def check_shared_coin_list(self, coinlist):
#比较多个市场之间的价格
sharedcoinlist = []
for market_base in self.__market_list:
market_vs_list = list(self.__market_list)
#移除作为base 的市场
market_vs_list.remove(market_base)
#对比每一个其它的市场
for market_vs in market_vs_list:
#对每个coin进行分析
for coin in coinlist:
try:
#base的市场价格
price_base = pricemanage.PriceManage(
market_base, coin).get_coin_price()
#需要对比的市场价格
price_vs = pricemanage.PriceManage(
market_vs, coin).get_coin_price()
x = price_base.buy_cny
if x:
sharedcoin = sharedmarketcoin.SharedMarketCoin(
market_base, market_vs, coin)
sharedcoinlist.append(sharedcoin)
print(str(sharedcoin))
except Exception as e:
pass
#print(str(e))
coinlist = {}
for x1 in sharedcoinlist:
coinlist[x1.coin_code_base] = x1.coin_code_base
for coin in coinlist:
print(coin)
return coinlist
def find_bal_coin(self):
#比较多个市场之间的价格
for market_base in self.__market_list:
market_vs_list = list(self.__market_list)
#移除作为base 的市场
market_vs_list.remove(market_base)
#对比每一个其它的市场
for market_vs in market_vs_list:
#对每个coin进行分析
for coin in self.__coin_list:
#base的市场价格
price_base = pricemanage.PriceManage(
market_base, coin).get_coin_price()
#需要对比的市场价格
price_vs = pricemanage.PriceManage(market_vs,
coin).get_coin_price()
match_bal_flag = self.__match_balance(price_base, price_vs)
if match_bal_flag:
# 专门找bter的
if market_vs == 'bter':
logging.info(
'%s:Coin:%s 适合作为%s的均衡Coin，从%s卖出来得到Money，同时从%s买入!'
% (common.CommonFunction.get_curr_time(), coin,
market_vs, market_vs, market_base))
logging.info(
'买入价格:%f, 卖出价格:%f' %
(price_base.sell_cny, price_vs.buy_cny))
def __check_money_pool(self,market_base,market_vs,coin_code):
try:
order_base= ordermanage.OrderManage(market_base)
order_vs=ordermanage.OrderManage(market_vs)
#返回标志
result_flag=False
#只检查两个市场的RMB金额，默认coin是足够交易的
bal_base=order_base.getMyBalance('cny')
bal_vs=order_vs.getMyBalance('cny')
#检查coin的数量是不是满足当前市场是总市场容量的一半
#bal_coin_base=float(order_base.getMyBalance(coin_code))
bal_coin_vs=float(order_vs.getMyBalance(coin_code))
#大概的交易价格
# vs的市场价格
price_vs = pricemanage.PriceManage(market_vs, coin_code).get_coin_price()
#币种 的阀值倍数
coiin_bal_times=5
#每次交易的单位数
trans_unit_per_time=self.__std_amount/price_vs.buy_cny
money_pool_amt=self.__std_amount*self.__money_pool_size
#帐户标准交易额的X倍，如果低于这个金额则进行两个市场的平衡
if bal_vs<money_pool_amt:
#只有待均衡的COIN的金额在资金池的3成以上才进行均衡
if bal_coin_vs*price_vs.buy_cny/money_pool_amt>0.3:
result_flag=True
except Exception as e:
print(str(e))
print('获取资金池状态是否需要均衡时出错')
return result_flag
pass
def __check_coin_pool(self,market_base,market_vs,coin_code):
try:
order_base= ordermanage.OrderManage(market_base)
order_vs=ordermanage.OrderManage(market_vs)
#返回标志
result_flag=False
#只检查两个市场的RMB金额，默认coin是足够交易的
bal_base=float(order_base.getMyBalance('cny'))
bal_vs=float(order_vs.getMyBalance('cny'))
#检查coin的数量是不是满足当前市场是总市场容量的一半
bal_coin_base=float(order_base.getMyBalance(coin_code))
bal_coin_vs=float(order_vs.getMyBalance(coin_code))
#大概的交易价格
# vs的市场价格
price_vs = pricemanage.PriceManage(market_vs, coin_code).get_coin_price()
#币种 的阀值倍数
coiin_bal_times=5
#每次交易的单位数
trans_unit_per_time=self.__std_amount/price_vs.buy_cny
money_pool_amt=float(self.__std_amount*self.__money_pool_size)
total_coin_bal=(bal_coin_base+bal_coin_vs)
#资金量在3成以上才进行同步
if float(bal_base/(bal_base+bal_vs))>0.3 or float(bal_base)>float(money_pool_amt*0.8):
# 帐户低于总数的30%时进行均衡,只有总的币数大于每次交易的10倍 以上才进行均衡
if bal_coin_base/total_coin_bal<0.3 and total_coin_bal>trans_unit_per_time*10:
result_flag=True
except Exception as e:
print(str(e))
print('获取资金池状态是否需要均衡时出错')
return result_flag
pass
def test_trans_apply(self):
self.__market_base = 'bter'
self.__market_vs = 'btc38'
self.__trans_coin_code = 'doge'
price_base = pricemanage.PriceManage('bter', 'doge').get_coin_price()
# 需要对比的市场价格
price_vs = pricemanage.PriceManage('btc38', 'doge').get_coin_price()
self.__price_base = price_base
self.__price_vs = price_vs
self.__price_base.sell_cny = 0.03
self.__price_vs.buy_cny = 0.04
trans_success = self.__trans_apply()
if trans_success:
print('交易成功！')
else:
print('交易处理失败!')
def exch_balance(self,market_base, market_vs, coin_code):
order_base = ordermanage.OrderManage(market_base)
order_vs = ordermanage.OrderManage(market_vs)
# base的市场价格
price_base = pricemanage.PriceManage(market_base, coin_code).get_coin_price()
# 需要对比的市场价格
price_vs = pricemanage.PriceManage(market_vs, coin_code).get_coin_price()
#trans_price = float(self.__get_trans_price(price_base, price_vs, coin_code))
match_price_flag=self.__price_check(coin_code,price_base,price_vs)
#在约定的范围价格变动范围之内
if match_price_flag:
trans_price_buy=price_base.sell_cny
trans_price_sell=price_vs.buy_cny
else:
return False
#TODO test purpose
#trans_price=0.01598
# 价格两个市场变动范围不在约定的范围 内则不返回价格，不需要进行交易
#if trans_price == None:
# return False
trans_amount=self.__std_amount*self.__exch_times
# 交易的单位是每次交易的X倍,
# 要非常 小心 这里面的小数位，需要BTC38的接口小数位数太长会报错，接口太SB了， 不知道自己处理一下
robot=traderobot.TradeRobot()
trans_units = round(float(self.__std_amount / trans_price_buy * self.__exch_times),robot.get_rounding_num(coin_code))
tradeapi=robot
trans_status=False
# 调用买入操作
buy_success = tradeapi.twin_trans(order_base, 'buy', coin_code, trans_units, trans_price_buy)
if buy_success:
sell_success = tradeapi.twin_trans(order_vs, 'sell', coin_code, trans_units, trans_price_sell)
# 目前的方案只要买入成功，则卖出订单不取消，只是检查状态当时有没有成交
if sell_success:
trans_status = True
print('%s:均衡交易：成功,已经成功卖出:%s@%s,金额:%f,从市场@%s同样买入：当前成交！' \
% (self.__get_curr_time(), coin_code, market_vs, trans_amount, market_base))
logging.info('%s:均衡交易：成功,已经成功卖出:%s@%s,金额:%f,从市场@%s同样买入：当前成交！' \
% (self.__get_curr_time(), coin_code, market_vs, trans_amount, market_base))
else:
logging.warning('%s:均衡交易：在途,已经成功卖出:%s@%s,金额:%f,从市场@%s同样买入：当前未成交！' \
% (self.__get_curr_time(), coin_code, market_vs, trans_amount, market_base))
return trans_status
pass
def __coin_rearch(self):
# 比较多个市场之间的价格
for market_base in self.__market_list:
market_vs_list = list(self.__market_list)
# 移除作为base 的市场
market_vs_list.remove(market_base)
# 对比每一个其它的市场
for market_vs in market_vs_list:
# 对每个coin进行分析
for coin in self.__coin_list:
# base的市场价格
price_base = pricemanage.PriceManage(
market_base, coin).get_coin_price()
# 需要对比的市场价格
price_vs = pricemanage.PriceManage(market_vs,
coin).get_coin_price()
price_check_result = self.__price_check(
coin, price_base, price_vs)
# 如果价格可以进行买卖刚返回
if price_check_result:
# 对于达到要求的保存到类变量中，交易函数进行处理
self.__market_base = market_base
self.__market_vs = market_vs
self.__price_base = price_base
self.__price_vs = price_vs
# 满足交易的coin code
self.__trans_coin_code = coin
# 把交易实例保存起来
# Base account的交易实例
self.__order_base = ordermanage.OrderManage(
self.__market_base)
# VS市场
self.__order_vs = ordermanage.OrderManage(
self.__market_vs)
# 预期盈利金额
profitamt = (self.__std_amount / price_base.sell_cny
) * (price_vs.buy_cny -
price_base.sell_cny)
currtime = time.strftime('%Y-%m-%d %H:%M:%S',
time.localtime(time.time()))
print('Date:%s,Coin:%s,BaseMarket(Buy):%s, VSmarket(Sell):%s,Buy price:%f,Sell price:%f,投资%f预期盈利:%f' \
% (currtime,coin, market_base, market_vs, price_base.sell_cny, price_vs.buy_cny, self.__std_amount,
profitamt))
def __check_balance_flag(self,market_base, market_vs,coin_code):
order_base= ordermanage.OrderManage(market_base)
order_vs=ordermanage.OrderManage(market_vs)
#只检查两个市场的RMB金额，默认coin是足够交易的
bal_base=order_base.getMyBalance('cny')
bal_vs=order_vs.getMyBalance('cny')
#检查coin的数量是不是满足当前市场是总市场容量的一半
bal_coin_base=float(order_base.getMyBalance(coin_code))
bal_coin_vs=float(order_vs.getMyBalance(coin_code))
total_coin_bal=bal_coin_base+bal_coin_vs
#大概的交易价格
# base的市场价格
price_base = pricemanage.PriceManage(market_base, coin_code).get_coin_price()
# 需要对比的市场价格
#price_vs = pricemanage.PriceManage(market_vs, coin_code).get_coin_price()
need_exchange=False
#均衡市场是标准交易的多少倍
bal_times=100
#币种 的阀值倍数
coiin_bal_times=5
#每次交易的单位数
trans_unit_per_time=self.__std_amount/price_base.sell_cny
#帐户标准交易额的100倍，如果低于这个金额则进行两个市场的平衡
if bal_vs<float(self.__std_amount*bal_times):
#需要卖出市场的COIN的比例是不是占总COIN的X成以上并且余额是交易单位的指定倍数以上
if float(bal_coin_vs)>float(total_coin_bal*0.3):
# Coin is enough and need sell coin to get money, the estimated amount is greater than 1000
if float(bal_coin_vs)>float(total_coin_bal*0.3) and (price_base.sell_cny*bal_coin_vs)>1000:
need_exchange=True
else:
need_exchange=False
else:
# 对于COIN来说，只要是小于总量的30%才需要进行均衡
if bal_coin_vs<float(trans_unit_per_time*coiin_bal_times) and bal_coin_vs<float(total_coin_bal*0.3):
need_exchange=True
else:
# 对于COIN来说，只要是小于总量的30%才需要进行均衡
if bal_coin_vs < float(trans_unit_per_time * coiin_bal_times) and bal_coin_vs < float(total_coin_bal * 0.3):
need_exchange = True
else:
need_exchange=False
return need_exchange
def get_shared_coin_list(self):
bter_coin_list = self.get_all_pairs_bter()
btc38_coin_list = self.get_all_pairs_btc38()
share_list = list(
set(bter_coin_list).intersection(set(btc38_coin_list)))
veri_share_list = []
# 验证是不是能取得价格
for coin in share_list:
veri_flag = True
for market in self.__market_list:
try:
price_base = pricemanage.PriceManage(
market, coin).get_coin_price()
except:
veri_flag = False
break
pass
# 两个市场同时都能取得价格的才是真正的共享coin
if veri_flag:
veri_share_list.append(coin)
return (veri_share_list)
def exch_balanceX(self,market_base, market_vs, coin_code):
order_base= ordermanage.OrderManage(market_base)
order_vs=ordermanage.OrderManage(market_vs)
# base的市场价格
price_base = pricemanage.PriceManage(market_base, coin_code).get_coin_price()
# 需要对比的市场价格
price_vs = pricemanage.PriceManage(market_vs, coin_code).get_coin_price()
trans_price=self.__get_trans_price(price_base,price_vs,coin_code)
#价格两个市场变动范围不在约定的范围 内则不返回价格，不需要进行交易
if trans_price==None:
return False
sell_status=None
buy_status=None
#交易的单位是每次交易的X倍, TODO test
trans_units=self.__std_amount/trans_price*self.__exch_times
#同步交易,先卖后买
sell_trans=order_vs.submitOrder(coin_code+'_cny','sell',trans_price,trans_units)
sell_order_id=sell_trans.order_id
if sell_order_id==1111111:
sell_status='closed'
#买入交易
#buy_trans=order_base.submitOrder(coin_code+'_cny','buy',trans_price,trans_units)
#buy_order_id=buy_trans.order_id
#if buy_order_id == 1111111:
# buy_status = 'closed'
#循环检查状态，直至交易成功后才结束返回
trans_status=False
waiting_seconds=0
#最多待时间，持续检查均衡订单的状态
max_waiting_seconds=5
#按每次交易金额的X倍来进行帐户之间平衡
trans_amount=self.__std_amount*self.__exch_times
while(not trans_status and waiting_seconds<max_waiting_seconds):
try:
if sell_status!='closed':
sell_status = order_vs.getOrderStatus(sell_order_id, coin_code)
else:
# 成功后再开始买入操作
if buy_status==None:
buy_trans = order_base.submitOrder(coin_code + '_cny', 'buy', trans_price, trans_units)
buy_order_id = buy_trans.order_id
time.sleep(0.1)
if sell_order_id == 1111111:
sell_status = 'closed'
else:
buy_status = order_base.getOrderStatus(buy_order_id, coin_code)
elif buy_status!='closed':
buy_status = order_base.getOrderStatus(buy_order_id, coin_code)
except Exception as e:
print(str(e))
pass
finally:
time.sleep(1)
waiting_seconds = waiting_seconds + 1
if sell_status=='closed' and buy_status=='closed':
logging.info('%s:均衡交易：成功,已经成功卖出:%s@%s,金额:%f,从市场@%s同样买入：当前成交！'\
%(self.__get_curr_time(),coin_code,market_vs,trans_amount,market_base))
trans_status=True
waiting_seconds=max_waiting_seconds+5
if waiting_seconds== max_waiting_seconds:
#卖出一直未成功，则取消本次的操作
if sell_status!='closed' and buy_status==None:
cancel_status=order_base.cancelOrder(sell_order_id,coin_code)
if cancel_status=='fail':
logging.warning('%s:取消卖单状态:失败,均衡交易中卖出%s@%s,金额:%f在指定时间未内成交！'%(self.__get_curr_time(),coin_code),market_vs,trans_amount)
else:
logging.info('%s:取消卖单状态:成功,均衡交易中卖出%s@%s,金额:%f在指定时间未内成交！' % (self.__get_curr_time(), coin_code),
market_vs, trans_amount)
else:
logging.warning('%s:均衡交易(buyOrderId:%s）：在途,已经成功卖出:%s@%s,金额:%f,从市场@%s同样买入：当前未成交！' \
% (self.__get_curr_time(),buy_order_id, coin_code, market_vs, trans_amount, market_base))
return trans_status
pass
def price_analyze(self):
#比较多个市场之间的价格
for market_base in self.__market_list:
market_vs_list = list(self.__market_list)
#移除作为base 的市场
market_vs_list.remove(market_base)
#对比每一个其它的市场
for market_vs in market_vs_list:
#对每个coin进行分析
for coin in self.__coin_list:
#base的市场价格
#print('%s:is requesting price@%s' % (self.__get_curr_time(),market_base))
price_base = pricemanage.PriceManage(
market_base, coin).get_coin_price()
#需要对比的市场价格
#print('%s:is requesting price@%s' % (self.__get_curr_time(),market_vs))
price_vs = pricemanage.PriceManage(market_vs,
coin).get_coin_price()
# print('%s:is comparing price'%self.__get_curr_time())
price_check_result = self.__price_check(
coin, price_base, price_vs)
self.__check_price_num = self.__check_price_num + 1
if self.__check_price_num % 10 == 0:
print('%s: 已经检查了%d次的价格' %
(self.__get_curr_time(), self.__check_price_num))
# TODO for testing
#price_check_result=True
#如果价格可以进行买卖刚返回
if price_check_result:
#对于达到要求的保存到类变量中，交易函数进行处理
self.__market_base = market_base
self.__market_vs = market_vs
self.__price_base = price_base
self.__price_vs = price_vs
# 满足交易的coin code
self.__trans_coin_code = coin
#把交易实例保存起来
# Base account的交易实例
self.__order_base = ordermanage.OrderManage(
self.__market_base)
# VS市场
self.__order_vs = ordermanage.OrderManage(
self.__market_vs)
#预期盈利金额
profitamt = (self.__std_amount / price_base.sell_cny
) * (price_vs.buy_cny -
price_base.sell_cny)
print('%s: Coin:%s,BaseMarket(Buy):%s, VSmarket(Sell):%s,Buy price:%f,Sell price:%f,投资%f预期盈利:%f'\
%(self.__get_curr_time(),coin,market_base,market_vs,price_base.sell_cny,price_vs.buy_cny,self.__std_amount,profitamt))
#开始处理交易
# 检查帐户的仓位并调整相应的盈利比例
#print('%s: is checking account balance'%self.__get_curr_time())
account_balance = self.__check_account()
# 如果过多的买入成功，卖出失败则停止进行自动交易,防止异常的一直出现买入的情况
if account_balance and self.__sell_fail_times < self.__max_sell_fail_times:
#检查帐户的仓位并调整相应的盈利比例
#print('%s: is doing transaction.'%self.__get_curr_time())
trans_status = self.__trans_apply()
if trans_status:
print('交易成功!')
else:
print('交易失败/或卖出当时未成功！')
else:
print('帐户余额不足！')
