def get_account():
try:
account_client = AccountClient(url=settings.config['COMMON']['host'], api_key=settings.config['ACCOUNT']['api_key'], secret_key=settings.config['ACCOUNT']['secret_key'])
accounts = account_client.get_accounts()
for account in accounts:
if account.type == "spot":
store.account = account
except Exception as e:
print(e)
class AccountHandler:
def __init__(self):
self.api_key = "db8f342a-3540b528-hrf5gdfghe-5e793"
self.secret_key = "366684d9-94c5fdf7-ad3b02a0-446bf"
self.account_client = AccountClient(api_key=self.api_key,
secret_key=self.secret_key)
self.margin_client = MarginClient(api_key=self.api_key,
secret_key=self.secret_key)
self.accounts = []
self.asset = {}
self.balance = pd.DataFrame(
columns=['account', 'currency', 'type', 'balance'])
self.margin = {}
self.th = TradeHandler()
self.conn = sqlite3.connect('market.db', timeout=10)
self.open_order = 0
def get_accounts(self):
self.accounts = self.account_client.get_accounts()
# LogInfo.output_list(self.accounts)
def get_account_asset(self, account_type, currency):
asset_valuation = self.account_client.get_account_asset_valuation(
account_type=account_type, valuation_currency=currency)
return float(asset_valuation.balance)
def update_asset(self):
for item in self.accounts:
self.asset[item.type] = self.get_account_asset(item.type, 'usd')
def get_balance(self, account_id):
list_obj = self.account_client.get_balance(account_id=account_id)
for item in list_obj:
if float(item.balance) != 0:
self.balance = self.balance.append(pd.Series(
[
account_id, item.currency, item.type,
float(item.balance)
],
index=['account', 'currency', 'type', 'balance']),
ignore_index=True)
self.balance = self.balance.drop_duplicates()
def update_balance(self):
self.balance = pd.DataFrame(
columns=['account', 'currency', 'type', 'balance'])
for item in self.accounts:
self.get_balance(item.id)
self.balance = self.balance.loc[
self.balance['balance'] != 0].reset_index(drop=True)
def get_cross_margin_account(self):
account_balance = self.margin_client.get_cross_margin_account_balance()
self.margin['balance'] = float(account_balance.acct_balance_sum)
self.margin['debt'] = float(account_balance.debt_balance_sum)
# account_balance.print_object()
def get_account_ledger(self, account_id):
list_obj = self.account_client.get_account_ledger(
account_id=account_id)
LogInfo.output_list(list_obj)
def update_history_trades(self, symbol):
table = symbol + "_trade_log"
self.th.get_match_result(symbol)
data = self.th.trade_log.copy()
c = self.conn.cursor()
# get the count of tables with the name
c.execute(
"SELECT count(name) FROM sqlite_master WHERE type='table' AND name='"
+ table + "'")
# #if the count is 1, then table exists
if c.fetchone()[0] == 1:
last_data = pd.read_sql('select * from ' + table, self.conn)
last_data = last_data.append(data).drop_duplicates().sort_values(
by='Time', ascending=True)
last_data.sort_values(by='Time',
ascending=True).to_sql(table,
self.conn,
if_exists='replace',
index=False)
else:
data.sort_values(by='Time',
ascending=True).to_sql(table,
self.conn,
if_exists='replace',
index=False)
def adjust_position(self, account, currency, target, last_price):
balance = self.balance
current_balance = balance[(balance['account'] == account)
& (balance['currency'] == currency)]
if len(current_balance):
current_position = current_balance['balance'].values[0]
else:
current_position = 0.0
if current_position < target * 0.95:
od = OrderType.BUY_MARKET
amt = (target - current_position) * last_price
if amt < 5:
return
else:
self.place_market_order(currency, account, od, amt)
elif current_position > target * 1.05 + 0.00005:
amt = round(current_position - target - 0.00001, 5)
od = OrderType.SELL_MARKET
if amt < 0.0001:
return
else:
self.place_market_order(currency, account, od, amt)
def place_market_order(self, currency, account, od, amt):
try:
self.th.batch_cancel(account)
order_id = self.th.create_order_market(currency + "usdt", account,
od, round(amt, 6))
self.open_order = order_id
except Exception as error:
print(error)
print(od)
print(amt)
print("CANNOT PLACE ORDER!!!!!")
def check_latest_order(self):
if self.open_order > 0:
return self.th.get_order(self.open_order)
#!/usr/bin/python3
from huobi.client.account import AccountClient
from huobi.constant import *
# get accounts
from huobi.utils import *
from configparser import ConfigParser
ini_file = "hunter.ini"
cfg = ConfigParser()
cfg.read(ini_file)
general_cfg = dict(cfg.items('general'))
g_api_key = general_cfg['g_api_key']
g_secret_key = general_cfg['g_secret_key']
account_client = AccountClient(api_key=g_api_key, secret_key=g_secret_key)
list_obj = account_client.get_accounts()
LogInfo.output_list(list_obj)
class User:
def __init__(self, access_key, secret_key, buy_amount, wxuid):
self.access_key = access_key
self.sercet_key = secret_key
self.account_client = AccountClient(api_key=access_key, secret_key=secret_key)
self.trade_client = TradeClient(api_key=access_key, secret_key=secret_key)
self.account_id = next(filter(
lambda account: account.type=='spot' and account.state =='working',
self.account_client.get_accounts()
)).id
self.usdt_balance = self.get_currency_balance(['usdt'])['usdt']
if buy_amount.startswith('/'):
self.buy_amount = max(math.floor(self.usdt_balance / float(buy_amount[1:])), 5)
else:
self.buy_amount = float(buy_amount)
self.wxuid = wxuid.split(';')
self.balance = {}
self.buy_order_list = []
self.sell_order_list = []
self.buy_id = []
self.sell_id = []
self.username = wx_name(self.wxuid[0])
self.high = True
def buy(self, targets, amounts):
buy_order_list = [{
"symbol": target.symbol,
"account_id": self.account_id,
"order_type": OrderType.BUY_MARKET,
"source": OrderSource.SPOT_API,
"price": 1,
"amount": target.check_amount(max(
amount,
target.min_order_value
))}
for target, amount in zip(targets, amounts)
if amount > 0
]
if buy_order_list:
self.buy_id.extend(self.trade_client.batch_create_order(buy_order_list))
self.buy_order_list.extend(buy_order_list)
# logger.debug(f'User {self.account_id} buy report')
for order in buy_order_list:
logger.debug(f'Speed {order["amount"]} USDT to buy {order["symbol"][:-4].upper()}')
def buy_limit(self, targets, amounts, prices=None):
if not prices:
rate = MAX_BUY_RATE
rate2 = 9
buy_order_list = [{
"symbol": target.symbol,
"account_id": self.account_id,
"order_type": OrderType.BUY_LIMIT,
"source": OrderSource.SPOT_API,
"price": target.check_price(min(
(1 + rate / 100) * target.init_price,
(1 + rate2 / 100) * target.price
)),
"amount": target.check_amount(max(
amount / min(
(1 + rate / 100) * target.init_price,
(1 + rate2 / 100) * target.price
),
target.limit_order_min_order_amt
))}
for target, amount in zip(targets, amounts)
if amount > 0
]
else:
buy_order_list = [{
"symbol": target.symbol,
"account_id": self.account_id,
"order_type": OrderType.BUY_LIMIT,
"source": OrderSource.SPOT_API,
"price": target.check_price(price),
"amount": target.check_amount(max(
amount / price,
target.limit_order_min_order_amt
))}
for target, amount, price in zip(targets, amounts, prices)
if amount > 0
]
if buy_order_list:
self.buy_id.extend(self.trade_client.batch_create_order(buy_order_list))
self.buy_order_list.extend(buy_order_list)
# logger.debug(f'User {self.account_id} buy report')
for order in buy_order_list:
logger.debug(f'Speed {order["amount"]} USDT to buy {order["symbol"][:-4].upper()}')
def sell(self, targets, amounts):
sell_order_list = [{
"symbol": target.symbol,
"account_id": self.account_id,
"order_type": OrderType.SELL_MARKET,
"source": OrderSource.SPOT_API,
"price": 1,
"amount": target.check_amount(amount)}
for target, amount in zip(targets, amounts)
]
sell_order_list = [
order for order, target in zip(sell_order_list, targets)
if order['amount'] >= target.sell_market_min_order_amt
]
if sell_order_list:
self.sell_id.extend(self.trade_client.batch_create_order(sell_order_list))
self.sell_order_list.extend(sell_order_list)
# logger.debug(f'User {self.account_id} sell report')
for order in sell_order_list:
logger.debug(f'Sell {order["amount"]} {order["symbol"][:-4].upper()} with market price')
def sell_limit(self, targets, amounts, prices=None):
if not prices:
rate = SELL_RATE if self.high else SECOND_SELL_RATE
sell_order_list = [{
"symbol": target.symbol,
"account_id": self.account_id,
"order_type": OrderType.SELL_LIMIT,
"source": OrderSource.SPOT_API,
"price": target.check_price((1 + rate / 100) * target.buy_price),
"amount": target.check_amount(amount)}
for target, amount in zip(targets, amounts)
]
else:
sell_order_list = [{
"symbol": target.symbol,
"account_id": self.account_id,
"order_type": OrderType.SELL_LIMIT,
"source": OrderSource.SPOT_API,
"price": target.check_price(price),
"amount": target.check_amount(amount)}
for target, amount, price in zip(targets, amounts, prices)
]
sell_order_list = [
order for order, target in zip(sell_order_list, targets)
if order['amount'] >= target.limit_order_min_order_amt
]
if sell_order_list:
self.sell_id.extend(self.trade_client.batch_create_order(sell_order_list))
self.sell_order_list.extend(sell_order_list)
# logger.debug(f'User {self.account_id} sell report')
for order in sell_order_list:
logger.debug(f'Sell {order["amount"]} {order["symbol"][:-4].upper()} with price {order["price"]}')
@timeout_handle([])
def get_open_orders(self, targets, side=OrderSide.SELL) -> 'list[huobi.model.trade.order.Order]':
open_orders = []
all_symbols = [target.symbol for target in targets]
for symbols in [all_symbols[i:i+10] for i in range(0, len(all_symbols), 10)]:
open_orders.extend(self.trade_client.get_open_orders(','.join(symbols), self.account_id, side))
return open_orders
def cancel_and_sell(self, targets):
open_orders = self.get_open_orders(targets)
if open_orders:
all_symbols = [target.symbol for target in targets]
for symbols in [all_symbols[i:i+10] for i in range(0, len(all_symbols), 10)]:
self.trade_client.cancel_orders(','.join(symbols), [order.id for order in open_orders if order.symbol in symbols])
logger.info(f'Cancel open sell orders for {", ".join(all_symbols)}')
self.get_balance(targets)
amounts = [self.balance[target.base_currency] for target in targets]
self.sell(targets, amounts)
target_currencies = [target.base_currency for target in targets]
while True:
frozen_balance = self.get_currency_balance(target_currencies, 'frozen')
if not any(frozen_balance.values()):
break
else:
time.sleep(0.1)
self.get_balance(targets)
amounts = [self.balance[target.base_currency] for target in targets]
def high_cancel_and_sell(self, targets, symbol, price):
self.high = False
open_orders = self.get_open_orders(targets)
if open_orders:
all_symbols = [target.symbol for target in targets]
for symbols in [all_symbols[i:i+10] for i in range(0, len(all_symbols), 10)]:
self.trade_client.cancel_orders(','.join(symbols), [order.id for order in open_orders if order.symbol in symbols])
logger.info(f'Cancel open sell orders for {", ".join(all_symbols)}')
self.get_balance(targets)
symbol_targets = [target for target in targets if target.symbol == symbol]
symbol_amounts = [self.balance[target.base_currency] for target in symbol_targets]
other_targets = [target for target in targets if target.symbol != symbol]
other_amounts = [self.balance[target.base_currency] for target in other_targets]
prices = [(price + target.buy_price * (1 + SELL_RATE / 100)) / 2 for target in symbol_targets]
self.sell_limit(symbol_targets, symbol_amounts, prices=prices)
self.sell_limit(other_targets, other_amounts)
# target_currencies = [target.base_currency for target in targets]
# while True:
# frozen_balance = self.get_currency_balance(target_currencies, 'frozen')
# if not any(frozen_balance.values()):
# break
# else:
# time.sleep(0.1)
# self.get_balance(targets)
# amounts = [self.balance[target.base_currency] for target in targets]
def buy_and_sell(self, targets):
self.buy_limit(targets, [self.buy_amount for _ in targets])
self.check_balance(targets)
sell_amounts = [self.balance[target.base_currency] for target in targets]
self.sell_limit(targets, sell_amounts)
def get_currency_balance(self, currencies, balance_type='trade'):
return {
currency.currency: float(currency.balance)
for currency in self.account_client.get_balance(self.account_id)
if currency.currency in currencies and currency.type == balance_type
}
def get_balance(self, targets):
while self.get_open_orders(targets, side=None):
pass
target_currencies = [target.base_currency for target in targets]
self.balance = self.get_currency_balance(target_currencies)
def check_balance(self, targets):
self.get_balance(targets)
# logger.debug(f'User {self.account_id} balance report')
for target in targets:
for order_id, order in zip(self.buy_id, self.buy_order_list):
if order['symbol'] == target.symbol:
break
target_balance = self.balance[target.base_currency]
if target_balance > 10 ** -target.amount_precision:
order_detail = self.trade_client.get_order(order_id.order_id)
buy_price = float(order_detail.filled_cash_amount) / float(order_detail.filled_amount)
target.buy_price = buy_price
logger.debug(f'Get {target_balance} {target.base_currency.upper()} with average price {buy_price}')
else:
target.buy_price = 0
logger.debug(f'Get no {target.base_currency.upper()}')
def report(self):
orders = [
self.trade_client.get_order(order.order_id)
for order in self.buy_id + self.sell_id
if order.order_id
]
order_info = [{
'symbol': order.symbol,
'time': strftime(order.finished_at / 1000, fmt='%Y-%m-%d %H:%M:%S.%f'),
'price': round(float(order.filled_cash_amount) / float(order.filled_amount), 6),
'amount': round(float(order.filled_amount), 6),
'fee': round(float(order.filled_fees), 6),
'currency': order.symbol[:-4].upper(),
'vol': float(order.filled_cash_amount),
'direct': order.type.split('-')[0]}
for order in orders
if order.state == 'filled'
]
buy_info = list(filter(lambda x: x['direct']=='buy', order_info))
sell_info = list(filter(lambda x: x['direct']=='sell', order_info))
pay = round(sum([each['vol'] for each in buy_info]), 4)
if pay <= 0:
logger.warning(f'NO REPORT for User {self.account_id}')
return
income = round(sum([each['vol'] - each['fee'] for each in sell_info]), 4)
profit = round(income - pay, 4)
percent = round(profit / self.usdt_balance * 100, 4)
logger.info(f'REPORT for user {self.account_id}')
logger.info('Buy')
for each in buy_info:
currency = each['currency']
symbol_name = '/'.join([currency, 'USDT'])
vol = each['vol']
amount = each['amount']
price = each['price']
fee = round(each['fee'] * price, 6)
each['fee'] = fee
logger.info(f'{symbol_name}: use {vol} USDT, get {amount} {currency}, price {price}, fee {fee} {currency}, at {each["time"]}')
logger.info('Sell')
for each in sell_info:
currency = each['currency']
symbol_name = '/'.join([currency, 'USDT'])
vol = each['vol']
amount = each['amount']
price = each['price']
fee = each['fee']
logger.info(f'{symbol_name}: use {amount} {currency}, get {vol} USDT, price {price}, fee {fee} USDT, at {each["time"]}')
logger.info(f'Totally pay {pay} USDT, get {income} USDT, profit {profit} USDT, {percent}%')
add_profit(self.account_id, pay, income, profit, percent)
total_profit, month_profit = get_profit(self.account_id)
wx_report(self.account_id, self.wxuid, self.username, pay, income, profit, percent, buy_info, sell_info, total_profit, month_profit)