def teste_bar():
ev = EventEngine()
ev.start()
b = Binance(ev)
bar = b.get_bar("BTCUSDT", "15m")
log.info(bar.tail())
balance = b.get_balnce()
def __init__(self):
self.ev = EventEngine()
self.maker = BinanceFutures(self.ev)
self.taker = Ftx(self.ev)
self.maker_price = 0
self.taker_price = 0
self.data = []
RepeatingTimer(1, self.savedb).start()
def test_bar():
ev = EventEngine()
ev.start()
key = "YdDyZz1sql53yOZF9EDI2oe7H3hLgc8Y"
secret = "UxPDjJHpUa9oCLCQbwwpZKU7rSfoSL7ngQFcBfmF87nvPQhh3yLvByG8puKzi3io"
b = Bitmax(ev, key, secret)
# bar = b.get_bar("BTC/USDT", "15")
# log.info(bar.tail())
# data = b.get_balnce()
data = b.get_open_order()
print(data)
def __init__(self, engine, setting):
super().__init__(engine, setting)
self.msg = Feishu()
self.ev = EventEngine()
self.broker = BinanceFutures(self.ev)
self.scheduler = BlockingScheduler()
self.scheduler.add_job(self.on_bar, 'cron', minute="*/1", second="30")
# self.scheduler.add_job(self.on_bar, 'cron', minute="14,29,44,59")
# self.scheduler.add_job(self.on_bar, 'cron', second="14,29,44,59")
# RepeatingTimer(60,self.on_bar).start()#每秒检查下次挂单情况
self.scheduler.start()
def __init__(self, engine, setting=None):
super().__init__(engine, setting)
self.ev = EventEngine()
self.data = []
self.short: None
self.long: None
self.fee = 0.001 # 挂单价格增加手续费
# todo 下单数量可以调整为根据盘口以及当前的持仓比例来控制，价差扩大，持仓未达上线，可以增仓
self.qty = 0.001 # 下单BTC数量 反向合约需要换算
self.spreed_position = 0
self.status = False
self.spreed_status = 0 #0 没有开仓，没有开单 1 long挂单，short未开单，2 long or short成交有持仓，等待对冲，3 对冲成功，等待回归平仓套利 4 long挂单平仓，5，long平仓，待short对冲平仓
RepeatingTimer(1, self.check_order).start() # 每秒检查下次挂单情况
def test_order():
ev = EventEngine()
key = "qer4Udt2tkbfOihvE5zlINiPgfmuC5hbx1SEQmmow8XXiJqZhyGwtF83VRjuIqXN"
secret = "X7UOt9wgYNCgjuLwIKX6Taij6afQTj89mKqG4fsYqufnxqrLI2GsV5kTZ7H7u1TL"
b = Binance(ev, key, secret)
b.start(["BTCUSDT"])
# success,text=b.get_user_account()
# success, orderid = b.buy()
while True:
time.sleep(5)
print(b.get_balnce("USDT"))
print(b.get_positions("BTCUSDT", Direction.SHORT))
print(b.get_positions("BTCUSDT", Direction.LONG))
pass
def test_order():
ev = EventEngine()
key = "qer4Udt2tkbfOihvE5zlINiPgfmuC5hbx1SEQmmow8XXiJqZhyGwtF83VRjuIqXN"
secret = "X7UOt9wgYNCgjuLwIKX6Taij6afQTj89mKqG4fsYqufnxqrLI2GsV5kTZ7H7u1TL"
b = BinanceFutures(ev, key, secret)
# b.start(["BTCUSDT"])
# success,text=b.get_user_account()
log.info("开始下单")
O = b.buy("BTCUSDT", 0.001)
log.info("开始结束。")
log.info("获取持仓")
pos = b.get_positions("BTCUSDT")
log.info("当前持仓")
print(pos)
def test_fundingrate():
ev = EventEngine()
key = "qer4Udt2tkbfOihvE5zlINiPgfmuC5hbx1SEQmmow8XXiJqZhyGwtF83VRjuIqXN"
secret = "X7UOt9wgYNCgjuLwIKX6Taij6afQTj89mKqG4fsYqufnxqrLI2GsV5kTZ7H7u1TL"
b = BinanceFutures(ev)
b.get_info()
rate = []
for i in b.symbols:
rate.append([i, float(b.get_fundingrate(i).get("lastFundingRate", 0))])
# print(rate)
df = pd.DataFrame(rate)
df.columns = ["symbol", "rate"]
df = df.sort_values(by="rate", ascending=True)
print(df)
def sell():
ev = EventEngine()
ev.start()
key = "YdDyZz1sql53yOZF9EDI2oe7H3hLgc8Y" # dongjing
secret = "UxPDjJHpUa9oCLCQbwwpZKU7rSfoSL7ngQFcBfmF87nvPQhh3yLvByG8puKzi3io"
b = Bitmax(ev, key, secret)
sw = b.get_balnce()
print(sw)
symbol = "SRM/USDT"
sw = sw["SRM"]
print(sw)
aty = float(sw.balance)
data = b.sell(symbol, aty, 1.2)
log.info(data)
def test_order():
ev = EventEngine()
ev.start()
# key = "YdDyZz1sql53yOZF9EDI2oe7H3hLgc8Y" # dongjing
# secret = "UxPDjJHpUa9oCLCQbwwpZKU7rSfoSL7ngQFcBfmF87nvPQhh3yLvByG8puKzi3io"
#
key = "kFzuMzo2EmHYseOMXPQxiNXUEt9VBkFQ" # shanghai
secret = "gAf9eePa3A5a5BLMoS4Yv3ShPdYgobBpF3LxBrLJY966CINeUQMvYmEoMkLcybUF"
b = Bitmax(ev, key, secret)
# symbol = "BTMX/USDT"
symbol = "FIS/USDT"
while get_cur_timestamp_ms() < 1599832721000:
time.sleep(1)
# data=b.buy("SWINGBY/USDT",20000,0.06)
max_price = 1
qty = 2000
status = 0
while status == 0:
orderlist = b.get_order_book(symbol)
data = orderlist.get("data", None)
if data:
data = data.get("data", None)
data = data.get("asks", [])
if len(data) > 0:
log.info(data)
ask = data[0]
price = float(ask[0])
if price < max_price:
data = b.buy_ioc(symbol, qty, max_price)
print(data)
if data.get("code") == 0:
log.info("下单成功")
sw = b.get_balnce()
sw = sw["FIS"]
aty = round(float(sw.balance))
data = b.sell(symbol, aty, 1.8)
log.info(data)
status = 1
else:
# pass
log.info(data)
else:
log.info(f"{symbol}-no data")
time.sleep(0.5)
def __init__(self):
self.ev = EventEngine()
self.ev.start()
self.broke = BinanceFutures(self.ev)
def main():
ev = EventEngine()
ev.start()
st = Shannon(ev, None)
def __init__(self):
self.ev = EventEngine()
self.ev.start()
self.broke = BinanceFutures(self.ev)
self.broke.start("btcusdt", [FORCEORDER])
self.ev.register(FORCEORDER, self.callback)
order = self.broker.sell(symbol=self.symbol,
price=price * (1 + self.volt_per),
quantity=self.size)
self.orders[order.ref] = order
def add_bar(self, data):
self.data.append(data)
data = pd.DataFrame(self.data)
volt = (data["high"] - data["low"]) / data["close"]
self.volt_per = volt[:, -30].mean()
def notify_order(self, order):
try:
if order.status in [order.Completed]:
self.cur_price = order.price
self.orders.pop(order.ref)
for i in self.orders:
self.broker.cancel_order(self.symbol, order.id)
if order.status in [order.Canceled]:
self.orders.pop(order.ref)
except Exception as e:
print(e)
if __name__ == "__main__":
ev = EventEngine()
ev.start()
st = Grid(ev, None)
while True:
time.sleep(60)
def main(cfg):
ev = EventEngine()
ev.start()
st = HtStrategy(ev, cfg)
def test_subscribe():
ev = EventEngine()
ev.start()
b = Bitmax(ev)
b.start("btcusdt", [FORCEORDER])
ev.register(FORCEORDER, on_sub)
def main():
ev = EventEngine()
ev.start()
st = Spike(ev, None)
def __init__(self):
self.event=EventEngine()
self.strategy=None