def on_message(ws, message):
global sell_price, sell_times
message = bytes.decode(inflate(message), 'utf-8') # data decompress
if 'pong' in message or 'addChannel' in message:
return
jmessage = json.loads(message)
for each_message in jmessage:
data = each_message['data']
asks = data['asks'][::-1]
bids = data['bids']
ask_price = float(asks[0][0])
bid_price = float(bids[0][0])
if ask_price < sell_price:
spotAPI.revoke_order(instrument_id, old_order_id)
#下单
if ask_price >= bid_price * 1.0008:
new_order_id = spot_sell(spotAPI, instrument_id, amount,
ask_price - 0.0001)
if new_order_id:
old_order_id = new_order_id
sell_price = ask_price - 0.0001
sell_times += 1
bid_info = 'ask_price: %.4f, sell_price: %.4f, sell_times: %d' % (
ask_price, sell_price, sell_times)
print(bid_info)
buy_price = float(ret['best_bid']) + 0.0001
sell_price = float(ret['best_ask']) - 0.0001
if status == 'filled':
print("order %s 已完全成交" % str(old_order_id))
del_list.append(old_order_id)
side = order_info['side']
if side == 'buy':
more = 1
elif side == 'sell':
more = 0
elif status == 'cancelled':
del_list.append(old_order_id)
elif int(ts) > string2timestamp(
order_info['timestamp']) + 10 + 8 * 3600:
spotAPI.revoke_order(instrument_id, old_order_id)
for del_id in del_list:
order_id_queue.remove(del_id)
del_list = []
time.sleep(1)
if int(ts) - last_minute_ts > 10:
last_minute_ts = int(ts)
if more == 1:
print("持有做多单")
else:
print("未持有单")
print("calculating macd...")
try:
df = get_spot_macd(spotAPI, instrument_id, 60)
if status == 'filled':
print("order %s 已完全成交" % str(old_order_id))
del_list.append(old_order_id)
if side == 'buy':
more = 1
elif side == 'sell':
more = 0
elif status == 'part_filled':
if side == 'buy':
more = 1
elif status == 'cancelled':
del_list.append(old_order_id)
elif int(ts) - (string2timestamp(order_info['timestamp']) + 8 * 3600) >= 3:
print('撤单重挂，ts：%s, 真实时间：%s' % (timestamp2string(ts), timestamp2string(time.time())))
try:
print('撤单结果: %s' % spotAPI.revoke_order(instrument_id, old_order_id))
except Exception as e:
print(repr(e))
traceback.print_exc()
del_list.append(old_order_id)
continue
ret = spotAPI.get_specific_ticker(instrument_id)
print('当前行情: %s' % ret)
if side == 'buy':
buy_price = float(ret['best_ask'])
try:
order_id = buy_all_position(spotAPI, instrument_id, buy_price)
if order_id:
order_id_queue.append(order_id)
except Exception as e:
print(repr(e))