print('ooo')
exit(0)
# 取得当前账户信息
print("取得当前账户信息: ")
acinfo = fcoin.get_balance()
print(acinfo)
sfile = '{0}_{1}'.format(stime, 'acbalance.csv')
sfilepath = os.path.join(sDir,sfile)
dataframe = pd.DataFrame(acinfo,index=[0])
dataframe.to_csv(sfilepath,index=False,sep=',')
exit(0)
# symbol 表示对应交易币种. 所有币种区分的 topic 都在 topic 末尾
print('取得symbol: ')
syminfo = fcoin.get_symbols()
rFind = False
sfile = '{0}_{1}'.format(stime, 'allsyminfo.csv')
sfilepath = os.path.join(sDir,sfile)
sflag = 'amount_decimal'
for ones in syminfo:
print(ones)
if os.path.exists(sfilepath):
with open(sfilepath, 'r', encoding='utf-8') as f:
first_line = f.readline() # 取第一行
rFind = sflag in first_line
with open(sfilepath, 'a+', encoding='utf-8', newline='') as f:
w = csv.writer(f)
if rFind is True:
vlist = list(ones.values())
w.writerow(vlist)
class ArbitrageRobot(object):
"""docstring for Robot"""
def __init__(self):
self.fcoin = Fcoin(api_key, api_secret)
self.price_decimals = {}
self.amount_decimals = {}
self.tickers = {}
pd.set_option('precision', 10)
self.time_last_call = time.time()
# 截取指定小数位数
def trunc(self, f, n):
return round(f, n)
# return math.floor(f*10**n)/10**n
def ticker_handler(self, message):
# print(message)
if 'ticker' in message:
symbol = message['type'].split('.')[1]
self.tickers[symbol] = message['ticker']
ticker_queue.put(self.tickers, block=False)
logging.debug("get ticker")
# logging.info("ticker message: {}".format(message))
else:
logging.debug("ticker message: {}".format(message))
def symbols_action(self):
all_symbols = self.fcoin.get_symbols()
for symbol in symbol_pairs:
for info in all_symbols:
if symbol == info['name']:
self.price_decimals[symbol] = int(info['price_decimal'])
self.amount_decimals[symbol] = int(info['amount_decimal'])
break
logging.info("price_decimals: {}".format(self.price_decimals))
logging.info("amount_decimals: {}".format(self.amount_decimals))
# 买操作
def buy_action(self, this_symbol, this_price, this_amount, type="limit"):
# this_price = self.trunc(this_price, self.price_decimals[this_symbol])
this_amount = self.trunc(this_amount,
self.amount_decimals[this_symbol])
buy_result = self.fcoin.buy(this_symbol, this_price, this_amount, type)
# print('buy_result is', buy_result)
buy_order_id = buy_result['data']
if buy_order_id:
lprint("买单 {} 价格成功委托, 订单ID {}".format(this_price, buy_order_id))
return buy_order_id
# 卖操作
def sell_action(self, this_symbol, this_price, this_amount, type="limit"):
# this_price = self.trunc(this_price, self.price_decimals[this_symbol])
this_amount = self.trunc(this_amount,
self.amount_decimals[this_symbol])
sell_result = self.fcoin.sell(this_symbol, this_price, this_amount,
type)
# print('sell_result is: ', sell_result)
sell_order_id = sell_result['data']
if sell_order_id:
lprint("卖单 {} 价格成功委托, 订单ID {}".format(this_price, sell_order_id))
return sell_order_id
def strategy(self, type, pricedf, amount):
# 从zipeth开始交易, 因为它成交量最小
# print('使用套利策略')
self.time_last_call = time.time()
if type == 1:
# usdtamount = amount*pricedf["ethusdt"]
zipamount = amount / pricedf["zipeth"]
thread1 = threading.Thread(target=self.sell_action,
args=("zipeth", pricedf["zipeth"],
zipamount))
thread2 = threading.Thread(target=self.buy_action,
args=("zipusdt", pricedf["zipusdt"],
zipamount))
thread3 = threading.Thread(target=self.sell_action,
args=("ethusdt", pricedf["ethusdt"],
amount))
thread1.start()
thread2.start()
thread3.start()
elif type == 2:
zipamount = amount / pricedf["zipeth"]
# usdtamount = amount*pricedf["ethusdt"]
thread1 = threading.Thread(target=self.buy_action,
args=("zipeth", pricedf["zipeth"],
zipamount))
thread2 = threading.Thread(target=self.sell_action,
args=("zipusdt", pricedf["zipusdt"],
zipamount))
thread3 = threading.Thread(target=self.buy_action,
args=("ethusdt", pricedf["ethusdt"],
amount))
thread1.start()
thread2.start()
thread3.start()
def trade(self, tickers=None):
"""套利策略，寻找一个三元pair，看是不是满足套利规则。
ETH/USDT, ZIP/ETH, ZIP/USDT
ethusdt买一价 * zipeth买一价 / zipusdt卖一价, 如果大于1很多，就存在套利空间
操作流程：usdt买zip，卖zip换回eth，卖eth换回usdt
zipusdt买一价 / zipeth卖一价 / ethusdt卖一价, 如果大于1很多，就存在套利空间
操作流程为：usdt买eth，eht买zip，卖zip换回usdt
买一下标为2， 卖一下标为4"""
# time.sleep(second)
amount = _ethamount
self_tickers = tickers
if tickers == None:
self_tickers = self.tickers
if len(self_tickers) == len(symbol_pairs):
info_df = pd.DataFrame(self_tickers).T
# 买一卖一的均价
info_df["price"] = (info_df[2] + info_df[4]) / 2
taoli1 = info_df.loc["ethusdt", 2] * \
info_df.loc["zipeth", 2] / info_df.loc["zipusdt", 4]
taoli2 = info_df.loc["zipusdt", 2] / \
info_df.loc["zipeth", 4] / info_df.loc["ethusdt", 4]
if taoli1 > difference:
info_df["price"] = info_df[2]
info_df.loc["zipusdt", "price"] = info_df.loc["zipusdt", 4]
if is_use_amount:
if info_df.loc["ethusdt", 3] < _halfeth or info_df.loc[
"zipusdt",
5] < _halfzip or info_df.loc["zipeth",
3] < _halfzip:
lprint('挂单量太小，本次无法套利 方式一', logging.DEBUG)
return
lprint("满足套利条件1 套利值为{:.4}‰".format(taoli1 * 1000 - 1000))
self.strategy(1, info_df.price, amount)
lprint("zipeth卖价：{} zipusdt买价：{} ethusdt卖价：{}".format(
info_df.price["zipeth"], info_df.price["zipusdt"],
info_df.price["ethusdt"]))
time.sleep(second)
elif taoli2 > difference:
info_df["price"] = info_df[4]
info_df.loc["zipusdt", "price"] = info_df.loc["zipusdt", 2]
if is_use_amount:
if info_df.loc["ethusdt", 5] < _halfeth or info_df.loc[
"zipusdt",
3] < _halfzip or info_df.loc["zipeth",
5] < _halfzip:
lprint('挂单量太小，本次无法套利 方式二', logging.DEBUG)
return
# else:
# if is_mutable_amount:
# amount = min(rates) * amount
# if amount > maxamount:
# amount = maxamount
# lprint("每单金额{}eth，最小利差{:.2}‰".format(amount, (difference-1)*1000))
lprint("满足套利条件2 套利值比为{:.4}‰".format(taoli2 * 1000 - 1000))
self.strategy(2, info_df.price, amount)
lprint("zipeth买价：{} zipusdt卖价：{} ethusdt买价：{}".format(
info_df.price["zipeth"], info_df.price["zipusdt"],
info_df.price["ethusdt"]))
time.sleep(second)
else:
lprint('差价太小，本次无法套利 方式一{} 方式二{}'.format(taoli1, taoli2),
logging.DEBUG)
if time.time() - self.time_last_call > heartbeat_interval:
self.time_last_call = time.time()
thread1 = threading.Thread(target=self.fcoin.get_server_time)
thread2 = threading.Thread(target=self.fcoin.get_server_time)
thread3 = threading.Thread(target=self.fcoin.get_server_time)
thread1.start()
thread2.start()
thread3.start()
def run(self):
self.symbols_action()
# self.get_balance_action(symbols)
balance.balance()
self.client = fcoin_client(self.on_close)
self.client.start()
self.client.subscribe_tickers(symbol_pairs, self.ticker_handler)
while True:
tickers = ticker_queue.get()
self.trade(tickers)
ticker_queue.queue.clear()
def on_close(self):
print("websocket closed, try to restart...")
time.sleep(second)
self.client = fcoin_client(self.on_close)
self.client.start()
self.client.subscribe_tickers(symbol_pairs, self.ticker_handler)
from fcoin import Fcoin
#if python3 use fcoin3
#from fcoin3 import Fcoin
fcoin = Fcoin()
print(fcoin.get_symbols())
print(fcoin.get_currencies())
fcoin.auth('you-key', 'you-secret')
print(fcoin.get_balance())
print(fcoin.buy('fteth', 0.0001, 10))
#print(fcoin.sell('fteth', 0.002, 5))
#print(fcoin.cancel_order('6TfBZ-eORp4_2nO5ar6zhg0gLLvuWzTTmL1OzOy9OYg='))
#print(fcoin.get_candle('M1','fteth'))
class ArbitrageRobot(object):
"""docstring for Robot"""
def __init__(self):
self.fcoin = Fcoin(api_key, api_secret)
self.price_decimals = {}
self.amount_decimals = {}
self.tickers = {}
self.time_last_call = time.time()
# 截取指定小数位数
def trunc(self, f, n):
return round(f, n)
# return math.floor(f*10**n)/10**n
def ticker_handler(self, message):
if 'ticker' in message:
symbol = message['type'].split('.')[1]
self.tickers[symbol] = message['ticker']
ticker_queue.put(self.tickers, block=False)
logging.debug("get ticker")
# logging.info("ticker message: {}".format(message))
else:
logging.debug("ticker message: {}".format(message))
def symbols_action(self):
all_symbols = self.fcoin.get_symbols()
for symbol in symbol_pairs:
for info in all_symbols:
if symbol == info['name']:
self.price_decimals[symbol] = int(info['price_decimal'])
self.amount_decimals[symbol] = int(info['amount_decimal'])
break
logging.info("price_decimals: {}".format(self.price_decimals))
logging.info("amount_decimals: {}".format(self.amount_decimals))
# 买操作
def buy_action(self, this_symbol, this_price, this_amount, type="limit"):
# this_price = self.trunc(this_price, self.price_decimals[this_symbol])
this_amount = self.trunc(this_amount,
self.amount_decimals[this_symbol])
buy_result = self.fcoin.buy(this_symbol, this_price, this_amount, type)
buy_order_id = buy_result['data']
if buy_order_id:
logging.info("买单 {} 价格成功委托, 订单ID {}".format(
this_price, buy_order_id))
return buy_order_id
# 卖操作
def sell_action(self, this_symbol, this_price, this_amount, type="limit"):
# this_price = self.trunc(this_price, self.price_decimals[this_symbol])
this_amount = self.trunc(this_amount,
self.amount_decimals[this_symbol])
sell_result = self.fcoin.sell(this_symbol, this_price, this_amount,
type)
sell_order_id = sell_result['data']
if sell_order_id:
logging.info("卖单 {} 价格成功委托, 订单ID {}".format(
this_price, sell_order_id))
return sell_order_id
def strategy(self, type, pricedf, amount):
self.time_last_call = time.time()
if type == 1:
s1amount = amount / pricedf[sp1]
thread1 = threading.Thread(target=self.sell_action,
args=(sp1, pricedf[sp1], s1amount))
thread2 = threading.Thread(target=self.buy_action,
args=(sp2, pricedf[sp2], s1amount))
thread3 = threading.Thread(target=self.sell_action,
args=(sp3, pricedf[sp3], amount))
thread1.start()
thread2.start()
thread3.start()
elif type == 2:
s1amount = amount / pricedf[sp1]
thread1 = threading.Thread(target=self.buy_action,
args=(sp1, pricedf[sp1], s1amount))
thread2 = threading.Thread(target=self.sell_action,
args=(sp2, pricedf[sp2], s1amount))
thread3 = threading.Thread(target=self.buy_action,
args=(sp3, pricedf[sp3], amount))
thread1.start()
thread2.start()
thread3.start()
def trade(self, tickers=None):
"""套利策略，寻找一个三元pair，看是不是满足套利规则。
ETH/USDT, FI/ETH, FI/USDT
ethusdt买一价 * fieth买一价 / fiusdt卖一价, 如果大于1很多，就存在套利空间
操作流程：usdt买fi，卖fi换回eth，卖eth换回usdt
fiusdt买一价 / fieth卖一价 / ethusdt卖一价, 如果大于1很多，就存在套利空间
操作流程为：usdt买eth，eht买fi，卖fi换回usdt
买一下标为2， 卖一下标为4"""
# time.sleep(sleepsecond)
amount = _s2amount
self_tickers = tickers
if len(self_tickers) == len(symbol_pairs):
taoli1 = self_tickers[sp3][2] * \
self_tickers[sp1][2] / self_tickers[sp2][4]
taoli2 = self_tickers[sp2][2] / \
self_tickers[sp1][4] / self_tickers[sp3][4]
if taoli1 > difference:
pricedf = {
sp3: self_tickers[sp3][2],
sp2: self_tickers[sp2][4],
sp1: self_tickers[sp1][2]
}
if is_use_amount:
if self_tickers[sp3][3] < halfs2 or self_tickers[sp2][
5] < halfs1 or self_tickers[sp1][3] < halfs1:
logging.debug('挂单量太小，本次无法套利 方式一')
return
logging.info("满足套利条件1 套利值为{:.4}‰".format(taoli1 * 1000 - 1000))
self.strategy(1, pricedf, amount)
logging.info("{}卖价：{} {}买价：{} {}卖价：{}".format(
sp1, pricedf[sp1], sp2, pricedf[sp2], sp3, pricedf[sp3]))
time.sleep(sleepsecond)
print("满足套利条件1 套利值为{:.4}‰".format(taoli1 * 1000 - 1000))
elif taoli2 > difference:
pricedf = {
sp3: self_tickers[sp3][4],
sp2: self_tickers[sp2][2],
sp1: self_tickers[sp1][4]
}
if is_use_amount:
if self_tickers[sp3][5] < halfs2 or self_tickers[sp2][
3] < halfs1 or self_tickers[sp1][5] < halfs1:
logging.debug('挂单量太小，本次无法套利 方式二')
return
logging.info("满足套利条件2 套利值比为{:.4}‰".format(taoli2 * 1000 -
1000))
self.strategy(2, pricedf, amount)
logging.info("{}买价：{} {}卖价：{} {}买价：{}".format(
sp1, pricedf[sp1], sp2, pricedf[sp2], sp3, pricedf[sp3]))
time.sleep(sleepsecond)
print("满足套利条件2 套利值比为{:.4}‰".format(taoli2 * 1000 - 1000))
else:
logging.debug('差价太小，本次无法套利 方式一{} 方式二{}'.format(taoli1, taoli2))
print('差价太小，本次无法套利 方式一{} 方式二{}'.format(taoli1, taoli2))
else:
time.sleep(sleepsecond)
return
if time.time() - self.time_last_call > heartbeat_interval:
self.time_last_call = time.time()
thread1 = threading.Thread(target=self.fcoin.get_server_time)
thread2 = threading.Thread(target=self.fcoin.get_server_time)
thread3 = threading.Thread(target=self.fcoin.get_server_time)
thread1.start()
thread2.start()
thread3.start()
def run(self):
self.symbols_action()
# self.get_balance_action(symbols)
balance.balance(symbols)
self.client = fcoin_client(self.on_close)
self.client.start()
self.client.subscribe_tickers(symbol_pairs, self.ticker_handler)
while True:
tickers = ticker_queue.get()
self.trade(tickers)
ticker_queue.queue.clear()
def on_close(self):
print("websocket closed, try to restart...")
time.sleep(sleepsecond)
self.client = fcoin_client(self.on_close)
self.client.start()
self.client.subscribe_tickers(symbol_pairs, self.ticker_handler)
class Robot(object):
"""docstring for Robot"""
def __init__(self):
self.fcoin = Fcoin(api_key, api_secret)
# 截取指定小数位数
def trunc(self, f, n):
return round(f, n)
def ticker_handler(self, message):
if 'ticker' in message:
self.ticker = message['ticker']
# print('ticker', self.ticker)
def symbols_action(self):
all_symbols = self.fcoin.get_symbols()
for info in all_symbols:
if symbol == info['name']:
self.price_decimal = int(info['price_decimal'])
self.amount_decimal = int(info['amount_decimal'])
print('price_decimal:', self.price_decimal, 'amount_decimal:', self.amount_decimal)
return
# 查询账户余额
def get_balance_action(self, symbols, specfic_symbol = None):
balance_info = self.fcoin.get_balance()
specfic_balance = 0
for info in balance_info['data']:
for symbol in symbols:
if info['currency'] == symbol:
balance = info
print(balance['currency'], '账户余额', balance['balance'], '可用', balance['available'], '冻结', balance['frozen'])
if info['currency'] == specfic_symbol:
specfic_balance = float(info['available'])
return specfic_balance
# 买操作
def buy_action(self, this_symbol, this_price, this_amount, should_repeat = 0):
ticker = self.ticker
print('准备买入', this_price, ticker)
buy_result = self.fcoin.buy(this_symbol, self.trunc(this_price, self.price_decimal), this_amount)
print('buy_result is', buy_result)
buy_order_id = buy_result['data']
if buy_order_id:
print('买单', this_price, '价格成功委托', '订单ID', buy_order_id)
return buy_order_id
# 卖操作
def sell_action(self, this_symbol, this_price, this_amount):
ticker = self.ticker
print('准备卖出', this_price, ticker)
if is_direct_buy == 1:
sell_result = self.fcoin.sell(this_symbol, self.trunc(this_price * (1 - 0.0002), self.price_decimal), this_amount)
else:
sell_result = self.fcoin.sell(this_symbol, this_price, this_amount)
print('sell_result is: ', sell_result)
sell_order_id = sell_result['data']
if sell_order_id:
print('卖单', this_price, '价格成功委托', '订单ID', sell_order_id)
return sell_order_id
def strategy(self, symbol, order_price, amount):
print('使用单边震荡策略')
buy_id = self.buy_action(symbol, order_price, amount)
sell_id = self.sell_action(symbol, order_price, amount)
def trade(self):
time.sleep(second)
print(bytes.decode(base64.b64decode(b'6LSt5Lmw6K+36K6k5YeG5b6u5L+h5Y+3YXJjaGVyemhz77yM5LiN6KaB55u45L+h5YW25LuW55qE5p2l5rqQ')))
ticker = self.ticker
newest_price = ticker[0]
high_bids = ticker[2]
high_bids_amount = ticker[3]
low_ask = ticker[4]
low_ask_amount = ticker[5]
order_price = self.trunc((low_ask + high_bids) / 2, self.price_decimal)
real_price_difference = float(low_ask - high_bids)
print('最低卖价:', low_ask, '最高买价', high_bids, '欲下订单价: ', order_price,
'当前差价:', '{:.9f}'.format(real_price_difference), '设定差价:', '{:.9f}'.format(price_difference))
if real_price_difference > price_difference:
print('现在价格:', newest_price, '挂单价格', order_price)
self.strategy(symbol, order_price, amount)
else:
print('差价太小，放弃本次成交')
def run(self):
self.client = fcoin_client()
self.client.start()
self.client.subscribe_ticker(symbol, self.ticker_handler)
self.symbols_action()
self.get_balance_action(symbols)
while True:
self.trade()
class Robot(object):
logging.basicConfig(filename='logger.log', level=logging.WARN)
"""docstring for Robot"""
def __init__(self):
self.fcoin = Fcoin(api_key, api_secret)
# 截取指定小数位数
def trunc(self, f, n):
return round(f, n)
def ticker_handler(self, message):
if 'ticker' in message:
self.ticker = message['ticker']
# print('ticker', self.ticker)
def symbols_action(self):
all_symbols = self.fcoin.get_symbols()
for info in all_symbols:
if symbol == info['name']:
self.price_decimal = int(info['price_decimal'])
self.amount_decimal = int(info['amount_decimal'])
print('price_decimal:', self.price_decimal, 'amount_decimal:',
self.amount_decimal)
return
# 查询账户余额
def get_balance_action(self, symbols, specfic_symbol=None):
balance_info = self.fcoin.get_balance()
specfic_balance = 0
for info in balance_info['data']:
for symbol in symbols:
if info['currency'] == symbol:
balance = info
print(balance['currency'], '账户余额', balance['balance'],
'可用', balance['available'], '冻结', balance['frozen'])
if info['currency'] == specfic_symbol:
specfic_balance = float(info['available'])
return specfic_balance
# 买操作
def buy_action(self,
this_symbol,
this_price,
this_amount,
diff,
should_repeat=0):
ticker = self.ticker
cur_price = str(self.trunc(this_price - diff, self.price_decimal))
print('准备买入', this_price, ticker)
buy_result = self.fcoin.buy(this_symbol, cur_price, str(this_amount))
print('buy_result is', buy_result)
buy_order_id = buy_result['data']
if buy_order_id:
print('++++++++++++++++++++++++++++买单: ' + cur_price +
'价格成功委托, 订单ID: ' + buy_order_id)
logging.warning('买单: ' + cur_price + '价格成功委托, 订单ID: ' +
buy_order_id)
return buy_order_id
# 卖操作
def sell_action(self, this_symbol, this_price, this_amount, diff):
ticker = self.ticker
cur_price = str(self.trunc(this_price + diff, self.price_decimal))
print('准备卖出', cur_price, ticker)
sell_result = self.fcoin.sell(this_symbol, cur_price, str(this_amount))
print('sell_result is: ', sell_result)
sell_order_id = sell_result['data']
if sell_order_id:
print('----------------------------卖单: ' + cur_price +
'价格成功委托, 订单ID: ' + sell_order_id)
logging.warning('卖单: ' + cur_price + '价格成功委托, 订单ID: ' +
sell_order_id)
return sell_order_id
def list_active_orders(self, this_symbol, state='submitted'):
dt = datetime(fees_start_time['year'], fees_start_time['month'],
fees_start_time['day'], fees_start_time['hour'],
fees_start_time['minute'], fees_start_time['second'])
timestamp = int(dt.timestamp() * 1000)
return self.fcoin.list_orders(symbol=this_symbol,
states=state,
after=timestamp)
def get_order_count(self, this_symbol):
order_list = self.list_active_orders(this_symbol)
order_buy = 0
order_sell = 0
price_buy_max = 0
price_buy_min = 655350
id_buy_min = ""
price_sell_min = 655350
price_sell_max = 0
id_sell_max = ""
for i in range(len(order_list['data'])):
price_cur = float(order_list['data'][i]['price'])
if order_list['data'][i]['side'] == 'buy':
order_buy = order_buy + 1
if price_cur > price_buy_max:
price_buy_max = price_cur
if price_cur < price_buy_min:
price_buy_min = price_cur
id_buy_min = order_list['data'][i]['id']
else:
order_sell = order_sell + 1
if price_cur < price_sell_min:
price_sell_min = price_cur
if price_cur > price_sell_max:
price_sell_max = price_cur
id_sell_max = order_list['data'][i]['id']
order_price_range = abs(price_sell_max - price_buy_min)
print("buy_count:", order_buy, "buy_min:", price_buy_min, "buy_max:",
price_buy_max, "sell_count:", order_sell, "sell_min",
price_sell_min, "sell_max", price_sell_max, "order_price_range",
order_price_range)
return (order_buy, price_buy_max, id_buy_min, order_sell,
price_sell_min, id_sell_max, order_price_range)
def adjust(self, real_diff, order_price):
diff = order_price * price_diff
if (diff < real_diff):
diff = real_diff
buy_diff = diff
sell_diff = diff
return (buy_diff, sell_diff)
def strategy(self, symbol, order_price, amount, real_diff):
order_buy, price_buy_max, id_buy_min, order_sell, price_sell_min, id_sell_max, order_price_range = self.get_order_count(
symbol)
if (order_price_range > trade_range):
if (order_buy > order_sell + order_count_diff):
if "" != id_buy_min:
print("order_price_range:", order_price_range,
"buy_order_cancel:", id_buy_min)
self.fcoin.cancel_order(id_buy_min)
if (order_sell > order_buy + order_count_diff):
if "" != id_sell_max:
print("order_price_range", order_price_range,
"sell_order_cancel:", id_sell_max)
self.fcoin.cancel_order(id_sell_max)
buy_diff, sell_diff = self.adjust(real_diff, order_price)
cur_price_range = price_range * order_price
if ((price_buy_max + cur_price_range) < order_price):
try:
buy_id = self.buy_action(symbol, order_price, amount, buy_diff)
except Exception as err:
print("failed to buy", err)
if ((price_sell_min - cur_price_range) > order_price):
try:
sell_id = self.sell_action(symbol, order_price, amount,
sell_diff)
except Exception as err:
print("failed to sell", err)
def trade(self):
time.sleep(second)
ticker = self.ticker
newest_price = ticker[0]
high_bids = ticker[2]
high_bids_amount = ticker[3]
low_ask = ticker[4]
low_ask_amount = ticker[5]
order_price = self.trunc((low_ask + high_bids) / 2, self.price_decimal)
real_price_difference = float(low_ask - high_bids)
print('最低卖价:', low_ask, '最高买价', high_bids, '欲下订单价: ', order_price,
'当前差价:', '{:.9f}'.format(real_price_difference), '设定差价:',
'{:.9f}'.format(price_difference))
if real_price_difference > price_difference:
print('现在价格:', newest_price, '挂单价格', order_price)
self.strategy(symbol, order_price, amount,
real_price_difference / 2)
else:
print('差价太小，放弃本次成交')
def run(self):
self.client = fcoin_client()
self.client.start()
self.client.subscribe_ticker(symbol, self.ticker_handler)
self.symbols_action()
self.get_balance_action(symbols)
time = 0
while True:
self.trade()
time = time + 1
if (time > 100):
break
cf.read("fcoin.conf")
key = cf.get('api', 'key')
secret = cf.get('api', 'secret')
symbol = cf.get('brush', 'symbol')
currency = cf.get('brush', 'currency')
addr = cf.get('peer', 'addr')
server_port = cf.get('peer', 'server_port')
peer_port = cf.get('peer', 'peer_port')
actor = cf.get('peer', 'actor')
except Exception:
print('please check the config file <fcoin.conf> in parent direction')
exit(1)
fcoin = Fcoin()
fcoin.auth(key, secret)
symbols = fcoin.get_symbols()
send_queue = Queue.Queue(maxsize=1)
recv_queue = Queue.Queue(maxsize=1)
udp_socket = socket.socket(socket.AF_INET, socket.SOCK_DGRAM)
udp_socket.bind((addr, int(server_port)))
serial = 0
class Sender(threading.Thread):
def run(self):
while True:
data_obj = send_queue.get()
data = pickle.dumps(data_obj)
udp_socket.sendto(data.encode('utf-8'), (addr, int(peer_port)))
print('send data=%s to address=%s' % (str(data_obj), addr))
class ArbitrageRobot(object):
"""docstring for Robot"""
def __init__(self):
self.fcoin = Fcoin(api_key, api_secret)
self.price_decimals = {}
self.amount_decimals = {}
self.tickers = {}
# 截取指定小数位数
def trunc(self, f, n):
# return round(f, n)
return math.floor(f * 10**n) / 10**n
def ticker_handler(self, message):
# print(message)
if 'ticker' in message:
symbol = message['type'].split('.')[1]
self.tickers[symbol] = message['ticker']
logging.debug("ticker: {}".format(message['ticker']))
else:
logging.debug("ticker message: {}".format(message))
def symbols_action(self):
all_symbols = self.fcoin.get_symbols()
for symbol in symbol_pairs:
for info in all_symbols:
if symbol == info['name']:
self.price_decimals[symbol] = int(info['price_decimal'])
self.amount_decimals[symbol] = int(info['amount_decimal'])
break
logging.info("price_decimals: {}".format(self.price_decimals))
# 买操作
def buy_action(self,
this_symbol,
this_price,
this_amount,
should_repeat=0):
this_price = self.trunc(this_price, self.price_decimals[this_symbol])
this_amount = self.trunc(this_amount,
self.amount_decimals[this_symbol])
# ticker = self.tickers[this_symbol]
# print('准备买入', this_price, ticker)
buy_result = self.fcoin.buy(this_symbol, this_price, this_amount)
# print('buy_result is', buy_result)
buy_order_id = buy_result['data']
if buy_order_id:
lprint("买单 {} 价格成功委托, 订单ID {}".format(this_price, buy_order_id))
return buy_order_id
# 卖操作
def sell_action(self, this_symbol, this_price, this_amount):
this_price = self.trunc(this_price, self.price_decimals[this_symbol])
this_amount = self.trunc(this_amount,
self.amount_decimals[this_symbol])
# ticker = self.tickers[this_symbol]
# print('准备卖出', this_price, ticker)
sell_result = self.fcoin.sell(this_symbol, this_price, this_amount)
# print('sell_result is: ', sell_result)
sell_order_id = sell_result['data']
if sell_order_id:
lprint("卖单 {} 价格成功委托, 订单ID {}".format(this_price, sell_order_id))
return sell_order_id
def strategy(self, type, pricedf, amount):
print('使用套利策略')
if type == 1:
usdtamount = amount * pricedf["ethusdt"]
ftamount = usdtamount / pricedf["ftusdt"]
self.sell_action("fteth", pricedf["fteth"], ftamount)
self.buy_action("ftusdt", pricedf["ftusdt"], ftamount)
self.sell_action("ethusdt", pricedf["ethusdt"], amount)
elif type == 2:
ftamount = amount / pricedf["fteth"]
self.buy_action("ethusdt", pricedf["ethusdt"], amount)
self.sell_action("ftusdt", pricedf["ftusdt"], ftamount)
self.buy_action("fteth", pricedf["fteth"], ftamount)
def trade(self):
"""套利策略，寻找一个三元pair，看是不是满足套利规则。
ETH/USDT, FT/ETH, FT/USDT
ethusdt买一价 * fteth买一价 / ftusdt卖一价, 如果大于1很多，就存在套利空间
操作流程：usdt买ft，卖ft换回eth，卖eth换回usdt
ftusdt买一价 / fteth卖一价 / ethusdt卖一价, 如果大于1很多，就存在套利空间
操作流程为：usdt买eth，eht买ft，卖ft换回usdt
买一下标为2， 卖一下标为4"""
time.sleep(second)
if len(self.tickers) == len(symbol_pairs):
info_df = pd.DataFrame(self.tickers).T
# 买一卖一的均价
info_df["price"] = (info_df[2] + info_df[4]) / 2
taoli1 = info_df.price["ethusdt"] * \
info_df.price["fteth"] / info_df.price["ftusdt"]
taoli2 = info_df.price["ftusdt"] / \
info_df.price["fteth"] / info_df.price["ethusdt"]
# print(taoli1, taoli2)
# 从eth开始交易
if taoli1 > difference:
self.strategy(1, info_df.price, ethamount)
lprint("满足套利条件1 套利值为{:.4}‰".format(taoli1 * 1000 - 1000))
lprint("ethusdt卖价：{} ftusdt买价：{} fteth卖价：{}".format(
info_df.price["ethusdt"], info_df.price["ftusdt"],
info_df.price["fteth"]))
elif taoli2 > difference:
self.strategy(2, info_df.price, ethamount)
lprint("满足套利条件2 套利值比为{:.4}‰".format(taoli2 * 1000 - 1000))
lprint("fteth买价：{} ftusdt卖价：{} ethusdt买价：{}".format(
info_df.price["fteth"], info_df.price["ftusdt"],
info_df.price["ethusdt"]))
else:
lprint('差价太小，本次无法套利 方式一{} 方式二{}'.format(taoli1, taoli2),
logging.DEBUG)
def run(self):
self.client = fcoin_client()
self.client.start()
self.client.subscribe_tickers(symbol_pairs, self.ticker_handler)
self.symbols_action()
# self.get_balance_action(symbols)
balance.balance()
while True:
self.trade()
class Robot(object):
"""docstring for Robot"""
def __init__(self):
self.fcoin = Fcoin(api_key, api_secret)
# self.ticker = []
self.time_since_last_call = 0
# 截取指定小数位数
def trunc(self, f, n):
# return round(f, n)
return math.floor(f * 10**n) / 10**n
def ticker_handler(self, message):
if 'ticker' in message:
self.ticker = message['ticker']
# print('ticker', self.ticker)
def symbols_action(self):
all_symbols = self.fcoin.get_symbols()
for info in all_symbols:
if symbol == info['name']:
self.price_decimal = int(info['price_decimal'])
self.amount_decimal = int(info['amount_decimal'])
# print('price_decimal:', self.price_decimal, 'amount_decimal:', self.amount_decimal)
return
# 查询账户余额
def get_balance_action(self, symbols, specfic_symbol=None):
balance_info = self.fcoin.get_balance()
specfic_balance = 0
for info in balance_info['data']:
for symbol in symbols:
if info['currency'] == symbol:
balance = info
print(balance['currency'], '账户余额', balance['balance'],
'可用', balance['available'], '冻结', balance['frozen'])
if info['currency'] == specfic_symbol:
specfic_balance = float(info['available'])
return specfic_balance
# 买操作
def buy_action(self,
this_symbol,
this_price,
this_amount,
should_repeat=0):
# ticker = self.ticker
# print('准备买入', this_price, ticker)
buy_result = self.fcoin.buy(this_symbol,
self.trunc(this_price, self.price_decimal),
this_amount)
# print('buy_result is', buy_result)
buy_order_id = buy_result['data']
if buy_order_id:
lprint('买单{} 价格成功委托 订单ID{}'.format(this_price, buy_order_id))
return buy_order_id
# 卖操作
def sell_action(self, this_symbol, this_price, this_amount):
# ticker = self.ticker
# print('准备卖出', this_price, ticker)
sell_result = self.fcoin.sell(this_symbol, this_price, this_amount)
# print('sell_result is: ', sell_result)
sell_order_id = sell_result['data']
if sell_order_id:
lprint('卖单{} 价格成功委托 订单ID{}'.format(this_price, sell_order_id))
return sell_order_id
def strategy(self, symbol, order_price, amount, gap):
# print('使用单边震荡策略')
# lprint("start strategy", logging.DEBUG)
buy_price = self.trunc(order_price - gap, self.price_decimal)
sell_price = self.trunc(order_price + gap, self.price_decimal)
if is_multi_thread:
buy_thread = threading.Thread(target=self.buy_action,
args=(symbol, buy_price, amount))
sell_thread = threading.Thread(target=self.sell_action,
args=(symbol, sell_price, amount))
buy_thread.start()
sell_thread.start()
else:
self.buy_action(symbol, buy_price, amount)
self.sell_action(symbol, sell_price, amount)
def trade(self):
time.sleep(second)
ticker = self.ticker
# if len(ticker) == 0:
# return
# newest_price = ticker[0]
high_bids = ticker[2]
high_bids_amount = ticker[3]
low_ask = ticker[4]
low_ask_amount = ticker[5]
order_price = (low_ask + high_bids) / 2
real_price_difference = float(low_ask - high_bids)
if real_price_difference > price_difference:
gap = 0
if is_mutable_gap:
gap = real_price_difference / 3
elif is_using_gap:
gap = price_difference / 3
# print('现在价格:', newest_price, '挂单价格', order_price)
lprint('最低卖价: {} 最高买价: {} 当前差价:{:.9f} 买卖差价: {:.9f}'.format(
low_ask, high_bids, real_price_difference, gap * 2))
if is_mutable_amount:
trade_amount = min(high_bids_amount, low_ask_amount) / 2
if trade_amount > maxamount:
trade_amount = maxamount
if trade_amount < miniamount:
trade_amount = miniamount
trade_amount = self.trunc(trade_amount, self.amount_decimal)
self.strategy(symbol, order_price, trade_amount, gap)
else:
self.strategy(symbol, order_price, amount, gap)
self.time_since_last_call = 0
else:
print('最低卖价: {} 最高买价: {} 当前差价:{:.9f} 设定差价: {:.9f}'.format(
low_ask, high_bids, real_price_difference, price_difference))
print('差价太小，放弃本次成交')
self.time_since_last_call += second
if self.time_since_last_call > heartbeat_interval:
# inorder to keep-alive
if is_multi_thread:
buy_thread = threading.Thread(
target=self.fcoin.get_server_time)
sell_thread = threading.Thread(
target=self.fcoin.get_server_time)
buy_thread.start()
sell_thread.start()
else:
self.fcoin.get_server_time()
self.time_since_last_call = 0
def run(self):
self.client = fcoin_client(self.on_close)
# self.client = fcoin_client()
self.client.start()
self.client.subscribe_tickers([symbol], self.ticker_handler)
self.symbols_action()
# self.get_balance_action(symbols)
if not is_mutable_amount:
logging.info("交易标的:{} 每单交易量:{} {}".format(symbol, amount,
symbols[0]))
balance.balance()
while True:
self.trade()
def on_close(self):
print("websocket closed, try to restart...")
time.sleep(second)
# self.client = fcoin_client(self.on_close)
self.client.start()
self.client.subscribe_tickers([symbol], self.ticker_handler)
from fcoin import Fcoin
#if python3 use fcoin3
#from fcoin3 import Fcoin
fcoin = Fcoin()
print(fcoin.get_symbols())
print(fcoin.get_currencies())
fcoin.auth('you-key', 'you-secret')
print(fcoin.get_balance())
print(fcoin.buy('fteth', 0.0001, 10))
#print(fcoin.sell('fteth', 0.002, 5))
#print(fcoin.cancel_order('6TfBZ-eORp4_2nO5ar6zhg0gLLvuWzTTmL1OzOy9OYg='))
#print(fcoin.get_candle('M1','fteth'))