def render_json(self, data, requestid=False, jsonstr=False, indent=False):
self.set_header('Content-Type', 'application/json')
if jsonstr:
data = json.loads(data)
if requestid:
data['requestid'] = 'requestid:%s midware_finish:%s' % (
self.requestid, second2_str24h(time.time())[11:])
try:
data = json.dumps(data)
except Exception as e:
easylog.exception("%s data:%s", e, data)
data = {'error': 'JSON格式错误(%s)' % e}
if requestid:
data['requestid'] = 'requestid:%s midware_finish:%s' % (
self.requestid, second2_str24h(time.time())[11:])
data = json.dumps(data, cls=IpaJsonEncoder)
try:
start_time = time.time()
self.write(data)
easylog.info('write data length:%.02fKB TIME USAGE:%.4fs',
len(data) / 1024.0,
time.time() - start_time)
except Exception as e:
easylog.critical('%s', e)
def start_fetch_blockid(id_dict, conf_dict, latest_block_info):
id_dict_size = 3600
last_clean_ts = 0
while True:
try:
url = "%s/v1/chain/get_info" % (conf_dict['eoshost'])
res = requests.get(url, timeout=3.0)
if res.status_code / 100 != 2:
easylog.error("Failed to get_info:%s", res.text)
continue
result = json.loads(res.text)
now_ts = time.time()
latest_block_info['ts'], latest_block_info['info'] = now_ts, result
if result['head_block_num'] in id_dict and result['head_block_id'] == id_dict[result['head_block_num']]['id']:
continue
easylog.info('%d : %s', result['head_block_num'], result['head_block_id'])
id_dict[result['head_block_num']] = {'id':result['head_block_id'],'ts':time.time()}
nums = list(id_dict.keys())
if now_ts-last_clean_ts > id_dict_size/2 and len(nums)>id_dict_size:
last_clean_ts = now_ts
for key in nums:
if now_ts - id_dict[key]['ts'] > id_dict_size/2:
del id_dict[key]
except Exception as e:
easylog.exception("%s", e)
finally:
time.sleep(conf_dict['get_info_sec'])
def main():
# remote debug
# host: machine running Komodo or the DBGP Proxy (uses localhost if unspecified)
# port: port to connect on (uses 9000 if unspecified)
#brkOnExcept(host="192.168.1.141", port=9000)
# Or you can use the command line to start the remote debuge
# pydbgp -d 192.168.1.141:9000 ./main.py --port=8999 \
# --debug=True --logging=debug \
# --logging=debug|info|warning|error|none
options.parse_command_line()
easylog.setup("%s/nohup_%d.out" % (options.log_path, options.port),
options.logging,
log_file_enable=True,
file_size_mb=20,
file_count=2)
handler_map = []
# TODO: Here add your handlers before the DEFAULT handler_map
from components.eosapi.hanlder import handler_map as eosapi_handler_map
handler_map += eosapi_handler_map
from components.default.handler import handler_map as default_handler_map
handler_map += default_handler_map
for h in handler_map:
easylog.info(str(h))
start_httpserver(handler_map, options)
def setup_env():
unfilled_orders_ = query_unfilled_orders(TARGET_PID, HOST_ACT)
easylog.info("Going to cancel unfilled_orders_ count:%d", len(unfilled_orders_['rows']))
for row in unfilled_orders_["rows"]:
ret=cancel_order(row["order_id"],{'trade_no':row["trade_no"]},HOST_ACT)
if len(unfilled_orders_["rows"])>0:
sltime = 6.0
easylog.info("will sleep %f seconds to wait cancel order ", sltime)
time.sleep(sltime)
def now_to_hours_4_number():
snow=datetime.datetime.now().strftime('%Y-%m-%d')
snow1=datetime.datetime.now().strftime('%Y-%m-%d %H')
v=date2num(datetime.datetime.strptime(snow,'%Y-%m-%d'))
tnow=date2num(datetime.datetime.strptime(snow1,'%Y-%m-%d %H'))-v
x=math.floor(tnow*6)/6
easylog.info("flag_before: %s,%s,",snow1,x)
return x+v
def send_dingding_msg(msg, access_token, timeout=5):
headers = {'Content-Type': "application/json"}
url = "https://oapi.dingtalk.com/robot/send"
querystring = {"access_token": access_token}
content = {"msgtype": "text", "text": {"content": msg}}
try:
response = requests.post(url,
data=json.dumps(content),
headers=headers,
params=querystring,
timeout=timeout)
easylog.info('dingding send message:%s %s', msg, response.text)
except Exception as e:
easylog.exception('dingding msg:%s', msg)
def reload_robot_config(signum, frame):
# {
# "accept_price":0.8033,
# "hour_max_buy":3000.10,
# "day_max_buy":3000.10 * 10,
# "week_max_buy": 3000.10 * 10 * 3,
# "market_check_interval_sec" : 6.3,
# "buy1_sell1_interval_sec" : 0.01,
# "whole_depth_money" : 10000,
# "oneday_min_volume" : 3500000
# }
global g_config, V_, g_config_file
easylog.info("starting to reload config with signal:%d", signum)
with open(g_config_file) as fp:
tmp = json.loads(fp.read())
g_config.update(tmp)
V_ = g_config['accept_price']
def generate_k_line_basic(u,l,old=-1):
global days
global hours_4
global hours
global mins_30
global mins_15
global mins_5
global mins_1
flag,days_l,days_u=get_u_l(u,l,days[0],days[1],days[2],6,old)
if not flag:
return days_u
flag,hours_4_l,hours_4_u=get_u_l(days_u,days_l,hours_4[0],hours_4[1],hours_4[2],5,old)
if not flag:
return hours_4_u
flag,hours_l,hours_u=get_u_l(hours_4_u,hours_4_l,hours[0],hours[1],hours[2],4,old)
if not flag:
return hours_u
flag,mins_30_l,mins_30_u=get_u_l(hours_u,hours_l,mins_30[0],mins_30[1],mins_30[2],3,old)
if not flag:
return mins_30_u
flag,mins_15_l,mins_15_u=get_u_l(mins_30_u,mins_30_l,mins_15[0],mins_15[1],mins_15[2],2,old)
if not flag:
return mins_15_u
flag,mins_5_l,mins_5_u=get_u_l(mins_15_u,mins_15_l,mins_5[0],mins_5[1],mins_5[2],1,old)
if not flag:
return mins_5_u
flag,mins_1_l,mins_1_u=get_u_l(mins_5_u,mins_5_l,mins_1[0],mins_1[1],mins_1[2],1,old)
if not flag:
return mins_1_u
x=mins_1_l+random.random()*(mins_1_u-mins_1_l)
set_basic_data(x)
if u==x:
easylog.info("flag_generate_x: old=%s \n days:%s \n hours_4:%s \n hours:%s \n mins_30:%s \n mins_15:%s \n mins_5:%s \n mins1_:%s \n",old,days,hours_4,hours,mins_30,mins_15,mins_5,mins_1)
return x
def calculate_D1_D2(old_money,profits,count,U_value,V,a=0.01,alpha=0.8):
"""
old_money 原始的1W美金
profits 总利润
count 总销售量
U_value 真实买家卖单上边界
V 价值控制线
alpha 价值波动系数
"""
d=[]
bp=[]
# 判断profits
rb=calculate_rebuy_rate(old_money,profits)
pp=profits-alpha*V*count
if pp<0:
pp=0
allocate_rate=get_initial_allocate_rate(1.18,[(6,0),(2.2,1)])
price_rate=[]
price_rate_u=[]
qq=1
e=0
allocate_count_D2=[]
for i in range(27):
e+=qq*allocate_rate[i]
price_rate.append(qq)
qq=qq/(1+a)
qq=qq*(1+random_n()*a)
pt=pp*rb+old_money
easylog.info("allocate_rate:%s,price_rate:%s,profits:%s,count:%s,rb:%s,old_money:%s,V:%s,alpha:%s,U_value:%s,e:%s",
allocate_rate,price_rate,profits,count,rb,old_money,V,alpha,U_value,e)
l=calculate_u(allocate_rate,price_rate,profits,count,rb,old_money,V,alpha,U_value,e,a)
D2,residue=allocate_D2(allocate_rate,price_rate,l,pt,e)
qu=1
for i in range(27):
price_rate_u.append(qu)
qu=qu*(1+a)
qu=qu*(1-random_n()*a)
allocate_count_D2.append(D2[i][0])
D1=allocate_D1(allocate_rate,price_rate,allocate_count_D2,price_rate_u,profits,count,rb,old_money,V,alpha,l,a)
return D1,D2
def calculate_depth(depth):
"""
sell_edge,self_edge,sum_d,under_v,D_l
"""
easylog.info("depth:%s", depth)
global self_unfilled_orders_sell_helper,V
D_l=sys.maxsize
under_v=[]
sum_d=0
sell_edge=sys.maxsize #其他人卖的下边界
self_edge=sys.maxsize
for item in self_unfilled_orders_sell_helper:
self_edge=min(item[0],self_edge)
for d in depth:
dprice=float(d["price"])
if not check_include_by_price(dprice):
sell_edge=min(sell_edge,dprice)
D_l=min(dprice,D_l)
if dprice<self_edge:
amount=(float(d["amount"]))
under_v.append((amount,dprice))
sum_d+=amount*dprice
easylog.info("sell_edge:%s self_edge:%s sum_d:%s under_v:%s D_l:%s", sell_edge,self_edge,sum_d,under_v,D_l)
return sell_edge,self_edge,sum_d,under_v,D_l
def wrapper(*args, **kwargs):
easylog.debug('Begin %s', method.__name__)
start_point= time.time()
method_rc = method(*args, **kwargs)
easylog.info('End %s() FUNC TIME USAGE:%.3fs', method.__name__, time.time()-start_point)
return method_rc
def wrapper(self, *args, **kwargs):
easylog.debug('Begin %s.%s', self.__class__.__name__, method.__name__)
start_point= time.time()
method_rc = method(self, *args, **kwargs)
easylog.info('End call %s.%s() FUNC TIME USAGE:%.3fs', self.__class__.__name__, method.__name__, time.time()-start_point)
return method_rc
def main_process(conf_file):
global V_,self_unfilled_orders_sell,self_filled_orders_sell,self_unfilled_orders_buy,self_filled_orders_buy
global unfilled_orders,self_unfilled_orders,orders_helper,self_unfilled_orders_sell_helper,self_unfilled_orders_buy_helper
global g_config, g_config_file
global days
global mins_1
g_config_file = conf_file
reload_robot_config(1, None)
if not init_hooclient(g_config['dbfile'], g_config['client_id'], g_config['client_key'], g_config['dding_atoken'], g_config['bos_pairid']):
easylog.error('Failed to init_hooclient()')
return
D1=[]
D2=[]
old_x=0
back_start_time=0
analyse_circle_startime=0
self_buy_delimited=0
back_pow=0
profits=0
count=0
spend=0
spend_c=0
jd=load_data()
if jd:
profits=jd["profits"]
count=jd["count"]
spend=jd["spend"]
spend_c=jd["spend_c"]
time_circle=date2num(datetime.datetime.now())
up_count=0
up_spend_c=0
#U_value=0.04
#V_=0.005633
U_value= 1.02 * V_
tm=date2num(datetime.datetime.now())
week_end=tm+7
day_end=tm+1
hour_end=tm+1/24
week_spend=0
day_spend=0
hour_spend=0
old_self_sell_max=10000
old_self_buy_min=sys.maxsize
t_spend=0
t_profits=0
t_spend_c=0
t_profits_C=0
hit_hour_max_check_wait_interval=2.0
D1_l=0
D_l=0
self_buy_under_V=0
distance=0
model=0
update_D=True
setup_env()
while True :
try:
##查询orders
unfilled_orders_ = query_unfilled_orders(TARGET_PID, HOST_ACT)
filled_orders_=query_filled_orders(TARGET_PID, HOST_ACT)
tm=date2num(datetime.datetime.now())
buy_sell_1_cash_amount = [0,0] # calculate the buy&sell first order dealed by others instead of robot
buy_sell_1_amount = [0,0] # 0: buy, 1: sell
## 分析 orders
#1.计算profits 和count 同时找出 下探点
profits_=0
count_=0
spend_=0
spend_c_=0
self_sell_price_min=0
self_buy_min=sys.maxsize
rows=unfilled_orders_["rows"]
for row in rows:
if row["side"]=='sell':
if row["order_id"] in sell_1:
buy_sell_1_cash_amount[1] = float(row["filled_cash_amount"])
buy_sell_1_amount[1]=float(row["filled_amount"])
continue
if row["order_id"] in self_unfilled_orders_sell.keys():
old_record=self_unfilled_orders_sell[row["order_id"]]
filled_amount=float(row["filled_amount"])
filled_cash_amount=float(row["filled_cash_amount"])
D1_l=min(D1_l,float(row["price"]))
if filled_cash_amount>old_record["filled_cash_amount"]:
profits_+=filled_cash_amount-old_record["filled_cash_amount"]
count_+=filled_amount-old_record["filled_amount"]
easylog.debug("flag1:unfilled sell %s filled_cash_amount:%s old_filled_cash_amount:%s,profits_:%s,count_:%f",
row["order_id"], filled_cash_amount,old_record["filled_cash_amount"],profits_,count_)
self_unfilled_orders_sell[row["order_id"]]["filled_cash_amount"]=filled_cash_amount
self_unfilled_orders_sell[row["order_id"]]["filled_amount"]=filled_amount
self_sell_price_min=max(self_sell_price_min,float(row["price"]))
else:
#ret = cancel_order(row["order_id"],{'trade_no':row["trade_no"]},HOST_ACT)
easylog.info("unfilled SELL Order not exist，order:%s", row)
else:
if row["order_id"] in buy_1:
buy_sell_1_cash_amount[0]= float(row["filled_cash_amount"])
buy_sell_1_amount[0]=float(row["filled_amount"])
if row["order_id"] in back_buy_orders:
cancel_order_for_back_buy(row["order_id"])
continue
if row["order_id"] in self_unfilled_orders_buy.keys():
old_record=self_unfilled_orders_buy[row["order_id"]]
filled_amount=float(row["filled_amount"])
filled_cash_amount=float(row["filled_cash_amount"])
if filled_cash_amount>old_record["filled_cash_amount"]:
spend_+=filled_cash_amount-old_record["filled_cash_amount"]
spend_c_+=filled_amount-old_record["filled_amount"]
easylog.debug("flag1:unfilled no-sell %s filled_cash_amount:%s old_filled_cash_amount:%s,spend_:%s,spend_c_:%f",
row["order_id"], filled_cash_amount,old_record["filled_cash_amount"],spend_,spend_c_)
self_unfilled_orders_buy[row["order_id"]]["filled_cash_amount"]=filled_cash_amount
self_unfilled_orders_buy[row["order_id"]]["filled_amount"]=filled_amount
self_buy_min=min(self_buy_min,float(row["price"]))
else:
#ret = cancel_order(row["order_id"],{'trade_no':row["trade_no"]},HOST_ACT)
easylog.info("unfilled BUY Order not exist，order:%s", row)
rows=filled_orders_["rows"]
for row in rows:
if row["status"]=='canceled':
if row['order_id'] in self_unfilled_orders_buy.keys():
del self_unfilled_orders_buy[row['order_id']]
delete_list(row['order_id'],self_unfilled_orders_buy_helper,1)
elif row['order_id'] in self_unfilled_orders_sell.keys():
del self_unfilled_orders_sell[row["order_id"]]
delete_list(row["order_id"],self_unfilled_orders_sell_helper,1)
continue
if row["side"]=='sell':
if row["order_id"] in sell_1:
buy_sell_1_cash_amount[1]= float(row["filled_cash_amount"])
buy_sell_1_amount[1]=float(row["filled_amount"])
sell_1.remove(row["order_id"])
continue
if row["order_id"] in self_unfilled_orders_sell.keys():
old_record=self_unfilled_orders_sell[row["order_id"]]
filled_amount=float(row["filled_amount"])
filled_cash_amount=float(row["filled_cash_amount"])
if filled_cash_amount>old_record["filled_cash_amount"]:
profits_+=filled_cash_amount-old_record["filled_cash_amount"]
count_+=filled_amount-old_record["filled_amount"]
easylog.debug("flag1:filled sell %s filled_cash_amount:%s old_filled_cash_amount:%s,profits_:%s,count_:%f",
row["order_id"], filled_cash_amount,old_record["filled_cash_amount"],profits_,count_)
self_sell_price_min=max(self_sell_price_min,float(row["price"]))
del self_unfilled_orders_sell[row["order_id"]]
delete_list(row["order_id"],self_unfilled_orders_sell_helper,1)
else:
if row["order_id"] in buy_1:
buy_1.remove(row["order_id"])
buy_sell_1_cash_amount[0]= float(row["filled_cash_amount"])
buy_sell_1_amount[0]=float(row["filled_amount"])
if row["order_id"] in back_buy_orders:
del back_buy_orders[row["order_id"]]
if row["order_id"] in self_unfilled_orders_buy.keys():
old_record=self_unfilled_orders_buy[row["order_id"]]
filled_amount=float(row["filled_amount"])
filled_cash_amount=float(row["filled_cash_amount"])
if filled_cash_amount>old_record["filled_cash_amount"]:
spend_+=filled_cash_amount-old_record["filled_cash_amount"]
spend_c_+=filled_amount-old_record["filled_amount"]
easylog.debug("flag1:filled no-sell %s filled_cash_amount:%s old_filled_cash_amount:%s,spend_:%s,spend_c_:%f",
row["order_id"], filled_cash_amount,old_record["filled_cash_amount"],spend_,spend_c_)
self_buy_min=min(self_buy_min,float(row["price"]))
del self_unfilled_orders_buy[row["order_id"]]
delete_list(row["order_id"],self_unfilled_orders_buy_helper,1)
depths = query_pair_book(TARGET_PID)
buy_depth=depths["data"]["bids"]
sell_depth=depths["data"]["asks"]
sell_edge,self_edge,sum_d,under_v,D_l=calculate_depth(sell_depth)
profits+=profits_
count+=count_
spend+=spend_
spend_c+=spend_c_
if buy_sell_1_cash_amount[0]>buy_sell_1_cash_amount[1]:
spend+=buy_sell_1_cash_amount[0]-buy_sell_1_cash_amount[1]
spend_c+=buy_sell_1_amount[0]-buy_sell_1_amount[1]
else:
profits+=buy_sell_1_cash_amount[1]-buy_sell_1_cash_amount[0]
count+=buy_sell_1_amount[1]-buy_sell_1_amount[0]
if buy_sell_1_cash_amount[0] != buy_sell_1_cash_amount[1]:
easylog.info("buy_sell_1_cash_amount:%s buy_sell_1_amount:%s", buy_sell_1_cash_amount, buy_sell_1_amount)
profits_and_spen = profits-spend
count_and_spen_c = count-spend_c
store_data(profits,count,spend,spend_c)
if len(buy_depth)>0 and len(sell_depth)>0 and float(buy_depth[0]['price']) > float(sell_depth[0]['price']):
easylog.error("WRONG depth occur:%s", depths)
sys.exit(1)
if len(sell_depth)>0 and len(D2)>0 and len(D2[0])>0 and float(sell_depth[0]['price']) < D2[0][1]:
easylog.warning("WARNING depth occur: depths %s D1:%s D2:%s", depths, D1, D2)
x=0
if model==0:
easylog.info("model==0 self_sell_price_min:%s D_l:%s", self_sell_price_min,D_l)
U_value=max(self_sell_price_min,D_l)
# self_buy_min 自我买单边
# D1_l=0 自我挂卖单边
# D_l=0 所有挂单边
# self_buy_under_V=0
# distance 距离差
#被吃单判断 触发还可以更改一下
if spend_c_>0:
old_self_buy_min=self_buy_min
#等待
t_spend_c+=spend_c_
t_spend+=spend_
t_profits+=profits_
t_profits_C+=count_
time.sleep(hit_hour_max_check_wait_interval)
continue
if t_spend_c>0:
if sell_edge<V_ and t_profits_C>0:
U_value=min(sell_edge,old_self_buy_min)
tv=max(profits_and_spen,0)
tc=max(count_and_spen_c,0)
if profits_and_spen<0 or count_and_spen_c<0 :
tv=0
tc=0
D1,D2=calculate_D1_D2(g_config['whole_depth_money'],tv,tc,U_value,V_)
easylog.info("D1:%s D2:%s whole_depth_money:%s profits:%s count:%s spend:%s spend_c:%s old_self_buy_min:%s sell_edge:%s V_:%s",
D1,D2,g_config['whole_depth_money'],profits,count,spend,spend_c,old_self_buy_min,sell_edge,V_)
time_circle=date2num(datetime.datetime.now())
create_sell_orders(D1)
create_buy_orders(D2)
depths = query_pair_book(TARGET_PID)
buy_depth=depths["data"]["bids"]
sell_depth=depths["data"]["asks"]
sell_edge,self_edge,sum_d,under_v,D_l=calculate_depth(sell_depth)
# 判断 D1_l与D_l之间的关系
if D1[0][1] <D_l:
#随机游走模式
model=2
else:
#缓慢上买模式
model=1
t_spend_c=0
t_spend=0
t_profits=0
t_profits_C=0
tp=date2num(datetime.datetime.now())
if tp-time_circle > 1/96:
easylog.info("tp:%s time_circle:%s", tp, time_circle)
update_D=True
time_circle=tp
if model==0 and profits_>0:
U_value=self_sell_price_min
easylog.info("model==0 and profits_>0 set update_D=True,self_sell_price_min:%s",self_sell_price_min)
update_D=True
if update_D:
#U_value?
tv=max(profits_and_spen,0)
tc=max(count_and_spen_c,0)
if profits_and_spen<0 or count_and_spen_c<0 :
tv=0
tc=0
D1,D2=calculate_D1_D2(g_config['whole_depth_money'],tv,tc,U_value,V_)
easylog.info("D1:%s D2:%s whole_depth_money':%s profits:%s count:%s spend:%s spend_c:%s U_value:%s V_:%s",
D1,D2,g_config['whole_depth_money'],profits,count,spend,spend_c,U_value,V_)
create_sell_orders(D1)
create_buy_orders(D2)
time_circle=date2num(datetime.datetime.now())
depths = query_pair_book(TARGET_PID)
buy_depth=depths["data"]["bids"] # all buy orders
sell_depth=depths["data"]["asks"] # all sell orders
sell_edge,self_edge,sum_d,under_v,D_l=calculate_depth(sell_depth)
update_D = False
if model==1:
easylog.debug("==1=> model1")
if sum_d>0 and D1[0][1] >=D_l:
tm=date2num(datetime.datetime.now())
while tm>week_end:
week_end+=7
week_spend=0
while tm>day_end:
day_end+=1
day_spend=0
while tm>hour_end:
hour_end+=1/24
hour_spend=0
canspend=calculate_back_count(sum_d,g_config['week_max_buy'],g_config['day_max_buy'],g_config['hour_max_buy'],week_spend,day_spend,hour_spend)
easylog.info("week_end:%s,day_end:%s,hour_end:%s,tm:%s,canspend:%s,hour_spend:%s sum_d:%s hour_spend:%s week_spend:%s,day_spend:%s",
week_end,day_end,hour_end,tm,canspend,hour_spend,sum_d,hour_spend,week_spend,day_spend)
x=generate_buy(week_end,day_end,hour_end,tm,canspend,hour_spend,(g_config['buy1_sell1_interval_sec']+g_config['market_check_interval_sec'])/24/3600)
x_ = x
if x > 0:
under_v.sort(key=take_second)
if under_v[0][0]*under_v[0][1]<x:
countx=under_v[0][0]
x=under_v[0][1]
else:
countx=x/under_v[0][1]
x=under_v[0][1]
easylog.info("t3:sum_d:%s canspend:%s x_:%s x:%s countx:%s under_v[0]:%s",
sum_d,canspend, x_, x, countx, under_v[0])
create_buy_order((countx, x),True)
xc=x*countx
week_spend+=xc
day_spend+=xc
hour_spend+=xc
U_value=x
if g_config['buy1_sell1_interval_sec']>0:
time.sleep(g_config['buy1_sell1_interval_sec'])
else:
model=2
if model==2:
easylog.debug("==2=> model2")
#随机设置U_value
#判断结束条件
if D1[0][1]>V_ and D_l>V_:
model=0
continue
if sum_d>0:
model=1
continue
#1.查看是否有人买我的卖单，并得出吃单位置
#需要迅速上移U_value
if self_sell_price_min>0:
U_value=self_sell_price_min
tv=max(profits_and_spen,0)
tc=max(count_and_spen_c,0)
if profits_and_spen<0 or count_and_spen_c<0 :
tv=0
tc=0
D1,D2=calculate_D1_D2(g_config['whole_depth_money'],tv,tc,U_value,V_)
easylog.info("model2: D1:%s D2:%s whole_depth_money:%s profits:%s count:%s old_self_buy_min:%s sell_edge:%s V_:%s",
D1,D2,g_config['whole_depth_money'],profits,count,old_self_buy_min,sell_edge,V_)
time_circle=date2num(datetime.datetime.now())
create_sell_orders(D1)
create_buy_orders(D2)
continue
db_max=0
for item in buy_depth:
dprice=float(item["price"])
db_max=max(db_max,dprice)
if db_max>D1[0][1]:
easylog.error("db_max>D1[0][1]: %s > %s",db_max,D1[0][1])
l=min(old_self_buy_min,db_max)
U_value=l+(D1[0][1]-l)*random_beta(7,3)
x=0
countx=0
if x==0:
easylog.debug("model = %d", model)
tm=date2num(datetime.datetime.now())
x=generate_k_line(min(U_value,D1[0][1]),D2[0][1],tm,old_x)
old_x=x
countx=(g_config['buy1_sell1_interval_sec']+g_config['market_check_interval_sec'])*g_config['oneday_min_volume']/(min(U_value,D1[0][1])*0.98)/600
if days[2]>0 and mins_1[2]>0:
tmv=mins_1[2]/days[2]
else:
tmv=1/144*(0.6+random.random())
if tmv>1/70:
tmv=1/70.0*(0.5+0.5*random.random())
countx*=tmv
countx=countx*(0.2+random.random()*0.8)
easylog.info("countx:%s x:%s U_value:%s tmv:%s", countx, x, U_value, tmv)
x = round(x, PRICE_RNUM)
buy_max,buy_count=calculate_buy_edge(buy_depth)
normal=False
if buy_max<x:
normal=True
else:
tr=random.random()
if tr<0.08:
if buy_count < MIN_TOKEN_AMOUNT:
buy_count = MIN_TOKEN_AMOUNT
create_sell_order((buy_count, buy_max))
elif tr<0.2:
buy_count_tp = buy_count*(0.1+random.random()*0.9)
if buy_count_tp < MIN_TOKEN_AMOUNT:
buy_count_tp = buy_count
create_sell_order((buy_count_tp, buy_max))
else:
normal=True
ds=D_l-buy_max
if ds>0:
x=buy_max+ds*random_beta(0.08,11)
x = round(x, PRICE_RNUM)
easylog.debug("normal:%s tr:%f ds:%s buy_max:%s x:%s", normal, tr, D_l-buy_max, buy_max, x)
if normal:
if countx < MIN_TOKEN_AMOUNT:
countx = MIN_TOKEN_AMOUNT * (1+random.random())
rrt=random.random()
if rrt<0.5:
create_buy_order((countx, x))
if g_config['buy1_sell1_interval_sec']>0:
time.sleep(g_config['buy1_sell1_interval_sec'])
create_sell_order((countx, x))
else:
create_sell_order((countx, x))
if g_config['buy1_sell1_interval_sec']>0:
time.sleep(g_config['buy1_sell1_interval_sec'])
create_buy_order((countx, x))
time.sleep(g_config['market_check_interval_sec'])
except Exception as ee:
try:
easylog.exception("Exception:%s", ee)
send_dingding_msg("HooRobot restarted Exception:"+str(ee), g_config['dding_atoken'])
store_data(profits,count,spend,spend_c)
D1=[]
D2=[]
old_x=0
back_start_time=0
analyse_circle_startime=0
self_buy_delimited=0
back_pow=0
profits=0
count=0
spend=0
spend_c=0
jd=load_data()
if jd:
profits=jd["profits"]
count=jd["count"]
spend=jd["spend"]
spend_c=jd["spend_c"]
time_circle=date2num(datetime.datetime.now())
up_count=0
up_spend_c=0
#U_value=0.04
#V_=0.005633
U_value= 1.02 * V_
tm=date2num(datetime.datetime.now())
week_end=tm+7
day_end=tm+1
hour_end=tm+1/24
week_spend=0
day_spend=0
hour_spend=0
old_self_sell_max=10000
old_self_buy_min=sys.maxsize
t_spend_c=0
t_spend=0
t_profits=0
t_profits_C=0
hit_hour_max_check_wait_interval=2.0
D1_l=0
D_l=0
self_buy_under_V=0
distance=0
model=0
update_D=True
setup_env()
except Exception as eee:
easylog.exception("Exception:%s", eee)
t_profits_C=0
hit_hour_max_check_wait_interval=2.0
D1_l=0
D_l=0
self_buy_under_V=0
distance=0
model=0
update_D=True
setup_env()
except Exception as eee:
easylog.exception("Exception:%s", eee)
if __name__ == "__main__":
parser = argparse.ArgumentParser()
parser.add_argument("-c", "--conf", help="the config file path", )
parser.add_argument("-d", "--debug", help='debug mode enable', default=False, action="store_true")
args = parser.parse_args()
if not args.conf:
parser.print_usage()
sys.exit(1)
if args.debug:
easylog.setup("./hoolog.out", level='debug', log_file_enable=False)
else:
easylog.setup("./hoolog.out", level='info', log_file_enable=True)
easylog.info("Start to Rock")
signal.signal(signal.SIGUSR1, reload_robot_config)
main_process(args.conf)