def get_more_bid_price(code, b_p):
new = b_p
for i in range(15):
r = random.randint(0, 6) # 每一单1,2,3,4,5中随机跳
precis = cons.get_precision(code, 'price')
tick = 1 / (pow(10, precis))
p = b_p[-1] - r * tick
p = round(p, cons.get_precision(code, 'price'))
new.append(p)
return new
def get_more_bid_vol(code, b_v):
new = b_v
for i in range(15):
r = random.uniform(0.5, 10) # 量也随机
v = (b_v[0] + b_v[1] + b_v[2]) * r
v = round(v, cons.get_precision(code, 'volume'))
new.append(v)
return new
def get_bid_price(code, a_p):
r = random.uniform(0.004, 0.005)
new = []
for tem in a_p:
p = tem * (1 - r) # bid订单的price*[1-（0.01-0.015）随机数]
p = round(p, cons.get_precision(code, 'price'))
new.append(p)
return new
def get_ask_price(code, a_p):
r = random.uniform(0.004, 0.005)
new = []
for tem in a_p:
p = tem * (1 + r) # ask订单的price*[1+（0.01-0.015）]随机数，
p = round(p, cons.get_precision(code, 'price'))
new.append(p)
return new
def get_more_ask_vol(code, a_v):
new = a_v
for i in range(15):
r = random.uniform(0.5, 10) # 量也随机, 根据买一卖一量进行扩大
v = (a_v[0] + a_v[1] + a_v[2]) * r
v = round(v, cons.get_precision(code, 'volume'))
new.append(v)
return new
def get_bid_vol(code, b_v):
r = float(Ratio_byHuobi * random.uniform(0.8, 1.2))
new = []
for tem in b_v:
v = float(tem * r) # amount*（0.015-0.05)的范围随机数
precis = cons.get_precision(code, 'volume')
v = round(v, precis)
if v == 0.0:
v = tick = 1 / (pow(10, precis))
new.append(v)
return new
# 以下是正常触发交易情况
if now >= _trading_time[0]: # 触发交易
quota = hbs.get_depth(_coin, 'step0')
# if quota['msg'] != 'suc':
# print('获取行情失败，重新开始运行')
# continue
# 自成交相关数据
ask_p = float(quota['tick']['asks'][0][0])
bid_p = float(quota['tick']['bids'][0][0])
base_p = (ask_p + bid_p)/2 # 基准价格
# 计算一跳的价格
precis = cons.get_precision(_coin, 'price')
one_step = 1 / (pow(10, precis)) # 一跳
# 在基准价格上下2跳内，随机取价格
r = random.randint(-2, 2)
p = base_p + r * one_step
_price = round(p, precis) # 最终下单价格
# 这一单内要交易的金额, usdt
_amount = _trading_amount[0]
# 数量计算
_volume = 0
# 解析code，分为 usdt/btc/eth
if _coin[-3:] == 'btc':
ask_p = float(quota['tick']['asks'][0][0])
bid_p = float(quota['tick']['bids'][0][0])
base_p = (ask_p + bid_p) / 2 # 基准价格
# 自成交数量数据
try:
t = hbs.get_kline(symbol=_code, period='1min', size=2)
huobiAmount = t['data'][1]['amount']
except Exception as e:
print('----><获取k线>: %s' % (_code), e)
huobiAmount = 0
_amount_byHB = _trade_time / 60 * huobiAmount * _huobi_ratio
# 计算一跳的价格
precis = cons.get_precision(_code, 'price')
one_step = 1 / (pow(10, precis)) # 一跳
# if _code == 'ltcusdt':
# print(one_step)
# 在基准价格上下2跳内，随机取价格
r = random.randint(-4, 4)
p = base_p + r * one_step
# if _code == 'ltcusdt':
# print(p)
_price = round(p, precis) # 最终下单价格
# if _code == 'ltcusdt':
# print(_price)
# 这一单内要交易的金额, usdt
quota_uni = uds.market_dept(code, 'step0')
# 如果没有盘口 就不做报单
if len(quota_uni['data']['tick']['asks']) < 6:
break
if len(quota_uni['data']['tick']['bids']) < 6:
break
vol1 = quota_uni['data']['tick']['asks'][0][1]
vol2 = quota_uni['data']['tick']['bids'][0][1]
r = random.uniform(0, 1)
vol = (vol1 + vol2) * r
# 把价格和量格式化
v = round(vol, cons.get_precision(code, 'volume'))
p = round(price, cons.get_precision(code, 'price'))
# 报买单
mmu.do_trading(code, p, v, 'BUY')
# 稍微等一下 避免报单过快
time.sleep(0.01)
# 报卖单
mmu.do_trading(code, p, v, 'SELL')
# 报单后等随机时间，以使得各合约成交时间不同
# 等待时间根据‘一轮报单时间’参数确定
count = len(stock_list)
each_time = int(turn_total_time / count)