def get_hilo(self):
i = 0
while i < 100:
try:
hilos = turtle.HILO()
result = hilos.publish_current_hilo_price()
# result = prediction.publish_current_limit_price(periods="1H")
sell = float(result[1])
buy = float(result[0])
close = float(result[2]) # the close price of last hour
high = float(result[3])
low = float(result[4])
quits = float(result[5])
quitl = float(result[6])
inhourbuy = float(result[7])
inhoursell = float(result[8])
return ([
sell, buy, close, high, low, quits, quitl, inhourbuy,
inhoursell
])
except Exception:
print(Exception)
predict.print_and_write('Try to get hilo again')
time.sleep(10)
i += 1
continue
def checkP(self):
p = self.bitflyer_api.getpositions(product_code='FX_BTC_JPY')
position0 = 0.0
if isinstance(p, list):
for i in p:
if i['side'] == 'SELL':
i['size'] = -i['size']
position0 += i['size']
if abs(i['size'] - self.position) < 0.001:
predict.print_and_write('Real position is same as program one')
self.real_position = position0
return (0)
if isinstance(p, dict) or len(p) == 0:
if abs(self.position) < 0.001:
predict.print_and_write('Position not exist')
self.real_position = position0
return (0)
predict.print_and_write('!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!')
str = 'Position is unusual. Check!!! position :%f, program: %f' % (
position0, self.position)
predict.print_and_write(str)
self.sendamail('position check failed', str)
predict.print_and_write('!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!')
return (1)
def get_collateral(self):
try:
result = self.bitflyer_api.getcollateral(product_code='FX_BTC_JPY')
data2csv.data2csv(result)
predict.print_and_write(result)
except Exception:
predict.print_and_write(Exception)
def get_checkin_price(self):
p = self.bitflyer_api.getpositions(product_code='FX_BTC_JPY')
position0 = 0.0
checkin_price = 0.0
time_diff = 0
if isinstance(p, list):
for i in p:
#predict.print_and_write('check in price: %f' % (i['price']))
if i['side'] == 'SELL':
position0 -= i['size']
else:
position0 += i['size']
for i in p:
checkin_price += i['size'] / abs(position0) * i['price']
predict.print_and_write('Check in price: %f, position: %f' %
(checkin_price, position0))
for i in p:
opentime = i['open_date']
time_diff = self.bf_timejudge(opentime)
break
elif isinstance(p, dict) or len(p) == 0:
predict.print_and_write('Position not exist')
checkin_price = math.floor(checkin_price)
return ([checkin_price, position0, time_diff])
def cancle_order(self, id):
product = 'FX_BTC_JPY'
i = 20
while i>0:
try:
statue = self.bitflyer_api.cancelparentorder(product_code=product, parent_order_acceptance_id=id)
time.sleep(10)
order = self.get_orderbyid(id)
child_order = self.bitflyer_api.getchildorders(product_code=product, parent_order_id =order['parent_order_id'])
if child_order != []:
self.bitflyer_api.cancelchildorder(product_code=product, child_order_id=child_order['child_order_id'])
if order['parent_order_state'] == 'CANCELED':
predict.print_and_write('Order cancelled')
remain_amount = float(order['cancel_size'])
return(remain_amount)
else:
i -= 1
print('Try again cancelling')
continue
except Exception:
order = self.get_orderbyid(id)
if order['parent_order_state'] == 'COMPLETED':
print('Executed before cancelling')
return(0.0)
time.sleep(5)
print('Exception Try again cancelling')
i -= 1
predict.print_and_write('Cancel order failed')
self.sendamail('Cancel order failed','cancel failed : id %s'%(id))
return([])
def judge_overshoot(self, hilo, starttime):
tdelta = self.bf_timejudge(starttime)
ready = False
overshoot_s = False
overshoot_l = False
while tdelta < 3600:
cur_price = self.get_current_price(50)
if ready:
print('Ready to trade: price: %f' % cur_price, end='\r')
else:
print('Price: %f' % cur_price, end='\r')
# hilo0 lo hilo1 hi
if cur_price > hilo[0] and cur_price < hilo[1]:
ready = True
elif cur_price < hilo[0] - self.ovrshoot and ready:
overshoot_s = True
elif cur_price > hilo[1] + self.ovrshoot and ready:
overshoot_l = True
time.sleep(0.8)
tdelta = self.bf_timejudge(starttime)
if overshoot_l:
predict.print_and_write('Detected a long trade:')
return 'long'
elif overshoot_s:
predict.print_and_write('Detected a short trade:')
return 'short'
return 'none'
def trial_order(self, checkins, trial_loss_cut, starttime):
# Trial order keep loss less than trial_loss_cut
profit = 0
max_profit = 0
pre_profit = -trial_loss_cut
atr = trial_loss_cut
tdelta = self.bf_timejudge(starttime)
startt = tdelta
predict.print_and_write('Use a trial order')
#predict.print_and_write('Current position: %f, price: %f' % (checkins[1], checkins[0]))
while tdelta < 3600:
cur_price = self.get_current_price(50)
if checkins[1] > 0:
profit = cur_price - checkins[0]
elif checkins[1] < 0:
profit = checkins[0] - cur_price
if profit > max_profit:
max_profit = profit
if max_profit > atr * 0.5 and max_profit < atr and atr > 5000:
trial_loss_cut = atr * 0.5
elif max_profit >= atr and max_profit < atr * 2:
trial_loss_cut = atr
elif max_profit >= atr * 2:
trial_loss_cut = max_profit / 2
if trial_loss_cut > 15000:
trial_loss_cut = 15000
dt = tdelta - startt
if profit < pre_profit:
# quit
if checkins[1] > 0.0:
trade_mount = '%.2f' % abs(checkins[1])
order = self.trade_market('sell', trade_mount,
int(cur_price))
predict.print_and_write(order)
elif checkins[1] < 0.0:
trade_mount = '%.2f' % abs(checkins[1])
order = self.trade_market('buy', trade_mount,
int(cur_price))
predict.print_and_write(order)
predict.print_and_write(
'Quit position ,profit: %.2f, time: %d' % (profit, dt))
return
elif profit >= pre_profit and profit > 0:
temp_pre_profit = profit - trial_loss_cut
if temp_pre_profit > pre_profit:
pre_profit = temp_pre_profit
print('T: %d, P: %5.0f, MP: %5.0f, L: %5.0f' %
(dt, profit, max_profit, pre_profit),
end='\r')
time.sleep(0.8)
tdelta = self.bf_timejudge(starttime)
predict.print_and_write('Time is over, quit, final profit: %5.0f' %
(profit))
def maintance_time(self):
while 1:
cur_oclock = int(time.strftime('%H:')[0:-1])
cur_min = int(time.strftime('%M:')[0:-1])
if (cur_oclock == 4 and cur_min >= 0 and cur_min <= 12) or (cur_oclock == 3 and cur_min >= 58):
predict.print_and_write('Server maintenance')
time.sleep(60)
continue
else:
return
def get_collateral(self):
try:
result = self.bitflyer_api.getcollateral(product_code='FX_BTC_JPY')
self.total_margin = float(result['collateral'])
self.useable_margin = self.total_margin - self.least_collateral
print('Useable for trading: %.0f' % self.useable_margin)
data2csv.data2csv(result)
predict.print_and_write(result)
except Exception:
predict.print_and_write(Exception)
def trade_stop(self, type, price, amount):
self.maintance_time()
product = 'FX_BTC_JPY'
print('trade bitflyer')
expire_time = 575
try_t = 0
while try_t < 20:
if type == 'BUY' or type == 'buy':
parameters = [{
'product_code': product,
'condition_type': 'STOP',
'side': 'BUY',
'trigger_price': str(price - 500),
'size': str(amount)
}]
order = self.bitflyer_api.sendparentorder(
order_method='SIMPLE',
minute_to_expire=expire_time,
parameters=parameters)
data2csv.data2csv([
time.strftime('%b:%d:%H:%M'), 'order', 'BUY_STOP',
'amount',
'%f' % float(amount)
])
predict.print_and_write('Buy stop market %f at %f' %
(float(amount), price - 500))
elif type == "SELL" or type == "sell":
parameters = [{
'product_code': product,
'condition_type': 'STOP',
'side': 'SELL',
'trigger_price': str(price + 500),
'size': str(amount)
}]
order = self.bitflyer_api.sendparentorder(
order_method='SIMPLE',
minute_to_expire=expire_time,
parameters=parameters)
data2csv.data2csv([
time.strftime('%b:%d:%H:%M'), 'order', 'SELL_STOP',
'amount',
'%f' % float(amount)
])
predict.print_and_write('Sell stop market %f at %f' %
(float(amount), price + 500))
else:
print("error!")
if 'parent_order_acceptance_id' in order:
return (order)
else:
try_t += 1
print(order)
print('Failed, try again')
time.sleep(20)
def judge_condition(self): # judge position at hour start.
time.sleep(1)
starttime = time.gmtime(self.get_curhour())
cur_price = self.get_current_price(100)
predict.print_and_write(
'##################################################')
predict.print_and_write('Start a new hour: Current price: %f' %
(cur_price))
hilo = self.get_hilo()
time.sleep(1)
atr = self.get_ATR()
self.ovrshoot = atr * 0.25
self.trade_in_hour(starttime, hilo, atr)
def judge_condition(self):
if self.order_exist == True:
remain_test = self.cancel_order(self.order_id) + 1
print('cancel order, remain %f' % (remain_test - 1))
result = self.get_hilo()
hi = result[1]
lo = result[0]
if lo > hi:
temp = 0
temp = lo
lo = hi
hi = temp
predict.print_and_write('Lo > hi, switch, Lo: %f, Hi: %f' %
(lo, hi))
checkins = self.get_checkin_price()
# if not position exist trade none position
if checkins[1] == 0.0:
predict.print_and_write('No position exist, trade none position')
cur_price = self.get_current_price(100)
predict.print_and_write('current price is %f' % (cur_price))
self.trade_none_position(cur_price, hi, lo)
# else trade in position
else:
data2csv.data2csv([
time.strftime('%b:%d:%H:%M'), 'position',
'%f' % float(checkins[1]), 'check in price',
'%f' % float(checkins[0])
])
predict.print_and_write('Position exist, trade with position')
close = result[2]
self.trade_with_position(hi, lo, close)
def checkposition(self,placed):
product_code = 'FX_BTC_JPY'
time.sleep(20)
order0 = self.get_orderbyid(self.order_places['id'])
x = order0['cancel_size']
if abs(x - self.order_places['remain']) > 0.001:
str = 'Order is unusual. Check!!! cancel size :%f, remain: %f' % (x, self.order_places['remain'])
predict.print_and_write(str)
self.sendamail('order check failed', str)
# position0 = self.bitflyer_api.getcollateral()
# if abs(self.position - position0['open_position_pnl']) > 0.001:
# predict.print_and_write('position check failed')
amount = placed['size'] - placed['executed_size'] - self.order_places['remain']
if abs(amount) > 0.001:
predict.print_and_write('Trading occured during detecing and cancelling')
if self.order_places['type'] == 'buy':
predict.print_and_write('%f has been brought'%amount)
self.position += amount
self.tradeamount -= amount * self.order_places['trade_price']
else:
predict.print_and_write('%f has been sold'%amount)
self.position -= amount
self.tradeamount += amount * self.order_places['trade_price']
def get_ATR(self):
i = 0
while i < 100:
try:
atrs = technical_fx_hilo2.HILO()
result = atrs.getATR()
# result = prediction.publish_current_limit_price(periods="1H")
return (result)
except Exception:
print(Exception)
predict.print_and_write('Try to get atr again')
time.sleep(10)
i += 1
continue
def detect_in_one_tunit(self, waiting_time, detect_fre, price ,slide = 20):
self.wave_times = 0
init_oclock = int(time.strftime('%H:')[0:-1])
for i in range(0, detect_fre):
time.sleep(waiting_time / (detect_fre + 1))
cur_oclock = int(time.strftime('%H:')[0:-1])
cur_min = int(time.strftime('%M:')[0:-1])
if (cur_oclock == 4 and cur_min >= 0 and cur_min <= 11) or (cur_oclock == 3 and cur_min >= 59):
predict.print_and_write('Server maintenance')
continue
if cur_oclock != init_oclock: # if oclock changed regenerate the buy and sell price and retrading
result = prediction.publish_current_limit_price(periods="1H")
sell = float(result[1])
buy = float(result[0])
#sell = price + self.order_places['slide']
#buy = price - self.order_places['slide']
predict.print_and_write('................................')
predict.print_and_write('Oclcok change from %d to %d, price changed to buy %f, sell %f'%(init_oclock, cur_oclock, buy, sell))
init_oclock = cur_oclock
oid = autoTrading.onTrick_trade(buy, sell, slide)
else:
predict.print_and_write('.')
sell = price + self.order_places['slide']
buy = price - self.order_places['slide']
oid = autoTrading.detect_trade(buy, sell, slide)
if oid == -1 or oid == -2:
print(oid)
return(oid)
#predict.print_and_write('Detect finished, waiting for another detection')
time.sleep(waiting_time / (detect_fre + 1))
return(self.wave_times)
def judge_condition(self): # judge position at hour start.
time.sleep(1)
starttime = time.gmtime(self.get_curhour())
checkins = self.get_checkin_price()
suggest_position = checkins[1]
predict.print_and_write('Check in price: %f, position: %f' %
(checkins[0], checkins[1]))
cur_price = self.get_current_price(100)
predict.print_and_write('Current price: %f' % (cur_price))
hilo = self.get_hilo()
# if keep a position and transfor in this hour. ckeck position again:
if (checkins[1] != 0.0 and self.switch_in_hour) or checkins[1] == 0.0:
if checkins[1] == 0.0:
predict.print_and_write(
'No position exist, trade none position')
else:
predict.print_and_write(
'Trade with position %f and init position' % checkins[1])
suggest_position = self.trade_hour_init(checkins, cur_price, hilo)
#self.order_id = order['parent_order_acceptance_id']
# we should verify the order is dealing or not here
self.judge_position(suggest_position)
#order = self.update_order(checkins, hilo)
self.trade_in_hour(suggest_position, starttime, hilo)
def trade_bitflyer_constoplimit(self,
type,
buysellprice,
amount,
slide=100):
while 1:
cur_oclock = int(time.strftime('%H:')[0:-1])
cur_min = int(time.strftime('%M:')[0:-1])
if (cur_oclock == 4 and cur_min >= 0
and cur_min <= 11) or (cur_oclock == 3 and cur_min >= 59):
predict.print_and_write('Server maintenance')
time.sleep(60)
continue
else:
break
product = 'FX_BTC_JPY'
print('trade bitflyer')
expire_time = 75
if type == 'BUY' or type == 'buy':
# order = self.quoinex_api.create_market_buy(product_id=5, quantity=str(amount), price_range=str(buysellprice))
parameters = [{
'product_code': product,
'condition_type': 'STOP_LIMIT',
'side': 'BUY',
'price': str(buysellprice + slide),
'size': str(amount),
'trigger_price': str(buysellprice)
}]
order = self.bitflyer_api.sendparentorder(
order_method='SIMPLE',
minute_to_expire=expire_time,
parameters=parameters)
elif type == "SELL" or type == "sell":
parameters = [{
'product_code': product,
'condition_type': 'STOP_LIMIT',
'side': 'SELL',
'price': str(buysellprice - slide),
'size': str(amount),
'trigger_price': str(buysellprice)
}]
order = self.bitflyer_api.sendparentorder(
order_method='SIMPLE',
minute_to_expire=expire_time,
parameters=parameters)
else:
print("error!")
return (order)
def trade_market(self, type, amount, wprice=10000):
self.maintance_time()
product = 'FX_BTC_JPY'
print('trade bitflyer')
expire_time = 575
try_t = 0
while try_t < 20:
if type == 'BUY' or type == 'buy':
order = self.bitflyer_api.sendchildorder(
product_code=product,
child_order_type='MARKET',
side='BUY',
size=str(amount))
data2csv.data2csv([
time.strftime('%b:%d:%H:%M'), 'order', 'BUY_MARKET',
'amount',
'%f' % float(amount)
])
predict.print_and_write('Buy market ' + str(amount))
elif type == "SELL" or type == "sell":
order = self.bitflyer_api.sendchildorder(
product_code=product,
child_order_type='MARKET',
side='SELL',
size=str(amount))
data2csv.data2csv([
time.strftime('%b:%d:%H:%M'), 'order', 'SELL_MARKET',
'amount',
'%f' % float(amount)
])
predict.print_and_write('Sell market ' + str(amount))
else:
print("error!")
if 'child_order_acceptance_id' in order:
time.sleep(2)
execute_price = self.get_execute_order()
if execute_price != 0:
if type == "SELL" or type == "sell":
slides = float(wprice) - float(execute_price)
predict.print_and_write(
'SELL : Wish price: %f, deal price: %f, slide : %f'
% (wprice, execute_price, slides))
notify.notify_it('SELL : Price: %f, amount : %f' %
(wprice, float(amount)))
elif type == "BUY" or type == "buy":
slides = float(execute_price) - float(wprice)
predict.print_and_write(
'BUY : Wish price: %f, deal price: %f, slide : %f'
% (wprice, execute_price, slides))
notify.notify_it('BUY : Price: %f, amount : %f' %
(wprice, float(amount)))
return order
else:
try_t += 1
print(order)
print('Failed, try again')
time.sleep(20)
def handel_partly_deal(self, order):
# if order is partly dealed, the state should be 'COMPLETED' however executed size is not full size.
pflag = self.checkP()
real_executed_size = abs(self.position - pflag)
if order['parent_order_state'] == 'COMPLETED' and order[
'executed_size'] != order['size']:
if self.order_places['remain'] - order['executed_size'] >= 0.01:
order['executed_size'] = self.order_places['remain']
if abs(order['executed_size'] - real_executed_size) > 0.001:
predict.print_and_write(
'Maybe double executed, real: %f, executed: %f' %
(real_executed_size, order['executed_size']))
return (-1)
else:
order['executed_size'] = real_executed_size
return (order)
def trade_hour_init(self, checkins, cur_price,
hilo): # if we have a new position in this hour
self.switch_in_hour = False
if hilo[2] >= hilo[1]: # if close > hi and position is negative
#TODO
trade_mount = self.init_trade_amount - checkins[1]
if trade_mount > 0.0:
amount_str = '%.2f' % (trade_mount)
self.trade_market('buy', amount_str)
predict.print_and_write('Switch to long')
amount_stop = '%.2f' % (self.init_trade_amount * 2)
order = self.trade_stop('sell', hilo[0], amount_stop)
self.order_exist = True
# buy self.init + checkins[1]
elif hilo[2] <= hilo[0]: # if close < lo and position is positive
# TODO
# sell self.init + checkins[1]
trade_mount = self.init_trade_amount + checkins[1]
if trade_mount > 0.0:
amount_str = '%.2f' % (trade_mount)
self.trade_market('sell', amount_str)
predict.print_and_write('Switch to short')
amount_stop = '%.2f' % (self.init_trade_amount * 2)
order = self.trade_stop('buy', hilo[1], amount_stop)
self.order_exist = True
elif cur_price > hilo[0] and cur_price < hilo[1]:
predict.print_and_write('Switch to middle')
# TODO
if checkins[1] < 0.0:
# TODO
trade_mount = '%.2f' % (abs(checkins[1]))
self.trade_market('buy', trade_mount)
predict.print_and_write('Buy short back')
time.sleep(3)
elif checkins[1] > 0.0:
# TODO
# sell back
trade_mount = '%.2f' % (abs(checkins[1]))
self.trade_market('sell', trade_mount)
predict.print_and_write('Sell long back')
time.sleep(3)
# set an oco
order = self.trade_oco1(hilo[1], hilo[0], self.init_trade_amount)
self.order_exist = True
return (order)
def judge_order(self, id):
i = 20
while i > 0:
try:
order = self.get_orderbyid(id)
if order['parent_order_state'] == 'REJECTED':
predict.print_and_write('Order rejected')
return True
else:
return False
except Exception:
time.sleep(5)
print(Exception)
print('Exception Try again')
i -= 1
predict.print_and_write('Try many times but no result, return False without confidence')
return False
def get_hilo(self):
i = 0
while i < 30:
try:
hilos = technical_fx_bidirc.HILO()
result = hilos.publish_current_hilo_price(periods="15m")
# result = prediction.publish_current_limit_price(periods="1H")
sell = float(result[1])
buy = float(result[0])
close = float(result[2]) # the close price of last hour
return([sell, buy, close])
except Exception:
print(Exception)
predict.print_and_write('Try to get hilo again')
time.sleep(10)
i+=1
continue
def cancle_order(self, id):
product = 'FX_BTC_JPY'
i = 20
while i > 0:
try:
statue = self.bitflyer_api.cancelparentorder(
product_code=product, parent_order_acceptance_id=id)
time.sleep(10)
order = self.get_orderbyid(id)
if order['parent_order_state'] == 'COMPLETED':
predict.print_and_write('Order completed')
return (0.0)
if order['parent_order_state'] == 'CANCELED':
predict.print_and_write('Order cancelled')
if order['parent_order_type'] == 'OCO':
pflag = self.checkP()
real_executed_size = abs(self.position - pflag)
if real_executed_size > self.order_places['remain']:
predict.print_and_write('maybe double executed')
predict.print_and_write(
'real: %f, executed: %f, pre_remain: %f' %
(real_executed_size, order['executed_size'],
self.order_places['remain']))
remain_amount = float(
order['cancel_size']) - self.order_places['remain']
else:
remain_amount = float(order['cancel_size'])
return (remain_amount)
else:
i -= 1
print('Try again cancelling')
continue
except Exception:
order = self.get_orderbyid(id)
if order['parent_order_state'] == 'COMPLETED':
print('Executed before cancelling')
return (0.0)
time.sleep(5)
print('Exception Try again cancelling')
i -= 1
predict.print_and_write('Cancel order failed')
self.sendamail('Cancel order failed', 'cancel failed : id %s' % (id))
return ([])
def trade_oco1(self, buy, sell, amount):
self.maintance_time()
product = 'FX_BTC_JPY'
print('trade bitflyer')
expire_time = 575
try_t = 0
while try_t < 20:
parameters = [
{
'product_code': product,
'condition_type': 'STOP',
'side': 'BUY',
'size': str(amount),
'trigger_price': str(buy)
},
{
'product_code': product,
'condition_type': 'STOP',
'side': 'SELL',
'size': str(amount),
'trigger_price': str(sell)
},
]
order = self.bitflyer_api.sendparentorder(
order_method='OCO',
minute_to_expire=expire_time,
parameters=parameters)
data2csv.data2csv([
time.strftime('%b:%d:%H:%M'), 'order', 'OCO_STOP', 'amount',
'%f' % float(amount), 'buy',
'%f' % float(buy), 'sell',
'%f' % float(sell)
])
predict.print_and_write(
'OCO stopmarket buy: %f, sell %f, amount %f' %
(float(buy), float(sell), float(amount)))
if 'parent_order_acceptance_id' in order:
return (order)
else:
try_t += 1
print(order)
print('Failed, try again')
time.sleep(20)
def trade_in_hour(self, initposition, starttime):
trial_loss_cut = 1500 # if the dynamic loss touches 2000, quit position.
time.sleep(1)
self.switch_in_hour = False
tdelta = self.bf_timejudge(starttime)
while tdelta < 3600:
checkins = self.get_checkin_price()
new_position = float('%.2f' % (checkins[1]))
if initposition != 0 and new_position * initposition < 0:
self.switch_in_hour = True
elif initposition == 0.0 and new_position != 0.0:
self.switch_in_hour = True
if self.switch_in_hour:
predict.print_and_write('switch in hour')
self.trial_order(checkins, trial_loss_cut, starttime)
self.switch_in_hour = False
else:
print('.')
time.sleep(60)
tdelta = self.bf_timejudge(starttime)
def trade_market(self, type, amount):
self.maintance_time()
product = 'FX_BTC_JPY'
print('trade bitflyer')
expire_time = 575
try_t = 0
while try_t < 20:
if type == 'BUY' or type == 'buy':
order = self.bitflyer_api.sendchildorder(
product_code=product,
child_order_type='MARKET',
side='BUY',
size=str(amount))
data2csv.data2csv([
time.strftime('%b:%d:%H:%M'), 'order', 'BUY_MARKET',
'amount',
'%f' % float(amount)
])
predict.print_and_write('Buy market ' + amount)
elif type == "SELL" or type == "sell":
order = self.bitflyer_api.sendchildorder(
product_code=product,
child_order_type='MARKET',
side='SELL',
size=str(amount))
data2csv.data2csv([
time.strftime('%b:%d:%H:%M'), 'order', 'SELL_MARKET',
'amount',
'%f' % float(amount)
])
predict.print_and_write('Sell market ' + amount)
else:
print("error!")
if 'child_order_acceptance_id' in order:
return (order)
else:
try_t += 1
print(order)
print('Failed, try again')
time.sleep(20)
def update_order(self, checkins, hilo):
order = ''
if checkins[1] < 0.0:
# TODO
# buy double
trade_mount = self.init_trade_amount - checkins[1]
if trade_mount > 0.0:
amount_str = '%.2f' % (trade_mount)
order = self.trade_stop('buy', hilo[1], amount_str)
predict.print_and_write('Update a buy stop order')
self.order_exist = True
elif checkins[1] > 0.0:
# TODO
# sell double
trade_mount = self.init_trade_amount + checkins[1]
if trade_mount > 0.0:
amount_str = '%.2f' % (trade_mount)
order = self.trade_stop('sell', hilo[0], amount_str)
predict.print_and_write('Update a sell stop order')
self.order_exist = True
return order
def cancel_order(self, id):
product = 'FX_BTC_JPY'
i = 20
while i > 0:
try:
statue = self.bitflyer_api.cancelparentorder(
product_code=product, parent_order_acceptance_id=id)
time.sleep(10)
order = self.get_orderbyid(id)
if order['parent_order_state'] == 'COMPLETED':
predict.print_and_write('Order completed')
return (0.0)
if order['parent_order_state'] == 'CANCELED':
predict.print_and_write('Order cancelled')
return (float(order['cancel_size']))
else:
i -= 1
print('Try again cancelling')
continue
except Exception:
order = self.get_orderbyid(id)
if order['parent_order_state'] == 'COMPLETED':
print('Executed before cancelling')
return (0.0)
time.sleep(5)
print('Exception Try again cancelling')
i -= 1
predict.print_and_write('Cancel failed,( May be just lag)')
return (0.0)
def judge_condition(self): # judge position at hour start.
time.sleep(1)
starttime = time.gmtime(self.get_curhour())
checkins = self.get_checkin_price()
suggest_position = checkins[1]
predict.print_and_write(
'##################################################')
cur_price = self.get_current_price(100)
predict.print_and_write('Start a new hour: Current price: %f' %
(cur_price))
predict.print_and_write('Check in price: %.0f, position: %.2f' %
(checkins[0], checkins[1]))
hilo = self.get_hilo()
time.sleep(3)
atr = round(float(self.get_ATR()), 0)
self.decide_trade_amount(cur_price, atr * 2.2)
# if keep a position and transfor in this hour. ckeck position again:
if (checkins[1] != 0.0 and self.switch_in_hour) or checkins[1] == 0.0:
if checkins[1] == 0.0:
predict.print_and_write(
'No position exist, trade none position')
else:
predict.print_and_write(
'Trade with position %f and init position' % checkins[1])
suggest_position = self.trade_hour_init(checkins, cur_price, hilo)
#self.order_id = order['parent_order_acceptance_id']
# we should verify the order is dealing or not here
checkins = self.judge_position(suggest_position)
#order = self.update_order(checkins, hilo)
if checkins[1] != 0.0:
if checkins[1] > 0.0:
last_peak = hilo[3]
self.get_stop_acc_line(atr, checkins, last_peak)
else:
last_peak = hilo[4]
self.get_stop_acc_line(atr, checkins, last_peak)
self.trade_in_hour(suggest_position, starttime, hilo, atr)
def inhour_processing(self, hi, lo, checkin, i):
stopprofit = checkin
trade_amount = '%.2f' % (abs(self.cur_hold_position))
traed_amount_switch = '%.2f' % (float(trade_amount) + self.init_trade_amount)
# counter last for 20 min
# First order
if self.cur_hold_position < 0.0:
stoploss = hi
order = self.trade_oco3('short', stopprofit, stoploss, trade_amount, traed_amount_switch)
else:
stoploss = lo
order = self.trade_oco3('long', stopprofit, stoploss, trade_amount, traed_amount_switch)
while i > 0:
predict.print_and_write('Detecting inhour switch, last %d times'%(int(i)))
catchup_trial = 0.43
time.sleep(60)
checkins = self.get_checkin_price()
new_position = float('%.2f' % (math.floor(checkins[1] * 100) / 100))
trade_amount = '%.2f' % (abs(self.cur_hold_position))
traed_amount_switch = '%.2f' % (float(trade_amount) + self.init_trade_amount)
if new_position * self.cur_hold_position < 0: # if position changed place a new order.
self.cur_hold_position = new_position
if new_position > 0.0:
predict.print_and_write('Place a sell order')
stoploss = math.floor(stopprofit * (100 - catchup_trial) / 100)
order = self.trade_oco3('long', stopprofit, stoploss, trade_amount, traed_amount_switch)
else:
predict.print_and_write('Place a buy order')
stoploss = math.floor(stopprofit * (100 + catchup_trial) / 100)
order = self.trade_oco3('short', stopprofit, stoploss, trade_amount, traed_amount_switch)
i -= 1
return(order)
