def on_error_ws(self, exception_type, exception_value, tb):
text = "".join(
traceback.format_exception(exception_type, exception_value, tb)
)
logging.error(text)
master.ding('{} pri wss 进程终止'.format(self.name))
master.kill_me()
def boxCheckMargin(self):
errMsg = ''
for k, v in self.data['margin'].items():
if v < 0:
errMsg = '沙盒资产计算错误'
# if self.data['margin']['orderCost'] > 0 and len(self.data['order']) == 0:
# errMsg = '沙盒订单资产错误'
maxNum = int(self.data['margin']['allCost'] *
self.data['position']['lv'] *
self.data['market']['lastPrice'] / self.FLOAT_SIZE)
if maxNum < bitmexManage.MIN_NUM:
errMsg = '沙盒全仓已爆仓'
if errMsg:
logging.info({
'id': self.runId,
'errMsg': errMsg,
'orders': self.order,
'data': self.data,
'kline': self.lastKline
})
master.stop()
master.kill_me()
return True
def init(self):
master.set_pro_name(self.PRO_CNAME)
self.initBitmex()
from config.user import USER_CONFIG
for conf in USER_CONFIG:
user = conf['user']
name = user['name']
symbol = conf['symbol']
pri_redis = self.redis[name + str(conf['sandbox'])]
pub_redis = self.redis[conf['site'] + str(user['test_net'])]
baseBoxDate = bitmexSandbox.KLINE_LIST[0]
# 从沙盒120根基础k线运行时间开始 当前测试k线
s_date = self.dataframe[baseBoxDate].iloc[0:bitmexMarket.
MAX_LINE].index[-1]
# 2019-07-03 11:00:00 5m线 第一个成交
for index, row in self.dataframe[
self.BASE_DATE].loc[s_date:].iterrows():
self.updateNowKline(index, row)
if len(self.kline[baseBoxDate]) < bitmexMarket.MAX_LINE:
continue
if len(self.kline[baseBoxDate]) > bitmexMarket.MAX_LINE:
self.kline[baseBoxDate] = self.kline[baseBoxDate][
-bitmexMarket.MAX_LINE:]
# 获取策略
self.strategy = conf['strategy'](user, pub_redis, pri_redis,
symbol)
self.strategy.realMode = False
self.strategy.backMode = True
if self.strategy.realMode:
sell = row['open']
else:
sell = 0
self.setBitmexMarket(pub_redis, symbol, row['close'], sell)
self.setBitmexKline(pub_redis, symbol)
order = self.strategy.getOrder()
self.strategy.runBox()
# todo 图表观察
# myPlot.kline(self.kline['1h'])
master.stop()
master.kill_me()
def checkRest(self):
try:
# 模拟环境不开启请求
if self.sandbox > 0:
return
if self.is_lock != 0:
return
if self.error_time > 2:
master.sysError()
master.kill_me()
elif self.last_error:
self.dd is not None and self.dd.msg(self.last_error)
self.last_error = ''
orders = self.redis.hgetall(self.TRUST)
status = self.redis.get(self.IS_TRUST)
# 0准备下单 1下单到用户进程 2远程下单 3下单失败
if status == '1':
logging.info({
'title': 'bitmexRestLog status 1',
'self.last_time': self.last_time,
'self.orders': self.orders,
'status': status,
'orders': orders
})
if not orders or 'time' not in orders:
self.log('time not in orders')
return
if self.last_time >= int(orders['time']):
self.log(
'status 1 stop: last_time: {} orders[time]: {}'.format(
self.last_time, orders['time']))
return
# self.log('status 1 start')
self.lock()
self.last_time = int(orders['time'])
self.redis.set(self.IS_TRUST, 2)
self.orders = orders
self.pushOrder()
self.unlock()
# self.log('status 1 end')
elif status == '2':
# self.log('status 2 start')
if len(self.orders) > 2:
logging.info({
'title': 'bitmexRestLog status 2',
'self.last_time': self.last_time,
'self.orders': self.orders,
'status': status,
'orders': orders
})
if self.last_code == 400 or self.last_time - int(
orders['time']) > 30000000:
for key in self.orders.keys():
self.log(
'order fail : del order key {}'.format(key))
# 失败订单不在重试
self.redis.hdel(self.TRUST, key)
self.log('status 2 del key end')
self.redis.set(self.IS_TRUST, 0)
else:
self.lock()
self.pushOrder()
self.unlock()
else:
self.redis.set(self.IS_TRUST, 0)
# self.log('status 2 end')
except:
t, v, tb = sys.exc_info()
text = "".join(traceback.format_exception(t, v, tb))
self.log(text)
self.unlock()
master.sysError()