cryptoservice.models.market_ticker

cryptoservice.models.market_ticker

Classes

BaseMarketTicker(symbol: str, last_price: Decimal) dataclass

市场行情基础数据类.

ATTRIBUTE	DESCRIPTION
symbol	交易对 TYPE: str
last_price	最新价格 TYPE: Decimal

SymbolTicker(symbol: str, last_price: Decimal) dataclass

Bases: BaseMarketTicker

单个交易币的行情数据类.

ATTRIBUTE	DESCRIPTION
symbol	交易对 TYPE: str
last_price	最新价格 TYPE: Decimal

DailyMarketTicker(symbol: str, last_price: Decimal, price_change: Decimal, price_change_percent: Decimal, volume: Decimal, quote_volume: Decimal, weighted_avg_price: Decimal, prev_close_price: Decimal, bid_price: Decimal, ask_price: Decimal, bid_qty: Decimal, ask_qty: Decimal, open_price: Decimal, high_price: Decimal, low_price: Decimal, open_time: int, close_time: int, first_id: int, last_id: int, count: int) dataclass

Bases: BaseMarketTicker

24小时行情数据类.

ATTRIBUTE	DESCRIPTION
symbol	交易对 TYPE: str
last_price	最新价格 TYPE: Decimal
price_change	价格变动 TYPE: Decimal
price_change_percent	价格变动百分比 TYPE: Decimal
volume	成交量 TYPE: Decimal
quote_volume	成交额 TYPE: Decimal
weighted_avg_price	加权平均价 TYPE: Decimal
prev_close_price	前收盘价 TYPE: Decimal
bid_price	买一价 TYPE: Decimal
ask_price	卖一价 TYPE: Decimal
bid_qty	买一量 TYPE: Decimal
ask_qty	卖一量 TYPE: Decimal
open_price	开盘价 TYPE: Decimal
high_price	最高价 TYPE: Decimal
low_price	最低价 TYPE: Decimal
open_time	开盘时间 TYPE: int
close_time	收盘时间 TYPE: int
first_id	第一个ID TYPE: int
last_id	最后一个ID TYPE: int
count	计数 TYPE: int

KlineMarketTicker(symbol: str, last_price: Decimal, open_price: Decimal, high_price: Decimal, low_price: Decimal, volume: Decimal, close_time: int) dataclass

Bases: BaseMarketTicker

K线行情数据类.

ATTRIBUTE	DESCRIPTION
symbol	交易对 TYPE: str
last_price	最新价格 TYPE: Decimal
open_price	开盘价 TYPE: Decimal
high_price	最高价 TYPE: Decimal
low_price	最低价 TYPE: Decimal
volume	成交量 TYPE: Decimal
close_time	收盘时间 TYPE: int

KlineIndex

K线数据索引定义

ATTRIBUTE	DESCRIPTION
OPEN_TIME	开盘时间
OPEN	开盘价
HIGH	最高价
LOW	最低价
CLOSE	收盘价
VOLUME	成交量
CLOSE_TIME	收盘时间
QUOTE_VOLUME	成交额
TRADES_COUNT	成交笔数
TAKER_BUY_VOLUME	买方成交量
TAKER_BUY_QUOTE_VOLUME	买方成交额
IGNORE	忽略

PerpetualMarketTicker(symbol: str, open_time: int, raw_data: List[Any])

永续合约市场数据模型.

轻量级实现，使用 slots 来优化内存使用.

ATTRIBUTE	DESCRIPTION
symbol	str # 交易对名称
open_time	int # K线开始时间戳（毫秒）
raw_data	List[Any] # 原始K线数据

Source code in src/cryptoservice/models/market_ticker.py

def __init__(self, symbol: str, open_time: int, raw_data: List[Any]):
    self.symbol = symbol
    self.open_time = open_time
    self.raw_data = raw_data

Functions

from_binance_futures(symbol: str, kline: List[Any]) -> PerpetualMarketTicker classmethod

从 Binance 永续合约K线数据创建实例.

PARAMETER	DESCRIPTION
symbol	交易对名称 TYPE: str
kline	Binance K线数据列表 [ Open time, Open, High, Low, Close, Volume, Close time, Quote asset volume, Number of trades, Taker buy base asset volume, Taker buy quote asset volume, Ignore TYPE: List[Any]

Source code in src/cryptoservice/models/market_ticker.py

@classmethod
def from_binance_futures(cls, symbol: str, kline: List[Any]) -> "PerpetualMarketTicker":
    """从 Binance 永续合约K线数据创建实例.

    Args:
        symbol: 交易对名称
        kline: Binance K线数据列表 [
            Open time,
            Open,
            High,
            Low,
            Close,
            Volume,
            Close time,
            Quote asset volume,
            Number of trades,
            Taker buy base asset volume,
            Taker buy quote asset volume,
            Ignore
        ]
    """
    return cls(symbol=symbol, open_time=kline[KlineIndex.OPEN_TIME], raw_data=kline)