def buy(buyPrice, amount, index, transactionModel):
try:
symbol = transactionModel.symbol
minIncome = transactionModel.minIncome
decimalLength = transactionModel.pricePrecision
orderId = commonUtil.getRandomOrderId()
# 已经不存在这个交易对的买入 说明是第一次买入 需要降低买入的花费
if modelUtil.getBuyModelBySymbolAndStatus(transactionModel.symbol,
0) is None:
amount = round(
float(transactionModel.everyExpense) * 0.6 / buyPrice,
int(transactionModel.precision))
buyModel = BuyModel(0, symbol, buyPrice, buyPrice, index, amount,
orderId, minIncome, buyPrice, 2)
newJumpModel = JumpQueueModel(0, symbol, 1, orderId,
round(buyPrice * 1.005, decimalLength),
round(buyPrice * 1.008, decimalLength),
round(buyPrice * 0.995, decimalLength),
0, buyPrice)
if modelUtil.insertBuyModel(buyModel):
modelUtil.insertJumpQueueModel(newJumpModel)
else:
logUtil.error("BiTradeUtil--buy insert 0")
return True
except Exception as err:
logUtil.error("BiTradeUtil--buy" + err)
return False
def getBuyModel(symbol, env):
models = []
if "dev" == env:
if myCache.buyModelIsNone:
return models
if myCache.buyModelCache.get(symbol, None):
return myCache.buyModelCache.get(symbol, None)
mysql = MySqlConn()
sql = "select * from tb_buy_record where symbol=%s"
results = mysql.getAll(sql, (symbol))
mysql.dispose()
if results:
for row in results:
buyModel = BuyModel(row['id'], row['symbol'], row['price'],
row['ori_price'], row['buy_index'],
row['amount'], row['order_id'],
row['min_income'], row['last_price'],
row['status'])
models.append(buyModel)
myCache.buyModelIsNone = False
myCache.buyModelCache[symbol] = models
else:
myCache.buyModelIsNone = True
return models
def sell(env, sellPrice, sellIndex, buyModel, transactionModel):
try:
symbol = transactionModel.symbol
decimalLength = transactionModel.pricePrecision
if "pro" == env:
sellPrice = round(
float(buyModel.price) * (1 + float(buyModel.minIncome)),
decimalLength)
newBuyModel = BuyModel(buyModel.id, buyModel.symbol, buyModel.price,
buyModel.oriPrice, buyModel.index,
buyModel.amount, buyModel.orderId,
buyModel.minIncome, buyModel.lastPrice, 3)
# newJumpModel = JumpQueueModel(2, buyModel.orderId, round(sellPrice * 0.992, decimalLength),
# round(sellPrice * 0.995, decimalLength), round(sellPrice * 1.01, decimalLength), 0,
# time.strftime("%Y-%m-%d %H:%M:%S", time.localtime(sellIndex)),sellPrice)
#统计发现，因为提高了最低收入值，因此不大可能会再次触发跳跃
newJumpModel = JumpQueueModel(0, symbol, 2, buyModel.orderId,
sellPrice, sellPrice,
round(sellPrice * 1.01,
decimalLength), 0, sellPrice)
if modelUtil.modBuyModel(newBuyModel):
modelUtil.insertJumpQueueModel(newJumpModel)
else:
logUtil.error("BiTradeUtil--sell modBuyModel 0 orderId=",
buyModel.orderId)
except Exception as err:
logUtil.error("BiTradeUtil--sell" + err)
def jumpBuy(env, buyPrice, jumpQueueModel, transactionModel, index):
try:
symbol = transactionModel.symbol
orderId = jumpQueueModel.orderId
buyModel = modelUtil.getBuyModelByOrderId(orderId)
if buyModel is None:
logUtil.info("orderId is null", orderId)
return
newAmount = round(
float(transactionModel.everyExpense) / buyPrice,
int(transactionModel.precision))
# 已经不存在这个交易对的买入 说明是第一次买入 需要降低买入的花费
if modelUtil.getBuyModelBySymbolAndStatus(transactionModel.symbol,
0) is None:
newAmount = round(
float(transactionModel.everyExpense) * 0.6 / buyPrice,
int(transactionModel.precision))
if "pro" == env:
result = huobi.send_order(newAmount, "api", symbol, "buy-limit",
buyPrice)
logUtil.info("buy result", result, symbol, newAmount, buyPrice)
if result['status'] == 'ok':
orderId = result['data']
else:
return False
else:
huobi.send_order_dev(newAmount, 1, buyPrice)
newBuyModel = BuyModel(buyModel.id, buyModel.symbol, buyPrice,
buyModel.oriPrice, index, newAmount, orderId,
transactionModel.minIncome, buyPrice, 0)
if modelUtil.modBuyModel(newBuyModel):
modelUtil.delJumpModelById(jumpQueueModel.id)
jumpProfit = (float(jumpQueueModel.oriPrice) -
buyPrice) * float(newAmount)
huobi.jumpProfit = huobi.jumpProfit + jumpProfit
jumpQueueModel.orderId = orderId
modelUtil.insertHistoryJumpQueueModel(jumpQueueModel, buyPrice,
newAmount)
modelUtil.insertBuySellReocrd(buyModel.symbol, 1, buyPrice, 0,
orderId, 0, newAmount, index)
else:
logUtil.error("BiTradeUtil--jumpBuy modBuyModel 0 orderId=",
orderId)
return True
except Exception as err:
logUtil.error("BiTradeUtil--jumpBuy" + err)
return False
def jumpSell(env, sellPrice, jumpQueueModel, transactionModel, index):
try:
sellOrderId = commonUtil.getRandomOrderId()
symbol = transactionModel.symbol
orderId = jumpQueueModel.orderId
buyModel = modelUtil.getBuyModelByOrderId(orderId)
if "pro" == env:
#{'status': 'ok', 'data': {'symbol': 'xrpusdt', 'source': 'api', 'field-cash-amount': '0.0', 'price': '0.1972',
# 'canceled-at': 0, 'field-amount': '0.0', 'type': 'sell-limit', 'state': 'submitted', 'client-order-id': '', 'field-fees': '0.0',
# 'created-at': 1587721600720, 'account-id': account-id, 'id': 82495000363, 'amount': '26.0000', 'finished-at': 0}}
result = huobi.order_info(buyModel.orderId)
data = result['data']
state = data['state']
logUtil.info("order_info result", result, symbol)
if state == 'filled':
#{'status': 'ok', 'data': 'orderId'}
result = huobi.send_order(buyModel.amount, "api", symbol,
'sell-limit', sellPrice)
logUtil.info("send_order result", result, symbol)
if result['status'] != 'ok':
return
sellOrderId = result['data']
else:
return
else:
huobi.send_order_dev(buyModel.amount, 0, sellPrice)
sellOrderModel = SellOrderModel(0, buyModel.symbol, buyModel.price,
sellPrice, buyModel.index, index,
buyModel.orderId, sellOrderId,
buyModel.amount)
newBuyModel = BuyModel(buyModel.id, buyModel.symbol, buyModel.price,
buyModel.oriPrice, buyModel.index,
buyModel.amount, buyModel.orderId,
buyModel.minIncome, buyModel.lastPrice, 4)
if modelUtil.modBuyModel(newBuyModel):
modelUtil.delJumpModelById(jumpQueueModel.id)
modelUtil.insertHistoryJumpQueueModel(jumpQueueModel, sellPrice,
buyModel.amount)
modelUtil.insertSellOrderReocrd(sellOrderModel)
else:
logUtil.error("BiTradeUtil--sell jumpSell 0 orderId=",
buyModel.orderId)
except Exception as err:
logUtil.error("BiTradeUtil--jumpSell" + err)
def getBuyModelBySymbolAndStatus(symbol, status):
sql = "select * from tb_buy_record where symbol=%s and status=%s"
mysql = MySqlConn()
result = mysql.getOne(sql, (symbol, status))
mysql.dispose()
if result:
buyModel = BuyModel(result['id'], result['symbol'], result['price'],
result['ori_price'], result['buy_index'],
result['amount'], result['order_id'],
result['min_income'], result['last_price'],
result['status'])
return buyModel
return None
def doMerge(env, list, transactionModel):
if len(list) < 1:
return None
decimallength = transactionModel.pricePrecision
price = 0.0
amount = 0.0
index = 0
orderId = 0
shouldDel = []
for buyModel in list:
if checkOrderIsFilled(env, buyModel.orderId):
logUtil.info("doMerge=", buyModel)
shouldDel.append(buyModel)
price = price + float(buyModel.price) * float(buyModel.amount)
amount = amount + float(buyModel.amount)
index = buyModel.index #这两个随便
orderId = buyModel.orderId
if len(shouldDel) < 2:
return None
amount = round(amount, int(transactionModel.precision))
avgPrice = round(price / amount, decimallength)
newBuyModel = BuyModel(0, list[0].symbol, avgPrice, avgPrice, index,
amount, orderId, transactionModel.minIncome,
avgPrice, 0)
for shouldDelBuyModel in shouldDel:
modelUtil.delBuyModel(shouldDelBuyModel.id)
id = modelUtil.insertBuyModel(newBuyModel)
newBuyModel.id = id
return newBuyModel
def stopLossSell(env, sellPrice, buyModel, symbol):
try:
orderId = commonUtil.getRandomOrderId()
if "pro" == env:
result = huobi.order_info(buyModel.orderId)
data = result['data']
state = data['state']
logUtil.info("stopLossSell result", result, symbol)
if state == 'filled':
result = huobi.send_order(buyModel.amount, "api", symbol,
'sell-limit', sellPrice)
if result['status'] == 'ok':
orderId = result['data']
else:
return
else:
return
else:
huobi.send_order_dev(buyModel.amount, 0, sellPrice)
newBuyModel = BuyModel(buyModel.id, buyModel.symbol, buyModel.price,
buyModel.oriPrice, buyModel.index,
buyModel.amount, buyModel.orderId,
buyModel.minIncome, buyModel.lastPrice, 1)
if modelUtil.modBuyModel(newBuyModel):
#在{什么时候} 以 {什么价格} 卖出 {原价是什么} 的 {多少个} {原来的orderId} {这次的orderId} {状态}
insertResult = modelUtil.insertStopLossReocrd(
symbol, sellPrice, buyModel.price, buyModel.amount,
buyModel.orderId, orderId, 0)
if insertResult is False:
logUtil.error("insertResult is false", buyModel.orderId)
#记录日志
modelUtil.insertStopLossHistoryReocrd(symbol, 0, sellPrice,
buyModel.price,
buyModel.amount,
buyModel.orderId, orderId)
else:
logUtil.error("BiTradeUtil--sell stopLossSell 0 orderId=",
buyModel.orderId, " id=", buyModel.id)
except Exception as err:
logUtil.error("BiTradeUtil--stopLossSell" + err)
def stopLossJumpBuy(env, buyPrice, jumpQueueModel, transactionModel, index):
try:
symbol = transactionModel.symbol
orderId = jumpQueueModel.orderId
stopLossModel = modelUtil.getStopLossModelByOrderId(orderId)
if stopLossModel is None:
logUtil.error("jumpQueueModel=", jumpQueueModel, " is none")
return
buyModel = modelUtil.getBuyModelByOrderId(stopLossModel.oriOrderId)
minAmount = round(5.1 / buyPrice, int(transactionModel.precision))
buyAmount = float(buyModel.amount)
oldAmount = float(buyModel.amount)
if minAmount > oldAmount:
buyAmount = minAmount
if "pro" == env:
result = huobi.send_order(buyAmount, "api", symbol, "buy-limit",
buyPrice)
logUtil.info("buy result", result, symbol, buyAmount, buyPrice)
if result['status'] == 'ok':
orderId = result['data']
else:
return False
else:
huobi.send_order_dev(buyAmount, 1, buyPrice)
# 计算新的价格
length = transactionModel.pricePrecision
#原本用掉的钱 - （止损卖出等到的钱 - 这次买回来花费的钱）/目前的数量
newPrice = round((float(buyModel.price) * oldAmount -
(float(stopLossModel.sellPrice) * oldAmount -
float(buyPrice) * buyAmount)) / buyAmount, length)
newBuyModel = BuyModel(buyModel.id, buyModel.symbol, newPrice,
buyModel.oriPrice, buyModel.index,
buyModel.amount, buyModel.orderId,
transactionModel.minIncome, buyPrice, 0)
if modelUtil.modBuyModel(newBuyModel):
if modelUtil.delStopLossModelById(stopLossModel.id):
modelUtil.delJumpModelById(jumpQueueModel.id)
modelUtil.insertHistoryJumpQueueModel(jumpQueueModel, buyPrice,
buyModel.amount)
jumpProfit = (float(jumpQueueModel.oriPrice) -
buyPrice) * float(buyModel.amount)
huobi.jumpProfit = huobi.jumpProfit + jumpProfit
# 记录止损买日志
modelUtil.insertStopLossHistoryReocrd(symbol, 1, buyPrice,
stopLossModel.oriPrice,
stopLossModel.oriAmount,
stopLossModel.oriOrderId,
orderId)
else:
logUtil.error("BiTradeUtil--delStopLossModelById 0 =",
stopLossModel)
else:
logUtil.error("BiTradeUtil--stopLossJumpBuy 0 orderId=",
buyModel.orderId)
except Exception as err:
logUtil.error("BiTradeUtil--stopLossJumpBuy" + err)