def get_msg(cls, exchange, base_coin, quote_coin, size=5):
# 组合symbol值
symbol = ut.get_symbol(exchange, base_coin, quote_coin)
msg = ''
if ut.okex_exchange.lower() == exchange.lower():
i = 1
while True:
try:
msg = okexcoinSpot.depth(str.lower(symbol), size)
keys = list(msg.keys())
if cls.get_bids_field_name() in keys and \
cls.get_asks_field_name() in keys:
return msg
else:
i = i + 1
time.sleep(1)
except Exception as e:
Logger.error(cls.__class__.__name__,
"Error in get_msg: %s" % e)
i = i + 1
time.sleep(1)
if i > ut.RE_TRY_TIMES:
return None
else:
Logger.error(cls.__class__.__name__, 'no support exchange')
return msg
def insert(self, table, columns, types, values, primary_key_index=[], is_orreplace=False, is_commit=True):
"""
Insert into the table
:param table: Table name
:param columns: Column array
:param types: Type array
:param values: Value array
:param primary_key_index: An array of indices of primary keys in columns,
e.g. [0] means the first column is the primary key
:param is_orreplace: Indicate if the query is "INSERT OR REPLACE"
"""
if len(columns) != len(values):
return False
column_names = ','.join(columns)
value_string = ','.join([SqlClient.convert_str(e) for e in values])
if is_orreplace:
sql = "%s %s (%s) values (%s)" % (self.replace_keyword(), table, column_names, value_string)
else:
sql = "insert into %s (%s) values (%s)" % (table, column_names, value_string)
self.lock.acquire()
try:
self.execute(sql)
if is_commit:
self.commit()
except Exception as e:
Logger.info(self.__class__.__name__, "SQL error: %s\nSQL: %s" % (e, sql))
self.lock.release()
return True
def connect(self, **kwargs):
"""
Connect
:param path: sqlite file to connect
"""
addr = kwargs['addr']
Logger.info(self.__class__.__name__,
'Zmq client is connecting to %s' % addr)
self.conn.bind(addr)
return self.conn is not None
def do_liquidate_future_trade(self, position):
return_msg = ut.OKEX_NO
try:
res = okcoinFuture.future_trade(
position.symbol, position.contract_type, '',
position.get_amount(), position.get_liquidate_trade_type(),
'1', position.lever_rate)
result = res["result"]
#print('do_liquidate_future_trade result:%s' % result)
if result == True:
return_msg = ut.OKEX_YES
except Exception as e:
Logger.error('FutureTradeService',
"do_liquidate_future_trade: %s" % e)
return return_msg
def create(self, table, columns, types, is_ifnotexists=True):
"""
Create table in the database
:param table: Table name
:param columns: Column array
:param types: Type array
:param is_ifnotexists: Create table if not exists keyword
"""
file_path = os.path.join(self.file_directory, table + ".csv")
columns = [e.split(' ')[0] for e in columns]
if len(columns) != len(types):
return False
self.lock.acquire()
if os.path.isfile(file_path):
Logger.info(self.__class__.__name__,
"File (%s) has been created already." % file_path)
else:
with open(file_path, 'w+') as csvfile:
csvfile.write(','.join(["\"" + e + "\""
for e in columns]) + '\n')
self.lock.release()
return True
greedmark.liquidation_complete = trade_service.do_liquidate_future_trade(
position)
greedmark.liquidation_complete_time = datetime.now().strftime(
"%Y%m%d %H:%M:%S")
if greedmark.liquidation_complete == ut.OKEX_YES:
#将position插入到数据库表中记录起来
trade_service.record_liquidate_4fix_position(position)
# add and update greedmark
self.greed_marks.insert_greedmark_to_database(greedmark)
greedmark.print_detail(i)
i = i + 1
return ''
#对满足强平标志的进行强平
def do_liuqdation(self):
return
if __name__ == "__main__":
greed_strategy_service = GreedStrategyOkexFutureService()
while True:
try:
greed_strategy_service.do_liquidation_mark()
except Exception as e:
Logger.error('greed_strategy_service',
"do_liquidation_mark: %s" % e)
time.sleep(10)
isFetchAll=True):
"""
Select rows from the table
:param table: Table name
:param columns: Selected columns
:param condition: Where condition
:param orderby: Order by condition
:param limit: Rows limit
:param isFetchAll: Indicator of fetching all
:return Result rows
"""
return []
def delete(self, table, condition='1==1'):
"""
Delete rows from the table
:param table: Table name
:param condition: Where condition
"""
return True
if __name__ == '__main__':
Logger.init_log()
db_client = ZmqClient()
db_client.connect(addr='ipc://test')
for i in range(1, 100):
db_client.insert('test', ['c1', 'c2', 'c3', 'c4'], [],
['abc', i, 1.1, 5])
time.sleep(1)
def execute(self, sql):
"""
Execute the sql command
:param sql: SQL command
"""
Logger.info(self.__class__.__name__, "Execute command = %s" % sql)
def get_positions_okex(self, symbol, contractType, type1):
'''
# Request
POST https://www.okex.com/api/v1/future_position_4fix.do
# Response
{'result': True, 'holding': [
{'buy_price_avg': 0, 'symbol': 'eth_usd', 'lever_rate': 10, 'buy_available': 0, 'contract_id': 201809210020060,
'sell_risk_rate': '104.79', 'buy_amount': 0, 'buy_risk_rate': '1,000,000.00', 'profit_real': 0.00786862,
'contract_type': 'next_week', 'sell_flatprice': '186.566', 'buy_bond': 0, 'sell_profit_lossratio': '4.79',
'buy_flatprice': '0.000', 'buy_profit_lossratio': '0.00', 'sell_amount': 16, 'sell_bond': 0.09424238,
'sell_price_cost': 169.775, 'buy_price_cost': 0, 'create_date': 1536571738000, 'sell_price_avg': 169.775,
'sell_available': 16}]}
'''
try:
res = okcoinFuture.future_position_4fix(symbol, contractType, type1)
#print(res)
result = res["result"]
if not result:
return None
except Exception as e:
Logger.error('FuturePositionFixService', "get_positions_okex: %s" % e)
msg_holdings = res["holding"]
positions = fut_position.Positions()
for i in range(len(msg_holdings)):
msg_holding = msg_holdings[i]
position = fut_position.Position()
position.buy_amount = float(msg_holding["buy_amount"]) # 多仓数量
#有则添加，持仓中，有可能多空有其一，或者两者都有，则各分别添加，多空都有的情况下变为两条position加入
if position.buy_amount > 0:
position.exchange = ut.okex_exchange # 此账号所属交易所，如果是所有交易所总和统计，以ALL表示
position.time = datetime.now().strftime("%Y%m%d %H:%M:%S") # 统计时点时间
position.symbol = msg_holding['symbol'] # btc_usd ltc_usd eth_usd etc_usd bch_usd
position.lever_rate = msg_holding['lever_rate'] # 杠杆倍数
position.contract_id = msg_holding['contract_id'] # 合约id
position.contract_type = msg_holding['contract_type'] # 合约类型
create_date = float(msg_holding["create_date"]) / 1000
position.create_date = datetime.fromtimestamp(create_date).strftime("%Y%m%d %H:%M:%S") # 创建日期
position.profit_real = float(msg_holding["profit_real"]) # 已实现盈余
position.buy_profit_lossratio = float(msg_holding["buy_profit_lossratio"]) # 多仓盈亏比
position.buy_available = float(msg_holding["buy_available"]) # 多仓可平仓数量
position.buy_bond = float(msg_holding["buy_bond"]) # 多仓保证金
position.buy_price_avg = float(msg_holding["buy_price_avg"]) # 多仓开仓平均价
position.buy_flatprice = float(msg_holding["buy_flatprice"]) # 多仓强平价格
position.buy_price_cost = float(msg_holding["buy_price_cost"]) # 多仓结算基准价
position.buy_risk_rate = msg_holding["buy_risk_rate"] #
positions.add_position(position)
position_sell = fut_position.Position()
position_sell.sell_amount = float(msg_holding["sell_amount"]) # 空仓数量
#有则添加，持仓中，有可能多空有其一，或者两者都有，则各分别添加，多空都有的情况下变为两条position加入
if position_sell.sell_amount > 0:
position_sell.exchange = ut.okex_exchange # 此账号所属交易所，如果是所有交易所总和统计，以ALL表示
position_sell.time = datetime.now().strftime("%Y%m%d %H:%M:%S") # 统计时点时间
position_sell.symbol = msg_holding['symbol'] # btc_usd ltc_usd eth_usd etc_usd bch_usd
position_sell.lever_rate = msg_holding['lever_rate'] # 杠杆倍数
position_sell.contract_id = msg_holding['contract_id'] # 合约id
position_sell.contract_type = msg_holding['contract_type'] # 合约类型
create_date = float(msg_holding["create_date"]) / 1000
position_sell.create_date = datetime.fromtimestamp(create_date).strftime("%Y%m%d %H:%M:%S") # 创建日期
position_sell.profit_real = float(msg_holding["profit_real"]) # 已实现盈余
position_sell.sell_profit_lossratio = float(msg_holding["sell_profit_lossratio"]) # 空仓盈亏比
position_sell.sell_available = float(msg_holding["sell_available"]) # 空仓可平仓数量
position_sell.sell_bond = float(msg_holding["sell_bond"]) # 空仓保证金
position_sell.sell_price_avg = float(msg_holding["sell_price_avg"]) # 空仓开仓平均价
position_sell.sell_flatprice = float(msg_holding["sell_flatprice"]) # 空仓强平价格
position_sell.sell_price_cost = float(msg_holding["sell_price_cost"]) # 空仓结算基准价
position_sell.sell_risk_rate = msg_holding["sell_risk_rate"] #
positions.add_position(position_sell)
return positions