def __init__(self, user=BITMEX['test'], sandbox=1):
"""
每次只允许一个请求
"""
self.name = user['name']
self.user = user
self.sandbox = sandbox
self.api_key = user['key']
self.api_secret = user['secret']
self.test_net = user['test_net']
self.session_num = 3
self.orders = {}
# 锁
self.is_lock = 0
# 最小执行锁
self.min_lock = 1
# 最后完成时间
self.last_time = master.mictime()
# 连续错误次数
self.error_time = 0
# 最后错误信息
self.last_error = ''
# 最后错误码
self.last_code = 0
self.dd = None
self.bmxRest = None
self.pub_redis = None
self.redis = None
def wss_action(self, action, table, symbol, data):
master.check_gid()
try:
fullData = self.btWss.data[table][symbol] if table in self.btWss.data and symbol in self.btWss.data[
table] else []
if table == 'margin':
fullData = self.btWss.data[table] if table in self.btWss.data else {}
self.pri_redis.set(table, json.dumps(fullData))
self.pri_redis.set('time', master.mictime())
elif table in self.pri_sub:
self.pri_redis.hset(table, self.symbol, json.dumps(fullData))
self.pri_redis.set('time', master.mictime())
else:
self.pri_redis.hset(table, self.symbol, json.dumps(fullData))
self.pub_redis.set('time', master.mictime())
except:
logging.info('{} pri wss try except'.format(self.name))
master.sysError()
def set_time(self):
self.last_time = master.mictime()
def init(self):
master.set_pro_name(self.PRO_CNAME)
importlib.reload(config.user)
from config.user import USER_CONFIG
self.initUser(USER_CONFIG)
while True:
try:
time.sleep(1)
master.check_gid()
now_time = master.mictime()
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'])]
# 获取策略
strategy = conf['strategy'](user, pub_redis, pri_redis,
symbol)
# 获取开仓订单
orders = strategy.getOrder()
# 沙盒环境
if conf['sandbox'] > 0:
strategy.runBox()
continue
status = pri_redis.get(self.IS_TRUST)
# 60秒仓位日志
if int(now_time / 1000000) % 300 == 0:
logging.info({
'title': 'strategyProcessLog',
'name': name,
'sign': strategy.sign,
'status': status,
'orders': orders,
'data': strategy.data
})
# 用户订单仓位未更新
lastInfo = pri_redis.hget(self.TRUST, 'info')
if not orders or 'info' not in orders or lastInfo == orders[
'info']:
continue
# 正在下单不处理
if status in ['1', '2']:
continue
# 状态为0 新下单
elif status == '0' and len(orders) > 2:
logging.info({
'title': 'strategyCreateOrder',
'name': name,
'sign': strategy.sign,
'status': status,
'orders': orders,
'data': strategy.data
})
pri_redis.hdelete(self.TRUST)
pri_redis.hmset(self.TRUST, orders)
pri_redis.set(self.IS_TRUST, 1)
except:
master.sysError()