def buy(amount, symbol):
if not DEBUG:
HuobiService.send_order(amount, '', symbol, 'buy-market')
coinid = symbol.replace('usdt', '')
usdtcoins[coinid]['buyprice'] = kline[symbol]['close']
usdtcoins[coinid]['buy'] = True
usdtcoins['usdt']['balance'] -= amount
usdtcoins[coinid]['balance'] += amount / kline[symbol]['close']
print 'buy', amount, symbol
def sell(amount, symbol):
if not DEBUG:
HuobiService.send_order(amount, '', symbol, 'sell-market')
coinid = symbol.replace('usdt', '')
usdtcoins[coinid]['buyprice'] = 0
usdtcoins[coinid]['buy'] = False
usdtcoins['usdt']['balance'] += amount * kline[symbol]['close']
usdtcoins[coinid]['balance'] -= amount
print 'sell', amount, symbol
def doWork():
period_window = 14
standard_deviation_range = 2
bbands_opt_width_m = 60
prices = np.array(HuobiService.get4hHistoryPrice(COINTYPE_LTC, period_window + bbands_opt_width_m), dtype=float)
if len(prices) < period_window + bbands_opt_width_m:
print("bar的数量不足，等待下一根bar...")
return
upper, middle, lower = talib.BBANDS(prices, timeperiod=period_window, nbdevup=standard_deviation_range, nbdevdn=standard_deviation_range, matype=talib.MA_Type.SMA)
current_price = HuobiService.getCurrentPrice(COINTYPE_LTC)
print("当前价格为：%s，上轨为：%s，下轨为：%s" % (current_price, upper[-1], lower[-1]))
if current_price < lower[-1]:
print("价格穿越下轨，产生卖出信号")
account_info = HuobiService.getAccountInfo(ACCOUNT_INFO)
if float(account_info['available_ltc_display']) > MIN_UNIT_LTC:
print("正在卖出，卖出数量为%s" % account_info['available_ltc_display'].encode("utf-8"))
print HuobiService.sellMarket(COINTYPE_LTC, account_info['available_ltc_display'], None, None, SELL_MARKET)
else:
print("仓位不足，无法卖出")
elif current_price > upper[-1]:
print("价格穿越上轨，产生买入信号")
account_info = HuobiService.getAccountInfo(ACCOUNT_INFO)
if float(account_info['available_cny_display']) > MIN_UNIT_LTC * current_price:
print("正在买入，下单金额为%s元" % account_info['available_cny_display'].encode("utf-8"))
print HuobiService.buyMarket(COINTYPE_LTC, account_info['available_cny_display'], None, None, BUY_MARKET)
else:
print("现金不足，无法下单")
else:
print("无交易信号，进入下一根bar")
def get_order_status(order_id, order_price):
while True:
resp = HuobiService.getOrderInfo(1, order_id, ORDER_INFO)
if resp is not None and 'msg' not in resp and 'status' in resp:
return resp
break
sleep_time = get_sleep_time(abs(CURR_PRICE - order_price))
sleep(sleep_time)
def get_huobi_price_old(symbol, prin):
huobi_price = 0
try:
huobi_content = HuobiService.get_trade(symbol)
huobi_price = huobi_content["tick"]["data"][0]["price"]
if prin:
print json.dumps(huobi_content, default=map)
except Exception, e:
print "获取火币的%s价格出错:%s" % (symbol, e.message)
def sure_cancel(order_id):
while True:
resp = HuobiService.cancelOrder(1, order_id, CANCEL_ORDER)
if resp is not None and 'result' in resp:
break
if resp is not None and 'msg' in resp:
if resp['msg'] == unicode('该委托不存在', "utf-8"):
break
sleep(3)
def sure_order_success(coin_type, order_id, order_price):
global CURR_PRICE
while True:
resp = HuobiService.getOrderInfo(coin_type, order_id, ORDER_INFO)
# print resp
if resp is not None and 'msg' not in resp and 'status' in resp: # all success
if resp['status'] == 2:
break
sleep_time = get_sleep_time(abs(CURR_PRICE - order_price))
sleep(sleep_time)
def get_coin_balance(coin):
balance = HuobiService.get_balance()
result = 0
for e in balance["data"]["list"]:
if e["type"] == "trade" and e["currency"] == coin:
# result = float(int(float(e["balance"]) * 10000)) / 10000
result = common_utils.get_round(float(e["balance"]), 4)
if result:
# 获取到想要的值, 跳出循环
break
return result
def get_buy_count(order_id):
orders = HuobiService.order_matchresults(order_id)
if orders['status'] == 'ok':
count = 0
for i in xrange(len(orders['data'])):
count = count + float(orders['data'][i]['filled-amount']) - float(
orders['data'][i]['filled-fees'])
return count
else:
# 如果一次不成功, 再试一次
orders = HuobiService.order_matchresults(order_id)
if orders['status'] == 'ok':
count = 0
for i in xrange(len(orders['data'])):
count = count + orders['data'][i]['filled-amount'] - orders[
'data'][i]['filled-fees']
return count
else:
# 第二次还不成功, 返回-1
return -1
def sure_buy(price, amount):
trade_id = 0
resp = {}
while True:
trade_id = int(1000000 * random())
amount = format_amount(amount)
resp = HuobiService.buy(1, str(price), str(amount), None, trade_id, BUY)
# print resp
if resp is not None and 'msg' not in resp and 'id' in resp:
break
sleep(1)
return trade_id, resp['id']
def sell_soc(sell_nums):
# 限价卖 币币交易使用‘spot’账户的
# buy_soc_result = HuobiService.send_order(amount = "1",source = "api", symbol = "socusdt",_type = "sell-limit",price = "0.0650")
# 市价卖
sell_result = HuobiService.send_order(amount=str(sell_nums),
source="api",
symbol="socusdt",
_type="sell-market")
print common_utils.get_json(sell_result, map)
if sell_result["status"] == "ok":
return str(sell_result["data"])
return ""
def get_coin_balance(coin):
if not is_debug:
# 正式请求
balance = HuobiService.get_balance()
if balance['status'] == 'ok':
result = 0
for e in balance["data"]["list"]:
if e["type"] == "trade" and e["currency"] == coin:
# result = float(int(float(e["balance"]) * 10000)) / 10000
result = common_utils.get_round(float(e["balance"]), 2)
if result:
# 获取到想要的值, 跳出循环
break
return result
else:
time.sleep(2)
# 第一次请求失败, 再试一次
balance = HuobiService.get_balance()
if balance['status'] == 'ok':
result = 0
for e in balance["data"]["list"]:
if e["type"] == "trade" and e["currency"] == coin:
# result = float(int(float(e["balance"]) * 10000)) / 10000
result = common_utils.get_round(float(e["balance"]), 2)
if result:
# 获取到想要的值, 跳出循环
break
return result
else:
# 第二次还失败, 这里停掉程序
return -100
else:
# 测试模式, 设置 回测的数据
json_count = common_utils.read_json("debug_count.json")
if "soc" == coin:
return json_count['soc_count']
if "wicc" == coin:
return json_count['wicc_count']
return -100
def buy_wicc():
usdt_balance = get_coin_balance("usdt")
print common_utils.get_json(usdt_balance, map)
if usdt_balance:
# 这里不抓异常, 出错就把程序停掉, 避免更大的损失
buy_result = HuobiService.send_order(usdt_balance,
source="api",
symbol="wiccusdt",
_type="buy-market")
print common_utils.get_json(buy_result, map)
if buy_result["status"] == "ok":
return str(buy_result["data"])
return ""
def sell_wicc(sell_nums):
# 限价卖 币币交易使用‘spot’账户的
# buy_soc_result = HuobiService.send_order(amount = "1",source = "api", symbol = "wiccusdt",_type = "sell-limit",price = "0.0650")
# 市价卖
print "sell_wicc方法中sell_nums:%s" % (str(sell_nums))
sell_result = HuobiService.send_order(amount=float(sell_nums),
source="api",
symbol="wiccusdt",
_type="sell-market")
print common_utils.get_json(sell_result, map)
if sell_result["status"] == "ok":
return True
return False
def sure_sell(price, amount):
trade_id = 0
resp = {}
while True:
trade_id = int(1000000 * random())
amount = format_amount2(amount)
# print "before sell"
resp = HuobiService.sell(1, str(price), str(amount), None, trade_id, SELL)
# print resp
# a bug resp can be none
if resp is not None and 'msg' not in resp and 'id' in resp:
break
sleep(1)
return trade_id, resp['id']
def sure_order_success(coin_type, order_id, order_price, is_forword=False):
global CURR_PRICE
while True:
resp = HuobiService.getOrderInfo(coin_type, order_id, ORDER_INFO)
# print resp
if resp is not None and 'msg' not in resp and 'status' in resp: # all success
if resp['status'] == 2:
return float(resp['processed_price'])
diff = abs(CURR_PRICE - order_price)
if diff > 10 and is_forword:
return False #means this order_price is far away from current_price
sleep_time = get_sleep_time(diff)
sleep(sleep_time)
def get_soc_wicc_day_prices():
# 2018-09-12 今天取前百日(本来想取200, 但是soc和wicc对usdt的交易没这么多数据)的数据算出 k = 9.0902; n = 0.0468
# soc_kline = HuobiService.get_kline("socusdt", "1day", "100")
'''
2018-09-18 11:11 今天取百日数据算的 k = 6.9950; n = 0.1150; 用这组数据回测收益较低, 所以这里取106日的数据试试
2018-09-18 106日的数据算出来 k = 9.1002; n = 0.0458
'''
days = 106
soc_kline = HuobiService.get_kline("socusdt", "1day", "%d" % days)
soc_day_prices = []
for soc_bean in soc_kline['data']:
soc_day_prices.append(float(soc_bean['close']))
print soc_day_prices
common_utils.write_json("soc_day_prices.txt", soc_day_prices, list)
time.sleep(5)
wicc_kline = HuobiService.get_kline("wiccusdt", "1day", "%d" % days)
wicc_day_prices = []
for wicc_bean in wicc_kline['data']:
wicc_day_prices.append(float(wicc_bean['close']))
print wicc_day_prices
common_utils.write_json("wicc_day_prices.txt", wicc_day_prices, list)
def get_huobi_price(symbol, prin):
# 买盘价格
buy_price = 0
sell_price = 0
try:
huobi_content = HuobiService.get_depth(symbol, 'step0')
# 这里拿的是买盘的第二个价格
buy_price = huobi_content["tick"]["bids"][1][0]
# 这里拿的是卖盘的第二个价格
sell_price = huobi_content["tick"]["asks"][1][0]
if prin:
print json.dumps(huobi_content, default=map)
except Exception, e:
print "获取火币的%s价格出错:%s" % (symbol, e.message)
def __init__(self, uid):
try:
ticker_ltc = requests.get(
r'http://api.huobi.com/staticmarket/ticker_ltc_json.js',
timeout=5)
self.ticker_ltc = json.loads(ticker_ltc.text)
ticker_ltc.close()
self.account_info = HuobiService.getAccountInfo(ACCOUNT_INFO)
self.getOrder = HuobiService.getOrders(2, GET_ORDERS)
#卖单数量
self.sellOne_count = [
order for order in self.getOrder if order['type'] == 2
]
#买单数量
self.buyOne_count = [
order for order in self.getOrder if order['type'] == 1
]
#已完成的委托
self.dealOrders = HuobiService.getNewDealOrders(2, NEW_DEAL_ORDERS)
#资产折合
self.total = float(self.account_info['total'])
#卖一价
self.limit_price = self.ticker_ltc['ticker']['sell']
#买一价
self.buyone_price = self.ticker_ltc['ticker']['buy']
#总量
self.trade_total = self.ticker_ltc['ticker']['vol']
#限制挂单数量
self.orderCount = self.handler_orderCount()
#可用资金
self.a_cny_display = float(
self.account_info['available_cny_display'])
#可用莱特币
self.a_ltc_display = float(
self.account_info['available_ltc_display'])
except BaseException as e:
print u'无法获取数据', e
def get_soc_wicc_balance():
balance = HuobiService.get_balance()
soc_balance = 0
wicc_balance = 0
for e in balance["data"]["list"]:
if e["type"] == "trade" and e["currency"] == "soc":
soc_balance = int(float(e["balance"]))
if e["type"] == "trade" and e["currency"] == "wicc":
wicc_balance = int(float(e["balance"]))
if soc_balance and wicc_balance:
break
j_balance = common_utils.get_json(balance, map)
# print j_balance
print "soc_balance = %s; wicc_balance = %s" % (str(soc_balance),
str(wicc_balance))
def getAccountInfo():
result = {}
result['huobi'] = {}
account = HuobiService.accountInfo()
for info in account['data']['list']:
if (info['currency'] == 'cny' and info['type'] == 'trade'):
result['huobi']['cny'] = info['balance']
if (info['currency'] == 'etc' and info['type'] == 'trade'):
result['huobi']['etc'] = info['balance']
result['okcoin'] = {}
okcoinSpot = OKCoinSpot()
account = okcoinSpot.userinfo()
result['okcoin']['cny'] = account['info']['funds']['free']['cny']
result['okcoin']['etc'] = account['info']['funds']['free']['etc']
return result
from huobi.Util import *
from huobi import HuobiService
if __name__ == "__main__":
ret = HuobiService.sell(1, 8000, 0.0038, "", 11, SELL)
print ret
#ret = HuobiService.getOrderIdByTradeId(1, 2, ORDER_ID_BY_TRADE_ID)
#ret = HuobiService.getOrderInfo(1, ret['id'], ORDER_INFO)
#print(ret)
def get_balance():
if not DEBUG:
return HuobiService.get_balance()['data']['list']
else:
return {'usdt': {'type': 'trace', 'balance': 10000.0}}
def on_minute():
global kline, usdt, buythresh, sellupthresh, selldownthresh
Timer(60, on_minute).start()
curtime = int(time())
# 更新价格
try:
for symbol in kline:
klinedata = HuobiService.get_kline(symbol, '1min', 1)['data'][0]
kline[symbol]['time'] = klinedata['id']
kline[symbol]['high'] = klinedata['high']
kline[symbol]['low'] = klinedata['low']
kline[symbol]['open'] = klinedata['open']
kline[symbol]['close'] = klinedata['close']
print symbol, kline[symbol], kline[symbol]
if curtime - klinedata['id'] > 120:
print 'Time different from server:', symbol
coinid = symbol.replace('usdt', '')
# 如果购买则更新maxprice
if coinid in usdtcoins and usdtcoins[coinid]['buy']:
if klinedata['high'] > usdtcoins[coinid]['maxprice']:
usdtcoins[coinid]['maxprice'] = klinedata['high']
except Exception as e:
print 'Error in get_kline', e.message
return
# 更新当前货币量
try:
balancedata = get_balance()
for item in balancedata:
if item['type'] == 'trace' and (
item['currency']) in usdtcoins: # 不算冻结资金
usdtcoins[item]['balance'] = float(item['balance'])
except Exception as e:
pass
# 检测哪些币要卖
buyable_symbols = []
for symbol in kline:
# 策略2 => 1分钟内涨幅降幅超过各自门限的多个币 均摊
optype = 'none' # none buy sell
if symbol.endswith('usdt') and symbol != 'usdt':
coinid = symbol.replace('usdt', '')
op = kline[symbol]['open'] # 开盘价
cp = kline[symbol]['close'] # 收盘价
bp = usdtcoins[coinid]['buyprice']
mp = usdtcoins[coinid]['maxprice']
if cp / op > buythresh: # 涨到一定程度则入手
buyable_symbols.append(symbol)
#elif bp > 0.0 and (cp / bp > sellupthresh or cp / bp < selldownthresh): # 已经入手且降到一定程度则出手
# optype = 'buy-market'
elif mp > 0.0 and cp / mp < selldownthresh:
# 市价卖出，清除数据
sell(usdtcoins[coinid]['balance'], symbol)
usdtcoins[coinid] = {
'buyprice': 0.0,
'maxprice': 0.0,
'balance': 0.0,
'optype': 'none'
}
# 更新卖出后的usdt数量 #需要等待吗？
usdtamount = 0.0
try:
balancedata = get_balance()
for item in balancedata:
coinid = item['currency']
if item['type'] == 'trace' and coinid in usdtcoins: # 不算冻结资金
usdtcoins[item]['balance'] = float(item['balance'])
if coinid == 'usdt':
usdtamount = float(item['balance'])
except Exception as e:
pass
if usdtamount > 1.0 and len(buyable_symbols) > 0: # 如果有可买货币则进行对冲
splitamount = usdtamount / len(buyable_symbols)
for symbol in buyable_symbols:
coinid = symbol.replace('usdt', '')
buy(splitamount, symbol)
usdtcoins[coinid]['buy'] = True
#coding=utf-8
from huobi.Util import *
from huobi import HuobiService
if __name__ == "__main__":
print "提交限价单接口"
print HuobiService.buy(1,"2355","0.01",None,None,BUY)
print "提交市价单接口"
print HuobiService.buyMarket(2,"30",None,None,BUY_MARKET)
print "取消订单接口"
print HuobiService.cancelOrder(1,68278313,CANCEL_ORDER)
print "获取账号详情"
print HuobiService.getAccountInfo(ACCOUNT_INFO)
print "查询个人最新10条成交订单"
print HuobiService.getNewDealOrders(1,NEW_DEAL_ORDERS)
print "根据trade_id查询order_id"
print HuobiService.getOrderIdByTradeId(1,274424,ORDER_ID_BY_TRADE_ID)
print "获取所有正在进行的委托"
print HuobiService.getOrders(1,GET_ORDERS)
print "获取订单详情"
print HuobiService.getOrderInfo(1,68278313,ORDER_INFO)
print "现价卖出"
print HuobiService.sell(2,"22.1","0.2",None,None,SELL)
print "市价卖出"
print HuobiService.sellMarket(2,"1.3452",None,None,SELL_MARKET)
# soc_kline = HuobiService.get_kline("socusdt", "1day", "100")
'''
2018-09-18 11:11 今天取百日数据算的 k = 6.9950; n = 0.1150; 用这组数据回测收益较低, 所以这里取106日的数据试试
2018-09-18 106日的数据算出来 k = 9.1002; n = 0.0458
'''
days = 106
soc_kline = HuobiService.get_kline("socusdt", "1day", "%d" % days)
soc_day_prices = []
for soc_bean in soc_kline['data']:
soc_day_prices.append(float(soc_bean['close']))
print soc_day_prices
common_utils.write_json("soc_day_prices.txt", soc_day_prices, list)
time.sleep(5)
wicc_kline = HuobiService.get_kline("wiccusdt", "1day", "%d" % days)
wicc_day_prices = []
for wicc_bean in wicc_kline['data']:
wicc_day_prices.append(float(wicc_bean['close']))
print wicc_day_prices
common_utils.write_json("wicc_day_prices.txt", wicc_day_prices, list)
if __name__ == "__main__":
print "test main start"
# get_soc_wicc_day_prices()
# content = HuobiService.orders_matchresults("socusdt")
# 12350913620
content = HuobiService.order_matchresults("12808178820")
print common_utils.get_json(content, map)
def getCurrentPrice():
print HuobiService.getCurrentMarket()['ticker']['last']
#coding=utf-8
from huobi.Util import *
from huobi import HuobiService
if __name__ == "__main__":
print "提交限价单接口"
ret = HuobiService.buy(1, "6000", "0.01", None, None, BUY)
print ret['msg'] #解析回傳訊息成中文
print ret['message'] #解析回傳訊息成中文
# print "提交市价单接口"
# print HuobiService.buyMarket(2,"30",None,None,BUY_MARKET)
# print "取消订单接口"
# print HuobiService.cancelOrder(1,68278313,CANCEL_ORDER)
print "获取账号详情"
print HuobiService.getAccountInfo(ACCOUNT_INFO)
print "查询个人最新10条成交订单"
print HuobiService.getNewDealOrders(1, NEW_DEAL_ORDERS)
# print "根据trade_id查询order_id"
# print HuobiService.getOrderIdByTradeId(1,274424,ORDER_ID_BY_TRADE_ID)
# print "获取所有正在进行的委托"
# print HuobiService.getOrders(1,GET_ORDERS)
# print "获取订单详情"
# print HuobiService.getOrderInfo(1,68278313,ORDER_INFO)
# print "限价卖出"
# print HuobiService.sell(1,"7300","0.2",None,None,SELL)
# print "市价卖出"
# print HuobiService.sellMarket(2,"1.3452",None,None,SELL_MARKET)
def get_current_price():
return HuobiService.getCurrentMarket()['ticker']['last']
# coding=utf-8
'''
本程序在 Python 3.3.0 环境下测试成功
使用方法：python HuobiMain.py
'''
from huobi import HuobiService
from .Util import *
if __name__ == "__main__":
print("获取账号详情")
print(HuobiService.getAccountInfo(ACCOUNT_INFO))
print("获取所有正在进行的委托")
print(HuobiService.getOrders(1, GET_ORDERS))
print("获取订单详情")
print(HuobiService.getOrderInfo(1, 68278313, ORDER_INFO))
print("限价买入")
print(HuobiService.buy(1, "1", "0.01", None, None, BUY))
print("限价卖出")
print(HuobiService.sell(2, "100", "0.2", None, None, SELL))
print("市价买入")
print(HuobiService.buyMarket(2, "30", None, None, BUY_MARKET))
print("市价卖出")
print(HuobiService.sellMarket(2, "1.3452", None, None, SELL_MARKET))
print("查询个人最新10条成交订单")
print(HuobiService.getNewDealOrders(1, NEW_DEAL_ORDERS))
print("根据trade_id查询order_id")
print(HuobiService.getOrderIdByTradeId(1, 274424, ORDER_ID_BY_TRADE_ID))
print("取消订单接口")
print(HuobiService.cancelOrder(1, 68278313, CANCEL_ORDER))
def test():
ret = HuobiService.getCurrentMarket()
print ret