async def _on_message(self, msg):
if msg == {"event": "pong"}:
logger.info("get pong from okexserver")
else:
for data_item in msg:
try:
if "ticker" in data_item["channel"]:
getattr(self.update_handler, "ticker")(data_item)
elif "kline" in data_item["channel"]:
getattr(self.update_handler, "k_line")(data_item)
elif "depth" in data_item["channel"]:
getattr(self.update_handler, "depth")(data_item)
elif "addChannel" == data_item["channel"]:
logger.info(f"频道{data_item['data']['channel']}订阅成功")
except Exception as e:
logger.exception("异常")
async def begin_trade(build_type="buy_long", price=None):
if build_type == "buy_long":
self.current_flag = "买多建仓"
if build_type == "buy_short":
self.current_flag = "买空平仓"
if build_type == "sell_long":
self.current_flag = "卖多平仓"
if build_type == "sell_short":
self.current_flag = "卖空建仓"
logger.info(f"当前的交易标志:{self.current_flag}")
# 预设交易信息
trade = self.okex_market.api.trade().lever_rate(10).symbol(
"btc_usd").contract_type("quarter")
# 开仓或者平仓，以市价成交
aa = build_type.split("_")
# 采用定价方式，使用这种方式即可
# trade.start(aa[0], aa[1]).amount(1).price(price)
trade.start(aa[0], aa[1]).amount(1).as_market_price()
result = await trade.go()
# 创建order
order = self.okex_market.api.order(result["order_id"],
symbol="btc_usd",
contract_type="quarter")
# 更新order信息
# 0等待成交 1部分成交 2全部成交 -1撤单 4撤单处理中 5撤单中
# 等待单全部完成
while True:
await order.info()
if order.status == 2:
break
else:
await asyncio.sleep(30)
# 如果当前是平仓的操作，则重置交易标志位
if "平仓" in self.current_flag:
logger.debug("平仓成功，重置标志位，进行下一轮")
self.current_flag = None
async def start_rule(self):
# 订阅频道
await self.okex_market.api.sub_channel(
"ok_sub_futureusd_btc_ticker_quarter")
await self.okex_market.api.sub_channel(
"ok_sub_futureusd_btc_kline_quarter_1min")
# 如果无需订阅当前频道，可注释
# await self.okex_market.api.sub_channel("ok_sub_futureusd_btc_depth_this_week")
# 保持程序运行
while True:
# 每隔60s苏醒一次
await asyncio.sleep(60)
logger.info("开始尝试规则")
if len(self.kline) > 20:
M50 = list(itertools.islice(self.kline, 0, 20))
M10 = M50[0:10]
def compute_avg(data_list):
# 如果需要计算的话，可以讲func a改写成一些基本的计算函数
def a(item):
return item
return mean(map(lambda x: x.open_price, data_list))
MV50 = compute_avg(M50)
MV10 = compute_avg(M10)
logger.info(f"计算MV50和MV10:{MV50}---{MV10}")
# build_type buy_long,buy_short,sell_long,sell_short
async def begin_trade(build_type="buy_long", price=None):
if build_type == "buy_long":
self.current_flag = "买多建仓"
if build_type == "buy_short":
self.current_flag = "买空平仓"
if build_type == "sell_long":
self.current_flag = "卖多平仓"
if build_type == "sell_short":
self.current_flag = "卖空建仓"
logger.info(f"当前的交易标志:{self.current_flag}")
# 预设交易信息
trade = self.okex_market.api.trade().lever_rate(10).symbol(
"btc_usd").contract_type("quarter")
# 开仓或者平仓，以市价成交
aa = build_type.split("_")
# 采用定价方式，使用这种方式即可
# trade.start(aa[0], aa[1]).amount(1).price(price)
trade.start(aa[0], aa[1]).amount(1).as_market_price()
result = await trade.go()
# 创建order
order = self.okex_market.api.order(result["order_id"],
symbol="btc_usd",
contract_type="quarter")
# 更新order信息
# 0等待成交 1部分成交 2全部成交 -1撤单 4撤单处理中 5撤单中
# 等待单全部完成
while True:
await order.info()
if order.status == 2:
break
else:
await asyncio.sleep(30)
# 如果当前是平仓的操作，则重置交易标志位
if "平仓" in self.current_flag:
logger.debug("平仓成功，重置标志位，进行下一轮")
self.current_flag = None
if MV10 >= MV50:
if self.current_flag is None:
logger.info(f"逻辑进入:买多建仓")
await begin_trade("buy_long")
else:
if self.current_flag == "sell_short":
logger.info(f"逻辑进入:买空平仓")
await begin_trade("buy_short")
if MV10 < MV50:
if self.current_flag is None:
logger.info(f"逻辑进入:卖空建仓")
await begin_trade("sell_short")
else:
if self.current_flag == "sell_short":
logger.info(f"逻辑进入:卖多平仓")
await begin_trade("sell_long")
async def sub_info(self):
# 订阅市场消息
# ok_sub_futureusd_X_ticker_Y 订阅合约行情
# ok_sub_futureusd_X_trade_Y 订阅合约交易信息
logger.info("订阅市场消息")
await self.ws_api.sub_channels("ok_sub_futureusd_btc_ticker_quarter")
async def sub_info(self):
logger.info("订阅频道")
# await self.wsapi.sub_channels("instrument", "quote")
await self.ws_api.sub_channels("quote")