strategy.order(bid[0], 'buy', qty=bid[2], limit=int(bid[1]), minute_to_expire=1)
restrict_range[target] = bid[2]
else:
strategy.cancel(bid[0])
logger.info(
'%f %.1f %.1f/%.1f (%.1f)'
% (delay, buy_vol_avg, buy_vol_std, sell_vol_avg, sell_vol_std)
)
else:
strategy.cancel_order_all()
strategy.close_position()
if __name__ == "__main__":
from . import settings
import logging
import logging.config
logging.config.dictConfig(settings.loggingConf('elephant.log'))
logger = logging.getLogger("elephant")
bot = elephant()
strategy = Strategy(yourlogic=bot.loop, yoursetup=bot.setup, interval=5)
strategy.settings.apiKey = settings.apiKey
strategy.settings.secret = settings.secret
strategy.settings.disable_rich_ohlcv = True
strategy.settings.max_ohlcv_size = 10*3
strategy.risk.max_position_size = 0.1
strategy.start()
strategy.cancel('L close')
strategy.cancel('S close')
for size, width, suffix, period in pairs:
if buymax+size <= maxsize:
strategy.order('L'+suffix, 'buy', qty=size, limit=int(mid-width+ofs),
seconds_to_keep_order=period, minute_to_expire=1)
buymax += size
else:
strategy.cancel('L'+suffix)
if sellmax-size >= -maxsize:
strategy.order('S'+suffix, 'sell', qty=size, limit=int(mid+width+ofs),
seconds_to_keep_order=period, minute_to_expire=1)
sellmax -= size
else:
strategy.cancel('S'+suffix)
else:
strategy.cancel_order_all()
strategy.close_position()
if __name__ == "__main__":
from . import settings
strategy = Strategy(simple_market_maker().loop, 5)
strategy.settings.apiKey = settings.apiKey
strategy.settings.secret = settings.secret
strategy.settings.max_ohlcv_size = 12*20
strategy.settings.disable_rich_ohlcv = True
strategy.risk.max_position_size = 0.06
strategy.start()
qty=qty_lot,
limit=bid + 1,
minute_to_expire=1)
else:
strategy.cancel('L')
if spr >= spr_target or strategy.position_size > 0:
strategy.order('S',
'sell',
qty=qty_lot,
limit=ask - 1,
minute_to_expire=1)
else:
strategy.cancel('S')
if __name__ == "__main__":
from . import settings
import logging
import logging.config
logging.config.dictConfig(settings.loggingConf('spcatcher.log'))
logger = logging.getLogger("spcatcher")
strategy = Strategy(spcatcher().loop, 5)
# strategy.settings.symbol = 'BTCJPY28DEC2018'
strategy.settings.apiKey = settings.apiKey
strategy.settings.secret = settings.secret
strategy.settings.show_last_n_orders = 10
strategy.risk.max_position_size = 0.05
strategy.start()
pnl = mid - price
if pnl <= loss or pnl >= profit:
strategy.order('C%f' % price, 'sell', qty=size)
else:
pnl = price - mid
if pnl <= loss or pnl >= profit:
strategy.order('C%f' % price, 'buy', qty=size)
else:
strategy.cancel_order_all()
strategy.close_position()
else:
strategy.cancel_order_all()
strategy.close_position()
if __name__ == "__main__":
from . import settings
import logging
import logging.config
logging.config.dictConfig(settings.loggingConf('fraction.log'))
logger = logging.getLogger("fraction")
strategy = Strategy(fraction().loop, 0.5)
strategy.settings.apiKey = settings.apiKey
strategy.settings.secret = settings.secret
strategy.settings.max_ohlcv_size = 30
strategy.settings.disable_rich_ohlcv = True
strategy.risk.max_position_size = 0.1
strategy.start()
if sell_entry and strategy.position_size >= 0:
strategy.cancel('L exit')
strategy.entry('S', 'sell', qty=qty_lot)
else:
strategy.cancel('L')
strategy.cancel('S')
if position.currentQty > 0:
strategy.order('L exit suspended',
'sell',
qty=position.currentQty)
elif position.currentQty < 0:
strategy.order('S exit suspended',
'buy',
qty=-position.currentQty)
if __name__ == "__main__":
from . import settings
import argparse
import logging
import logging.config
logging.basicConfig(level=logging.INFO)
logger = logging.getLogger("volbot")
strategy = Strategy(Volbot().loop, 1)
strategy.settings.apiKey = settings.apiKey
strategy.settings.secret = settings.secret
strategy.risk.max_position_size = 0.01
strategy.start()
qty=max(0.02 * z, 0.01),
limit=int(buy),
limit_mask=rng * 0.5,
minute_to_expire=1)
strategy.order('S',
'sell',
qty=max(0.02 * -z, 0.01),
limit=int(sell),
limit_mask=rng * 0.5,
minute_to_expire=1)
else:
strategy.cancel_order_all()
strategy.close_position()
if __name__ == "__main__":
from . import settings
import logging
import logging.config
logging.config.dictConfig(settings.loggingConf('hft.log'))
logger = logging.getLogger("hft")
strategy = Strategy(hft().loop, 0.5)
strategy.settings.apiKey = settings.apiKey
strategy.settings.secret = settings.secret
strategy.settings.disable_rich_ohlcv = True
strategy.settings.max_ohlcv_size = 1000
strategy.risk.max_position_size = 0.1
strategy.start()
'buy/sell {bid_20pct}/{ask_20pct} bid/ask {bid}/{ask}({spr})'.
format(**locals()))
qty_lot = 1
strategy.entry('L',
'buy',
qty=qty_lot,
limit=bid_20pct,
minute_to_expire=1)
strategy.entry('S',
'sell',
qty=qty_lot,
limit=ask_20pct,
minute_to_expire=1)
if __name__ == "__main__":
from . import settings
import logging
import logging.config
logging.basicConfig(level=logging.INFO)
logger = logging.getLogger("LossCut")
strategy = Strategy(LossCut().loop, 60)
strategy.settings.symbol = 'BTCJPY28DEC2018'
strategy.settings.apiKey = settings.apiKey
strategy.settings.secret = settings.secret
strategy.risk.max_position_size = 1
strategy.start()
limit=ticker.best_bid,
time_in_force='FOK')
self.next_order_accept_time = t + self.min_order_interval
showlog = True
if showlog:
logger.info(
'{cur_time} {fx_delay:.4f} {btc_delay:.4f}'.format(**locals()))
logger.info(
'SFD {sfdpct:.4f}({sfdpct_bid:.4f}/{sfdpct_ask:.4f}) '
'FX ltp[bid/ask] {fx_ltp} {fx_exec_side:<4}({fx_exec_cnt})[{ticker[best_bid]:.0f}({ticker[best_bid_size]:6.2f})/{ticker[best_ask]:.0f}({ticker[best_ask_size]:6.2f})] '
'BTC ltp[bid/ask] {btc_ltp:.0f}[{ticker_btcjpy[best_bid]:.0f}/{ticker_btcjpy[best_ask]:.0f}]'
.format(**locals()))
if __name__ == "__main__":
from . import settings
import argparse
import logging
import logging.config
logging.basicConfig(level=logging.INFO)
logger = logging.getLogger("SFDBot")
strategy = Strategy(SFDBot().loop, 0.0)
strategy.settings.apiKey = settings.apiKey
strategy.settings.secret = settings.secret
strategy.settings.disable_ohlcv = True
strategy.risk.max_position_size = 0.01
strategy.start()
limit=max(limit_sell, ask + 1),
minute_to_expire=1)
# 注文キャンセル完了してから次の注文を出す
# # if o.status == 'open':
# # if abs(o.price - limit_buy)>spread*0.333:
# # strategy.cancel('L')
# # elif o.status == 'closed' or o.status == 'canceled':
# # strategy.order('L', 'buy', qty=qty_lot, limit=min(limit_buy, bid-1), minute_to_expire=1)
# # if o.status == 'open':
# # if abs(o.price - limit_sell)>spread*0.333:
# # strategy.cancel('S')
# # elif o.status == 'closed' or o.status == 'canceled':
# # strategy.order('S', 'sell', qty=qty_lot, limit=max(limit_sell, ask+1), minute_to_expire=1)
else:
for no in range(self.maxslots):
strategy.cancel('L' + str(no))
strategy.cancel('S' + str(no))
if strategy.position_size > 0:
strategy.order('L close', 'sell', qty=strategy.position_size)
elif strategy.position_size < 0:
strategy.order('S close', 'buy', qty=-strategy.position_size)
if __name__ == "__main__":
strategy = Strategy(MMBot)
strategy.settings.show_last_n_orders = 10
strategy.risk.max_position_size = 0.05
strategy.start()