def delete_overdue_order(self, latest_deal_price):
now_ts = int(time.time())
self.timeLog('Start to delete pending orders..., %s' % timestamp2string(now_ts))
orders_list = self.spotAPI.get_orders_list('open', instrument_id)
self.timeLog('before delete, pending orders num: %d' % len(orders_list))
for order in orders_list[0]:
o_price = float(order['price'])
o_time = string2timestamp(order['timestamp'])
if o_time < now_ts - 60 or o_price < latest_deal_price * 0.995 or o_price or o_price > 1.005 * latest_deal_price:
order_id = order['order_id']
self.revoke_order(order_id, now_ts)
self.timeLog('Finish delete pending orders')
# 完全成交的订单或已经撤单的订单
status = order_info['status']
side = order_info['side']
if status == 'filled':
print("order %s 已完全成交" % str(old_order_id))
del_list.append(old_order_id)
if side == 'buy':
more = 1
elif side == 'sell':
more = 0
elif status == 'part_filled':
if side == 'buy':
more = 1
elif status == 'cancelled':
del_list.append(old_order_id)
elif int(ts) - (string2timestamp(order_info['timestamp']) + 8 * 3600) >= 3:
print('撤单重挂，ts：%s, 真实时间：%s' % (timestamp2string(ts), timestamp2string(time.time())))
try:
print('撤单结果: %s' % spotAPI.revoke_order(instrument_id, old_order_id))
except Exception as e:
print(repr(e))
traceback.print_exc()
del_list.append(old_order_id)
continue
ret = spotAPI.get_specific_ticker(instrument_id)
print('当前行情: %s' % ret)
if side == 'buy':
buy_price = float(ret['best_ask'])
try:
order_id = buy_all_position(spotAPI, instrument_id, buy_price)
if order_id:
status = order_info['status']
ret = spotAPI.get_specific_ticker(instrument_id)
buy_price = float(ret['best_bid']) + 0.0001
sell_price = float(ret['best_ask']) - 0.0001
if status == 'filled':
print("order %s 已完全成交" % str(old_order_id))
del_list.append(old_order_id)
side = order_info['side']
if side == 'buy':
more = 1
elif side == 'sell':
more = 0
elif status == 'cancelled':
del_list.append(old_order_id)
elif int(ts) > string2timestamp(
order_info['timestamp']) + 10 + 8 * 3600:
spotAPI.revoke_order(instrument_id, old_order_id)
for del_id in del_list:
order_id_queue.remove(del_id)
del_list = []
time.sleep(1)
if int(ts) - last_minute_ts > 10:
last_minute_ts = int(ts)
if more == 1:
print("持有做多单")
else:
print("未持有单")
print("calculating macd...")
try:
order_info = spotAPI.get_order_info(
old_order_id, instrument_id)
except Exception as e:
print(repr(e))
traceback.print_exc()
del_list.append(old_order_id)
continue
print('order_id: %s, order_info: %s' %
(old_order_id, order_info))
# 完全成交的订单或已经撤单的订单
status = order_info['status']
side = order_info['side']
print('now timestamp: %d, order created time: %d' %
(int(ts),
string2timestamp(order_info['created_at']) + 8 * 3600))
if status == 'filled':
print("order %s 已完全成交" % str(old_order_id))
del_list.append(old_order_id)
if side == 'buy':
more = 1
elif side == 'sell':
more = 0
elif status == 'cancelled':
del_list.append(old_order_id)
elif int(ts) - (string2timestamp(order_info['created_at']) +
8 * 3600) >= 3:
print('撤单重挂')
try: