def run():
while 1:
# 整点运行
current = time.time()
time.sleep(interval - current % interval)
combination_list = Combination.all()
try:
for combination in combination_list:
if combination.status != Status.Active: # 不活跃的组合不再运行
continue
# 获取account，避免频繁调用api
fetch_combination_account(combination=combination,
status=Status.Active)
time.sleep(1)
except Exception as e:
try:
ExceptionInfoModel(host=ip,
source='FETCH_ACCOUNT_DATA',
message=e.message,
log_time=datetime.utcnow()).add()
except:
pass
print("{}|Exception|{}".format(
datetime.utcnow().strftime('%Y-%m-%dT%H:%M:%S.%f'), e.message))
print("Traceback|{}".format(traceback.format_exc()))
time.sleep(5)
def __init__(self, rds, id=None, combination=None):
"""
用id或者组合来初始化，优先id
:param id:
:param combination:
"""
if id is not None:
self.combination = Combination.fetch_by_id(id)
else:
self.combination = Combination.fetch_by_combination(combination)
self.first_market = self.combination.first_market
self.second_market = self.combination.second_market
self.rds = rds
self.first_market_trade_api = None
self.second_market_trade_api = None
self.first_market_account = dict()
self.second_market_account = dict()
self.trader = None
self.current_data_version = dict()
self.account_fetch_time = time.time()
self.initialize()
def get_task_object(rds, combination):
combination_obj = Combination.fetch_by_combination(combination)
if combination_obj.first_market == Market.HUOBI and combination_obj.second_market == Market.BINANCE:
task_obj = HuobiBinanceCombinationTask(rds=rds,
combination=combination)
elif combination_obj.first_market == Market.OKEX and combination_obj.second_market == Market.BINANCE:
task_obj = OKExBinanceCombinationTask(rds=rds, combination=combination)
elif combination_obj.first_market == Market.HUOBI and combination_obj.second_market == Market.OKEX:
task_obj = HuobiOKExCombinationTask(rds=rds, combination=combination)
else:
raise ValueError('Unsupported combination {}'.format(combination))
return task_obj
def end_combination(name):
"""
结束组合
:param name:
:return:
"""
session = get_dbsession()
try:
combination_obj = Combination.fetch_by_combination(name)
fetch_combination_account(combination_obj, Status.End)
_db = session.query(CombinationModel).filter_by(
combination=name).one_or_none()
_db.status = Status.End
session.commit()
except:
session.rollback()
raise
print("{}|EndCombination|{}".format(
datetime.utcnow().strftime('%Y-%m-%dT%H:%M:%S.%f'), name))
def run(combination):
"""
coin对，都是小币在前，大币在后
:param combination: 组合名称的list
:return:
"""
rds = Redis()
combination_obj = Combination.fetch_by_combination(combination)
if combination_obj.status != Status.Active:
print('{}|CombinationNotActive|'.format(
datetime.utcnow().strftime('%Y-%m-%dT%H:%M:%S.%f')))
return
if combination_obj.first_market == Market.HUOBI and combination_obj.second_market == Market.BINANCE:
task_obj = HuobiBinanceCombinationTask(rds=rds,
combination=combination)
elif combination_obj.first_market == Market.OKEX and combination_obj.second_market == Market.BINANCE:
task_obj = OKExBinanceCombinationTask(rds=rds, combination=combination)
elif combination_obj.first_market == Market.HUOBI and combination_obj.second_market == Market.OKEX:
task_obj = HuobiOKExCombinationTask(rds=rds, combination=combination)
else:
raise ValueError('Unsupported combination {}'.format(combination))
# 获取一下account
task_obj.get_account()
# 检查Account
if not task_obj.first_market_account.get(task_obj.combination.small_coin):
raise NotEnoughCoinError('Not enough {} in {}'.format(
task_obj.combination.small_coin, task_obj.first_market))
if not task_obj.first_market_account.get(task_obj.combination.big_coin):
raise NotEnoughCoinError('Not enough {} in {}'.format(
task_obj.combination.big_coin, task_obj.first_market))
if not task_obj.second_market_account.get(task_obj.combination.small_coin):
raise NotEnoughCoinError('Not enough {} in {}'.format(
task_obj.combination.small_coin, task_obj.second_market))
if not task_obj.second_market_account.get(task_obj.combination.big_coin):
raise NotEnoughCoinError('Not enough {} in {}'.format(
task_obj.combination.big_coin, task_obj.second_market))
while 1:
try:
task_obj.run()
# 现在遇到异常先使用退出的方法
if task_obj.trader.trade_exception is True:
print('{}|MeetTradeException|'.format(
datetime.utcnow().strftime('%Y-%m-%dT%H:%M:%S.%f')))
# 睡10s
# 重新生成API
time.sleep(10)
task_obj.initialize()
task_obj.get_account()
task_obj.trader.trade_exception = False
except Exception as e:
print("{}|Exception|{}".format(
datetime.utcnow().strftime('%Y-%m-%dT%H:%M:%S.%f'), e.message))
print("Traceback|{}".format(traceback.format_exc()))
try:
ExceptionInfoModel(host=ip,
source='FETCH_TRADE_DATA',
message=e.message,
log_time=datetime.utcnow()).add()
except:
pass
# 睡10s
time.sleep(10)
# 重新生成API
task_obj.initialize()
task_obj.get_account()
task_obj.trader.trade_exception = False
def report_profit():
"""
汇报收益
:return:
"""
active_combination_list = Combination.all_active()
user_profit = defaultdict(list)
today_str = datetime.utcnow().strftime('%Y-%m-%d')
# today_str = '2018-03-31'
session = get_dbsession()
res = session.execute(
'SELECT combination, init_big, init_small, init_bnb, init_huobi, yes_big, '
'yes_small, yes_bnb, yes_huobi, now_big, now_small, now_bnb, now_huobi, '
'daily_profit_rate, total_profit_rate, daily_profit, total_profit from '
'combination_profit where substr(log_time, 1, 10)="{}"'.format(
today_str))
data_res = dict()
for item in res:
data_res[item[0]] = item
for combination_obj in active_combination_list:
if data_res.get(combination_obj.combination) is None:
continue
combination, init_big, init_small, init_bnb, init_huobi, yes_big, yes_small, yes_bnb, \
yes_huobi, now_big, now_small, now_bnb, now_huobi, daily_profit_rate, total_profit_rate, \
daily_profit, total_profit = data_res[combination_obj.combination]
init_point_list = list()
yes_point_list = list()
now_point_list = list()
if combination_obj.first_market == Market.HUOBI or combination_obj.second_market == Market.HUOBI:
init_point_list.append(u'<p>火币点卡: {}</p>'.format(init_huobi))
yes_point_list.append(u'<p>火币点卡: {}</p>'.format(yes_huobi))
now_point_list.append(u'<p>火币点卡: {}</p>'.format(now_huobi))
if combination_obj.first_market == Market.BINANCE or combination_obj.second_market == Market.BINANCE:
init_point_list.append(u'<p>bnb: {}</p>'.format(init_bnb))
yes_point_list.append(u'<p>bnb: {}</p>'.format(yes_bnb))
now_point_list.append(u'<p>bnb: {}</p>'.format(now_bnb))
message = u"""
<tr>
<td>{id}</td>
<td><p>{first_market}: {second_market}</p><p>{small_coin}: {big_coin}</p></td>
<td><p>当日:{daily_profit_rate}%</p><p>总体:{total_profit_rate}%</p></td>
<td><p>当日:{daily_profit}</p><p>总体:{total_profit}</p></td>
<td><p>{big_coin}:{now_big}</p><p>{small_coin}:{now_small}</p>{now_point}</td>
<td><p>{big_coin}:{yes_big}</p><p>{small_coin}:{yes_small}</p>{yes_point}</td>
<td><p>{big_coin}:{init_big}</p><p>{small_coin}:{init_small}</p>{init_point}</td>
</tr>
""".format(id=combination_obj.id,
small_coin=combination_obj.small_coin,
big_coin=combination_obj.big_coin,
init_big=init_big,
init_small=init_small,
yes_big=yes_big,
yes_small=yes_small,
now_big=now_big,
now_small=now_small,
daily_profit=daily_profit,
total_profit=total_profit,
daily_profit_rate='%.3f' % (daily_profit_rate * 100),
total_profit_rate='%.3f' % (total_profit_rate * 100),
init_point=u''.join(init_point_list),
yes_point=u''.join(yes_point_list),
now_point=u''.join(now_point_list),
first_market=combination_obj.first_market,
second_market=combination_obj.second_market)
user_profit[combination_obj.user].append(message)
for user, message_list in user_profit.items():
if not message_list:
continue
user_db = UserModel.get(user)
if user_db is None or user_db.email is None:
continue
user_html = u"""
<table border="1" cellspacing="0">
{header}
{message}
</table>
""".format(header=profit_table_header, message='\n'.join(message_list))
send_email(
[user_db.email, '*****@*****.**', '*****@*****.**'],
header='收益报表',
text=None,
html=user_html)