def cancelPendingOrders(self):
"""取消所有未完成挂单"""
orders = _C(self.exchange.GetOrders)
for order in orders:
while True:
order_status = self.exchange.CancelOrder(order.Id)
Log(order_status)
order_info = _C(self.exchange.GetOrder, order.Id)
if order_info['Status'] == self.ORDER_STATE_CLOSED:
break
if (order_info['Status'] == self.ORDER_STATE_CANCELED):
if order_info['Type'] == self.ORDER_TYPE_SELL:
order_type = '卖单'
else:
order_type = '买单'
Log(
'取消了%s,订单号:%s,下单金额%s,下单数量%s,成交量%s,' %
(order_type, order_info['Id'], order_info['Price'],
order_info['Amount'], order_info['DealAmount']),
'#FF0000')
break
Sleep(self.checkTryTime)
self.orderList = []
def is_suport(self):
datas = _C(self.get_symbols)
for data in datas.get('data'):
if data.get('base-currency') == self.base_currency and data.get(
'quote-currency') == self.quote_currency:
self.price_precision = data.get('price-precision')
self.amount_precision = data.get('amount-precision')
return True
return False
def orderIsNotExists(self):
"""判断是否有服务器存在的订单,本地却没有的订单,如果存在这种情况就返回 这个订单号"""
pending_order_list = _C(self.exchange.GetOrders)
current_order_id_list = [
order_info['order_id'] for order_info in self.orderList
]
for order in pending_order_list:
if order['Id'] not in current_order_id_list:
return order['Id']
return False
def getAccountInfo(self):
"""获取交易所的账号的信息"""
account_info = _C(self.exchange.GetAccount)
total_balance = account_info["Balance"] + account_info["FrozenBalance"]
total_stocks = account_info["Stocks"] + account_info["FrozenStocks"]
account_info.update({
'total_balance': total_balance,
'total_stocks': total_stocks
})
self.printAccountInfo(account_info)
return account_info
def checkOrders(self, order_list):
for order in order_list:
order_info = _C(self.exchange.GetOrder, order['order_id'])
if order_info['Status'] == self.ORDER_STATE_CLOSED:
Sleep(self.checkTryTime)
fee = self.getFee()
account_info = self.getAccountInfo()
if order['type'] == self.ORDER_TYPE_BUY:
price = _N(order['price'] * (1 + self.spreads),
self.FLOAT_LENGTH)
quantity = _N(order['quantity'] * (1 - fee.get('buy')),
self.FLOAT_LENGTH)
order_id = self.transaction(self.exchange.Sell, price,
quantity, self.ORDER_TYPE_SELL)
new_order = {
'price': price,
'quantity': quantity,
'order_id': order_id,
'type': self.ORDER_TYPE_SELL
}
Log(
'订单号%s 以%s价格买入%s个币,交易成功,现在以%s价格卖出币' %
(order['order_id'], order['price'], order['quantity'],
price), '#ff0000@')
else:
price = _N(order['price'] * (1 - self.spreads),
self.FLOAT_LENGTH)
quantity = _N(order['quantity'] * (1 + fee.get('buy')),
self.FLOAT_LENGTH)
order_id = self.transaction(self.exchange.Buy, price,
quantity, self.ORDER_TYPE_BUY)
new_order = {
'price': price,
'quantity': quantity,
'order_id': order_id,
'type': self.ORDER_TYPE_BUY
}
Log(
'订单号%s 以%s价格卖出%s个币,交易成功,现在以%s价格买入币' %
(order['order_id'], order['price'], order['quantity'],
price), '#ff0000@')
order_list.append(new_order)
order_list.remove(order)
Log(order_list)
Log('---------------------------')
return order_list
def generateOrders(self):
"""初始化订单"""
if self.basePrice == 0:
ticker = _C(self.exchange.GetTicker)
base_price = ticker['Last']
else:
base_price = self.basePrice
Log('入手币价:', base_price)
if self.entry_type:
Log('法币入场')
each_balance = _N(self.balance / self.numberGrids,
self.FLOAT_LENGTH)
for i in range(1, self.numberGrids + 1):
price = _N(base_price * (1 - self.spreads * i),
self.FLOAT_LENGTH)
buy_quantit = _N(each_balance / price, self.FLOAT_LENGTH)
order_id = self.transaction(self.exchange.Buy, price,
buy_quantit, self.ORDER_TYPE_BUY)
buy_info = {
'price': price,
'quantity': buy_quantit,
'type': self.ORDER_TYPE_BUY,
'order_id': order_id
}
self.orderList.append(buy_info)
Sleep(self.checkTryTime)
else:
Log('持币入场')
sellQuantity = _N(self.stocks / self.numberGrids,
self.FLOAT_LENGTH)
for i in range(1, self.numberGrids + 1):
price = _N(base_price * (1 + self.spreads * i),
self.FLOAT_LENGTH)
order_id = self.transaction(self.exchange.Sell, price,
sellQuantity, self.ORDER_TYPE_SELL)
sell_info = {
'price': price,
'quantity': sellQuantity,
'type': self.ORDER_TYPE_SELL,
'order_id': order_id
}
self.orderList.append(sell_info)
Sleep(self.checkTryTime)
return self.orderList
def __init__(self, access_key, secrect_key, quote_currency, base_currency):
Common.__init__(self, access_key, secrect_key, quote_currency,
base_currency)
account = _C(self.get_accounts)
self.account_id = account['data'][0]['id']