class BrushTrade():
def __init__(self, queue):
self.queue = queue
self.amount = 0
self.target_exchange = TargetExchange()
def trade(self):
try:
trades = self.queue.get(block=True, timeout=20) #接收消息
except Queue.Empty:
print("Nothing to do!i will go home!")
return
try:
symbol = ''
for t in trades:
symbol = t['symbol']
self.target_exchange.create_deal_order(account.account_list[0],
t['symbol'], t['side'],
float(t['amount']),
float(t['price']))
self.amount += float(t['amount'])
time.sleep(0.1)
print("work finished! %s amount=%s %s" %
(symbol, self.amount, datetime.now()))
self.queue.task_done() #完成一个任务
res = self.queue.qsize() #判断消息队列大小
if res > 0:
print("f**k!There are still %d tasks to do" % (res))
except Exception:
print(traceback.format_exc())
return
def run(self):
print('BrushTrade run.')
while True:
try:
self.trade()
print('=================================')
# 休眠s
time.sleep(5)
except Exception:
print(traceback.format_exc())
time.sleep(5)
def __init__(self, queue):
self.queue = queue
self.amount = 0
self.target_exchange = TargetExchange()
self.account_index = 0
class LiquidityTrade():
def __init__(self, queue):
self.queue = queue
self.amount = 0
self.target_exchange = TargetExchange()
self.account_index = 0
def trade(self):
try:
order_book = self.queue.get(block=True, timeout=10) #接收消息
except Queue.Empty:
print("Nothing to do!i will go home!")
return
if len(order_book) == 0:
print("order_book is null, Nothing to do! i will go home!")
return
symbol = order_book[0]['symbol']
# 10个账号，轮询使用，先取消前一个账号的订单，再下当前账号新订单，依次往复循环。
account_cur = account.account_list[self.account_index]
if self.account_index == 0:
last_index = len(account.account_list) - 1
else:
last_index = self.account_index - 1
account_last = account.account_list[last_index]
print(
"account_index=%d, last_index=%d, account_cur=%d, account_last=%d "
% (self.account_index, last_index, account_cur, account_last))
self.account_index += 1
self.account_index = self.account_index % len(account.account_list)
try:
# 获取未成交订单，并取消，可以替换成一个取消所有订单接口
response = self.target_exchange.get_open_orders(
account_last, symbol, -1)
if response is not None:
json_data = response.json()
if json_data['state'] == '1':
orders = json_data['data']['order_info']
for o in orders:
self.target_exchange.cancel_order(
account_last, symbol, o['id'])
# 下新订单
for b in order_book:
self.target_exchange.create_limit_order(
account_cur, b['symbol'], b['side'], float(b['amount']),
float(b['price']))
self.amount += float(b['amount'])
time.sleep(0.1)
print("work finished! %s amount=%s %s" %
(symbol, self.amount, datetime.now()))
self.queue.task_done() #完成一个任务
res = self.queue.qsize() #判断消息队列大小
if res > 0:
print("f**k!There are still %d tasks to do" % (res))
except Exception:
print(traceback.format_exc())
return
def run(self):
print('LiquidityTrade run.')
while True:
try:
self.trade()
print('=================================')
# 休眠s
time.sleep(5)
except Exception:
print(traceback.format_exc())
time.sleep(5)
else:
exit('time_interval doesn\'t end with m')
def random_side():
count = random()
if count < 0.5:
return 'buy'
else:
return 'sell'
if __name__ == "__main__":
time_interval = '5m' # 间隔运行时间
has_exception_occur = False
target_exchange = TargetExchange() # 交易所
symbol = 'CNB/USDT' # 交易对
# 账号
account1 = account.account_list[0]
# =====导入EOSUSD每一天的5分钟数据
df = pd.read_csv(
'../statistics/5MIN_CNBUSDT.csv')
# skiprows=1)
print df
last_close_price = 0
while True:
for i in range(df.shape[0]):
# if i < 144:
# continue
# ===sleep直到运行时间