def sell(amount=1.0, price="", totalAmount=0, avgPrice=0):
orderId = None
try:
if price:
matchPrice = "0"
else:
matchPrice = "1"
orderId = yield okexFuture.trade(pairs,
price=price,
amount=str(round(amount)),
tradeType="2",
matchPrice=matchPrice)
except Exception as err:
failure = Failure(err)
return failure
try:
orders = yield okexFuture.getOrder(pairs, status="1", orderId="-1")
except Exception as err:
log = Logger('action')
failure = Failure(err)
log.info("{failure}", failure=failure)
else:
if orders is not None:
for order in orders:
orderType = order['type']
status = order['status']
pId = order['order_id']
if (orderType == 2 or orderType == 4) and (status == 0
or status == 1):
log = Logger('sellpc')
log.info("{pId}", pId=pId)
try:
result, data = yield okexFuture.cancel(pairs,
orderId=pId)
except Exception as err:
failure = Failure(err)
if orderId:
try:
order = yield okexFuture.getOrder(pairs, orderId=orderId)
except Exception as err:
failure = Failure(err)
return failure
else:
price = order[0]['price']
sellInfo = (orderId, price, float(amount))
avgPrice = avgPrice * totalAmount + price * round(float(amount))
totalAmount += round(float(amount))
avgPrice = avgPrice / totalAmount
sellpInfos = yield doP(totalAmount,
avgPrice,
round(float(amount)),
price,
profitRates,
leverage,
pType=1)
# sellpInfo = None
return (sellInfo, sellpInfos)
def sellp(amount, price=""):
orderId = None
try:
if price == "":
matchPrice = "1"
else:
matchPrice = "0"
orderId = yield okexFuture.trade(pairs,
price=price,
amount=str(round(amount)),
tradeType="4",
matchPrice=matchPrice)
except Exception as err:
failure = Failure(err)
return failure
if orderId:
try:
order = yield okexFuture.getOrder(pairs, orderId=orderId)
except Exception as err:
failure = Failure(err)
return failure
else:
price = order[0]['price']
return (orderId, price, float(amount))
def buyp(amount, price="", sellAmount=0):
global state
global buys
global buypId
orderId = None
try:
if price == "":
matchPrice = "1"
else:
matchPrice = "0"
orderId = yield okexFuture.trade(pairs,
price=price,
amount=str(round(amount)),
tradeType="3",
matchPrice=matchPrice)
except Exception as err:
failure = Failure(err)
print(failure.getBriefTraceback())
if orderId:
print("SUCCESSFULLY BUYP:", orderId)
try:
order = yield okexFuture.getOrder(pairs, orderId=orderId)
except Exception as err:
failure = Failure(err)
print(failure.getBriefTraceback())
else:
print(order)
buypId = orderId
if state == 'PPP':
if sellAmount > 0:
state = 'PPPsell'
reactor.callWhenRunning(sellp, amount=sellAmount)
else:
state = 'STOP'
else:
state = 'BUYPCHECK'
def buy(amount=1.0, price=""):
global state
global buys
global lastBuyAmount
orderId = None
try:
if price:
matchPrice = "0"
else:
matchPrice = "1"
orderId = yield okexFuture.trade(pairs,
price=price,
amount=str(round(amount)),
tradeType="1",
matchPrice=matchPrice)
print(orderId)
except Exception as err:
failure = Failure(err)
print(failure.getBriefTraceback())
if orderId:
print("SUCCESSFULLY BUY:", orderId)
try:
order = yield okexFuture.getOrder(pairs, orderId=orderId)
except Exception as err:
failure = Failure(err)
print(failure.getBriefTraceback())
else:
print(order)
price = order[0]['price']
buys.append((price, float(amount)))
data = shelve.open(dataFile)
data['buys'] = buys
lastBuyAmount = amount
data.close()
# time.sleep(1)
state = 'GO'
def sellp(amount, price=""):
global state
global sells
global sellpId
orderId = None
try:
if price == "":
matchPrice = "1"
else:
matchPrice = "0"
orderId = yield okexFuture.trade(pairs,
price=price,
amount=str(round(amount)),
tradeType="4",
matchPrice=matchPrice)
print(orderId)
except Exception as err:
failure = Failure(err)
print(failure.getBriefTraceback())
if orderId:
print("SUCCESSFULLY SELLP:", orderId)
try:
order = yield okexFuture.getOrder(pairs, orderId=orderId)
except Exception as err:
failure = Failure(err)
print(failure.getBriefTraceback())
else:
print(order)
sellpId = orderId
if state == 'PPPsell':
state = 'STOP'
else:
state = 'SELLPCHECK'
def cancle_p(lastAmount,
lastPrice,
pType="buy",
avgPrice=0.0,
totalAmount=0.0,
must=False):
orders = None
try:
orders = yield okexFuture.getOrder(pairs, status="1", orderId="-1")
except Exception as err:
print('cp1')
log = Logger('cancle_p')
failure = Failure(err)
log.info("{failure}", failure=failure)
else:
if pType == 'buy':
pType = 3
elif pType == 'sell':
pType = 4
print(orders)
if orders:
for order in orders:
orderType = order['type']
status = order['status']
pId = order['order_id']
if orderType == pType and (status == 0 or status == 1):
log = Logger('pc')
log.info("{pId}", pId=pId)
try:
result, data = yield okexFuture.cancel(pairs,
orderId=pId)
except Exception as err:
failure = Failure(err)
pInfos = None
try:
if pType == 3:
if not must:
pInfos = yield doP(round(float(totalAmount)),
avgPrice,
round(float(lastAmount)),
lastPrice,
profitRates,
leverage,
pType=0)
else:
pInfos = []
pInfo = yield buyp(amount=round(float(totalAmount)))
pInfos.append(pInfo)
elif pType == 4:
if not must:
pInfos = yield doP(round(float(totalAmount)),
avgPrice,
round(float(lastAmount)),
lastPrice,
profitRates,
leverage,
pType=1)
else:
pInfos = []
pInfo = yield sellp(amount=round(float(totalAmount)))
pInfos.append(pInfo)
except Exception as err:
log = Logger('cancle_p')
failure = Failure(err)
log.info("{failure}", failure=failure)
return failure
else:
return pInfos