalTurnover': 11862857877788048, 'totalTurnover': 11862891578522378, 'turnover': 33700734329, 'turnover24h': 9131853536643, 'homeNotional24h': 91318.53536643005, 'foreignNotional24h': 584437921, 'prevPrice24h': 6403, 'vwap': 6400, 'lastPriceProtected': 6396.3157, 'lastTickDirection': 'ZeroPlusTick', 'lastChangePcnt': -0.001, 'midPrice': 6396.25, 'impactBidPrice': 6395.9066, 'impactMidPrice': 6396, 'impactAskPrice': 6396.3157, 'hasLiquidity': True, 'openInterest': 763308087, 'openValue': 11930505399810, 'fairMethod': 'FundingRate', 'fairBasisRate': 0.1095, 'fairBasis': 0.29, 'fairPrice': 6397.95, 'markMethod': 'FairPrice', 'markPrice': 6397.95, 'indicativeTaxRate': 0, 'indicativeSettlePrice': 6397.66, 'optionUnderlyingPrice': None, 'settledPrice': None, 'timestamp': '2018-10-23T08:20:16.103Z', 'high': 6423, 'low': 6369, 'close': 6396.5, 'preclose': 6399.85, 'bid': 6396, 'ask': 6396.5, 'base_volume': 2155330, 'sys_time': '2018-10-23 16:20:19', 'date': '20181023', 'volume': 2155530}], 'cached': False}]

        

        ### Cli.kline(**kwargs):

        

            from ccwt_client.core import cli

            params = {

                    'exchange': 'bitmex', 'symbol': 'XBTUSD', 'limit': '1'

                }

            res = cli.kline(**params)

            print(res)

            [{'bitmex_XBTUSD_kline_1m': [{'_id': '1540369140.0', 'close': 6437.5, 'open': 6438.0, 'count': 13, 'turnover': 776697187, 'sys_time': '2018-10-24 08:19:15', 'time_stamp': '2018-10-24T08:19:00', 'low': 6437.5, 'date': 20181024, 'foreign_notional': None, 'high': 6438.0, 'last_size': 556, 'exchange_time': '2018-10-24 08:19:00.000000', 'volume': 50003.0, 'vwap': 6437.9064, 'home_notional': None}], 'cached': False}]

        

        

        ### Cli.depth(**kwargs):

            from ccwt_client.core import cli

            params = {

                    'exchange': 'binance', 'symbol': 'ZILBTC', 'limit': '1'

                }

            res = cli.depth(**params)

            print(res)

            [{'binance_ZILBTC_depth': [{'_id': '53744627', 'last_ID': 53744627, 'bids': [[4.97e-06, 4.97e-06], [4.95e-06, 4.95e-06], [4.94e-06, 4.94e-06], [4.93e-06, 4.93e-06], [4.92e-06, 4.92e-06], [4.91e-06, 4.91e-06], [4.9e-06, 4.9e-06], [4.89e-06, 4.89e-06], [4.88e-06, 4.88e-06], [4.87e-06, 4.87e-06], [4.86e-06, 4.86e-06], [4.85e-06, 4.85e-06], [4.84e-06, 4.84e-06], [4.83e-06, 4.83e-06], [4.82e-06, 4.82e-06], [4.81e-06, 4.81e-06], [4.8e-06, 4.8e-06], [4.79e-06, 4.79e-06], [4.78e-06, 4.78e-06], [4.77e-06, 4.77e-06]], 'asks': [[4.98e-06, 4.98e-06], [4.99e-06, 4.99e-06], [5e-06, 5e-06], [5.01e-06, 5.01e-06], [5.02e-06, 5.02e-06], [5.03e-06, 5.03e-06], [5.04e-06, 5.04e-06], [5.05e-06, 5.05e-06], [5.06e-06, 5.06e-06], [5.07e-06, 5.07e-06], [5.08e-06, 5.08e-06], [5.09e-06, 5.09e-06], [5.1e-06, 5.1e-06], [5.11e-06, 5.11e-06], [5.12e-06, 5.12e-06], [5.13e-06, 5.13e-06], [5.14e-06, 5.14e-06], [5.15e-06, 5.15e-06], [5.16e-06, 5.16e-06], [5.17e-06, 5.17e-06]], 'date': '20180918', 'sys_time': '2018-09-18 09:09:44'}], 'cached': False}]

        

        ### Cli.order(**kwargs):

            from ccwt_client.core import cli

            params = {

                    'exchange': 'binance', 'symbol': 'ZILBTC', 'limit': '1'

                }

            res = cli.order(**params)

            print(res)

            [{'binance_ZILBTC_order': [{'_id': '1537232981739', 'time_stamp': 1537232981739, 'first_ID': '53744625', 'last_ID': '53744625', 'bids': [[4.91e-06, 4.91e-06]], 'asks': [], 'exchange_time': '2018-09-18 01:09:41.000000', 'date': '20180918', 'sys_time': '2018-09-18 09:09:42'}], 'cached': False}]

        

        ### Cli.trade(**kwargs):

            from ccwt_client.core import cli

            params = {

                    'exchange': 'binance', 'symbol': 'ZILBTC', 'limit': '1'

                }

            res = cli.trade(**params)

            print(res)

            [{'binance_ZILBTC_trade': [{'_id': '5014013', 'time_stamp': 1537232986458, 'order': 'null', 'type': 'null', 'side': 'buy', 'taker_or_maker': 'null', 'price': 4.98e-06, 'amount': 4254.0, 'cost': 0.02118492, 'fee_cost': 0.0, 'fee_currency': 'null', 'fee_rate': 0.0, 'exchange_time': '2018-09-18 01:09:46.000000', 'date': '20180918', 'sys_time': '2018-09-18 09:09:46'}], 'cached': False}]

        

        

        ## Ccwt_client.core_feed.py:

            数据格式支持pyalgotrade框架

            feed = Feed(bar.Frequency.SECOND)

            “””

                SECOND = 1

                MINUTE = 60

                HOUR = 60*60

                DAY = 24*60*60

                WEEK = 24*60*60*7

                MONTH = 24*60*60*31

            “””

        

            feed.loadBars("bitmex_XBTUSD")  

        

            数据格式：

            __slots__ = (

                '__dateTime',

                '__open',

                '__close',

                '__high',

                '__low',

                '__volume',

                '__adjClose',

                '__frequency',

                '__useAdjustedValue',

                '__extra',

            )

        

            [[datetime.datetime(2018, 10, 23, 8, 20, 58, 136000), 6399.85, 6423, 6369, 6396, 2155330, None, 1], [datetime.datetime(2018, 10, 23, 8, 20, 16, 103000), 6399.85, 6423, 6369, 6396.5, 2155330, None, 1], [datetime.datetime(2018, 10, 23, 7, 19, 9, 591000), 6399.85, 6423, 6369, 6401.5, 6151444, None, 1],]

        

        ##　０.8更新

            feed数据增加future_ticker/future_kline, future_index, future_this_week_ticker/future_this_week_kline

            future_next_week_tickeer/future_next_week_kline, future_quarter_ticker/future_quarter_kline

        

        ## 0.9更新

            修改请求默认超时时间 __DEFAULT_TIMEOUT = 90

            bar数据补充，根据ticker kline的频率补充，无数据则填充前一条数据

            
Platform: UNKNOWN
Classifier: License :: OSI Approved :: Apache Software License
Classifier: Development Status :: 5 - Production/Stable
Classifier: Intended Audience :: Developers
Classifier: Programming Language :: Python
Classifier: Programming Language :: Python :: 2.7
Classifier: Programming Language :: Python :: 3.6
Classifier: Topic :: Software Development :: Libraries :: Python Modules
Description-Content-Type: text/markdown
