def get_kline_column_names(exchange_name):
if exchange_name == BINANCE_SPOT_EXCHANGE_NAME:
return BinanceExchange.get_kline_column_names()
elif exchange_name == BINANCE_MARGIN_EXCHANGE_NAME:
return BinanceMargin.get_kline_column_names()
elif exchange_name == OKEX_SPOT_EXCHANGE_NAME:
return OkexExchange.get_kline_column_names()
else:
return None
def create_exchange(exchange_name):
if exchange_name == BINANCE_SPOT_EXCHANGE_NAME:
return BinanceExchange(debug=True)
elif exchange_name == BINANCE_MARGIN_EXCHANGE_NAME:
return BinanceMargin(debug=True)
elif exchange_name == OKEX_SPOT_EXCHANGE_NAME:
return OkexExchange(debug=True)
else:
return None
def __init__(self, instance_id, config):
super().__init__(instance_id, config, DB_ORDERS_NAME)
exchange = config["exchange"]
if exchange == "binance":
self.__exchange = BinanceExchange(debug=True)
elif exchange == "okex":
self.__exchange = OkexExchange(debug=True)
else:
print("Wrong exchange name: %s" % exchange)
exit(1)
def __init__(self, instance_id, config, db_orders_name):
self.instance_id = instance_id
self.config = config
self.db_orders_name = db_orders_name
self._db = md.MongoDB(mongo_user, mongo_pwd, db_name, db_url)
self._db.ensure_index(db_orders_name, [("instance_id",1),("symbol",1)])
self.can_buy_time = None
exchange = config["exchange"]
if exchange == "binance":
self.kline_column_names = BinanceExchange.get_kline_column_names()
elif exchange == "okex":
self.kline_column_names = OkexExchange.get_kline_column_names()
def __init__(self, instance_id, config, db_orders_name=None):
self.instance_id = instance_id
self.config = config
exchange = config["exchange"]
if exchange == "binance":
self.kline_column_names = BinanceExchange.get_kline_column_names()
elif exchange == "okex":
self.kline_column_names = OkexExchange.get_kline_column_names()
self.md_db = md.MongoDB(mongo_user, mongo_pwd, exchange, db_url)
self.td_db = md.MongoDB(mongo_user, mongo_pwd, "xquant", db_url)
self.value = 100
if db_orders_name:
self.db_orders_name = db_orders_name
self.td_db.ensure_index(db_orders_name, [("instance_id", 1),
("symbol", 1)])
self.can_open_time = None
self.tp_cc = {"base_open": 0}
db.ensure_index(collection, [("open_time",1)], unique=True)
# 注意，下面代码有隐患，在上午8点前取1d、12h时，最后的一个是不完整的，后续再整改
if args.r:
start_time, end_time = split_time_range(args.r)
else:
# 续接db中最后一条记录，至今天之前
klines = db.find_sort(collection, {}, 'open_time', -1, 1)
if len(klines) > 0:
start_time = (datetime.fromtimestamp(klines[0]["open_time"]/1000) + interval).replace(hour=0,minute=0,second=0,microsecond=0)
else:
start_time = None
end_time = datetime.now().replace(hour=0,minute=0,second=0,microsecond=0)
if args.m == "binance":
exchange = BinanceExchange(debug=True)
if not start_time:
start_time = BinanceExchange.start_time
else:
print("market data source error!")
exit(1)
size = 1000
tmp_time = start_time
while tmp_time < end_time:
print(tmp_time, end=" ")
if (tmp_time + size * interval) > end_time:
batch = int((end_time - tmp_time)/interval)
else:
batch = size
parser.add_argument('-t', help='target coin')
parser.add_argument('-d', help='direction')
parser.add_argument('-a', help='amount')
args = parser.parse_args()
# print(args)
if not (args.b and args.t and args.d and args.a):
parser.print_help()
exit(1)
base_coin = args.b
target_coin = args.t
direction = args.d
amount = float(args.a)
exchange = BinanceExchange()
symbol = "%s_%s" % (target_coin, base_coin)
klines = exchange.get_klines_1day(symbol, 1)
cur_price = float(klines[-1][4])
book = exchange.get_order_book(symbol, 1000)
# print(book)
if direction == 'buy':
orders = book['asks']
else:
orders = book['bids']
deal = 0
cost = 0
for order in orders:
#!/usr/bin/python3
import sys
sys.path.append('../')
import argparse
from exchange.binanceExchange import BinanceExchange
if __name__ == "__main__":
parser = argparse.ArgumentParser(description='account')
parser.add_argument('-e', help='exchange')
args = parser.parse_args()
# print(args)
if not (args.e):
parser.print_help()
exit(1)
if args.e == "binance":
exchange = BinanceExchange(debug=True)
else:
print("exchange error!")
exit(1)
account = exchange.get_account()
print("account info: %s" % account)
#!/usr/bin/python3
import sys
sys.path.append('../')
import argparse
from exchange.binanceExchange import BinanceExchange
import common.xquant as xq
if __name__ == "__main__":
parser = argparse.ArgumentParser(description='account')
parser.add_argument('-e', help='exchange')
parser.add_argument('-s', help='symbol (btc_usdt)')
parser.add_argument('-p', help='price')
parser.add_argument('-a', help='amount')
args = parser.parse_args()
# print(args)
if not (args.e and args.s and args.p and args.a):
parser.print_help()
exit(1)
if args.e == "binance":
exchange = BinanceExchange(debug=True)
else:
print("exchange error!")
exit(1)
exchange.send_order(xq.DIRECTION_LONG, xq.OPEN_POSITION, xq.ORDER_TYPE_LIMIT, args.s, float(args.p), float(args.a))
time_range = args.r.split(",")
start_time = datetime.strptime(time_range[0], "%Y-%m-%d")
end_time = datetime.strptime(time_range[1], "%Y-%m-%d")
if args.k == "1min":
collection = "kline_%s" % args.s
tick_time = start_time
td = timedelta(minutes=1)
elif args.k == "1day":
collection = "kline_1day_%s" % args.s
tick_time = start_time + timedelta(hours=8)
td = timedelta(days=1)
else:
exit(1)
exchange = BinanceExchange(debug=True)
db = md.MongoDB(mongo_user, mongo_pwd, db_name, db_url)
klines = db.find(
collection, {
"open_time": {
"$gte": int(start_time.timestamp()) * 1000,
"$lt": int(end_time.timestamp()) * 1000
}
})
i = 0
miss_start = None
miss_count = 0
while tick_time < end_time:
ts = int(tick_time.timestamp() * 1000)
#!/usr/bin/python3
import sys
sys.path.append('../')
import argparse
from exchange.binanceExchange import BinanceExchange
if __name__ == "__main__":
parser = argparse.ArgumentParser(description='trade')
parser.add_argument('-e', help='exchange')
parser.add_argument('-s', help='symbol (btc_usdt)')
args = parser.parse_args()
# print(args)
if not (args.e and args.s):
parser.print_help()
exit(1)
if args.e == "binance":
exchange = BinanceExchange(debug=True)
else:
print("exchange error!")
exit(1)
trades = exchange.get_trades(args.s)
print("trades: %s" % trades)
args = parser.parse_args()
# print(args)
if not (args.b and args.t and args.s and args.e):
parser.print_help()
exit(1)
base_coin = args.b
target_coin = args.t
start_time = int(time.mktime(time.strptime(args.s, "%Y-%m-%d"))) * 1000
end_time = int(time.mktime(time.strptime(args.e, "%Y-%m-%d"))) * 1000
print("start time:", start_time, args.s)
print("end time:", end_time, args.e)
db = md.MongoDB(mongo_user, mongo_pwd, db_name, db_url)
exchange = BinanceExchange(debug=True)
symbol = creat_symbol(base_coin=base_coin, target_coin=target_coin)
if args.k == "1min":
interval = 60 * 1000
collection = "kline_%s" % symbol
elif args.k == "1day":
interval = 24 * 60 * 60 * 1000
collection = "kline_1day_%s" % symbol
else:
exit(1)
print("collection: ", collection)
size = 1000
tmp_time = start_time