Package: ccwt-client
$ pip install ccwt_clientpython setup.py sdist buildtwine upload dist/*## 1.0更新修改请求默认超时时间 __DEFAULT_TIMEOUT = 90future_index指数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## 0.9更新修改请求默认超时时间 __DEFAULT_TIMEOUT = 90bar数据补充，根据ticker kline的频率补充，无数据则填充前一条数据##　０.8更新feed数据增加future_ticker/future_kline, future_index, future_this_week_ticker/future_this_week_klinefuture_next_week_tickeer/future_next_week_kline, future_quarter_ticker/future_quarter_kline#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  strsymbol: 交易对，可以多个，以逗号分隔  strtime_frame:  时间范围（1m、1d，1w, 1M），默认1m  strlimit:  条数,默认100条  strformat: 返回数据格式, 默认API格式， （json:  json格式， api:   api格式）  strhttp://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  strsymbol: 交易对，可以多个，以逗号分隔  strlimit:  条数,默认100条  strformat: 返回数据格式, 默认API格式， （json:  json格式， api:   api格式）  strhttp://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  strsymbol: 交易对，可以多个，以逗号分隔  strlimit:  条数,默认100条  strformat: 返回数据格式, 默认API格式， （json:  json格式， api:   api格式）  strhttp://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  strsymbol: 交易对，可以多个，以逗号分隔  strlimit:  条数,默认100条  strformat: 返回数据格式, 默认API格式， （json:  json格式， api:   api格式）  strhttp://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  strsymbol: 交易对，可以多个，以逗号分隔  strlimit:  条数,默认100条  strformat: 返回数据格式, 默认API格式， （json:  json格式， api:   api格式）  strhttp://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.pyCli.tieker(**kwargs):from ccwt_client.core import cliparams = {'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 cliparams = {'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 cliparams = {'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 cliparams = {'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 cliparams = {'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 = 1MINUTE = 60HOUR = 60*60DAY = 24*60*60WEEK = 24*60*60*7MONTH = 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],]Platform: UNKNOWNClassifier: License :: OSI Approved :: Apache Software LicenseClassifier: Development Status :: 5 - Production/StableClassifier: Intended Audience :: DevelopersClassifier: Programming Language :: PythonClassifier: Programming Language :: Python :: 2.7Classifier: Programming Language :: Python :: 3.6Classifier: Topic :: Software Development :: Libraries :: Python ModulesDescription-Content-Type: text/markdown