hbdmapi / huobi_futures_Python

An Asynchronous Event-driven High-frequency Trading System,huobi future,huobi coin margined swap, huobi usdt margined swap included.
MIT License
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交易系统功能需求征集Collections of trading system futures #11

Closed foonsun closed 3 years ago

foonsun commented 4 years ago

我们的系统目前已经基本完成了API的集成,新的功能也开始面向大家征集,哪些是您迫切需要的功能?请详述您需要的功能,下一个版本也许就会包括您的功能需求! Our system has basically completed the API integration, and new functions have begun to be solicited for everyone. Which functions do you need urgently? Please elaborate on the features you need, the next version may include your features!

foonsun commented 4 years ago
igkoh commented 4 years ago
  1. Open interests for futures and swap and options
  2. Greek delta(d Price(P)/d Underlying Asset(AS), gamma(dd P/d AS/d AS), theta(d P/d Time), vega(d P/d Implied Volatility(IV)) and rho(d P/d Interest rate) for coming release of option where d = derivative. It is time consuming for each of us to compute from Black-Scholes equation individually.
xiaopuLee commented 3 years ago

1)数据库存储 2)使用talib进行一些策略编写

aoquant commented 3 years ago

初始化怎样获取资产asset?

foonsun commented 3 years ago

1、只要配置了asset_callback,就可以获取到asset的,类似position_callback, order_callback。要确认的确是有资产的。 2、asset在self.trader.assets 属性里,可以看实际的asset取值范围是多少。

navin notifications@github.com 于2020年11月12日周四 下午8:20写道:

初始化怎样获取资产asset?

— You are receiving this because you authored the thread. Reply to this email directly, view it on GitHub https://github.com/hbdmapi/huobi_futures_Python/issues/11#issuecomment-726044012, or unsubscribe https://github.com/notifications/unsubscribe-auth/ABRSHVC2YV5OFMM3EX3N5ZTSPPHHRANCNFSM4PH4LF2Q .

aoquant commented 3 years ago

1、只要配置了asset_callback,就可以获取到asset的,类似position_callback, order_callback。要确认的确是有资产的。 2、asset在self.trader.assets 属性里,可以看实际的asset取值范围是多少。 navin notifications@github.com 于2020年11月12日周四 下午8:20写道: 初始化怎样获取资产asset? — You are receiving this because you authored the thread. Reply to this email directly, view it on GitHub <#11 (comment)>, or unsubscribe https://github.com/notifications/unsubscribe-auth/ABRSHVC2YV5OFMM3EX3N5ZTSPPHHRANCNFSM4PH4LF2Q .

感谢!但是还是不行。 self.trader.assets获取的是{}空值 self.trader.assets()返回TypeError: 'dict' object is not callable错误,发现他已经传到了swap,而我的trader是huobifuture

foonsun commented 3 years ago

可以在 config.json文件里,把log level调整成"DEBUG"模式下打印下所有log。第一次的话不一定能获取到assets,assets是订阅后推送的。

navin notifications@github.com 于2020年11月12日周四 下午8:39写道:

1、只要配置了asset_callback,就可以获取到asset的,类似position_callback, order_callback。要确认的确是有资产的。 2、asset在self.trader.assets 属性里,可以看实际的asset取值范围是多少。 navin notifications@github.com 于2020年11月12日周四 下午8:20写道: … <#m2346280878498312324> 初始化怎样获取资产asset? — You are receiving this because you authored the thread. Reply to this email directly, view it on GitHub <#11 (comment) https://github.com/hbdmapi/huobi_futures_Python/issues/11#issuecomment-726044012>, or unsubscribe https://github.com/notifications/unsubscribe-auth/ABRSHVC2YV5OFMM3EX3N5ZTSPPHHRANCNFSM4PH4LF2Q .

感谢!但是还是不行。 self.trader.assets获取的是{}空值 self.trader.assets()返回TypeError: 'dict' object is not callable错误,发现他已经传到了swap,而我的trader是huobifuture

— You are receiving this because you authored the thread. Reply to this email directly, view it on GitHub https://github.com/hbdmapi/huobi_futures_Python/issues/11#issuecomment-726052788, or unsubscribe https://github.com/notifications/unsubscribe-auth/ABRSHVGLET4ZKXHF7LQGJTTSPPJONANCNFSM4PH4LF2Q .

foonsun commented 3 years ago

1)数据库存储 2)使用talib进行一些策略编写

数据库存储,已经接入mongodb支持;例子会尽快补充上;

foonsun commented 3 years ago
foonsun commented 3 years ago
xiaoluoabc123 commented 3 years ago

例子不完整啊,self.last_kline.update,last_kline,在哪呢?

xiaoluoabc123 commented 3 years ago

另外没有请求kline的模块

yaniszhang commented 3 years ago

竟然还在更新, 良心啊

foonsun commented 3 years ago

另外没有请求kline的模块 @xiaoluoabc123 kline数据入mongodb库例子已经添加: https://github.com/hbdmapi/huobi_futures_Python/tree/master/examples/kline_to_mongo

foonsun commented 3 years ago

竟然还在更新, 良心啊

更新不易,多谢~

musicalgainz commented 3 years ago

Love your work, can you add huobi spot? That way this repo would be complete for all instruments on Huobi. Thank you

foonsun commented 3 years ago

Love your work, can you add huobi spot? That way this repo would be complete for all instruments on Huobi. Thank you

thanks for your advice.

jandykwan commented 3 years ago

希望可以支持多货币对同时交易。我看代码里面一个HuobiFutureTrade绑定了一个symbol。 如果可以支持多个symbol就更好了。

lightgao commented 3 years ago

希望可以支持多货币对同时交易。我看代码里面一个HuobiFutureTrade绑定了一个symbol。 如果可以支持多个symbol就更好了。

赞同!

foonsun commented 3 years ago

感谢,支持多交易对也在思考。目前多交易对只能通过配置文件的方式去分别处理下。

light.gao notifications@github.com 于2021年2月6日周六 下午10:15写道:

希望可以支持多货币对同时交易。我看代码里面一个HuobiFutureTrade绑定了一个symbol。 如果可以支持多个symbol就更好了。

赞同!

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foonsun commented 3 years ago

暂时封版。