def __init__(self,
ex_name,
sym,
sym_base,
price_decimal,
start_price,
refer_ex_name,
refer_sym,
refer_sym_base,
scale,
change_mode=False,
change_sym=False,
change_sym_base=False,
adjust_by_market=False):
Price.__init__(self, ex_name, sym, sym_base, price_decimal,
start_price, adjust_by_market)
if refer_ex_name.lower() == refer_ex_name:
self.api_refer = Exchange(refer_ex_name, ['', '']).api
else:
self.api_refer = self.api_bxx
self.refer_sym = refer_sym
self.refer_sym_base = refer_sym_base
self.refer_symbol = [self.refer_sym, self.refer_sym_base]
self.scale = scale
self.change_mode = change_mode
self.change_symbol = [change_sym, change_sym_base]
def __init__(self, ex_name, sym, sym_base, price_decimal, start_price, adjust_by_market=False):
# 初始化时需要指定交易对和起始价格
self.ex_name = ex_name
self.sym = sym
self.sym_base = sym_base
self.symbol = [self.sym, self.sym_base]
self.api_bxx = Exchange('bxx', [self.ex_name, '', '']).api
self.price = start_price
self.decimal = price_decimal
self.flag_adjust = adjust_by_market
class FixScalePrice(Price):
def __init__(self,
ex_name,
sym,
sym_base,
price_decimal,
start_price,
refer_ex_name,
refer_sym,
refer_sym_base,
scale,
change_mode=False,
change_sym=False,
change_sym_base=False,
adjust_by_market=False):
Price.__init__(self, ex_name, sym, sym_base, price_decimal,
start_price, adjust_by_market)
if refer_ex_name.lower() == refer_ex_name:
self.api_refer = Exchange(refer_ex_name, ['', '']).api
else:
self.api_refer = self.api_bxx
self.refer_sym = refer_sym
self.refer_sym_base = refer_sym_base
self.refer_symbol = [self.refer_sym, self.refer_sym_base]
self.scale = scale
self.change_mode = change_mode
self.change_symbol = [change_sym, change_sym_base]
def set_params(self, scale, adjust_by_market=False):
self.scale = scale
self.flag_adjust = adjust_by_market
def refresh_price(self):
try:
depth = self.api_refer.get_depth(self.refer_symbol)
# 传入不同的self.scale(比例) 可以的到不同的比例的价格 并让价格保留几位小数
new_price = round(
(float(depth['asks'][0][0]) + float(depth['bids'][0][0])) / 2 *
self.scale, self.decimal)
if self.change_mode == 'm':
# 获取比对交易对上一次的开高低收的价格的平均值作为基准
tic = eval(self.api_bxx.get_tick(self.change_symbol))
new_price = round(new_price * sum(tic[1:5]) / 4, self.decimal)
if self.change_mode == 'd':
tic = eval(self.api_bxx.get_tick(self.change_symbol))
new_price = round(new_price / sum(tic[1:5]) * 4, self.decimal)
# 自己平台定价统一美元计算 若需要参照coinw（人民币）时需要用到汇率换算
if self.change_mode == 'CNY':
USDT_CNY = get_USDT_CNY()
new_price = round(new_price / USDT_CNY, self.decimal)
self.price = new_price
# 根据当前市场价格 调整定价
if self.flag_adjust:
self.adjust_by_market()
except Exception as e:
print(e)
return self.price
class Price:
def __init__(self,
ex_name,
sym,
sym_base,
price_decimal,
start_price,
adjust_by_market=False):
# 初始化时需要指定交易对和起始价格
self.ex_name = ex_name
self.sym = sym
self.sym_base = sym_base
self.symbol = [self.sym, self.sym_base]
self.api_bxx = Exchange('bxx', [self.ex_name, '', '']).api
self.price = start_price
self.decimal = price_decimal
self.flag_adjust = adjust_by_market
def set_params(self, *args):
# 给定一种策略，重新设置参数
pass
def refresh_price(self):
# 给定一种策略，刷新并返回价格
try:
if self.flag_adjust:
self.adjust_by_market()
except Exception as e:
print(e)
return self.price
def adjust_by_market(self):
# 根据当前市场价格调整定价
try:
tic = eval(self.api_bxx.get_tick(self.symbol))
self.price = round((0.7 * self.price + 0.3 * sum(tic[1:5]) / 4),
self.decimal)
except Exception as e:
print(e)
def slight_wave(self, wave_range=0.001):
return round(
self.price * (1 + random.uniform(-wave_range, wave_range)),
self.decimal)
def save_price(self, out_dir, flag_new=False):
# 将当前时间和价格存储至日志，或者存储至临时文件与其它进程交流
mode = 'a'
if flag_new:
mode = 'w'
with open(out_dir, mode) as f:
f.writelines(time.asctime() + '\n' + self.ex_name + ' ' +
self.sym + ' ' + self.sym_base + '\n' +
str(self.price) + '\n\n')
def cancle(orderid):
print('开始撤销订单')
ex_huobi = [Exchange('huobi', key) for key in huobi_account]
th_h = []
for ex in ex_huobi:
th_h.append(MyThread(ex.api.cancel, args=(orderid, )))
# for ex in ex_bxx[ex_name][symbol[1]][symbol[0]]:
# th_b.append(MyThread(ex.api.get_account, args=()))
[th.start() for th in th_h]
[th.join() for th in th_h]
order_result = [th.get_result() for th in th_h]
print('订单撤销完毕')
print(order_result)
return order_result
def get_huobi_balance():
th_h = []
ex_huobi = [Exchange('huobi', key) for key in huobi_account]
for ex in ex_huobi:
th_h.append(MyThread(ex.api.get_account, args=()))
# for ex in ex_bxx[ex_name][symbol[1]][symbol[0]]:
# th_b.append(MyThread(ex.api.get_account, args=()))
[th.start() for th in th_h]
[th.join() for th in th_h]
ac_list = [th.get_result() for th in th_h]
blance_huobi = dict()
for acl in ac_list[0]:
if acl['type'] != 'frozen':
blance_huobi[acl['currency']] = acl['balance']
print(blance_huobi)
return blance_huobi
class FixScalePrice(Price):
def __init__(self, ex_name, sym, sym_base, price_decimal, start_price, refer_ex_name, refer_sym, refer_sym_base,
scale, change_mode=False, change_sym=False, change_sym_base=False, adjust_by_market=False):
Price.__init__(self, ex_name, sym, sym_base, price_decimal, start_price, adjust_by_market)
if refer_ex_name.lower() == refer_ex_name:
self.api_refer = Exchange(refer_ex_name, ['', '']).api
else:
self.api_refer = self.api_bxx
self.refer_sym = refer_sym
self.refer_sym_base = refer_sym_base
self.refer_symbol = [self.refer_sym, self.refer_sym_base]
self.scale = scale
self.change_mode = change_mode
self.change_symbol = [change_sym, change_sym_base]
def set_params(self, scale, adjust_by_market=False):
self.scale = scale
self.flag_adjust = adjust_by_market
def refresh_price(self):
try:
depth = self.api_refer.get_depth(self.refer_symbol)
new_price = round((float(depth['asks'][0][0]) + float(depth['bids'][0][0])) / 2 * self.scale, self.decimal)
if self.change_mode == 'm':
tic = eval(self.api_bxx.get_tick(self.change_symbol))
new_price = round(new_price * sum(tic[1:5]) / 4, self.decimal)
if self.change_mode == 'd':
tic = eval(self.api_bxx.get_tick(self.change_symbol))
new_price = round(new_price / sum(tic[1:5]) * 4, self.decimal)
if self.change_mode == 'CNY':
USDT_CNY = get_USDT_CNY()
new_price = round(new_price / USDT_CNY, self.decimal)
self.price = new_price
if self.flag_adjust:
self.adjust_by_market()
except Exception as e:
print(e)
return self.price
def get_price(sym_base, sym, type):
print('开始获取市场深度')
symbol = [sym, sym_base]
th_h = []
ex_huobi = [Exchange('huobi', key) for key in huobi_account]
for ex in ex_huobi:
th_h.append(MyThread(ex.api.get_depth, args=(symbol, )))
# for ex in ex_bxx[ex_name][symbol[1]][symbol[0]]:
# th_b.append(MyThread(ex.api.get_account, args=()))
[th.start() for th in th_h]
[th.join() for th in th_h]
price_dict = [th.get_result() for th in th_h]
# 卖
if type == 'asks':
print(price_dict)
price = price_dict[0][type][4][0]
print(price)
return price
# 买
elif type == 'bids':
print(price_dict)
price = price_dict[0][type][4][0]
print(price)
return price
# *_*coding:utf-8 *_*
import sys
import os
import time
from ex_api.exchange import Exchange, MyThread
start_time = time.time()
account_info = dict()
account_info['TTEX'] = {
'BTC': {
'POWR': [],
},
}
for i in range(5000, 7000):
account_info['TTEX']['BTC']['POWR'].append(
['TTEX', str(12012340001 + i), '1234Rty77899x']),
symbol = ['POWR', "BTC"]
bxx_key = account_info["TTEX"]["BTC"]['POWR']
ex_bxx = [Exchange('bxx', key) for key in bxx_key]
th_cancel_all = []
for i in range(len(ex_bxx), 0, -1):
th_cancel_all.append(
MyThread(ex_bxx[i - 1].cancel_all_bxx, args=(symbol, )))
# ex_bxx[i - 1].cancel_all_bxx(symbol)
[th.start() for th in th_cancel_all]
[th.join() for th in th_cancel_all]
end_time = time.time()
print('&&&&&&&&&&&&&&&&&&&&&&')
print('共用%s' % (end_time - start_time))
print('交易区')
print(sym_base)
balance_bxx[ex_name][sym_base] = dict()
ex_bxx[ex_name][sym_base] = dict()
balance_base[ex_name][sym_base] = dict()
balance_diff[ex_name][sym_base] = dict()
# balance_diff_all[sym_base] = dict()
if sym_base not in balance_diff_all.keys():
balance_diff_all[sym_base] = dict()
for sym in account_info[ex_name][sym_base].keys():
print(sym)
balance_bxx[ex_name][sym_base][sym] = [0, 0]
balance_base[ex_name][sym_base][sym] = 0
balance_diff[ex_name][sym_base][sym] = 0
ex_bxx[ex_name][sym_base][sym] = [
Exchange('bxx', key)
for key in account_info[ex_name][sym_base][sym]
]
# if sym not in balance_diff_all.keys():
# balance_diff_all[sym] = 0
balance_diff_all[sym_base][sym] = 0
# 获取某个交易所中某个交易对的操盘账户的总余额
def get_all_balance(ex_name, symbol):
th_b = []
for ex in ex_bxx[ex_name][symbol[1]][symbol[0]]:
th_b.append(MyThread(ex.api.get_account, args=()))
[th.start() for th in th_b]
[th.join() for th in th_b]
ac_list = [th.get_result() for th in th_b]
count = 0
balance = dict()
balance_new_list = list()
# while True:
for i in parames:
ex_name = i[0]
sym = i[1][0]
sym_base = i[1][1]
if ex_name not in balance.keys():
balance[ex_name] = dict()
if sym_base not in balance[ex_name].keys():
balance[ex_name][sym_base] = dict()
symbol = [sym, sym_base]
bxx_key = account_info[ex_name][symbol[1]][symbol[0]]
# ex_bxx = [Exchange('bxx', key) for key in bxx_key]
ex_bxx = [Exchange('bxx', key) for key in bxx_token]
sum_balance = get_all_balance()
balance[ex_name][sym_base][sym] = sum_balance[0]
# balance[sym_base] = sum_balance[1]
now_time = datetime.now().strftime('%Y-%m-%d %H:%M:%S')
print(str(now_time) + sym + "，" + sym_base + ' 结果获取结束')
time.sleep(10)
balance_new_list.append(balance)
if count == 0:
balance_old_list = balance_new_list
balance = {}
balance_new_list = []
print(balance_old_list)
print(balance_new_list)
# else:
# now_time = datetime.now().strftime('%Y-%m-%d %H:%M:%S')
fcoin_key = [
'948f765b4bd7427c9c02d09fc42e6c8d', '3bfa3d0fd9534a8fb0f55884d0460021'
]
huobi_key = [
'23d16220-7b1883cc-dc468afc-6865d', 'fe31646f-78407147-ec119bc8-cbdab'
]
coinw_key = [
'a048a77f-b61e-49c5-b459-3ad171242959',
'ZTMF18573EILZLUIBB4RARLDOM3YCFOAYPXZ'
]
# !!!initiate
ex_bin = Exchange('binance', binance_key)
# ex_zb = Exchange('zb', zb_key)
ex_huobi = Exchange('huobi', huobi_key)
ex_hadax = Exchange('hadax', huobi_key)
ex_bxx = [Exchange('bxx', key) for key in bxx_key]
ex_bxx1 = ex_bxx[-2]
ex_bxx2 = ex_bxx[-1]
if sym == 'HB':
symbol = ['HB', 'USDT']
ex_bxx1 = ex_bxx[-1]
sdecimal = [6, 4]
if sym == 'DVC':