def __init__(self, api_key, secret_key, account_id, verbose=False):
super().__init__()
self.account_id = account_id
self.trade_client = TradeClient(api_key=api_key, secret_key=secret_key)
self.account_client = AccountClient(api_key=api_key,
secret_key=secret_key)
self.algo_client = AlgoClient(api_key=api_key, secret_key=secret_key)
self.market_client = MarketClient()
self.holds = {}
self.total_fee = 0
self.stop_loss_threads = []
self.long_order_threads = []
self.latest_timestamp = 0
self.client_id_counter = 0
self.verbose = verbose
self.subscription = None
def __init__(self):
self.api_key = "db8f342a-3540b528-hrf5gdfghe-5e793"
self.secret_key = "366684d9-94c5fdf7-ad3b02a0-446bf"
self.trade_client = TradeClient(api_key=self.api_key,
secret_key=self.secret_key)
self.algo_client = AlgoClient(api_key=self.api_key,
secret_key=self.secret_key)
self.trade_log = pd.DataFrame(
columns=['Time', 'Amount', 'Fee', 'Price', 'Symbol', 'OrderType'])
from huobi.client.algo import AlgoClient
from huobi.constant import *
from huobi.utils import *
symbol_test = "adausdt"
account_id = g_account_id
algo_client = AlgoClient(api_key=g_api_key, secret_key=g_secret_key)
order_id = algo_client.create_order(symbol=symbol_test,
account_id=account_id,
order_side=OrderSide.BUY,
order_type=AlgoOrderType.LIMIT,
order_size=65,
order_price=0.08,
stop_price=0.085,
client_order_id="test004")
LogInfo.output("created order id : {id}".format(id=order_id))
from huobi.client.algo import AlgoClient from huobi.constant import * from huobi.utils import * symbol_test = "adausdt" account_id = g_account_id algo_client = AlgoClient(api_key=g_api_key, secret_key=g_secret_key) result = algo_client.get_order_history(symbol_test, AlgoOrderStatus.TRIGGERED) LogInfo.output_list(result)
from huobi.client.algo import AlgoClient
from huobi.constant import *
from huobi.utils import *
symbol_test = "adausdt"
account_id = g_account_id
orders_to_cancel = ["test003", "test001"]
algo_client = AlgoClient(api_key=g_api_key, secret_key=g_secret_key)
result = algo_client.cancel_orders(orders_to_cancel)
result.print_object()
# order_id = algo_client.create_order(symbol=symbol_test, account_id=account_id, order_type=OrderType.BUY_MARKET, source=OrderSource.API, amount=5.0, price=1.292)
# LogInfo.output("created order id : {id}".format(id=order_id))
#
# order_id = algo_client.create_order(symbol=symbol_test, account_id=account_id, order_type=OrderType.SELL_MARKET, source=OrderSource.API, amount=1.77, price=None)
# LogInfo.output("created order id : {id}".format(id=order_id))
class Trader(BaseTrader):
def __init__(self, api_key, secret_key, account_id, verbose=False):
super().__init__()
self.account_id = account_id
self.trade_client = TradeClient(api_key=api_key, secret_key=secret_key)
self.account_client = AccountClient(api_key=api_key,
secret_key=secret_key)
self.algo_client = AlgoClient(api_key=api_key, secret_key=secret_key)
self.market_client = MarketClient()
self.holds = {}
self.total_fee = 0
self.stop_loss_threads = []
self.long_order_threads = []
self.latest_timestamp = 0
self.client_id_counter = 0
self.verbose = verbose
self.subscription = None
def add_trade_clearing_subscription(self,
symbol,
callback,
error_handler=None):
self.subscription = self.trade_client.sub_trade_clearing(
symbol, callback, error_handler)
return self.subscription
def remove_trade_clearing_subscription(self, subscription):
self.subscription.unsubscribe_all()
def get_balance(self, symbol='usdt'):
balances = self.account_client.get_balance(self.account_id)
for balance in balances:
if balance.currency == symbol:
return float(balance.balance)
def get_balance_pair(self, symbol):
pair = transaction_pairs[symbol]
target, base = pair.target, pair.base
balances = self.account_client.get_balance(self.account_id)
target_balance, base_balance = None, None
for balance in balances:
if balance.currency == target and target_balance is None:
target_balance = float(balance.balance)
elif balance.currency == base and base_balance is None:
base_balance = float(balance.balance)
return target_balance, base_balance
def get_newest_price(self, symbol):
newest_trade = self.market_client.get_market_trade(symbol=symbol)[0]
return newest_trade.price
def submit_orders(self, symbol, prices, amounts, order_type):
"""Submit a series of orders to the trader and return their ids.
symbol -- symbol of trading pair
prices -- list of prices of limit orders
amounts -- list of amounts of limit orders
order_type -- OrderType.BUY_LIMIT or OrderType.SELL_LIMIT
"""
client_order_id_header = str(int(time.time()))
order_ids = [
f'{client_order_id_header}{symbol}{i:02d}'
for i in range(len(prices))
]
pair = transaction_pairs[symbol]
price_scale, amount_scale = pair.price_scale, pair.amount_scale
orders = [{
'account_id': self.account_id,
'symbol': symbol,
'order_type': order_type,
'source': OrderSource.API,
'amount':
f'{self.correct_amount(amount, symbol):.{amount_scale}f}',
'price': f'{price:.{price_scale}f}',
'client_order_id': order_id
} for amount, price, order_id in zip(amounts, prices, order_ids)]
results = []
for i in range(0, len(orders), MAX_ORDER_NUM):
create_results = self.trade_client.batch_create_order(
order_config_list=orders[i:i + MAX_ORDER_NUM])
results += create_results
LogInfo.output_list(results)
return results
@staticmethod
def get_normalized_amounts_with_eagerness(num_orders, eagerness=1.0):
amounts = np.geomspace(eagerness**num_orders, 1, num_orders)
return amounts / np.sum(amounts)
@staticmethod
def get_normalized_amounts_with_normal_distr(num_orders, skewness=1.0):
amounts = np.linspace(-skewness, skewness, num_orders)
amounts = stats.norm.pdf(amounts, 0, 1)
amounts += amounts.min()
return amounts / np.sum(amounts)
@staticmethod
def get_normalized_amounts_with_distr(num_orders, distr):
if distr is None:
return Trader.get_normalized_amounts_with_eagerness(
num_orders, 1.0)
elif distr['distr'] == 'geometry':
return Trader.get_normalized_amounts_with_eagerness(
num_orders, distr.get('eagerness', 1.0))
elif distr['distr'] == 'normal':
return Trader.get_normalized_amounts_with_normal_distr(
num_orders, distr.get('skewness', 1.0))
@staticmethod
def get_price_interval(lower_price, upper_price, num_orders, order_type):
if order_type == OrderType.BUY_LIMIT:
prices = np.linspace(upper_price, lower_price, num_orders)
elif order_type == OrderType.SELL_LIMIT:
prices = np.linspace(lower_price, upper_price, num_orders)
else:
raise ValueError(f'Unknown order type {order_type}')
return prices
def generate_buy_queue_orders(self,
symbol,
lower_price,
upper_price,
num_orders,
total_amount=None,
total_amount_fraction=None,
distr=None):
prices = self.get_price_interval(lower_price, upper_price, num_orders,
OrderType.BUY_LIMIT)
normalized_amounts = self.get_normalized_amounts_with_distr(
num_orders, distr)
if total_amount is not None:
amounts = normalized_amounts * total_amount
elif total_amount_fraction is not None:
balance = self.get_balance(
transaction_pairs[symbol].base) * total_amount_fraction
amounts = normalized_amounts * (balance / prices *
normalized_amounts).sum()
else:
raise ValueError(
'One of total_amount or total_amount_fraction should be given')
return self.submit_orders(symbol, prices, amounts, OrderType.BUY_LIMIT)
def create_smart_buy_queue(self,
symbol,
lower_price,
upper_price,
num_orders,
profit=1.05,
total_amount=None,
total_amount_fraction=None,
distr=None):
orders = self.generate_buy_queue_orders(symbol, lower_price,
upper_price, num_orders,
total_amount,
total_amount_fraction, distr)
client_order_id_header = str(int(time.time()))
price_scale = transaction_pairs[symbol].price_scale
algo_order_ids = []
for i, order in enumerate(orders):
client_order_id = f'{client_order_id_header}{symbol}{i:02d}'
order_price = float(order['price']) * profit
stop_price = order_price * 0.999
self.algo_client.create_order(
account_id=self.account_id,
symbol=symbol,
order_side=OrderSide.SELL,
order_type=AlgoOrderType.LIMIT,
order_size=order['amount'],
order_price=f'{order_price:.{price_scale}f}',
stop_price=f'{stop_price:.{price_scale}f}',
client_order_id=client_order_id)
algo_order_ids.append(client_order_id)
return results, orders, algo_order_ids
def cancel_all_algo_orders(self, order_ids):
results = [
self.algo_client.cancel_orders(order_id) for order_id in order_ids
]
return results
def update_timestamp(self):
now = int(time.time())
if now == self.latest_timestamp:
self.client_id_counter += 1
else:
self.latest_timestamp = now
self.client_id_counter = 0
def get_order(self, order_id):
return self.trade_client.get_order(order_id)
def create_order(self,
symbol,
price,
order_type,
amount=None,
amount_fraction=None):
pair = transaction_pairs[symbol]
if amount is None:
if order_type is OrderType.SELL_LIMIT or order_type is OrderType.SELL_MARKET:
amount = self.get_balance(pair.target) * amount_fraction
else:
amount = self.get_balance(pair.base) * amount_fraction
amount = f'{float(amount):.{pair.amount_scale}f}'
if price is not None:
price = f'{float(price):.{pair.price_scale}f}'
self.update_timestamp()
client_order_id = f'{self.latest_timestamp}{symbol}{self.client_id_counter:02d}'
order_id = self.trade_client.create_order(
symbol=symbol,
account_id=self.account_id,
order_type=order_type,
price=price,
amount=amount,
source=OrderSource.API,
client_order_id=client_order_id)
return order_id
@staticmethod
def get_time():
return int(time.time())
def get_previous_prices(self, symbol, window_type, window_size):
candlesticks = self.market_client.get_candlestick(
symbol, window_type, window_size)
return [(cs.id, (cs.open + cs.close) / 2)
for cs in sorted(candlesticks, key=lambda cs: cs.id)]
def create_buy_queue(self,
symbol,
lower_price,
upper_price,
num_orders,
total_amount=None,
total_amount_fraction=None,
distr=None):
newest_price = self.get_newest_price(symbol)
if upper_price > newest_price:
raise ValueError(
'Unable to buy at a price higher the the market price')
if lower_price >= upper_price:
raise ValueError('lower_price should be less than upper_price')
orders = self.generate_buy_queue_orders(symbol, lower_price,
upper_price, num_orders,
total_amount,
total_amount_fraction, distr)
return orders
def create_sell_queue(self,
symbol,
lower_price,
upper_price,
num_orders,
total_amount=None,
total_amount_fraction=None,
distr=None):
newest_price = self.get_newest_price(symbol)
if lower_price < newest_price:
raise ValueError(
'Unable to sell at a price lower the the market price')
if lower_price >= upper_price:
raise ValueError('lower_price should be less than upper_price')
prices = self.get_price_interval(lower_price, upper_price, num_orders,
OrderType.SELL_LIMIT)
normalized_amounts = self.get_normalized_amounts_with_distr(
num_orders, distr)
if total_amount is not None:
amounts = normalized_amounts * total_amount
elif total_amount_fraction is not None:
balance = self.get_balance(
transaction_pairs[symbol].target) * total_amount_fraction
amounts = normalized_amounts * balance
else:
raise ValueError(
'One of total_amount or total_amount_fraction should be given')
return self.submit_orders(symbol, prices, amounts,
OrderType.SELL_LIMIT)
def cancel_orders(self, symbol, order_ids):
cancel_results = []
for i in range(0, len(order_ids), MAX_CANCEL_ORDER_NUM):
cancel_result = self.trade_client.cancel_orders(
symbol, order_ids[i:i + MAX_CANCEL_ORDER_NUM])
cancel_results.append(cancel_result)
return cancel_results
def cancel_all_orders_with_type(self, symbol, order_type):
account_spot = self.account_client.get_account_by_type_and_symbol(
AccountType.SPOT, symbol=None)
orders = self.trade_client.get_open_orders(symbol=symbol,
account_id=account_spot.id,
direct=QueryDirection.NEXT)
sell_order_ids = [
str(order.id) for order in orders if order.type == order_type
]
if len(sell_order_ids) == 0:
return
return self.cancel_orders(symbol, sell_order_ids)
def cancel_all_buy_orders(self, symbol):
return self.cancel_all_orders_with_type(symbol, OrderType.BUY_LIMIT)
def cancel_all_sell_orders(self, symbol):
return self.cancel_all_orders_with_type(symbol, OrderType.SELL_LIMIT)
def sell_all_at_market_price(self, symbol):
return self.create_order(symbol=symbol,
price=None,
order_type=OrderType.SELL_MARKET,
amount_fraction=0.999)
def start_new_stop_loss_thread(self,
symbol,
stop_loss_price,
interval=10,
trailing_order=None):
from stop_loss import StopLoss
thread = StopLoss(symbol, self, stop_loss_price, interval,
trailing_order)
self.stop_loss_threads.append(thread)
def start_long_order_thread(self,
symbol,
buy_price,
profit,
amount=None,
amount_fraction=None,
stop_loss=0.9,
interval=10):
from long_order import LongOrder
thread = LongOrder(symbol, self, buy_price, profit, amount,
amount_fraction, stop_loss, interval)
self.long_order_threads.append(thread)
from huobi.client.algo import AlgoClient from huobi.constant import * from huobi.utils import * symbol_test = "adausdt" account_id = g_account_id algo_client = AlgoClient(api_key=g_api_key, secret_key=g_secret_key) result = algo_client.get_open_orders() LogInfo.output_list(result)