def __init__(self, period):
self.period = period
self.exchange = Exchange(RebotConfig.access_key,
RebotConfig.secret_key)
self.exchange.delegate(tushareEXLocal())
# time
Time.SetServerTime(self.exchange.getServerTimestamp())
# data.
if RebotConfig.data_need_load:
self.exchange.loadData(period, RebotConfig.rebot_test_begin)
self.exchange.prepare(period, RebotConfig.rebot_test_begin)
# markets
self.markets = self.exchange.getMarkets()
# rule.
self.rules = {}
# init.
self.currenttimestamp = 0
self.Pool = []
self.RecordPools = []
for k, v in enumerate(self.markets):
market = v['id']
dk = self.exchange.getK(market, 15, self.period,
RebotConfig.rebot_test_begin)
r = Turtle()
r.Run(dk)
lastk = r.KLines.Get(-1)
self.rules[market] = r
if lastk:
self.currenttimestamp = lastk.t
def __init__(self, period):
self.period = period
self.exchange = Exchange(RebotConfig.access_key,
RebotConfig.secret_key)
delegate = None
if RebotConfig.exchange == 'chbtc':
if RebotConfig.rebot_release:
delegate = chbtcEX()
else:
delegate = chbtcEXLocal()
if RebotConfig.exchange == 'yunbi':
if RebotConfig.rebot_release:
delegate = yunbiEX()
else:
delegate = yunbiEXLocal()
if RebotConfig.exchange == "tushare":
delegate = tushareEXLocal()
if RebotConfig.exchange == "huobi":
if RebotConfig.rebot_release:
delegate = huobiEX()
else:
delegate = huobiEXLocal()
self.exchange.delegate(delegate)
# time
Time.SetServerTime(self.exchange.getServerTimestamp())
# data.
if RebotConfig.data_need_load:
self.exchange.loadData(period, RebotConfig.rebot_test_begin)
self.exchange.prepare(period, RebotConfig.rebot_test_begin)
# markets
self.markets = self.exchange.getMarkets()
# rule.
self.rules = {}
# init.
self.currenttimestamp = 0
for k, v in enumerate(self.markets):
market = v['id']
if RebotConfig.rebot_is_test:
dk = self.exchange.getK(market, 42, self.period,
RebotConfig.rebot_test_begin)
# 1498838400:2017/7/1 0:0:0; 1496246400:2017/6/1 0:0:0; 1493568000:2017/5/1 0:0:0
else:
dk = self.exchange.getK(market, 500, self.period)
r = Mood()
r.Run(dk)
lastk = r.KLines.Get(-1)
self.rules[market] = r
if lastk:
self.currenttimestamp = lastk.t
# Log.d('index:%d, start market:%s, begin time %s, current time:%s'%(k, market, time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(r.KLines.Get(0).t)), time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(lastk.t))));
self.zuorizhangting = {}
self.datas = []
def __init__(self, period, path):
self.period = period
self.exchange = Exchange(RebotConfig.access_key,
RebotConfig.secret_key)
self.exchange.delegate(tushareEXLocal())
# time
Time.SetServerTime(self.exchange.getServerTimestamp())
# data.
if RebotConfig.data_need_load:
self.exchange.loadData(period, RebotConfig.rebot_test_begin)
self.exchange.prepare(period, RebotConfig.rebot_test_begin)
# markets
f = open(path, 'r')
r = csv.DictReader(f)
self.markets = []
for row in r:
id = row['code']
self.markets.append({'id': id})
# rule.
self.rules = {}
# init.
self.currenttimestamp = 0
self.Pool = []
print 'markt count ', len(self.markets)
for k, v in enumerate(self.markets):
market = v['id']
self.exchange.refresh(self.period, market)
dk = self.exchange.getK(market, 15, self.period,
RebotConfig.rebot_test_begin)
r = Turtle()
r.Run(dk)
lastk = r.KLines.Get(-1)
self.rules[market] = r
if lastk:
self.currenttimestamp = lastk.t
def __init__(self, period, markets):
self.period = period
self.exchange = Exchange(RebotConfig.access_key,
RebotConfig.secret_key)
self.exchange.delegate(tushareEXLocal())
# time
Time.SetServerTime(self.exchange.getServerTimestamp())
# data.
if RebotConfig.data_need_load:
self.exchange.loadData(period, RebotConfig.rebot_test_begin)
self.exchange.prepare(period, RebotConfig.rebot_test_begin)
# markets
if markets == None:
self.markets = self.exchange.getMarkets()
else:
self.markets = markets
# rule.
self.rules = {}
# init.
self.currenttimestamp = 0
self.Pool = []
for k, v in enumerate(self.markets):
market = v['id']
if RebotConfig.rebot_is_test:
dk = self.exchange.getK(market, 15, self.period,
RebotConfig.rebot_test_begin)
# 1498838400:2017/7/1 0:0:0; 1496246400:2017/6/1 0:0:0; 1493568000:2017/5/1 0:0:0
else:
dk = self.exchange.getK(market, 500, self.period)
r = TrutleAverage()
r.Run(dk)
lastk = r.KLines.Get(-1)
self.rules[market] = r
if lastk:
self.currenttimestamp = lastk.t
class FixApplication(fix.Application):
exchange = Exchange()
def onCreate(self, sessionID):
return
def onLogon(self, sessionID):
print("New session logon '%s'." % sessionID.toString())
self.exchange.market_publisher.broadcast(self.exchange.lob.publish())
return
def onLogout(self, sessionID):
return
def toAdmin(self, sessionID, message):
return
def fromAdmin(self, sessionID, message):
return
def toApp(self, message, sessionID):
print("Sending [%s]: %s" % (sessionID, message.toString()))
return
def fromApp(self, message: fix.Message, sessionID):
msgType = fix.MsgType()
message.getHeader().getField(msgType)
type = msgType.getValue()
if type == fix.MsgType_NewOrderSingle:
self.on_new_order_single(message, sessionID)
elif type == fix.MsgType_OrderCancelRequest:
self.on_order_cancel_request(message, sessionID)
elif type == fix.MsgType_OrderCancelReplaceRequest:
self.on_order_cancel_replace_request(message, sessionID)
else:
return fix.UnsupportedMessageType
def on_new_order_single(self, message: fix.Message,
session_id: fix.SessionID):
ordType = fix.OrdType()
message.getField(ordType)
if ordType.getValue() != fix.OrdType_LIMIT:
raise fix.IncorrectTagValue(ordType.getField())
symbol = fix.Symbol()
message.getField(symbol)
side = fix.Side()
message.getField(side)
orderQty = fix.OrderQty()
message.getField(orderQty)
price = fix.Price()
message.getField(price)
clOrdID = fix.ClOrdID()
message.getField(clOrdID)
client_id = fix.ClientID()
message.getField(client_id)
if ordType.getValue() == fix.OrdType_LIMIT:
so = SessionOrder(
session_id,
LimitOrder(
self.exchange.gen_order_id(), client_id.getValue(),
symbol.getValue(), Side.BID if
(side.getValue() == fix.Side_BUY) else Side.ASK,
orderQty.getValue(), price.getValue()))
else:
so = SessionOrder(
session_id,
MarketOrder(
self.exchange.gen_order_id(), client_id.getValue(),
symbol.getValue(), Side.BID if
(side.getValue() == fix.Side_BUY) else Side.ASK,
orderQty.getValue()))
so.order.ClOrdID = int(clOrdID.getValue())
ack_order, trades = self.exchange.create_order(so)
# Execution Reports
self.send_order_status(ack_order)
if len(trades) > 0:
self.send_trade_reports(trades)
def on_order_cancel_request(self, message: fix.Message,
session_id: fix.SessionID):
clOrdID = fix.ClOrdID()
message.getField(clOrdID)
self.exchange.cancel_order(session_id.toString(),
int(clOrdID.getValue()))
def on_order_cancel_replace_request(self, message: fix.Message,
session_id: fix.SessionID):
return NotImplementedError
# REPORTING ###############################t########################################################################
execId = 0
def gen_exec_id(self) -> str:
self.execId = self.execId + 1
return str(self.execId)
def create_execution_report(self, so: SessionOrder,
exec_type: fix.ExecType):
report = fix.Message()
report.getHeader().setField(fix.MsgType(fix.MsgType_ExecutionReport))
report.setField(fix.OrderID(str(so.order.id)))
report.setField(fix.ClOrdID(str(so.order.ClOrdID)))
report.setField(fix.ClientID(so.order.client_id))
report.setField(fix.ExecID(self.gen_exec_id()))
report.setField(fix.ExecType(exec_type))
report.setField(
fix.OrdStatus(order_status_to_fix(so.order.order_state)))
report.setField(fix.LeavesQty(so.order.remaining))
report.setField(fix.CumQty(so.order.qty - so.order.remaining))
report.setField(fix.AvgPx(0))
report.setField(fix.Symbol(so.order.symbol))
report.setField(fix.Side(side_to_fix(so.order.side)))
report.setField(fix.OrderQty(so.order.qty))
report.setField(fix.Price(so.order.price))
return report
def send_trade_reports(self, trades: List[Trade]):
def send_trade_report(so: SessionOrder, price, qty):
report = self.create_execution_report(so, fix.ExecType_FILL)
report.setField(fix.LastPx(price))
report.setField(fix.LastQty(qty))
fix.Session.sendToTarget(report, so.session_id)
for t in trades:
print(t)
send_trade_report(t.buyer, t.price, t.qty)
send_trade_report(t.seller, t.price, t.qty)
def send_order_status(self, so: SessionOrder):
report = self.create_execution_report(so, fix.ExecType_ORDER_STATUS)
fix.Session.sendToTarget(report, so.session_id)
class TrutleStatB2C():
def __init__(self, period, path):
self.period = period
self.exchange = Exchange(RebotConfig.access_key,
RebotConfig.secret_key)
self.exchange.delegate(tushareEXLocal())
# time
Time.SetServerTime(self.exchange.getServerTimestamp())
# data.
if RebotConfig.data_need_load:
self.exchange.loadData(period, RebotConfig.rebot_test_begin)
self.exchange.prepare(period, RebotConfig.rebot_test_begin)
# markets
f = open(path, 'r')
r = csv.DictReader(f)
self.markets = []
for row in r:
id = row['code']
self.markets.append({'id': id})
# rule.
self.rules = {}
# init.
self.currenttimestamp = 0
self.Pool = []
print 'markt count ', len(self.markets)
for k, v in enumerate(self.markets):
market = v['id']
self.exchange.refresh(self.period, market)
dk = self.exchange.getK(market, 15, self.period,
RebotConfig.rebot_test_begin)
r = Turtle()
r.Run(dk)
lastk = r.KLines.Get(-1)
self.rules[market] = r
if lastk:
self.currenttimestamp = lastk.t
# Log.d('index:%d, start market:%s, begin time %s, current time:%s'%(k, market, time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(r.KLines.Get(0).t)), time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(lastk.t))));
def Run(self):
# print '-----------------------------------------------------------------'
stop = False
rest = True
Pool = []
self.currenttimestamp = self.exchange.getNextKTime(
self.period, self.currenttimestamp)
for k, v in enumerate(self.markets):
market = v['id']
r = self.rules[market]
dk = self.exchange.getK(market, 1, self.period,
self.currenttimestamp)
if len(dk) == 0:
continue
ret = r.Run(dk, self.period, self.currenttimestamp)
if ret != None:
ret['market'] = market
if ret['result'] == 2:
Pool.append(ret)
if len(dk) > 0:
rest = False
Pool.sort(key=lambda v: v['vol_rate'], reverse=False)
if rest == False:
self.Pool = Pool
if len(Pool) > 0:
print "message", time.strftime(
'%Y-%m-%d', time.localtime(self.currenttimestamp))
print '\t', Pool
if self.currenttimestamp > time.time():
stop = True
return stop
def Export(self, path):
f = open(path, 'wb')
w = csv.writer(f)
w.writerow(['code'])
for k, v in enumerate(self.Pool):
d = []
d.append(v['market'])
w.writerow(d)
f.close()
class TrutleStatAverage():
def __init__(self, period, markets):
self.period = period
self.exchange = Exchange(RebotConfig.access_key,
RebotConfig.secret_key)
self.exchange.delegate(tushareEXLocal())
# time
Time.SetServerTime(self.exchange.getServerTimestamp())
# data.
if RebotConfig.data_need_load:
self.exchange.loadData(period, RebotConfig.rebot_test_begin)
self.exchange.prepare(period, RebotConfig.rebot_test_begin)
# markets
if markets == None:
self.markets = self.exchange.getMarkets()
else:
self.markets = markets
# rule.
self.rules = {}
# init.
self.currenttimestamp = 0
self.Pool = []
for k, v in enumerate(self.markets):
market = v['id']
if RebotConfig.rebot_is_test:
dk = self.exchange.getK(market, 15, self.period,
RebotConfig.rebot_test_begin)
# 1498838400:2017/7/1 0:0:0; 1496246400:2017/6/1 0:0:0; 1493568000:2017/5/1 0:0:0
else:
dk = self.exchange.getK(market, 500, self.period)
r = TrutleAverage()
r.Run(dk)
lastk = r.KLines.Get(-1)
self.rules[market] = r
if lastk:
self.currenttimestamp = lastk.t
# Log.d('index:%d, start market:%s, begin time %s, current time:%s'%(k, market, time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(r.KLines.Get(0).t)), time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(lastk.t))));
def Run(self):
# print '-----------------------------------------------------------------'
stop = False
rest = True
Pool = []
self.currenttimestamp = self.exchange.getNextKTime(
self.period, self.currenttimestamp)
for k, v in enumerate(self.markets):
market = v['id']
r = self.rules[market]
dk = self.exchange.getK(market, 1, self.period,
self.currenttimestamp)
ret = r.Run(dk, self.period, self.currenttimestamp)
if ret != None:
ret['market'] = market
if ret['result'] == 1:
Pool.append(ret)
if len(dk) > 0:
rest = False
Pool.sort(key=lambda v: v['rate'], reverse=True)
print Pool
if self.currenttimestamp > time.time():
stop = True
if rest == False:
self.Pool = Pool
print len(Pool), time.strftime(
'%Y-%m-%d', time.localtime(self.currenttimestamp))
return stop
def Export(self, path):
f = open(path, 'wb')
w = csv.writer(f)
w.writerow(['code'])
for k, v in enumerate(self.Pool):
d = []
d.append(v['market'])
w.writerow(d)
f.close()
from tvizbase.api import Api
#Загрузка настроек из файла
path = os.path.dirname(__file__)
if path == '':
path = '.'
with open(path + '/settings.json', 'r') as sett_file:
settings = json.load(sett_file)
decimal.getcontext().rounding = 'ROUND_HALF_UP'
#Подключение к базе redis
redis = redis.Redis(db=settings['redis_db'])
#Подключение к БЧ VIZ
viz = Api()
#Создание класса обменника
exchange = Exchange(settings, viz=viz, redis=redis)
#Получение номера последнего обработанного блока
try:
last_block_num = int(redis.get('viz_last_block_num'))
except:
exchange.send_alert('Ошибка чтения из базы данных. Скрипт остановлен.')
sys.exit('Ошибка чтения из базы данных. Скрипт остановлен.')
#Публикация настроек из файла в блокчейн
exchange.post_status()
exchange.post_new_rate(exchange.viz_balance, exchange.usdt_balance)
#Получение и обработка новых блоков каждые 3 секунды
one_minute = three_minute = datetime.timestamp(datetime.now())
while (True):
block_num = viz.get_dynamic_global_properties()['head_block_number']
while (last_block_num < block_num):
last_block_num += 1
class Statis2():
def __init__(self, period):
self.period = period
self.exchange = Exchange(RebotConfig.access_key,
RebotConfig.secret_key)
delegate = None
if RebotConfig.exchange == 'chbtc':
if RebotConfig.rebot_release:
delegate = chbtcEX()
else:
delegate = chbtcEXLocal()
if RebotConfig.exchange == 'yunbi':
if RebotConfig.rebot_release:
delegate = yunbiEX()
else:
delegate = yunbiEXLocal()
if RebotConfig.exchange == "tushare":
delegate = tushareEXLocal()
if RebotConfig.exchange == "huobi":
if RebotConfig.rebot_release:
delegate = huobiEX()
else:
delegate = huobiEXLocal()
self.exchange.delegate(delegate)
# time
Time.SetServerTime(self.exchange.getServerTimestamp())
# data.
if RebotConfig.data_need_load:
self.exchange.loadData(period, RebotConfig.rebot_test_begin)
self.exchange.prepare(period, RebotConfig.rebot_test_begin)
# markets
self.markets = self.exchange.getMarkets()
# rule.
self.rules = {}
# init.
self.currenttimestamp = 0
for k, v in enumerate(self.markets):
market = v['id']
if RebotConfig.rebot_is_test:
dk = self.exchange.getK(market, 42, self.period,
RebotConfig.rebot_test_begin)
# 1498838400:2017/7/1 0:0:0; 1496246400:2017/6/1 0:0:0; 1493568000:2017/5/1 0:0:0
else:
dk = self.exchange.getK(market, 500, self.period)
r = Mood2()
r.Run(dk)
lastk = r.KLines.Get(-1)
self.rules[market] = r
if lastk:
self.currenttimestamp = lastk.t
# Log.d('index:%d, start market:%s, begin time %s, current time:%s'%(k, market, time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(r.KLines.Get(0).t)), time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(lastk.t))));
self.zuorizhangting = {}
self.datas = []
def run(self):
# print '-----------------------------------------------------------------'
stop = False
rest = True
# markets
nmarkets = self.exchange.getMarkets()
if nmarkets:
self.markets = nmarkets
data = {}
stats = []
self.currenttimestamp = self.exchange.getNextKTime(
self.period, self.currenttimestamp)
for k, v in enumerate(self.markets):
market = v['id']
r = self.rules[market]
dk = self.exchange.getK(market, 1, self.period,
self.currenttimestamp)
ret = r.Run(dk, self.period, self.currenttimestamp)
if ret != None:
ret['market'] = market
stats.append(ret)
if len(dk) > 0:
rest = False
if rest:
print 'rest', time.strftime('%Y-%m-%d %H:%M:%S',
time.localtime(self.currenttimestamp))
sucessRatio = 0
avgIncrease1 = 0
minIncrease1 = 100
maxIncrease1 = 0
avgIncrease2 = 0
minIncrease2 = 100
maxIncrease2 = 0
avgIncrease3 = 0
minIncrease3 = 100
maxIncrease3 = 0
jinrizhangting = {}
for k, v in enumerate(stats):
sucessRatio = sucessRatio + v["success"]
avgIncrease1 = avgIncrease1 + v["increase_1"]
avgIncrease2 = avgIncrease2 + v["increase_2"]
avgIncrease3 = avgIncrease3 + v["increase_3"]
minIncrease1 = min(minIncrease1, v["increase_1"])
minIncrease2 = min(minIncrease2, v["increase_2"])
minIncrease3 = min(minIncrease3, v["increase_3"])
maxIncrease1 = max(maxIncrease1, v["increase_1"])
maxIncrease3 = max(maxIncrease2, v["increase_2"])
maxIncrease2 = max(maxIncrease3, v["increase_3"])
sc = len(stats)
data['time'] = time.strftime('%Y-%m-%d %H:%M:%S',
time.localtime(self.currenttimestamp))
data["count"] = sc
if sc > 0:
data['sucessRatio'] = round(sucessRatio / (float)(sc), 2)
data["avgIncrease1"] = round(avgIncrease1 / sc, 2)
data["avgIncrease2"] = round(avgIncrease2 / sc, 2)
data["avgIncrease3"] = round(avgIncrease3 / sc, 2)
else:
data['sucessRatio'] = 0
data["avgIncrease1"] = 0
data["avgIncrease2"] = 0
data["avgIncrease3"] = 0
minIncrease1 = 0
minIncrease2 = 0
minIncrease3 = 0
data["minIncrease1"] = minIncrease1
data["minIncrease2"] = minIncrease2
data["minIncrease3"] = minIncrease3
data["maxIncrease1"] = maxIncrease1
data["maxIncrease2"] = maxIncrease2
data["maxIncrease3"] = maxIncrease3
if not rest and sc > 0:
self.datas.append(data)
if self.currenttimestamp > time.time():
stop = True
return stop
def Export(self, path):
f = open(path, 'wb')
w = csv.writer(f)
w.writerow([
'time', 'count', 'sucessRatio', 'avgIncrease1', 'minIncrease1',
'maxIncrease1', 'avgIncrease2', 'minIncrease2', 'maxIncrease2',
'avgIncrease3', 'minIncrease3', 'maxIncrease3'
])
for k, data in enumerate(self.datas):
d = []
d.append(data['time'])
d.append(data['count'])
d.append(data['sucessRatio'])
d.append(data['avgIncrease1'])
d.append(data['minIncrease1'])
d.append(data['maxIncrease1'])
d.append(data['avgIncrease2'])
d.append(data['minIncrease2'])
d.append(data['maxIncrease2'])
d.append(data['avgIncrease3'])
d.append(data['minIncrease3'])
d.append(data['maxIncrease3'])
w.writerow(d)
f.close()
s = '{:.9f}'.format(num);
pos = s.find('.');
if pos > 0:
print pos, s[0:pos+c+1], c, 'xxx', s,num;
return float(s[0:pos+c+1]);
else:
return num;
print cut(0.299, 2)
print cut(299, 2)
print cut(0.299, 5)
print cut(1.234567890,4);
print cut(0.0000012345,4);
print (time.time()-time.time()+1 )/(60*5), time.time()
#'''
exchange = Exchange(RebotConfig.access_key, RebotConfig.secret_key)
exchange.delegate(huobiEX());
exchange.prepare(None, None)
market='eosusdt';
ret1 = exchange.doOrder(market, 'sell', '30', 0.9980);
print ret1;
ret2 = exchange.doOrderCancel(ret1['data'], market);
print ret2;
ret3 = exchange.doOrder(market, 'sell', '30', 0.9980);
print ret3;
ret4 = exchange.doOrderCancel(ret3['data'], market);
print ret4
#'''
'''
x = [311, 308.5, 304.11, 305.50, 304.51, 308.86, 305.96, 306.07, 308.1, 308.6, 310.99];
y = [];
def __init__(self, period):
self.period = period
self.exchange = Exchange(RebotConfig.access_key,
RebotConfig.secret_key)
delegate = None
if RebotConfig.exchange == 'chbtc':
if RebotConfig.rebot_release:
delegate = chbtcEX()
else:
delegate = chbtcEXLocal()
if RebotConfig.exchange == 'yunbi':
if RebotConfig.rebot_release:
delegate = yunbiEX()
else:
delegate = yunbiEXLocal()
if RebotConfig.exchange == "tushare":
delegate = tushareEXLocal()
if RebotConfig.exchange == "huobi":
if RebotConfig.rebot_release:
delegate = huobiEX()
else:
delegate = huobiEXLocal()
self.exchange.delegate(delegate)
# time
Time.SetServerTime(self.exchange.getServerTimestamp())
# data.
self.exchange.loadData(period, RebotConfig.rebot_test_begin)
self.exchange.prepare(period, RebotConfig.rebot_test_begin)
# user.
self.user = User()
info = self.exchange.getUser()
print info
# print '-----------------------------------'
self.user.updatePositions(info['accounts'])
# markets
self.markets = self.exchange.getMarkets()
# rule.
self.rules = {}
# init.
#
for k, v in enumerate(self.markets):
market = v['id']
# order.
# done in right env.
self.user.updateOrder(self.exchange.getOrder(market))
# k line.
if RebotConfig.rebot_is_test:
dk = self.exchange.getK(market, 42, self.period,
RebotConfig.rebot_test_begin)
# 1498838400:2017/7/1 0:0:0; 1496246400:2017/6/1 0:0:0; 1493568000:2017/5/1 0:0:0
else:
dk = self.exchange.getK(market, 500, self.period)
r = WVStats()
# r = MutliMovingAverage();
r.Run(dk)
lastk = r.KLines.Get(-1)
if lastk:
currency = market
#market[0:len(market)-3];
self.user.updateHigh(currency, lastk.c)
# c or high
self.user.updateCost(currency, lastk.c)
self.rules[market] = r
Log.d(
'index:%d, start market:%s, begin time %s, current time:%s' %
(k, market,
time.strftime('%Y-%m-%d %H:%M:%S',
time.localtime(r.KLines.Get(0).t)),
time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(lastk.t))))
#scale.
self.scales = []
class Rebot():
def __init__(self, period):
self.period = period
self.exchange = Exchange(RebotConfig.access_key,
RebotConfig.secret_key)
delegate = None
if RebotConfig.exchange == 'chbtc':
if RebotConfig.rebot_release:
delegate = chbtcEX()
else:
delegate = chbtcEXLocal()
if RebotConfig.exchange == 'yunbi':
if RebotConfig.rebot_release:
delegate = yunbiEX()
else:
delegate = yunbiEXLocal()
if RebotConfig.exchange == "tushare":
delegate = tushareEXLocal()
if RebotConfig.exchange == "huobi":
if RebotConfig.rebot_release:
delegate = huobiEX()
else:
delegate = huobiEXLocal()
self.exchange.delegate(delegate)
# time
Time.SetServerTime(self.exchange.getServerTimestamp())
# data.
self.exchange.loadData(period, RebotConfig.rebot_test_begin)
self.exchange.prepare(period, RebotConfig.rebot_test_begin)
# user.
self.user = User()
info = self.exchange.getUser()
print info
# print '-----------------------------------'
self.user.updatePositions(info['accounts'])
# markets
self.markets = self.exchange.getMarkets()
# rule.
self.rules = {}
# init.
#
for k, v in enumerate(self.markets):
market = v['id']
# order.
# done in right env.
self.user.updateOrder(self.exchange.getOrder(market))
# k line.
if RebotConfig.rebot_is_test:
dk = self.exchange.getK(market, 42, self.period,
RebotConfig.rebot_test_begin)
# 1498838400:2017/7/1 0:0:0; 1496246400:2017/6/1 0:0:0; 1493568000:2017/5/1 0:0:0
else:
dk = self.exchange.getK(market, 500, self.period)
r = WVStats()
# r = MutliMovingAverage();
r.Run(dk)
lastk = r.KLines.Get(-1)
if lastk:
currency = market
#market[0:len(market)-3];
self.user.updateHigh(currency, lastk.c)
# c or high
self.user.updateCost(currency, lastk.c)
self.rules[market] = r
Log.d(
'index:%d, start market:%s, begin time %s, current time:%s' %
(k, market,
time.strftime('%Y-%m-%d %H:%M:%S',
time.localtime(r.KLines.Get(0).t)),
time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(lastk.t))))
#scale.
self.scales = []
def run(self):
#print '-----------------------------------------------------------------'
# markets
nmarkets = self.exchange.getMarkets()
if nmarkets:
self.markets = nmarkets
# user
info = self.exchange.getUser()
self.user.updatePositions(info['accounts'])
if RebotConfig.rebot_release:
print 'positions:'
for k, v in (self.user.positions.items()):
if v['volume'] * v['high'] > 10:
print '\t{0} {1}'.format(k, v)
# print '\n'
sv = self.user.positions[RebotConfig.base_currency]['volume']
flag = False
stop = True
buylist = []
selllist = []
for k, v in enumerate(self.markets):
market = v['id']
# order.
# done in right env.
orders = self.user.updateOrder(self.exchange.getOrder(market))
# rule
r = self.rules[market]
lastk = r.KLines.Get(-1)
prelastk = lastk
# k line.
# dk = self.exchange.getK(market, 500, self.period, lastk.t);
# print 'do market : %s' % market;
dk = None
type = None
if lastk:
kcount = 2
if RebotConfig.rebot_is_test == False:
kcount = int(
math.floor((time.time() - lastk.t) /
(self.period * 60)) + 2)
if kcount < 2:
kcount = 2
dk = self.exchange.getK(market, kcount, self.period, lastk.t)
#print dk
if dk and len(dk) > 0:
ret = r.Run(dk)
lastk = r.KLines.Get(-1)
type = ret.get('type')
if RebotConfig.rebot_release:
print market, time.strftime(
'%Y-%m-%d %H:%M:%S',
time.localtime(lastk.t)), time.strftime(
'%Y-%m-%d %H:%M:%S',
time.localtime(time.time())), lastk
for orderkey, o in enumerate(orders):
if o.checkMustCancel():
Log.d('\tcancel olded order {0}'.format(o))
if (self.exchange.doOrderCancel(o.id, market)
and o.type == 'sell'):
time.sleep(1)
try:
self.exchange.doOrder(market, 'sell', lastk.c,
o.leftvolume)
except Exception as e:
Log.d('\trepeat order failed! e:%s' % e)
# print '\tmarket status : {1}, last k time : {2}, type : {3}'.format(market, r.status, time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(lastk.t)), type);
if lastk and prelastk and lastk.t != prelastk.t:
stop = False
currency = market[0:len(market) - len(RebotConfig.base_currency)]
pc = self.user.positions.get(currency)
if pc and lastk:
current = pc['volume'] * lastk.c
sv += current
self.user.updateHigh(currency, lastk.c)
# c or high
cost = self.user.getCost(currency)
if cost and cost > 0 and False:
scale = (current - cost) / cost * 100
rate = RebotConfig.rebot_loss_ratio
if scale < rate:
if RebotConfig.rebot_is_test:
prate = (1 + rate * 1.1 / 100)
nprateprice = pc['price'] * prate
vol = self.user.doOrder(market, 'sell',
nprateprice)
print '\tmarket:%s, do sell, price:%f scale less %f, volume:%f, price:%f, time:%s' % (
market, pc['price'], rate, vol, nprateprice,
time.strftime('%Y-%m-%d %H:%M:%S',
time.localtime(lastk.t)))
scaleless = True
self.exchange.doOrder(market, 'sell', nprateprice,
vol, lastk.t)
cost = self.user.getHighCost(currency)
if False and cost and cost > 0 and scaleless == False:
scale = (current - cost) / cost * 100
rate = RebotConfig.rebot_profit_ratio
if scale < rate:
if RebotConfig.rebot_is_test:
prate = (1 + rate * 1.1 / 100)
nprateprice = pc['high'] * prate
vol = self.user.doOrder(market, 'sell',
nprateprice)
print '\tmarket:%s, do sell, high:%f scale less %f, volume:%f, high:%f, time:%s' % (
market, pc['high'], rate, vol, nprateprice,
time.strftime('%Y-%m-%d %H:%M:%S',
time.localtime(lastk.t)))
scaleless = True
self.exchange.doOrder(market, 'sell', nprateprice,
vol, lastk.t)
if type == 'buy':
buylist.append({'market': market, 'result': ret})
if type == 'sell':
selllist.append({'market': market, 'result': ret})
# print 'do orders:'
# sell
nselllist = []
for key, v in enumerate(selllist):
market = v['market']
nselllist.append(v)
for key, v in enumerate(nselllist):
market = v['market']
k = v['result']['k']
vol = self.user.doOrder(market, 'sell', k.c)
if vol and vol > 0:
flag = True
orderresult, price, vol = self.exchange.doOrder(
market, 'sell', k.c, vol, k.t, v['result']['ext'])
r = self.rules[market]
r.OrderResult(v['result'], orderresult)
Log.d(
'\tmarket:{0}, do:{1}, result:{2}, price:{3}, volume:{4}, time:{5}, ext:{6}'
.format(
market, 'SELL', orderresult, price, vol,
time.strftime('%Y-%m-%d %H:%M:%S',
time.localtime(k.t)),
v['result']['ext']))
#else:
# print '\tmarket:%s, not enough to sell' % market;
# buy
nbuylist = []
for key, v in enumerate(buylist):
market = v['market']
sort = v['result']['sort']
v['sort'] = sort
angle = v['result'].get('angle')
k = v['result']['k']
# print '\tmarket %s sort %f, angle %f, time %s' % (market, sort, angle, time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(k.t)));
if sort > 100 or sort < 0:
print '\tmarket %s sort illegal, sort %f, time %s' % (
market, sort,
time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(k.t)))
continue
if angle and angle < RebotConfig.rebot_buy_least_angle:
print '\tmarket %s angle illegal, angle %f, time %s' % (
market, angle,
time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(k.t)))
continue
nbuylist.append(v)
# nbuylist.append(v);
nbuylist.sort(key=lambda v: v['sort'], reverse=False)
for key, v in enumerate(nbuylist):
market = v['market']
k = v['result']['k']
vol = self.user.doOrder(market, 'buy', k.c)
if vol and vol > 0:
flag = True
orderresult, price, vol = self.exchange.doOrder(
market, 'buy', k.c, vol, k.t, v['result']['ext'])
Log.d(
'\tmarket:{0}, do:{1}, result:{2}, price:{3}, volume:{4}, time:{5}, ext:{6}'
.format(
market, 'BUY', orderresult, price, vol,
time.strftime('%Y-%m-%d %H:%M:%S',
time.localtime(k.t)),
v['result']['ext']))
else:
print '\tnot enough cny !!! market:{0}, do:{1}, price:{2}, volume:{3}, time:{4}'.format(
market, 'buy', k.c, vol,
time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(k.t)))
#else:
# print '\t!!! market:{0}, time:{1}, buy fail less volume : {2}'.format(market, time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(cwave.ck.t)), v['rmbvolumeN3']);
if flag:
ascale = (sv - self.user.initamount) / self.user.initamount * 100
self.scales.append(ascale)
Log.d('all scale:{0}, current cny:{1}\n'.format(ascale, sv))
return stop
class Statis():
def __init__(self, period):
self.period = period
self.exchange = Exchange(RebotConfig.access_key,
RebotConfig.secret_key)
delegate = None
if RebotConfig.exchange == 'chbtc':
if RebotConfig.rebot_release:
delegate = chbtcEX()
else:
delegate = chbtcEXLocal()
if RebotConfig.exchange == 'yunbi':
if RebotConfig.rebot_release:
delegate = yunbiEX()
else:
delegate = yunbiEXLocal()
if RebotConfig.exchange == "tushare":
delegate = tushareEXLocal()
if RebotConfig.exchange == "huobi":
if RebotConfig.rebot_release:
delegate = huobiEX()
else:
delegate = huobiEXLocal()
self.exchange.delegate(delegate)
# time
Time.SetServerTime(self.exchange.getServerTimestamp())
# data.
if RebotConfig.data_need_load:
self.exchange.loadData(period, RebotConfig.rebot_test_begin)
self.exchange.prepare(period, RebotConfig.rebot_test_begin)
# markets
self.markets = self.exchange.getMarkets()
# rule.
self.rules = {}
# init.
self.currenttimestamp = 0
for k, v in enumerate(self.markets):
market = v['id']
if RebotConfig.rebot_is_test:
dk = self.exchange.getK(market, 42, self.period,
RebotConfig.rebot_test_begin)
# 1498838400:2017/7/1 0:0:0; 1496246400:2017/6/1 0:0:0; 1493568000:2017/5/1 0:0:0
else:
dk = self.exchange.getK(market, 500, self.period)
r = Mood()
r.Run(dk)
lastk = r.KLines.Get(-1)
self.rules[market] = r
if lastk:
self.currenttimestamp = lastk.t
# Log.d('index:%d, start market:%s, begin time %s, current time:%s'%(k, market, time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(r.KLines.Get(0).t)), time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(lastk.t))));
self.zuorizhangting = {}
self.datas = []
def run(self):
# print '-----------------------------------------------------------------'
stop = False
rest = True
# markets
nmarkets = self.exchange.getMarkets()
if nmarkets:
self.markets = nmarkets
data = {}
stats = []
self.currenttimestamp = self.exchange.getNextKTime(
self.period, self.currenttimestamp)
for k, v in enumerate(self.markets):
market = v['id']
r = self.rules[market]
dk = self.exchange.getK(market, 1, self.period,
self.currenttimestamp)
ret = r.Run(dk, self.period, self.currenttimestamp)
ret['market'] = market
stats.append(ret)
if len(dk) > 0:
rest = False
if rest:
print 'rest', time.strftime('%Y-%m-%d %H:%M:%S',
time.localtime(self.currenttimestamp))
statsconut = {
"-3": 0,
"-2": 0,
"-1": 0,
"0": 0,
"1": 0,
"2": 0,
"3": 0
}
maxlimitcount = 0
maxlimitmarket = 'None'
limit2openincrese = 0
limit2count = 0
limit2increase = 0
jinrizhangting = {}
for k, v in enumerate(stats):
c = v["stat"]
limit_count = v['limit_count']
market = v['market']
statsconut[str(c)] += 1
if self.zuorizhangting.get(market):
limit2openincrese += v['open_increase']
limit2increase += v['increase']
if c > 0:
limit2count += 1
if limit_count > 0:
jinrizhangting[market] = True
if maxlimitcount < limit_count:
maxlimitcount = limit_count
maxlimitmarket = market
data['time'] = time.strftime('%Y-%m-%d %H:%M:%S',
time.localtime(self.currenttimestamp))
data['ping'] = statsconut['0']
data[
"shangzhang"] = statsconut['3'] + statsconut['2'] + statsconut['1']
data['xiadie'] = statsconut['-3'] + statsconut['-2'] + statsconut['-1']
data['shangzhanglv'] = float(
data["shangzhang"]) / float(data["shangzhang"] + data['xiadie'] +
statsconut['0'])
data["zhangting"] = statsconut["3"]
data["kaiban"] = statsconut['2']
data['dieting'] = statsconut['-3']
data['lianbanshu'] = maxlimitcount
data['maxlimitmarket'] = maxlimitmarket
if statsconut['2'] + statsconut['3'] > 0:
data['fengbanlv'] = float(
statsconut['3']) / float(statsconut['2'] + statsconut['3'])
else:
data['fengbanlv'] = 1
if statsconut['-3'] > 0:
data['zhangdietingbi'] = float(statsconut['3']) / float(
statsconut['-3'])
else:
data['zhangdietingbi'] = 1
lenzuorizhangting = len(self.zuorizhangting)
if lenzuorizhangting > 0:
data[
'y_lianbankaipanavg'] = limit2openincrese / lenzuorizhangting / 0.1
data['y_lianbanavg'] = limit2increase / lenzuorizhangting / 0.1
data['y_shangzhanglv'] = float(limit2count) / float(
lenzuorizhangting)
else:
data['y_lianbankaipanavg'] = 0
data['y_lianbanavg'] = 0
data['y_shangzhanglv'] = 0
# print data;
if rest == False:
self.datas.append(data)
self.zuorizhangting = jinrizhangting
if self.currenttimestamp > time.time():
stop = True
return stop
def Export(self, path):
f = open(path, 'wb')
w = csv.writer(f)
w.writerow([
'time', 'ping', 'shangzhang', 'xiadie', 'shangzhanglv',
'zhangting', 'kaiban', 'dieting', 'fengbanlv', 'zhangdietingbi',
'lianbanshu', 'maxlimitmarket', 'y_lianbankaipanavg',
"y_lianbanavg", "y_shangzhanglv"
])
for k, data in enumerate(self.datas):
d = []
d.append(data['time'])
d.append(data['ping'])
d.append(data['shangzhang'])
d.append(data['xiadie'])
d.append(data['shangzhanglv'])
d.append(data['zhangting'])
d.append(data['kaiban'])
d.append(data['dieting'])
d.append(data['fengbanlv'])
d.append(data['zhangdietingbi'])
d.append(data['lianbanshu'])
d.append(data['maxlimitmarket'])
d.append(data['y_lianbankaipanavg'])
d.append(data['y_lianbanavg'])
d.append(data['y_shangzhanglv'])
w.writerow(d)
f.close()
#Библиотека для работы с БЧ VIZ
from tvizbase.api import Api
#Загрузка настроек из файла
path = os.path.dirname(__file__)
if path == '':
path = '.'
with open(path + '/settings.json', 'r') as sett_file:
settings = json.load(sett_file)
#Подключение к базе redis
redis = redis.Redis(db=settings['redis_db'])
#Подключение к БЧ VIZ
viz = Api()
#Создание класса обменника
exchange = Exchange(settings, viz=viz, redis=redis)
#Проверка наличия команды от бота
try:
tgbot_command = redis.get('tgbot_command').decode('utf-8')
except:
sys.exit()
redis.delete('tgbot_command')
#Старт или остановка обменника
if tgbot_command == 'start':
os.system(settings['exchange_start_cmd'])
exchange.send_alert('Обменник запущен.')
elif tgbot_command == 'stop':
os.system(settings['exchange_stop_cmd'])
exchange.send_alert('Обменник остановлен.')
class TrutleStatA2C():
def __init__(self, period):
self.period = period
self.exchange = Exchange(RebotConfig.access_key,
RebotConfig.secret_key)
self.exchange.delegate(tushareEXLocal())
# time
Time.SetServerTime(self.exchange.getServerTimestamp())
# data.
if RebotConfig.data_need_load:
self.exchange.loadData(period, RebotConfig.rebot_test_begin)
self.exchange.prepare(period, RebotConfig.rebot_test_begin)
# markets
self.markets = self.exchange.getMarkets()
# rule.
self.rules = {}
# init.
self.currenttimestamp = 0
self.Pool = []
self.RecordPools = []
for k, v in enumerate(self.markets):
market = v['id']
dk = self.exchange.getK(market, 15, self.period,
RebotConfig.rebot_test_begin)
r = Turtle()
r.Run(dk)
lastk = r.KLines.Get(-1)
self.rules[market] = r
if lastk:
self.currenttimestamp = lastk.t
# Log.d('index:%d, start market:%s, begin time %s, current time:%s'%(k, market, time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(r.KLines.Get(0).t)), time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(lastk.t))));
def Run(self):
# print '-----------------------------------------------------------------'
stop = False
rest = True
Pool = []
self.currenttimestamp = self.exchange.getNextKTime(
self.period, self.currenttimestamp)
for k, v in enumerate(self.markets):
market = v['id']
r = self.rules[market]
dk = self.exchange.getK(market, 1, self.period,
self.currenttimestamp)
if len(dk) == 0:
continue
ret = r.Run(dk, self.period, self.currenttimestamp)
if ret != None:
ret['market'] = market
if ret['result'] == 2:
Pool.append(ret)
if len(dk) > 0:
rest = False
Log.d(time.strftime('%Y-%m-%d', time.localtime(self.currenttimestamp)))
Pool.sort(key=lambda v: v['vol_rate'], reverse=False)
if rest == False:
poolsLen = len(self.RecordPools)
for k in range(-5, 0):
if abs(k) >= poolsLen:
break
rp = self.RecordPools[k]
pl = rp['Pool']
Profits = rp['Profits']
ll = 0
hh = 0
avergp = 0
sratio = 0
if len(pl) > 0:
cc = 0
for k1, v in enumerate(pl):
r = self.rules[v['market']]
kk = r.KLines[-1 + k]
inc = round((r.KLines[-1].c - kk.c) / kk.c * 100, 2)
hh = max(hh, inc)
ll = min(ll, inc)
avergp += inc
if inc > 0:
cc += 1
sratio = round(cc / (float)(len(pl)) * 100, 2)
avergp = round(avergp / len(pl), 2)
Profits.append({
('avergp%d' % k): avergp,
'sratio%d' % k: sratio,
'hh%d' % k: hh,
'll%d' % k: ll
})
self.RecordPools.append({
'time':
time.strftime('%Y-%m-%d',
time.localtime(self.currenttimestamp)),
'Pool':
Pool,
'Profits': []
})
self.Pool = Pool
if len(Pool) > 0:
#print "message", time.strftime('%Y-%m-%d', time.localtime(self.currenttimestamp));
mks = []
for k, v in enumerate(self.Pool):
mks.append(v['market'])
Log.d(mks)
#print '\t', Pool;
if self.currenttimestamp > time.time():
stop = True
return stop
def Export(self, path):
f = open(path, 'wb')
w = csv.writer(f)
w.writerow([
'time', 'avergp1', 'sratio1', 'hh1', 'll1', 'avergp2', 'sratio2',
'hh2', 'll2', 'avergp3', 'sratio3', 'hh3', 'll3', 'avergp4',
'sratio4', 'hh4', 'll4', 'avergp5', 'sratio5', 'hh5', 'll5'
])
for k, v in enumerate(self.RecordPools):
d = []
d.append(v['time'])
Profits = v['Profits']
print Profits
if len(Profits) > 0:
for i in range(1, len(Profits) + 1):
pv = Profits[i - 1]
if pv.has_key('avergp-%s' % i):
d.append(Profits[i - 1]['avergp-%s' % i])
d.append(Profits[i - 1]['sratio-%s' % i])
d.append(Profits[i - 1]['hh-%s' % i])
d.append(Profits[i - 1]['ll-%s' % i])
else:
d.append('0')
d.append('0')
d.append('0')
w.writerow(d)
f.close()
class TrutleStat():
def __init__(self, period):
self.period = period
self.exchange = Exchange(RebotConfig.access_key,
RebotConfig.secret_key)
self.exchange.delegate(tushareEXLocal())
# time
Time.SetServerTime(self.exchange.getServerTimestamp())
# data.
if RebotConfig.data_need_load:
self.exchange.loadData(period, RebotConfig.rebot_test_begin)
self.exchange.prepare(period, RebotConfig.rebot_test_begin)
# markets
self.markets = self.exchange.getMarkets()
# rule.
self.rules = {}
# init.
self.currenttimestamp = 0
self.datas = []
for k, v in enumerate(self.markets):
market = v['id']
if RebotConfig.rebot_is_test:
dk = self.exchange.getK(market, 1, self.period,
RebotConfig.rebot_test_begin)
# 1498838400:2017/7/1 0:0:0; 1496246400:2017/6/1 0:0:0; 1493568000:2017/5/1 0:0:0
else:
dk = self.exchange.getK(market, 500, self.period)
r = Turtle()
r.Run(dk)
lastk = r.KLines.Get(-1)
self.rules[market] = r
if lastk:
self.currenttimestamp = lastk.t
# Log.d('index:%d, start market:%s, begin time %s, current time:%s'%(k, market, time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(r.KLines.Get(0).t)), time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(lastk.t))));
def run(self):
# print '-----------------------------------------------------------------'
stop = False
rest = True
# markets
nmarkets = self.exchange.getMarkets()
if nmarkets:
self.markets = nmarkets
data = {}
PoolB = []
PoolC = []
self.currenttimestamp = self.exchange.getNextKTime(
self.period, self.currenttimestamp)
for k, v in enumerate(self.markets):
market = v['id']
r = self.rules[market]
dk = self.exchange.getK(market, 1, self.period,
self.currenttimestamp)
ret = r.Run(dk, self.period, self.currenttimestamp)
if ret != None:
ret['market'] = market
if ret['result'] == 1:
PoolB.append(ret)
if ret['result'] == 2:
PoolC.append(ret)
if len(dk) > 0:
rest = False
# if rest :
# print 'rest', time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(self.currenttimestamp))
if rest == False and len(PoolC) > 0:
print 'Order Msg : ', time.strftime(
'%Y-%m-%d %H:%M:%S', time.localtime(self.currenttimestamp))
for k, v in enumerate(PoolC):
print v['market']
if self.currenttimestamp > time.time():
stop = True
return stop
def Export(self, path):
f = open(path, 'wb')
w = csv.writer(f)
w.writerow([
'time', 'count', 'sucessRatio', 'avgIncrease1', 'minIncrease1',
'maxIncrease1', 'avgIncrease2', 'minIncrease2', 'maxIncrease2',
'avgIncrease3', 'minIncrease3', 'maxIncrease3'
])
for k, data in enumerate(self.datas):
d = []
d.append(data['time'])
d.append(data['count'])
d.append(data['sucessRatio'])
d.append(data['avgIncrease1'])
d.append(data['minIncrease1'])
d.append(data['maxIncrease1'])
d.append(data['avgIncrease2'])
d.append(data['minIncrease2'])
d.append(data['maxIncrease2'])
d.append(data['avgIncrease3'])
d.append(data['minIncrease3'])
d.append(data['maxIncrease3'])
w.writerow(d)
f.close()
from flask import request
from flask_api import FlaskAPI
from exchange.Exchange import Exchange
from exchange.model.OrderBookRequest import NewOrder, Cancel
# EB looks for an 'application' callable by default.
application = FlaskAPI(__name__)
application.config["DEBUG"] = True
application.config['SECRET_KEY'] = 'secret!'
exchange = Exchange(application.config["DEBUG"])
@application.route("/")
def index():
return exchange.publish_lob()
@application.route("/api/lob")
def publish_lob():
return exchange.publish_lob()
@application.route("/api/orders", methods=["GET"])
def view_orders():
return exchange.publish_orders()
@application.route("/api/orders/<int:order_id>", methods=["GET"])
