BotVS开发基础—2.1 账户、行情、K线、深度

代码

import json
def main():
    Log("账号信息：", exchange.GetAccount()); #
    Log("K 线数据：", exchange.GetRecords()); # 获取K线数据，已成交的记录
    Log("行情数据：", exchange.GetTicker());  # 返回行情数据，未成交的挂单
    Log("深度数据：", exchange.GetDepth());   # 返回市场深度数据
    
    depth = exchanges[0].GetDepth();    # 获取市场深度
    Log("depth:", depth);                   # 日志输出显示
    Log(exchanges[0].GetAccount());         # 输出 吃单前的 账户信息
    buyPrice = depth.Asks[0].Price;     # 设置吃卖单的价格，即卖一，
                                      # 有时为确保吃单成功，这样处理：var buyPrice = depth.Asks[0].Price + slidePrice;
    buyAmount = depth.Asks[0].Amount;   # 吃卖单的量
    exchanges[0].Buy(buyPrice, buyAmount);  # 执行买入操作， 吃掉卖一 这个单子
    Log(exchanges[0].GetAccount());         # 显示买入后的  账户信息，对比初始账户信息。可以对比出 买入操作的成交的数量。

返回

账号信息： {'Balance': 1000000.0, 'Stocks': 3.0, 'FrozenBalance': 0.0, 'FrozenStocks': 0.0}
 
K 线数据
[
    {
        "Volume":50.980000000000004,
        "High":17997,
        "Low":17961,
        "Time":1498823400000,
        "Close":17996,
        "Open":17961
    },
    {
        "Volume":7.89,
        "High":17990,
        "Low":17958,
        "Time":1498823700000,
        "Close":17958,
        "Open":17990
    },
    {
        "Volume":11.03,
        "High":17969.63,
        "Low":17950,
        "Time":1498824000000,
        "Close":17950,
        "Open":17958
    }
]
 
行情数据
{
    "Sell":18022.81,
    "Volume":4.56,
    "Buy":18022.79,
    "Last":18022.8,
    "High":18022.81,
    "Time":1498838400800,
    "Low":18022.79
}
 
深度数据
{
    "Bids":[
        {
            "Price":18022.79, "Amount":15
        },
        {
            "Price":18022.78, "Amount":15
        },
        {
            "Price":18022.77, "Amount":15
        },
        {
            "Price":18022.76, "Amount":15
        },
        {
            "Price":18022.75, "Amount":15
        },
        {
            "Price":18022.74, "Amount":15
        },
        {
            "Price":18022.73, "Amount":15
        },
        {
            "Price":18022.72, "Amount":15
        },
        {
            "Price":18022.71, "Amount":15
        },
        {
            "Price":18022.7, "Amount":15
        },
        {
            "Price":18022.69, "Amount":15
        }
    ],
    "Asks":[
        {
            "Price":18022.81, "Amount":15
        },
        {
            "Price":18022.82, "Amount":15
        },
        {
            "Price":18022.83, "Amount":15
        },
        {
            "Price":18022.84, "Amount":15
        },
        {
            "Price":18022.85, "Amount":15
        },
        {
            "Price":18022.86, "Amount":15
        },
        {
            "Price":18022.87, "Amount":15
        },
        {
            "Price":18022.88, "Amount":15
        },
        {
            "Price":18022.89, "Amount":15
        },
        {
            "Price":18022.9, "Amount":15
        },
        {
            "Price":18022.91, "Amount":15
        }
    ]
}