def __init__(self,
model,
quote_asset,
base_asset,
api_key,
api_secret,
passphrase,
annualization=365 * 24 * 60,
max_leverage=4,
**kwargs):
super(LiveMarginTradingEnv, self).__init__()
self.model = model
self.base_asset = base_asset
self.quote_asset = quote_asset
self.instrument_id = "-".join(self.base_asset, self.quote_asset)
self.api_key = api_key
self.api_secret = api_secret
self.passphrase = passphrase
self.spotAPI = spot.SpotAPI(api_key, api_secret, passphrase, True)
self.leverAPI = lever.LeverAPI(api_key, api_secret, passphrase, True)
self.window_size = window_size
self.max_leverage = max_leverage
self.reward_func = reward_func
self.annualization = annualization
def bd():
nowtime = datetime.datetime.now().strftime('%Y-%m-%d %H:%M:%S')
print('现货量化检测：' + '\033[0;34;40m\t' + nowtime + ': \033[0m')
spotAPI = spot.SpotAPI(api_key, seceret_key, passphrase, True)
result = spotAPI.get_orders_list(state='2', instrument_id='BTC-USDT')
# side String buy 或 sell
# price_avg String 成交均价
# created_at 时间
mail_text = '' # 邮件内容
my_last_spot1 = result[0][0] # 我的最新一次下单数据
my_last_spot2 = result[0][1] # 我的最新二次下单数据
mail_text = '最新一次时间:{0},动作：{1}，成交均价{2};'.format(
my_last_spot1['created_at'], my_last_spot1['side'],
my_last_spot1['price_avg'])
mail_text += '上两次时间:{0},动作：{1}，成交均价{2};'.format(
my_last_spot2['created_at'], my_last_spot2['side'],
my_last_spot2['price_avg'])
get_last_text = "select top 1 mail_text from tab_send_email where type=1 order by create_time desc"
last_text = ms.ExecQueryOne(get_last_text)
# 如果邮件内容不为空，并且和上次不同，插入数据库，以发送提醒邮件
if mail_text != '' and mail_text != last_text[0]:
send_mail_sql = "insert into tab_send_email (address_to,mail_subject,mail_text,type) values('*****@*****.**','现货开单','" + mail_text + "','1')"
print(mail_text)
ms.ExecNonQuery(send_mail_sql)
else:
print('相同')
def updateAccountInf():
accountAPI = account.AccountAPI(api_key, secret_key, passphrase, False)
spotAPI = spot.SpotAPI(api_key, secret_key, passphrase, False)
print("当前资金账户资产:\r\n")
if (len(accountAPI.get_currency(base_coin)) != 0):
print(base_coin,
accountAPI.get_currency(base_coin)[0].get("balance"), "\r\n")
else:
print(base_coin, 0)
if (len(accountAPI.get_currency(trade_coin)) != 0):
print(trade_coin,
accountAPI.get_currency(trade_coin)[0].get("balance"))
else:
print(trade_coin, 0)
print("当前现货账户资产:\r\n", base_coin, spotAPI.get_coin_account_info(base_coin),
"\r\n", trade_coin, spotAPI.get_coin_account_info(trade_coin))
if (len(spotAPI.get_coin_account_info(base_coin)) != 0):
print(base_coin,
spotAPI.get_coin_account_info(base_coin).get("balance"), "\r\n")
else:
print(base_coin, 0)
if (len(spotAPI.get_coin_account_info(trade_coin)) != 0):
print(trade_coin,
spotAPI.get_coin_account_info(trade_coin).get("balance"))
else:
print(trade_coin, 0)
def update_config(self):
config_json = self.get_config()
# 初始化 API 接口
self._account_api = account.AccountAPI(
config_json["auth"]["api_key"], config_json["auth"]["seceret_key"],
config_json["auth"]["passphrase"], True)
self._spot_api = spot.SpotAPI(config_json["auth"]["api_key"],
config_json["auth"]["seceret_key"],
config_json["auth"]["passphrase"], True)
self._future_api = future.FutureAPI(config_json["auth"]["api_key"],
config_json["auth"]["seceret_key"],
config_json["auth"]["passphrase"],
True)
self._swap_api = swap.SwapAPI(config_json["auth"]["api_key"],
config_json["auth"]["seceret_key"],
config_json["auth"]["passphrase"], True)
# 初始化参数
self._strategy_id = config_json["strategy_id"]
self._k_line_period = config_json["k_line_period"]
self._sampling_num = config_json["sampling_num"]
self._leverage = config_json["leverage"]
self._coin_usdt = config_json["coin_usdt"]
self._coin_usdt_overflow = config_json["coin_usdt_overflow"]
self._insurance = config_json["insurance"]
self._long = config_json["long"]
self._short = config_json["short"]
self._grid = config_json["grid"]
# 计算参数
self._sampling_sum = (self._sampling_num *
(1 + self._sampling_num)) / 2
def get_k_line_info(api_key_, seceret_key_, passphrase_, symbol_, start_time,
end_time, period_): # 单次请求最多获取200条数据
spot_api = spot.SpotAPI(api_key_, seceret_key_, passphrase_, True) # 请求连接
kline = spot_api.get_kline(symbol_, start_time, end_time, period_) # 获取数据
if len(kline) > 0:
return kline
else:
return ''
def save_kline(instrumentId="OKB-USDT"):
app.logger.info('instrument_id:{}'.format(instrumentId))
config = ReadConfig()
# 初始化数据库连接
engine = create_engine(config.get_dbURL())
okex_api_key = config.get_okex("OKEX_API_KEY")
okex_secret_key = config.get_okex("OKEX_SECRET_KEY")
okex_passphrase = config.get_okex("OKEX_PASSPHRASE")
spotAPI = spot.SpotAPI(okex_api_key, okex_secret_key, okex_passphrase,
False)
kline = Kline(spotAPI, engine)
now = datetime.datetime.now().replace(hour=0,
minute=0,
second=0,
microsecond=0)
end = now
start = now - datetime.timedelta(days=1)
for i in range(5):
kline900 = kline.get_okex_spot_kline(instrumentId, start, end, 900)
try:
kline.save_okex_spot_kline(kline900, "kline_okex_15", True)
except Exception:
app.logger.error(traceback.format_exc()) # 用法
end = end - datetime.timedelta(days=i)
start = start - datetime.timedelta(days=1)
end = now
start = end - datetime.timedelta(days=200)
for i in range(5):
print(i, end, start)
kline86400 = kline.get_okex_spot_kline(instrumentId, start, end, 86400)
kline.save_okex_spot_kline(kline86400, "kline_okex_1d", True)
end = end - datetime.timedelta(days=200)
start = start - datetime.timedelta(days=200)
return """
<h1>{}</h1>
<p>15分钟和1日线kline搜集完成。</p>
<p>/kline/DOT-USDT</p>
""".format(instrumentId)
def clear():
for i in zip(api_key_list, secret_key_list):
spotAPI = spot.SpotAPI(i[0], i[1], passphrase, False)
trade_status()
if lasthold:
try:
stop_check()
except:
pass
if selllist:
sell_all()
def init(api_key, api_secret_key, passphrase, instId2):
global accountAPI, spotAPI, levelAPI, gouId, instId, leverage, loss_limite, gain_limite
accountAPI = account.AccountAPI(api_key, api_secret_key, passphrase, False)
spotAPI = spot.SpotAPI(api_key, api_secret_key, passphrase, False)
levelAPI = lever.LeverAPI(api_key, api_secret_key, passphrase, False)
instId = instId2
levelAPI.set_leverage(instId, leverage, 'cross', 'USDT')
gouId = instId + '_' + datetime.datetime.now().replace(
microsecond=0).isoformat("T").replace(':', '')
loss_limite *= leverage
gain_limite *= leverage
record_to_file(f"gou_init\t{instId}\t{loss_limite:.3%}~{gain_limite:.3%}")
def yijia():
nowtime = datetime.datetime.now().strftime('%Y-%m-%d %H:%M:%S')
print('\033[0;34;40m\t' + nowtime + ': \033[0m')
spotAPI = spot.SpotAPI(api_key, seceret_key, passphrase, True)
# get_ticker 获取全部ticker信息
# type(bb_get_ticker): list
bb_get_ticker = spotAPI.get_ticker()
# type(ticker) : dict
instrument_id_list = ['BTC-USDT', 'LTC-USDT', 'ETH-USDT', 'EOS-USDT', 'XRP-USDT', 'ETC-USDT', 'BCH-USDT',
'BSV-USDT']
ticker_list = []
for bb_ticker in bb_get_ticker:
if bb_ticker['instrument_id'] in instrument_id_list:
ticker_list.insert(len(ticker_list), {'name': bb_ticker['instrument_id'][0:-1],
bb_ticker['instrument_id'][0:-1]: bb_ticker['last']})
# best_ask 卖一价 last 最新成交价
futureAPI = future.FutureAPI(api_key, seceret_key, passphrase, True)
future_get_ticker = futureAPI.get_ticker()
mail_text = ''
for ticket in ticker_list:
for future_ticker in future_get_ticker:
if ticket['name'] in future_ticker['instrument_id']:
ticket[future_ticker['instrument_id']] = future_ticker['last']
rate = (float(future_ticker['last']) / float(ticket[ticket['name']]) * 100 - 100)
ticket[future_ticker['instrument_id'] + '溢价'] = '%.2f' % rate + '%'
if (rate > 3 or rate < -3) and ('190628' in future_ticker['instrument_id']):
mail_text = mail_text + '\r\n' + future_ticker['instrument_id'] + '季度溢价:' + str('%.2f' % rate + '%')
elif (rate > 1 or rate < -1) and ('190628' not in future_ticker['instrument_id']):
mail_text = mail_text + '\r\n' + future_ticker['instrument_id'] + '周溢价:' + str('%.2f' % rate + '%')
# [{'name': 'ETH-USD', 'ETH-USD': '171.78', 'ETH-USD-190517': '170.476', 'ETH-USD-190517溢价': '-0.76%', 'ETH-USD-190628': '171.191', 'ETH-USD-190628溢价': '-0.34%', 'ETH-USD-190510': '170.634', 'ETH-USD-190510溢价': '-0.67%'}]
# print(ticker_list)
# print(mail_text)
# sys.exit(0)
# 判断上一次时间在2小时之前 并且时间在8点到晚上12点 则插入信息
today = datetime.datetime.today()
get_last_time = "select * from tab_send_email where create_time > '" + (
datetime.datetime.now() - datetime.timedelta(hours=2)).strftime('%Y-%m-%d %H:%M:%S') + "'"
last_time = ms.ExecQueryOne(get_last_time)
bl1=nowtime>datetime.datetime(today.year, today.month, today.day,8, 30, 0).strftime('%Y-%m-%d %H:%M:%S')
bl2=nowtime<datetime.datetime(today.year, today.month, today.day, 23, 59, 59).strftime('%Y-%m-%d %H:%M:%S')
bl3 =(last_time is None)
if bl1 and bl2 and bl3 and mail_text != '':
send_mail_sql = "insert into tab_send_email (address_to,mail_subject,mail_text) values('*****@*****.**','okex期货出现溢价'+'" + nowtime + "','" + mail_text + "')"
print(mail_text)
ms.ExecNonQuery(send_mail_sql)
else:
# print(bl1,bl2,bl3)
pass
def okb():
nowtime = datetime.datetime.now().strftime('%Y-%m-%d %H:%M:%S')
print('\033[0;34;40m\t' + nowtime + ': \033[0m')
spotAPI = spot.SpotAPI(api_key, seceret_key, passphrase, True)
# get_currency 获取单一币种持仓信息
usdt_dict = spotAPI.get_coin_account_info('USDT')
if (float(usdt_dict['balance']) == 0):
# 获取某个ticker信息 get_specific_ticker
okb_dict = spotAPI.get_specific_ticker('OKB-USDT')
# best_ask 卖一价 last 最新成交价
print(okb_dict['best_bid'])
def account_info(self):
spotAPI = spot.SpotAPI(api_key, seceret_key, passphrase, True)
result = spotAPI.get_account_info()
balance = {"btc": '', 'eth': '', 'usdt': '', 'krw': ''}
for coin in result:
if coin['currency'] == 'BTC':
balance['btc'] = coin["balance"]
elif coin['currency'] == 'ETH':
balance['eth'] = coin["balance"]
elif coin['currency'] == 'USDT':
balance['usdt'] = coin["balance"]
elif coin['currency'] == 'KRW':
balance['krw'] = coin["balance"]
return balance
def skyrocketing():
nowtime = datetime.datetime.now().strftime('%Y-%m-%d %H:%M:%S')
print('\033[0;34;40m\t' + nowtime + ': \033[0m')
spotAPI = spot.SpotAPI(api_key, seceret_key, passphrase, True)
# get_ticker 获取全部ticker信息
# type(bb_get_ticker): list
bb_get_ticker = spotAPI.get_ticker()
# type(ticker) : dict
instrument_id_list1 = [
'BTC-USDT', 'LTC-USDT', 'ETH-USDT', 'EOS-USDT', 'XRP-USDT', 'ETC-USDT',
'BCH-USDT'
]
instrument_id_list2 = ('BTC-USDT', 'LTC-USDT', 'ETH-USDT', 'EOS-USDT',
'XRP-USDT', 'ETC-USDT', 'BCH-USDT')
ticker_dict = dict.fromkeys(instrument_id_list2)
for bb_ticker in bb_get_ticker:
if bb_ticker['instrument_id'] in ticker_dict:
ticker_dict[bb_ticker['instrument_id']] = bb_ticker['last']
# best_ask 卖一价 last 最新成交价
# 将前一分钟的数据取出数据库
history_list_sql = "select top 1 token_price from tab_minutes_price order by create_time desc"
history_list_ms = ms.ExecQueryOne(history_list_sql)
history_list_dict = eval(history_list_ms[0])
print(history_list_dict)
# 将这一分钟的数据存进数据库
print(ticker_dict)
string1 = str(ticker_dict).replace('\'', '\'\'').replace('{',
'\'{').replace(
'}', '}\'')
send_mail_sql1 = "insert into tab_minutes_price (token_price) values(%s)" % (
string1)
ms.ExecNonQuery(send_mail_sql1)
for item in instrument_id_list1:
price_change = (float(ticker_dict[item]) - float(
history_list_dict[item])) / float(ticker_dict[item])
if (price_change > 0.005 or price_change < -0.005):
print(price_change)
# 将这一分钟的数据暴涨暴跌存进数据库
send_mail_sql2 = "insert into tab_price_change (before_price,now_price,change) values(%s,%s,%s)" % (
str(history_list_dict[item]), str(
ticker_dict[item]), str(price_change))
ms.ExecNonQuery(send_mail_sql2)
def save_asset_Valuation(accountType='0', currency='USD'):
config = ReadConfig()
# 初始化数据库连接
engine = create_engine(config.get_dbURL())
okex_api_key = config.get_okex("OKEX_API_KEY")
okex_secret_key = config.get_okex("OKEX_SECRET_KEY")
okex_passphrase = config.get_okex("OKEX_PASSPHRASE")
spotAPI = spot.SpotAPI(okex_api_key, okex_secret_key, okex_passphrase,
False)
accountAPI = account.AccountAPI(okex_api_key, okex_secret_key,
okex_passphrase, False)
accountClient = Account(spotAPI, accountAPI, engine)
now = datetime.datetime.now()
asset = pd.DataFrame(columns=[
'account_type', 'balance', 'valuation_currency', 'timestamp', 'ts'
],
index=[0])
res = accountClient.get_okex_asset_valuation(accountType, currency)
print(res)
accountClient.save_okex_asset_valuation(res)
return """
<h1>更新资产完成</h1>
<p>/assetValuation</p>
<p>/assetValuation/accountType</p>
<p>/assetValuation/accountType/currency</p>
<p>0：预估总资产</p>
<p>1：币币账户</p>
<p>3：交割账户</p>
<p>5：币币杠杆</p>
<p>6：资金账户</p>
<p>9：永续合约</p>
<p>12：期权</p>
<p>15：交割usdt保证金账户</p>
<p>16：永续usdt保证金账户</p>
<p>{}</p>
""".format(res)
def connect_context(context, ws_flag=True, restapi_flag=True):
"""
set up context object
:param context: context is the object to hold all trade stats across functions
:return: context
"""
logger.info('Connect to websocket and restapi')
if restapi_flag:
context.futureAPI = future.FutureAPI(context.api_key,
context.secret_key,
context.passphrase, True)
context.spotAPI = spot.SpotAPI(context.api_key, context.secret_key,
context.passphrase, True)
if ws_flag:
context.ws = websocket.WSSubscription(context.instrument_id,
context.instrument_type)
context.ws_spot = websocket.WSSubscription(context.spot_inst_id,
context.spot_inst_type)
time.sleep(3)
return context
def open_api(self):
SQLog.info("open_api,quote already open=", self.is_open())
self.spot_api = spot.SpotAPI(self.ApiKey, self.SeceretKey,
self.PassPhrase, True)
for stockcode in self.get_stockcode_pools():
cc_coin = stockcode.split('.')
instrument_id = cc_coin[1].upper() + '-USDT'
result = self.spot_api.get_orders_pending(
froms='', to='', limit='100', instrument_id=instrument_id)
for op in result[0]:
self.order_handler(
'CC.' + cc_coin[1].upper() + '.' + op.get('order_id'),
'CC.' + cc_coin[1].upper(), False,
'buy' == op.get('side').lower(),
float(op.get('price_avg'))
if op.get('price_avg') else None,
float(op.get('filled_size')), float(op.get('size')),
float(op.get('price')))
return True
def animate(i): # i for interval
subjectName = 'EOS-USDT'
granularity = 60
s_Time = '2018-11-18T00:00:00.081Z'
e_Time = '2018-11-19T18:00:00.081Z'
api_key = 'd921914b-0693-4ed1-b27e-1f5679e612f5'
seceret_key = 'CD7F96CD31ADB4CB5B3D8200EA20745A'
passphrase = '111111'
spotAPI = spot.SpotAPI(api_key, seceret_key, passphrase, True)
data = spotAPI.get_deal(subjectName, froms=1, to=60, limit=100)
data = pd.DataFrame(data)
buys = data.loc[data['side']=='buy', 'time']
data.loc[data['side']=='buy', 'time'] = pd.to_datetime(buys.values, utc=True).tz_convert('Asia/Shanghai')
buyDates = data.loc[data['side']=='buy', 'time'].tolist()
sells = data.loc[data['side']=='sell', 'time']
data.loc[data['side']=='sell', 'time'] = pd.to_datetime(sells.values, utc=True).tz_convert('Asia/Shanghai')
sellDates = data.loc[data['side']=='sell', 'time'].tolist()
buyPrice = data.loc[data['side']=='buy', 'price'].tolist()
sellPrice = data.loc[data['side']=='sell', 'price'].tolist()
a.clear()
a.plot_date(buyDates, buyPrice, '#00A3E0', label='buys')
a.plot_date(sellDates, sellPrice, '#183A54', label='sells')
title = "OKex "+subjectName+" Prices: "+str(data['price'][0])
a.set_title(title)
a.yaxis.set_major_locator(mticker.MaxNLocator(nbins=8, prune='lower'))
a.legend(bbox_to_anchor=(0, 1.02, 1, .102), loc=3, ncol=2, borderaxespad=0)
def main():
config = ReadConfig()
# 初始化数据库连接
engine = create_engine(config.get_dbURL())
okex_api_key = config.get_okex("OKEX_API_KEY")
okex_secret_key = config.get_okex("OKEX_SECRET_KEY")
okex_passphrase = config.get_okex("OKEX_PASSPHRASE")
spotAPI = spot.SpotAPI(okex_api_key, okex_secret_key, okex_passphrase,
False)
accountAPI = account.AccountAPI(okex_api_key, okex_secret_key,
okex_passphrase, False)
accountClient = Account(spotAPI, accountAPI, engine)
now = datetime.datetime.now()
flag = True
after = ''
while (flag):
query_sql = '''SELECT ledger_id
FROM orange.account_okex_spot_fill where instrument_id ='OKB-USDT' order by `timestamp` limit 1'''
# print(query_sql)
res = pd.read_sql(sql=query_sql, con=engine)
if (after != res['ledger_id'][0]):
after = res['ledger_id'][0]
spot_fills = accountClient.get_okex_spot_fills(
"OKB-USDT", after, '')
accountClient.save_okex_spot_fills(spot_fills)
print(after)
else:
flag = False
spotAccounts = accountClient.get_okex_spot_accounts(now)
accountClient.save_okex_spot_accounts(spotAccounts)
def __init__(self,
api_key: str,
api_secret: str,
passphrase: str,
is_debug=False):
super().__init__(api_key, api_secret, passphrase, is_debug=is_debug)
self.account_api = account_api.AccountAPI(self.api_key,
self.api_secret,
self.passphrase, False)
self.spot_api = spot_api.SpotAPI(self.api_key, self.api_secret,
self.passphrase, False)
self.margin_api = lever_api.LeverAPI(self.api_key, self.api_secret,
self.passphrase, False)
self.futures_api = futures_api.FutureAPI(self.api_key, self.api_secret,
self.passphrase, False)
self.swap_api = swap_api.SwapAPI(self.api_key, self.api_secret,
self.passphrase, False)
self.options_api = option_api.OptionAPI(self.api_key, self.api_secret,
self.passphrase, False)
self.information_api = information_api.InformationAPI(
self.api_key, self.api_secret, self.passphrase, False)
self.index_api = index_api.IndexAPI(self.api_key, self.api_secret,
self.passphrase, False)
# 查询所有币种的提币记录 （6次/s）
# result = accountAPI.get_coins_withdraw_record()
# 查询单个币种提币记录 （6次/s）
# result = accountAPI.get_coin_withdraw_record('')
# 获取所有币种充值记录 （6次/s）
# result = accountAPI.get_top_up_records()
# 获取单个币种充值记录 （6次/s）
# result = accountAPI.get_top_up_record('')
# 获取币种列表 （6次/s）
# result = accountAPI.get_currencies()
# 提币手续费 （6次/s）
# result = accountAPI.get_coin_fee('')
# spot api test
# 币币API
spotAPI = spot.SpotAPI(api_key, secret_key, passphrase, False)
# 币币账户信息 （20次/2s）
# result = spotAPI.get_account_info()
# 单一币种账户信息 （20次/2s）
# result = spotAPI.get_coin_account_info('')
# 账单流水查询 （10次/2s）
# result = spotAPI.get_ledger_record('')
# 下单 （100次/2s）
# result = spotAPI.take_order('', '', client_oid='', type='', price='', order_type='0', notional='', size='')
# take orders
# 批量下单 （50次/2s）
# result = spotAPI.take_orders([
# {"instrument_id": "", "side": "", "type": "", "price": "", "size": ""},
# {"instrument_id": "", "side": "", "type": "", "price": "", "size": ""}
# ])
def okex():
try:
nowtime = datetime.datetime.now().strftime('%Y-%m-%d %H:%M:%S')
print('\033[0;34;40m\t' + nowtime + ': \033[0m')
zh = ms.ExecQueryALL(
" select keyvalue from tab_accounts where status =1")
if __name__ == '__main__':
for i in zh:
keyvalue = list(i)[0]
account = ms.ExecQueryOne(
" select api_key,seceret_key,passphrase from tab_accounts where keyvalue='" + keyvalue + "' ")
if (account is not None):
api_key = str(account[0])
seceret_key = str(account[1])
passphrase = str(account[2])
row = ms.ExecQueryOne(
"select top 1 * from okex where name='" + keyvalue + "' and DateDiff(dd,create_time,getdate())=1 order by create_time asc ")
# print(row)
lastday = '0'
lastday_btc='0.0'
lastday_eth='0.0'
lastday_eos='0.0'
lastday_etc='0.0'
if (row is not None):
lastday = str(row[1])
lastday_btc = str(row[4])
lastday_eth = str(row[5])
lastday_eos = str(row[6])
lastday_etc = str(row[7])
# sys.exit(0)
# print('\033[0;34;40m\t' + lastday + ': \033[0m')
print('' + keyvalue + ': ')
spotAPI = spot.SpotAPI(api_key, seceret_key, passphrase, True)
spotresult = spotAPI.get_coin_account_info('USDT')
# future api test
futureAPI = future.FutureAPI(api_key, seceret_key, passphrase, True)
# futureresult_get_accounts = futureAPI.get_accounts()
# # print('当前合约账户'+json.dumps(futureresult_get_accounts.info))
# if(futureresult_get_accounts['info'].__contains__('btc')):
# print('当前合约账户btc: '+futureresult_get_accounts['info']['btc']['equity'])
# if (futureresult_get_accounts['info'].__contains__('etc')):
# print('当前合约账户etc: '+futureresult_get_accounts['info']['etc']['equity'])
# if (futureresult_get_accounts['info'].__contains__('eth')):
# print('当前合约账户eth: '+futureresult_get_accounts['info']['eth']['equity'])
# if (futureresult_get_accounts['info'].__contains__('eos')):
# print('当前合约账户eos: '+futureresult_get_accounts['info']['eos']['equity'])
btc_amunt = futureAPI.get_coin_account('btc')
etc_amunt = futureAPI.get_coin_account('etc')
eth_amunt = futureAPI.get_coin_account('eth')
eos_amunt = futureAPI.get_coin_account('eos')
# futureresult_get_position = futureAPI.get_position()
# print('当前合约账户持仓:' + json.dumps(futureresult_get_position['holding'][0][0]))
####
# futureresult_get_order_list1 = futureAPI.get_order_list(6, '', '', '', 'ETH-USD-190329')
# futureresult_get_order_list2 = futureAPI.get_order_list(7, '', '', '', 'ETH-USD-190329')
#
# print('未完成:' + json.dumps(futureresult_get_order_list1))
# print('已完成:' + json.dumps(futureresult_get_order_list2))
# sys.exit(0)
#
####
# print('当前合约账户持仓'+json.dumps(futureresult_get_position['holding'][0][0]))
# swap api test
swapAPI = swap.SwapAPI(api_key, seceret_key, passphrase, True)
btc_price = swapAPI.get_mark_price('BTC-USD-SWAP')['mark_price']
etc_price = swapAPI.get_mark_price('ETC-USD-SWAP')['mark_price']
eth_price = swapAPI.get_mark_price('ETH-USD-SWAP')['mark_price']
eos_price = swapAPI.get_mark_price('EOS-USD-SWAP')['mark_price']
btc = float(str(btc_price)) * float(str(btc_amunt['equity']))
etc = float(str(etc_price)) * float(str(etc_amunt['equity']))
eth = float(str(eth_price)) * float(str(eth_amunt['equity']))
eos = float(str(eos_price)) * float(str(eos_amunt['equity']))
all = str(eos + eth + btc + etc + float(str(spotresult['balance'])))
# ms.ExecNonQuery(newsql.encode('utf-8'))
# newsql = "insert into okex (usdt,name) values('" + all + "','" + keyvalue + "')"
# print(newsql)
#
# ms.ExecNonQuery(newsql)
# newsql = "insert into okex (usdt,name,btc,eth,eos,etc) values('" + all + "','" + keyvalue + "','" + btc_amunt['equity'] + ",'" + eth_amunt['equity'] + ",'" + eos_amunt['equity'] + ",'" + etc_amunt['equity'] + "')"
newsql = "insert into okex (usdt,name,btc,eth,eos,etc) values('" + all + "','" + keyvalue + "','" + btc_amunt[
'equity'] + "','" + eth_amunt['equity'] + "','" + eos_amunt['equity'] + "','" + etc_amunt['equity'] + "')"
ms.ExecNonQuery(newsql)
bfb = '%.2f%%' % ((float(all) - float(lastday)) / float(all) * 100)
if (lastday == '0'):
bfb = '0%'
res = keyvalue + ':\n当前币币账户USDT:' + spotresult['balance'] + '\n' + '当前合约账户btc:' + btc_amunt[
'equity'] + ';昨日'+lastday_btc+'\n' + '当前合约账户etc: ' + etc_amunt['equity']
res = res +';昨日'+lastday_etc+ '\n' + '当前合约账户eth: ' + eth_amunt['equity'] +';昨日'+lastday_eth+ '\n' + '当前合约账户eos: ' + eos_amunt[
'equity'] +';昨日'+lastday_eos+ '\n账户总计USDT约: ' + all + ';昨日: ' + lastday + '\n' + '今日USDT本位盈利率' + bfb
print(res)
time.sleep(10)
except Exception as e:
newsql = "insert into tab_send_email (address_to,mail_subject,mail_text) values('*****@*****.**','okex脚本出现问题'+'"+nowtime+"','"+str(e)+"')"
ms.ExecNonQuery(newsql)
time.sleep(10)
def animate(i): # i for interval
global refreshRate
global DatCounter
if chartLoad:
if paneCount == 1:
if DataPace == "tick":
try:
a = plt.subplot2grid((6,4), (0,0), rowspan=5, colspan=4)
a2 = plt.subplot2grid((6,4), (5,0), rowspan=1, colspan=4, sharex=a)
subjectName = 'EOS-USDT'
granularity = 60
s_Time = '2018-11-18T00:00:00.081Z'
e_Time = '2018-11-19T18:00:00.081Z'
api_key = 'd921914b-0693-4ed1-b27e-1f5679e612f5'
seceret_key = 'CD7F96CD31ADB4CB5B3D8200EA20745A'
passphrase = '111111'
spotAPI = spot.SpotAPI(api_key, seceret_key, passphrase, True)
data = spotAPI.get_deal(subjectName, froms=1, to=60, limit=100)
data = pd.DataFrame(data)
buys = data.loc[data['side']=='buy', 'time']
data.loc[data['side']=='buy', 'time'] = pd.to_datetime(buys.values, utc=True).tz_convert('Asia/Shanghai')
buyDates = data.loc[data['side']=='buy', 'time'].tolist()
sells = data.loc[data['side']=='sell', 'time']
data.loc[data['side']=='sell', 'time'] = pd.to_datetime(sells.values, utc=True).tz_convert('Asia/Shanghai')
sellDates = data.loc[data['side']=='sell', 'time'].tolist()
buyPrice = data.loc[data['side']=='buy', 'price'].tolist()
sellPrice = data.loc[data['side']=='sell', 'price'].tolist()
allDates = data['time'].tolist()
volume = data['size']
a.clear()
a.xaxis.set_major_locator(mticker.MaxNLocator(5))
a.xaxis.set_major_formatter(mdates.DateFormatter("%Y-%m-%d %H:%M:%S"))
a.yaxis.set_major_locator(mticker.MaxNLocator(8))
# a.yaxis.set_major_locator(mticker.MaxNLocator(3))
a.plot_date(buyDates, buyPrice, '#00A3E0', label='buys')
a.plot_date(sellDates, sellPrice, '#183A54', label='sells')
a2.fill_between(allDates, 0, volume, facecolor='#183A54')
a2.yaxis.set_major_locator(mticker.MaxNLocator(5))
title = "OKex "+subjectName+" Prices: "+str(data['price'][0])
a.set_title(title)
a.legend(bbox_to_anchor=(0, 1.02, 1, .102), loc=3, ncol=2, borderaxespad=0)
except Exception as e:
print("Exception: "+str(e))
def __init__(self, apikey, secretkey, password):
self.last_pending_order_time = None
self.last_pending_orders = None
self.spot_api = spot_api.SpotAPI(apikey, secretkey, password, True)
def animate(i): # i for interval
global refreshRate
global DatCounter
global spotAPI
global periods
def rsiIndicator(priceData, location="top"):
if location == "top":
values = {
'key': 1,
"prices": priceData,
"periods": topIndicator[1]
}
if location == "bottom":
values = {
'key': 1,
"prices": priceData,
"periods": bottomIndicator[1]
}
if chartLoad:
if paneCount == 1:
if DataPace == "tick":
try:
if exchange == "BTC-e":
a = plt.subplot2grid((6, 4), (0, 0),
rowspan=5,
colspan=4)
a2 = plt.subplot2grid((6, 4), (5, 0),
rowspan=1,
colspan=4,
sharex=a)
subjectName = 'EOS-USDT'
granularity = 60
s_Time = '2018-11-18T00:00:00.081Z'
e_Time = '2018-11-19T18:00:00.081Z'
api_key = 'd921914b-0693-4ed1-b27e-1f5679e612f5'
seceret_key = 'CD7F96CD31ADB4CB5B3D8200EA20745A'
passphrase = '111111'
spotAPI = spot.SpotAPI(api_key, seceret_key,
passphrase, True)
data = spotAPI.get_deal(subjectName,
froms=1,
to=60,
limit=100)
data = pd.DataFrame(data)
buys = data.loc[data['side'] == 'buy', 'time']
data.loc[data['side'] == 'buy',
'time'] = pd.to_datetime(
buys.values,
utc=True).tz_convert('Asia/Shanghai')
buyDates = data.loc[data['side'] == 'buy',
'time'].tolist()
sells = data.loc[data['side'] == 'sell', 'time']
data.loc[data['side'] == 'sell',
'time'] = pd.to_datetime(
sells.values,
utc=True).tz_convert('Asia/Shanghai')
sellDates = data.loc[data['side'] == 'sell',
'time'].tolist()
buyPrice = data.loc[data['side'] == 'buy',
'price'].tolist()
sellPrice = data.loc[data['side'] == 'sell',
'price'].tolist()
allDates = data['time'].tolist()
volume = data['size']
a.clear()
a.xaxis.set_major_locator(mticker.MaxNLocator(5))
a.xaxis.set_major_formatter(
mdates.DateFormatter("%Y-%m-%d %H:%M:%S"))
plt.setp(a.get_xticklabels(), visible=False)
a.yaxis.set_major_locator(mticker.MaxNLocator(8))
# a.yaxis.set_major_locator(mticker.MaxNLocator(3))
a.plot_date(buyDates,
buyPrice,
lightColor,
label='buys')
a.plot_date(sellDates,
sellPrice,
darkColor,
label='sells')
a2.fill_between(allDates,
0,
volume,
facecolor=darkColor)
a2.yaxis.set_major_locator(mticker.MaxNLocator(5))
title = "OKex " + subjectName + " Prices: " + str(
data['price'][0])
a.set_title(title)
a.legend(bbox_to_anchor=(0, 1.02, 1, .102),
loc=3,
ncol=2,
borderaxespad=0)
if exchange == "Bitstamp":
a = plt.subplot2grid((6, 4), (0, 0),
rowspan=5,
colspan=4)
a2 = plt.subplot2grid((6, 4), (5, 0),
rowspan=1,
colspan=4,
sharex=a)
dataLink = "https://www.bitstamp.net/api/transactions/"
data = urllib.request.urlopen(dataLink)
data = data.read().decode("utf-8")
data = json.loads(data)
data = pd.DataFrame(data)
data['date'] = pd.to_datetime(data['date'], unit='s')
dateStamp = data['date'].tolist()
volume = data["amount"].apply(float).tolist()
a.clear()
a.xaxis.set_major_locator(mticker.MaxNLocator(5))
a.xaxis.set_major_formatter(
mdates.DateFormatter("%Y-%m-%d %H:%M:%S"))
plt.setp(a.get_xticklabels(), visible=False)
# a.yaxis.set_major_locator(mticker.MaxNLocator(8))
a.plot_date(dateStamp,
data["price"],
lightColor,
label='buys')
a2.fill_between(dateStamp,
0,
volume,
facecolor=darkColor)
a2.yaxis.set_major_locator(mticker.MaxNLocator(5))
title = "BTCUSD BTC-USD Prices:\nLastprice: " + str(
data['price'][0])
a.set_title(title)
a.legend(bbox_to_anchor=(0, 1.02, 1, .102),
loc=3,
ncol=2,
borderaxespad=0)
if exchange == "Bitfinex":
a = plt.subplot2grid((6, 4), (0, 0),
rowspan=5,
colspan=4)
a2 = plt.subplot2grid((6, 4), (5, 0),
rowspan=1,
colspan=4,
sharex=a)
dataLink = "https://api.bitfinex.com/v1/trades/btcusd?limit=2000"
data = urllib.request.urlopen(dataLink)
data = data.read().decode("utf-8")
data = json.loads(data)
data = pd.DataFrame(data)
data["timestamp"] = pd.to_datetime(data["timestamp"],
unit='s')
dateStamp = data["timestamp"].tolist()
buys = data[(data["type"] == "buy")]
buyDates = (buys["timestamp"]).tolist()
sells = data[(data["type"] == "sell")]
sellDates = (sells["timestamp"]).tolist()
volume = data["amount"].apply(float).tolist()
a.clear()
a.xaxis.set_major_locator(mticker.MaxNLocator(5))
a.xaxis.set_major_formatter(
mdates.DateFormatter("%Y-%m-%d %H:%M:%S"))
a.yaxis.set_major_locator(mticker.MaxNLocator(8))
plt.setp(a.get_xticklabels(), visible=False)
a.plot_date(buyDates,
buys["price"],
lightColor,
label='buy')
a.plot_date(sellDates,
sells["price"],
darkColor,
label='sell')
a2.fill_between(dateStamp,
0,
volume,
facecolor=darkColor)
a2.yaxis.set_major_locator(mticker.MaxNLocator(5))
title = "Bitfinex BTC-USD Prices:\nLastprice: " + str(
data['price'][0])
a.set_title(title)
a.legend(bbox_to_anchor=(0, 1.02, 1, .102),
loc=3,
ncol=2,
borderaxespad=0)
except Exception as e:
print("Exception: " + str(e))
else:
if DatCounter > 12:
try:
if exchange == "Huobi":
if topIndicator != "none":
a = plt.subplot2grid((6, 4), (1, 0),
rowspan=5,
colspan=4)
a2 = plt.subplot2grid((6, 4), (0, 0),
shareex=a,
rowspan=5,
colspan=4)
else:
a = plt.subplot2grid((6, 4), (0, 0),
rowspan=6,
colspan=4)
else:
if topIndicator != "none" and bottomIndicator != "none":
# main graph
a = plt.subplot2grid((6, 4), (1, 0),
rowspan=3,
colspan=4)
# volume
a2 = plt.subplot2grid((6, 4), (4, 0),
sharex=a,
rowspan=1,
colspan=4)
# bottom indicator
a3 = plt.subplot2grid((6, 4), (5, 0),
sharex=a,
rowspan=1,
colspan=4)
# top indicator
a0 = plt.subplot2grid((6, 4), (0, 0),
sharex=a,
rowspan=1,
colspan=4)
elif topIndicator != "none":
# main graph
a = plt.subplot2grid((6, 4), (1, 0),
rowspan=3,
colspan=4)
# volume
a2 = plt.subplot2grid((6, 4), (5, 0),
sharex=a,
rowspan=1,
colspan=4)
# top indicator
a0 = plt.subplot2grid((6, 4), (0, 0),
sharex=a,
rowspan=1,
colspan=4)
elif bottomIndicator != "none":
# main graph
a = plt.subplot2grid((6, 4), (0, 0),
rowspan=3,
colspan=4)
# volume
a2 = plt.subplot2grid((6, 4), (4, 0),
sharex=a,
rowspan=1,
colspan=4)
# bottom indicator
a3 = plt.subplot2grid((6, 4), (5, 0),
sharex=a,
rowspan=1,
colspan=4)
else:
# main graph
a = plt.subplot2grid((6, 4), (0, 0),
rowspan=3,
colspan=4)
# volume
a2 = plt.subplot2grid((6, 4), (5, 0),
sharex=a,
rowspan=1,
colspan=4)
ohlcData = spotAPI.get_kline('EOS-USDT',
granularity=86400)
for oneDict in ohlcData:
t = oneDict['time']
parsed_t = dp.parse(t)
time = parsed_t.strftime("%Y-%m-%d-%H-%M-%S")
oneDict['time'] = time
OHLC = pd.DataFrame(ohlcData,
columns=[
'time', 'open', 'high', 'low',
'close', 'volume'
])
OHLC['time'] = pd.to_datetime(OHLC['time'])
OHLC.loc[:,
['open', 'high', 'low', 'close', 'volume'
]] = OHLC.loc[:, [
'open', 'high', 'low', 'close', 'volume'
]].astype(float)
OHLC['MPLDates'] = mdates.date2num(OHLC['time'])
volumeData = OHLC['volume'].tolist()
OHLC.set_index('time', inplace=True)
priceData = OHLC["close"].tolist()
a.clear()
if middleIndicator != "none":
for eachMA in middleIndicator:
#ewma = pd.stats.moments.ewma
if eachMA[0] == 'sma':
sma = OHLC['close'].rolling(10).mean()
label = str(eachMA[1]) + "SMA"
a.plot(OHLC["MPLDates"], sma, label=label)
if eachMA[0] == 'ema':
ewma = pd.stats.moments.ewma
label = str(eachMA[1]) + "EMA"
a.plot(OHLC["MPLDates"],
ewma(OHLC["close"], eachMA[1]),
label=label)
a.legend(loc=0)
if topIndicator[0] == "rsi":
rsiIndicator(priceData, "top")
elif topIndicator == "macd":
try:
computeMACD(priceData, location="top")
except Exception as e:
print(str(e))
if bottomIndicator[0] == "rsi":
rsiIndicator(priceData, "bottom")
elif bottomIndicator == "macd":
try:
computeMACD(priceData, location="bottom")
except Exception as e:
print(str(e))
csticks = candlestick_ohlc(
a,
OHLC[["MPLDates", "open", "high", "low",
"close"]].values,
width=candleWidth,
colorup=lightColor,
colordown=darkColor)
a.set_ylabel("Price")
if exchange != "Huobi":
a2.fill_between(OHLC["MPLDates"],
0,
OHLC['volume'],
facecolor=darkColor)
a2.set_ylabel("Volume")
a.xaxis.set_major_locator(mticker.MaxNLocator(3))
a.xaxis.set_major_formatter(
mdates.DateFormatter('%Y-%m-%d %H:%M'))
if exchange != "Huobi":
plt.setp(a.get_xticklabels(), visible=False)
if topIndicator != "none":
plt.setp(a0.get_xticklabels(), visible=False)
if bottomIndicator != "none":
plt.setp(a2.get_xticklabels(), visible=False)
x = (len(OHLC["close"])) - 1
if DataPace == "1d":
title = exchange + " 1 Day Data with" + resampleSize + " Bars\nLast Price: " + str(
OHLC["close"][0])
if DataPace == "3d":
title = exchange + " 3 Day Data with" + resampleSize + " Bars\nLast Price: " + str(
OHLC["close"][0])
if DataPace == "7d":
title = exchange + " 7 Day Data with" + resampleSize + " Bars\nLast Price: " + str(
OHLC["close"][0])
if topIndicator != "none":
a0.set_title(title)
else:
a.set_title(title)
print("New Graph")
DatCounter = 0
except Exception as e:
print("failed in the non-tick animate: ", str(e))
DatCounter = 9000
else:
DatCounter += 1
def main():
config = ReadConfig()
# 初始化数据库连接
engine = create_engine(config.get_dbURL())
okex_api_key = config.get_okex("OKEX_API_KEY")
okex_secret_key = config.get_okex("OKEX_SECRET_KEY")
okex_passphrase = config.get_okex("OKEX_PASSPHRASE")
spotAPI = spot.SpotAPI(okex_api_key, okex_secret_key, okex_passphrase,
False)
accountAPI = account.AccountAPI(okex_api_key, okex_secret_key,
okex_passphrase, False)
now = datetime.datetime.now()
flag = True
after = ''
while (flag):
query_sql = '''SELECT ledger_id
FROM orange.account_okex_spot_fill where instrument_id ='OKB-USDT' order by `timestamp` limit 1'''
# print(query_sql)
res = pd.read_sql(sql=query_sql, con=engine)
if (after != res['ledger_id'][0]):
after = res['ledger_id'][0]
spot_fills = get_okex_spot_fills(spotAPI, "OKB-USDT", after, '')
save_okex_spot_fills(spot_fills, engine)
print(after)
else:
flag = False
spotAccounts = get_okex_spot_accounts(spotAPI, now)
save_okex_spot_accounts(spotAccounts, engine)
# 0.
# 预估总资产
# 1.
# 币币账户
# 3.
# 交割账户
# 5.
# 币币杠杆
# 6.
# 资金账户
# 9.
# 永续合约
# 12.
# 期权
# 15.
# 交割usdt保证金账户
# 16.
# 永续usdt保证金账户
account_type_list = ['0', '1', '3', '5', '6', '9', '12', '15', '16']
asset = pd.DataFrame(columns=[
'account_type', 'balance', 'valuation_currency', 'timestamp', 'ts'
],
index=[0])
for account_type in account_type_list:
res = get_okex_asset_valuation(accountAPI, account_type, "USD")
print(res)
save_okex_asset_valuation(res, engine)
# result = accountAPI.get_currencies()
# result = accountAPI.get_wallet()
# result = accountAPI.get_currency('btc')
# result = accountAPI.get_currency('btc')
# result = accountAPI.get_coin_fee('btc')
# result = accountAPI.get_coin_fee('btc')
# result = accountAPI.get_coins_withdraw_record()
# result = accountAPI.get_coin_withdraw_record('BTC')
# result = accountAPI.get_ledger_record()
# result = accountAPI.get_top_up_address('BTC')
# result = accountAPI.get_top_up_address('BTC')
# result = accountAPI.get_top_up_records()
# result = accountAPI.get_top_up_record('BTC')
# spot api test 币币交易
spotAPI = spot.SpotAPI(api_key, seceret_key, passphrase, True)
# result = spotAPI.get_account_info()
# result = spotAPI.get_coin_account_info('BTC')
# result = spotAPI.get_ledger_record('BTC', limit=1)
# result = spotAPI.take_order('limit', 'sell', 'BTC-USDT', 2, price='3')
# take orders
# params = [
# {"client_oid":"20180728","instrument_id":"btc-usdt","side":"sell","type":"market"," size ":"0.001"," notional ":"10001","margin_trading ":"1"},
# {"client_oid":"20180728","instrument_id":"btc-usdt","side":"sell","type":"limit"," size ":"0.001","notional":"10002","margin_trading ":"1"}
# ]
# result = spotAPI.take_orders(params)
# result = spotAPI.revoke_order(2229535858593792, 'BTC-USDT')
# revoke orders
# params = [{'instrument_id': 'btc-usdt', 'orders_ids':[2233702496112640, 2233702479204352]}]
def animate(i): # i for interval
global refreshRate
global DatCounter
if chartLoad:
if paneCount == 1:
if DataPace == "tick":
try:
if exchange == "BTC-e":
a = plt.subplot2grid((6, 4), (0, 0),
rowspan=5,
colspan=4)
a2 = plt.subplot2grid((6, 4), (5, 0),
rowspan=1,
colspan=4,
sharex=a)
subjectName = 'EOS-USDT'
granularity = 60
s_Time = '2018-11-18T00:00:00.081Z'
e_Time = '2018-11-19T18:00:00.081Z'
api_key = 'd921914b-0693-4ed1-b27e-1f5679e612f5'
seceret_key = 'CD7F96CD31ADB4CB5B3D8200EA20745A'
passphrase = '111111'
spotAPI = spot.SpotAPI(api_key, seceret_key,
passphrase, True)
data = spotAPI.get_deal(subjectName,
froms=1,
to=60,
limit=100)
data = pd.DataFrame(data)
buys = data.loc[data['side'] == 'buy', 'time']
data.loc[data['side'] == 'buy',
'time'] = pd.to_datetime(
buys.values,
utc=True).tz_convert('Asia/Shanghai')
buyDates = data.loc[data['side'] == 'buy',
'time'].tolist()
sells = data.loc[data['side'] == 'sell', 'time']
data.loc[data['side'] == 'sell',
'time'] = pd.to_datetime(
sells.values,
utc=True).tz_convert('Asia/Shanghai')
sellDates = data.loc[data['side'] == 'sell',
'time'].tolist()
buyPrice = data.loc[data['side'] == 'buy',
'price'].tolist()
sellPrice = data.loc[data['side'] == 'sell',
'price'].tolist()
allDates = data['time'].tolist()
volume = data['size']
a.clear()
a.xaxis.set_major_locator(mticker.MaxNLocator(5))
a.xaxis.set_major_formatter(
mdates.DateFormatter("%Y-%m-%d %H:%M:%S"))
plt.setp(a.get_xticklabels(), visible=False)
a.yaxis.set_major_locator(mticker.MaxNLocator(8))
# a.yaxis.set_major_locator(mticker.MaxNLocator(3))
a.plot_date(buyDates,
buyPrice,
lightColor,
label='buys')
a.plot_date(sellDates,
sellPrice,
darkColor,
label='sells')
a2.fill_between(allDates,
0,
volume,
facecolor=darkColor)
a2.yaxis.set_major_locator(mticker.MaxNLocator(5))
title = "OKex " + subjectName + " Prices: " + str(
data['price'][0])
a.set_title(title)
a.legend(bbox_to_anchor=(0, 1.02, 1, .102),
loc=3,
ncol=2,
borderaxespad=0)
if exchange == "Bitstamp":
a = plt.subplot2grid((6, 4), (0, 0),
rowspan=5,
colspan=4)
a2 = plt.subplot2grid((6, 4), (5, 0),
rowspan=1,
colspan=4,
sharex=a)
dataLink = "https://www.bitstamp.net/api/transactions/"
data = urllib.request.urlopen(dataLink)
data = data.read().decode("utf-8")
data = json.loads(data)
data = pd.DataFrame(data)
data['date'] = pd.to_datetime(data['date'], unit='s')
dateStamp = data['date'].tolist()
volume = data["amount"].apply(float).tolist()
a.clear()
a.xaxis.set_major_locator(mticker.MaxNLocator(5))
a.xaxis.set_major_formatter(
mdates.DateFormatter("%Y-%m-%d %H:%M:%S"))
plt.setp(a.get_xticklabels(), visible=False)
# a.yaxis.set_major_locator(mticker.MaxNLocator(8))
a.plot_date(dateStamp,
data["price"],
lightColor,
label='buys')
a2.fill_between(dateStamp,
0,
volume,
facecolor=darkColor)
a2.yaxis.set_major_locator(mticker.MaxNLocator(5))
title = "BTCUSD BTC-USD Prices:\nLastprice: " + str(
data['price'][0])
a.set_title(title)
a.legend(bbox_to_anchor=(0, 1.02, 1, .102),
loc=3,
ncol=2,
borderaxespad=0)
if exchange == "Bitfinex":
a = plt.subplot2grid((6, 4), (0, 0),
rowspan=5,
colspan=4)
a2 = plt.subplot2grid((6, 4), (5, 0),
rowspan=1,
colspan=4,
sharex=a)
dataLink = "https://api.bitfinex.com/v1/trades/btcusd?limit=2000"
data = urllib.request.urlopen(dataLink)
data = data.read().decode("utf-8")
data = json.loads(data)
data = pd.DataFrame(data)
data["timestamp"] = pd.to_datetime(data["timestamp"],
unit='s')
dateStamp = data["timestamp"].tolist()
buys = data[(data["type"] == "buy")]
buyDates = (buys["timestamp"]).tolist()
sells = data[(data["type"] == "sell")]
sellDates = (sells["timestamp"]).tolist()
volume = data["amount"].apply(float).tolist()
a.clear()
a.xaxis.set_major_locator(mticker.MaxNLocator(5))
a.xaxis.set_major_formatter(
mdates.DateFormatter("%Y-%m-%d %H:%M:%S"))
a.yaxis.set_major_locator(mticker.MaxNLocator(8))
plt.setp(a.get_xticklabels(), visible=False)
a.plot_date(buyDates,
buys["price"],
lightColor,
label='buy')
a.plot_date(sellDates,
sells["price"],
darkColor,
label='sell')
a2.fill_between(dateStamp,
0,
volume,
facecolor=darkColor)
a2.yaxis.set_major_locator(mticker.MaxNLocator(5))
title = "Bitfinex BTC-USD Prices:\nLastprice: " + str(
data['price'][0])
a.set_title(title)
a.legend(bbox_to_anchor=(0, 1.02, 1, .102),
loc=3,
ncol=2,
borderaxespad=0)
except Exception as e:
print("Exception: " + str(e))
else:
if DatCounter > 12:
try:
if exchange == "Huobi":
if topIndicator != "none":
a = plt.subplot2grid((6, 4), (1, 0),
rowspan=5,
colspan=4)
a2 = plt.subplot2grid((6, 4), (0, 0),
shareex=a,
rowspan=5,
colspan=4)
else:
a = plt.subplot2grid((6, 4), (0, 0),
rowspan=6,
colspan=4)
else:
if topIndicator != "none" and bottomIndicator != "none":
# main graph
a = plt.subplot2grid((6, 4), (1, 0),
rowspan=3,
colspan=4)
# volume
a2 = plt.subplot2grid((6, 4), (4, 0),
sharex=a,
rowspan=1,
colspan=4)
# bottom indicator
a3 = plt.subplot2grid((6, 4), (5, 0),
sharex=a,
rowspan=1,
colspan=4)
# top indicator
a0 = plt.subplot2grid((6, 4), (0, 0),
sharex=a,
rowspan=1,
colspan=4)
elif topIndicator != "none":
# main graph
a = plt.subplot2grid((6, 4), (1, 0),
rowspan=3,
colspan=4)
# volume
a2 = plt.subplot2grid((6, 4), (5, 0),
sharex=a,
rowspan=1,
colspan=4)
# top indicator
a0 = plt.subplot2grid((6, 4), (0, 0),
sharex=a,
rowspan=1,
colspan=4)
elif bottomIndicator != "none":
# main graph
a = plt.subplot2grid((6, 4), (0, 0),
rowspan=3,
colspan=4)
# volume
a2 = plt.subplot2grid((6, 4), (4, 0),
sharex=a,
rowspan=1,
colspan=4)
# bottom indicator
a3 = plt.subplot2grid((6, 4), (5, 0),
sharex=a,
rowspan=1,
colspan=4)
else:
# main graph
a = plt.subplot2grid((6, 4), (0, 0),
rowspan=3,
colspan=4)
# volume
a2 = plt.subplot2grid((6, 4), (5, 0),
sharex=a,
rowspan=1,
colspan=4)
except Exception as e:
print("failed in the non-tick animate: ", str(e))
def job():
inputval = input("请输入查询：")
key = inputval.split('询')
# key=msg['Text'].split('询')
if (len(key) == 2 and key[0] == '查'):
keyvalue = key[1]
account = ms.ExecQueryOne(
" select api_key,seceret_key,passphrase from tab_accounts where keyvalue='"
+ keyvalue + "' ")
if (account is not None):
api_key = str(account[0])
seceret_key = str(account[1])
passphrase = str(account[2])
row = ms.ExecQueryOne(
"select top 1 * from okex where name='" + keyvalue +
"' and DateDiff(dd,create_time,getdate())<=1 order by create_time asc "
)
lastday = '0'
lastday_btc = '0.0'
lastday_eth = '0.0'
lastday_eos = '0.0'
lastday_etc = '0.0'
sys.exit(0)
if (row is not None):
lastday = str(row[1])
lastday_btc = str(row[4])
lastday_eth = str(row[5])
lastday_eos = str(row[6])
lastday_etc = str(row[7])
print('' + keyvalue + ': ')
spotAPI = spot.SpotAPI(api_key, seceret_key, passphrase, True)
spotresult = spotAPI.get_coin_account_info('USDT')
futureAPI = future.FutureAPI(api_key, seceret_key, passphrase,
True)
btc_amunt = futureAPI.get_coin_account('btc')
etc_amunt = futureAPI.get_coin_account('etc')
eth_amunt = futureAPI.get_coin_account('eth')
eos_amunt = futureAPI.get_coin_account('eos')
swapAPI = swap.SwapAPI(api_key, seceret_key, passphrase, True)
btc_price = swapAPI.get_mark_price(
'BTC-USD-SWAP')['mark_price']
etc_price = swapAPI.get_mark_price(
'ETC-USD-SWAP')['mark_price']
eth_price = swapAPI.get_mark_price(
'ETH-USD-SWAP')['mark_price']
eos_price = swapAPI.get_mark_price(
'EOS-USD-SWAP')['mark_price']
# 查询价格
btc = float(str(btc_price)) * float(str(btc_amunt['equity']))
etc = float(str(etc_price)) * float(str(etc_amunt['equity']))
eth = float(str(eth_price)) * float(str(eth_amunt['equity']))
eos = float(str(eos_price)) * float(str(eos_amunt['equity']))
all = str(eos + eth + btc + etc +
float(str(spotresult['balance'])))
# 盈利比率
bfb = '%.2f%%' % (
(float(all) - float(lastday)) / float(all) * 100)
if (lastday == '0'):
bfb = '0%'
res = keyvalue + ':\n当前币币账户USDT:' + spotresult[
'balance'] + '\n' + '当前合约账户btc:' + btc_amunt[
'equity'] + ';\n昨日' + lastday_btc + '\n' + '当前合约账户etc: ' + etc_amunt[
'equity']
res = res + ';\n昨日' + lastday_etc + '\n' + '当前合约账户eth: ' + eth_amunt[
'equity'] + ';\n昨日' + lastday_eth + '\n' + '当前合约账户eos: ' + eos_amunt[
'equity'] + ';\n昨日' + lastday_eos + '\n账户总计USDT约: ' + all + ';\n昨日: ' + lastday + '\n' + '今日USDT本位盈利率' + bfb
# return res
print(res)
else:
print('查询口令错误')