def buy_or_sell(closeList, whenTime):
market_client = MarketClient()
nowshould = closeList[0] < closeList[len(closeList) - 1]
global contr
global lastPrice
global totalprofit
# 买入true
if contr and nowshould:
now_price = market_client.get_market_trade(symbol="btcusdt")
now_price = now_price[0].price
lastPrice = now_price
print("buy Price:", str(lastPrice) + "," + str(whenTime))
contr = False
# 卖出 false
if (bool(1 - contr)) and (bool(1 - nowshould)):
if lastPrice == 0:
contr = True
else:
now_price = market_client.get_market_trade(symbol="btcusdt")
now_price = now_price[0].price
if (now_price - lastPrice - now_price * 0.002 -
lastPrice * 0.002) > 0:
print("sell Price:", str(now_price) + "," + str(whenTime))
totalprofit = totalprofit + now_price - lastPrice - now_price * 0.002 - lastPrice * 0.002
print("totalprofit:", str(totalprofit) + "," + str(whenTime))
contr = True
def getTrainData(symbol, interval):
market_client = MarketClient(init_log=True)
list_obj = market_client.get_candlestick(symbol, interval, 2000)
Id = []
High = []
Low = []
Open = []
Close = []
Count = []
Amount = []
Volume = []
if list_obj and len(list_obj):
for obj in list_obj:
Id.append(obj.id)
High.append(obj.high)
Low.append(obj.low)
Open.append(obj.open)
Close.append(obj.close)
Count.append(obj.count)
Amount.append(obj.amount)
Volume.append(obj.vol)
# print(obj.id)
# 字典中的key值即为csv中列名
dataframe = pd.DataFrame(
{'Id': Id, 'High': High, 'Low': Low, 'Open': Open, 'Close': Close, 'Count': Count, 'Amount': Amount,
'Volume': Volume})
# 将DataFrame存储为csv,index表示是否显示行名，default=True
dataframe.to_csv(interval + symbol + ".csv", index=False, sep=',')
def getlastprice(buss, symbol):
if buss == '安':
return requests.request(
"GET", f'{ab_url}/api/v3/ticker/price?symbol={symbol}USDT').json(
)['price']
else:
market_client = MarketClient()
return market_client.get_market_trade(symbol=f"{symbol}usdt")[0].price
def check_insurance_point():
market_client = MarketClient()
depth_size = 20
depth = market_client.get_pricedepth(symbol, DepthStep.STEP1, depth_size)
LogInfo.output("---- Top {size} bids ----".format(size=len(depth.bids)))
i = 0
for entry in depth.bids:
i = i + 1
print(entry.price)
#printme(depth)
return False, False, 0
def get_current_price(symbol):
market_client = MarketClient()
depth_size = 2
depth = market_client.get_pricedepth(symbol, DepthStep.STEP0, depth_size)
#LogInfo.output("---- Top {size} bids ----".format(size=len(depth.bids)))
i = 0
for entry in depth.bids:
i = i + 1
if i == 1:
first_price = entry.price
#LogInfo.output(str(i) + ": price: " + str(entry.price) + ", amount: " + str(entry.amount))
return first_price
def __init__(self, api_key, secret_key, account_id, verbose=False):
super().__init__()
self.account_id = account_id
self.trade_client = TradeClient(api_key=api_key, secret_key=secret_key)
self.account_client = AccountClient(api_key=api_key,
secret_key=secret_key)
self.algo_client = AlgoClient(api_key=api_key, secret_key=secret_key)
self.market_client = MarketClient()
self.holds = {}
self.total_fee = 0
self.stop_loss_threads = []
self.long_order_threads = []
self.latest_timestamp = 0
self.client_id_counter = 0
self.verbose = verbose
self.subscription = None
def __init__(self, symbol):
self.symbol = symbol
self.market_client = MarketClient()
self.candle_tick = pd.DataFrame(columns=[
'id', 'open', 'close', 'high', 'low', 'amount', 'count', 'vol'
])
self.mbp_tick = pd.DataFrame(columns=[
"id", "prevSeqNum", "bids_0_price", "bids_1_price", "bids_2_price",
"bids_3_price", "bids_4_price", "asks_0_price", "asks_1_price",
"asks_2_price", "asks_3_price", "asks_4_price", "asks_0_amount",
"asks_1_amount", "asks_2_amount", "asks_3_amount", "asks_4_amount",
"bids_0_amount", "bids_1_amount", "bids_2_amount", "bids_3_amount",
"bids_4_amount"
])
self.trade_tick = pd.DataFrame(
columns=['id', 'price', 'amount', 'direction'])
self.conn = sqlite3.connect('market.db', timeout=10)
self.s = sched.scheduler(time.time, time.sleep)
def get_current_price(symbol):
try:
market_client = MarketClient()
depth_size = 2
depth = market_client.get_pricedepth(symbol, DepthStep.STEP0, depth_size)
#LogInfo.output("---- Top {size} bids ----".format(size=len(depth.bids)))
i = 0
if not depth:
return 0
for entry in depth.bids:
i = i + 1
if i == 1:
first_price = entry.price
return first_price
#LogInfo.output(str(i) + ": price: " + str(entry.price) + ", amount: " + str(entry.amount))
except Exception as e:
print("ExecuteError in get_current_price", e)
return 0
def update_graph_live(n):
market_client = MarketClient(url="https://api.hbdm.com")
list_obj = market_client.get_candlestick("ETH_CQ",
CandlestickInterval.MIN1, 1)
live_data['price'].append(list_obj[-1].close)
if len(live_data['price']) >= 1000:
live_data['price'] = live_data['price'][-1000:]
live_data['time'].append(datetime.datetime.now().strftime('%c'))
fig = plotly.tools.make_subplots(rows=1, cols=1, vertical_spacing=0.2)
fig['layout']['margin'] = {'l': 30, 'r': 10, 'b': 30, 't': 10}
fig['layout']['legend'] = {'x': 0, 'y': 1, 'xanchor': 'left'}
fig.append_trace(
{
'x': live_data['time'],
'y': live_data['price'],
'name': 'Price',
'mode': 'lines+markers',
'type': 'scatter'
}, 1, 1)
return fig
def __fallback_thread__(self):
if self.proxies is None:
test_clt = MarketClient(url=self.url, timeout=5)
else:
test_clt = MarketClient(url=self.url,
timeout=5,
proxies=self.proxies)
testing = True
while testing:
if not self.live:
return
try:
test_clt.get_candlestick("btcusdt", CandlestickInterval.MIN1,
2)
testing = False
except:
time.sleep(0.1)
continue
ECHO.print(
"[watchdog] [fallbacker] [{}] the original api url {} has recovered"
.format(
time.strftime("%y-%m-%d %H:%M:%S",
time.localtime(self.get_timestamp() / 1000)),
self.url))
self.fallbacked = False
def update_graph(n):
data = {'time': [], 'price': []}
market_client = MarketClient(url="https://api.hbdm.com")
list_obj = market_client.get_candlestick("ETH_CQ",
CandlestickInterval.MIN1, 200)
for item in list_obj:
data['price'].append(item.close)
data['time'].append(
datetime.datetime.fromtimestamp(item.id).strftime('%c'))
fig = plotly.tools.make_subplots(rows=1, cols=1, vertical_spacing=0.2)
fig['layout']['margin'] = {'l': 30, 'r': 10, 'b': 30, 't': 10}
fig['layout']['legend'] = {'x': 0, 'y': 1, 'xanchor': 'left'}
fig.append_trace(
{
'x': data['time'],
'y': data['price'],
'name': 'Price',
'mode': 'lines+markers',
'type': 'scatter'
}, 1, 1)
return fig
def get_current_price(symbol):
try:
market_client = MarketClient()
depth_size = 2
depth = market_client.get_pricedepth(symbol, DepthStep.STEP0,
depth_size)
#LogInfo.output("---- Top {size} bids ----".format(size=len(depth.bids)))
i = 0
if not depth:
return 0
for entry in depth.bids:
i += 1
if i == 1:
first_price = entry.price
return first_price
#LogInfo.output(str(i) + ": price: " + str(entry.price) + ", amount: " + str(entry.amount))
except Exception as e:
print("ExecuteError in get_current_price", e)
send_email(
"HB: " + "get_current_price Exception ",
"you can have a check if it is break or not after using pass!")
pass
return 0
from huobi.client.market import MarketClient
from huobi.constant import DepthStep
def callback(price_depth_req: 'PriceDepthReq'):
price_depth_req.print_object()
def error(e: 'HuobiApiException'):
print(e.error_code + e.error_message)
sub_client = MarketClient()
sub_client.req_pricedepth("btcusdt", DepthStep.STEP0, callback, error)
from huobi.model.market import MarketTicker
def callback(price_depth_event: 'PriceDepthBboEvent'):
price_depth_event.print_object()
print()
def error(e: 'HuobiApiException'):
print(e.error_code + e.error_message)
# market_client = MarketClient()
# market_client.sub_pricedepth_bbo("btcusdt", callback, error)
sub_client = MarketClient(init_log=False)
list_obj = sub_client.get_market_tickers()
list_obj.sort(key=lambda x: x.count, reverse=True)
list_obj = list_obj[0:100]
ret = []
for obj in list_obj:
obj: MarketTicker = obj
if obj.symbol.endswith("usdt"):
ret.append(obj)
# else:
# print(obj.symbol +" code not found!")
# print(obj.symbol)
ret.sort(key=lambda x: x.count, reverse=True)
from huobi.client.market import MarketClient
def callback(trade_event: 'TradeDetailEvent'):
print("---- trade_event: ----")
trade_event.print_object()
print()
market_client = MarketClient(init_log=True)
market_client.sub_trade_detail("btcusdt,eosusdt", callback)
from huobi.client.market import MarketClient
from huobi.constant import *
from huobi.exception.huobi_api_exception import HuobiApiException
import time
def callback(candlestick_req: 'CandlestickReq'):
candlestick_req.print_object()
def error(e: 'HuobiApiException'):
print(e.error_code + e.error_message)
sub_client = MarketClient(init_log=True, url="https://api.huobi.li")
#sub_client.request_candlestick_event("btcusdt", CandlestickInterval.MIN1, callback, from_ts_second=None, end_ts_second=None, error_handler=None)
#sub_client.request_candlestick_event("btcusdt", CandlestickInterval.MIN1, callback, from_ts_second=1571124360, end_ts_second=1571129820)
#sub_client.request_candlestick_event("btcusdt", CandlestickInterval.MIN1, callback, from_ts_second=1569361140, end_ts_second=0)
#sub_client.request_candlestick_event("btcusdt", CandlestickInterval.MIN1, callback, from_ts_second=1569379980)
while True:
time.sleep(0.5)
sub_client.req_candlestick("paxusdt", CandlestickInterval.MIN1, callback)
from huobi.client.market import MarketClient
from huobi.constant import *
from huobi.utils import *
market_client = MarketClient(init_log=True)
interval = CandlestickInterval.MIN5
symbol = "ethusdt"
list_obj = market_client.get_candlestick(symbol, interval, 10)
LogInfo.output("---- {interval} candlestick for {symbol} ----".format(
interval=interval, symbol=symbol))
LogInfo.output_list(list_obj)
'''
@author: HeQingsong
@date: 2020-09-20 13:41
@filename: MarketQuotationUtils.py
@project: huobi_Python
@python version: 3.7 by Anaconda
@description:
'''
from huobi.client.market import MarketClient, CandlestickInterval
from huobi.exception.huobi_api_exception import HuobiApiException
import pandas as pd
market_client = MarketClient()
'''
返回格式：
[
{'id': 1600581600, 'open': 0.005888, 'close': 0.005847, 'low': 0.005833, 'high': 0.005888, 'amount': 196284.1214, 'vol': 1147.6254458782, 'count': 55},
{'id': 1600580700, 'open': 0.00588, 'close': 0.005873, 'low': 0.005873, 'high': 0.005916, 'amount': 83578.0374, 'vol': 492.5054534462, 'count': 45},
]
'''
def get_market_quotation(symbol, wtime, size=1000):
try:
list_obj = market_client.get_candlestick(symbol, wtime, size)
df_list = []
list_length = len(list_obj)
for i in range(0, list_length):
obj = list_obj[list_length - i - 1]
from huobi.client.market import MarketClient
from huobi.constant import *
def callback(mbp_event: 'MbpIncreaseEvent'):
mbp_event.print_object()
def error(e: 'HuobiApiException'):
print(e.error_code + e.error_message)
market_client = MarketClient(init_log=True)
market_client.req_mbp("btcusdt", MbpLevel.MBP5, callback, error)
from huobi.exception.huobi_api_exception import HuobiApiException
from my.lesscfg import LESS_SYMBOL, LESS_INTERVAL, LESS_BASE, LESS_MAX_COUNT, LESS_LEAST_PROFIT, LESS_ADD_DIFF, \
LESS_PEAK_DIFF
from my.lessdb import Lessdb, BTC_OPS_TABLE, Operation
from my.organized import Organized
from my.upath import UPath
from huobi.client.market import MarketClient
from huobi.client.account import AccountClient
from huobi.client.trade import TradeClient
from huobi.constant import *
from my.utils import Utils
account_client = AccountClient(api_key=g_api_key, secret_key=g_secret_key)
market_client = MarketClient(init_log=True)
trade_client = TradeClient(api_key=g_api_key, secret_key=g_secret_key)
class LessTradeDirection(IntEnum):
LONG = 0,
SHORT = 1,
INVALID = 2,
symbol = LESS_SYMBOL
interval = LESS_INTERVAL
LOG_THROTTLE_COUNT = 1
LESSDB_FILE = "less_{0}.db".format(symbol)
from huobi.client.market import MarketClient
from huobi.utils import *
import time
market_client = MarketClient(url="https://api.huobi.li")
while True:
list_obj = market_client.get_market_trade(symbol="ethusdt")
LogInfo.output_list(list_obj)
def trace_profit(base_symbol,
quote_symbol,
amount,
monitor_sleep_time,
interval_upper_boundary_list,
interval_rate_list,
interval_delta_list,
stop_loss_rate=0.05,
stop_profit_rate=float("inf"),
buy_sleep_time=5,
sell_sleep_time=5,
buy_max_times=1,
sell_max_times=20,
test_mode=0,
test_price_vector=[]):
symbol = base_symbol + quote_symbol
#illegal parameter
if not (len(interval_upper_boundary_list) == len(interval_rate_list) ==
len(interval_delta_list)):
return -1
symbol_info = get_symbol_info(symbol)
print("----------------------------------------------")
print("Parameters:")
print("1. base_symbol=%s, quote_symbol=%s, symbol=%s, amount=%f" %
(base_symbol, quote_symbol, symbol, amount))
print("2. stop_loss_rate=%f, stop_profit_rate=%f" %
(stop_loss_rate, stop_profit_rate))
print("3. monitor_sleep_time=%f" % monitor_sleep_time)
print("4. interval_upper_boundary_list=%s" % interval_upper_boundary_list)
print("5. interval_rate_list=%s" % interval_rate_list)
print("6. interval_delta_list=%s" % interval_delta_list)
print("7. buy_sleep_time=%d, sell_sleep_time=%d" %
(buy_sleep_time, sell_sleep_time))
print("8. buy_max_times=%d, sell_max_times=%d" %
(buy_max_times, sell_max_times))
print("9. test_mode=%d" % test_mode)
print("10. symbol detail info:")
symbol_info.print_object()
print("----------------------------------------------\n")
#Initial
sell_dif_rate = -1
hysteresis_cnt = 0
check_times = 1
market_client = MarketClient()
interval_flag_list = [
0 for x in range(0, len(interval_upper_boundary_list))
] #generate interval flag list according to parameter
#get buy order info from the buy order API
if 1 == test_mode:
symbol_start_price = test_price_vector[0]
else:
#create buy order
[symbol_start_price,
filled_amount] = must_buy_sell(OrderType.BUY_MARKET, symbol, amount,
0, symbol_info.amount_precision,
symbol_info.price_precision,
buy_max_times, buy_sleep_time)
#SELL TEST:
if test_mode == 2:
print('TEST_MODE2: START SELL:\n')
must_buy_sell(OrderType.SELL_MARKET, symbol, filled_amount, 999999999,
symbol_info.amount_precision,
symbol_info.price_precision, sell_max_times,
sell_sleep_time)
return 0
print('\nSTART TRACING PROFIT:\n')
print(
'No.\tPRICE\t\tPRICE_DIF\tPRICE_DIF_RATE\tSELL_DIF_RATE\tFLAG_LIST\tCNT\tTIME'
)
#monitor the latest price and price rate
while (1):
if test_mode:
symbol_current_price = test_price_vector[check_times]
symbol_current_time = 0
else:
try:
list_obj = market_client.get_market_trade(symbol)
symbol_current_price = list_obj[0].price
symbol_current_time = list_obj[0].ts
except requests.exceptions.ProxyError as e:
print(e)
continue
except requests.exceptions.ConnectionError as e:
print(e)
continue
except requests.exceptions.ReadTimeout as e:
print(e)
continue
#get price dif and rate
price_dif = symbol_current_price - symbol_start_price
price_dif_rate = abs(price_dif / symbol_start_price)
print(
"%d\t%0.8f\t%0.8f\t%0.8f%%\t%0.8f%%\t%s\t%d\t" %
(check_times, symbol_current_price, price_dif,
100 * price_dif_rate, 100 * sell_dif_rate, interval_flag_list,
hysteresis_cnt),
datetime.datetime.fromtimestamp(
symbol_current_time / 1000).strftime('%Y-%m-%d %H:%M:%S.%f'))
#stop loss
if price_dif < 0 and price_dif_rate >= stop_loss_rate:
print("------------Trigger stop loss------------\n")
if not test_mode:
must_buy_sell(OrderType.SELL_MARKET, symbol, filled_amount,
999999999, symbol_info.amount_precision,
symbol_info.price_precision, sell_max_times,
sell_sleep_time)
return 0
#stop profit
if price_dif > 0 and price_dif_rate >= stop_profit_rate:
print("------------Trigger stop profit------------\n")
if not test_mode:
must_buy_sell(OrderType.SELL_MARKET, symbol, filled_amount,
999999999, symbol_info.amount_precision,
symbol_info.price_precision, sell_max_times,
sell_sleep_time)
return 0
#update price rate and sell when get suitable profit
if price_dif > 0 and price_dif_rate > sell_dif_rate:
[sell_dif_rate, interval_flag_list,
hysteresis_cnt] = sell_dif_rate_hysteresis(
sell_dif_rate, interval_flag_list, hysteresis_cnt, price_dif,
price_dif_rate, interval_upper_boundary_list,
interval_rate_list, interval_delta_list)
elif price_dif > 0 and price_dif_rate <= sell_dif_rate:
print("------------Trigger get enough profit------------\n")
if not test_mode:
must_buy_sell(OrderType.SELL_MARKET, symbol, filled_amount,
999999999, symbol_info.amount_precision,
symbol_info.price_precision, sell_max_times,
sell_sleep_time)
return 0
#loop check times
check_times += 1
#loop sleep time
time.sleep(monitor_sleep_time)
from huobi.client.market import MarketClient
from huobi.utils import *
market_client = MarketClient()
list_obj = market_client.get_history_trade("btcusdt", 6)
LogInfo.output_list(list_obj)
from huobi.client.market import MarketClient
import time
def callback(trade_req: 'TradeDetailReq'):
print("---- trade_event: ----")
print(trade_req[1])
print()
market_client = MarketClient(url="https://api.huobi.li")
while True:
market_client.req_trade_detail("enjusdt", callback)
from huobi.client.market import MarketClient
from huobi.constant import *
def callback(mbp_event: 'MbpIncreaseEvent'):
mbp_event.print_object()
def error(e: 'HuobiApiException'):
print(e.error_code + e.error_message)
market_client = MarketClient(init_log=True)
market_client.sub_mbp_increase("btcusdt,eosusdt", MbpLevel.MBP150, callback, error)
from huobi.client.market import MarketClient
from huobi.constant import *
def callback(price_depth_event: 'PriceDepthEvent'):
price_depth_event.print_object()
def error(e: 'HuobiApiException'):
print(e.error_code + e.error_message)
market_client = MarketClient()
market_client.sub_pricedepth("btcusdt", DepthStep.STEP0, callback, error)
market_client.sub_pricedepth("eosusdt", DepthStep.STEP0, callback, error)
market_client.sub_pricedepth("ethusdt", DepthStep.STEP0, callback, error)
from huobi.client.trade import TradeClient
generic_client = GenericClient()
list_symbol = generic_client.get_exchange_symbols()
list_currency = generic_client.get_reference_currencies()
print(list_symbol[0])
print(list_currency[0].print_object())
a = c
access_key = " "
secret_key = " "
# Create generic client instance and get the timestamp
generic_client = GenericClient()
timestamp = generic_client.get_exchange_timestamp()
print(timestamp)
# Create the market client instance and get the latest btcusdt‘s candlestick
market_client = MarketClient()
list_obj = market_client.get_candlestick("btcusdt", CandlestickInterval.MIN5,
10)
LogInfo.output_list(list_obj)
# // Create an AccountClient instance with APIKey
account_client = AccountClient(api_key=access_key, secret_key=secret_key)
# // Create a TradeClient instance with API Key and customized host
trade_client = TradeClient(api_key=access_key,
secret_key=secret_key,
url="https://api-aws.huobi.pro")
# print()
def error(e: 'HuobiApiException'):
print(e.error_code + e.error_message)
# class CandlestickInterval:
# MIN1 = "1min"
# MIN5 = "5min"
# MIN15 = "15min"
# MIN30 = "30min"
# MIN60 = "60min"
# HOUR4 = "4hour"
# DAY1 = "1day"
# MON1 = "1mon"
# WEEK1 = "1week"
# YEAR1 = "1year"
# INVALID = None
sub_client = MarketClient(init_log=True, url="https://api.huobiasia.vip")
#sub_client.request_candlestick_event("btcusdt", CandlestickInterval.MIN1, callback, from_ts_second=None, end_ts_second=None, error_handler=None)
#sub_client.request_candlestick_event("btcusdt", CandlestickInterval.MIN1, callback, from_ts_second=1571124360, end_ts_second=1571129820)
#sub_client.request_candlestick_event("btcusdt", CandlestickInterval.MIN1, callback, from_ts_second=1569361140, end_ts_second=0)
#sub_client.request_candlestick_event("btcusdt", CandlestickInterval.MIN1, callback, from_ts_second=1569379980)
list = sub_client.req_candlestick("filusdt", CandlestickInterval.MIN30,
callback)
# sub_client.get_market_trade(symbol="filusdt")
# print(list)
import os
from huobi.client.market import MarketClient
api_key = os.environ.get("API_KEY")
secret_key = os.environ.get("SECRET_KEY")
market_client = MarketClient(api_key=api_key, secret_key=secret_key)
obj = market_client.get_market_detail("btcusdt")
obj.print_object()
'btc', 'eth', 'link', 'dot', 'eos', 'trx', 'ada', 'ltc', 'bch', 'xrp',
'bsv', 'etc', 'fil'
]
watch_thresh = 10
# Futures setup
URL = 'https://api.hbdm.com'
ACCESS_KEY = ''
SECRET_KEY = ''
dm = HuobiDM(URL, ACCESS_KEY, SECRET_KEY)
# BB setup
market_client = MarketClient()
while True:
for contract in contractlist:
# Get BB MarketData
bbsymbol = contract.lower() + 'usdt'
depth = market_client.get_pricedepth(bbsymbol, DepthStep.STEP0, 20)
bb_ask = depth.asks[19].price
# Get Future MarketData
futsymbol = contract.upper() + '_NQ'
delivery_date = dm.get_contract_info(
symbol=contract.upper(),
contract_type="next_quarter")['data'][0]['delivery_date']
waiteday = (datetime.datetime.strptime(delivery_date, '%Y%m%d') -
datetime.datetime.now()).days + 2
fut_depth = dm.get_contract_depth(symbol=futsymbol, type='step6')