def start_fetch_blockid(id_dict, conf_dict, latest_block_info):
id_dict_size = 3600
last_clean_ts = 0
while True:
try:
url = "%s/v1/chain/get_info" % (conf_dict['eoshost'])
res = requests.get(url, timeout=3.0)
if res.status_code / 100 != 2:
easylog.error("Failed to get_info:%s", res.text)
continue
result = json.loads(res.text)
now_ts = time.time()
latest_block_info['ts'], latest_block_info['info'] = now_ts, result
if result['head_block_num'] in id_dict and result['head_block_id'] == id_dict[result['head_block_num']]['id']:
continue
easylog.info('%d : %s', result['head_block_num'], result['head_block_id'])
id_dict[result['head_block_num']] = {'id':result['head_block_id'],'ts':time.time()}
nums = list(id_dict.keys())
if now_ts-last_clean_ts > id_dict_size/2 and len(nums)>id_dict_size:
last_clean_ts = now_ts
for key in nums:
if now_ts - id_dict[key]['ts'] > id_dict_size/2:
del id_dict[key]
except Exception as e:
easylog.exception("%s", e)
finally:
time.sleep(conf_dict['get_info_sec'])
def start_httpserver(handler_map, opts):
service_conf = read_json_conf(opts.conf_file)
if not service_conf:
easylog.error('Failed to get the config file:%s', opts.conf_file)
return
app = Application(handler_map, opts, service_conf)
app.listen(opts.port)
tornado.ioloop.IOLoop.current().start()
def start_httpserver(handler_map, opts):
service_conf = read_json_conf(opts.conf_file)
if not service_conf:
easylog.error('Failed to get the config file:%s', opts.conf_file)
return
app = Application(handler_map, opts, service_conf)
fetch_th = threading.Thread(target=start_fetch_blockid, args=(app.local_cache, app.service_conf, app.latest_block_info))
fetch_th.start()
app.listen(opts.port)
tornado.ioloop.IOLoop.current().start()
async def fetch_info(self):
http_client = AsyncHTTPClient()
url = "%s/v1/chain/get_info" % (
self.application.service_conf['eoshost'])
try:
result = await http_client.fetch(url)
if result.code / 100 != 2:
easylog.error("Failed to get_info error:%s", result.body)
return None
data = json.loads(result.body)
return data
except Exception as e:
easylog.exception('block_num:%d %s', block_num, e)
return None
async def fetch_block(self, block_num):
http_client = AsyncHTTPClient()
body_params = '{"block_num_or_id":%d}' % (block_num)
url = "%s/v1/chain/get_block" % (self.application.service_conf['eoshost'])
try:
result = await http_client.fetch(url, method="POST", body=body_params)
if result.code / 100 != 2:
easylog.error("Failed to get %d error:%s", block_num, result.body)
return None
data = json.loads(result.body)
return data['id']
except Exception as e:
easylog.exception('block_num:%d %s', block_num, e)
return None
def calculate_count(price_u,L,old_profits,old_count,price_rate_D1,allocate_rate_D2,allocate_count_D2,price_rate_D2,old_money,V,alpha,step,a):
l=L+(price_rate_D1[step]*1.01-price_rate_D1[0])*price_u
# l=price_u*price_rate_D1[step]*1.01-ds
if step<len(price_rate_D1)-1:
l=L+(price_rate_D1[step+1]-price_rate_D1[0])*price_u
x=allocate_count_D2[step]*((price_rate_D2[step]*l)/(price_rate_D1[step]*price_u)*(1+random_normal()))
if price_u<V:
x=allocate_count_D2[step]*((price_rate_D2[step]*l)/(price_rate_D1[step]*price_u)*random_normal())
price=price_u*price_rate_D1[step]
tms=0
while(True):
xc=0
profits1=x*(price-V*alpha)
if profits1<0:
profits1=0
profits=profits1+old_profits
## 计算E
sm=0
for i in range(len(allocate_rate_D2)):
sm+=allocate_rate_D2[i]*l*math.pow(1/(1+a),i)
rb=calculate_rebuy_rate(old_money,profits)
real_money=rb*profits+old_money
c=real_money/sm
total_px=0
for i in range(len(allocate_rate_D2)):
ar=allocate_rate_D2[i]
pr=l*math.pow(1/(1+a),i)
if pr>V:
tp=(pr-V)*ar*c
total_px=total_px+tp
xc+=1
else:
break
if xc==len(allocate_rate_D2):
if profits*(1-rb)>old_money*0.4:
return x
else:
if total_px<=rb*profits:
return x
x=x*1.01
tms=tms+1
if tms>1000:
easylog.error("calculate_count price_u:%s,L:%s,old_money:%s", price_u, L, old_money)
return x
def calculate_u(allocate_rate,price_rate,profits,count,rb,old_money,V,alpha,old_u,E,a):
"""
"""
pp=profits-alpha*V*count
if pp<0:
pp=0
total_money=pp+old_money
ds=old_u*(1-1/(1+a*2))*random.random()
l=old_u-ds
# while(l*1.02<u0):
# ds=u0*(1-1/1.02)*random.random()
# l=u0-ds
tms=0
while(True):
c=total_money/E/l
total_px=0
xc=0
for i in range(len(allocate_rate)):
ar=allocate_rate[i]
pr=price_rate[i]*l
if pr>V:
tp=(pr-V)*ar*c
total_px=total_px+tp
xc+=1
else:
break
if xc==len(allocate_rate):
if profits*(1-rb)>old_money:
return l
else:
if total_px<=pp:
return l
l=l*0.99
tms=tms+1
if tms>100000:
easylog.error("calculate_u profits:%s,count:%s", profits, count)
return l
return l
def main_process(conf_file):
global V_,self_unfilled_orders_sell,self_filled_orders_sell,self_unfilled_orders_buy,self_filled_orders_buy
global unfilled_orders,self_unfilled_orders,orders_helper,self_unfilled_orders_sell_helper,self_unfilled_orders_buy_helper
global g_config, g_config_file
global days
global mins_1
g_config_file = conf_file
reload_robot_config(1, None)
if not init_hooclient(g_config['dbfile'], g_config['client_id'], g_config['client_key'], g_config['dding_atoken'], g_config['bos_pairid']):
easylog.error('Failed to init_hooclient()')
return
D1=[]
D2=[]
old_x=0
back_start_time=0
analyse_circle_startime=0
self_buy_delimited=0
back_pow=0
profits=0
count=0
spend=0
spend_c=0
jd=load_data()
if jd:
profits=jd["profits"]
count=jd["count"]
spend=jd["spend"]
spend_c=jd["spend_c"]
time_circle=date2num(datetime.datetime.now())
up_count=0
up_spend_c=0
#U_value=0.04
#V_=0.005633
U_value= 1.02 * V_
tm=date2num(datetime.datetime.now())
week_end=tm+7
day_end=tm+1
hour_end=tm+1/24
week_spend=0
day_spend=0
hour_spend=0
old_self_sell_max=10000
old_self_buy_min=sys.maxsize
t_spend=0
t_profits=0
t_spend_c=0
t_profits_C=0
hit_hour_max_check_wait_interval=2.0
D1_l=0
D_l=0
self_buy_under_V=0
distance=0
model=0
update_D=True
setup_env()
while True :
try:
##查询orders
unfilled_orders_ = query_unfilled_orders(TARGET_PID, HOST_ACT)
filled_orders_=query_filled_orders(TARGET_PID, HOST_ACT)
tm=date2num(datetime.datetime.now())
buy_sell_1_cash_amount = [0,0] # calculate the buy&sell first order dealed by others instead of robot
buy_sell_1_amount = [0,0] # 0: buy, 1: sell
## 分析 orders
#1.计算profits 和count 同时找出 下探点
profits_=0
count_=0
spend_=0
spend_c_=0
self_sell_price_min=0
self_buy_min=sys.maxsize
rows=unfilled_orders_["rows"]
for row in rows:
if row["side"]=='sell':
if row["order_id"] in sell_1:
buy_sell_1_cash_amount[1] = float(row["filled_cash_amount"])
buy_sell_1_amount[1]=float(row["filled_amount"])
continue
if row["order_id"] in self_unfilled_orders_sell.keys():
old_record=self_unfilled_orders_sell[row["order_id"]]
filled_amount=float(row["filled_amount"])
filled_cash_amount=float(row["filled_cash_amount"])
D1_l=min(D1_l,float(row["price"]))
if filled_cash_amount>old_record["filled_cash_amount"]:
profits_+=filled_cash_amount-old_record["filled_cash_amount"]
count_+=filled_amount-old_record["filled_amount"]
easylog.debug("flag1:unfilled sell %s filled_cash_amount:%s old_filled_cash_amount:%s,profits_:%s,count_:%f",
row["order_id"], filled_cash_amount,old_record["filled_cash_amount"],profits_,count_)
self_unfilled_orders_sell[row["order_id"]]["filled_cash_amount"]=filled_cash_amount
self_unfilled_orders_sell[row["order_id"]]["filled_amount"]=filled_amount
self_sell_price_min=max(self_sell_price_min,float(row["price"]))
else:
#ret = cancel_order(row["order_id"],{'trade_no':row["trade_no"]},HOST_ACT)
easylog.info("unfilled SELL Order not exist，order:%s", row)
else:
if row["order_id"] in buy_1:
buy_sell_1_cash_amount[0]= float(row["filled_cash_amount"])
buy_sell_1_amount[0]=float(row["filled_amount"])
if row["order_id"] in back_buy_orders:
cancel_order_for_back_buy(row["order_id"])
continue
if row["order_id"] in self_unfilled_orders_buy.keys():
old_record=self_unfilled_orders_buy[row["order_id"]]
filled_amount=float(row["filled_amount"])
filled_cash_amount=float(row["filled_cash_amount"])
if filled_cash_amount>old_record["filled_cash_amount"]:
spend_+=filled_cash_amount-old_record["filled_cash_amount"]
spend_c_+=filled_amount-old_record["filled_amount"]
easylog.debug("flag1:unfilled no-sell %s filled_cash_amount:%s old_filled_cash_amount:%s,spend_:%s,spend_c_:%f",
row["order_id"], filled_cash_amount,old_record["filled_cash_amount"],spend_,spend_c_)
self_unfilled_orders_buy[row["order_id"]]["filled_cash_amount"]=filled_cash_amount
self_unfilled_orders_buy[row["order_id"]]["filled_amount"]=filled_amount
self_buy_min=min(self_buy_min,float(row["price"]))
else:
#ret = cancel_order(row["order_id"],{'trade_no':row["trade_no"]},HOST_ACT)
easylog.info("unfilled BUY Order not exist，order:%s", row)
rows=filled_orders_["rows"]
for row in rows:
if row["status"]=='canceled':
if row['order_id'] in self_unfilled_orders_buy.keys():
del self_unfilled_orders_buy[row['order_id']]
delete_list(row['order_id'],self_unfilled_orders_buy_helper,1)
elif row['order_id'] in self_unfilled_orders_sell.keys():
del self_unfilled_orders_sell[row["order_id"]]
delete_list(row["order_id"],self_unfilled_orders_sell_helper,1)
continue
if row["side"]=='sell':
if row["order_id"] in sell_1:
buy_sell_1_cash_amount[1]= float(row["filled_cash_amount"])
buy_sell_1_amount[1]=float(row["filled_amount"])
sell_1.remove(row["order_id"])
continue
if row["order_id"] in self_unfilled_orders_sell.keys():
old_record=self_unfilled_orders_sell[row["order_id"]]
filled_amount=float(row["filled_amount"])
filled_cash_amount=float(row["filled_cash_amount"])
if filled_cash_amount>old_record["filled_cash_amount"]:
profits_+=filled_cash_amount-old_record["filled_cash_amount"]
count_+=filled_amount-old_record["filled_amount"]
easylog.debug("flag1:filled sell %s filled_cash_amount:%s old_filled_cash_amount:%s,profits_:%s,count_:%f",
row["order_id"], filled_cash_amount,old_record["filled_cash_amount"],profits_,count_)
self_sell_price_min=max(self_sell_price_min,float(row["price"]))
del self_unfilled_orders_sell[row["order_id"]]
delete_list(row["order_id"],self_unfilled_orders_sell_helper,1)
else:
if row["order_id"] in buy_1:
buy_1.remove(row["order_id"])
buy_sell_1_cash_amount[0]= float(row["filled_cash_amount"])
buy_sell_1_amount[0]=float(row["filled_amount"])
if row["order_id"] in back_buy_orders:
del back_buy_orders[row["order_id"]]
if row["order_id"] in self_unfilled_orders_buy.keys():
old_record=self_unfilled_orders_buy[row["order_id"]]
filled_amount=float(row["filled_amount"])
filled_cash_amount=float(row["filled_cash_amount"])
if filled_cash_amount>old_record["filled_cash_amount"]:
spend_+=filled_cash_amount-old_record["filled_cash_amount"]
spend_c_+=filled_amount-old_record["filled_amount"]
easylog.debug("flag1:filled no-sell %s filled_cash_amount:%s old_filled_cash_amount:%s,spend_:%s,spend_c_:%f",
row["order_id"], filled_cash_amount,old_record["filled_cash_amount"],spend_,spend_c_)
self_buy_min=min(self_buy_min,float(row["price"]))
del self_unfilled_orders_buy[row["order_id"]]
delete_list(row["order_id"],self_unfilled_orders_buy_helper,1)
depths = query_pair_book(TARGET_PID)
buy_depth=depths["data"]["bids"]
sell_depth=depths["data"]["asks"]
sell_edge,self_edge,sum_d,under_v,D_l=calculate_depth(sell_depth)
profits+=profits_
count+=count_
spend+=spend_
spend_c+=spend_c_
if buy_sell_1_cash_amount[0]>buy_sell_1_cash_amount[1]:
spend+=buy_sell_1_cash_amount[0]-buy_sell_1_cash_amount[1]
spend_c+=buy_sell_1_amount[0]-buy_sell_1_amount[1]
else:
profits+=buy_sell_1_cash_amount[1]-buy_sell_1_cash_amount[0]
count+=buy_sell_1_amount[1]-buy_sell_1_amount[0]
if buy_sell_1_cash_amount[0] != buy_sell_1_cash_amount[1]:
easylog.info("buy_sell_1_cash_amount:%s buy_sell_1_amount:%s", buy_sell_1_cash_amount, buy_sell_1_amount)
profits_and_spen = profits-spend
count_and_spen_c = count-spend_c
store_data(profits,count,spend,spend_c)
if len(buy_depth)>0 and len(sell_depth)>0 and float(buy_depth[0]['price']) > float(sell_depth[0]['price']):
easylog.error("WRONG depth occur:%s", depths)
sys.exit(1)
if len(sell_depth)>0 and len(D2)>0 and len(D2[0])>0 and float(sell_depth[0]['price']) < D2[0][1]:
easylog.warning("WARNING depth occur: depths %s D1:%s D2:%s", depths, D1, D2)
x=0
if model==0:
easylog.info("model==0 self_sell_price_min:%s D_l:%s", self_sell_price_min,D_l)
U_value=max(self_sell_price_min,D_l)
# self_buy_min 自我买单边
# D1_l=0 自我挂卖单边
# D_l=0 所有挂单边
# self_buy_under_V=0
# distance 距离差
#被吃单判断 触发还可以更改一下
if spend_c_>0:
old_self_buy_min=self_buy_min
#等待
t_spend_c+=spend_c_
t_spend+=spend_
t_profits+=profits_
t_profits_C+=count_
time.sleep(hit_hour_max_check_wait_interval)
continue
if t_spend_c>0:
if sell_edge<V_ and t_profits_C>0:
U_value=min(sell_edge,old_self_buy_min)
tv=max(profits_and_spen,0)
tc=max(count_and_spen_c,0)
if profits_and_spen<0 or count_and_spen_c<0 :
tv=0
tc=0
D1,D2=calculate_D1_D2(g_config['whole_depth_money'],tv,tc,U_value,V_)
easylog.info("D1:%s D2:%s whole_depth_money:%s profits:%s count:%s spend:%s spend_c:%s old_self_buy_min:%s sell_edge:%s V_:%s",
D1,D2,g_config['whole_depth_money'],profits,count,spend,spend_c,old_self_buy_min,sell_edge,V_)
time_circle=date2num(datetime.datetime.now())
create_sell_orders(D1)
create_buy_orders(D2)
depths = query_pair_book(TARGET_PID)
buy_depth=depths["data"]["bids"]
sell_depth=depths["data"]["asks"]
sell_edge,self_edge,sum_d,under_v,D_l=calculate_depth(sell_depth)
# 判断 D1_l与D_l之间的关系
if D1[0][1] <D_l:
#随机游走模式
model=2
else:
#缓慢上买模式
model=1
t_spend_c=0
t_spend=0
t_profits=0
t_profits_C=0
tp=date2num(datetime.datetime.now())
if tp-time_circle > 1/96:
easylog.info("tp:%s time_circle:%s", tp, time_circle)
update_D=True
time_circle=tp
if model==0 and profits_>0:
U_value=self_sell_price_min
easylog.info("model==0 and profits_>0 set update_D=True,self_sell_price_min:%s",self_sell_price_min)
update_D=True
if update_D:
#U_value?
tv=max(profits_and_spen,0)
tc=max(count_and_spen_c,0)
if profits_and_spen<0 or count_and_spen_c<0 :
tv=0
tc=0
D1,D2=calculate_D1_D2(g_config['whole_depth_money'],tv,tc,U_value,V_)
easylog.info("D1:%s D2:%s whole_depth_money':%s profits:%s count:%s spend:%s spend_c:%s U_value:%s V_:%s",
D1,D2,g_config['whole_depth_money'],profits,count,spend,spend_c,U_value,V_)
create_sell_orders(D1)
create_buy_orders(D2)
time_circle=date2num(datetime.datetime.now())
depths = query_pair_book(TARGET_PID)
buy_depth=depths["data"]["bids"] # all buy orders
sell_depth=depths["data"]["asks"] # all sell orders
sell_edge,self_edge,sum_d,under_v,D_l=calculate_depth(sell_depth)
update_D = False
if model==1:
easylog.debug("==1=> model1")
if sum_d>0 and D1[0][1] >=D_l:
tm=date2num(datetime.datetime.now())
while tm>week_end:
week_end+=7
week_spend=0
while tm>day_end:
day_end+=1
day_spend=0
while tm>hour_end:
hour_end+=1/24
hour_spend=0
canspend=calculate_back_count(sum_d,g_config['week_max_buy'],g_config['day_max_buy'],g_config['hour_max_buy'],week_spend,day_spend,hour_spend)
easylog.info("week_end:%s,day_end:%s,hour_end:%s,tm:%s,canspend:%s,hour_spend:%s sum_d:%s hour_spend:%s week_spend:%s,day_spend:%s",
week_end,day_end,hour_end,tm,canspend,hour_spend,sum_d,hour_spend,week_spend,day_spend)
x=generate_buy(week_end,day_end,hour_end,tm,canspend,hour_spend,(g_config['buy1_sell1_interval_sec']+g_config['market_check_interval_sec'])/24/3600)
x_ = x
if x > 0:
under_v.sort(key=take_second)
if under_v[0][0]*under_v[0][1]<x:
countx=under_v[0][0]
x=under_v[0][1]
else:
countx=x/under_v[0][1]
x=under_v[0][1]
easylog.info("t3:sum_d:%s canspend:%s x_:%s x:%s countx:%s under_v[0]:%s",
sum_d,canspend, x_, x, countx, under_v[0])
create_buy_order((countx, x),True)
xc=x*countx
week_spend+=xc
day_spend+=xc
hour_spend+=xc
U_value=x
if g_config['buy1_sell1_interval_sec']>0:
time.sleep(g_config['buy1_sell1_interval_sec'])
else:
model=2
if model==2:
easylog.debug("==2=> model2")
#随机设置U_value
#判断结束条件
if D1[0][1]>V_ and D_l>V_:
model=0
continue
if sum_d>0:
model=1
continue
#1.查看是否有人买我的卖单，并得出吃单位置
#需要迅速上移U_value
if self_sell_price_min>0:
U_value=self_sell_price_min
tv=max(profits_and_spen,0)
tc=max(count_and_spen_c,0)
if profits_and_spen<0 or count_and_spen_c<0 :
tv=0
tc=0
D1,D2=calculate_D1_D2(g_config['whole_depth_money'],tv,tc,U_value,V_)
easylog.info("model2: D1:%s D2:%s whole_depth_money:%s profits:%s count:%s old_self_buy_min:%s sell_edge:%s V_:%s",
D1,D2,g_config['whole_depth_money'],profits,count,old_self_buy_min,sell_edge,V_)
time_circle=date2num(datetime.datetime.now())
create_sell_orders(D1)
create_buy_orders(D2)
continue
db_max=0
for item in buy_depth:
dprice=float(item["price"])
db_max=max(db_max,dprice)
if db_max>D1[0][1]:
easylog.error("db_max>D1[0][1]: %s > %s",db_max,D1[0][1])
l=min(old_self_buy_min,db_max)
U_value=l+(D1[0][1]-l)*random_beta(7,3)
x=0
countx=0
if x==0:
easylog.debug("model = %d", model)
tm=date2num(datetime.datetime.now())
x=generate_k_line(min(U_value,D1[0][1]),D2[0][1],tm,old_x)
old_x=x
countx=(g_config['buy1_sell1_interval_sec']+g_config['market_check_interval_sec'])*g_config['oneday_min_volume']/(min(U_value,D1[0][1])*0.98)/600
if days[2]>0 and mins_1[2]>0:
tmv=mins_1[2]/days[2]
else:
tmv=1/144*(0.6+random.random())
if tmv>1/70:
tmv=1/70.0*(0.5+0.5*random.random())
countx*=tmv
countx=countx*(0.2+random.random()*0.8)
easylog.info("countx:%s x:%s U_value:%s tmv:%s", countx, x, U_value, tmv)
x = round(x, PRICE_RNUM)
buy_max,buy_count=calculate_buy_edge(buy_depth)
normal=False
if buy_max<x:
normal=True
else:
tr=random.random()
if tr<0.08:
if buy_count < MIN_TOKEN_AMOUNT:
buy_count = MIN_TOKEN_AMOUNT
create_sell_order((buy_count, buy_max))
elif tr<0.2:
buy_count_tp = buy_count*(0.1+random.random()*0.9)
if buy_count_tp < MIN_TOKEN_AMOUNT:
buy_count_tp = buy_count
create_sell_order((buy_count_tp, buy_max))
else:
normal=True
ds=D_l-buy_max
if ds>0:
x=buy_max+ds*random_beta(0.08,11)
x = round(x, PRICE_RNUM)
easylog.debug("normal:%s tr:%f ds:%s buy_max:%s x:%s", normal, tr, D_l-buy_max, buy_max, x)
if normal:
if countx < MIN_TOKEN_AMOUNT:
countx = MIN_TOKEN_AMOUNT * (1+random.random())
rrt=random.random()
if rrt<0.5:
create_buy_order((countx, x))
if g_config['buy1_sell1_interval_sec']>0:
time.sleep(g_config['buy1_sell1_interval_sec'])
create_sell_order((countx, x))
else:
create_sell_order((countx, x))
if g_config['buy1_sell1_interval_sec']>0:
time.sleep(g_config['buy1_sell1_interval_sec'])
create_buy_order((countx, x))
time.sleep(g_config['market_check_interval_sec'])
except Exception as ee:
try:
easylog.exception("Exception:%s", ee)
send_dingding_msg("HooRobot restarted Exception:"+str(ee), g_config['dding_atoken'])
store_data(profits,count,spend,spend_c)
D1=[]
D2=[]
old_x=0
back_start_time=0
analyse_circle_startime=0
self_buy_delimited=0
back_pow=0
profits=0
count=0
spend=0
spend_c=0
jd=load_data()
if jd:
profits=jd["profits"]
count=jd["count"]
spend=jd["spend"]
spend_c=jd["spend_c"]
time_circle=date2num(datetime.datetime.now())
up_count=0
up_spend_c=0
#U_value=0.04
#V_=0.005633
U_value= 1.02 * V_
tm=date2num(datetime.datetime.now())
week_end=tm+7
day_end=tm+1
hour_end=tm+1/24
week_spend=0
day_spend=0
hour_spend=0
old_self_sell_max=10000
old_self_buy_min=sys.maxsize
t_spend_c=0
t_spend=0
t_profits=0
t_profits_C=0
hit_hour_max_check_wait_interval=2.0
D1_l=0
D_l=0
self_buy_under_V=0
distance=0
model=0
update_D=True
setup_env()
except Exception as eee:
easylog.exception("Exception:%s", eee)