コード例 #1
0
    def __init__(self):
        """ 初始化
        """
        self.strategy = config.strategy
        self.platform = const.COINSUPER_PRE
        self.account = config.accounts[0]["account"]
        self.access_key = config.accounts[0]["access_key"]
        self.secret_key = config.accounts[0]["secret_key"]
        self.symbol = config.symbol

        self.order_no = None  # 创建订单的id
        self.create_order_price = "0.0"  # 创建订单的价格

        # 交易模块
        cc = {
            "strategy": self.strategy,
            "platform": self.platform,
            "symbol": self.symbol,
            "account": self.account,
            "access_key": self.access_key,
            "secret_key": self.secret_key,
            "order_update_callback": self.on_event_order_update
        }
        self.trader = Trade(**cc)

        # 订阅行情
        Market(const.MARKET_TYPE_ORDERBOOK, self.platform, self.symbol, self.on_event_orderbook_update)
コード例 #2
0
    def __init__(self):
        """ 初始化
        """
        self.strategy = config.strategy
        self.platform = const.OKEX
        self.account = config.platforms.get(self.platform, {}).get("account")
        self.access_key = config.platforms.get(self.platform,
                                               {}).get("access_key")
        self.secret_key = config.platforms.get(self.platform,
                                               {}).get("secret_key")
        self.passphrase = config.platforms.get(self.platform,
                                               {}).get("passphrase")
        self.symbol = config.symbol

        self.order_no = None  # 创建订单的id
        self.create_order_price = "0.0"  # 创建订单的价格

        # 交易模块
        cc = {
            "strategy": self.strategy,
            "platform": self.platform,
            "symbol": self.symbol,
            "account": self.account,
            "access_key": self.access_key,
            "secret_key": self.secret_key,
            "passphrase": self.passphrase,
            "order_update_callback": self.on_event_order_update
        }
        self.trader = Trade(**cc)

        # 订阅行情
        Market(const.MARKET_TYPE_ORDERBOOK, self.platform, self.symbol,
               self.on_event_orderbook_update)
コード例 #3
0
ファイル: strategy.py プロジェクト: ztbaby325/thenextquant
    def __init__(self):
        """ 初始化
        """
        self.strategy = "my_strategy"
        self.platform = BINANCE
        self.account = config.platforms.get(self.platform, {}).get("account")
        self.access_key = config.platforms.get(self.platform,
                                               {}).get("access_key")
        self.secret_key = config.platforms.get(self.platform,
                                               {}).get("secret_key")
        self.symbol = config.symbol
        self.name = config.strategy

        self.order_no = None  # 创建订单的id
        self.create_order_price = "0.0"  # 创建订单的价格

        # 交易模块
        self.trader = Trade(self.strategy,
                            self.platform,
                            self.symbol,
                            self.account,
                            asset_update_callback=self.on_event_asset_update,
                            order_update_callback=self.on_event_order_update)

        # 订阅行情
        Market(const.MARKET_TYPE_ORDERBOOK, const.BINANCE, self.symbol,
               self.on_event_orderbook_update)
コード例 #4
0
    def __init__(self):
        """ 初始化
        """
        self.strategy = config.strategy
        self.platform = const.BITMEX
        self.account = config.platforms.get(self.platform, {}).get("account")
        self.access_key = config.platforms.get(self.platform, {}).get("access_key")
        self.secret_key = config.platforms.get(self.platform, {}).get("secret_key")
        self.symbol = config.symbol

        self.buy_open_order_no = None  # 开仓做多订单号
        self.buy_open_quantity = "10"  # 开仓数量(USD)
        self.sell_close_order_no = None  # 多仓平仓订单号
        self.sell_close_time_down = 0  # 平仓倒计时

        self.current_price = None  # 当前盘口价格,为了方便,这里假设盘口价格为 卖一 和 买一 的平均值

        # 交易模块
        cc = {
            "strategy": self.strategy,
            "platform": self.platform,
            "symbol": self.symbol,
            "account": self.account,
            "access_key": self.access_key,
            "secret_key": self.secret_key,
            "order_update_callback": self.on_event_order_update,
            "position_update_callback": self.on_event_position_update
        }
        self.trader = Trade(**cc)

        # 订阅行情
        Market(const.MARKET_TYPE_ORDERBOOK, self.platform, self.symbol, self.on_event_orderbook_update)

        # 注册系统循环回调
        LoopRunTask.register(self.on_ticker, 1)  # 每隔1秒执行一次回调
コード例 #5
0
ファイル: main.py プロジェクト: cdyfng/busd_test_strategy
    def __init__(self):
        """ 初始化
        """
        self.strategy = config.strategy
        self.platform = const.BINANCE
        self.account = config.accounts[0]["account"]
        self.access_key = config.accounts[0]["access_key"]
        self.secret_key = config.accounts[0]["secret_key"]
        self.symbol = config.symbol

        self.buy_open_order_no = None  # 开仓做多订单号
        self.buy_open_price = 0
        self.buy_open_quantity = "0.003"  # 开仓数量(USD)
        self.sell_close_order_no = None  # 多仓平仓订单号
        self.sell_close_time_down = 0  # 平仓倒计时
        self.bsud_usdt_price = 0
        self.btc_busd_relative = {}
        self.highest_price = 0
        self.lowest_price = 999999
        self.threshold = 0.001

        #self.current_price = None  # 当前盘口价格,为了方便,这里假设盘口价格为 卖一 和 买一 的平均值

        # 交易模块
        cc = {
            "strategy": self.strategy,
            "platform": self.platform,
            "symbol": self.symbol,
            "account": self.account,
            "access_key": self.access_key,
            "secret_key": self.secret_key,
            "order_update_callback": self.on_event_order_update,
            "position_update_callback": self.on_event_position_update
        }
        self.trader = Trade(**cc)

        # 订阅行情
        Market(const.MARKET_TYPE_ORDERBOOK, 'binance', 'BTC/USDT',
               self.on_event_orderbook_btcusdt_update)
        Market(const.MARKET_TYPE_ORDERBOOK, 'binance', 'BUSD/USDT',
               self.on_event_orderbook_busdusdt_update)
        Market(const.MARKET_TYPE_ORDERBOOK, 'binance', 'BTC/BUSD',
               self.on_event_orderbook_update)

        # 注册系统循环回调
        LoopRunTask.register(self.on_ticker, 1)  # 每隔1秒执行一次回调
コード例 #6
0
    def __init__(self):
        """ 初始化
        """
        self.strategy = config.strategy
        self.platform = const.BINANCE
        self.account = config.accounts[0]["account"]
        self.access_key = config.accounts[0]["access_key"]
        self.secret_key = config.accounts[0]["secret_key"]
        self.symbol = config.symbol

        self.buy_open_order_no = None  # 开仓做多订单号
        self.buy_open_price = 0
        self.buy_open_quantity = "0.003"  # 开仓数量(USD)
        self.sell_close_order_no = None  # 多仓平仓订单号
        self.sell_close_time_down = 0  # 平仓倒计时
        self.bsud_usdt_price = 0
        self.btc_busd_relative = {}
        self.highest_price = 0
        self.lowest_price = 999999
        self.threshold = 1.002
        self.six_price = [0, 0, 0, 0, 0, 0]
        self.six_amount = [0, 0, 0, 0, 0, 0]
        #self.six_usdt_amount = [0, 0, 0, 0, 0, 0]
        self.actions = []
        self.limit_usdt = 10.0
        self.trader = {}
        # self.current_price = None  # 当前盘口价格,为了方便,这里假设盘口价格为 卖一 和 买一 的平均值

        # 交易模块
        cc = {
            "strategy": self.strategy,
            "platform": self.platform,
            "symbol": 'BUSD/USDT',
            "account": self.account,
            "access_key": self.access_key,
            "secret_key": self.secret_key,
            "order_update_callback": self.on_event_order_update,
            "position_update_callback": self.on_event_position_update
        }
        cc1 = {
            "strategy": self.strategy,
            "platform": self.platform,
            "symbol": 'BTC/USDT',
            "account": self.account,
            "access_key": self.access_key,
            "secret_key": self.secret_key,
            "order_update_callback": self.on_event_order_update,
            "position_update_callback": self.on_event_position_update
        }
        cc2 = {
            "strategy": self.strategy,
            "platform": self.platform,
            "symbol": 'BTC/BUSD',
            "account": self.account,
            "access_key": self.access_key,
            "secret_key": self.secret_key,
            "order_update_callback": self.on_event_order_update,
            "position_update_callback": self.on_event_position_update
        }
        self.trader['BUSD/USDT'] = Trade(**cc)
        self.trader['BTC/USDT'] = Trade(**cc1)
        self.trader['BTC/BUSD'] = Trade(**cc2)
        # 订阅行情

        Market(const.MARKET_TYPE_ORDERBOOK, 'binance',
               'BUSD/USDT', self.on_event_orderbook_update)
        Market(const.MARKET_TYPE_ORDERBOOK, 'binance',
               'BTC/USDT', self.on_event_orderbook_update)
        Market(const.MARKET_TYPE_ORDERBOOK, 'binance',
               'BTC/BUSD', self.on_event_orderbook_update)