def trade(self, timestamp, signal, bp, ba, sp, sa):
price = amount = 0
if signal == 'buy':
#if cfg.get_cfg_plat() == 'okex':
if cfg.is_future():
if self.future_position['sell_available'] > 0:
#orders = fwk.list_orders(cfg.get_pair(), -1, 1) #
#if len(orders) > 0:
# for o in orders:
# if o['type'] == self.trade_type['margin_sell']:
type_key = 'margin_sell'
price = sp
amount = min(sa, self.future_position['sell_available'])
else:
contracts = self.user_info[cfg.get_coin1()]['contracts'][0]
a = contracts['available'] - (contracts['available'] + contracts['bond']) * 0.9
if a > contracts['available']*0.01: ##避免手续费导致的总量减少造成误差
price = sp
amount = min(sa, a * cfg.get_future_buy_lever())
type_key = 'open_buy'
else:
pass
#elif cfg.get_cfg_plat() == 'coinex':
# pass
elif signal == 'sell':
#if cfg.get_cfg_plat() == 'okex':
if cfg.is_future():
if self.future_position['buy_available'] > 0:
#orders = fwk.list_orders(cfg.get_pair(), -1, 1) #
#if len(orders) > 0:
# for o in orders:
# if o['type'] == self.trade_type['margin_sell']:
type_key = 'margin_buy'
price = bp
amount = min(ba, self.future_position['buy_available'])
else:
contracts = self.user_info[cfg.get_coin1()]['contracts'][0]
a = contracts['available'] - (contracts['available'] + contracts['bond']) * 0.9
if a > contracts['available']*0.01: ##避免手续费导致的总量减少造成误差
price = bp
amount = min(ba, a * cfg.get_future_sell_lever())
type_key = 'open_sell'
else: ###spot have no sell type
pass
#elif cfg.get_cfg_plat() == 'coinex':
# pass
else: ## standby
pass
if price > 0 and amount > 0:
log.info("going to trade! type:%s price:%f, amount:%f"%(type_key, price, amount))
self._trade(timestamp, type_key, price, amount)
def handle_robot_status(self, status):
c1_info = self.rbt.user_info[cfg.get_coin1()]
text = ''
for i in c1_info.keys():
if i == 'contracts':
for j in c1_info[i][0].keys():
val = c1_info[i][0][j]
if isinstance(val, str):
text += j+': '+val+'\n'
else:
text += j+': '+str(round(val, 6))+'\n'
else:
val = c1_info[i]
if isinstance(val, str):
text += i+': '+val+'\n'
else:
text += i+': '+str(round(val, 6))+'\n'
self.infolist.config(text=text)
text = ''
if cfg.is_future():
for i in self.rbt.future_position.keys():
val = self.rbt.future_position[i]
if isinstance(val, str):
text += i+': '+val+'\n'
else:
text += i+': '+str(round(val, 6))+'\n'
self.positionlist.config(text=text)
def _update_balance(self):
handles = self.data_handles['balance']
handles['data'][0] = fwk.get_balance(cfg.get_coin1())
handles['data'][1] = fwk.get_balance(cfg.get_coin2())
if handles['data'] != None and len(handles['data']) > 0:
for f in handles['func']:
f(handles['data'])
if handles['reg'] > 0:
handles['thandle'] = threading.Timer(handles['tperiod'], handles['tfunc'])
handles['thandle'].start()
def _update_balance(self):
handles = self.data_handles['balance']
handles['data'][0] = fwk.get_balance(cfg.get_coin1())
handles['data'][1] = fwk.get_balance(cfg.get_coin2())
if handles['data'] != None and len(handles['data']) > 0:
for f in handles['func']:
f(handles['data'])
if handles['reg'] > 0:
handles['thandle'] = threading.Timer(handles['tperiod'],
handles['tfunc'])
handles['thandle'].start()
def _trade(self,timestamp, type_key, price, amount, match_price=0):
ttype = self.trade_type[type_key]
if self.simulate:
ret = True
else:
ret = True #fwk.trade(cfg.get_pair(), ttype, price, amount, match_price)
if ret == True:
trade_param = [timestamp, type_key, price, amount, match_price]
self.update_variables(trade_param)
info = self.user_info[cfg.get_coin1()]['contracts'][0]
sslot.robot_log("%s profit:%d, unprofit:%d"%(trade_param, info['profit'], info['unprofit']))
if self.testing == False:
sslot.robot_status(1)
def update_profit(self, price):
if self.simulate:
if cfg.is_future():
position = self.future_position
if position['buy_amount'] > 0:
position['buy_profit_lossratio'] = (price - position['buy_price_avg'])/position['buy_price_avg']
position['buy_profit_real'] = position['buy_profit_lossratio'] * position['buy_amount']
else:
position['buy_profit_lossratio'] = position['buy_profit_real'] = 0
if position['sell_amount'] > 0:
position['sell_profit_lossratio'] = (position['sell_price_avg'] - price)/position['sell_price_avg']
position['sell_profit_real'] = position['sell_profit_lossratio'] * position['sell_amount']
else:
position['sell_profit_lossratio'] = position['sell_profit_real'] = 0
self.user_info[cfg.get_coin1()]['contracts'][0]['unprofit'] = position['buy_profit_real'] + position['sell_profit_real']
def sell_order(self):
percentage = cfg.get_cfg('sell_percentage')
price_more = cfg.get_cfg('sell_price_more')
sell_type = cfg.get_cfg('sell_type')
price_decimal_limit = cfg.get_cfg('price_decimal_limit')
amount_decimal_limit = cfg.get_cfg('amount_decimal_limit')
amount_limit = cfg.get_cfg('amount_limit')
price = digits(fwk.get_last_price(cfg.get_pair())*(1.0+price_more),price_decimal_limit)
av = fwk.get_balance(cfg.get_coin1())['available']
amount = digits(av * percentage, amount_decimal_limit)
if amount < amount_limit and av >= amount_limit:
amount = amount_limit
elif amount > av or av < amount_limit:
log.err("Fail sell! amount=%f available=%f limit=%f"%(amount, av, amount_limit))
return
log.info("going to create sell order... pair:%s price:%f amount:%f"%(cfg.get_pair(), price, amount))
try:
#fwk.sell(pair, price, amount, sell_type)
log.info("success")
except:
log.err("Fail create sell order!")
def update_variables(self, trade_param):
if self.trade_history.index.size > 100:
self.trade_history = self.trade_history.drop(0)
self.trade_history.loc[self.trade_history.index.size] = trade_param ##may need use append instead
if self.testing == False:
sslot.trade_history(self.trade_history)
hist.info("%s"%(trade_param))
if self.simulate:
param = self.trade_history.iloc[-1]
a = param['amount'] * (1-0.001) ##take off trans fee
info_contracts = self.user_info[cfg.get_coin1()]['contracts'][0]
position = self.future_position
if param['type'] == 'open_buy':
if cfg.is_future():
oldfund = position['buy_amount'] * position['buy_price_avg']
newfund = a * param['price']
position['buy_amount'] += a
position['buy_available'] += a
position['buy_price_avg'] = (oldfund + newfund) / position['buy_amount']
position['buy_bond'] += a/position['lever_rate']
info_contracts['available'] -= param['amount']/position['lever_rate']
info_contracts['bond'] += a/position['lever_rate']
if param['type'] == 'margin_buy':
if cfg.is_future():
position['buy_amount'] -= param['amount']
position['buy_available'] -= param['amount']
position['buy_bond'] -= param['amount']/position['lever_rate']
info_contracts['available'] += a/position['lever_rate']
info_contracts['bond'] -= param['amount']/position['lever_rate']
profit = (param['price'] - position['buy_price_avg'])/position['buy_price_avg'] * a
info_contracts['profit'] += profit
info_contracts['available'] += profit
self.update_profit(param['price'])
if param['type'] == 'open_sell':
if cfg.is_future():
oldfund = position['sell_amount'] * position['sell_price_avg']
newfund = param['amount'] * param['price']
position['sell_amount'] += a
position['sell_available'] += a
position['sell_price_avg'] = (oldfund + newfund) / position['sell_amount']
position['sell_bond'] += a/position['lever_rate']
info_contracts['available'] -= param['amount']/position['lever_rate']
info_contracts['bond'] += a/position['lever_rate']
if param['type'] == 'margin_sell':
if cfg.is_future():
position['sell_amount'] -= param['amount']
position['sell_available'] -= param['amount']
position['sell_bond'] -= param['amount']/position['lever_rate']
info_contracts['available'] += a/position['lever_rate']
info_contracts['bond'] -= param['amount']/position['lever_rate']
profit = (position['sell_price_avg'] - param['price'])/position['sell_price_avg'] * a
info_contracts['profit'] += profit
info_contracts['available'] += profit
self.update_profit(param['price'])
log.dbg("user_info:%s"%(self.user_info))
log.dbg("future_position:%s"%(self.future_position))
else:
if cfg.get_cfg_plat() == '': #reserve
pass
else:
if cfg.is_future():
self.user_info = fwk.get_user_info()
self.future_position = fwk.get_future_position(cfg.get_pair())
log.dbg("user_info:%s"%(self.user_info))
log.dbg("future_position:%s"%(self.future_position))
else:
pass
def __init__(self):
self.simulate = True
if cfg.is_future():
self.user_info = {
cfg.get_coin1():{
'balance':0, #账户余额(可用保证金)
'contracts':[{
'available':100, #合约可用(可用保证金)
'balance':0, #账户(合约)余额
'bond':0, #固定保证金(已用保证金)
'contract_id':0, #合约ID
'contract_type':0, #合约类别
'freeze':0, #冻结保证金
'profit':0, #已实现盈亏
'unprofit':0, #未实现盈亏
}],
'rights':0, #账户权益
}
}
self.future_position = {
'buy_amount':0, #多仓数量
'buy_available':0, #多仓可平仓数量
'buy_bond':0, #多仓保证金
'buy_flatprice':0, #多仓强平价格
'buy_profit_lossratio':0, #多仓盈亏比
'buy_price_avg':0, #开仓平均价
'buy_price_cost':0, #结算基准价
'buy_profit_real':0, #多仓已实现盈余
'contract_id':0, #合约id
'contract_type':0, #合约类型
'create_date':0, #创建日期
'sell_amount':0, #空仓数量
'sell_available':0, #空仓可平仓数量
'sell_bond':0, #空仓保证金
'sell_flatprice':0, #空仓强平价格
'sell_profit_lossratio':0, #空仓盈亏比
'sell_price_avg':0, #开仓平均价
'sell_price_cost':0, #结算基准价
'sell_profit_real':0, #空仓已实现盈余
'symbol':cfg.get_pair(), #btc_usd ltc_usd eth_usd etc_usd bch_usd
'lever_rate':cfg.get_future_buy_lever() #杠杆倍数
}
#variables for mine
self.coin1_fee=0.0
self.coin2_fee=0.0
self.order_id = []
self.deficit_allowed = cfg.get_fee() * cfg.get_trans_fee()
self.exchange = 0
#variables for trade record
self.price_history = pd.DataFrame(columns=['t','p'])
self.trade_history = pd.DataFrame(columns=['t','type', 'price', 'amount', 'match_price'])
self.trade_type = {'open_buy':1, 'open_sell':2, 'loss_buy':3, 'loss_sell':4, 'margin_buy':3,'margin_sell':4}
#variables for technical indicator
self.bbands = Bbands()
self.macd = Macd()
self.stoch = Stoch()
#variables for log print
self.n_depth_handle = 0
#variables for automatic running
self.running = 0
#variables for test back
self.testing = False
def withdraw_info(self, symbol, withdraw_id):
params = {
'api_key': cfg.get_id(),
'symbol': symbol,
'withdraw_id': withdraw_id
}
res = OKCoinBase.RESOURCES_URL['withdraw_info']
return self._signed_request(params, res)
okb = OKCoinAPI()
if __name__ == '__main__':
#print(okb.ticker(cfg.get_pair()))
#print(okb.depth(cfg.get_pair(), 5, 0))
#print(okb.kline(cfg.get_pair(), '1hour', 10))
#print(okb.trades(cfg.get_pair()))
#print(okb.future_index(cfg.get_pair()))
#print(okb.future_exchange_rate())
#print(okb.future_estimated_price(cfg.get_pair()))
#print(okb.future_hold_amount(cfg.get_pair()))
#print(okb.future_price_limit(cfg.get_pair()))
print(okb.user_info())
#print(okb.trade(cfg.get_pair(), 1, 1, 1, 0))
#print(okb.order_info(cfg.get_pair(), -1, 1, 1, 50))
print(okb.future_position(cfg.get_coin1()))
#print(okb.future_trades_history(cfg.get_pair(), "2018-08-01", 0))
#print(okb.future_explosive(cfg.get_pair(), 0, 1, 1, 50))
return self._signed_request(params, res)
def withdraw_info(self, symbol, withdraw_id):
params = {
'api_key': cfg.get_id(),
'symbol': symbol,
'withdraw_id': withdraw_id
}
res = OKCoinBase.RESOURCES_URL['withdraw_info']
return self._signed_request(params, res)
okb = OKCoinAPI()
if __name__ == '__main__':
#print(okb.ticker(cfg.get_pair()))
#print(okb.depth(cfg.get_pair(), 5, 0))
#print(okb.kline(cfg.get_pair(), '1hour', 10))
#print(okb.trades(cfg.get_pair()))
#print(okb.future_index(cfg.get_pair()))
#print(okb.future_exchange_rate())
#print(okb.future_estimated_price(cfg.get_pair()))
#print(okb.future_hold_amount(cfg.get_pair()))
#print(okb.future_price_limit(cfg.get_pair()))
print(okb.user_info())
#print(okb.trade(cfg.get_pair(), 1, 1, 1, 0))
#print(okb.order_info(cfg.get_pair(), -1, 1, 1, 50))
print(okb.future_position(cfg.get_coin1()))
#print(okb.future_trades_history(cfg.get_pair(), "2018-08-01", 0))
#print(okb.future_explosive(cfg.get_pair(), 0, 1, 1, 50))
