feat: 添加 EdgeX 交易所适配器及相关客户端实现，支持订单、深度和K线数据处理

2026-09-09 16:28:06 +00:00 · 2025-10-04 20:15:41 +08:00
parent ccc3a2bf89
commit 627ed36de4
52 changed files with 15892 additions and 2 deletions
@@ -0,0 +1,114 @@
+"""
+Basic usage example for the EdgeX Python SDK.
+
+This example demonstrates the basic functionality of the SDK:
+- Creating a client
+- Getting server time and metadata
+- Getting account assets and positions
+- Getting market data (K-lines, order book depth)
+- Creating orders (commented out to avoid actual order creation)
+- Using WebSockets for real-time data
+"""
+
+import asyncio
+import os
+
+from edgex_sdk import (
+    Client,
+    OrderSide,
+    GetKLineParams,
+    GetOrderBookDepthParams,
+    WebSocketManager
+)
+
+
+async def main():
+    # Load configuration from environment variables
+    base_url = os.getenv("EDGEX_BASE_URL", "https://testnet.edgex.exchange")
+    account_id = int(os.getenv("EDGEX_ACCOUNT_ID", "12345"))
+    stark_private_key = os.getenv("EDGEX_STARK_PRIVATE_KEY", "your-stark-private-key")
+
+    # Create a new client
+    client = Client(
+        base_url=base_url,
+        account_id=account_id,
+        stark_private_key=stark_private_key
+    )
+
+    # Get server time
+    server_time = await client.get_server_time()
+    print(f"Server Time: {server_time}")
+
+    # Get exchange metadata
+    metadata = await client.get_metadata()
+    print(f"Available contracts: {len(metadata.get('data', {}).get('contractList', []))}")
+
+    # Get account assets
+    assets = await client.get_account_asset()
+    print(f"Account Assets: {assets}")
+
+    # Get account positions
+    positions = await client.get_account_positions()
+    print(f"Account Positions: {positions}")
+
+    # Get 24-hour market data for BNBUSDT (contract ID: 10000004)
+    quote = await client.get_24_hour_quote("10000004")
+    print(f"BNBUSDT Price: {quote}")
+
+    # Get K-line data for BTCUSDT (contract ID: 10000001)
+    kline_params = GetKLineParams(
+        contract_id="10000001",  # BTCUSDT
+        interval="1m",
+        size="10"
+    )
+    klines = await client.quote.get_k_line(kline_params)
+    print(f"K-lines: {klines}")
+
+    # Get order book depth for ETHUSDT (contract ID: 10000002)
+    depth_params = GetOrderBookDepthParams(
+        contract_id="10000002",  # ETHUSDT
+        limit=15  # Valid values are 15 or 200
+    )
+    depth = await client.quote.get_order_book_depth(depth_params)
+    print(f"Order Book Depth: {depth}")
+
+    # Create a limit order (commented out to avoid actual order creation)
+    # order = await client.create_limit_order(
+    #     contract_id="10000004",  # BNBUSDT
+    #     size="0.01",
+    #     price="600.00",
+    #     side=OrderSide.BUY
+    # )
+    # print(f"Order created: {order}")
+
+    # WebSocket example
+    ws_url = os.getenv("EDGEX_WS_URL", "wss://quote-testnet.edgex.exchange")
+    ws_manager = WebSocketManager(
+        base_url=ws_url,
+        account_id=account_id,
+        stark_pri_key=stark_private_key
+    )
+
+    # Define message handlers
+    def ticker_handler(message):
+        print(f"Ticker Update: {message}")
+
+    def kline_handler(message):
+        print(f"K-line Update: {message}")
+
+    # Connect to public WebSocket for market data
+    ws_manager.connect_public()
+
+    # Subscribe to real-time updates for BNBUSDT (contract ID: 10000004)
+    ws_manager.subscribe_ticker("10000004", ticker_handler)
+    ws_manager.subscribe_kline("10000004", "1m", kline_handler)
+
+    # Wait for updates
+    await asyncio.sleep(30)
+
+    # Disconnect all connections
+    ws_manager.disconnect_all()
+
+
+if __name__ == "__main__":
+    asyncio.run(main())