def sell(self, symbol_exchange, price, qty):
"""
:param symbol_exchange: "BTC/USDT.binance"
:param price: 限价
:param qty: 数量
:return:
"""
exchange = symbol_exchange.split('.')[1]
symbol = symbol_exchange.split('.')[0]
base_currency = symbol.split('/')[0].lower() # btc 基础货币
quote_currency = symbol.split('/')[1].lower() # usdt 计价货币
if not isinstance(price, (int, float)) or np.isnan(price):
raise Errors.INVALID_PRICE
if not isinstance(qty, (int, float)) or np.isnan(qty):
raise Errors.INVALID_AMOUNT
# 低于current_price才能卖出，高于current_price才能买入
current_price = self.context.get_price(symbol_exchange)
if price > current_price:
logger.debug('限价单价格需要小于等于市场价才能卖出,卖出失败.')
return
if base_currency not in self.current_position.keys():
# logger.debug('没有 {} 资产,卖出失败.'.format(base_currency))
return
qty = math.floor(qty * 100000000) / 100000000
price = math.floor(price * 100000000) / 100000000
amount = math.floor((qty * price) * 100000000) / 100000000
# 判断是否有足够资金下单
if self.current_position[base_currency].detail()['available'] < qty:
# logger.debug('{} 不足,卖出失败.'.format(base_currency))
return
# 判断是否小于最下下单精度、最小下单金额
min_order_qty = self.context.min_order[exchange][
symbol.lower()]['min_order_qty']
min_order_amount = self.context.min_order[exchange][
symbol.lower()]['min_order_qty']
if qty < min_order_qty:
logger.debug('不足下单最小精度 {} {},卖出失败.'.format('%.6f' % min_order_qty,
base_currency.upper()))
return
if amount < min_order_amount:
logger.debug('不足下单最小金额 {} {},卖出失败.'.format(
'%.6f' % min_order_amount, quote_currency.upper()))
return
# 下单
order = Order(self.context, self.name, symbol, self.exchange,
self.asset_class, 'sell', 'limit', price, qty)
order_id = order['id']
self.history_orders[order_id] = order
order_update_position(self.context, self.current_position,
order['side'], exchange, symbol, price, qty)
match_engine(self.current_position, self.context, order)
if not self.orders or self.orders[0][
'create_time'] == self.context.current_datetime():
self.orders.append(order.detail())
# logger.debug('{} 卖出成功! 价格:{} 数量:{}'.format(base_currency, price, qty))
# return order.detail()
return order_id
def buy_pct(self, symbol_exchange, price, pct):
"""
:param symbol_exchange: "BTC/USDT.binance"
:param price: 限价
:param pct: 买入资产百分比的数量
:return:
"""
exchange = symbol_exchange.split('.')[1]
symbol = symbol_exchange.split('.')[0]
base_currency = symbol.split('/')[0].lower() # btc 基础货币
quote_currency = symbol.split('/')[1].lower() # usdt 计价货币
if not isinstance(price, (int, float)) or np.isnan(price):
raise Errors.INVALID_PRICE
if quote_currency not in self.current_position.keys():
logger.debug('没有 {} 资产,买入失败.'.format(quote_currency))
return
quote_min_amount = self.context.min_order[exchange][
symbol.lower()]['min_order_amount']
if self.current_position[quote_currency].detail(
)['available'] < quote_min_amount:
logger.debug('{} 不足下单最小精度 {} {},买入失败.'.format(
quote_currency, quote_min_amount, quote_currency.upper()))
return
qty = math.floor(
(self.current_position[quote_currency].detail()['available'] * pct)
/ price * 1000000) / 1000000
if not isinstance(qty, (int, float)) or np.isnan(qty):
raise Errors.INVALID_AMOUNT
# 低于current_price才能卖出，高于current_price才能买入
current_price = self.context.get_price(symbol_exchange)
if price < current_price:
logger.debug('限价单价格需要大于等于市场价才能买入,买入失败.')
return
price = math.floor(price * 1000000) / 1000000
order = Order(self.context, self.name, symbol, self.exchange,
self.asset_class, 'buy', 'limit', price, qty)
order_id = order['id']
self.history_orders[order_id] = order
order_update_position(self.context, self.current_position,
order['side'], exchange, symbol, price, qty)
match_engine(self.current_position, self.context, order)
if not self.orders or self.orders[0][
'create_time'] == self.context.current_datetime():
self.orders.append(order.detail())
# logger.debug('{} 买入成功! 价格:{} 数量:{}'.format(base_currency,price,qty))
# return order.detail()
return order_id
def sell_pct(self, symbol_exchange, price, pct):
"""
:param symbol_exchange: "BTC/USDT.binance"
:param price: 限价
:param pct: 卖出资产百分比的数量
:return:
"""
exchange = symbol_exchange.split('.')[1]
symbol = symbol_exchange.split('.')[0]
base_currency = symbol.split('/')[0].lower() # btc 基础货币
# quote_currency = symbol.split('/')[1].lower() # usdt 计价货币
if not isinstance(price, (int, float)) or np.isnan(price):
raise Errors.INVALID_PRICE
if not isinstance(pct, (int, float)) or np.isnan(pct):
raise Errors.INVALID_AMOUNT
if base_currency not in self.current_position.keys():
logger.warning('没有 {} 资产,卖出失败.'.format(base_currency))
return
base_min_qty = self.context.min_order[exchange][
symbol.lower()]['min_order_qty']
if self.current_position[base_currency].detail(
)['available'] < base_min_qty:
logger.warning('{} 不足下单最小精度 {} {},卖出失败.'.format(
base_currency, '%.6f' % base_min_qty, base_currency.upper()))
return
# 低于current_price才能卖出，高于current_price才能买入
current_price = self.context.get_price(symbol_exchange)
if price > current_price:
logger.warning('限价单价格需要小于等于市场价才能卖出,卖出失败.')
return
qty = math.floor(
(self.current_position[base_currency].detail()['available'] * pct)
* 1000000) / 1000000
price = math.floor(price * 1000000) / 1000000
order = Order(self.context, self.name, symbol, self.exchange,
self.asset_class, 'sell', 'limit', price, qty)
order_id = order['id']
self.history_orders[order_id] = order
order_update_position(self.context, self.current_position,
order['side'], exchange, symbol, price, qty)
match_engine(self.current_position, self.context, order)
if not self.orders or self.orders[0][
'create_time'] == self.context.current_datetime():
self.orders.append(order.detail())
logger.info('{} 卖出成功! 价格:{} 数量:{}'.format(base_currency, price, qty))
# return order.detail()
return order_id