def get_pending_order(self):
def _type(td):
if '限' in td[2].text and '卖' in td[3].text:
return const.ORDER_TYPE.LIMIT_SELL
if '限' in td[2].text and '买' in td[3].text:
return const.ORDER_TYPE.LIMIT_BUY
wait = WebDriverWait(driver, 10)
order_table_xpath = '//div[@class="bottom-current-delegation"]/table/div/tbody/tr'
order_ele = wait.until(EC.presence_of_all_elements_located((By.XPATH, order_table_xpath)))
pending_orders = []
for e in order_ele:
td_ele = e.find_elements_by_tag_name('td')
pending_orders.append({
'pair': td_ele[1].text,
'type': _type(td_ele),
'price': util.safe_decimal(td_ele[4].text),
'amount': util.safe_decimal(td_ele[5].text),
'filled_amount': util.safe_decimal(td_ele[6].text),
'unsettled_amount': util.safe_decimal(td_ele[7].text),
'cancel_btn': td_ele[9]
})
return pending_orders
def get_fee(self):
def _stat_msc(df, settlement_currency):
"""stat_main_settlement_currency"""
df_ = df.loc[df['交易对'].str.endswith(settlement_currency)]
fee = df_['手续费'].sum()
volume = df_['金额'].sum()
return fee, volume
def _pair_price(pair):
price = req.get(current_usdt_url.format(pair),
**self.req_kw).json()
return price[0][4]
content = req.get(csv_url, **self.req_kw).content
df = pd.read_csv(io.StringIO(content.decode('utf-8')))
fee = 0
volume = 0
try:
df[['手续费', '金额']] = df[['手续费', '金额']].astype('float64')
usdt_fee, usdt_volume = _stat_msc(df, 'usdt')
btc_fee, btc_volume = _stat_msc(df, 'btc')
btc_usdt_price = _pair_price('btc')
fee = usdt_fee + btc_fee * btc_usdt_price
volume = usdt_volume + btc_volume * btc_usdt_price
except KeyError:
df[['Fee', 'Amount']] = df[['Fee', 'Amount']].astype('float64')
fee = df['Fee'].sum()
volume = df['Amount'].sum()
return util.safe_decimal(fee), util.safe_decimal(volume), df.shape[0]
def get_price(self):
"""
收矿日收盘价
9-10 挖的矿 9-11收到 获取9-11收盘价
"""
kline = req.get(kline_url, **self.req_kw).json()
return util.safe_decimal(kline[0][4])
def get_ticker(self):
"""盘口"""
try:
wait = WebDriverWait(driver, 30)
ask_ele = wait.until(EC.presence_of_element_located((
By.XPATH, '//tbody[@class="scrollStyle ask-table"]/tr[last()]/td[1]')
))
ask_price = util.safe_decimal(ask_ele.text)
bid_ele = wait.until(EC.presence_of_element_located((
By.XPATH, '//tbody[@class="scrollStyle bid-table"]/tr[1]/td[1]')
))
bid_price = util.safe_decimal(bid_ele.text)
return {
const.SIDE.ASK: ask_price,
const.SIDE.BID: bid_price,
}
except:
log.error(util.error_msg())
raise Exception('Error ticker')
def _stat(self, account_info, is_exit=True):
amount = 0
is_ok = self._login(account_info)
if is_ok:
self._get_request_kw()
driver.get(mine_profit_url_json)
rep = req.get(mine_profit_url_json, **self.req_kw)
stat_data = rep.json()
for d in stat_data['minings']:
real_create_time = json.loads(d['extra_info'])['created_at']
if NOW_DATE in real_create_time:
amount += util.safe_decimal(d['amount'])
if is_exit:
driver.delete_all_cookies()
return amount
def _dry_try_volume(self, side):
# TODO:fix limit_buy or limit_sell xpath
pattern = r'.*(\d+\.\d*).*'
ask_form_xpath = '//div[@class="order-submit order-form"]/div[2]'
price_ele = driver.find_element_by_xpath(
ask_form_xpath + '/div[@class="input-label input-item input-price"]/input')
price_ele.clear()
price_ele.send_keys(str(self.ticker[const.SIDE.BID]))
amount_ele = driver.find_element_by_xpath(
ask_form_xpath + '/div[@class="input-label input-item input-amout"]/input')
ask_amount = util.safe_decimal(re.search(pattern, amount_ele.get_attribute('placeholder')).groups()[0])
ask_volume = self.ticker[const.SIDE.BID] * ask_amount
bid_volume = self.balance[const.SIDE.BID]
volume = (ask_volume + bid_volume) / 2
if side == const.SIDE.ASK:
return bid_volume - volume
return ask_volume - volume
def _strategy():
"""
瞄准买一卖一缝隙刷单 目标是尽量成交自己的单,持续时间尽量久
先卖后买 先买后卖 两种操作 交替执行
sell_buy buy_sell
单被吃 反向操作进行两次
Example:
进行buy_sell 导致买单被吃 之后做两次sell_buy 再buy_sell sell_buy 循环
保存操作状态
:return:
"""
spread = self.ticker[const.SIDE.ASK] - self.ticker[const.SIDE.BID]
order_price = util.safe_decimal(round(
float(self.ticker[const.SIDE.BID]) +
random.uniform(float(self.price_point), float(spread - self.price_point)),
util.get_round(self.price_point)))
order_amount = util.safe_decimal(round(
random.uniform(float(self.amount_point), float(self._get_amount_balance(const.SIDE.ASK))),
util.get_round(self.amount_point)))
with Stash(strategy_id) as stash:
self._balance_asset(order_price, stash)
if spread > self.price_point:
# 有空隙
if self._judge_mode(stash) == STRATEGY_FLAG.FLAG_SB:
is_ok = self.limit_sell(order_price, order_amount)
if is_ok is None:
stash[MODE_KEY] = MODE.FLAG_BS
stash[BALANCE_KEY] = const.SIDE.ASK
log.info('no suitable sell order')
return
if is_ok:
pending_order = self.get_pending_order()
self.limit_buy(pending_order[0]['price'], pending_order[0]['unsettled_amount'])
if stash.get(MODE_KEY) == MODE.FILL_B:
stash[MODE_KEY] = MODE.FLAG_SB
else:
stash[MODE_KEY] = MODE.FLAG_BS
else:
log.warn('sell order has filled')
stash[MODE_KEY] = MODE.FILL_S
else:
is_ok = self.limit_buy(order_price, order_amount)
if is_ok is None:
stash[MODE_KEY] = MODE.FLAG_SB
stash[BALANCE_KEY] = const.SIDE.BID
log.info('no suitable buy order')
return
if is_ok:
pending_order = self.get_pending_order()
self.limit_sell(pending_order[0]['price'], pending_order[0]['unsettled_amount'])
if stash.get(MODE_KEY) == MODE.FILL_S:
stash[MODE_KEY] = MODE.FLAG_BS
else:
stash[MODE_KEY] = MODE.FLAG_SB
else:
log.warn('buy order has filled')
stash[MODE_KEY] = MODE.FILL_B
else:
wait_spread = random.uniform(1, 10)
msg = 'BID ASk price too close sleep {} sec'.format(wait_spread)
log.info(msg)
print(msg)
sleep(wait_spread)
mine_profit_url_json = 'https://abcc.com/history/minings.json?page=1&per_page=50'
csv_url = 'https://abcc.com/history/trades.csv?per_page=1000&from={date} 00:00:00&to={date} 23:59:00'.format(
date=NOW_DATE)
kline_url = 'https://abcc.com/api/v2/k.json?market=atusdt&limit={}&period=1440'.format(
day_limit)
current_usdt_url = 'https://abcc.com/api/v2/k.json?market={}usdt&limit=1&period=1440'
driver = webdriver.Chrome()
logger.AutoLog.log_path = 'logs'
strategy_id = 'abcc_stat'
log = logger.AutoLog.file_log(strategy_id)
conf = config.ABCC_STAT
USDT_CNY = util.safe_decimal(conf.usdt_cny)
class AT_STAT(object):
amount = 0
def _dialog_close(self):
wait = WebDriverWait(driver, 5)
try:
wait.until(
EC.presence_of_element_located(
(By.CLASS_NAME, 'dialog-content')))
except:
return
driver.find_element_by_css_selector('.iconfont.icon-guanbi').click()