class Forceorder(): def __init__(self): self.ev = EventEngine() self.ev.start() self.broke = BinanceFutures(self.ev) self.broke.start("btcusdt", [FORCEORDER]) self.ev.register(FORCEORDER, self.callback) def callback(self, event): """ {'e': 'forceOrder', 'E': 1594107015086, 'o': {'s': 'BTCUSDT', 'S': 'SELL', 'o': 'LIMIT', 'f': 'IOC', 'q': '1.300', 'p': '9206.39', 'ap': '9242.01', 'X': 'FILLED', 'l': '1.084', 'z': '1.300', 'T': 1594107015081}} :param event: :return: """ e = event.data try: data = e["o"] db.insert_one("forceorder", data) except Exception as e: log.debug(e)
def teste_bar(): ev = EventEngine() ev.start() b = Binance(ev) bar = b.get_bar("BTCUSDT", "15m") log.info(bar.tail()) balance = b.get_balnce()
def test_bar(): ev = EventEngine() ev.start() key = "YdDyZz1sql53yOZF9EDI2oe7H3hLgc8Y" secret = "UxPDjJHpUa9oCLCQbwwpZKU7rSfoSL7ngQFcBfmF87nvPQhh3yLvByG8puKzi3io" b = Bitmax(ev, key, secret) # bar = b.get_bar("BTC/USDT", "15") # log.info(bar.tail()) # data = b.get_balnce() data = b.get_open_order() print(data)
def sell(): ev = EventEngine() ev.start() key = "YdDyZz1sql53yOZF9EDI2oe7H3hLgc8Y" # dongjing secret = "UxPDjJHpUa9oCLCQbwwpZKU7rSfoSL7ngQFcBfmF87nvPQhh3yLvByG8puKzi3io" b = Bitmax(ev, key, secret) sw = b.get_balnce() print(sw) symbol = "SRM/USDT" sw = sw["SRM"] print(sw) aty = float(sw.balance) data = b.sell(symbol, aty, 1.2) log.info(data)
def test_order(): ev = EventEngine() ev.start() # key = "YdDyZz1sql53yOZF9EDI2oe7H3hLgc8Y" # dongjing # secret = "UxPDjJHpUa9oCLCQbwwpZKU7rSfoSL7ngQFcBfmF87nvPQhh3yLvByG8puKzi3io" # key = "kFzuMzo2EmHYseOMXPQxiNXUEt9VBkFQ" # shanghai secret = "gAf9eePa3A5a5BLMoS4Yv3ShPdYgobBpF3LxBrLJY966CINeUQMvYmEoMkLcybUF" b = Bitmax(ev, key, secret) # symbol = "BTMX/USDT" symbol = "FIS/USDT" while get_cur_timestamp_ms() < 1599832721000: time.sleep(1) # data=b.buy("SWINGBY/USDT",20000,0.06) max_price = 1 qty = 2000 status = 0 while status == 0: orderlist = b.get_order_book(symbol) data = orderlist.get("data", None) if data: data = data.get("data", None) data = data.get("asks", []) if len(data) > 0: log.info(data) ask = data[0] price = float(ask[0]) if price < max_price: data = b.buy_ioc(symbol, qty, max_price) print(data) if data.get("code") == 0: log.info("下单成功") sw = b.get_balnce() sw = sw["FIS"] aty = round(float(sw.balance)) data = b.sell(symbol, aty, 1.8) log.info(data) status = 1 else: # pass log.info(data) else: log.info(f"{symbol}-no data") time.sleep(0.5)
class OpenInterest(): symbol = 'BTCUSDT' starttime = None def __init__(self): self.ev = EventEngine() self.ev.start() self.broke = BinanceFutures(self.ev) # self.broke.start("btcusdt",[FORCEORDER]) # self.ev.register(FORCEORDER, self.callback) def loop(self): # db.table_name.aggregate({"$group": {_id: "max", max_value: {"$max": "$column_name"}}}) rs = db.db["openinterest"].find().sort([("timestamp", -1)]).limit(1) rs = list(rs) if len(rs) > 0: self.starttime = float(rs[0]["timestamp"]) + 1000 * 60 else: self.starttime = get_cur_timestamp_ms() - 1000 * 30 * 288 * 5 * 60 while True: self.loaddata() if (get_cur_timestamp_ms() - self.starttime) > 1000 * 60 * 5: time.sleep(0.5) else: time.sleep(60) def loaddata(self): endtime = self.starttime + 500 * 1000 * 60 * 5 t = get_cur_timestamp_ms() if endtime > t: endtime = t data = self.broke.get_open_interest(self.symbol, '5m', self.starttime, endtime) try: db.insert_many("openinterest", data) self.starttime = data[-1]["timestamp"] except Exception as e: log.error(e)
def main(): ev = EventEngine() ev.start() st = Shannon(ev, None)
order = self.broker.sell(symbol=self.symbol, price=price * (1 + self.volt_per), quantity=self.size) self.orders[order.ref] = order def add_bar(self, data): self.data.append(data) data = pd.DataFrame(self.data) volt = (data["high"] - data["low"]) / data["close"] self.volt_per = volt[:, -30].mean() def notify_order(self, order): try: if order.status in [order.Completed]: self.cur_price = order.price self.orders.pop(order.ref) for i in self.orders: self.broker.cancel_order(self.symbol, order.id) if order.status in [order.Canceled]: self.orders.pop(order.ref) except Exception as e: print(e) if __name__ == "__main__": ev = EventEngine() ev.start() st = Grid(ev, None) while True: time.sleep(60)
def main(): ev = EventEngine() ev.start() st = Spike(ev, None)
def test_subscribe(): ev = EventEngine() ev.start() b = Bitmax(ev) b.start("btcusdt", [FORCEORDER]) ev.register(FORCEORDER, on_sub)
def main(cfg): ev = EventEngine() ev.start() st = HtStrategy(ev, cfg)