@author: 躺着也挣钱 QQ群 : 422922984 """ import pandas as pd from fcoin3 import Fcoin from datetime import datetime #if python3 use #from fcoin import Fcoin fcoin = Fcoin() fcoin.auth('key ', 'secret') #取K线数据 ft_usdt = fcoin.get_candle('M3', 'ftusdt') #M3 = 分钟线, 取150条数据 # 取得当前账户信息 print(fcoin.get_balance()) # print(fcoin.get_symbols()) print(fcoin.get_currencies()) # #print(fcoin.buy('fteth', 0.0001, 10)) #
class App(): def __init__(self): self.fcoin = Fcoin() self.fcoin.auth(config.api_key, config.api_secret) self.log = Log("") self.symbol = 'ftusdt' self.order_id = None self.dic_balance = defaultdict(lambda: None) self.now_price = 0.0 self.type = 0 self.fee = 0.0 self.count_flag = 0 self.fall_rise = 0 self.buy_price = 0.0 # 正在卖出 self.in_sell = False # 卖出价格 self.sell_price = 0.0 # 价格队列 self.price_queue = [] # 验证是否卖出价格 self.check_sell_price = 0.0 # 总共的增量 self.total_increment = 0.0 # 服务器时间 self.diff_server_time = None stategy_quick.set_app(self) candle_data.set_app(self) def digits(self, num, digit): site = pow(10, digit) tmp = num * site tmp = math.floor(tmp) / site return tmp def get_ticker(self): if self.sell_price is None: self.get_market_ticker() return self.now_price def get_must_sell_ticker(self): if self.sell_price is None: self.get_market_ticker() return self.buy_price def get_must_buy_ticker(self): if self.sell_price is None: self.get_market_ticker() return self.sell_price def get_market_ticker(self): ticker = self.fcoin.get_market_ticker(self.symbol)['data']['ticker'] self.now_price = ticker[0] self.buy_price = ticker[2] self.sell_price = ticker[4] # 获取当前用户持币信息 def get_blance(self): if self.dic_blance is None: self.syn_blance() return self.dic_blance # 同步持币信息 def syn_blance(self): dic_blance = defaultdict(lambda: None) data = self.fcoin.get_balance() if data: for item in data['data']: dic_blance[item['currency']] = balance( float(item['available']), float(item['frozen']), float(item['balance'])) self.dic_blance = dic_blance return dic_blance def save_csv(self, array): with open("data/trade.csv", "a+", newline='') as w: writer = csv.writer(w) writer.writerow(array) def reset_save_attrubute(self): self.now_price = 0.0 self.type = 0 self.fee = 0.0 self.order_id = None # 获取当前服务器时间 def get_server_time(self): if self.diff_server_time is None: self.synchronize_time() return datetime.datetime.fromtimestamp( int((int(datetime.datetime.now().timestamp() * 1000) + self.diff_server_time) / 1000)) # 同步时间 def synchronize_time(self): # self.server_time = datetime.datetime.fromtimestamp(int(self.fcoin.get_server_time() / 1000)) self.diff_server_time = int(self.fcoin.get_server_time()) - int( datetime.datetime.now().timestamp() * 1000) # print(self.diff_server_time) def dateDiffInSeconds(self, date1, date2): timedelta = date2 - date1 return timedelta.days * 24 * 3600 + timedelta.seconds def do_hour(self): self.dic_balance = self.get_blance() ft = self.dic_balance["ft"] usdt = self.dic_balance["usdt"] print('ft:%s usdt:%s' % (ft.available, usdt.available)) if usdt.available > 50: # 买入ft price = self.digits(self.get_must_buy_ticker(), 6) amount = self.digits(usdt.available / price * 0.98, 2) if amount >= 5: self.log.info('buy price--[%s] amout--[%s]' % (price, amount)) data = self.fcoin.buy(self.symbol, price, amount, 'limit') if data: self.order_id = data['data'] self.log.info('buy order success price--[%s] amout--[%s]' % (price, amount)) server_time = self.get_server_time() start_time = server_time.replace(minute=58, second=50, microsecond=0) sleep_seconds = self.dateDiffInSeconds( server_time, start_time) if sleep_seconds > 1: time.sleep(sleep_seconds) self.dic_balance = self.get_blance() ft = self.dic_balance["ft"] usdt = self.dic_balance["usdt"] new_price = price while new_price <= price: new_price = self.digits(self.get_must_sell_ticker(), 6) time.sleep(5) if new_price > price: self.log.info('sell price--[%s] amout--[%s]' % (price, amount)) data = self.fcoin.sell(self.symbol, new_price, amount, 'limit') self.log.info( 'sell order success price--[%s] amout--[%s]' % (new_price, amount)) else: self.sell_ft() # 查找到合理的卖点 def get_sell_point(self): pass def get_sell_count(self): return config.sell_count # 卖出ft def sell_ft(self): # 卖出ft # 1)未持续上涨,直接卖出 # 2)持续上涨,查找高点 if self.get_server_time().minute < 5 and not self.in_sell: self.in_sell = True # 1、查看时间区间是在预期范围 01 if self.get_ticker() > self.check_sell_price: # 2、查找合理点位卖出, data = self.fcoin.sell(self.symbol, self.get_sell_point(), self.get_sell_count(), 'limit') # 让订单卖出 while (True): # 获取订单状态 is_done = True # if is_done: self.sell_done = True break else: # 超过时间判断 # 超过时间重新下单 pass self.in_sell = False def get_buy_point(self): pass def get_sell_count(self): pass # 买入ft,直到买入成功为止 def buy_ft(self): # 根据时间获取买入策略 # 已经超过 # 如果已经超过买入点,默认检测5分钟不够买,下降趋势情况下,超过根据涨跌获取买入点 pass def get_price_queue(self): data = run.fcoin.get_candle("M1", run.symbol) self.price_queue = [] for item in data['data']: self.price_queue.append(item['close']) trades_1 = '#' trades_2 = '#' trades_3 = '#' trades_5 = '#' trades_10 = '#' trades_20 = '#' trades_30 = '#' trades_60 = '#' # 1分钟 new_price = self.price_queue[0] old_price = self.price_queue[1] trades_1 = self.digits((new_price - old_price) / old_price * 100, 6) # 2分钟 new_price = self.price_queue[0] old_price = self.price_queue[2] trades_2 = self.digits((new_price - old_price) / old_price * 100, 6) # 3分钟 new_price = self.price_queue[0] old_price = self.price_queue[3] trades_3 = self.digits((new_price - old_price) / old_price * 100, 6) # 5分钟 new_price = self.price_queue[0] old_price = self.price_queue[5] trades_5 = self.digits((new_price - old_price) / old_price * 100, 6) # 10分钟 new_price = self.price_queue[0] old_price = self.price_queue[10] trades_10 = self.digits((new_price - old_price) / old_price * 100, 6) # 20分钟 new_price = self.price_queue[0] old_price = self.price_queue[20] trades_20 = self.digits((new_price - old_price) / old_price * 100, 6) # 30分钟 new_price = self.price_queue[0] old_price = self.price_queue[30] trades_30 = self.digits((new_price - old_price) / old_price * 100, 6) # 60分钟 new_price = self.price_queue[0] old_price = self.price_queue[60] trades_60 = self.digits((new_price - old_price) / old_price * 100, 6) print( '数据行情(百分比) 1m--[%s] 2m--[%s] 3m--[%s] 5m--[%s] 10m--[%s] 20m--[%s] 30m--[%s] 60m--[%s]' % (str(trades_1), str(trades_2), str(trades_3), str(trades_5), str(trades_10), str(trades_20), str(trades_30), str(trades_60))) def average(self, array): total = 0.0 n = len(array) for num in array: total += num return 1.0 * total / n # 增长量计算 def increment(self): data = self.fcoin.get_candle("H1", run.symbol) for item in data['data']: timeArray = time.localtime(item['id']) otherStyleTime = time.strftime("%Y-%m-%d %H:%M:%S", timeArray) # print("%s ----- %s" % (otherStyleTime, item)) total_increment = 0 for index in range(self.get_server_time().hour): new_price = data['data'][index + 1]['close'] # print(time.strftime("%Y-%m-%d %H:%M:%S", time.localtime(data['data'][index+ 1]['id']))) old_price = data['data'][index + 1 + 24]['close'] total_increment += (new_price - old_price) / old_price self.total_increment = total_increment print(total_increment) pre_date_data = [] max_data = [] min_data = [] cur_hour = self.get_server_time().hour for index in range(24 + cur_hour): cur_data = data['data'][index] pre_date_data.append(cur_data['close']) pre_date_data.append(cur_data['high']) pre_date_data.append(cur_data['low']) max_data.append(cur_data['high']) min_data.append(cur_data['low']) # print(time.strftime("%Y-%m-%d %H:%M:%S", time.localtime(data['data'][index + cur_hour]['id']))) # 变化系数计算 cur_change_data = [] pre_change_data = [] for index in range(12): cur_data = data['data'][index] pre_data = data['data'][index + 24] cur_change_data.append(cur_data['close']) pre_change_data.append(pre_data['close']) change_price = np.average(np.array(cur_change_data)) / np.average( np.array(pre_change_data)) print(change_price) np_data = np.array(pre_date_data) np_data_max = np.array(max_data) np_data_min = np.array(min_data) np_data_max.sort() max_avg_price = np.average(np_data_max[len(np_data_max) - 3:]) np_data_min.sort() min_avg_price = np.average(np_data_min[0:3]) # 极差 # print(ptp(data)) # print(var(data)) # print(std(data)) # print(mean(data) / std(data)) # print(data.min()) # print(median(data)) # print(mean(data)) # print(data) median_data = np.average(np_data) print(np_data) print(median_data) print(max_avg_price) print(min_avg_price) self.check_min_sell_price = ( median_data - (median_data - min_avg_price) * 0.3) * change_price self.check_could_sell_price = ( median_data + (max_avg_price - median_data) * 0.7) * change_price self.check_max_buy_price = ( median_data + (max_avg_price - median_data) * 0.3) * change_price self.check_could_buy_price = ( median_data - (median_data - min_avg_price) * 0.7) * change_price print(self.check_min_sell_price) print(self.check_could_sell_price) print(self.check_max_buy_price) print(self.check_could_buy_price) # 获取区间 def get_interval(self): print(candle_data.get_candle_M1()) # 计算区间 def calculation_interval(self): candle_M1 = candle_data.get_candle_M1() candle_M1_data = candle_M1['data'] for index in range(60): candle_M1_data[60 - 1 - index] # 改为定时任务 def loop(self): stategy_quick.schedule() candle_data.schedule() # 开启卖出线程 # schedule.every(2).seconds.do(self.get_interval) schedule.every(1).seconds.do(self.get_market_ticker) # schedule.every(10).seconds.do(self.sell_ft) # schedule.every(30).seconds.do(self.get_price_queue) # schedule.every(10).seconds.do(self.print_price_queue) while True: schedule.run_pending() time.sleep(1)