Binance_interface APP 币本位合约交易-市价单开仓
量化交易研究群(VX) = py_ted
目录
1. APP 币本位合约交易-市价单开仓函数总览
| 方法 | 解释 |
|---|---|
| open_market | 市价单开仓 |
2. 模型实例化
from binance_interface.app import BinanceCM
from pprint import pprint
# 转发：需搭建转发服务器，可参考：https://github.com/pyted/binance_resender
proxy_host = None
key = 'xxxx'
secret = 'xxxx'
binanceCM = BinanceCM(
key=key, secret=secret,
proxy_host=proxy_host
)
trade = binanceCM.trade
3. 同步 市价开仓
open_market3 = trade.open_market(
symbol='ETHUSD_PERP', # 产品
marginType='ISOLATED', # 保证金模式 ISOLATED: 逐仓 CROSSED: 全仓
positionSide='LONG', # 持仓方向 LONG: 多单 SHORT: 空单
leverage=1, # 杠杆
openMoney=0.01, # 开仓金额(货币数量) 开仓金额openMoney和开仓数量quantity必须输入其中一个 优先级：quantity > openMoney
# quantity=1, # 开仓数量（合约张数）
newClientOrderId='', # 客户自定义订单ID
)
pprint(open_market3)
输出：
>>> {'cancel_result': None,
>>> 'error_result': None,
>>> 'func_param': {'callback': None,
>>> 'cancel': True,
>>> 'delay': 0.2,
>>> 'errorback': None,
>>> 'leverage': 1,
>>> 'marginType': 'ISOLATED',
>>> 'meta': {},
>>> 'newClientOrderId': '',
>>> 'newThread': False,
>>> 'openMoney': 0.01,
>>> 'positionSide': 'LONG',
>>> 'quantity': None,
>>> 'symbol': 'ETHUSD_PERP',
>>> 'timeout': 60},
>>> 'get_order_result': {'code': 200,
>>> 'data': {'avgPrice': '2191.19',
>>> 'clientOrderId': 'PY26WTMO0DlARJIK0fV5y2',
>>> 'closePosition': False,
>>> 'cumBase': '0.00912746',
>>> 'executedQty': '2',
>>> 'orderId': 70558910259,
>>> 'origQty': '2',
>>> 'origType': 'MARKET',
>>> 'pair': 'ETHUSD',
>>> 'positionSide': 'LONG',
>>> 'price': '0',
>>> 'priceProtect': False,
>>> 'reduceOnly': False,
>>> 'side': 'BUY',
>>> 'status': 'FILLED',
>>> 'stopPrice': '0',
>>> 'symbol': 'ETHUSD_PERP',
>>> 'time': 1706200083431,
>>> 'timeInForce': 'GTC',
>>> 'type': 'MARKET',
>>> 'updateTime': 1706200083431,
>>> 'workingType': 'CONTRACT_PRICE'},
>>> 'msg': ''},
>>> 'meta': {},
>>> 'request_param': {'newClientOrderId': '',
>>> 'positionSide': 'LONG',
>>> 'quantity': '2',
>>> 'side': 'BUY',
>>> 'symbol': 'ETHUSD_PERP',
>>> 'type': 'MARKET'},
>>> 'set_order_result': {'code': 200,
>>> 'data': {'avgPrice': '0.00',
>>> 'clientOrderId': 'PY26WTMO0DlARJIK0fV5y2',
>>> 'closePosition': False,
>>> 'cumBase': '0',
>>> 'cumQty': '0',
>>> 'executedQty': '0',
>>> 'orderId': 70558910259,
>>> 'origQty': '2',
>>> 'origType': 'MARKET',
>>> 'pair': 'ETHUSD',
>>> 'positionSide': 'LONG',
>>> 'price': '0',
>>> 'priceProtect': False,
>>> 'reduceOnly': False,
>>> 'side': 'BUY',
>>> 'status': 'NEW',
>>> 'stopPrice': '0',
>>> 'symbol': 'ETHUSD_PERP',
>>> 'timeInForce': 'GTC',
>>> 'type': 'MARKET',
>>> 'updateTime': 1706200083431,
>>> 'workingType': 'CONTRACT_PRICE'},
>>> 'msg': ''},
>>> 'status': 'FILLED',
>>> 'symbol': 'ETHUSD_PERP'}
4. 同步 市价开仓 回调函数
# 执行成功回调
def callback4(information):
print('callback')
pprint(information)
# 执行错误回调
def errorback4(information):
print('errorback')
pprint(information)
# 设置callback与errorback
open_market4 = trade.open_market(
symbol='ETHUSD_PERP', # 产品
marginType='ISOLATED', # 保证金模式 ISOLATED: 逐仓 CROSSED: 全仓
positionSide='LONG', # 持仓方向 LONG: 多单 SHORT: 空单
leverage=1, # 杠杆
openMoney=0.01, # 开仓金额(货币数量) 开仓金额openMoney和开仓数量quantity必须输入其中一个 优先级：quantity > openMoney
# quantity=1, # 开仓数量（合约张数）
newClientOrderId='', # 客户自定义订单ID
meta={
}, # 向回调函数中传递的参数字典
callback=callback4, # 开仓成功触发的回调函数
errorback=errorback4, # 开仓失败触发的回调函数
)
输出：
>>> callback
>>> {'cancel_result': None,
>>> 'error_result': None,
>>> 'func_param': {'callback': <function callback4 at 0x7fc8988d3b80>,
>>> 'cancel': True,
>>> 'delay': 0.2,
>>> 'errorback': <function errorback4 at 0x7fc8988d3790>,
>>> 'leverage': 1,
>>> 'marginType': 'ISOLATED',
>>> 'meta': {},
>>> 'newClientOrderId': '',
>>> 'newThread': False,
>>> 'openMoney': 0.01,
>>> 'positionSide': 'LONG',
>>> 'quantity': None,
>>> 'symbol': 'ETHUSD_PERP',
>>> 'timeout': 60},
>>> 'get_order_result': {'code': 200,
>>> 'data': {'avgPrice': '2190.78',
>>> 'clientOrderId': 'WzQxgQCEEyIQn5agfAJJzz',
>>> 'closePosition': False,
>>> 'cumBase': '0.00912916',
>>> 'executedQty': '2',
>>> 'orderId': 70558966251,
>>> 'origQty': '2',
>>> 'origType': 'MARKET',
>>> 'pair': 'ETHUSD',
>>> 'positionSide': 'LONG',
>>> 'price': '0',
>>> 'priceProtect': False,
>>> 'reduceOnly': False,
>>> 'side': 'BUY',
>>> 'status': 'FILLED',
>>> 'stopPrice': '0',
>>> 'symbol': 'ETHUSD_PERP',
>>> 'time': 1706200114709,
>>> 'timeInForce': 'GTC',
>>> 'type': 'MARKET',
>>> 'updateTime': 1706200114709,
>>> 'workingType': 'CONTRACT_PRICE'},
>>> 'msg': ''},
>>> 'meta': {},
>>> 'request_param': {'newClientOrderId': '',
>>> 'positionSide': 'LONG',
>>> 'quantity': '2',
>>> 'side': 'BUY',
>>> 'symbol': 'ETHUSD_PERP',
>>> 'type': 'MARKET'},
>>> 'set_order_result': {'code': 200,
>>> 'data': {'avgPrice': '0.00',
>>> 'clientOrderId': 'WzQxgQCEEyIQn5agfAJJzz',
>>> 'closePosition': False,
>>> 'cumBase': '0',
>>> 'cumQty': '0',
>>> 'executedQty': '0',
>>> 'orderId': 70558966251,
>>> 'origQty': '2',
>>> 'origType': 'MARKET',
>>> 'pair': 'ETHUSD',
>>> 'positionSide': 'LONG',
>>> 'price': '0',
>>> 'priceProtect': False,
>>> 'reduceOnly': False,
>>> 'side': 'BUY',
>>> 'status': 'NEW',
>>> 'stopPrice': '0',
>>> 'symbol': 'ETHUSD_PERP',
>>> 'timeInForce': 'GTC',
>>> 'type': 'MARKET',
>>> 'updateTime': 1706200114709,
>>> 'workingType': 'CONTRACT_PRICE'},
>>> 'msg': ''},
>>> 'status': 'FILLED',
>>> 'symbol': 'ETHUSD_PERP'}
5. 异步 市价开仓（购买）回调函数
# 执行成功回调
def callback5(information):
print('thread callback')
pprint(information)
# 执行错误回调
def errorback5(information):
print('thread errorback')
pprint(information)
# 设置newThread=True
open_market5 = trade.open_market(
symbol='ETHUSD_PERP', # 产品
marginType='ISOLATED', # 保证金模式 ISOLATED: 逐仓 CROSSED: 全仓
positionSide='LONG', # 持仓方向 LONG: 多单 SHORT: 空单
leverage=1, # 杠杆
openMoney=0.01, # 开仓金额(货币数量) 开仓金额openMoney和开仓数量quantity必须输入其中一个 优先级：quantity > openMoney
# quantity=1, # 开仓数量（合约张数）
newClientOrderId='', # 客户自定义订单ID
callback=callback5, # 开仓成功触发的回调函数
errorback=errorback5, # 开仓失败触发的回调函数
newThread=True, # 是否开启一个新的线程维护这个订单
)
print(open_market5)
print('-' * 30)
输出：
>>> <Thread(Thread-5, started 123145698799616)>
>>> ------------------------------
>>> thread callback
>>> {'cancel_result': None,
>>> 'error_result': None,
>>> 'func_param': {'callback': <function callback5 at 0x7ff9307379d0>,
>>> 'cancel': True,
>>> 'delay': 0.2,
>>> 'errorback': <function errorback5 at 0x7ff961825ca0>,
>>> 'leverage': 1,
>>> 'marginType': 'ISOLATED',
>>> 'meta': {},
>>> 'newClientOrderId': '',
>>> 'newThread': True,
>>> 'openMoney': 0.01,
>>> 'positionSide': 'LONG',
>>> 'quantity': None,
>>> 'symbol': 'ETHUSD_PERP',
>>> 'timeout': 60},
>>> 'get_order_result': {'code': 200,
>>> 'data': {'avgPrice': '2191.38',
>>> 'clientOrderId': 'BJShTZRtigQoTiFFKPeasy',
>>> 'closePosition': False,
>>> 'cumBase': '0.00912666',
>>> 'executedQty': '2',
>>> 'orderId': 70559081963,
>>> 'origQty': '2',
>>> 'origType': 'MARKET',
>>> 'pair': 'ETHUSD',
>>> 'positionSide': 'LONG',
>>> 'price': '0',
>>> 'priceProtect': False,
>>> 'reduceOnly': False,
>>> 'side': 'BUY',
>>> 'status': 'FILLED',
>>> 'stopPrice': '0',
>>> 'symbol': 'ETHUSD_PERP',
>>> 'time': 1706200213011,
>>> 'timeInForce': 'GTC',
>>> 'type': 'MARKET',
>>> 'updateTime': 1706200213011,
>>> 'workingType': 'CONTRACT_PRICE'},
>>> 'msg': ''},
>>> 'meta': {},
>>> 'request_param': {'newClientOrderId': '',
>>> 'positionSide': 'LONG',
>>> 'quantity': '2',
>>> 'side': 'BUY',
>>> 'symbol': 'ETHUSD_PERP',
>>> 'type': 'MARKET'},
>>> 'set_order_result': {'code': 200,
>>> 'data': {'avgPrice': '0.00',
>>> 'clientOrderId': 'BJShTZRtigQoTiFFKPeasy',
>>> 'closePosition': False,
>>> 'cumBase': '0',
>>> 'cumQty': '0',
>>> 'executedQty': '0',
>>> 'orderId': 70559081963,
>>> 'origQty': '2',
>>> 'origType': 'MARKET',
>>> 'pair': 'ETHUSD',
>>> 'positionSide': 'LONG',
>>> 'price': '0',
>>> 'priceProtect': False,
>>> 'reduceOnly': False,
>>> 'side': 'BUY',
>>> 'status': 'NEW',
>>> 'stopPrice': '0',
>>> 'symbol': 'ETHUSD_PERP',
>>> 'timeInForce': 'GTC',
>>> 'type': 'MARKET',
>>> 'updateTime': 1706200213011,
>>> 'workingType': 'CONTRACT_PRICE'},
>>> 'msg': ''},
>>> 'status': 'FILLED',
>>> 'symbol': 'ETHUSD_PERP'}
