def fetch_eff_tick(self, size=1):
timestamp = dt.now_timestamp()
book = self.exchange.fetch_order_book(self.symbol)
if book:
# 実効ASK計算
i = 0
s = 0
while s <= size:
s += book['asks'][i][1]
i += 1
# 実効BID計算
j = 0
t = 0
while t <= size:
t += book['bids'][j][1]
j += 1
bid = book['bids'][i - 1][0]
ask = book['asks'][j - 1][0]
self._logging_tick(bid, ask)
return Tick(self.exchange_id, timestamp, bid, ask)
else:
self.logger.error('(%s) %s', self.exchange_id.value,
"can't get tick")
return None
def __logging_bot_order(self, order_type, buy_exchange, buy_rate,
buy_price, sell_exchange, sell_rate, sell_price,
profit, profit_margin):
bot_logger = getLogger(LOGGER_NAME_BOT_ORDER)
timestamp = dt.now_timestamp()
message = "{},{},{},{},{},{},{},{}".format(
timestamp, order_type, buy_exchange.value, buy_rate, buy_price,
sell_exchange.value, sell_rate, sell_price, profit, profit_margin)
bot_logger.info(message)
def fetch_tick(self):
timestamp = dt.now_timestamp()
tick = self._exec()
if tick:
self._logging_tick(tick["bid"], tick["ask"])
return Tick(self.exchange_id, timestamp, tick["bid"], tick["ask"])
else:
self.logger.error('(%s) %s', self.exchange_id.value,
"can't get tick")
return None
def notify_order(self, ex_id_ask, ex_id_bid, symbol, amount,
expected_profit):
now_timestamp = dt.now_timestamp()
emoji_gold = "💰"
profit_message = "{}円の利益{}".format(expected_profit, emoji_gold)
order_message = "{}の{}を{}で買い{}で売りました。".format(amount, symbol,
ex_id_ask.value,
ex_id_bid.value)
message = NEWLINE.join(
[profit_message, "", now_timestamp, order_message])
self.notify(message)
def _logging_json(self, keyword):
file_name = "{}.json".format(keyword)
dir_path = path.ASSETS_LOG_DIR
if not os.path.exists(dir_path):
os.mkdir(dir_path)
file_path = os.path.join(dir_path, file_name)
data = {}
data["timestamp"] = dt.now_timestamp()
data["total"] = self.total
for asset in self.assets:
data[asset["id"]] = asset
json.write(file_path, data)
def _notify_slack(self):
slack = SlackClient(env.SLACK_WEBHOOK_URL_ASSET)
lines = []
lines.append("現在の資産状況は以下の通り({})".format(dt.now_timestamp()))
lines.append("")
for asset in self.assets:
line = "[{}] {}円/{}BTC({}) 計{}円".format(asset["id"], asset["jpy"],
asset["btc"],
asset["btc_as_jpy"],
asset["total_jpy"])
lines.append(line)
line = "[{}] {}円/{}BTC({}) 計{}円".format(self.total["id"],
self.total["jpy"],
self.total["btc"],
self.total["btc_as_jpy"],
self.total["total_jpy"])
lines.append(line)
message = "\n".join(lines)
slack.notify(message)
def logging(self, exchange_id, jpy, btc, btc_as_jpy, total_jpy):
logger = self._get_logger(exchange_id)
timestamp = dt.now_timestamp()
message = "{},{},{},{},{}".format(timestamp, jpy, btc, btc_as_jpy,
total_jpy)
logger.info(message)
def _logging_tick_historical(self, x, y):
timestamp = dt.now_timestamp()
self.historical_logger.logging(self.ex_id_x, timestamp, x.bid, x.ask,
x.timestamp)
self.historical_logger.logging(self.ex_id_y, timestamp, y.bid, y.ask,
y.timestamp)
def notify_with_datetime(self, message):
now_timestamp = dt.now_timestamp()
self.notify(NEWLINE.join([now_timestamp, message]))