Beispiel #1
0
def on_message(ws, message):
    global buy_price, buy_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 bid_price > buy_price:
            spotAPI.revoke_order(instrument_id, old_order_id)
        #下单
        if ask_price >= bid_price * 1.0008:
            new_order_id = spot_buy(spotAPI, instrument_id, amount,
                                    bid_price + 0.0001)
            if new_order_id:
                old_order_id = new_order_id
                buy_price = bid_price + 0.0001
                buy_times += 1

                bid_info = 'bids price: %.4f, buy_price: %.4f, buy_times: %d' % (
                    bid_price, buy_price, buy_times)
                print(bid_info)
Beispiel #2
0
def on_message(ws, message):
    global buy_price, sell_price, buy_queue, sell_queue, bid_price, ask_price, last_time_sec, latest_deal_price, last_time_account_sec
    message = bytes.decode(inflate(message), 'utf-8')  # data decompress
    if 'pong' in message or 'addChannel' in message:
        return
    jmessage = json.loads(message)
    each_message = jmessage[0]
    channel = each_message['channel']
    now_time_sec = float(time.time())
    if channel == 'ok_sub_spot_%s_usdt_depth_5' % coin_name:
        data = each_message['data']
        asks = data['asks'][::-1]
        bids = data['bids']
        ask_price = float(asks[0][0])
        bid_price = float(bids[0][0])
        ask_price_2 = float(asks[1][0])
        bid_price_2 = float(bids[1][0])
        mid_price = (ask_price + bid_price) / 2

    elif channel == ('ok_sub_spot_%s_usdt_deals' % coin_name):

        jdata = each_message['data'][0]
        latest_deal_price = float(jdata[1])
        mid_price = (ask_price + bid_price) / 2
        deal_entity = DealEntity(jdata[0], float(jdata[1]),
                                 round(float(jdata[2]), 3), now_time_sec,
                                 jdata[4])
        handle_deque(deque_3s, deal_entity, now_time_sec, ind_3s)
        avg_3s_price = ind_3s.cal_avg_price()

        price_3s_change = cal_rate(latest_deal_price, avg_3s_price)
        spot_maker.timeLog(
            "最新成交价: %.4f, 中间价: %.4f, 买一价: %.4f, 卖一价: %.4f, 3秒平均价: %.4f, 波动: %.3f%%"
            % (latest_deal_price, mid_price, bid_price, ask_price,
               avg_3s_price, price_3s_change))
        if price_3s_change > 0.03 or price_3s_change < -0.03:
            return
        elif latest_deal_price >= bid_price * 1.0003 and ask_price >= latest_deal_price * 1.0003:
            buy_price = bid_price + 0.0001
            sell_price = ask_price - 0.0001
        elif ask_price > bid_price * 1.0006:
            buy_price = bid_price + 0.0001
            sell_price = ask_price - 0.0001
        else:
            # 不操作
            return
        try:
            buy_order_id = spot_buy(spotAPI, instrument_id, amount, buy_price)
        except Exception as e:
            buy_order_id = False
            traceback.print_exc()
        try:
            sell_order_id = spot_sell(spotAPI, instrument_id, amount,
                                      sell_price)
        except Exception as e:
            sell_order_id = False
            traceback.print_exc()
def process_message(message):
    global latest_price, last_avg_price, less, deque_3s, deque_10s, deque_min, future_buy_price,\
        deque_3m, ind_3s, ind_10s, ind_1min, ind_3m, write_lines, last_3min_macd_ts, new_macd, lessless,\
        future_buy_time, spot_buy_time, spot_sell_price, spot_buy_price, lessmore, future_more_buy_price
    ts = time.time()
    now_time = timestamp2string(ts)
    for each_message in message['data']:
        latest_price = float(each_message['price'])
        trade_id = each_message['trade_id']
        size = each_message['size']
        side = each_message['side']
        deal_entity = DealEntity(trade_id, latest_price, size, ts, side)
        print('detail:' + deal_entity.detail())

        handle_deque(deque_3s, deal_entity, ts, ind_1s)
        handle_deque(deque_10s, deal_entity, ts, ind_10s)
        handle_deque(deque_min, deal_entity, ts, ind_1min)
        handle_deque(deque_3m, deal_entity, ts, ind_3m)

        avg_3s_price = ind_1s.cal_avg_price()
        avg_10s_price = ind_10s.cal_avg_price()
        avg_min_price = ind_1min.cal_avg_price()
        avg_3m_price = ind_3m.cal_avg_price()
        price_10s_change = cal_rate(avg_3s_price, avg_10s_price)
        price_1m_change = cal_rate(avg_3s_price, avg_min_price)
        price_3m_change = cal_rate(avg_3s_price, avg_3m_price)

        # 做空
        if less == 0 and check_do_future_less(price_3m_change, price_1m_change,
                                              price_10s_change):
            sell_id = sell_all_position(spotAPI, instrument_id,
                                        latest_price - 0.001)
            if sell_id:
                spot_buy_time = int(ts)
                time.sleep(1)
                sell_order_info = spotAPI.get_order_info(
                    sell_id, instrument_id)
                if sell_order_info['status'] == 'filled' or sell_order_info[
                        'status'] == 'part_filled':
                    less = 1
                    spot_sell_price = float(sell_order_info['price'])
                    info = now_time + u' 现货全部卖出!!!spot_sell_price:' + str(
                        spot_sell_price)
                    with codecs.open(file_transaction, 'a+', 'utf-8') as f:
                        f.writelines(info + '\n')
                else:
                    spotAPI.revoke_order_exception(instrument_id, sell_id)
        if less == 1:
            if price_1m_change > 0 and new_macd > 0:
                usdt_account = spotAPI.get_coin_account_info("usdt")
                usdt_available = float(usdt_account['available'])
                amount = math.floor(usdt_available / latest_price)
                if amount > 0:
                    buy_id = spot_buy(spotAPI, instrument_id, amount,
                                      latest_price)
                    if buy_id:
                        time.sleep(3)
                        order_info = spotAPI.get_order_info(
                            buy_id, instrument_id)
                        if order_info['status'] == 'filled':
                            less = 0
                            spot_buy_price = order_info['price']
                            info = u'macd > 0, 买入现货止盈!!!买入价格:' + str(
                                spot_buy_price) + u', ' + now_time
                            with codecs.open(file_transaction, 'a+',
                                             'utf-8') as f:
                                f.writelines(info + '\n')
                        else:
                            attempts = 5
                            while attempts > 0:
                                attempts -= 1
                                spotAPI.revoke_order_exception(
                                    instrument_id, buy_id)
                                time.sleep(1)
                                order_info = spotAPI.get_order_info(
                                    buy_id, instrument_id)
                                if order_info['status'] == 'cancelled':
                                    break
                else:
                    less = 0

            if int(ts) - spot_buy_time > 60:
                if latest_price > spot_sell_price and price_1m_change >= 0 and price_10s_change >= 0 \
                        and (ind_1min.bid_vol > ind_1min.ask_vol or price_3m_change >= 0):
                    usdt_account = spotAPI.get_coin_account_info("usdt")
                    usdt_available = float(usdt_account['available'])
                    amount = math.floor(usdt_available / latest_price)
                    if amount > 0:
                        buy_id = spot_buy(spotAPI, instrument_id, amount,
                                          latest_price)
                        if buy_id:
                            time.sleep(3)
                            order_info = spotAPI.get_order_info(
                                buy_id, instrument_id)
                            if order_info['status'] == 'filled':
                                less = 0
                                spot_buy_price = order_info['price']
                                info = u'macd > 0, 买入现货止损!!!买入价格:' + str(
                                    spot_buy_price) + u', ' + now_time
                                with codecs.open(file_transaction, 'a+',
                                                 'utf-8') as f:
                                    f.writelines(info + '\n')
                            else:
                                attempts = 5
                                while attempts > 0:
                                    attempts -= 1
                                    spotAPI.revoke_order_exception(
                                        instrument_id, buy_id)
                                    time.sleep(1)
                                    order_info = spotAPI.get_order_info(
                                        buy_id, instrument_id)
                                    if order_info['status'] == 'cancelled':
                                        break
                    else:
                        less = 0

        holding_status = 'spot_less: %d' % less
        price_info = deal_entity.type + u' now_price: %.4f, 3s_price: %.4f, 10s_price: %.4f, 1m_price: %.4f, ' \
                                        u'3min_price: %.4f' \
                     % (latest_price, avg_3s_price, avg_10s_price, avg_min_price, avg_3m_price)
        vol_info = u'cur_vol: %.3f, 3s vol: %.3f, 10s vol: %.3f, 1min vol: %.3f, ask_vol: %.3f, bid_vol: %.3f, ' \
                   u'3s_ask_vol: %.3f, 3s_bid_vol: %.3f, 3min vol: %.3f, 3min_ask_vol: %.3f, 3min_bid_vol: %.3f' \
                   % (deal_entity.amount, ind_1s.vol, ind_10s.vol, ind_1min.vol, ind_1min.ask_vol, ind_1min.bid_vol,
                      ind_1s.ask_vol, ind_1s.bid_vol, ind_3m.vol, ind_3m.ask_vol, ind_3m.bid_vol)
        rate_info = u'10s_rate: %.2f%%, 1min_rate: %.2f%%, 3min_rate: %.2f%%, new_macd: %.6f' \
                    % (price_10s_change, price_1m_change, price_3m_change, new_macd)
        write_info = holding_status + u', ' + price_info + u', ' + vol_info + u', ' + rate_info + u', ' + now_time + '\r\n'
        write_lines.append(write_info)
        if len(write_lines) >= 100:
            with codecs.open(file_deal, 'a+', 'UTF-8') as f:
                f.writelines(write_lines)
                write_lines = []

        print(holding_status + '\r\n' + price_info + '\r\n' + vol_info +
              '\r\n' + rate_info + u', ' + now_time)
Beispiel #4
0
def on_message(ws, message):
    message = bytes.decode(inflate(message), 'utf-8')  # data decompress
    if 'pong' in message or 'addChannel' in message:
        return
    global latest_price, less, deque_3s, deque_10s, deque_min, future_buy_price,\
        deque_3m, ind_1s, ind_10s, ind_1min, ind_3m, write_lines, last_3min_macd_ts, new_macd, lessless,\
        future_buy_time, spot_buy_time, spot_sell_price, spot_buy_price
    jmessage = json.loads(message)

    ts = time.time()
    now_time = timestamp2string(ts)
    if int(ts) - last_3min_macd_ts > 60:
        last_3min_macd_ts = int(ts)
        df = get_spot_macd(spotAPI, instrument_id, 300)
        diff = list(df['diff'])
        dea = list(df['dea'])
        new_macd = 2 * (diff[-1] - dea[-1])
        with codecs.open(file_deal, 'a+', 'UTF-8') as f:
            f.writelines('update macd: %.6f\r\n' % new_macd)

    for each_message in jmessage:
        for jdata in each_message['data']:
            latest_price = float(jdata[1])
            deal_entity = DealEntity(jdata[0], float(jdata[1]),
                                     round(float(jdata[2]), 3), ts, jdata[4])

            handle_deque(deque_3s, deal_entity, ts, ind_1s)
            handle_deque(deque_10s, deal_entity, ts, ind_10s)
            handle_deque(deque_min, deal_entity, ts, ind_1min)
            handle_deque(deque_3m, deal_entity, ts, ind_3m)

            avg_3s_price = ind_1s.cal_avg_price()
            avg_10s_price = ind_10s.cal_avg_price()
            avg_min_price = ind_1min.cal_avg_price()
            avg_3m_price = ind_3m.cal_avg_price()
            price_10s_change = cal_rate(avg_3s_price, avg_10s_price)
            price_1m_change = cal_rate(avg_3s_price, avg_min_price)
            price_3m_change = cal_rate(avg_3s_price, avg_3m_price)

            # 做空
            if lessless == 0 and ind_3m.vol > 500000 and ind_3m.ask_vol > 1.3 * ind_3m.bid_vol \
                    and ind_1min.vol > 300000 and ind_1min.ask_vol > 1.5 * ind_1min.bid_vol and -1.2 < price_1m_change \
                    and price_3m_change < price_1m_change < -0.4 and price_10s_change <= -0.05 and new_macd < 0:
                future_buyin_less_order_id = buyin_less(futureAPI,
                                                        coin.name,
                                                        future_instrument_id,
                                                        latest_price,
                                                        amount=None,
                                                        lever_rate=20,
                                                        taker=True)
                if future_buyin_less_order_id:
                    lessless = 1
                    future_buy_time = int(ts)
                    thread.start_new_thread(ensure_buyin_less, (
                        futureAPI,
                        coin.name,
                        future_instrument_id,
                        latest_price,
                        future_buyin_less_order_id,
                    ))
                    future_buy_price = latest_price - 0.01

                    info = u'发出做空信号!!买入时间: ' + now_time
                    with codecs.open(file_transaction, 'a+', 'utf-8') as f:
                        f.writelines(info + '\n')
            if less == 0 and ind_3m.vol > 500000 and ind_3m.ask_vol > 1.3 * ind_3m.bid_vol \
                    and ind_1min.vol > 300000 and ind_1min.ask_vol > 1.5 * ind_1min.bid_vol and -1.2 < price_1m_change \
                    and price_3m_change < price_1m_change < -0.4 and price_10s_change <= -0.05 and new_macd < 0:
                sell_id = sell_all_position(spotAPI, instrument_id,
                                            latest_price - 0.001)
                if sell_id:
                    spot_buy_time = int(ts)
                    time.sleep(1)
                    sell_order_info = spotAPI.get_order_info(
                        sell_id, instrument_id)
                    if sell_order_info['status'] == 'filled' or sell_order_info[
                            'status'] == 'part_filled':
                        less = 1
                        spot_sell_price = float(sell_order_info['price'])
                        info = u'现货全部卖出!!!平均成交价格:' + spot_sell_price + u', ' + now_time
                        with codecs.open(file_transaction, 'a+', 'utf-8') as f:
                            f.writelines(info + '\n')
                    else:
                        spotAPI.revoke_order_exception(instrument_id, sell_id)

            if lessless == 1:
                if price_1m_change > 0 and new_macd > 0:
                    if sell_less(futureAPI, future_instrument_id):
                        lessless = 0
                        thread.start_new_thread(
                            ensure_sell_less,
                            (futureAPI, coin.name, future_instrument_id,
                             latest_price, future_buy_price))
                        info = u'做空止盈,盈利%.3f, time: %s' % (
                            future_buy_price - latest_price, now_time)
                        with codecs.open(file_transaction, 'a+', 'utf-8') as f:
                            f.writelines(info + '\n')
                elif int(ts) - future_buy_time >= 60:
                    if latest_price > spot_sell_price and price_3m_change >= 0 and price_1m_change >= 0 and price_10s_change >= 0:
                        if sell_less(futureAPI, future_instrument_id):
                            lessless = 0
                            thread.start_new_thread(
                                ensure_sell_less,
                                (futureAPI, coin.name, future_instrument_id,
                                 latest_price, future_buy_price))
                            info = u'做空止损,亏损%.2f, time: %s' % (
                                (latest_price - spot_buy_price), now_time)
                            with codecs.open(file_transaction, 'a+',
                                             'utf-8') as f:
                                f.writelines(info + '\n')
                    elif latest_price > spot_sell_price * 1.01:
                        if sell_less(futureAPI, future_instrument_id):
                            lessless = 0
                            thread.start_new_thread(
                                ensure_sell_less,
                                (futureAPI, coin.name, future_instrument_id,
                                 latest_price, future_buy_price))
                            info = u'做空止损,亏损%.2f, time: %s' % (
                                (latest_price - spot_sell_price), now_time)
                            with codecs.open(file_transaction, 'a+',
                                             'utf-8') as f:
                                f.writelines(info + '\n')
            if less == 1:
                if price_1m_change > 0 and new_macd > 0:
                    usdt_account = spotAPI.get_coin_account_info("usdt")
                    usdt_available = float(usdt_account['available'])
                    amount = math.floor(usdt_available / latest_price)
                    if amount > 0:
                        buy_id = spot_buy(spotAPI, instrument_id, amount,
                                          latest_price)
                        if buy_id:
                            time.sleep(3)
                            order_info = spotAPI.get_order_info(
                                buy_id, instrument_id)
                            if order_info['status'] == 'filled':
                                less = 0
                                spot_buy_price = order_info['price']
                                info = u'macd > 0, 买入现货止盈!!!买入价格:' + str(
                                    spot_buy_price) + u', ' + now_time
                                with codecs.open(file_transaction, 'a+',
                                                 'utf-8') as f:
                                    f.writelines(info + '\n')
                            else:
                                attempts = 5
                                while attempts > 0:
                                    attempts -= 1
                                    spotAPI.revoke_order_exception(
                                        instrument_id, buy_id)
                                    time.sleep(1)
                                    order_info = spotAPI.get_order_info(
                                        buy_id, instrument_id)
                                    if order_info['status'] == 'cancelled':
                                        break
                    else:
                        less = 0

                if int(ts) - spot_buy_time > 60:
                    if latest_price > spot_sell_price and price_1m_change > 0 and price_3m_change > 0:
                        usdt_account = spotAPI.get_coin_account_info("usdt")
                        usdt_available = float(usdt_account['available'])
                        amount = math.floor(usdt_available / latest_price)
                        if amount > 0:
                            buy_id = spot_buy(spotAPI, instrument_id, amount,
                                              latest_price)
                            if buy_id:
                                time.sleep(3)
                                order_info = spotAPI.get_order_info(
                                    buy_id, instrument_id)
                                if order_info['status'] == 'filled':
                                    less = 0
                                    apot_buy_price = order_info['price']
                                    info = u'macd > 0, 买入现货止盈!!!买入价格:' + str(
                                        apot_buy_price) + u', ' + now_time
                                    with codecs.open(file_transaction, 'a+',
                                                     'utf-8') as f:
                                        f.writelines(info + '\n')
                                else:
                                    attempts = 5
                                    while attempts > 0:
                                        attempts -= 1
                                        spotAPI.revoke_order_exception(
                                            instrument_id, buy_id)
                                        time.sleep(1)
                                        order_info = spotAPI.get_order_info(
                                            buy_id, instrument_id)
                                        if order_info['status'] == 'cancelled':
                                            break
                        else:
                            less = 0

            holding_status = 'future_less: %d, spot_less: %d' % (lessless,
                                                                 less)
            price_info = deal_entity.type + u' now_price: %.4f, 3s_price: %.4f, 10s_price: %.4f, 1m_price: %.4f, ' \
                                            u'3min_price: %.4f' \
                         % (latest_price, avg_3s_price, avg_10s_price, avg_min_price, avg_3m_price)
            vol_info = u'cur_vol: %.3f, 3s vol: %.3f, 10s vol: %.3f, 1min vol: %.3f, ask_vol: %.3f, bid_vol: %.3f, ' \
                       u'3s_ask_vol: %.3f, 3s_bid_vol: %.3f, 3min vol: %.3f, 3min_ask_vol: %.3f, 3min_bid_vol: %.3f' \
                       % (deal_entity.amount, ind_1s.vol, ind_10s.vol, ind_1min.vol, ind_1min.ask_vol, ind_1min.bid_vol,
                          ind_1s.ask_vol, ind_1s.bid_vol, ind_3m.vol, ind_3m.ask_vol, ind_3m.bid_vol)
            rate_info = u'10s_rate: %.2f%%, 1min_rate: %.2f%%, 3min_rate: %.2f%%, new_macd: %.6f' \
                        % (price_10s_change, price_1m_change, price_3m_change, new_macd)
            write_info = holding_status + u', ' + price_info + u', ' + vol_info + u', ' + rate_info + u', ' + now_time + '\r\n'
            write_lines.append(write_info)
            if len(write_lines) >= 100:
                with codecs.open(file_deal, 'a+', 'UTF-8') as f:
                    f.writelines(write_lines)
                    write_lines = []

            print(holding_status + '\r\n' + price_info + '\r\n' + vol_info +
                  '\r\n' + rate_info + u', ' + now_time)
def on_message(ws, message):
    global buy_price, sell_price, buy_queue, sell_queue, bid_price, ask_price, last_time_sec,latest_deal_price,last_time_account_sec
    message = bytes.decode(inflate(message), 'utf-8')  # data decompress
    if 'pong' in message or 'addChannel' in message:
        return
    jmessage = json.loads(message)
    each_message = jmessage[0]
    channel = each_message['channel']
    now_time_sec = float(time.time())
    if channel == 'ok_sub_spot_%s_usdt_depth_5' % coin_name:
        data = each_message['data']
        asks = data['asks'][::-1]
        bids = data['bids']
        ask_price = float(asks[0][0])
        bid_price = float(bids[0][0])
        ask_price_2 = float(asks[1][0])
        bid_price_2 = float(bids[1][0])
        mid_price = (ask_price + bid_price) / 2
        if now_time_sec > last_time_sec + 0.2:
            last_time_sec = now_time_sec
            print('撤单前sell_queue length: ', len(sell_queue))
            new_queue = []
            for order in sell_queue:
                is_revoke_suc = spot_maker.revoke_order(order.order_id, now_time_sec)
                if is_revoke_suc:
                    if latest_deal_price >= ask_price * 0.9999:
                        # 上涨行情, 追加买单
                        buy_price = mid_price
                        sell_price = max(buy_price * 1.001, ask_price_2)
                        buy_order_id = spot_maker.take_buy_order(2 * amount, buy_price)
                        if buy_order_id:
                            new_buy_order = Order(buy_order_id, buy_price, amount, 'buy', now_time_sec)
                            buy_queue.append(new_buy_order)
                            spot_maker.timeLog("挂买入单成功,时间:%s, 价格: %.4f, order_id: %s" % (
                                timestamp2string(now_time_sec), buy_price, buy_order_id))
                        continue
                    else:
                        sell_price = ask_price - 0.0001
                    if ask_price > bid_price * 1.0006:
                        sell_order_id = spot_maker.take_sell_order(amount, sell_price)
                        if sell_order_id:
                            new_sell_order = Order(sell_order_id, sell_price, amount, 'sell',
                                                   timestamp2string(now_time_sec))
                            new_queue.append(new_sell_order)
                            spot_maker.timeLog("挂卖出单成功,时间:%s, 价格: %.4f, order_id: %s" % (
                                timestamp2string(now_time_sec), sell_price, sell_order_id))

                else:
                    # 撤单失败,retry
                    spot_maker.timeLog('%s撤单失败,重试')
                    spot_maker.revoke_order(order.order_id, now_time_sec)

            sell_queue = copy.deepcopy(new_queue)
            new_queue = []
            print('撤单后sell_queue length: ', len(sell_queue))
            print('撤单前buy_queue length: ', len(buy_queue))
            for order in buy_queue:
                if spot_maker.revoke_order(order.order_id, now_time_sec):
                    if latest_deal_price <= bid_price * 1.0001:
                        # 下跌行情, 追加卖单
                        sell_price = mid_price
                        buy_price = min(sell_price * 0.999, bid_price_2)
                        sell_order_id = spot_maker.take_sell_order(amount, sell_price)
                        if sell_order_id:
                            new_sell_order = Order(sell_order_id, sell_price, 2 * amount, 'sell',
                                                   timestamp2string(now_time_sec))
                            sell_queue.append(new_sell_order)
                            spot_maker.timeLog("挂卖出单成功,时间:%s, 价格: %.4f, order_id: %s" % (
                                timestamp2string(now_time_sec), sell_price, sell_order_id))
                        continue
                    else:
                        buy_price = bid_price + 0.0001
                    if ask_price > bid_price * 1.0006:
                        buy_order_id = spot_maker.take_buy_order(amount, buy_price)
                        if buy_order_id:
                            new_buy_order = Order(buy_order_id, buy_price, amount, 'buy', now_time_sec)
                            new_queue.append(new_buy_order)
                            spot_maker.timeLog("挂买入单成功,时间:%s, 价格: %.4f, order_id: %s" % (
                                timestamp2string(now_time_sec), buy_price, buy_order_id))

            buy_queue = copy.deepcopy(new_queue)
            print('撤单后buy_queue length: ', len(buy_queue))

    elif channel == ('ok_sub_spot_%s_usdt_deals' % coin_name):


        jdata = each_message['data'][0]
        latest_deal_price = float(jdata[1])
        mid_price = (ask_price + bid_price) / 2
        deal_entity = DealEntity(jdata[0], float(jdata[1]), round(float(jdata[2]), 3), now_time_sec, jdata[4])
        handle_deque(deque_3s, deal_entity, now_time_sec, ind_3s)
        avg_3s_price = ind_3s.cal_avg_price()
        if now_time_sec > last_time_account_sec + 60:
            last_time_account_sec = now_time_sec
            spot_maker.get_account_money(coin_name)
            spot_maker.delete_overdue_order(latest_deal_price)
        price_3s_change = cal_rate(latest_deal_price, avg_3s_price)
        spot_maker.timeLog("最新成交价: %.4f, 中间价: %.4f, 买一价: %.4f, 卖一价: %.4f, 3秒平均价: %.4f, 波动: %.3f%%"
                           % (latest_deal_price, mid_price, bid_price, ask_price, avg_3s_price, price_3s_change))
        if price_3s_change > 0.03 or price_3s_change < -0.03:
            return
        elif latest_deal_price > bid_price * 1.0002 and ask_price > latest_deal_price * 1.0002 \
                and buy_price != bid_price + 0.0001 and sell_price != ask_price - 0.0001:
            buy_price = bid_price + 0.0001
            sell_price = ask_price - 0.0001
        elif ask_price > bid_price * 1.0006 and buy_price != bid_price + 0.0001 and sell_price != ask_price - 0.0001:
            if latest_deal_price < mid_price:
                buy_price = bid_price + 0.0001
                sell_price = buy_price * 1.0005
            else:
                sell_price = ask_price - 0.0001
                buy_price = ask_price * 0.9995
        else:
            # 不操作
            return
        try:
            buy_order_id = spot_buy(spotAPI, instrument_id, amount, buy_price)
        except Exception as e:
            buy_order_id = False
            traceback.print_exc()
        try:
            sell_order_id = spot_sell(spotAPI, instrument_id, amount, sell_price)
        except Exception as e:
            sell_order_id = False
            traceback.print_exc()
        if buy_order_id:
            buy_order = Order(buy_order_id, buy_price, amount, 'buy', timestamp2string(now_time_sec))
            buy_queue.append(buy_order)
            spot_maker.timeLog("挂买入单成功,时间:%s, 价格: %.4f, order_id: %s" % (
            timestamp2string(time.time()), buy_price, buy_order_id))
        if sell_order_id:
            sell_order = Order(sell_order_id, sell_price, amount, 'sell', timestamp2string(now_time_sec))
            sell_queue.append(sell_order)
            spot_maker.timeLog("挂卖出单成功,时间:%s, 价格: %.4f, order_id: %s" % (
            timestamp2string(time.time()), sell_price, sell_order_id))