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 transaction(self, _type, amount, price):
"""
现货限价交易
:param amount:
:param price:
:return:
"""
price = _N(price, self.price_precision)
amount = _N(amount, self.amount_precision)
data = self.send_order(_type=_type, amount=amount, price=price)
if not self.check_response_status(data):
return None
if data.get('status') == 'ok':
return data.get("data")
return None