def api_get(self, method, params={}):
# 现货API
if self.account:
apikey, secretkey = get_account_key("okex", self.account)
okcoinSpot = OKCoinSpot(okcoinRESTURL, apikey, secretkey)
if method == "userinfo":
api_do = "okcoinSpot.%s()" % (method)
return eval(api_do)
elif method in ["buy", "sell"]:
return okcoinSpot.trade(params["symbol"],
method,
params["price"],
params["amount"])
elif method == "cancelOrder":
return okcoinSpot.cancelOrder(params["symbol"],
params["id"])
elif method in ["order_info", "orders_info"]:
return okcoinSpot.orderinfo(params["symbol"],
params["id"])
elif method == "ticker":
return okcoinSpot.ticker(symbol=params["symbol"])
elif method == "funds_transfer":
return okcoinSpot.funds_transfer(params["amount"],params["From"],params["To"], params["symbol"])
elif method == "withdraw":
#tradepwd = get_tradepwd("okex", self.account)
tradepwd="huangxinyu2"
return okcoinSpot.withdraw(params["symbol"], params["address"],
params["amount"], tradepwd,
params["fee"],
params["addr_tag"])
def api_get(self, method, params={}):
# 现货API
if self.account:
apikey, secretkey = get_account_key("okex", self.account)
okcoinSpot = OKCoinSpot(okcoinRESTURL, apikey, secretkey)
if method == "userinfo":
api_do = "okcoinSpot.%s()" % (method)
return eval(api_do)
elif method in ["buy", "sell"]:
return okcoinSpot.trade(params["symbol"], method, params["price"],
params["amount"])
elif method == "cancelOrder":
return okcoinSpot.cancelOrder(params["symbol"], params["id"])
elif method in ["order_info", "orders_info"]:
return okcoinSpot.orderinfo(params["symbol"], params["id"])
elif method == "ticker":
return okcoinSpot.ticker(symbol=params["symbol"])
elif method == "funds_transfer":
return okcoinSpot.funds_transfer(params["amount"],
params["from"],
params["to"],
symbol=params["symbol"])
print okcoinSpot.depth('btc_usd')
print u' 现货历史交易信息 '
print okcoinSpot.trades()
print u' 用户现货账户信息 '
print okcoinSpot.userinfo()
print u' 现货下单 '
print okcoinSpot.trade('ltc_usd','buy','0.1','0.2')
print u' 现货批量下单 '
print okcoinSpot.batchTrade('ltc_usd','buy','[{price:0.1,amount:0.2},{price:0.1,amount:0.2}]')
print u' 现货取消订单 '
print okcoinSpot.cancelOrder('ltc_usd','18243073')
print u' 现货订单信息查询 '
print okcoinSpot.orderinfo('ltc_usd','18243644')
print u' 现货批量订单信息查询 '
print okcoinSpot.ordersinfo('ltc_usd','18243800,18243801,18243644','0')
print u' 现货历史订单信息查询 '
print okcoinSpot.orderHistory('ltc_usd','0','1','2')
print u' 期货行情信息'
print okcoinFuture.future_ticker('ltc_usd','this_week')
print u' 期货市场深度信息'
print okcoinFuture.future_depth('ltc_usd','this_week','6')
class okex():
def __init__(self):
##初始化apikey，secretkey,url
apikey = config.apikey
secretkey = config.secretkey
okcoinRESTURL = 'www.okex.com' #请求注意：国内账号需要 修改为 www.okcoin.cn
#现货API
self.okcoinSpot = OKCoinSpot(okcoinRESTURL,apikey,secretkey)
# 期货API
self.okcoinFuture = OKCoinFuture(okcoinRESTURL, apikey, secretkey)
self.depth = {}
def getTicker(self, symbol):
return self.okcoinSpot.ticker(symbol)['ticker']
def getDepth(self, symbol):
while(1):
sleep(0.5)
try:
depth = self.okcoinSpot.depth(symbol)
except Exception:
pass
DEPTH[symbol] = {'sell':{'price':depth['asks'][-1][0], 'amount':depth['asks'][-1][1]},
'buy':{'price':depth['bids'][0][0], 'amount':depth['bids'][0][1]}}
print(symbol)
print(DEPTH)
# return {'sell':{'price':depth['asks'][-1][0], 'amount':depth['asks'][-1][1]},
# 'buy':{'price':depth['bids'][0][0], 'amount':depth['bids'][0][1]}}
def getBalance(self):
'''
:return:
'''
self.balance = {}
info = json.loads(self.okcoinSpot.userinfo())
for symbol in info['info']['funds']['free'].keys():
self.balance[symbol] = float(info['info']['funds']['free'][symbol])
def trade(self, symbol, type, price, amount):
'''
:param symbol:
:param type:
:param price:
:param amount:
:return: order_id
'''
if price != '':
logging.info('[order]' + symbol + '|' + type+ '|' + str(price) + '|' + str(amount))
rsp = json.loads(self.okcoinSpot.trade(symbol, type, price, amount))
if 'error_code' in rsp:
if str(rsp['error_code']) != '1003':
logging.info('[trade error]' + str(rsp['error_code']))
return False
if rsp['result']:
return rsp['order_id']
def getOrderInfo(self, symbol, order_id):
'''
:param symbol:
:param order_id:
:return: order_status: -1:已撤销 0:未成交 1:部分成交 2:完全成交 3:撤单处理中
'''
rsp = json.loads(self.okcoinSpot.orderinfo(symbol, order_id))
if 'error_code' in rsp:
logging.info('[getOrderInfo error]' + str(rsp['error_code']))
return False
if rsp['result']:
return int(rsp['orders'][0]['status'])
else:
return False
def toBtc(self):
self.getBalance()
for symbol in self.balance.keys():
if symbol != 'usdt' and symbol != 'btc' and symbol != 'mtl' and self.balance[symbol] != 0:
# print(symbol)
if self.balance[symbol] != 0:
tradeSymbol = symbol + '_btc'
self.trade(tradeSymbol, 'sell_market', '', self.balance[symbol])
def cancelOrder(self, symbol, order_id):
'''
:param symbol:
:param order_id:
:return: True or False
'''
rsp = json.loads(self.okcoinSpot.cancelOrder(symbol, order_id))
if 'error_code' in rsp:
logging.info('[cancelOrder error]' + str(rsp['error_code']))
return False
return rsp['result']
def good_trade(self, symbols, Threshold=1.02):
'''
:param symbols: such as [btc, eth, mco]
:return:
'''
symbol_1 = symbols[1] + '_' + symbols[0]
symbol_2 = symbols[2] + '_' + symbols[0]
symbol_3 = symbols[2] + '_' + symbols[1]
t1 = self.getTicker(symbol_1)
t2 = self.getTicker(symbol_2)
t3 = self.getTicker(symbol_3)
# print ('=======================================')
# temp = (float(t2['sell']) / float(t3['buy']))
a1 = (float(t2['sell']) / float(t3['buy'])) / float(t1['buy'])
a2 = (float(t1['sell']) * float(t3['sell'])) / float(t2['buy'])
if a1 < Threshold:
traderSymbol = [symbol_2, symbol_3, symbol_1]
logging.debug('=======================================')
logging.debug(a1)
logging.debug('[trader] ' + symbols[0] + '--->' + symbols[2] + '--->' + symbols[1] + '--->' + symbols[0])
logging.debug(t1)
logging.debug(t2)
logging.debug(t3)
elif a2 < Threshold:
traderSymbol = [symbol_1, symbol_3, symbol_2]
logging.debug('=======================================')
logging.debug(a2)
logging.debug('[trader] ' + symbols[0] + '--->' + symbols[1] + '--->' + symbols[2] + '--->' + symbols[0])
logging.debug(t1)
logging.debug(t2)
logging.debug(t3)
else:
pass
def tradePolicy(self, symbols, initAmount=0.005, Threshold=1.02):
'''
:param symbols: such as [btc, eth, mco]
:return:
'''
retry = 3
symbol_1 = symbols[1] + '_' + symbols[0]
symbol_2 = symbols[2] + '_' + symbols[0]
symbol_3 = symbols[2] + '_' + symbols[1]
t1 = self.getDepth(symbol_1)
t2 = self.getDepth(symbol_2)
t3 = self.getDepth(symbol_3)
a1 = (float(t2['sell']['price']) / float(t3['buy']['price'])) / float(t1['buy']['price'])
a2 = (float(t1['sell']['price']) * float(t3['sell']['price'])) / float(t2['buy']['price'])
# logging.debug(t1)
if a1 < Threshold:
if float(t2['sell']['amount']) < amount[symbol_2] or float(t3['buy']['amount']) < amount[symbol_3] or\
float(t1['buy']['amount']) < amount[symbol_1]:
return
logging.info('=========================================================')
logging.debug(a1)
traderSymbol = [symbol_2, symbol_3, symbol_1]
logging.debug('[trader] ' + symbols[0] + '--->' + symbols[2] + '--->' + symbols[1] + '--->' + symbols[0])
logging.debug(t1)
logging.debug(t2)
logging.debug(t3)
#step1
logging.info('[step1]')
self.getBalance()
self.toBtc()
logging.info('[Balance]')
logging.info(self.balance)
amount1 = round((initAmount * 0.999) / float(t2['sell']['price']), 8)
for i in range(retry):
logging.info('[order]' + symbol_2 + '|buy|' + str(float(t2['sell']['price'])) + '|' + str(amount1))
orderId = self.trade(symbol_2, 'buy', float(t2['sell']['price']), amount1)
if orderId:
break
if orderId:
logging.info('[orderId]' + str(orderId))
status = self.getOrderInfo(symbol_2, orderId)
if status != 2:
print(status)
sleep(0.5)
status = self.getOrderInfo(symbol_2, orderId)
if status != 2:
print(status)
self.cancelOrder(symbol_2, orderId)
logging.info('[cancelOrder!]')
return
else:
logging.info('[order succssed!]')
else:
logging.info('[order succssed!]')
else:
logging.info('[order failed!]')
return
#step2
logging.info('[step2]')
self.getBalance()
logging.info('[Balance]')
logging.info(self.balance)
amount2 = self.balance[symbols[2]]
for i in range(retry):
logging.info('[order]' + symbol_3 + '|sell|' + str(float(t3['buy']['price'])) + '|' + str(amount2))
orderId = self.trade(symbol_3, 'sell', float(t3['buy']['price']), amount2)
if orderId:
break
if orderId:
logging.info('[orderId]' + str(orderId))
status = self.getOrderInfo(symbol_3, orderId)
if status != 2:
sleep(0.5)
status = self.getOrderInfo(symbol_3, orderId)
if status != 2:
self.cancelOrder(symbol_3, orderId)
logging.info('cancelOrder!')
return
else:
logging.info('[order succssed!]')
else:
logging.info('[order succssed!]')
else:
logging.info('[order failed!]')
return
#step3
logging.info('[step3]')
self.getBalance()
logging.info('[Balance]')
logging.info(self.balance)
amount3 = self.balance[symbols[1]]
for i in range(retry):
logging.info('[order]' + symbol_1 + '|sell|' + str(float(t1['buy']['price'])) + '|' + str(amount3))
orderId = self.trade(symbol_1, 'sell', float(t1['buy']['price']), amount3)
if orderId:
break
if orderId:
logging.info('[orderId]' + str(orderId))
status = self.getOrderInfo(symbol_1, orderId)
if status != 2:
sleep(0.5)
status = self.getOrderInfo(symbol_1, orderId)
if status != 2:
self.cancelOrder(symbol_1, orderId)
logging.info('cancelOrder!')
return
else:
logging.info('[order succssed!]')
else:
logging.info('[order succssed!]')
else:
logging.info('[order failed!]')
return
elif a2 < Threshold:
if float(t2['buy']['amount']) < amount[symbol_2] or float(t3['sell']['amount']) < amount[symbol_3] or\
float(t1['sell']['amount']) < amount[symbol_1]:
return
logging.info('=========================================================')
logging.debug(a2)
traderSymbol = [symbol_1, symbol_3, symbol_2]
logging.debug('[trader] ' + symbols[0] + '--->' + symbols[1] + '--->' + symbols[2] + '--->' + symbols[0])
logging.debug(t1)
logging.debug(t2)
logging.debug(t3)
# step1
logging.info('[step1]')
self.getBalance()
self.toBtc()
logging.info('[Balance]')
logging.info(self.balance)
amount1 = round((initAmount * 0.999) / float(t1['sell']['price']), 8)
for i in range(retry):
logging.info('[order]' + symbol_1 + '|buy|' + str(float(t1['sell']['price'])) + '|' + str(amount1))
orderId = self.trade(symbol_1, 'buy', float(t1['sell']['price']), amount1)
if orderId:
break
if orderId:
logging.info('[orderId]' + str(orderId))
status = self.getOrderInfo(symbol_1, orderId)
if status != 2:
sleep(0.5)
status = self.getOrderInfo(symbol_1, orderId)
if status != 2:
self.cancelOrder(symbol_1, orderId)
logging.info('cancelOrder!')
return
else:
logging.info('[order succssed!]')
else:
logging.info('[order succssed!]')
else:
logging.info('[order failed!]')
return
# step2
logging.info('[step2]')
self.getBalance()
logging.info('[Balance]')
logging.info(self.balance)
amount2 = round((self.balance[symbols[1]] * 0.999) / float(t3['sell']['price']), 8)
for i in range(retry):
logging.info('[order]' + symbol_3 + '|buy|' + str(float(t3['sell']['price'])) + '|' + str(amount2))
orderId = self.trade(symbol_3, 'buy', float(t3['sell']['price']), amount2)
if orderId:
break
if orderId:
logging.info('[orderId]' + str(orderId))
status = self.getOrderInfo(symbol_3, orderId)
if status != 2:
sleep(0.5)
status = self.getOrderInfo(symbol_3, orderId)
if status != 2:
self.cancelOrder(symbol_3, orderId)
logging.info('cancelOrder!')
return
else:
logging.info('[order succssed!]')
else:
logging.info('[order succssed!]')
else:
logging.info('[order failed!]')
return
# step3
logging.info('[step3]')
self.getBalance()
logging.info('[Balance]')
logging.info(self.balance)
amount3 = self.balance[symbols[2]]
for i in range(retry):
logging.info('[order]' + symbol_2 + '|sell|' + str(float(t2['buy']['price'])) + '|' + str(amount3))
orderId = self.trade(symbol_2, 'sell', float(t2['buy']['price']), amount3)
if orderId:
break
if orderId:
logging.info('[orderId]' + str(orderId))
status = self.getOrderInfo(symbol_2, orderId)
if status != 2:
sleep(0.5)
status = self.getOrderInfo(symbol_2, orderId)
if status != 2:
self.cancelOrder(symbol_2, orderId)
logging.info('cancelOrder!')
return
else:
logging.info('[order succssed!]')
else:
logging.info('[order succssed!]')
else:
logging.info('[order failed!]')
return
else:
pass
def getCoinList(self, symbols):
coinList = []
for k in permutations(symbols, 2):
tmp = ['btc', k[0], 'eth', k[1]]
coinList.append(tmp)
return coinList
def getTradeSymbol(self, coinlist):
ts =[]
for c in coinlist:
s = ['_'.join((c[1], c[0])),
'_'.join((c[1], c[2])),
'_'.join((c[3], c[2])),
'_'.join((c[3], c[0]))]
ts.append(s)
return ts
def getTradeAmount(self, symbols):
print(self.depth)
for s in symbols:
if s not in self.depth:
return 0
print('getTrade:')
print(symbols)
ss = (self.depth[symbols[1]]['buy']['price'] * self.depth[symbols[3]]['buy']['price']) / (self.depth[symbols[0]]['sell']['price'] * self.depth[symbols[2]]['sell']['price'])
if ss > 0.90:
# logging.debug('profit: %f' % ss)
# logging.debug(symbols)
# logging.debug(self.depth[symbols[0]])
# logging.debug(self.depth[symbols[1]])
# logging.debug(self.depth[symbols[2]])
# logging.debug(self.depth[symbols[3]])
amount = []
amount.append(self.depth[symbols[0]]['sell']['price'] * min(self.depth[symbols[0]]['sell']['amount'],self.depth[symbols[1]]['buy']['amount']))
amount.append(self.depth[symbols[3]]['buy']['price'] * min(self.depth[symbols[3]]['buy']['amount'],self.depth[symbols[2]]['sell']['amount']))
amount.sort()
logging.debug('amount: %f' % amount[0])
if amount[0] > 0.0001:
logging.debug('profit: %f' % ss)
logging.debug(symbols)
logging.debug(self.depth[symbols[0]])
logging.debug(self.depth[symbols[1]])
logging.debug(self.depth[symbols[2]])
logging.debug(self.depth[symbols[3]])
return amount[0]
else:
return 0
def doTrade(self, symbols, amount):
if self.balance['btc'] < amount * 0.9:
initamount = self.balance['btc'] * 0.99
else:
initamount = amount * 0.9
logging.debug('step1')
amount1 = round(initamount / self.depth[symbols[0]]['sell']['price'], 8)
orderId = self.trade(symbols[0], 'buy', self.depth[symbols[0]]['sell']['price'], amount1)
if orderId:
logging.info('[orderId]' + str(orderId))
status = self.getOrderInfo(symbols[0], orderId)
if status != 2:
sleep(0.5)
status = self.getOrderInfo(symbols[0], orderId)
if status != 2:
self.cancelOrder(symbols[0], orderId)
logging.info('cancelOrder!')
return
else:
logging.info('[order succssed!]')
else:
logging.info('[order succssed!]')
else:
logging.info('[order failed!]')
return
logging.debug('step2')
self.getBalance()
logging.info('[Balance]')
logging.info(self.balance)
amount2 = self.balance[symbols[1].split('_')[0]]
orderId = self.trade(symbols[1], 'sell', self.depth[symbols[1]]['buy']['price'], amount2)
if orderId:
logging.info('[orderId]' + str(orderId))
status = self.getOrderInfo(symbols[1], orderId)
if status != 2:
sleep(0.5)
status = self.getOrderInfo(symbols[1], orderId)
if status != 2:
self.cancelOrder(symbols[1], orderId)
logging.info('cancelOrder!')
return
else:
logging.info('[order succssed!]')
else:
logging.info('[order succssed!]')
else:
logging.info('[order failed!]')
return
logging.debug('step3')
self.getBalance()
logging.info('[Balance]')
logging.info(self.balance)
amount3 = round((self.balance[symbols[2].split('_')[1]] / self.depth[symbols[2]]['sell']['price']) * 0.998, 8)
orderId = self.trade(symbols[2], 'buy', self.depth[symbols[2]]['sell']['price'], amount3)
if orderId:
logging.info('[orderId]' + str(orderId))
status = self.getOrderInfo(symbols[2], orderId)
if status != 2:
sleep(0.5)
status = self.getOrderInfo(symbols[2], orderId)
if status != 2:
self.cancelOrder(symbols[2], orderId)
logging.info('cancelOrder!')
return
else:
logging.info('[order succssed!]')
else:
logging.info('[order succssed!]')
else:
logging.info('[order failed!]')
return
logging.debug('step4')
self.getBalance()
logging.info('[Balance]')
logging.info(self.balance)
amount4 = self.balance[symbols[3].split('_')[0]]
orderId = self.trade(symbols[3], 'sell', self.depth[symbols[3]]['buy']['price'], amount4)
if orderId:
logging.info('[orderId]' + str(orderId))
status = self.getOrderInfo(symbols[3], orderId)
if status != 2:
sleep(0.5)
status = self.getOrderInfo(symbols[3], orderId)
if status != 2:
self.cancelOrder(symbols[3], orderId)
logging.info('cancelOrder!')
return
else:
logging.info('[order succssed!]')
else:
logging.info('[order succssed!]')
else:
logging.info('[order failed!]')
return
def policy(self, allsymbol):
coins = self.getCoinList(allsymbol)
tradesymbol = self.getTradeSymbol(coins)
while(1):
for symbols in tradesymbol:
# print(symbols)
# self.toBtc()
a = self.getTradeAmount(symbols)
sleep(0.5)
