def wait_cancel_orders():
global reb_state
global cycle_count
global trigger_time
orders_canceled_bool = True
try:
bc = BTCChina(access_key,secret_key)
btcc_orders = bc.get_orders()
for item in btcc_orders['order']:
orders_canceled_bool = bc.cancel(item['id'])
except:
orders_canceled_bool = False
if orders_canceled_bool:
print('all orders canceled or no orders present')
else:
reb_state = 'r'
cycle_count = rebalance_interval
print('not all orders canceled (try loop)')
trigger_time = time.time() + 1
def rebalance():
global trigger_time
strftime("%Y-%m-%d %H:%M:%S", gmtime())
try:
bc = BTCChina(access_key,secret_key)
btcc_market_depth = bc.get_market_depth2()
btcc_account_info = bc.get_account_info()
best_ask_depth = btcc_market_depth['market_depth']['ask']
best_bid_depth = btcc_market_depth['market_depth']['bid']
best_bid = Decimal(best_bid_depth[0]['price'])
best_ask = Decimal(best_ask_depth[0]['price'])
frozen_cny = Decimal(btcc_account_info['frozen']['cny']['amount'])
balance_cny = Decimal(btcc_account_info['balance']['cny']['amount'])
frozen_btc= Decimal(btcc_account_info['frozen']['btc']['amount'])
balance_btc = Decimal(btcc_account_info['balance']['btc']['amount'])
print("best bid: " ,ceil(best_bid*100)/100.0, " best ask: ", ceil(best_ask*100)/100.0, " total cny: ", frozen_cny + balance_cny, " totab btc: ",frozen_btc + balance_btc)
total_btc = frozen_btc + balance_btc
total_cny = frozen_cny + balance_cny
mid = Decimal(ceil( ( ( best_bid + best_ask ) /2 ) * 100 ) / 100.0)
#pdb.set_trace()
bidq = ( total_cny - ( ( total_cny + total_btc * mid )/ 2 ) ) / mid
askq = ( - total_cny + ( ( total_cny + total_btc * mid ) / 2 ) ) / mid
bidp = mid
askp = mid
current_buyp = floor(bidp*1000)/Decimal(1000.0)
current_buyq = floor(bidq*1000)/Decimal(1000.0)
if Decimal(current_buyq) >= Decimal(0.00099):
bc.buy(current_buyp ,current_buyq)
print('price:',current_buyp ,' quantity: ', current_buyq)
current_sellp = ceil(askp*1000)/Decimal(1000.0)
current_sellq = floor(askq*1000)/Decimal(1000.0)
if Decimal(current_sellq) >= Decimal(0.00099):
bc.sell(current_sellp ,current_sellq )
print('price:', current_sellp, ' quantity: ', current_sellq )
except:
print('not (completely) rebalanced')
trigger_time = time.time() + 1
