def limitOrder():
try:
data = request.json
print(data)
params = data["options"]
acct = data["account"]
params['type'] = int(params['type'])
params['size'] = float(params['size'])
params["price"] = float(params["price"])
restAPI = restapi.RestAPI(acct['httpkey'], acct['httpsecret'])
side = ''
if (params['type'] == 1): #买入
side = 'buy'
elif params['type'] == 2: #卖出
side = 'sell'
result = restAPI.create_order(params['instrument_id'],
'limit',
side,
volume=params['size'],
price=params["price"])
print(result)
except Exception as err:
print(str(err))
return res_format(False, {'error': str(err)})
return res_format(True, {'result': True})
def get_biki_ticker():
restAPI = restapi.RestAPI(settings.KEYS['biki']['API'],
settings.KEYS['biki']['SECRET'])
ticker = restAPI.get_ticker('btcusdt')
res = {'sell': ticker['data']['sell'], 'buy': ticker['data']['buy']}
return res
def get_symbol(symbol):
restAPI = restapi.RestAPI('', '')
result = restAPI.get_symbols()
res = result['data']
if res:
for element in res:
if element['symbol'] == symbol:
return element
return None
def cancel_batch_order():
data = request.json
params = data["options"]
acct = data["account"]
params['startPrice'] = float(params['startPrice'])
params['topPrice'] = float(params['topPrice'])
print(data)
symbol = params['instrument_id']
restAPI = restapi.RestAPI(acct['httpkey'], acct['httpsecret'])
try:
orders = []
order_ids = []
for i in range(1, 3):
res_data = restAPI.get_new_order(symbol, pagesize=1000, page=i)
if res_data['data'] and res_data['data']['resultList']:
orders += res_data['data']['resultList']
result = 'no orders'
if params['startPrice'] == float(0) and params['topPrice'] == float(0):
try:
print('cancel all')
result = restAPI.cancel_order_all(symbol)
except Exception as e:
print(e)
return res_format(False, {'error': str(e)})
return res_format(True, {'result': result})
if orders:
for ele in orders:
print("价格和id", ele['price'], ele['id'])
if params['startPrice'] <= float(
ele['price']) and params['topPrice'] >= float(
ele['price']):
order_ids.append(ele['id'])
if len(order_ids) > 0:
# for (let j = 0; j < order_ids.length; j += 10) {
# let tmp = order_ids.slice(j, j + 10)
# let result = await authClient.spot().postCancelBatchOrders([{ 'instrument_id': params.instrument_id, 'order_ids': tmp }]);
# await sleep(50);//每秒20次 限制是每2秒50次
# console.log("撤消订单tmp---" + JSON.stringify(result))//
# }
result = restAPI.create_and_cancel_mass_orders(
symbol, cancel_orders=order_ids)
print('create_and_cancel_mass_orders ', result)
except Exception as e:
print(e)
return res_format(False, {'error': str(e)})
return res_format(True, {'result': result})
def get_order_data():
data = request.json
params = data["options"]
acct = data["account"]
symbol = params['instrument_id']
restAPI = restapi.RestAPI(acct['httpkey'], acct['httpsecret'])
try:
res_data = restAPI.get_all_trade(symbol)
except Exception as err:
return res_format(False, {'error': str(err)})
return res_format(
True, {
'result': {
'list': res_data['data']['resultList'],
'length': len(res_data['data']['resultList'])
}
})
def batch_order():
data = request.json
print(data)
params = data["options"]
batchOrder = params['orders']
acct = data["account"]
restAPI = restapi.RestAPI(acct['httpkey'], acct['httpsecret'])
symbol = symbol_info['symbol']
try:
# for j in range(0,len(batchOrder),1) :
# tmp = batchOrder[j, j + 1]
restAPI.create_and_cancel_mass_orders(symbol=symbol,
create_orders=batchOrder)
# ins = params.instrument_id.toLowerCase()
# for i in range (0,len(res[ins]),1):
# if res[ins][i].order_id != -1 :
# res[ins][i].instrument_id = params.instrument_id
except Exception as err:
print(str(err))
return res_format(True, {'error': str(err)})
return res_format(True, {'result': True})
def marketOrder():
data = request.json
print(data)
params = data["options"]
acct = data["account"]
params['type'] = int(params['type'])
restAPI = restapi.RestAPI(acct['httpkey'], acct['httpsecret'])
side = ''
if (params['type'] == 1): #买入
side = 'buy'
a = float(params['notional'])
result = restAPI.create_order(params['instrument_id'],
'market',
side,
volume=a)
elif params['type'] == 2: #卖出
side = 'sell'
a = float(params['size'])
result = restAPI.create_order(params['instrument_id'],
'market',
side,
volume=a)
return res_format(True, {'result': True})
import biki.rest_api as restapi
if __name__ == '__main__':
api_key = 'd7e4d03168ac95fca79ffd60a9dc3632'
secretkey = '23dd2c1b3090b5fw03a4b5f0af428cb1'
# REST API
restAPI = restapi.RestAPI(api_key, secretkey)
# Public
result = restAPI.get_symbols()
result = restAPI.get_all_ticker()
result = restAPI.get_market()
result = restAPI.get_ticker('btcusdt')
result = restAPI.get_trades('btcusdt')
result = restAPI.get_records('btcusdt', 30)
result = restAPI.get_market_dept('btcusdt', 'step0')
# Privite
result = restAPI.get_account()
# result = restAPI.get_new_order('btcusdt')
# result = restAPI.get_all_order('btcusdt')
# result = restAPI.get_all_trade('btcusdt')
# result = restAPI.get_order_info(30, 'btcusdt')
# result = restAPI.create_order('btcusdt', 'limit', 'buy', 1, 9000)
# result = restAPI.create_order('btcusdt', 'market', 'sell', 3.333)
# result = restAPI.cancel_order(39,'btcusdt')
# result = restAPI.cancel_order_all('btcusdt')
# result = restAPI.create_and_cancel_mass_orders('btcusdt', create_orders=[{'side':'buy', 'type':'market', 'volume':1000},{'side':'buy', 'type':'limit', 'volume':1.5, 'price':10000}], cancel_orders=[100001, 100002])
# result = restAPI.create_and_cancel_mass_orders('btcusdt', create_orders=[{'side': 'buy', 'type': 'limit', 'volume': 2,'price': 10000},{'side': 'buy', 'type': 'limit', 'volume': 1.5,'price': 10000}])
def get_biki_ticker():
restAPI = restapi.RestAPI(settings.KEYS['biki']['API'],
settings.KEYS['biki']['SECRET'])
ticker = restAPI.get_ticker('btcusdt')
res = {'sell': ticker['data']['sell'], 'buy': ticker['data']['buy']}
return res
# 100 USDT で売り買いする
BUY_UNIT = 100.0
binance_client = Client(settings.KEYS['binance']['API'],
settings.KEYS['binance']['SECRET'])
biki_client = restapi.RestAPI(settings.KEYS['biki']['API'],
settings.KEYS['biki']['SECRET'])
while True:
try:
binance = get_binance_ticker()
biki = get_biki_ticker()
# 基準価格は全部の価格の平均としそこからの解離で判断する
base = (biki['buy'] + biki['sell'] + binance['buy'] +
binance['sell']) / 4.0
diff1 = (biki['buy'] - binance['sell']) * 100 / base
diff2 = (binance['buy'] - biki['sell']) * 100 / base
diff = diff1
if diff2 > diff1:
diff = diff2
if diff > 0.4:
def start_auto_market():
data = request.json
params = data["options"]
acct = data["account"]
params['distance'] = int(params['distance'])
params['count'] = int(params['count'])
params['startSize'] = float(params['startSize'])
params['topSize'] = float(params['topSize'])
params['countPerM'] = int(params['countPerM'])
params['type'] = int(params['type'])
symbol = params['instrument_id']
order_interval = 60 / params['countPerM']
restAPI = restapi.RestAPI(acct['httpkey'], acct['httpsecret'])
to_cancel = []
# def auto_market():
# t=wsinfo.depth['ts']
# print( abs(time.time() - t) )
# if wsinfo.depth and abs(time.time() - t) > 60*1000 :
# print("无法自动补单! ticker data time exceed ",abs(time.time() - t), "s")
# return
def auto_market():
# print("auto_market==== in")
if not wsinfo.depth:
print("无法自动补单!")
return
t = wsinfo.depth['ts']
nonlocal to_cancel
# print( abs(time.time() - t/1000) )
if t and abs(time.time() - t / 1000) > 300:
print("无法自动补单! ticker data time exceed ", abs(time.time() - t),
"s")
return
if wsinfo.depth['tick'] and (wsinfo.depth['tick']['asks']
and wsinfo.depth['tick']['buys']):
asks = wsinfo.depth['tick']['asks'][
params['distance']:params['distance'] + 1]
bids = wsinfo.depth['tick']['buys'][
params['distance']:params['distance'] + 1]
asks_orders = []
bids_orders = []
# print("asks====", asks)
# print("bids====", bids)
for i in range(1, 11):
perSize = round(
random.uniform(params['startSize'], params['topSize']),
symbol_info['amount_precision'])
sellprice = 0.0
buyprice = 0.0
sellprice = floor(float(asks[0][0]) + i * 0.00001, 6)
buyprice = floor(float(bids[0][0]) - i * 0.00001, 6)
sellOrder = {
'side': 'sell',
'type': 'limit',
'volume': perSize,
'price': sellprice
}
buyOrder = {
'side': 'buy',
'type': 'limit',
'volume': perSize,
'price': buyprice
}
asks_orders.append(sellOrder)
bids_orders.append(buyOrder)
asks_o = []
bids_o = []
# params.count = params.count<10?params.count:10
ran_count = params['count']
if ran_count >= 10:
ran_count = 10
# print("补单下单! ran_count",ran_count)
for j in range(ran_count): #(let j = 0; j < params.count; j++) {
randInt = 1
if params['type'] == 1:
randInt = random.randint(0, 19)
elif params['type'] == 2:
randInt = random.randint(0, 9)
elif params['type'] == 3:
randInt = random.randint(10, 19)
if randInt < 10:
bids_o.append(bids_orders[randInt])
else:
randInt = randInt % 10
asks_o.append(asks_orders[randInt])
orderss = asks_o + bids_o
print("补单下单! orderss", orderss)
print("orders price:", list(map(lambda x: x['price'], orderss)))
res = restAPI.create_and_cancel_mass_orders(symbol=symbol,
create_orders=orderss)
print("补单下单! res", res)
if res['code'] == '0':
orderids = res['data']['mass_place'][0]['order_id']
if res['data']['mass_place'][0]['code'] == '0': #下单成功
to_cancel += orderids
# print('add to cancel',to_cancel)
res = restAPI.create_and_cancel_mass_orders(
symbol=symbol, cancel_orders=orderids)
print('cancel orders :', res)
if res['code'] == '0' and res['data']['mass_cancel'][0][
'code'] == '0':
for to_rm in res['data']['mass_cancel'][0]['order_id']:
to_cancel.remove(to_rm)
print('to cancel', to_cancel)
def cancel_orders():
# print('cancel orders :',to_cancel)
if len(to_cancel) > 0:
c_res = restAPI.create_and_cancel_mass_orders(
symbol=symbol, cancel_orders=to_cancel)
if c_res['code'] == '0' and c_res['data']['mass_cancel'][0][
'code'] == '0':
for to_rm in c_res['data']['mass_cancel'][0]['order_id']:
to_cancel.remove(to_rm)
# print('cancel orders :',to_cancel)
try:
if not sched.get_job("biki_auto_market"):
sched.add_job(func=auto_market,
id="biki_auto_market",
max_instances=5,
next_run_time=datetime.now(),
trigger=IntervalTrigger(seconds=order_interval))
if not sched.get_job("biki_auto_cancel_orders"):
sched.add_job(func=cancel_orders,
id="biki_auto_cancel_orders",
max_instances=5,
next_run_time=datetime.now(),
trigger=IntervalTrigger(seconds=6))
except Exception as err:
print(err)
return res_format(False, {'error': str(err)})
return res_format(True, {'result': True})
def depinfo():
depth_time = time.time()
data = request.json
print(data)
params = data["options"]
restAPI = restapi.RestAPI(params['httpkey'], params['httpsecret'])
def get_order():
pending_order = []
for i in range(1, 3):
res = restAPI.get_new_order(params['instrument_id'],
pagesize=1000,
page=i)
if res['data'] and res['data']['resultList']:
pending_order += res['data']['resultList']
# print('Tick! The time is: %s pendingorder %s' % (datetime.now(),pending_order))
# ws.send(message)
nonlocal depth_time
if wsinfo.depth and (time.time() - depth_time > SEND_DEPTH):
order_price.clear()
if pending_order:
for order in pending_order:
# print(order['price'])
price = float(order['price'])
if price in order_price:
order_price[price] = float(
order_price.get(price)) + float(
order['remain_volume'])
else:
order_price[price] = float(order['remain_volume'])
# if order['price'] in order_price:
# order_price[float(order['price'])] = float(order_price.get(order['price'])) + float(order['remain_volume'])
# else :
# order_price[float(order['price'])] = float(order['remain_volume'])
else:
tem_a = copy.copy(wsinfo.depth['tick']['asks'])
tem_b = copy.copy(wsinfo.depth['tick']['buys'])
depth_data = {
"asks": tem_a,
"bids": tem_b,
"ts": wsinfo.depth['ts']
}
# print('order_price',order_price)
tem_a = copy.copy(wsinfo.depth['tick']['asks'])
for index in range(len(tem_a)):
element = tem_a[index]
if element[0] in order_price:
if len(tem_a[index]) > 2:
print("before error1111", tem_a[index])
tempv = copy.copy(tem_a[index])
if len(tempv) <= 2:
tempv.append(order_price[element[0]])
else:
tempv[2] = order_price[element[0]]
tem_a[index] = tempv
#tem_a[index][2] = order_price[str(element[0])]
tem_b = copy.copy(wsinfo.depth['tick']['buys'])
# print("order price:",order_price)
for index in range(len(tem_b)):
element = tem_b[index]
if element[0] in order_price:
if len(tem_b[index]) > 2:
print("before error1111", tem_b[index])
tempv = copy.copy(tem_b[index])
if len(tempv) <= 2:
tempv.append(order_price[element[0]])
else:
tempv[2] = order_price[element[0]]
tem_b[index] = tempv
# print('tem_b:',tem_b)
depth_data = {
"asks": tem_a,
"bids": tem_b,
"ts": wsinfo.depth['ts']
}
# global socketio
symbol = symbol_info['symbol']
socketio.emit("depth" + ":" + symbol, depth_data)
depth_time = time.time()
try:
if pending_order_sched.get_job(params['httpkey']):
print("server has started !")
return res_format(True, {'result': "server has started"})
else:
# pending_order_sched.add_job(get_new_order, 'interval',max_instances=10, seconds=1,id=params['httpkey'])
pending_order_sched.add_job(func=get_order,
id=params['httpkey'],
max_instances=5,
next_run_time=datetime.now(),
trigger=IntervalTrigger(seconds=1))
except Exception as err:
print('Exception!!!', err)
return res_format(False, {'error': str(err)})
return res_format(True, {'result': True})
def auto_trade():
'''
每次挂单数量
perStartSize
perTopSize
countPerM //每分钟成交多少笔
instrument_id
'''
data = request.json
params = data["options"]
acct = data["account"]
params['perStartSize'] = float(params['perStartSize'])
params['perTopSize'] = float(params['perTopSize'])
params['countPerM'] = int(params['countPerM'])
params['type'] = int(params['type'])
symbol = params['instrument_id']
restAPI = restapi.RestAPI(acct['httpkey'], acct['httpsecret'])
if params['countPerM'] > 50:
return jsonify({'result': False, 'error_message': "too many per min!"})
order_interval = 60 / params['countPerM']
def auto_run():
'''
现在对倒逻辑：
以每分钟对倒6次为例
第一次：会在前10秒里面的任意一秒对倒一次。
第二次：会在10-20秒里面任意一秒对倒一次。
依次类推
如果每分钟对倒10次：
第一次：会在前6秒里面的任意一秒对倒一次。
第二次：会在6-12秒里面任意一秒对倒一次。
依次类推
ps：1.以上逻辑会出现些误差，但误差不会太多
2.频率设置太快（例如：每分钟对倒60次，那么每秒都会对倒）会失去随机的意义
'''
print('auto_run in.....')
to_wait = []
for i in range(params['countPerM']): #一分钟内随机时间
ranint = random.uniform(1, order_interval)
j = i - 1
if j >= 0:
to_wait.append([order_interval - to_wait[j][1], ranint])
else:
to_wait.append([0, ranint])
for w in range(len(to_wait)):
time.sleep(to_wait[w][0] + to_wait[w][1])
# print('auto_run .....',w,datetime.now())
ticker_data = restAPI.get_ticker(params['instrument_id'])
ticker_data = ticker_data['data']
randomPrice = round(
random.uniform(ticker_data['buy'], ticker_data['sell']),
symbol_info['price_precision']
) #symbol_info['price_precision']
# print('对倒andomPrice',randomPrice)
perSize = round(
random.uniform(params['perStartSize'], params['perTopSize']),
symbol_info['amount_precision']
) #symbol_info['amount_precision']
# print('对倒perSize',perSize)
print('Time & tick :', ticker_data['buy'], ticker_data['sell'],
perSize, randomPrice)
side1 = ''
side2 = ''
if (params['type'] == 1):
side1 = 'buy'
side2 = 'sell'
elif (params['type'] == 2):
side1 = 'sell'
side2 = 'buy'
elif params['type'] == 3:
randomint = random.randrange(0, 2)
if (randomint == 0):
side1 = 'buy'
side2 = 'sell'
else:
side1 = 'sell'
side2 = 'buy'
toOrder = {
'side': side1,
'type': 'limit',
'volume': perSize,
'price': randomPrice
}
toTaker = {
'side': side2,
'type': 'limit',
'volume': perSize,
'price': randomPrice
}
print("下单! ", [toOrder, toTaker])
res = restAPI.create_and_cancel_mass_orders(
symbol=symbol, create_orders=[toOrder, toTaker])
print("对倒下单res! ", res)
if res['code'] == '0':
orderids = res['data']['mass_place'][0]['order_id']
# print('create mass orders :',res,orderids)
res = restAPI.create_and_cancel_mass_orders(
symbol=symbol, cancel_orders=orderids)
# print('cancel orders :',res)
if res['code'] == '0':
for ido in res['data']['mass_cancel']:
if ido['code'] == '0':
print('auto maker cancel orders :', ido)
res = restAPI.get_order_info(
ido['order_id'][0], params['instrument_id'])
print('auto maker get cancel orders :', res)
if res['code'] == '0':
order_db.orders_add(res['data']['order_info'],
acct['httpkey'])
# res = restAPI.get_order_info(params['instrument_id'],orderids)
#print('get_order_info:',res)
# if res['code'] == 0:
# mass_place TODO 记录订单完成情况
# if wsinfo.ticker and abs(time.time - t) > 5*60*1000 :
# print("无法刷量下单! ticker data time exceed %s%s" %(str(time.time - t),"s"))
try:
if not sched.get_job("biki_auto"):
# sched.add_job(auto_run, trigger=IntervalTrigger(seconds=3),max_instances=10, seconds=order_interval,id="biki_auto")
sched.add_job(func=auto_run,
id="biki_auto",
max_instances=5,
next_run_time=datetime.now(),
trigger=IntervalTrigger(seconds=60))
except Exception as err:
print(err)
return res_format(False, {'error': str(err)})
return res_format(True, {'result': True})
