def check_order_in_db(symbol, buy_sell, price, db_program_id):
cursor = db.cursor()
#print(symbol, buy_sell, price)
sql = "SELECT * FROM deal_table \
WHERE symbol='%s' and buy_sell=%d and program=%d" % (symbol, buy_sell, db_program_id)
#print(sql)
try:
cursor.execute(sql)
results = cursor.fetchall()
for row in results:
id = row[0]
orderid = row[1]
symbol = row[2]
buy_sell = row[3]
db_price = row[4]
#amount = row[4]
#print("id=%s, orderid=%s, symbol=%s, buy_sell=%s, price=%s, amount=%s" % \
# (id, orderid, symbol, buy_sell, price, amount))
if price == db_price:
return orderid
else:
send_email("HB: " + "check_order_in_db error ", "price %.*f is different with db_price %.*f"% (price_print_format, price, price_print_format, db_price))
return 0
except:
#print("Error: unable to fecth data")
return 0
def callback(upd_event: 'OrderUpdateEvent'):
print("---- order update : ----")
#upd_event.print_object()
try:
b = __Autonomy__()
current = sys.stdout
sys.stdout = b
upd_event.print_object()
sys.stdout = current
order_type = get_value("Order Type", b._buff)
price = get_value("Trade Price", b._buff)
order_state = get_value("Order State", b._buff)
order_symbol = get_value("Symbol", b._buff)
order_id = get_value("Order Id", b._buff)
amount = get_value("Trade Volume", b._buff)
order_type = get_first_value(order_type)
order_state = get_first_value(order_state)
order_symbol = get_first_value(order_symbol)
price = get_first_value(price)
price = price if price == "" else float(price)
order_id = int(get_first_value(order_id))
amount = get_first_value(amount)
amount = amount if amount == "" else float(amount)
print(b._buff)
if order_type == "sell-limit":
order_type = "sell"
elif order_type == "buy-limit":
order_type = "buy"
if order_state == "filled":
order_state = "done"
elif order_state == "partial-filled":
order_state = "part done"
if price or amount:
order_info = "%s, %s, price=%s, Volume=%s" % (
order_type, order_state, price, amount)
else:
order_info = "%s, %s" % (order_type, order_state)
print(order_info)
current = sys.stdout
a = __Autonomy__()
sys.stdout = a
print(b._buff)
print("\n===== check SUBMITTED order =====\n")
get_orders(order_symbol)
sys.stdout = current
send_email("HB: " + order_info, a._buff)
except Exception as e:
print("callback ExecuteError", e)
def loop_handle():
last_price = get_current_price('btcusdt')
while (1):
current_price = get_current_price('btcusdt')
if current_price == 0:
time.sleep(1)
continue
elif last_price - current_price >= 300:
#report
send_email(
"BTC price: -- " + "%.1f <-- %.1f " %
(current_price, last_price), "no content")
last_price = current_price
elif current_price - last_price >= 300:
#report
send_email(
"BTC price: ++ " + "%.1f <-- %.1f " %
(current_price, last_price), "no content")
last_price = current_price
print("btc price", current_price, last_price)
time.sleep(loop_time)
def get_current_price(symbol):
try:
market_client = MarketClient()
depth_size = 2
depth = market_client.get_pricedepth(symbol, DepthStep.STEP0,
depth_size)
#LogInfo.output("---- Top {size} bids ----".format(size=len(depth.bids)))
i = 0
if not depth:
return 0
for entry in depth.bids:
i += 1
if i == 1:
first_price = entry.price
return first_price
#LogInfo.output(str(i) + ": price: " + str(entry.price) + ", amount: " + str(entry.amount))
except Exception as e:
print("ExecuteError in get_current_price", e)
send_email(
"HB: " + "get_current_price Exception ",
"you can have a check if it is break or not after using pass!")
pass
return 0
symbol, each_amount)
elif execute_result and not execute_num:
created_success = create_my_order(buy_price, sell_price, symbol,
each_amount)
else:
logger.info("most probably failed to execute here")
logger.info(
"each_amount = %f, current_prince=%f, buy price:%r, Let me sleep for one minute..."
% (each_amount, current_price, price_points))
print_current_price_buy_sell_state()
print("current price:", current_price)
logger.info("len(state_points) = %d, len(price_points) = %d" %
(len(state_points), len(price_points)))
price_list = []
for price in price_points:
if price not in state_points:
price_list.append(price)
if len(price_list):
print("ISSUE: please check, no state price list:", price_list)
send_email("HB: " + "ISSUE some price state goes wrong",
','.join('%s' % id for id in price_list))
print(
"======================================================================================================================="
)
time.sleep(30)
def error_handler(exception: 'HuobiApiException'):
send_email("HB: " + "subscribe error happened", exception)
def loop_handle():
q = queue.Queue()
eq = queue.Queue()
minute_price_q = queue.Queue()
steps_dec = 10
q_accu_dec = 0
eq_accu_dec = 0
steps_inc = 10
q_accu_inc = 0
eq_accu_inc = 0
current_price = get_current_price(symbol)
q_accu_inc_start = current_price
q_accu_dec_start = current_price
eq_accu_inc_start = current_price
eq_accu_dec_start = current_price
buying = 0
selling = 0
order_timeout_checking = 0
big_drop_flag = False
big_drop_flag_time_out = 0
minute_control = 0
minute_percent = ""
global big_change_threhold
global diff_space_buy
global diff_space_sell
global deal_space
global accu_buy
global usdt_amount
global price_list
global buy_order_ongoing
global sell_order_ongoing
global f_trade_done
global total_buy_times
global just_buy_time_out
cur_time = time.strftime("%Y-%m-%d", time.localtime())
log_file = "log/auto-hunter-price-big-change-%s-%s.txt"%(balance_name,cur_time)
f_price_big_change = open(log_file, mode='a')
while (1):
lock.acquire()
current_price = get_current_price(symbol)
if current_price == 0:
time.sleep(1)
continue
buy_price = get_previous_price(price_list)
if buy_price !=0:
cal_price = buy_price
else:
cal_price = current_price
diff_space_sell_val = diff_space_sell*cal_price/100
deal_space_val = deal_space*cal_price/100
diff_space_buy_val = diff_space_buy*cal_price/100
accu_buy_val = accu_buy*cal_price/100
already_buy_times = len(price_list)
put_into_queue(q, current_price, price_q_eq_size)
q_order, q_even, q_diff = order_even_value(q)
if minute_control == 0:
put_into_queue(minute_price_q, q_even, minute_price_q_size)
minute_control += 1
elif minute_control >= 20:
minute_control = 0
else:
minute_control += 1
put_into_queue(eq, q_even, price_q_eq_size)
eq_order, eq_even, eq_diff = order_even_value(eq)
big_change_str = ""
showgap = ""
qstr=""
eqstr=""
q_diff_percent = q_diff *100 /q_even
eq_diff_percent = eq_diff *100/eq_even
if big_drop_flag:
if big_drop_flag_time_out:
big_drop_flag_time_out = big_drop_flag_time_out -1
else:
big_drop_flag = False
if just_buy_time_out>0:
just_buy_time_out = just_buy_time_out -1
if q_diff_percent > big_change_threhold:
big_change_str = "Q-UPUPUP %.2f%% "%(q_diff_percent)
output_to_log_file(f_price_big_change, "Q-UPUPUP: %.2f%%, q_even:%.*f, q_diff=%.*f"%(q_diff_percent, price_print_format, q_even, price_print_format,q_diff))
big_drop_flag = False
elif q_diff_percent < -big_change_threhold:
big_change_str = "Q-DOWNDOWN %.2f%% "%(q_diff_percent)
big_drop_flag = True
big_drop_flag_time_out = BIG_DROP_TIME
output_to_log_file(f_price_big_change, "Q-DOWNDOWN: %.2f%%, q_even:%.*f, q_diff=%.*f"%(q_diff_percent, price_print_format, q_even, price_print_format,q_diff))
if eq_diff_percent > big_change_threhold:
big_change_str += "EQ-UPUPUP %.2f%% "%(eq_diff_percent)
output_to_log_file(f_price_big_change, "EQ-UPUPUP: %.2f%%, eq_even:%.*f, eq_diff=%.*f"%(eq_diff_percent, price_print_format,eq_even, price_print_format,eq_diff))
big_drop_flag = False
elif eq_diff_percent < -big_change_threhold:
big_change_str += "EQ-DOWNDOWN %.2f%% "%(eq_diff_percent)
big_drop_flag = True
big_drop_flag_time_out = BIG_DROP_TIME
output_to_log_file(f_price_big_change, "EQ-DOWNDOWN: %.2f%%, eq_even:%.*f, eq_diff=%.*f"%(eq_diff_percent, price_print_format, eq_even, price_print_format, eq_diff))
if buy_order_ongoing:
#orderid = check_order_in_db(symbol, , buying, db_program_id)
if not orderid:
printme_warning("buy %.*f is not found in local DB!!!"% (price_print_format, buying))
send_email("HB: " + "buy_order_ongoing error ", "buy %.*f is not found in local DB!!!"% (price_print_format, buying))
#buy_order_ongoing = False #好像有问题，这里会导致再次购买，所以把这个注释掉先
if order_timeout_checking > 1 :
order_timeout_checking -= 1
else:
order_timeout_checking = 0
printme("canceling buy order id %d"%orderid)
cancel_order_and_restore_system(symbol, orderid)
buy_order_ongoing = False
buying = 0
if sell_order_ongoing:
orderid = check_order_in_db(symbol, sell_db_flag, selling, db_program_id)
if not orderid:
printme_warning("sell %.*f is not found in local DB!!!"% (price_print_format, selling))
send_email("HB: " + "sell_order_ongoing error ", "sell %.*f is not found in local DB!!!"% (price_print_format, selling))
#sell_order_ongoing = False
if order_timeout_checking > 1 :
order_timeout_checking -= 1
else:
order_timeout_checking = 0
printme("canceling sell order id %d"%orderid)
cancel_order_and_restore_system(symbol, orderid)
sell_order_ongoing = False
selling = 0
if q_order == inc_order_flag:
q_accu_inc += 1
if q_accu_inc == 1:
q_accu_inc_start = get_last_second_value(q)
elif q_accu_inc == 0:
q_accu_inc_start = current_price
qstr = "Q is ++ adiff:%.*f Qdiff:%.*f %.2f%%"%(price_print_format, current_price-q_accu_inc_start, price_print_format, q_diff, q_diff_percent)
if just_buy_time_out == 0 and (q_accu_dec_start-current_price > accu_buy_val or buy_price > current_price + buy_space_times_if_cannot_meet_accu_buy*diff_space_buy_val) and already_buy_times < total_buy_times and not buy_order_ongoing and q_accu_dec >= steps_dec and (buy_price > current_price + diff_space_buy_val or buy_price==0):
if (already_buy_times + last_several_times_restrict >= total_buy_times and (big_drop_flag or buy_price > current_price + buy_space_times_if_cannot_meet_big_drop*diff_space_buy_val)) or already_buy_times + last_several_times_restrict < total_buy_times:
ret = handle_buy_order(symbol, current_price, usdt_amount)
if ret:
buy_order_ongoing = True
buying = current_price
order_timeout_checking = ORDER_TIMEOUT_LOOP_TIMES
buy_policy_analyse(f_trade_done, "Q", q_accu_dec_start, big_drop_flag, current_price, already_buy_times, total_buy_times, buy_price, q_accu_dec, q_accu_inc, qstr, q, eq_accu_dec, eq_accu_inc, eqstr, eq,big_drop_flag_time_out, big_change_str, showgap, diff_space_sell_val, diff_space_sell, deal_space_val, deal_space, diff_space_buy_val, diff_space_buy, usdt_amount,accu_buy_val, accu_buy, price_list)
elif already_buy_times + last_several_times_restrict >= total_buy_times and not big_drop_flag:
output_to_log_file(f_trade_done, "CANCEL Q buy for last times %d/%d, no big drop. cur_price:%.*f diff:%.*f"%(already_buy_times, total_buy_times, price_print_format, current_price, price_print_format, buy_price - current_price))
if q_accu_inc >= 2:
q_accu_dec = 0
elif q_order == dec_order_flag:
q_accu_dec += 1
if q_accu_dec == 1:
q_accu_dec_start = get_last_second_value(q)
elif q_accu_dec == 0:
q_accu_dec_start = current_price
qstr = "Q is -- adiff:%.*f Qdiff:%.*f %.2f%%"%(price_print_format,current_price-q_accu_dec_start, price_print_format,q_diff, q_diff_percent)
if not sell_order_ongoing and current_price-buy_price > diff_space_sell_val and buy_price:
ret = handle_sell_order(symbol, current_price, usdt_amount, buy_price)
if ret:
sell_order_ongoing = True
selling = current_price
order_timeout_checking = ORDER_TIMEOUT_LOOP_TIMES
sell_policy_analyse(f_trade_done, "Q", q_accu_inc_start, big_drop_flag, current_price, already_buy_times, total_buy_times, buy_price, q_accu_dec, q_accu_inc, qstr, q, eq_accu_dec, eq_accu_inc, eqstr, eq,big_drop_flag_time_out, big_change_str, showgap, diff_space_sell_val, diff_space_sell, deal_space_val, deal_space, diff_space_buy_val, diff_space_buy, usdt_amount,accu_buy_val, accu_buy, price_list)
if q_accu_dec >= 2:
q_accu_inc = 0
else:
qstr = " Qdiff:%.*f %.2f%%"%(price_print_format,q_diff, q_diff_percent)
if not sell_order_ongoing and current_price - buy_price > deal_space_val and buy_price:
ret = handle_sell_order(symbol, current_price, usdt_amount, buy_price)
if ret:
sell_order_ongoing = True
selling = current_price
order_timeout_checking = ORDER_TIMEOUT_LOOP_TIMES
if eq_accu_inc_start < q_accu_inc_start:
inc_start = eq_accu_inc_start
which_queue = "EQ"
else:
inc_start = q_accu_inc_start
which_queue = "Q"
sell_policy_analyse(f_trade_done, which_queue, inc_start, big_drop_flag, current_price, already_buy_times, total_buy_times, buy_price, q_accu_dec, q_accu_inc, qstr, q, eq_accu_dec, eq_accu_inc, eqstr, eq,big_drop_flag_time_out, big_change_str, showgap, diff_space_sell_val, diff_space_sell, deal_space_val, deal_space, diff_space_buy_val, diff_space_buy, usdt_amount,accu_buy_val, accu_buy, price_list)
if eq_order == inc_order_flag:
eq_accu_inc += 1
if eq_accu_inc == 1:
eq_accu_inc_start = get_last_second_value(q)
elif eq_accu_inc == 0:
eq_accu_inc_start = current_price
eqstr = "EQ is ++ adiff:%.*f EQdiff:%.*f %.2f%%" %(price_print_format, current_price-eq_accu_inc_start, price_print_format, eq_diff, eq_diff_percent)
if just_buy_time_out == 0 and (eq_accu_dec_start-current_price > accu_buy_val or buy_price > current_price + buy_space_times_if_cannot_meet_accu_buy*diff_space_buy_val) and already_buy_times < total_buy_times and not buy_order_ongoing and eq_accu_dec >= steps_dec and (buy_price > current_price + diff_space_buy_val or buy_price==0):
if (already_buy_times + last_several_times_restrict >= total_buy_times and (big_drop_flag or buy_price > current_price + buy_space_times_if_cannot_meet_big_drop*diff_space_buy_val)) or already_buy_times + last_several_times_restrict < total_buy_times:
ret = handle_buy_order(symbol, current_price, usdt_amount)
if ret:
buy_order_ongoing = True
buying = current_price
order_timeout_checking = ORDER_TIMEOUT_LOOP_TIMES
buy_policy_analyse(f_trade_done, "EQ", eq_accu_dec_start, big_drop_flag, current_price, already_buy_times, total_buy_times, buy_price, q_accu_dec, q_accu_inc, qstr, q, eq_accu_dec, eq_accu_inc, eqstr, eq,big_drop_flag_time_out, big_change_str, showgap, diff_space_sell_val, diff_space_sell, deal_space_val, deal_space, diff_space_buy_val, diff_space_buy, usdt_amount,accu_buy_val, accu_buy, price_list)
elif already_buy_times + last_several_times_restrict >= total_buy_times and not big_drop_flag:
output_to_log_file(f_trade_done, "CANCEL EQ buy for last times %d/%d, no big drop. cur_price:%.*f diff:%.*f"%(already_buy_times, total_buy_times, price_print_format, current_price, price_print_format, buy_price - current_price))
if eq_accu_inc >= 2:
eq_accu_dec = 0
elif eq_order == dec_order_flag:
eq_accu_dec += 1
if eq_accu_dec == 1:
eq_accu_dec_start = get_last_second_value(q)
elif eq_accu_dec == 0:
eq_accu_dec_start = current_price
eqstr = "EQ is -- adiff:%.*f EQdiff:%.*f %.2f%%"%(price_print_format, current_price-eq_accu_dec_start, price_print_format, eq_diff, eq_diff_percent)
if not sell_order_ongoing and (current_price-buy_price) > diff_space_sell_val and buy_price:
ret = handle_sell_order(symbol, current_price, usdt_amount, buy_price)
if ret:
sell_order_ongoing = True
selling = current_price
order_timeout_checking = ORDER_TIMEOUT_LOOP_TIMES
sell_policy_analyse(f_trade_done, "EQ", eq_accu_inc_start, big_drop_flag, current_price, already_buy_times, total_buy_times, buy_price, q_accu_dec, q_accu_inc, qstr, q, eq_accu_dec, eq_accu_inc, eqstr, eq,big_drop_flag_time_out, big_change_str, showgap, diff_space_sell_val, diff_space_sell, deal_space_val, deal_space, diff_space_buy_val, diff_space_buy, usdt_amount,accu_buy_val, accu_buy, price_list)
if eq_accu_dec >= 2:
eq_accu_inc = 0
else:
eqstr = " EQdiff:%.*f %.2f%%"%(price_print_format, eq_diff, eq_diff_percent)
if not sell_order_ongoing and current_price-buy_price > deal_space_val and buy_price:
ret = handle_sell_order(symbol, current_price, usdt_amount, buy_price)
if ret:
sell_order_ongoing = True
selling = current_price
order_timeout_checking = ORDER_TIMEOUT_LOOP_TIMES
if eq_accu_inc_start < q_accu_inc_start:
inc_start = eq_accu_inc_start
which_queue = "EQ"
else:
inc_start = q_accu_inc_start
which_queue = "Q"
sell_policy_analyse(f_trade_done, which_queue, inc_start, big_drop_flag, current_price, already_buy_times, total_buy_times, buy_price, q_accu_dec, q_accu_inc, qstr, q, eq_accu_dec, eq_accu_inc, eqstr, eq,big_drop_flag_time_out, big_change_str, showgap, diff_space_sell_val, diff_space_sell, deal_space_val, deal_space, diff_space_buy_val, diff_space_buy, usdt_amount,accu_buy_val, accu_buy, price_list)
showgap = ""
if buy_price:
showgap = "%.*f"%(price_print_format, current_price-buy_price)
if buy_order_ongoing:
printme("buying %.*f"%(price_print_format,buying))
if sell_order_ongoing:
printme("selling %.*f"%(price_print_format,selling))
if qstr or eqstr:
printme("--%d/++%d %s %r"%(q_accu_dec, q_accu_inc, qstr, q.queue))
printme("--%d/++%d %s %r"%(eq_accu_dec, eq_accu_inc, eqstr, eq.queue))
else:
printme("cur_price=%.*f"%(price_print_format, current_price))
if big_drop_flag:
printme("BIGDROP:%d %sgap:%s sell/deal=%.*f(%.3f%%)/%.*f(%.3f%%) buy_space=%.*f(%.3f%%) usdt:%d buy_times=%d/%d"%(big_drop_flag_time_out, big_change_str, showgap, price_print_format,diff_space_sell_val, diff_space_sell, price_print_format, deal_space_val, deal_space, price_print_format, diff_space_buy_val, diff_space_buy, usdt_amount,already_buy_times, total_buy_times))
else:
printme("%sgap:%s sell/deal=%.*f(%.3f%%)/%.*f(%.3f%%) buy_space=%.*f(%.3f%%) usdt:%d buy_times=%d/%d"%(big_change_str, showgap, price_print_format, diff_space_sell_val, diff_space_sell, price_print_format, deal_space_val, deal_space, price_print_format, diff_space_buy_val, diff_space_buy, usdt_amount,already_buy_times, total_buy_times))
printme("cur_price=%.*f buy_timeout:%d accu_buy:%.*f/%.2f%% price list: %r"%(price_print_format, current_price, just_buy_time_out, price_print_format, accu_buy_val, accu_buy, price_list))
if minute_control == 1:
minute_percent, five_percent, fifteen_percent, thirty_percent = cal_minute_change_percent(minute_price_q)
printme("last_times:%d %s"%(last_several_times_restrict, minute_percent))
#if qstr or eqstr:
printme("==================================================================================================================\n")
lock.release()
time.sleep(loop_time)
def callback(upd_event: 'OrderUpdateEvent'):
print("---- order update : ----")
#upd_event.print_object()
try:
b = __Autonomy__()
current = sys.stdout
sys.stdout = b
upd_event.print_object()
sys.stdout = current
order_type = get_value("Order Type", b._buff)
price = get_value("Trade Price", b._buff)
order_state = get_value("Order State", b._buff)
amount = get_value("Trade Volume", b._buff)
if len(order_type):
order_type = order_type[0]
else:
order_type = ""
if len(order_state):
order_state = order_state[0]
else:
order_state = ""
if len(price):
price = price[0]
else:
price = ""
if len(amount):
amount = amount[0]
else:
amount = ""
print(b._buff)
if order_type == "sell-limit":
order_type = "sell"
elif order_type == "buy-limit":
order_type = "buy"
if order_state == "filled":
order_state = "done"
elif order_state == "partial-filled":
order_state = "part done"
if price or amount:
order_info = "%s, %s, price=%s, Volume=%s" % (
order_type, order_state, price, amount)
else:
order_info = "%s, %s" % (order_type, order_state)
print(order_info)
current = sys.stdout
a = __Autonomy__()
sys.stdout = a
print(b._buff)
print("\n===== check SUBMITTED order =====\n")
get_orders(['eth3lusdt', 'dogeusdt', 'ethusdt'])
sys.stdout = current
if order_type == "sell" and order_state != "submitted" and order_state != "canceled":
send_email("HB: " + order_info, a._buff)
elif order_type == "buy" and order_state != "submitted" and order_state != "canceled":
send_email("HB: " + order_info, a._buff)
print()
except:
print("ExecuteError")
