def update_config(self):
config_json = self.get_config()
# 初始化 API 接口
self._account_api = account.AccountAPI(
config_json["auth"]["api_key"], config_json["auth"]["seceret_key"],
config_json["auth"]["passphrase"], True)
self._spot_api = spot.SpotAPI(config_json["auth"]["api_key"],
config_json["auth"]["seceret_key"],
config_json["auth"]["passphrase"], True)
self._future_api = future.FutureAPI(config_json["auth"]["api_key"],
config_json["auth"]["seceret_key"],
config_json["auth"]["passphrase"],
True)
self._swap_api = swap.SwapAPI(config_json["auth"]["api_key"],
config_json["auth"]["seceret_key"],
config_json["auth"]["passphrase"], True)
# 初始化参数
self._strategy_id = config_json["strategy_id"]
self._k_line_period = config_json["k_line_period"]
self._sampling_num = config_json["sampling_num"]
self._leverage = config_json["leverage"]
self._coin_usdt = config_json["coin_usdt"]
self._coin_usdt_overflow = config_json["coin_usdt_overflow"]
self._insurance = config_json["insurance"]
self._long = config_json["long"]
self._short = config_json["short"]
self._grid = config_json["grid"]
# 计算参数
self._sampling_sum = (self._sampling_num *
(1 + self._sampling_num)) / 2
def __init__(self, pair, api_key, secret_key, passphrase):
self.pair = pair
self.swap_api = swap.SwapAPI(api_key, secret_key, passphrase, False)
self.sell_trigger_status = False
self.buy_trigger_status = False
self.buy_client_oid = None
self.sell_client_oid = None
self.buy_stop_loss_id = None
self.sell_stop_loss_id = None
self.id = 0
self.leverage = None
def __init__(self,
api_key: str,
api_secret: str,
passphrase: str,
is_debug=False):
super().__init__(api_key, api_secret, passphrase, is_debug=is_debug)
self.account_api = account_api.AccountAPI(self.api_key,
self.api_secret,
self.passphrase, False)
self.spot_api = spot_api.SpotAPI(self.api_key, self.api_secret,
self.passphrase, False)
self.margin_api = lever_api.LeverAPI(self.api_key, self.api_secret,
self.passphrase, False)
self.futures_api = futures_api.FutureAPI(self.api_key, self.api_secret,
self.passphrase, False)
self.swap_api = swap_api.SwapAPI(self.api_key, self.api_secret,
self.passphrase, False)
self.options_api = option_api.OptionAPI(self.api_key, self.api_secret,
self.passphrase, False)
self.information_api = information_api.InformationAPI(
self.api_key, self.api_secret, self.passphrase, False)
self.index_api = index_api.IndexAPI(self.api_key, self.api_secret,
self.passphrase, False)
# 公共-获取预估交割价 （20次/2s）
# result = futureAPI.get_estimated_price('')
# 公共-获取平台总持仓量 （20次/2s）
# result = futureAPI.get_holds('')
# 公共-获取当前限价 （20次/2s）
# result = futureAPI.get_limit('')
# 公共-获取标记价格 （20次/2s）
# result = futureAPI.get_mark_price('')
# 公共-获取强平单 （20次/2s）
# result = futureAPI.get_liquidation('', '')
# 公共-获取历史结算/交割记录 （1次/60s）
# result = futureAPI.get_history_settlement('')
# swap api test
# 永续合约API
swapAPI = swap.SwapAPI(api_key, secret_key, passphrase, False)
# 所有合约持仓信息 （1次/10s）
# result = swapAPI.get_position()
# 单个合约持仓信息 （20次/2s）
# result = swapAPI.get_specific_position('')
# 所有币种合约账户信息 （1次/10s）
# result = swapAPI.get_accounts()
# 单个币种合约账户信息 （20次/2s）
# result = swapAPI.get_coin_account('')
# 获取某个合约的用户配置 （5次/2s）
# result = swapAPI.get_settings('')
# 设定某个合约的杠杆 （5次/2s）
# result = swapAPI.set_leverage('', '', '')
# 账单流水查询 （5次/2s）
# result = swapAPI.get_ledger('')
# 下单 （40次/2s）
dictRealizedFutureCoin = {}
dictAvailableFutureCoin = {}
dictPriceDifference = {}
coinSTDList = {}
coinAVGList = {}
coinBigPriceList = {}
priceList = {}
api_key = API_KEY
seceret_key = SECERET_KEY
passphrase = PASSPARASE
futureAPI = future.FutureAPI(api_key, seceret_key, passphrase, True) #登陆期货合约
swapAPI = swap.SwapAPI(api_key, seceret_key, passphrase, True) #登陆永续期货合约
db = pymysql.connect(host=HOST, user=USER, passwd=PASSWORD, db=DBNAME) #连接数据库
count = 0
type = 0 #0未开单，1已开单
while True:
try:
# 定义
dictRealizedFutureCoin = {}
dictAvailableFutureCoin = {}
dictPriceDifference = {}
message = ""
timestamp = {}
coinAVGList = {}
coinBigPriceList = {}
def get_and_store_btc_data():
"""
This script pulls OI, funding and mark price from bitmex, bybit, binance and okex
"""
client = bitmex.bitmex(test=False)
instrument_data = client.Instrument.Instrument_get(
symbol='XBTUSD').result()
mex_mark = round(instrument_data[0][0]["markPrice"], 1) # [USD]
mex_oi = round(instrument_data[0][0]["openInterest"] / 10**6,
3) # [mil USD]
mex_funding = round(instrument_data[0][0]["fundingRate"] * 100, 3) # [%]
# -----------------------------------------------------------
# get data from bybit
client = bybit.bybit(test=False, api_key="", api_secret="")
info = client.Market.Market_symbolInfo(symbol="BTCUSD").result()
info_dict = info[0]["result"][0]
bybit_mark = round(float(info_dict["mark_price"]), 1) # [USD]
bybit_oi = round(int(info_dict["open_interest"]) / 10**6, 3) # [mil USD]
bybit_funding = round(float(info_dict["funding_rate"]) * 100, 3) # [%]
# -----------------------------------------------------------
# get data from binance
request_client = RequestClient(api_key="None",
secret_key="None",
url="https://fapi.binance.com")
binance_oi_api = request_client.get_open_interest(symbol="BTCUSDT")
binance_mark_api = request_client.get_mark_price(symbol="BTCUSDT")
binance_mark = round(binance_mark_api.markPrice, 1) # [USD]
binance_funding = round(binance_mark_api.lastFundingRate * 100,
3) # [mil USD]
binance_oi = round(binance_oi_api.openInterest * binance_mark / 10**6,
3) # [%]
# -----------------------------------------------------------
# get data from okex
api_key = ""
secret_key = ""
passphrase = ""
swap_contract = "BTC-USD-SWAP"
swapAPI = swap.SwapAPI(api_key, secret_key, passphrase)
mark_price_api = swapAPI.get_mark_price(swap_contract)
okex_mark = round(float(mark_price_api["mark_price"]), 1) # [USD]
funding_api = swapAPI.get_funding_time(swap_contract)
okex_funding = round(float(funding_api["funding_rate"]) * 100, 3) # [%]
oi = swapAPI.get_holds(swap_contract)
okex_oi = round(int(oi["amount"]) * 100 / 10**6, 3) # [mil USD]
# -----------------------------------------------------------
# time
time = datetime.datetime.now().strftime(
"%Y-%d-%m %H:%M") # year-day-month hours-minutes-seconds
# -----------------------------------------------------------
# avg mark, cum OI, oi weighted funding
avg_mark = round(
np.average([mex_mark, bybit_mark, binance_mark, okex_mark]),
2) # [USD]
cum_OI = round(np.sum([mex_oi, bybit_oi, binance_oi, okex_oi]),
3) # [mil USD 1000mil => 1bil]
oi_w_funding = round(
(mex_oi * mex_funding + bybit_oi * bybit_funding +
binance_oi * binance_funding + okex_oi * okex_funding) /
(mex_oi + bybit_oi + binance_oi + okex_oi),
3) # [%] => (-) bears are paying, (+) bulls are paying
dis_msg = f"```BTC: mark price: {avg_mark} $ || cum OI: {cum_OI} mil USD || OI w funding {oi_w_funding} %```"
hook.send(dis_msg)
def LogIn(self):
# self.spot = spot.SpotAPI(self.api_key, self.seceret_key, self.passphrase, True)
self.swap = swap.SwapAPI(self.api_key, self.seceret_key,
self.passphrase, True)
def okex():
try:
nowtime = datetime.datetime.now().strftime('%Y-%m-%d %H:%M:%S')
print('\033[0;34;40m\t' + nowtime + ': \033[0m')
zh = ms.ExecQueryALL(
" select keyvalue from tab_accounts where status =1")
if __name__ == '__main__':
for i in zh:
keyvalue = list(i)[0]
account = ms.ExecQueryOne(
" select api_key,seceret_key,passphrase from tab_accounts where keyvalue='" + keyvalue + "' ")
if (account is not None):
api_key = str(account[0])
seceret_key = str(account[1])
passphrase = str(account[2])
row = ms.ExecQueryOne(
"select top 1 * from okex where name='" + keyvalue + "' and DateDiff(dd,create_time,getdate())=1 order by create_time asc ")
# print(row)
lastday = '0'
lastday_btc='0.0'
lastday_eth='0.0'
lastday_eos='0.0'
lastday_etc='0.0'
if (row is not None):
lastday = str(row[1])
lastday_btc = str(row[4])
lastday_eth = str(row[5])
lastday_eos = str(row[6])
lastday_etc = str(row[7])
# sys.exit(0)
# print('\033[0;34;40m\t' + lastday + ': \033[0m')
print('' + keyvalue + ': ')
spotAPI = spot.SpotAPI(api_key, seceret_key, passphrase, True)
spotresult = spotAPI.get_coin_account_info('USDT')
# future api test
futureAPI = future.FutureAPI(api_key, seceret_key, passphrase, True)
# futureresult_get_accounts = futureAPI.get_accounts()
# # print('当前合约账户'+json.dumps(futureresult_get_accounts.info))
# if(futureresult_get_accounts['info'].__contains__('btc')):
# print('当前合约账户btc: '+futureresult_get_accounts['info']['btc']['equity'])
# if (futureresult_get_accounts['info'].__contains__('etc')):
# print('当前合约账户etc: '+futureresult_get_accounts['info']['etc']['equity'])
# if (futureresult_get_accounts['info'].__contains__('eth')):
# print('当前合约账户eth: '+futureresult_get_accounts['info']['eth']['equity'])
# if (futureresult_get_accounts['info'].__contains__('eos')):
# print('当前合约账户eos: '+futureresult_get_accounts['info']['eos']['equity'])
btc_amunt = futureAPI.get_coin_account('btc')
etc_amunt = futureAPI.get_coin_account('etc')
eth_amunt = futureAPI.get_coin_account('eth')
eos_amunt = futureAPI.get_coin_account('eos')
# futureresult_get_position = futureAPI.get_position()
# print('当前合约账户持仓:' + json.dumps(futureresult_get_position['holding'][0][0]))
####
# futureresult_get_order_list1 = futureAPI.get_order_list(6, '', '', '', 'ETH-USD-190329')
# futureresult_get_order_list2 = futureAPI.get_order_list(7, '', '', '', 'ETH-USD-190329')
#
# print('未完成:' + json.dumps(futureresult_get_order_list1))
# print('已完成:' + json.dumps(futureresult_get_order_list2))
# sys.exit(0)
#
####
# print('当前合约账户持仓'+json.dumps(futureresult_get_position['holding'][0][0]))
# swap api test
swapAPI = swap.SwapAPI(api_key, seceret_key, passphrase, True)
btc_price = swapAPI.get_mark_price('BTC-USD-SWAP')['mark_price']
etc_price = swapAPI.get_mark_price('ETC-USD-SWAP')['mark_price']
eth_price = swapAPI.get_mark_price('ETH-USD-SWAP')['mark_price']
eos_price = swapAPI.get_mark_price('EOS-USD-SWAP')['mark_price']
btc = float(str(btc_price)) * float(str(btc_amunt['equity']))
etc = float(str(etc_price)) * float(str(etc_amunt['equity']))
eth = float(str(eth_price)) * float(str(eth_amunt['equity']))
eos = float(str(eos_price)) * float(str(eos_amunt['equity']))
all = str(eos + eth + btc + etc + float(str(spotresult['balance'])))
# ms.ExecNonQuery(newsql.encode('utf-8'))
# newsql = "insert into okex (usdt,name) values('" + all + "','" + keyvalue + "')"
# print(newsql)
#
# ms.ExecNonQuery(newsql)
# newsql = "insert into okex (usdt,name,btc,eth,eos,etc) values('" + all + "','" + keyvalue + "','" + btc_amunt['equity'] + ",'" + eth_amunt['equity'] + ",'" + eos_amunt['equity'] + ",'" + etc_amunt['equity'] + "')"
newsql = "insert into okex (usdt,name,btc,eth,eos,etc) values('" + all + "','" + keyvalue + "','" + btc_amunt[
'equity'] + "','" + eth_amunt['equity'] + "','" + eos_amunt['equity'] + "','" + etc_amunt['equity'] + "')"
ms.ExecNonQuery(newsql)
bfb = '%.2f%%' % ((float(all) - float(lastday)) / float(all) * 100)
if (lastday == '0'):
bfb = '0%'
res = keyvalue + ':\n当前币币账户USDT:' + spotresult['balance'] + '\n' + '当前合约账户btc:' + btc_amunt[
'equity'] + ';昨日'+lastday_btc+'\n' + '当前合约账户etc: ' + etc_amunt['equity']
res = res +';昨日'+lastday_etc+ '\n' + '当前合约账户eth: ' + eth_amunt['equity'] +';昨日'+lastday_eth+ '\n' + '当前合约账户eos: ' + eos_amunt[
'equity'] +';昨日'+lastday_eos+ '\n账户总计USDT约: ' + all + ';昨日: ' + lastday + '\n' + '今日USDT本位盈利率' + bfb
print(res)
time.sleep(10)
except Exception as e:
newsql = "insert into tab_send_email (address_to,mail_subject,mail_text) values('*****@*****.**','okex脚本出现问题'+'"+nowtime+"','"+str(e)+"')"
ms.ExecNonQuery(newsql)
time.sleep(10)
def get_and_store_data():
# get data from bitmex
ws_btc = BitMEXWebsocket(endpoint="https://www.bitmex.com", symbol="XBTUSD", api_key=None, api_secret=None)
data_btc = ws_btc.get_instrument()
mex_mark = round(data_btc["markPrice"], 1) # [USD]
mex_oi = round(data_btc["openInterest"] / 10 ** 6, 3) # [mil USD]
mex_funding = round(data_btc["fundingRate"] * 100, 3) # [%]
# -----------------------------------------------------------
# get data from bybit
client = bybit.bybit(test=False, api_key="", api_secret="")
info = client.Market.Market_symbolInfo(symbol="BTCUSD").result()
info_dict = info[0]["result"][0]
bybit_mark = round(float(info_dict["mark_price"]), 1) # [USD]
bybit_oi = round(int(info_dict["open_interest"]) / 10 ** 6, 3) # [mil USD]
bybit_funding = round(float(info_dict["funding_rate"]) * 100, 3) # [%]
# -----------------------------------------------------------
# get data from binance
request_client = RequestClient(api_key="None", secret_key="None", url="https://fapi.binance.com")
binance_oi_api = request_client.get_open_interest(symbol="BTCUSDT")
binance_mark_api = request_client.get_mark_price(symbol="BTCUSDT")
binance_mark = round(binance_mark_api.markPrice , 1) # [USD]
binance_funding = round(binance_mark_api.lastFundingRate * 100, 3) # [mil USD]
binance_oi = round(binance_oi_api.openInterest * binance_mark / 10 ** 6, 3) # [%]
# -----------------------------------------------------------
# get data from okex
api_key = ""
secret_key = ""
passphrase = ""
swap_contract = "BTC-USD-SWAP"
swapAPI = swap.SwapAPI(api_key, secret_key, passphrase)
mark_price_api = swapAPI.get_mark_price(swap_contract)
okex_mark = round(float(mark_price_api["mark_price"]), 1) # [USD]
funding_api = swapAPI.get_funding_time(swap_contract)
okex_funding = round(float(funding_api["funding_rate"]) * 100, 3) # [%]
oi = swapAPI.get_holds(swap_contract)
okex_oi = round(int(oi["amount"]) * 100 / 10 ** 6, 3) # [mil USD]
# -----------------------------------------------------------
# time
time = datetime.datetime.now().strftime("%Y-%d-%m %H:%M") # year-day-month hours-minutes-seconds
# -----------------------------------------------------------
# print outs
print("-" * 200)
print(f"{mex_mark}[USD] - {mex_funding}[%] - {mex_oi}[mil USD] => Bitmex")
print(f"{bybit_mark}[USD] - {bybit_funding}[%] - {bybit_oi}[mil USD] => Bybit")
print(f"{binance_mark}[USD] - {binance_funding}[%] - {binance_oi}[mil USD] => Binance")
print(f"{okex_mark}[USD] - {okex_funding}[%] - {okex_oi}[mil USD] => Okex")
print("-" * 200)
# data storage
# all data
all_swap_data = [mex_mark, mex_funding, mex_oi, bybit_mark, bybit_funding, bybit_oi, binance_mark, binance_funding, binance_oi, okex_mark, okex_funding, okex_oi, time]
all_swap_data_txt = f"{mex_mark};{mex_funding};{mex_oi};{bybit_mark};{bybit_funding};{bybit_oi};{binance_mark};{binance_funding};{binance_oi};{okex_mark};{okex_funding};{okex_oi};{time}\n"
with open("YOUR FILE PATH/oi-funding-mark-data/data storage/all_swap_data_storage.txt", "a") as store_swap_data:
store_swap_data.write(all_swap_data_txt)
store_swap_data.close()
# print(all_swap_data_txt)
# print(all_swap_data)
# -----------------------------------------------------------
# avg mark, cum OI, oi weighted funding
avg_mark = round(np.average([mex_mark, bybit_mark, binance_mark, okex_mark]), 3) # [USD]
cum_OI = round(np.sum([mex_oi, bybit_oi, binance_oi, okex_oi]), 3) # [mil USD 1000mil => 1bil]
oi_w_funding = round((mex_oi*mex_funding + bybit_oi*bybit_funding + binance_oi*binance_funding + okex_oi*okex_funding)/(mex_oi + bybit_oi + binance_oi + okex_oi), 3) # [%] => (-) bears are paying, (+) bulls are paying
avgMark_cumOI_oiWfunding = [avg_mark, cum_OI, oi_w_funding, time]
avgMark_cumOI_oiWfunding_txt = f"{avg_mark};{cum_OI};{oi_w_funding};{time}\n" # [USD] - [mil USD] - [%]
with open("YOUR FILE PATH/oi-funding-mark-data/data storage/avgMark_cumOI_oiWfunding_storage.txt", "a") as store_avgM_cumOi_oiWfund:
store_avgM_cumOi_oiWfund.write(avgMark_cumOI_oiWfunding_txt)
store_avgM_cumOi_oiWfund.close()
# print(avgMark_cumOI_oiWfunding_txt)
# print(avgMark_cumOI_oiWfunding)
# print(avg_mark)
# print(cum_OI)
# print(oi_w_funding)
# -----------------------------------------------------------
# mark prices
mark_prices = [mex_mark, bybit_mark, binance_mark, okex_mark, time]
mark_prices_txt = f"{mex_mark};{bybit_mark};{binance_mark};{okex_mark};{time}\n" # [USD]
with open("YOUR FILE PATH/oi-funding-mark-data/data storage/mark_prices_storage.txt", "a") as store_mark_prices:
store_mark_prices.write(mark_prices_txt)
store_mark_prices.close()
# print(mark_prices_txt)
# print(mark_prices)
# -----------------------------------------------------------
# fundings
fundings = [mex_funding, bybit_funding, binance_funding, okex_funding, time]
fundings_txt = f"{mex_funding};{bybit_funding};{binance_funding};{okex_funding};{time}\n" # [%]
with open("YOUR FILE PATH/oi-funding-mark-data/data storage/fundings_storage.txt", "a") as store_fundings:
store_fundings.write(fundings_txt)
store_fundings.close()
# print(fundings_txt)
# print(fundings)
# -----------------------------------------------------------
# open interests
open_interests = [mex_oi, bybit_oi, binance_oi, okex_oi, time]
open_interests_txt = f"{mex_oi};{bybit_oi};{binance_oi};{okex_oi};{time}\n" # [mil USD]
with open("YOUR FILE PATH/oi-funding-mark-data/data storage/open_interests_storage.txt", "a") as store_open_interests:
store_open_interests.write(open_interests_txt)
store_open_interests.close()
def job():
inputval = input("请输入查询：")
key = inputval.split('询')
# key=msg['Text'].split('询')
if (len(key) == 2 and key[0] == '查'):
keyvalue = key[1]
account = ms.ExecQueryOne(
" select api_key,seceret_key,passphrase from tab_accounts where keyvalue='"
+ keyvalue + "' ")
if (account is not None):
api_key = str(account[0])
seceret_key = str(account[1])
passphrase = str(account[2])
row = ms.ExecQueryOne(
"select top 1 * from okex where name='" + keyvalue +
"' and DateDiff(dd,create_time,getdate())<=1 order by create_time asc "
)
lastday = '0'
lastday_btc = '0.0'
lastday_eth = '0.0'
lastday_eos = '0.0'
lastday_etc = '0.0'
sys.exit(0)
if (row is not None):
lastday = str(row[1])
lastday_btc = str(row[4])
lastday_eth = str(row[5])
lastday_eos = str(row[6])
lastday_etc = str(row[7])
print('' + keyvalue + ': ')
spotAPI = spot.SpotAPI(api_key, seceret_key, passphrase, True)
spotresult = spotAPI.get_coin_account_info('USDT')
futureAPI = future.FutureAPI(api_key, seceret_key, passphrase,
True)
btc_amunt = futureAPI.get_coin_account('btc')
etc_amunt = futureAPI.get_coin_account('etc')
eth_amunt = futureAPI.get_coin_account('eth')
eos_amunt = futureAPI.get_coin_account('eos')
swapAPI = swap.SwapAPI(api_key, seceret_key, passphrase, True)
btc_price = swapAPI.get_mark_price(
'BTC-USD-SWAP')['mark_price']
etc_price = swapAPI.get_mark_price(
'ETC-USD-SWAP')['mark_price']
eth_price = swapAPI.get_mark_price(
'ETH-USD-SWAP')['mark_price']
eos_price = swapAPI.get_mark_price(
'EOS-USD-SWAP')['mark_price']
# 查询价格
btc = float(str(btc_price)) * float(str(btc_amunt['equity']))
etc = float(str(etc_price)) * float(str(etc_amunt['equity']))
eth = float(str(eth_price)) * float(str(eth_amunt['equity']))
eos = float(str(eos_price)) * float(str(eos_amunt['equity']))
all = str(eos + eth + btc + etc +
float(str(spotresult['balance'])))
# 盈利比率
bfb = '%.2f%%' % (
(float(all) - float(lastday)) / float(all) * 100)
if (lastday == '0'):
bfb = '0%'
res = keyvalue + ':\n当前币币账户USDT:' + spotresult[
'balance'] + '\n' + '当前合约账户btc:' + btc_amunt[
'equity'] + ';\n昨日' + lastday_btc + '\n' + '当前合约账户etc: ' + etc_amunt[
'equity']
res = res + ';\n昨日' + lastday_etc + '\n' + '当前合约账户eth: ' + eth_amunt[
'equity'] + ';\n昨日' + lastday_eth + '\n' + '当前合约账户eos: ' + eos_amunt[
'equity'] + ';\n昨日' + lastday_eos + '\n账户总计USDT约: ' + all + ';\n昨日: ' + lastday + '\n' + '今日USDT本位盈利率' + bfb
# return res
print(res)
else:
print('查询口令错误')
def __init__(self, JY_dict, ZYZS_dict):
try:
threading.Thread.__init__(self)
log_format = '%(asctime)s - %(levelname)s - %(message)s'
# 初始化日志
logging.basicConfig(filename='mylog-AutoTrade.json',
filemode='a',
format=log_format,
level=logging.INFO)
# vefyDict = dict()
# vefyDict['api_key'] = list()
# vefyDict['secret_key'] = list()
# vefyDict['passphrase'] = list()
#
# vefyDict['api_key'].append('e475a6ff-3a83-4bce-8cc8-51b1108b5d23')
# vefyDict['secret_key'].append('57944536044AD9587DC263C734A2B3A7')
# vefyDict['passphrase'].append('rander360104456')
#
# vefyDict['api_key'].append('a75b5757-cb73-4957-ad5e-72fbc01e3899')
# vefyDict['secret_key'].append('1CA488771AD910A70AA12A80A2E9DA32')
# vefyDict['passphrase'].append('12345678')
#
# vefyDict['api_key'].append('6cc8cdef-61ad-4137-a402-0c1dae905cfe')
# vefyDict['secret_key'].append('8EFC039D096B97619E9D4A558A5C5155')
# vefyDict['passphrase'].append('12345678')
self.lag = 0.5 #操作等待时延
self._running = True
self.accountAPI = account.AccountAPI(JY_dict['api_key'].get(),
JY_dict['secret_key'].get(),
JY_dict['passphrase'].get(),
False)
self.swapAPI = swap.SwapAPI(JY_dict['api_key'].get(),
JY_dict['secret_key'].get(),
JY_dict['passphrase'].get(), False)
self.ShortQuantity = JY_dict['ShortQuantity'].get()
self.LongQuantity = JY_dict['LongQuantity'].get()
# ShortPrice = float(JY_dict['ShortPrice'].get())
# LongPrice = float(JY_dict['LongPrice'].get())
self.ShortPoint = int(JY_dict['ShortPoint'].get())
self.LongPoint = int(JY_dict['LongPoint'].get())
self.shortStep = float(JY_dict['shortStep'].get())
self.shortStep2 = float(JY_dict['shortStep2'].get())
self.longStep = float(JY_dict['longStep'].get())
self.longStep2 = float(JY_dict['longStep2'].get())
self.CoinType = JY_dict['CoinType'].get()
self.param_dict = JY_dict
result = self.swapAPI.get_order_list(self.CoinType + '-USD-SWAP',
state='0')
if result:
for b in result[0]['order_info']:
if b['state'] == '0' or b['state'] == '1':
if b['type'] == '1' or b['type'] == '2':
self.swapAPI.revoke_order(self.CoinType +
'-USD-SWAP',
order_id=b['order_id'])
time.sleep(self.lag)
result = self.swapAPI.get_specific_ticker(self.CoinType +
'-USD-SWAP')
if result['instrument_id'] == self.CoinType + '-USD-SWAP':
self.currentPrice = float(result['last'])
self.JYflag = False
self.revokeFlag = False
self.longTake = 'need'
self.longRevoke = 'noneed'
self.shortTake = 'need'
self.shortRevoke = 'noneed'
self.ShortDict = dict()
self.LongDict = dict()
self.shortClose = False
self.longClose = False
except BaseException as errorMsg:
print(errorMsg)
self._running = False
