def make_order(self, my_order_info):
logger.info(
u'\n-------------------------------------------spot order------------------------------------------------'
)
try:
result = self.API.send_order(self.ACCOUNT_ID, my_order_info.amount,
my_order_info.symbol,
my_order_info.orderType,
my_order_info.price,
my_order_info.offset)
except Exception as e:
logger.error("***send_order:{}".format(e, traceback.format_exc()))
send_msg("%s:send_order failed:%s" % (my_order_info.symbol, e))
exit()
result = self.check_order_list(my_order_info)
if result is not None and result.get('status') == 'ok':
logger_join("OrderId", result['data'], my_order_info.symbol,
my_order_info.orderType, my_order_info.price,
my_order_info.amount, " ", from_time_stamp())
return result['data']
else:
logger_join("order failed！", my_order_info.symbol,
my_order_info.orderType, my_order_info.price,
my_order_info.amount)
return "-1"
def make_order(self, my_order_info):
logger.info(
'-----------------------------------------make order----------------------------------------------'
)
result = {}
try:
result = self.TradeApi.place_order(my_order_info.symbol, "cross",
my_order_info.orderType, "fok",
my_order_info.amount,
my_order_info.offset,
my_order_info.price)
except Exception as e:
logger.error("***trade:%s" % e)
if result is not None and result.get('code') == "0" and result.get(
'data'):
logger.info("Order {} {} {} {} {} {}".format(
result['data'][0]['ordId'], my_order_info.symbol,
my_order_info.orderType, my_order_info.price,
my_order_info.amount, from_time_stamp()))
return result['data'][0]['ordId']
else:
logger.error("order failed！{} {} {} {} {}".format(
my_order_info.symbol, my_order_info.orderType,
my_order_info.price, my_order_info.amount,
round(my_order_info.price * my_order_info.amount, 3)))
return -1
def __init__(self, symbol="", order_type="", price=0, amount=0, base=0, trigger=0):
self.orderId = ""
self.symbol = symbol
self.orderType = order_type
self.price = price
self.totalAmount = amount
self.base = base
self.totalDealAmount = 0
self.amount = 0
self.dealAmount = 0
self.avgPrice = 0
self.transaction = 0
self.count = 0
self.trigger = self.get_trigger(trigger)
self.timestamp = from_time_stamp()
self.canceled = 0
def make_order(cls, my_order_info):
logger.info('-----------------------------------------spot order----------------------------------------------')
result = {}
try:
result = spotAPI.take_order(my_order_info.orderType, my_order_info.symbol, 2, my_order_info.price,
my_order_info.amount)
except Exception as e:
logger.error("***trade:%s" % e)
if result is not None and result.get('result'):
logger.info(
"Order {} {} {} {} {} {}".format(result['order_id'], my_order_info.symbol, my_order_info.orderType,
my_order_info.price, my_order_info.amount,
from_time_stamp()))
return result['order_id']
else:
logger.error(
"order failed！{} {} {} {} {}".format(my_order_info.symbol, my_order_info.orderType, my_order_info.price,
my_order_info.amount,
round(my_order_info.price * my_order_info.amount, 3)))
return -1
def analyze_log():
yy_mm_dd = str(from_time_stamp())[0:10]
order_list = []
f = open(r'log.txt')
line = f.readline()
while line and (line.find(yy_mm_dd) != -1 or line.find("canceled") != -1):
search_canceled = re.search("order ([0-9]+) canceled", line)
if search_canceled:
order_id_canceled = search_canceled.group(1)
for order in order_list:
if order.orderId == order_id_canceled:
order.canceled = 1
else:
order = MyOrderInfo()
order.from_log(line)
order_list.append(order)
line = f.readline()
f.close()
order_list = order_list[::-1]
return order_list
def make_order(self, my_order_info):
print(
u'\n-------------------------------------------spot order------------------------------------------------'
)
try:
result = send_order(self.ACCOUNT_ID, my_order_info.amount,
my_order_info.symbol, my_order_info.orderType,
my_order_info.price)
except Exception as e:
print("***send_order:%s" % e)
send_email("%s:send_order failed:%s" % (my_order_info.symbol, e))
result = self.check_order_list(my_order_info)
if result is not None and result.get('status') == 'ok':
print("OrderId", result['data'], my_order_info.symbol,
my_order_info.orderType, my_order_info.price,
my_order_info.amount, " ", from_time_stamp())
return result['data']
else:
print("order failed！", my_order_info.symbol,
my_order_info.orderType, my_order_info.price,
my_order_info.amount)
return "-1"
def analyze_log():
yy_mm_dd = str(from_time_stamp())[0:10]
order_list = []
try:
with open(r'log.txt') as f:
line = f.readline()
while line and (line.find(yy_mm_dd) != -1
or line.find("canceled") != -1):
search_canceled = re.search("order ([0-9]+) canceled", line)
if search_canceled:
order_id_canceled = search_canceled.group(1)
for order in order_list:
if order.orderId == order_id_canceled:
order.canceled = 1
else:
order = MyOrderInfo()
order.from_log(line)
order_list.append(order)
line = f.readline()
order_list = order_list[::-1]
except FileNotFoundError:
logger.info("LogNotFound!")
return order_list
def make_order(cls, my_order_info):
print(
u'\n-------------------------------------------spot order------------------------------------------------'
)
result = {}
try:
result = okcoinSpot.trade(my_order_info.symbol,
my_order_info.orderType,
my_order_info.price,
my_order_info.amount)
except Exception as e:
print("***trade:%s" % e)
if result is not None and result.get('result'):
print("OrderId", result['order_id'], my_order_info.symbol,
my_order_info.orderType, my_order_info.price,
my_order_info.amount, " ", from_time_stamp())
return result['order_id']
else:
print("order failed！", my_order_info.symbol,
my_order_info.orderType, my_order_info.price,
my_order_info.amount,
round(my_order_info.price * my_order_info.amount, 3))
return -1
def generate_email(order_list):
symbols = json.loads(config.get("trade", "symbol"))
email_content = "<html>\n<body>\n<div>"
email_content += "\n<h2>收益统计 {}</h2>".format(str(from_time_stamp())[0:10])
# 交易币种
for symbol in symbols:
order_list_symbol = list(filter(lambda x: True if x.symbol == symbol else False, order_list))
# 总交易次数
trx_count_total = len(order_list_symbol)
# 策略交易次数
trx_count_valid = 0
# 策略交易次数（买）
trx_count_valid_buy = 0
# 策略交易次数（卖）
trx_count_valid_sell = 0
# 反转触发次数
trx_count_reverse = 0
# 插针触发次数
trx_count_needle = 0
# 部分成交撤单次数
trx_count_canceled = 0
# 总成交金额
trx_usdt_total = 0
# 总成交数量
trx_quantity_total = 0
# 总成交数量（买）
trx_quantity_buy = 0
# 总成交数量（卖）
trx_quantity_sell = 0
# 总交易均价
trx_price_avg = 0
# 余额变化
usdt_change = 0
# 持仓变化
quantity_change = 0
# 持仓增减均价
quantity_change_price = 0
# 理论收益
reward_weight_usdt = 0
# 吃单费率
fee_rate = 0.0015
# 点卡消耗
points_consume = 0
# 交易单
order_sheet = ""
for order in order_list_symbol:
order_sheet += "\n<p>" + order.__str__() + "</p>"
if order.canceled == 0:
trx_count_valid += 1
if order.orderType == "buy":
trx_count_valid_buy += 1
trx_quantity_buy += order.totalAmount
else:
trx_count_valid_sell += 1
trx_quantity_sell += order.totalAmount
if order.trigger == "reverse":
trx_count_reverse += 1
elif order.trigger == "needle":
trx_count_needle += 1
trx_usdt_total += abs(order.transaction)
trx_quantity_total += order.totalAmount
usdt_change += order.transaction
reward_weight_usdt += order.count
else:
trx_count_canceled += 1
if trx_quantity_total != 0:
trx_price_avg = trx_usdt_total / trx_quantity_total
quantity_change = trx_quantity_buy - trx_quantity_sell
if usdt_change > 0 and quantity_change > 0:
quantity_change_price = -trx_price_avg
else:
if quantity_change != 0:
quantity_change_price = abs(usdt_change / quantity_change)
points_consume = trx_usdt_total * fee_rate
if quantity_change >= 0:
change_type = "增"
else:
change_type = "减"
email_content += "\n<div>"
email_content += "\n<h3>%s</h3>" % symbol
email_content += "\n<table>"
email_content += get_tr("总交易次数", trx_count_total)
email_content += get_tr("部分成交撤单次数", trx_count_canceled)
email_content += get_tr("策略交易次数", trx_count_valid)
email_content += get_tr("策略交易次数（买）", trx_count_valid_buy)
email_content += get_tr("策略交易次数（卖）", trx_count_valid_sell)
email_content += get_tr("反转触发次数", trx_count_reverse)
email_content += get_tr("插针触发次数", trx_count_needle)
email_content += get_tr("总成交金额$", trx_usdt_total)
email_content += get_tr("总成交数量", trx_quantity_total)
email_content += get_tr("总成交数量（买）", trx_quantity_buy)
email_content += get_tr("总成交数量（卖）", trx_quantity_sell)
email_content += get_tr("总交易均价$", trx_price_avg)
email_content += get_tr("余额变化$", usdt_change)
email_content += get_tr("持仓变化", quantity_change)
email_content += get_tr("{}仓均价$".format(change_type), quantity_change_price)
email_content += get_tr("理论收益$", reward_weight_usdt)
email_content += get_tr("点卡消耗", points_consume)
email_content += "\n</table>"
email_content += "\n</div><br/>"
email_content += "\n<h4>交易单</h4>"
email_content += "\n<div>" + order_sheet + "\n</div>"
email_content += "\n</div>\n</body>\n</html>"
return email_content
