def returnPrice(symbol):
'''
:param symbol: a trading pair ('BTC-USDT',...)
:return: the last deal price of a trading pair
'''
account = Market.get_ticker(symbol)
return account['price']
def get_price(self, symbol):
try:
client = Market(key=self.api_key,
secret=self.api_secret, is_sandbox=self.debug_mode)
price_info = client.get_ticker(symbol=symbol)
logger.info(f"price info: {price_info}")
return float(price_info.get("price"))
except Exception as ex:
logger.error(ex, exc_info=True)
raise Exception(ex)
if __name__ == '__main__':
# read configuration from json file
with open('config.json', 'r') as file:
config = json.load(file)
api_key = config['api_key']
api_secret = config['api_secret']
api_passphrase = config['api_passphrase']
symbol = config['symbol']
min_param = config['min_param']
price_param = config['price_param']
sandbox = config['is_sandbox']
market = Market(api_key, api_secret, api_passphrase, is_sandbox=sandbox)
user = User(api_key, api_secret, api_passphrase, is_sandbox=sandbox)
trade = Trade(api_key, api_secret, api_passphrase, is_sandbox=sandbox)
init_ticker = market.get_ticker(symbol+'-USDT')
init_price = float(init_ticker['price'])
print('init_price =', init_price)
while 1:
time.sleep(1)
# account balance
symbol_balance = user.get_account_list(symbol, 'trade')
available_symbol = float(symbol_balance[0]['available'])
print('symbol_balance =', available_symbol)
usdt_balance = user.get_account_list('USDT', 'trade')
available_usdt = float(usdt_balance[0]['available'])
print('usdt_balance =', available_usdt)
now_symbol = market.get_ticker(symbol+'-USDT')
now_price = float(now_symbol['price'])
print('now_price =', now_price)
asset = 'BTC'
fiat = 'USDT'
import time
import numpy as np
import pandas as pd
import datetime as DT
print('----TIME-------------PRICE--RSI---STRATEGY')
while True:
try:
from kucoin.client import Market
client = Market(api_key, api_secret, api_passphrase,
url='https://api.kucoin.com')
price = client.get_ticker(asset+'-'+fiat)
price = price['price']
orders = client.get_aggregated_orderv3(asset+'-'+fiat)
klines = client.get_kline(asset+'-'+fiat, '1min')
server_time = time.strftime('%m/%d/%Y %H:%M:%S',
time.gmtime(client.get_server_timestamp()/1000.))
from kucoin.client import User
client = User(api_key, api_secret, api_passphrase)
fiat_balance = client.get_account('612a5bd4fdacf4000769936e')
fiat_balance = fiat_balance['available']
coin_balance = client.get_account(kcs_acc)
coin_balance = coin_balance['available']
class Kucoin(object):
def __init__(self):
# read configuration from json file
with open(c.CONFIG_FILE, 'r') as file:
config = json.load(file)
self.api_key = config['kucoin_api_key']
self.secret_key = config['kucoin_secret_key']
self.pass_phrase = config['kucoin_pass_phrase']
self.is_sandbox = config['is_sandbox']
self.kucoin_symbol = config['kucoin_symbol']
self.category = config['category']
self.maker_number = config['maker_number']
self.taker_number = config['taker_number']
self.side = config['side']
self.sizeMin = 100
self.sizeMax = 10000
self.buy_list = {}
self.sell_list = {}
self.best_ask = 0
self.best_bid = 0
self.market_price = 0
self.trade_sandbox = Trade(self.api_key,
self.secret_key,
self.pass_phrase,
is_sandbox=self.is_sandbox)
self.market_sandbox = Market(self.api_key,
self.secret_key,
self.pass_phrase,
is_sandbox=self.is_sandbox)
self.trade = Trade(self.api_key,
self.secret_key,
self.pass_phrase,
is_sandbox=False)
self.market = Market(self.api_key,
self.secret_key,
self.pass_phrase,
is_sandbox=False)
def get_market_price(self):
r = {}
# 根据类型调用对应的合约API
try:
if self.category == c.BTC_USDT:
r = self.market.get_ticker(self.kucoin_symbol)
elif self.category == c.ETH_USDT:
r = self.market.get_ticker(self.kucoin_symbol)
elif self.category == c.ETH_BTC:
r = self.market.get_ticker(self.kucoin_symbol)
except Exception as e:
logging.error(e)
time.sleep(5)
self.best_ask = int(float(r['bestAsk']))
self.best_bid = int(float(r['bestBid']))
self.market_price = int((self.best_ask + self.best_bid) / 2)
logging.info('最新盘口价格 = %s' % self.market_price)
def taker(self):
try:
t = self.market_sandbox.get_ticker(self.kucoin_symbol)
logging.info(t)
best_bid_size = t['bestBidSize']
best_ask_size = t['bestAskSize']
max_size = 100000
if best_bid_size > max_size:
best_bid_size = max_size
if best_ask_size > max_size:
best_ask_size = max_size
if best_ask_size > 0:
try:
sell = self.trade_sandbox.create_market_order(
self.kucoin_symbol,
'sell',
size=best_ask_size,
type='market')
logging.info(
'在交易对 %s 以数量= %s, 吃卖单,订单ID = %s' %
(self.kucoin_symbol, best_ask_size, sell['orderId']))
except Exception as e:
logging.error(e)
if best_bid_size > 0:
try:
buy = self.trade_sandbox.create_market_order(
self.kucoin_symbol,
'buy',
size=best_bid_size,
type='market')
logging.info(
'在交易对 %s 以数量= %s, 吃买单,订单ID = %s' %
(self.kucoin_symbol, best_bid_size, buy['orderId']))
except Exception as e:
logging.error(e)
except Exception as e:
logging.error(e)
return
def ask_maker(self, p):
try:
m = random.randint(self.sizeMin, self.sizeMax)
ask = self.trade_sandbox.create_limit_order(
self.kucoin_symbol, 'sell', m, p)
logging.info(
'当前盘口价格 = %s,在交易对 %s 以数量= %s,价格= %s,创建了卖单,卖单ID = %s' %
(self.market_price, self.kucoin_symbol, m, p, ask['orderId']))
self.sell_list[p] = {
'price': p,
'side': 'sell',
'size': m,
'order_id': ask['orderId']
}
except Exception as e:
logging.error(e)
def bid_maker(self, p):
try:
m = random.randint(self.sizeMin, self.sizeMax)
bid = self.trade_sandbox.create_limit_order(
self.kucoin_symbol, 'buy', m, p)
logging.info(
'当前盘口价格 = %s,在交易对 %s 以数量= %s,价格= %s,创建了买单,卖单ID = %s' %
(self.market_price, self.kucoin_symbol, m, p, bid['orderId']))
self.sell_list[p] = {
'price': p,
'side': 'buy',
'size': m,
'order_id': bid['orderId']
}
except Exception as e:
logging.error(e)
def cancel_order(self, order_id, key, side):
try:
self.trade_sandbox.cancel_order(order_id)
logging.info('当前盘口价 = %s,撤单 id = %s, key = %s' %
(self.market_price, order_id, key))
if side == 'sell':
del self.sell_list[key]
elif side == 'buy':
del self.buy_list[key]
except Exception as e:
logging.info('撤单时发生错误, order_id = %s, key = %s' % (order_id, key))
logging.error(e)
def get_order_info(self, order_id):
try:
o = self.trade_sandbox.get_order_details(order_id)
except Exception as e:
logging.error(e)
o = {}
return o
def get_active_orders(self):
try:
o = self.trade_sandbox.get_order_list(symbol=self.kucoin_symbol,
status='active',
type='limit')
os = o['items']
except Exception as e:
logging.error(e)
os = []
if len(os) > 0:
self.sell_list.clear()
self.buy_list.clear()
for n in os:
# print(json.dumps(n))
if n['side'] == 'sell':
self.sell_list[int(n['price'])] = {
'price': int(n['price']),
'side': 'sell',
'size': n['size'],
'order_id': n['id']
}
elif n['side'] == 'buy':
self.buy_list[int(n['price'])] = {
'price': int(n['price']),
'side': 'buy',
'size': n['size'],
'order_id': n['id']
}
#Retrieve current coin balance here
balance = acct_balance()
# print(f"buy_qty: {str(balance)}")
# print(f"{user_client.get_account_list(config['trade_configs'][selected_config]['pairing'], 'trade')}")
#Question2
answer2 = Inquirer.prompt(question2)
selected_coin = answer2['coin']
#Coin Pair
selected_coin_pair = selected_coin.upper() + "-" +\
config['trade_configs'][selected_config]['pairing']
# coin_pair_info = client.get_symbol_info(selected_coin_pair)
coin_pair_info = client.get_ticker(selected_coin_pair)
buy_order = market_order(selected_coin_pair, 'buy')
print(f"buy_order: {buy_order}")
buy_order_data = trade.get_order_details(buy_order['orderId'])
# Execution using threading
with concurrent.futures.ThreadPoolExecutor() as executor:
#Print buy order details
buy_order_details = executor.submit(display_order_details,
buy_order_data)
print('\n' + buy_order_details.result() + '\n')
sell_order = check_margin()
class Grid(object):
def __init__(self):
# read configuration from json file
with open('config.json', 'r') as file:
config = json.load(file)
self.api_key = config['api_key']
self.api_secret = config['api_secret']
self.api_passphrase = config['api_passphrase']
self.sandbox = config['is_sandbox']
self.symbol = config['symbol']
self.leverage = config['leverage']
self.size = config['size']
self.depth = config['depth']
self.market = Market(self.api_key,
self.api_secret,
self.api_passphrase,
is_sandbox=self.sandbox)
self.trade = Trade(self.api_key,
self.api_secret,
self.api_passphrase,
is_sandbox=self.sandbox)
self.tick_size = 0
self.best_ask = 0
self.best_bid = 0
self.diff = 0
self.max_ask = 0
self.max_bid = 0
self.precision = 0
self.ask_list = {}
self.bid_list = {}
def get_symbol(self):
symbols = self.market.get_symbol_list()
ks = {}
for s in symbols:
if s.get('symbol') and s.get('symbol') == self.symbol:
ks = s
if ks:
self.tick_size = Decimal(ks['priceIncrement'])
self.diff = Decimal(self.tick_size * self.depth)
self.precision = int(1 / Decimal(ks['baseIncrement']))
logging.debug('tick_size = %s, precision = %s', self.tick_size,
self.precision)
def get_market_price(self):
try:
r = self.market.get_ticker(self.symbol)
if 'bestAsk' in r.keys():
self.best_ask = Decimal(r['bestAsk'])
self.max_ask = Decimal(self.best_ask + self.diff).quantize(
Decimal("0.00"))
else:
return
if 'bestBid' in r.keys():
self.best_bid = Decimal(r['bestBid'])
self.max_bid = Decimal(self.best_bid - self.diff).quantize(
Decimal("0.00"))
else:
return
logging.debug('最新卖价格 = %s' % self.best_ask)
logging.debug('最新买价格 = %s' % self.best_bid)
except Exception as e:
logging.error(e)
time.sleep(5)
def cancel_order(self, order_id, side):
try:
oi = self.trade.get_order_details(order_id)
if oi['isActive']:
self.trade.cancel_order(order_id)
if side == 'sell':
del self.ask_list[order_id]
elif side == 'buy':
del self.bid_list[order_id]
except Exception as e:
logging.error('该订单状态不可撤回 side = %s, order_id = %s' %
(side, order_id))
logging.error(e)
def ask_maker(self, p):
try:
price = int(p * 100) / 100
ask = self.trade.create_limit_order(self.symbol, 'sell', self.size,
float(price))
logging.debug(
'当前盘口价格 = %s,在交易对 %s 以数量= %s,价格= %s,创建了卖单,卖单ID = %s' %
(self.best_ask, self.symbol, self.size, float(price),
ask['orderId']))
self.ask_list[ask['orderId']] = {'price': p}
except Exception as e:
logging.error(e)
def bid_maker(self, p):
try:
price = int(p * 100) / 100
bid = self.trade.create_limit_order(self.symbol, 'buy', self.size,
float(price))
logging.debug(
'当前盘口价格 = %s,在交易对 %s 以数量= %s,价格= %s,创建了买单,卖单ID = %s' %
(self.best_ask, self.symbol, self.size, float(price),
bid['orderId']))
self.bid_list[bid['orderId']] = {'price': p}
except Exception as e:
logging.error(e)