def sell(self, symbol_name, **kwargs):
self.trade_lock(symbol_name, self.strategy)
try:
assert kwargs['amount'] > kwargs['dollar']
# 获取交易数目精度
precision = self.precision_collection.find_one(
{"symbol": symbol_name + "usdt"}, {"amount_precision": 1})
amount_precision = float(precision['amount_precision'])
# 计算欲卖出的数目
sell_currency = retain_decimals(
(float(kwargs['amount']) - float(kwargs['dollar'])) / 2 /
float(kwargs['price']), amount_precision)
if float(sell_currency) > TradeLimit.BTC:
order_id = self.request_client.create_order(
symbol_name + 'usdt', AccountType.SPOT,
OrderType.SELL_MARKET, sell_currency, None)
self.update_balance_and_dollar(order_id, Action.SELL,
symbol_name)
self.send_mail("触发卖出信号",
f"动态平衡策略触发卖出{sell_currency}的{symbol_name}")
else:
self.logger.warning(
f"当前欲卖出{sell_currency}美金的{symbol_name}, 不满足最低交易限制")
except AssertionError:
self.logger.error(
f"AssertionError, symbol={symbol_name}, amount={kwargs['amount']}, "
f"dollar={kwargs['dollar']}")
finally:
self.trade_unlock(symbol_name, self.strategy)
def buy(self, symbol_name, **kwargs):
self.trade_lock(symbol_name, self.strategy)
try:
assert kwargs['dollar'] >= kwargs['amount']
buy_dollar = retain_decimals(
(float(kwargs['dollar']) - float(kwargs['amount'])) / 2, 2)
if float(buy_dollar) >= TradeLimit.USDT:
# 买入
order_id = self.request_client.create_order(
symbol_name + 'usdt', AccountType.SPOT,
OrderType.BUY_MARKET, buy_dollar, None)
self.update_balance_and_dollar(order_id,
Action.BUY,
symbol_name,
buy_dollar=buy_dollar)
self.send_mail("触发买入信号",
f"动态平衡策略触发买入{buy_dollar}的{symbol_name}")
else:
self.logger.warning(
f"当前欲买入{buy_dollar}美金的{symbol_name}, 不满足最低交易限制")
except AssertionError:
self.logger.error(
f"AssertionError, symbol={symbol_name}, amount={kwargs['amount']}, "
f"dollar={kwargs['dollar']}")
finally:
self.trade_unlock(symbol_name, self.strategy)
def update_balance_and_dollar(self, order_id, action, symbol_name,
**kwargs):
order_detail = self.request_client.get_order("symbol", order_id)
# 验证订单是否执行完成
while not order_detail.state == OrderState.FILLED:
time.sleep(1)
self.logger.info(f"{order_id}还未执行完成, 休眠1秒等待执行完成")
order_detail = self.request_client.get_order("symbol", order_id)
# mongodb中减去已使用的美金
result = self.keep_balance_collection.find_one({"symbol": symbol_name})
dollar = float(result['amount'])
if action == 'BUY':
dollar -= float(kwargs['buy_dollar'])
# mongodb中加上卖出获得的美金
elif action == 'SELL':
dollar += float(order_detail.filled_cash_amount)
# 格式化美金数
dollar = retain_decimals(dollar, 2)
# mongodb更新操作
self.keep_balance_collection.update_one({"symbol": symbol_name},
{"$set": {
"amount": dollar
}})
self.logger.info(f"{symbol_name}美金数置为: {dollar}")
def get_account_amount(self, symbol_name, symbol_balance):
price = self.get_price(symbol_name + "usdt")
amount = str(float(symbol_balance) * float(price))
amount = retain_decimals(amount, 2)
return price, amount