def cancel_order(userUuid, apiAccountId, strategyId, platform, symbol, orderId, direction): conn = POOL.connection() cur = conn.cursor() try: cancelbuyparams = { "direction": direction, "symbol": symbol, "platform": platform, "orderId": orderId, "apiAccountId": apiAccountId, "userUuid": userUuid, "source": 11, "strategyId": strategyId } cancelres = requests.post(Cancel_url, data=cancelbuyparams) res = json.loads(cancelres.content.decode()) if res["code"] == 1: cur.execute( "update coverlist set status=2 where strategyId=%s and orderid=%s", (strategyId, orderId)) else: i = "用户{}策略{}撤销{}平台订单出错,原因{}".format(userUuid, strategyId, platform, res['message']) print(i) logger.info(i) except Exception as e: i = "用户{}策略{}撤销{}平台订单出错{}".format(userUuid, strategyId, platform, e) print(i) logger.info(i) finally: conn.commit() cur.close() conn.close()
def sum_profit(userUuid, apiAccountId, strategyId): totalprofit = 0 totalprofitRate = 0 conn = POOL.connection() cur = conn.cursor() try: sql = "select sum(profit),sum(profitRate) from crashlist where strategyId=%s and " \ "direction=2 and status=1 " cur.execute(sql, (strategyId,)) total_profit, total_profitrate = cur.fetchone() if total_profit and total_profitrate: totalprofit = float(total_profit) totalprofitRate = float(total_profitrate) except Exception as e: logger.error('用户{}子账户{}暴跌反弹策略{}在查询利润时出错{}'.format(userUuid, apiAccountId, strategyId, e)) finally: cur.close() conn.close() return totalprofit, totalprofitRate
def sumProfit(userUuid, strategyId, init_amount): totalprofit = 0 totalprofitRate = 0 conn = POOL.connection() cur = conn.cursor() try: cur.execute( 'select sum(profit) from coverlist where strategyId=%s and direction=2 and status=1', (strategyId, )) total_profit = cur.fetchone()[0] if total_profit: totalprofit = float(total_profit) totalprofitRate = round(totalprofit / init_amount, 8) except Exception as e: logger.error('用户{}策略{}在查询利润时出错{}'.format(userUuid, strategyId, e)) finally: cur.close() conn.close() return totalprofit, totalprofitRate
def sell_symbol(userUuid, apiAccountId, strategyId, platform, symbol, amount, entryPrice): conn = POOL.connection() cur = conn.cursor() currentprice = get_currentprice1(platform, symbol) sell_flag = 0 try: # 下卖单 ordertime = time.strftime("%Y-%m-%d %H:%M:%S", time.localtime()) # 折价卖出 sellprice = round(currentprice * 0.99, pricelimit[symbol][platform]) try: x, y = str(amount).split('.') amount = float(x + '.' + y[0:amountlimit[symbol][platform]]) except: pass sellparams = {"direction": 2, "amount": amount, "symbol": symbol, "platform": platform, "price": sellprice, "userUuid": userUuid, "apiAccountId": apiAccountId, "source": 11, "strategyId": strategyId, 'tradetype': 1} i = '用户{}子账户{}暴跌反弹策略{}交易对{}开始卖出,挂单价{}'.format(userUuid, apiAccountId, strategyId, symbol, sellprice) print(i) logger.info(i) res = requests.post(Trade_url, data=sellparams) resdict = json.loads(res.content.decode()) print(resdict) orderId = resdict["response"]["orderid"] # 获取订单id sellinsertsql = "INSERT INTO crashlist(strategyId,userUuid,apiAccountId,platform,symbol,direction," \ "orderid,order_amount,order_price,order_time," \ "status,uniqueId,tradetype) VALUES(%s, %s, %s, %s, %s, %s,%s,%s,%s, %s, %s, " \ "%s,%s)" cur.execute(sellinsertsql, ( strategyId, userUuid, apiAccountId, platform, symbol, 2, orderId, amount, sellprice, ordertime, 0, 11, 1,)) conn.commit() i = "用户{}子账户{}暴跌反弹策略{}交易对{}下卖单成功".format(userUuid, apiAccountId, strategyId, symbol) print(i) logger.info(i) time.sleep(3) # 3秒后查询卖单 queryparams = {"direction": 2, "symbol": symbol, "platform": platform, "orderId": orderId, "apiAccountId": apiAccountId, "userUuid": userUuid, "source": 11, "strategyId": strategyId} queryres = requests.post(Queryorder_url, data=queryparams) querydict = json.loads(queryres.content.decode()) print(querydict) status = querydict['response']['status'] if status == 'closed': fee = Fee[platform]['sellfee'] queryparams = {"platform": platform, "symbol": symbol, "orderId": orderId, "apiId": apiAccountId, "userUuid": userUuid} res = requests.post(Query_tradeprice_url, data=queryparams) queryresdict = json.loads(res.content.decode()) try: tradeprice = queryresdict['response']['avgPrice'] tradetime = queryresdict['response']['createdDate'] numberDeal = queryresdict['response']['totalAmount'] sellfee = round(numberDeal * tradeprice * fee, 8) except: tradeprice = sellprice tradetime = time.strftime("%Y-%m-%d %H:%M:%S", time.localtime()) numberDeal = amount sellfee = round(numberDeal * tradeprice * fee, 8) profit = round((tradeprice - entryPrice - (tradeprice + entryPrice) * fee) * numberDeal, 8) profitRate = round(profit / (entryPrice * numberDeal), 8) updatesql = "update crashlist set trade_amount=%s,trade_price=%s,trade_time=%s,profit=%s," \ "profitRate=%s,status=%s,fee=%s where " \ "strategyId=%s and orderid=%s" cur.execute(updatesql, (numberDeal, tradeprice, tradetime, profit, profitRate, 1, sellfee, strategyId, orderId)) conn.commit() i = "用户{}子账户{}暴跌反弹策略{}交易对{}卖单全部成交".format(userUuid, apiAccountId, strategyId, symbol) print(i) logger.info(i) r2.hdel('Crash_label:{}'.format(strategyId), symbol) sell_flag = 1 elif status == "open": cancel_order(userUuid, apiAccountId, strategyId, platform, symbol, orderId, 2) except Exception as e: i = "用户{}子账户{}暴跌反弹策略{}交易对{}下卖单时出错{}".format(userUuid, apiAccountId, strategyId, symbol, e) print(i) logger.error(i) # 调用java停止策略接口 updateparams = {'strategyId': strategyId, "status": 4} res1 = requests.post(updateCover_url, data=updateparams) # 此处链接需更换 print(res1) sell_flag = 0 finally: cur.close() conn.close() return sell_flag
def startBuy(strategydata, symbol): userUuid = strategydata['userUuid'] strategyId = strategydata['strategyId'] apiAccountId = strategydata['apiAccountId'] amount = strategydata['amount'] platform = strategydata["platform"] currentprice = get_currentprice1(platform, symbol) conn = POOL.connection() cur = conn.cursor() try: ordertime = time.strftime("%Y-%m-%d %H:%M:%S", time.localtime()) buyprice = round(currentprice * 1.01, pricelimit[symbol][platform]) buy_amount = amount / buyprice try: x, y = str(buy_amount).split('.') buy_amount = float(x + '.' + y[0:amountlimit[symbol][platform]]) except: pass buyparams = {"direction": 1, "amount": buy_amount, "symbol": symbol, "platform": platform, "price": buyprice, "userUuid": userUuid, "apiAccountId": apiAccountId, "source": 11, "strategyId": strategyId, 'tradetype': 1} i = '用户{}子账户{}暴跌反弹策略{}开始买入交易对{},挂单价{}'.format(userUuid, apiAccountId, strategyId, symbol, buyprice) print(i) logger.info(i) res = requests.post(Trade_url, data=buyparams) resdict = json.loads(res.content.decode()) orderId = resdict["response"]["orderid"] # 获取订单id buyinsertsql = "INSERT INTO crashlist(strategyId,userUuid,apiAccountId,platform,symbol,direction," \ "orderid,order_amount,order_price,order_time," \ "status,uniqueId,tradetype) VALUES(%s, %s, %s, %s, %s, %s,%s,%s,%s, %s, %s, " \ "%s,%s) " cur.execute(buyinsertsql, ( strategyId, userUuid, apiAccountId, platform, symbol, 1, orderId, buy_amount, buyprice, ordertime, 0, 11, 1,)) conn.commit() time.sleep(3) i = '用户{}子账户{}暴跌反弹策略{}买入{}下单成功'.format(userUuid, apiAccountId, strategyId, symbol) print(i) logger.info(i) # 3秒后查询买单 queryparams = {"direction": 1, "symbol": symbol, "platform": platform, "orderId": orderId, "apiAccountId": apiAccountId, "userUuid": userUuid, "source": 11, "strategyId": strategyId} queryres = requests.post(Queryorder_url, data=queryparams) querydict = json.loads(queryres.content.decode()) status = querydict['response']['status'] if status == 'closed': fee = Fee[platform]['buyfee'] queryparams = {"platform": platform, "symbol": symbol, "orderId": orderId, "apiId": apiAccountId, "userUuid": userUuid} res = requests.post(Query_tradeprice_url, data=queryparams) queryresdict = json.loads(res.content.decode()) try: tradeprice = queryresdict['response']['avgPrice'] tradetime = queryresdict['response']['createdDate'] totalamount = float(queryresdict['response']['totalAmount']) totalfees = float(queryresdict['response']['totalFees']) numberDeal = totalamount - totalfees buyfee = round(numberDeal * tradeprice * fee, 8) except: tradeprice = buyprice tradetime = time.strftime("%Y-%m-%d %H:%M:%S", time.localtime()) numberDeal = round(buy_amount * 0.99799, 8) buyfee = round(numberDeal * tradeprice * fee, 8) updatesql = "update crashlist set trade_amount=%s,trade_price=%s,trade_time=%s," \ "status=%s,fee=%s where " \ "strategyId=%s and orderid=%s" cur.execute(updatesql, (numberDeal, tradeprice, tradetime, 1, buyfee, strategyId, orderId)) conn.commit() i = "用户{}子账户{}暴跌反弹策略{}买入{}全部成交".format(userUuid, apiAccountId, strategyId, symbol) print(i) logger.info(i) Crash_label = {'symbol': symbol, 'entryPrice': tradeprice, 'numberDeal': numberDeal} r2.hset('Crash_label:{}'.format(strategyId), symbol, json.dumps(Crash_label)) elif status == "open": cancel_order(userUuid, apiAccountId, strategyId, platform, symbol, orderId, 2) except Exception as e: i = "用户{}子账户{}暴跌反弹策略{}买入{}时未成交,原因{}".format(userUuid, apiAccountId, strategyId, symbol, e) print(i) logger.error(i) # 调用java停止策略接口 updateparams = {'strategyId': strategyId, "status": 4, } res1 = requests.post(updateCover_url, data=updateparams) print(res1) finally: cur.close() conn.close()
def traceBuy(strategydata, index): strategyId = strategydata['strategyId'] cover_label = r2.hget('coverlevel', '{0}-{1}'.format(strategyId, index)) if strategydata['flag'] == 0 or (not cover_label): return coverRatio = strategydata['coverRatio'].split("-") if index + 1 < len(coverRatio): next_cover_price = strategydata['entry_price'] * ( 1 - float(coverRatio[index + 1])) else: next_cover_price = 0 cover_label = json.loads(cover_label) covercallbackratio = strategydata['coverCallbackRatio'] userUuid = strategydata['userUuid'] apiAccountId = strategydata['apiAccountId'] count = strategydata['orderAmount'] symbol = strategydata['symbol'] entry_price = strategydata['entry_price'] platform = strategydata["platform"] currentprice = get_currentprice1(platform, symbol) # print('用户{}策略{}开始追踪补仓,当前行情价{}'.format(userUuid, strategyId, currentprice)) # 当价格在此档位区间,并触碰到了最低价 if (cover_label['covertraceprice'] > currentprice > next_cover_price) and (cover_label['coverprice'] > currentprice): print('当前行情价{}更新最低价与抄底价'.format(currentprice)) cover_label['covertraceprice'] = currentprice cover_label['stopprice'] = currentprice * (1 + covercallbackratio) r2.hset("coverlevel", '{0}-{1}'.format(strategyId, index), json.dumps(cover_label)) # 当价格触碰到了激活价 if currentprice <= cover_label['coverprice'] and cover_label[ 'touchtag'] == 0: print('当前行情价{}触发激活价,作标记'.format(currentprice)) cover_label['touchtag'] = 1 r2.hset('coverlevel', '{0}-{1}'.format(strategyId, index), json.dumps(cover_label)) # 当价格触碰了激活价并回升到抄底价时 if cover_label["touchtag"] == 1 and cover_label[ "stopprice"] < currentprice < cover_label['coverprice']: conn = POOL.connection() cur = conn.cursor() try: # 下买单 ordertime = time.strftime("%Y-%m-%d %H:%M:%S", time.localtime()) # 溢价买入 # buyprice = round(currentprice + premiumdict[symbol] / 2, pricelimit[symbol][platform]) buyprice = round(currentprice * 1.001, pricelimit[symbol][platform]) # if index + 1 >= startindex: # if incrementaltype == 1: # 是否开启倍投 # count = count * (marginmultiple ** (index + 2-startindex)) # elif incrementaltype == 2: # 是否等差额增仓 # count += increment * (index + 2-startindex) amount = count / buyprice x, y = str(amount).split('.') amount = float(x + '.' + y[0:amountlimit[symbol][platform]]) buyparams = { "direction": 1, "amount": amount, "symbol": symbol, "platform": platform, "price": buyprice, "apiAccountId": apiAccountId, "userUuid": userUuid, "source": 11, "strategyId": strategyId, 'tradetype': 1 } # 将下单参数传给跟单策略 r5.hset('order_param_13', strategyId, json.dumps(buyparams)) i = '用户{}策略{}当前价格{}触碰了补仓{}档并回升到抄底价,补仓买入价格{}'.format( userUuid, strategyId, currentprice, index + 1, buyprice) print(i) logger.info(i) res = requests.post(Trade_url, data=buyparams) resdict = json.loads(res.content.decode()) orderid = resdict["response"]["orderid"] # 获取订单id insertsql = "INSERT INTO coverlist(userUuid,apiAccountId,strategyId,platform,symbol,direction,orderid," \ "order_amount,order_price,order_time,status,uniqueId,tradetype,coverlevel) VALUES(%s, %s, %s, " \ "%s, %s,%s,%s, %s, %s, %s," \ " %s,%s,%s,%s) " insertdata = (userUuid, apiAccountId, strategyId, platform, symbol, 1, orderid, amount, buyprice, ordertime, 0, 11, 1, index + 1) cur.execute(insertsql, insertdata) time.sleep(3) # 3s后查询买单 queryparams = { "direction": 1, "symbol": symbol, "platform": platform, "orderId": orderid, "apiAccountId": apiAccountId, "userUuid": userUuid, "source": 11, "strategyId": strategyId } queryres = requests.post(Queryorder_url, data=queryparams) querydict = json.loads(queryres.content.decode()) logger.info("用户{}策略{}平台{}查询买单{}".format(userUuid, strategyId, platform, querydict)) status = querydict['response']['status'] if status == 'closed': numberDeal = float(querydict["response"]["numberDeal"]) fee = Fee[platform]['buyfee'] queryparams = { "platform": platform, "symbol": symbol, "orderId": orderid, "apiId": apiAccountId, "userUuid": userUuid } res = requests.post(Query_tradeprice_url, data=queryparams) queryresdict = json.loads(res.content.decode()) try: tradeprice = queryresdict["response"]["avgPrice"] tradetime = queryresdict['response']['createdDate'] buyfee = round(tradeprice * numberDeal * fee, 8) except: tradeprice = buyprice tradetime = time.strftime("%Y-%m-%d %H:%M:%S", time.localtime()) buyfee = round(tradeprice * numberDeal * fee, 8) # 存入数据库 updatesql = "update coverlist set trade_amount=%s,trade_price=%s,trade_time=%s,status=%s,fee=%s where " \ "strategyId=%s and orderid=%s" cur.execute(updatesql, (numberDeal, tradeprice, tradetime, 1, buyfee, strategyId, orderid)) strategydata['buy_value'] += numberDeal * tradeprice strategydata['buy_num'] += numberDeal r2.hset('Cover_strategy', strategyId, json.dumps(strategydata)) r2.hdel('coverlevel', '{0}-{1}'.format(strategyId, index)) # 补仓后修改买入均价 params = { 'strategyId': strategyId, 'averagePrice': strategydata['buy_value'] / strategydata['buy_num'] } res = requests.post(updateCover_url, data=params) resdict = json.loads(res.content.decode()) print(resdict) elif status == 'open': cancel_order(userUuid, apiAccountId, strategyId, platform, symbol, orderid, 1) except Exception as e: i = "用户{}补仓策略{}补仓时出错{}".format(userUuid, strategyId, e) logger.error(i) # 调用java停止策略接口 updateparams = { 'strategyId': strategyId, "status": 4, } res1 = requests.post(updateCover_url, data=updateparams) finally: conn.commit() cur.close() conn.close()
def traceSell(strategyId): strategydata = json.loads(r2.hget('Cover_strategy', strategyId)) if strategydata['flag'] == 0: return userUuid = strategydata['userUuid'] apiAccountId = strategydata['apiAccountId'] symbol = strategydata['symbol'] platform = strategydata["platform"] profitStopRatio = strategydata['profitStopRatio'] callbackRatio = strategydata['callbackRatio'] amount = strategydata['buy_num'] orderAmount = strategydata['orderAmount'] coverRatio = strategydata['coverRatio'].split("-") init_amount = orderAmount * (len(coverRatio) + 1) currentprice = get_currentprice1(platform, symbol) # print('用户{}策略{}开始追踪止盈,当前行情价{}'.format(userUuid, strategyId, currentprice)) if amount != 0: entry_price_avg = strategydata['buy_value'] / strategydata['buy_num'] else: entry_price_avg = strategydata['entry_price'] if strategydata[ 'touchtag'] == 1 and currentprice > strategydata['mostprice']: print("当前行情价{}更新最高价与止盈价".format(currentprice)) strategydata['mostprice'] = currentprice strategydata['stopprice'] = currentprice * (1 - callbackRatio) r2.hset('Cover_strategy', strategyId, json.dumps(strategydata)) if currentprice >= entry_price_avg * ( 1 + profitStopRatio) and strategydata['touchtag'] == 0: print('当前行情价{}触发激活价,作标记'.format(currentprice)) strategydata['touchtag'] = 1 r2.hset('Cover_strategy', strategyId, json.dumps(strategydata)) # 当价格触碰了激活价并回落到止盈价时 if strategydata["stopprice"] is not None and strategydata[ "touchtag"] == 1 and strategydata[ "stopprice"] >= currentprice > entry_price_avg: conn = POOL.connection() cur = conn.cursor() try: # 下卖单 ordertime = time.strftime("%Y-%m-%d %H:%M:%S", time.localtime()) # 折价卖出 # sellprice = round(currentprice - premiumdict[symbol] / 2, pricelimit[symbol][platform]) sellprice = round(currentprice * 0.999, pricelimit[symbol][platform]) sellparams = { "direction": 2, "amount": amount, "symbol": symbol, "platform": platform, "price": sellprice, "userUuid": userUuid, "apiAccountId": apiAccountId, "source": 11, "strategyId": strategyId, 'tradetype': 1 } # 将下单参数传给跟单策略 r5.hset('order_param_13', strategyId, json.dumps(sellparams)) i = '用户{}策略{}当前价格{}触碰了激活价并回落到止盈价,开始止盈卖出,卖出价{}'.format( userUuid, strategyId, currentprice, sellprice) print(i) logger.info(i) res = requests.post(Trade_url, data=sellparams) resdict = json.loads(res.content.decode()) orderId = resdict["response"]["orderid"] # 获取订单id sellinsertsql = "INSERT INTO coverlist(strategyId,userUuid,apiAccountId,platform,symbol,direction," \ "orderid,order_amount,order_price,order_time," \ "status,uniqueId,tradetype,coverlevel) VALUES(%s, %s, %s, %s, %s, %s,%s,%s,%s, %s, %s, " \ "%s,%s,%s) " cur.execute( sellinsertsql, (strategyId, userUuid, apiAccountId, platform, symbol, 2, orderId, amount, sellprice, ordertime, 0, 11, 1, 0)) time.sleep(3) # 3秒后查询卖单 queryparams = { "direction": 2, "symbol": symbol, "platform": platform, "orderId": orderId, "apiAccountId": apiAccountId, "userUuid": userUuid, "source": 11, "strategyId": strategyId } queryres = requests.post(Queryorder_url, data=queryparams) querydict = json.loads(queryres.content.decode()) status = querydict['response']['status'] if status == 'closed': numberDeal = float(querydict["response"]["numberDeal"]) fee = Fee[platform]['sellfee'] queryparams = { "platform": platform, "symbol": symbol, "orderId": orderId, "apiId": apiAccountId, "userUuid": userUuid } res = requests.post(Query_tradeprice_url, data=queryparams) queryresdict = json.loads(res.content.decode()) try: tradeprice = queryresdict['response']['avgPrice'] tradetime = queryresdict['response']['createdDate'] sellfee = round(numberDeal * tradeprice * fee, 8) except: tradeprice = sellprice tradetime = time.strftime("%Y-%m-%d %H:%M:%S", time.localtime()) sellfee = round(numberDeal * tradeprice * fee, 8) profit = round((tradeprice - entry_price_avg - (tradeprice + entry_price_avg) * fee) * amount, 8) profitRate = round(profit / (entry_price_avg * amount), 8) i = "用户{}新一轮补仓策略{},基准价{},价格涨到最高价{}后,又回调{}%至{},追踪止盈,盈利{},盈利率{}".format( userUuid, strategyId, entry_price_avg, strategydata["mostprice"], callbackRatio * 100, strategydata["stopprice"], profit, profitRate) print(i) logger.info(i) updatesql = "update coverlist set trade_amount=%s,trade_price=%s,trade_time=%s,profit=%s," \ "profitRate=%s,status=%s,fee=%s where " \ "strategyId=%s and orderid=%s " cur.execute(updatesql, (numberDeal, tradeprice, tradetime, profit, profitRate, 1, sellfee, strategyId, orderId)) conn.commit() strategydata['flag'] = 0 r2.hset('Cover_strategy', strategyId, json.dumps(strategydata)) totalprofit, totalprofitRate = sumProfit( userUuid, strategyId, init_amount) params = { 'strategyId': strategyId, 'profit': totalprofit, 'profitRate': totalprofitRate } res = requests.post(updateCover_url, data=params) resdict = json.loads(res.content.decode()) print(resdict) elif status == "open": cancel_order(userUuid, apiAccountId, strategyId, platform, symbol, orderId, 2) except Exception as e: i = "用户{}补仓策略{}止盈下卖单时出错{}".format(userUuid, strategyId, e) logger.error(i) # 调用java停止策略接口 updateparams = { 'strategyId': strategyId, "status": 4, } res1 = requests.post(updateCover_url, data=updateparams) finally: conn.commit() cur.close() conn.close()
def stopOut(strategyId): strategydata = json.loads(r2.hget('Cover_strategy', strategyId)) totalprofit = 0 totalprofitRate = 0 if strategydata['flag'] == 0: return totalprofit, totalprofitRate userUuid = strategydata['userUuid'] apiAccountId = strategydata['apiAccountId'] symbol = strategydata['symbol'] platform = strategydata["platform"] amount = strategydata['buy_num'] coverRatio = strategydata['coverRatio'].split("-") orderAmount = strategydata['orderAmount'] init_amount = orderAmount * (len(coverRatio) + 1) currentprice = get_currentprice1(platform, symbol) if amount != 0: entry_price_avg = strategydata['buy_value'] / strategydata['buy_num'] else: entry_price_avg = strategydata['entry_price'] conn = POOL.connection() cur = conn.cursor() try: # 下卖单 ordertime = time.strftime("%Y-%m-%d %H:%M:%S", time.localtime()) # 折价卖出 # sellprice = round(currentprice - premiumdict[symbol] / 2, pricelimit[symbol][platform]) sellprice = round(currentprice * 0.999, pricelimit[symbol][platform]) i = '用户{}策略{}开始强制卖出,价格{}'.format(userUuid, strategyId, sellprice) print(i) logger.info(i) sellparams = { "direction": 2, "amount": amount, "symbol": symbol, "platform": platform, "price": sellprice, "userUuid": userUuid, "apiAccountId": apiAccountId, "source": 11, "strategyId": strategyId, 'tradetype': 1 } # 将下单参数传给跟单策略 r5.hset('order_param_13', strategyId, json.dumps(sellparams)) res = requests.post(Trade_url, data=sellparams) resdict = json.loads(res.content.decode()) orderId = resdict["response"]["orderid"] # 获取订单id sellinsertsql = "INSERT INTO coverlist(strategyId,userUuid,apiAccountId,platform,symbol,direction," \ "orderid,order_amount,order_price,order_time," \ "status,uniqueId,tradetype,coverlevel) VALUES(%s, %s, %s, %s, %s, %s,%s,%s,%s, %s, %s, " \ "%s,%s,%s) " cur.execute(sellinsertsql, (strategyId, userUuid, apiAccountId, platform, symbol, 2, orderId, amount, sellprice, ordertime, 0, 11, 1, 0)) time.sleep(3) # 3秒后查询卖单 queryparams = { "direction": 2, "symbol": symbol, "platform": platform, "orderId": orderId, "apiAccountId": apiAccountId, "userUuid": userUuid, "source": 11, "strategyId": strategyId } queryres = requests.post(Queryorder_url, data=queryparams) querydict = json.loads(queryres.content.decode()) status = querydict['response']['status'] if status == 'closed': numberDeal = float(querydict["response"]["numberDeal"]) fee = Fee[platform]['sellfee'] queryparams = { "platform": platform, "symbol": symbol, "orderId": orderId, "apiId": apiAccountId, "userUuid": userUuid } res = requests.post(Query_tradeprice_url, data=queryparams) queryresdict = json.loads(res.content.decode()) try: tradeprice = queryresdict['response']['avgPrice'] tradetime = queryresdict['response']['createdDate'] sellfee = round(numberDeal * tradeprice * fee, 8) except: tradeprice = sellprice tradetime = time.strftime("%Y-%m-%d %H:%M:%S", time.localtime()) sellfee = round(numberDeal * tradeprice * fee, 8) profit = round((tradeprice - entry_price_avg - (tradeprice + entry_price_avg) * fee) * numberDeal, 8) profitRate = round(profit / (entry_price_avg * numberDeal), 8) updatesql = "update coverlist set trade_amount=%s,trade_price=%s,trade_time=%s,profit=%s,profitRate=%s," \ "status=%s,fee=%s where " \ "strategyId=%s and orderid=%s " cur.execute(updatesql, (numberDeal, tradeprice, tradetime, profit, profitRate, 1, sellfee, strategyId, orderId)) conn.commit() totalprofit, totalprofitRate = sumProfit(userUuid, strategyId, init_amount) i = "用户{}补仓策略{},买入均价{},在价位{}时强制平仓,盈利{},盈利率{}".format( userUuid, strategyId, entry_price_avg, currentprice, totalprofit, totalprofitRate) print(i) logger.info(i) elif status == 'open': cancel_order(userUuid, apiAccountId, strategyId, platform, symbol, orderId, 2) except Exception as e: i = "用户{}补仓策略{}清仓下卖单时出错{}".format(userUuid, strategyId, e) logger.error(i) # 调用java停止策略接口 updateparams = {'strategyId': strategyId, "status": 4} res1 = requests.post(updateCover_url, data=updateparams) finally: # 从redis删除该策略缓存 r2.hdel("Cover_strategy", strategyId) cover_ratio = strategydata['coverRatio'].split("-") for i in range(len(cover_ratio)): r2.hdel('coverlevel', '{}-{}'.format(strategyId, i)) conn.commit() cur.close() conn.close() return totalprofit, totalprofitRate
def startBuy(strategydata): # 只在初次进场时买入,或在止盈后时再次买入 if strategydata['flag'] == 1: return userUuid = strategydata["userUuid"] # 用户id apiAccountId = strategydata["apiAccountId"] # 用户子账户id strategyId = strategydata["strategyId"] # 策略id platform = strategydata["platform"] # 交易平台 symbol = strategydata["symbol"] # 交易对 orderAmount = strategydata['orderAmount'] # 首单额度 orderQuantities = strategydata['orderQuantities'] # 做单数量 profitStopRatio = strategydata['profitStopRatio'] # 止盈比例 callbackRatio = strategydata['callbackRatio'] # 止盈回调 coverRatio = strategydata['coverRatio'].split('-') # 补仓跌幅 coverCallbackRatio = strategydata['coverCallbackRatio'] # 补仓回调比例 i = '用户{}子账户{}开始新一轮补仓策略{},设置的首单额度{},做单数量{},止盈比例{},止盈回调比例{},补仓跌幅{},补仓回调比例{}'.format( userUuid, apiAccountId, strategyId, orderAmount, orderQuantities, profitStopRatio, callbackRatio, coverRatio, coverCallbackRatio) print(i) logger.info(i) # 参数初始化 strategydata['flag'] = 0 strategydata['touchtag'] = 0 strategydata['buy_value'] = 0 strategydata['buy_num'] = 0 strategydata["stopprice"] = 0 strategydata['mostprice'] = 0 current_price = get_currentprice1(platform, symbol) strategydata['entry_price'] = current_price conn = POOL.connection() cur = conn.cursor() try: # 计算下单金额(溢价买入) # buy_price = round(current_price + premiumdict[symbol] / 2, pricelimit[symbol][platform]) buy_price = round(current_price * 1.001, pricelimit[symbol][platform]) amount = orderAmount / buy_price x, y = str(amount).split('.') amount = float(x + '.' + y[0:amountlimit[symbol][platform]]) if amount == 0: return ordertime = time.strftime("%Y-%m-%d %H:%M:%S", time.localtime()) tradeparams = { "direction": 1, "amount": amount, "symbol": symbol, "platform": platform, "price": buy_price, "apiAccountId": apiAccountId, "userUuid": userUuid, "source": 11, "strategyId": strategyId, 'tradetype': 1 } # 将下单参数传给跟单策略 r5.hset('order_param_13', strategyId, json.dumps(tradeparams)) i = '用户{}策略{}开始开仓,下买单,价格{}'.format(userUuid, strategyId, buy_price) print(i) logger.info(i) traderes = requests.post(Trade_url, data=tradeparams) trade_dict = json.loads(traderes.content.decode()) orderId = trade_dict["response"]["orderid"] # 获取订单id insertsql = "INSERT INTO coverlist(userUuid,apiAccountId,strategyId,platform,symbol,direction,orderid," \ "order_amount,order_price,order_time,status,uniqueId,tradetype,coverlevel) VALUES(%s, %s, %s, %s, " \ "%s,%s,%s, %s, %s, %s, %s,%s,%s,%s) " insertdata = (userUuid, apiAccountId, strategyId, platform, symbol, 1, orderId, amount, buy_price, ordertime, 0, 11, 1, 0) cur.execute(insertsql, insertdata) time.sleep(3) # 3秒后查询订单是否成交 queryparams = { "direction": 1, "symbol": symbol, "platform": platform, "orderId": orderId, "apiAccountId": apiAccountId, "userUuid": userUuid, "source": 11, "strategyId": strategyId } res = requests.post(Queryorder_url, data=queryparams) querydict = json.loads(res.content.decode()) status = querydict['response']['status'] if status == 'closed': numberDeal = float(querydict["response"]["numberDeal"]) queryparams1 = { "platform": platform, "symbol": symbol, "orderId": orderId, "apiId": apiAccountId, "userUuid": userUuid, "strategyId": strategyId } res = requests.post(Query_tradeprice_url, data=queryparams1) queryresdict = json.loads(res.content.decode()) fee = Fee[platform]['buyfee'] try: tradeprice = queryresdict["response"]["avgPrice"] tradetime = queryresdict["response"]["createdDate"] buyfee = round(numberDeal * tradeprice * fee, 8) except: tradeprice = buy_price tradetime = time.strftime("%Y-%m-%d %H:%M:%S", time.localtime()) buyfee = round(numberDeal * tradeprice * fee, 8) # 设置补仓价格档位 traceLevel(strategydata) strategydata['buy_value'] = numberDeal * tradeprice strategydata['buy_num'] = numberDeal strategydata['entry_price'] = tradeprice strategydata['flag'] = 1 r2.hset('Cover_strategy', strategyId, json.dumps(strategydata)) # 存入数据库 updatesql = "update coverlist set trade_amount=%s,trade_price=%s,trade_time=%s,status=%s,fee=%s where " \ "strategyId=%s and orderid=%s " cur.execute(updatesql, (numberDeal, tradeprice, tradetime, 1, buyfee, strategyId, orderId)) params = {'strategyId': strategyId, 'averagePrice': tradeprice} res = requests.post(updateCover_url, data=params) resdict = json.loads(res.content.decode()) print(resdict) elif status == 'open': cancel_order(userUuid, apiAccountId, strategyId, platform, symbol, orderId, 1) except Exception as e: logger.info("用户{}补仓策略{}进场下买单时出错{}".format(userUuid, strategyId, e)) # 调用java停止策略接口 updateparams = {'strategyId': strategyId, "status": 4} res1 = requests.post(updateCover_url, data=updateparams) finally: conn.commit() cur.close() conn.close()