def __init__(self):
self.ev = EventEngine()
self.maker = BinanceFutures(self.ev)
self.taker = Ftx(self.ev)
self.maker_price = 0
self.taker_price = 0
self.data = []
RepeatingTimer(1, self.savedb).start()
def __init__(self, engine):
super().__init__(engine)
self.bar = {}
self.t = {}
cfg = config.exchange
self.broker = BinanceFutures(cfg)
self.symbols = cfg.symbols
self.timeframe = cfg.timeframe
self.update()
def __init__(self, engine, setting):
super().__init__(engine, setting)
self.symbol=""
self.kma_time=45
self.rsi_time=14
self.rsi_fastk=5
self.rsi_fastd=3
self.rsi_fastd_matype=0
cfg=config.binance
self.broker=BinanceFutures(cfg)
self.symbol=cfg.symbol[0]
self.timeframe="15m"
self.qty=0.001
self.bar=None
self.tp=30.00
self.sl=30.00
RepeatingTimer(60, self.start).start()
def __init__(self):
self.ev = EventEngine()
self.ev.start()
self.broke = BinanceFutures(self.ev)
def __init__(self):
self.ev = EventEngine()
self.ev.start()
self.broke = BinanceFutures(self.ev)
self.broke.start("btcusdt", [FORCEORDER])
self.ev.register(FORCEORDER, self.callback)
import os, sys
baseroot = os.path.dirname(os.path.abspath(__file__))
sys.path.append('/alphaquant/')
from aq.broker.binancefutures import BinanceFutures
from aq.broker.huobi import HuobiFutures
from aq.common.constant import *
from aq.engine.baseStrategy import BaseStrategy
from aq.engine.config import config
from aq.common.logger import log
from aq.engine.event import EventEngine
def on_orderbook(msg):
print(msg)
lcfg = config.long
scfg = config.short
ev = EventEngine()
long = BinanceFutures(ev)
subscribe = {ORDERBOOK: on_orderbook}
# long.subscribe(lcfg.symbols,subscribe)
short = HuobiFutures(ev)
short.subscribe((scfg.symbols, subscribe))
def __init__(self, engine):
super().__init__(engine)
self.ev = engine
cfg = config.short
self.short = BinanceFutures(self.ev)
self.long = HuobiFutures(self.ev)
from aq.broker.binancefutures import BinanceFutures
from aq.engine.event import EventEngine
import pandas as pd
ev = EventEngine()
b = BinanceFutures(ev)
bar = b.get_bar("BTCUSDT", "1m")
data = pd.DataFrame(bar)
data.to_csv("btcusdt1m.csv")