def fetch_postion(self, acct_name):
all_pos = self.brokers[acct_name].fapiPrivate_get_positionrisk()
all_trade_pos = []
valid_pos = []
for pos in all_pos:
bn_syms = [coin + 'USDT' for coin in Settings['coins']]
if pos['symbol'] in bn_syms:
all_trade_pos.append(pos)
psd = pos['positionSide']
amt = float(pos['positionAmt'])
if pos['symbol'] in bn_syms and psd != 'BOTH' and amt != 0:
if pos['marginType'] == 'cross':
Lgr.log('bnews', f"账户: {acct_name}, {pos['symbol']} 是全仓模式")
print(pos)
continue
del pos['markPrice']
del pos['liquidationPrice']
del pos['maxNotionalValue']
del pos['isAutoAddMargin']
pnlr = float(pos['unRealizedProfit']) / float(
pos['isolatedMargin'])
pos['浮盈'] = f'{round(pnlr*100,2)}%'
pos['账户'] = acct_name
valid_pos.append(pos)
self.all_valid_pos[acct_name] = valid_pos
self.all_trade_pos[acct_name] = all_trade_pos
return valid_pos
def cancel_porders(self, porder_df, idxs):
for idx in idxs.split(' '):
order = porder_df.iloc[int(idx)]
param = {"symbol": order['symbol'], "orderId": order['orderId']}
res = brkrs.cancel_porder(order['账户'], param)
if res and res['orderId']:
Lgr.log('SUCCESS',
f"撤销订单 {res['symbol']} {res['clientOrderId']} 成功")
def print_pos(self):
Lgr.log('alert', '获取所有账户仓位:')
all_valid_pos = []
for acct in Settings['accts']:
all_valid_pos += brkrs.fetch_postion(acct['name'])
pos_df = pd.DataFrame(all_valid_pos)
print(pos_df)
print(
'-------------------------------------------------------------------------------'
)
def print_forders(self):
Lgr.log('os', f"获取所有账户最近{Settings['filled_cnt']}笔成交单:")
all_forders = []
for acct in Settings['accts']:
all_forders += brkrs.fetch_forders(acct['name'])
forder_df = pd.DataFrame(all_forders)
forder_df = forder_df.sort_values(by=['updateTime'], ascending=False)
forder_df = forder_df.drop(columns=['orderId', 'updateTime', 'status'])
print(forder_df.head(Settings['filled_cnt']))
def print_porders(self):
Lgr.log('ol', '获取所有账户挂单:')
all_porders = []
for acct in Settings['accts']:
all_porders += brkrs.fetch_porders(acct['name'])
self.curr_showing_porder_df = pd.DataFrame(all_porders)
print(self.curr_showing_porder_df)
print(
'********************************************************************************'
)
def print_lev(self):
for acct in Settings['accts']:
an = acct['name']
self.levs[an] = {}
all_pos = brkrs.all_trade_pos[an]
for pos in all_pos:
self.levs[an][pos['symbol']] = pos['leverage']
Lgr.log('status', f"{an} 杠杆: {self.levs[an]}")
print(
'-------------------------------------------------------------------------------'
)
def place_order(self, acct_name, param):
try:
if not Settings['trading']['order_allowed']:
msg = f'({data}) bn order is not allowed in config.'
Lgr.log('bnews', msg)
return {'clientOrderId': None, 'orderId': None}
brkr = self.brokers[acct_name]
return brkr.fapiPrivate_post_order(param)
except Exception as e:
Lgr.log('ERROR', e)
return {'clientOrderId': None, 'orderId': None}
def _set_lev(self, acct_name, data):
sym = data['symbol']
for pos in brkrs.all_trade_pos[acct_name]:
if pos['symbol'] == sym:
if data['lev'] and float(pos['leverage']) != data['lev']:
brkrs.brokers[acct_name].fapiPrivate_post_leverage({
'symbol':
sym,
'leverage':
data['lev']
})
Lgr.log(
'gnews',
f"账户 {acct_name} {sym} 杠杆从 {pos['leverage']} 变更为 {data['lev']}"
)
return
def __init__(self):
self._bn = ccxt.binance({'timeout': 6000, 'enableRateLimit': True})
self.sym_infos = {} # sym format: BTCUSDT
self.all_equ = {}
self.all_valid_pos = {}
self.all_trade_pos = {}
self.brokers = {}
self._fetch_symbol_info()
for acct in Settings['accts']:
self.brokers[acct['name']] = ccxt.binance({
'apiKey': acct['apiKey'],
'secret': acct['secret'],
'timeout': 6000,
'enableRateLimit': True
})
Lgr.log('update', 'bn brokers inited')
def create_stop_order(self, data):
sym = data['symbol']
for an in data['vas']:
rstr = base62.encode(int(datetime.now().timestamp()))
param = {
'symbol': sym,
'side': data['side'],
'positionSide': data['positionSide'],
'type': 'STOP_MARKET',
'newClientOrderId': f"{app}_stplos_{rstr}",
'stopPrice': data['price'],
'closePosition': True,
'workingType': 'MARK_PRICE'
}
res = brkrs.place_order(an, param)
if res['orderId']:
op_ch = get_op(data['op'])
Lgr.log(data['op'], f"账户:{an} {op_ch}: {param}")
else:
Lgr.log('ERROR', 'place order has error')
def print_sym_porders(self, sym):
Lgr.log('ol', f'获取所有账户 {sym} 挂单:')
all_porders = []
for acct in Settings['accts']:
porders = brkrs.brokers[acct['name']].fapiPrivate_get_openorders(
{'symbol': sym})
for order in porders:
del order['workingType']
del order['priceProtect']
del order['time']
del order['updateTime']
del order['timeInForce']
del order['cumQuote']
del order['closePosition']
order['账户'] = acct['name']
all_porders.append(order)
self.curr_showing_porder_df = pd.DataFrame(all_porders)
print(self.curr_showing_porder_df)
print(
'********************************************************************************'
)
def get_plan_order_param(event,values):
estrs = event.split('-')
coin = estrs[1]
op_ch = get_op(estrs[2]) # operation: ol,os,cl,cs
vas = get_valid_accts(values) # acct list
price = values[f"{coin}-stp"]
if not price:
Lgr.log('bnews','必须设置止损价')
return None,None
pstr = f"操作账户: {vas} \n\n币: {coin} \n\n方向: {op_ch} \n\n止损价格: {price}\n"
param = {
'symbol': f"{coin}USDT",
'side': 'SELL' if event[-1]=='l' else 'BUY',
'positionSide': 'LONG' if event[-1]=='l' else 'SHORT',
'vas': vas,
'op': estrs[2],
'price': price
}
return pstr,param
def create_pos(self, data):
sym = data['symbol']
if data['price'] == '市价':
res = brkrs.fetch_symbol_price(sym)
price = float(res['price'])
order_type = 'MARKET'
else:
price = float(data['price']) #fix price
order_type = 'LIMIT'
for an in data['vas']:
self._set_lev(an, data)
acct_equ = brkrs.all_equ[an]
margin_rate = float(data['mr'][:-1]) / 100
margin = acct_equ * margin_rate
quote = margin * float(data['lev'])
qp = brkrs.sym_infos[sym]['qp']
qty = round(quote / price, qp)
qty = max(qty, 1 / pow(10, qp))
rstr = base62.encode(int(datetime.now().timestamp()))
param = {
'symbol': sym,
'side': data['side'],
'positionSide': data['positionSide'],
'type': order_type,
'quantity': qty,
'newClientOrderId': f"{app}_{data['op']}_{rstr}",
}
if order_type == 'LIMIT':
param['price'] = price
param['timeInForce'] = 'GTC'
res = brkrs.place_order(an, param)
if res['orderId']:
op_ch = get_op(data['op'])
Lgr.log(data['op'], f"账户:{an} {op_ch}: {param}")
else:
Lgr.log('ERROR', 'place order has error')
def create_pfhl_order(self, data):
stp_p = float(data['price'])
sym = data['symbol']
pside = data['positionSide']
for an in data['vas']:
pp = brkrs.sym_infos[sym]['pp']
qp = brkrs.sym_infos[sym]['qp']
close_rate = 0.5
pos_amt = 0
brkrs.fetch_postion(an)
for pos in brkrs.all_valid_pos[an]:
if pos['symbol'] == sym and pos['positionSide'] == pside:
pos_amt = float(pos['positionAmt'])
entry_p = float(pos['entryPrice'])
if not pos_amt:
Lgr.log('bnews', f"账户 {an} {sym} 没有 {pside} 仓位")
continue
if pside == 'LONG':
price = round(
abs(entry_p - stp_p) + entry_p *
(1 + Settings['slippage']), pp)
else:
price = round(
entry_p * (1 - Settings['slippage']) -
abs(entry_p - stp_p), pp)
qty = round(abs(pos_amt) * close_rate, qp)
qty = max(qty, 1 / pow(10, qp))
rstr = base62.encode(int(datetime.now().timestamp()))
param = {
'symbol': sym,
'side': data['side'],
'positionSide': pside,
'price': price,
'type': 'LIMIT',
'timeInForce': 'GTC',
'quantity': qty,
'newClientOrderId': f"{app}_{data['op']}_{rstr}",
}
res = brkrs.place_order(an, param)
if res['orderId']:
op_ch = get_op(data['op'])
Lgr.log(data['op'], f"账户:{an} {op_ch}: {param}")
else:
Lgr.log('ERROR', 'place order has error')
def close_pos(self, data):
sym = data['symbol']
if data['price'] == '市价':
res = brkrs.fetch_symbol_price(sym)
price = float(res['price'])
order_type = 'MARKET'
else:
price = float(data['price']) #fix price
order_type = 'LIMIT'
for an in data['vas']:
qp = brkrs.sym_infos[sym]['qp']
close_rate = float(data['cr'][:-1]) / 100
pos_amt = 0
for pos in brkrs.all_valid_pos[an]:
if pos['symbol'] == sym and pos['positionSide'] == data[
'positionSide']:
pos_amt = float(pos['positionAmt'])
if not pos_amt:
Lgr.log('bnews', f'账户 {an} 没有找到对应仓位')
return
qty = round(abs(pos_amt) * close_rate, qp)
qty = max(qty, 1 / pow(10, qp))
rstr = base62.encode(int(datetime.now().timestamp()))
param = {
'symbol': sym,
'side': data['side'],
'positionSide': data['positionSide'],
'type': order_type,
'quantity': qty,
'newClientOrderId': f"{app}_{data['op']}_{rstr}",
}
if order_type == 'LIMIT':
param['price'] = price
param['timeInForce'] = 'GTC'
res = brkrs.place_order(an, param)
if res['orderId']:
op_ch = get_op(data['op'])
Lgr.log(data['op'], f"账户:{an} {op_ch}: {param}")
else:
Lgr.log('ERROR', 'place order has error')
def cancel_porder(self, acct_name, param):
brkr = self.brokers[acct_name]
try:
return brkr.fapiPrivate_delete_order(param)
except Exception as e:
Lgr.log('ERROR', e)
def fetch_symbol_price(self, symbol):
try:
return self._bn.fapiPublic_get_ticker_price({'symbol': symbol})
except Exception as e:
Lgr.log('ERROR', f"fetch price err:{e}")
sg.B('打印余额',size=(8,1),font=sml_font,key='print_bal'),
sg.Text(' ',font=sml_font),
sg.B('打印仓位',size=(8,1),font=sml_font,key='print_pos'),
sg.Text(' ',font=sml_font),
sg.B('仓位&杠杆',size=(9,1),font=sml_font,key='print_lev'),
sg.Text(' ',font=sml_font),
sg.B('打印挂单',size=(8,1),font=sml_font,key='print_porders'),
sg.Text(' ',font=sml_font),
sg.B('打印已成交单',size=(10,1),font=sml_font,key='print_forders')
],
[sg.Text(' ',font=sml_font)]
]
####################################################################################
# 主线程循环
Lgr.log('status', f"version: {Settings['v']}")
output.print_bal()
output.print_pos()
output.print_lev()
window = sg.Window('超级下单王', layout)
while True:
event, values = window.read()
########## print info #########
if event == 'print_bal':
output.print_bal()
if event == 'print_pos':
output.print_pos()
if event == 'print_lev':
output.print_pos()
output.print_lev()
if event == 'print_porders':
def print_bal(self):
brkrs.fetch_all_equ()
Lgr.log('status', f"账户资金: {brkrs.all_equ}")
print(
'-------------------------------------------------------------------------------'
)