def trade(self, pair, trade_type, price, amount, match_price): ##match_price mean limit(0) or market(1)
try:
if cfg.get_cfg_plat() == 'coinex':
pass
elif cfg.get_cfg_plat() == 'fcoin':
pass
elif cfg.get_cfg_plat() == 'okex':
return okb.trade(pair, trade_type, price, amount, match_price)
else:
pass
except:
log.err("Exception on sell!")
def buy_limit(self, pair, price, amount):
try:
if cfg.get_cfg_plat() == 'coinex':
return cet.buy_limit(pair, amount, price)
elif cfg.get_cfg_plat() == 'fcoin':
pass
elif cfg.get_cfg_plat() == 'okex':
pass
else:
pass
except:
log.err("Exception on buy!")
def sell_market(self, pair, price, amount):
try:
if cfg.get_cfg_plat() == 'coinex':
return cet.sell_market(pair, amount, price)
elif cfg.get_cfg_plat() == 'fcoin':
pass
elif cfg.get_cfg_plat() == 'okex':
pass
else:
pass
except:
log.err("Exception on sell!")
def trade(self, pair, trade_type, price, amount,
match_price): ##match_price mean limit(0) or market(1)
try:
if cfg.get_cfg_plat() == 'coinex':
pass
elif cfg.get_cfg_plat() == 'fcoin':
pass
elif cfg.get_cfg_plat() == 'okex':
return okb.trade(pair, trade_type, price, amount, match_price)
else:
pass
except:
log.err("Exception on sell!")
def buy_limit(self, pair, price, amount):
try:
if cfg.get_cfg_plat() == 'coinex':
return cet.buy_limit(pair, amount, price)
elif cfg.get_cfg_plat() == 'fcoin':
pass
elif cfg.get_cfg_plat() == 'okex':
pass
else:
pass
except:
log.err("Exception on buy!")
def sell_market(self, pair, price, amount):
try:
if cfg.get_cfg_plat() == 'coinex':
return cet.sell_market(pair, amount, price)
elif cfg.get_cfg_plat() == 'fcoin':
pass
elif cfg.get_cfg_plat() == 'okex':
pass
else:
pass
except:
log.err("Exception on sell!")
def get_future_position(self, pair):
pos = defaultdict(lambda: None)
try:
if cfg.get_cfg_plat() == 'coinex':
pass
elif cfg.get_cfg_plat() == 'fcoin':
pass
elif cfg.get_cfg_plat() == 'okex':
pos = okb.future_position(pair)
else:
pass
except:
log.err("Exception on get_future_position!")
return pos
def list_orders(self, pair, *params):
data = []
try:
if cfg.get_cfg_plat() == 'coinex':
data = cet.acquire_unfinished_order_list(pair)
elif cfg.get_cfg_plat() == 'fcoin':
pass
elif cfg.get_cfg_plat() == 'okex' and len(params) == 2:
data = okb.order_info(pair, *params)
else:
pass
except:
log.err("Exception on list_orders!")
return data
def list_orders(self, pair, *params):
data = []
try:
if cfg.get_cfg_plat() == 'coinex':
data = cet.acquire_unfinished_order_list(pair)
elif cfg.get_cfg_plat() == 'fcoin':
pass
elif cfg.get_cfg_plat() == 'okex' and len(params) == 2:
data = okb.order_info(pair, *params)
else:
pass
except:
log.err("Exception on list_orders!")
return data
def get_user_info(self):
info = defaultdict(lambda: None)
try:
if cfg.get_cfg_plat() == 'coinex':
pass
elif cfg.get_cfg_plat() == 'fcoin':
pass
elif cfg.get_cfg_plat() == 'okex':
info = okb.user_info()
else:
pass
except:
log.err("Exception on get_user_info!")
return info
def get_future_position(self, pair):
pos = defaultdict(lambda: None)
try:
if cfg.get_cfg_plat() == 'coinex':
pass
elif cfg.get_cfg_plat() == 'fcoin':
pass
elif cfg.get_cfg_plat() == 'okex':
pos = okb.future_position(pair)
else:
pass
except:
log.err("Exception on get_future_position!")
return pos
def get_user_info(self):
info = defaultdict(lambda: None)
try:
if cfg.get_cfg_plat() == 'coinex':
pass
elif cfg.get_cfg_plat() == 'fcoin':
pass
elif cfg.get_cfg_plat() == 'okex':
info = okb.user_info()
else:
pass
except:
log.err("Exception on get_user_info!")
return info
def get_price_all(self):
prices = []
data = None
try:
if cfg.get_cfg_plat() == 'coinex':
data = cet.acquire_market_data_all()
prices = data
elif cfg.get_cfg_plat() == 'fcoin':
pass
elif cfg.get_cfg_plat() == 'okex':
pass
else:
pass
except:
log.err("Exception on get_price_all! data:%s"%data)
return prices
def get_price_all(self):
prices = []
data = None
try:
if cfg.get_cfg_plat() == 'coinex':
data = cet.acquire_market_data_all()
prices = data
elif cfg.get_cfg_plat() == 'fcoin':
pass
elif cfg.get_cfg_plat() == 'okex':
pass
else:
pass
except:
log.err("Exception on get_price_all! data:%s" % data)
return prices
def cancel_order(self, pair, id):
try:
if cfg.get_cfg_plat() == 'coinex':
status = cet.cancel_order_list(pair, id)
#print(status)
if status != 'cancel':
return False
else:
return True
elif cfg.get_cfg_plat() == 'fcoin':
pass
elif cfg.get_cfg_plat() == 'okex':
pass
else:
pass
except:
log.err("Exception on cancel_order pair:%s id:%d!" % (pair, id))
def cancel_order_all(self):
try:
if cfg.get_cfg_plat() == 'coinex':
for i in self.get_all_pair():
status = self.cancel_order_pair(i)
if status == False:
log.err("Fail cancel order %s!" % i)
return False
return True
elif cfg.get_cfg_plat() == 'fcoin':
pass
elif cfg.get_cfg_plat() == 'okex':
pass
else:
pass
except:
log.err("Exception on cancel_order_all!")
def cancel_order(self, pair, id):
try:
if cfg.get_cfg_plat() == 'coinex':
status = cet.cancel_order_list(pair, id)
#print(status)
if status != 'cancel':
return False
else:
return True
elif cfg.get_cfg_plat() == 'fcoin':
pass
elif cfg.get_cfg_plat() == 'okex':
pass
else:
pass
except:
log.err("Exception on cancel_order pair:%s id:%d!"%(pair, id))
def cancel_order_all(self):
try:
if cfg.get_cfg_plat() == 'coinex':
for i in self.get_all_pair():
status = self.cancel_order_pair(i)
if status == False:
log.err("Fail cancel order %s!"%i)
return False
return True
elif cfg.get_cfg_plat() == 'fcoin':
pass
elif cfg.get_cfg_plat() == 'okex':
pass
else:
pass
except:
log.err("Exception on cancel_order_all!")
def get_balance(self, symbol):
balance = defaultdict(lambda: None)
data = None
try:
if cfg.get_cfg_plat() == 'coinex':
data = cet.inquire_account_info()[symbol.upper()]
balance['available'] = s2f(data['available'])
balance['frozen'] = s2f(data['frozen'])
balance['balance'] = data['available'] + data['frozen']
elif cfg.get_cfg_plat() == 'fcoin':
pass
elif cfg.get_cfg_plat() == 'okex':
pass
else:
pass
except:
log.err("Exception on get_balance! data:%s" % data)
return balance
def get_balance(self, symbol):
balance = defaultdict(lambda: None)
data = None
try:
if cfg.get_cfg_plat() == 'coinex':
data = cet.inquire_account_info()[symbol.upper()]
balance['available'] = s2f(data['available'])
balance['frozen'] = s2f(data['frozen'])
balance['balance'] = data['available'] + data['frozen']
elif cfg.get_cfg_plat() == 'fcoin':
pass
elif cfg.get_cfg_plat() == 'okex':
pass
else:
pass
except:
log.err("Exception on get_balance! data:%s"%data)
return balance
def get_depth(self, pair):
depth = defaultdict(lambda: None)
data = None
try:
if cfg.get_cfg_plat() == 'coinex':
data = cet.acquire_market_depth(pair)
depth['buy'] = s2f(data.pop('bids'))
depth['sell'] = s2f(data.pop('asks'))
elif cfg.get_cfg_plat() == 'fcoin':
pass
elif cfg.get_cfg_plat() == 'okex':
data = okb.depth(pair)
depth['buy'] = data.pop('bids')
depth['sell'] = data.pop('asks')
else:
pass
except:
log.err("Exception on %s get_depth! data:%s"%(pair,data))
return depth
def get_last_price(self,pair):
price = 0
data = None
try:
if cfg.get_cfg_plat() == 'coinex':
data = s2f(cet.acquire_market_data(pair))
price = data['last']
elif cfg.get_cfg_plat() == 'fcoin':
#data = ft.get_market_ticker(pair)
pass
elif cfg.get_cfg_plat() == 'okex':
data = okb.ticker(pair)
price = data['last']
else:
pass
except:
log.err("Exception on get_last_price! data:%s"%data)
return price
def get_depth(self, pair):
depth = defaultdict(lambda: None)
data = None
try:
if cfg.get_cfg_plat() == 'coinex':
data = cet.acquire_market_depth(pair)
depth['buy'] = s2f(data.pop('bids'))
depth['sell'] = s2f(data.pop('asks'))
elif cfg.get_cfg_plat() == 'fcoin':
pass
elif cfg.get_cfg_plat() == 'okex':
data = okb.depth(pair)
depth['buy'] = data.pop('bids')
depth['sell'] = data.pop('asks')
else:
pass
except:
log.err("Exception on %s get_depth! data:%s" % (pair, data))
return depth
def get_last_price(self, pair):
price = 0
data = None
try:
if cfg.get_cfg_plat() == 'coinex':
data = s2f(cet.acquire_market_data(pair))
price = data['last']
elif cfg.get_cfg_plat() == 'fcoin':
#data = ft.get_market_ticker(pair)
pass
elif cfg.get_cfg_plat() == 'okex':
data = okb.ticker(pair)
price = data['last']
else:
pass
except:
log.err("Exception on get_last_price! data:%s" % data)
return price
def get_all_pair(self):
pairs = []
data = None
try:
if cfg.get_cfg_plat() == 'coinex':
if False:
data = cet.acquire_market_list()
pairs = [item.lower() for item in data]
else:
coin1 = [
'btc', 'ltc', 'eth', 'etc', 'bch', 'btg', 'xrp', 'eos'
]
coin2 = ['usdt']
for i in coin1:
for j in coin2:
if i == j:
continue
else:
pairs.append(i + j)
elif cfg.get_cfg_plat() == 'fcoin':
pass
elif cfg.get_cfg_plat() == 'okex':
if cfg.is_future():
coin1 = [
'btc', 'ltc', 'eth', 'etc', 'bch', 'btg', 'xrp', 'eos'
]
coin2 = ['usd']
else:
coin1 = ['btc', 'eth', 'etc', 'bch', 'ltc', 'okb']
coin2 = ['usdt', 'btc', 'eth', 'okb']
for i in coin1:
for j in coin2:
if i == j:
continue
else:
pairs.append(i + "_" + j)
else:
pass
except:
log.err("Exception on get_all_pair! data:%s" % data)
return pairs
def get_kline(self, pair, dtype, limit, since=0):
kl = pd.DataFrame()
data = None
try:
if cfg.get_cfg_plat() == 'coinex':
data = cet.acquire_K_line_data(pair, dtype, limit)
if len(data) > 0:
for i in data:
i.pop() ##remove the last market string
kl = pd.DataFrame(s2f(data), columns=['t','o', 'c','h', 'l', 'v', 'a'])
elif cfg.get_cfg_plat() == 'fcoin':
pass
elif cfg.get_cfg_plat() == 'okex':
data = okb.kline(pair, dtype, limit, since)
kl = pd.DataFrame(data, columns = ['t', 'o', 'h', 'l', 'c', 'v', 'a'])
else:
pass
except:
log.err("Exception on get_kline! data:%s"%data)
return kl
def cancel_order_pair(self, pair):
try:
if cfg.get_cfg_plat() == 'coinex':
order_list = self.list_orders(pair)
#print(order_list)
for i in range(len(order_list)):
#print(order_list[i]['id'])
status = self.cancel_order(pair, order_list[i]['id'])
log.info(status)
if status == False:
log.err("Fail cancel order id:%d status:%s"%(i['id'], status))
return status
elif cfg.get_cfg_plat() == 'fcoin':
pass
elif cfg.get_cfg_plat() == 'okex':
pass
else:
pass
except:
log.err("Exception on cancel_order_pair!")
def get_balance_all(self):
balance = defaultdict(lambda: None)
data = None
try:
if cfg.get_cfg_plat() == 'coinex':
data = cet.inquire_account_info()
for i in data.items():
balance[i[0]]['available'] = s2f(i[1]['available'])
balance[i[0]]['frozen'] = s2f(i[1]['frozen'])
balance[i[0]]['balance'] = s2f(i[1]['available']) + s2f(i[1]['frozen'])
#print(balance)
elif cfg.get_cfg_plat() == 'fcoin':
pass
elif cfg.get_cfg_plat() == 'okex':
pass
else:
pass
except:
log.err("Exception on get_balance_all! data:%s"%data)
return balance
def cancel_order_pair(self, pair):
try:
if cfg.get_cfg_plat() == 'coinex':
order_list = self.list_orders(pair)
#print(order_list)
for i in range(len(order_list)):
#print(order_list[i]['id'])
status = self.cancel_order(pair, order_list[i]['id'])
log.info(status)
if status == False:
log.err("Fail cancel order id:%d status:%s" %
(i['id'], status))
return status
elif cfg.get_cfg_plat() == 'fcoin':
pass
elif cfg.get_cfg_plat() == 'okex':
pass
else:
pass
except:
log.err("Exception on cancel_order_pair!")
def get_kline(self, pair, dtype, limit, since=0):
kl = pd.DataFrame()
data = None
try:
if cfg.get_cfg_plat() == 'coinex':
data = cet.acquire_K_line_data(pair, dtype, limit)
if len(data) > 0:
for i in data:
i.pop() ##remove the last market string
kl = pd.DataFrame(s2f(data),
columns=['t', 'o', 'c', 'h', 'l', 'v', 'a'])
elif cfg.get_cfg_plat() == 'fcoin':
pass
elif cfg.get_cfg_plat() == 'okex':
data = okb.kline(pair, dtype, limit, since)
kl = pd.DataFrame(data,
columns=['t', 'o', 'h', 'l', 'c', 'v', 'a'])
else:
pass
except:
log.err("Exception on get_kline! data:%s" % data)
return kl
def get_balance_all(self):
balance = defaultdict(lambda: None)
data = None
try:
if cfg.get_cfg_plat() == 'coinex':
data = cet.inquire_account_info()
for i in data.items():
balance[i[0]]['available'] = s2f(i[1]['available'])
balance[i[0]]['frozen'] = s2f(i[1]['frozen'])
balance[i[0]]['balance'] = s2f(i[1]['available']) + s2f(
i[1]['frozen'])
#print(balance)
elif cfg.get_cfg_plat() == 'fcoin':
pass
elif cfg.get_cfg_plat() == 'okex':
pass
else:
pass
except:
log.err("Exception on get_balance_all! data:%s" % data)
return balance
def get_all_pair(self):
pairs = []
data = None
try:
if cfg.get_cfg_plat() == 'coinex':
if False:
data = cet.acquire_market_list()
pairs = [item.lower() for item in data]
else:
coin1 = ['btc','ltc','eth','etc','bch','btg','xrp','eos']
coin2 = ['usdt']
for i in coin1:
for j in coin2:
if i == j:
continue
else:
pairs.append(i+j)
elif cfg.get_cfg_plat() == 'fcoin':
pass
elif cfg.get_cfg_plat() == 'okex':
if cfg.is_future():
coin1 = ['btc','ltc','eth','etc','bch','btg','xrp','eos']
coin2 = ['usd']
else:
coin1 = ['btc','eth','etc','bch','ltc','okb']
coin2 = ['usdt', 'btc', 'eth','okb']
for i in coin1:
for j in coin2:
if i == j:
continue
else:
pairs.append(i+"_"+j)
else:
pass
except:
log.err("Exception on get_all_pair! data:%s"%data)
return pairs
def param_select_layout(self, parent):
#self.plat = 'coinex'
#self.pair = 'btc_usdt'
indicator_opt = ['bbands','macd', 'stoch','bbands+macd', 'stoch+macd']
idx = indicator_opt.index(cfg.get_indicator())
self.add_frame_combobox(parent, indicator_opt, idx, self.indicator_select, side=LEFT)
plat_opt = ['coinex','okex']
idx = plat_opt.index(cfg.get_cfg_plat())
self.add_frame_combobox(parent, plat_opt, idx, self.plat_select, side=LEFT)
pair_opt = fwk.get_all_pair()
idx = pair_opt.index(cfg.get_pair())
self.add_frame_combobox(parent, pair_opt, idx, self.pair_select, side=LEFT)
future_or_spot_opt = ['future','spot']
idx = 0 if cfg.is_future() else 1
self.add_frame_combobox(parent, future_or_spot_opt, 0, self.future_or_spot_select, side=LEFT)
def get_price(self, pair):
price = defaultdict(lambda: None)
data = None
try:
if cfg.get_cfg_plat() == 'coinex':
data = cet.acquire_market_data(pair)
#price['buy'] = s2f(data['buy']) #buy 1
#price['high'] = s2f(data['high']) #24H highest price
#price['last'] = s2f(data['last']) #latest price
#price['low'] = s2f(data['low']) #24H lowest price
#price['sell'] = s2f(data['sell']) #sell 1
#price['vol'] = s2f(data['vol']) #24H volume
price = s2f(data)
elif cfg.get_cfg_plat() == 'fcoin':
#data = ft.get_market_ticker(pair)
pass
elif cfg.get_cfg_plat() == 'okex':
data = okb.ticker(pair)
price = data
else:
pass
except:
log.err("Exception on get_price! data:%s" % data)
return price
def get_price(self, pair):
price = defaultdict(lambda: None)
data = None
try:
if cfg.get_cfg_plat() == 'coinex':
data = cet.acquire_market_data(pair)
#price['buy'] = s2f(data['buy']) #buy 1
#price['high'] = s2f(data['high']) #24H highest price
#price['last'] = s2f(data['last']) #latest price
#price['low'] = s2f(data['low']) #24H lowest price
#price['sell'] = s2f(data['sell']) #sell 1
#price['vol'] = s2f(data['vol']) #24H volume
price = s2f(data)
elif cfg.get_cfg_plat() == 'fcoin':
#data = ft.get_market_ticker(pair)
pass
elif cfg.get_cfg_plat() == 'okex':
data = okb.ticker(pair)
price = data
else:
pass
except:
log.err("Exception on get_price! data:%s"%data)
return price
def update_variables(self, trade_param):
if self.trade_history.index.size > 100:
self.trade_history = self.trade_history.drop(0)
self.trade_history.loc[self.trade_history.index.size] = trade_param ##may need use append instead
if self.testing == False:
sslot.trade_history(self.trade_history)
hist.info("%s"%(trade_param))
if self.simulate:
param = self.trade_history.iloc[-1]
a = param['amount'] * (1-0.001) ##take off trans fee
info_contracts = self.user_info[cfg.get_coin1()]['contracts'][0]
position = self.future_position
if param['type'] == 'open_buy':
if cfg.is_future():
oldfund = position['buy_amount'] * position['buy_price_avg']
newfund = a * param['price']
position['buy_amount'] += a
position['buy_available'] += a
position['buy_price_avg'] = (oldfund + newfund) / position['buy_amount']
position['buy_bond'] += a/position['lever_rate']
info_contracts['available'] -= param['amount']/position['lever_rate']
info_contracts['bond'] += a/position['lever_rate']
if param['type'] == 'margin_buy':
if cfg.is_future():
position['buy_amount'] -= param['amount']
position['buy_available'] -= param['amount']
position['buy_bond'] -= param['amount']/position['lever_rate']
info_contracts['available'] += a/position['lever_rate']
info_contracts['bond'] -= param['amount']/position['lever_rate']
profit = (param['price'] - position['buy_price_avg'])/position['buy_price_avg'] * a
info_contracts['profit'] += profit
info_contracts['available'] += profit
self.update_profit(param['price'])
if param['type'] == 'open_sell':
if cfg.is_future():
oldfund = position['sell_amount'] * position['sell_price_avg']
newfund = param['amount'] * param['price']
position['sell_amount'] += a
position['sell_available'] += a
position['sell_price_avg'] = (oldfund + newfund) / position['sell_amount']
position['sell_bond'] += a/position['lever_rate']
info_contracts['available'] -= param['amount']/position['lever_rate']
info_contracts['bond'] += a/position['lever_rate']
if param['type'] == 'margin_sell':
if cfg.is_future():
position['sell_amount'] -= param['amount']
position['sell_available'] -= param['amount']
position['sell_bond'] -= param['amount']/position['lever_rate']
info_contracts['available'] += a/position['lever_rate']
info_contracts['bond'] -= param['amount']/position['lever_rate']
profit = (position['sell_price_avg'] - param['price'])/position['sell_price_avg'] * a
info_contracts['profit'] += profit
info_contracts['available'] += profit
self.update_profit(param['price'])
log.dbg("user_info:%s"%(self.user_info))
log.dbg("future_position:%s"%(self.future_position))
else:
if cfg.get_cfg_plat() == '': #reserve
pass
else:
if cfg.is_future():
self.user_info = fwk.get_user_info()
self.future_position = fwk.get_future_position(cfg.get_pair())
log.dbg("user_info:%s"%(self.user_info))
log.dbg("future_position:%s"%(self.future_position))
else:
pass