def fill_depth(floor,
upper,
symbol,
api_key,
secret_key,
digit=4,
number=20,
exchange=CgCoin()):
"""
:param floor: 挂单数量下限
:param upper: 挂单数量上限
:param symbol: 交易对
:param api_key:
:param secret_key:
:param number: 用于补单的触发条件
:param exchange: 交易所
:return:
"""
exchange.auth(api_key, secret_key)
now = str(datetime.datetime.now()).split('.')[0]
data = get_data_from_cg(symbol)
bids = data['bids']
asks = data['asks']
print('当前时间:%s，交易对:%s，买单深度:%s档，卖单深度:%s档' % (now, symbol, bids[0], asks[0]))
if bids[0] <= number:
for _ in range(10):
rand = round(random.uniform(0.98, 0.999), 4)
price = round(bids[1] * rand, digit)
amount = round(random.uniform(floor, upper), 6)
order_buy = exchange.create_order(symbol=symbol,
side=1,
type=1,
price=price,
amount=amount,
source=3)
print('挂单价格:%s，挂单数量:%s, 买单：%s' % (price, amount, order_buy))
if asks[0] <= number:
for _ in range(10):
rand = round(random.uniform(1.001, 1.02), 4)
price = round(asks[1] * rand, digit)
amount = round(random.uniform(floor, upper), 6)
order_sell = exchange.create_order(symbol=symbol,
side=2,
type=1,
price=price,
amount=amount,
source=3)
print('挂单价格:%s，挂单数量:%s, 卖单：%s' % (price, amount, order_sell))
print()
time.sleep(0.5)
def user_balance(user, symbol, api_key, secret_key, exchange=CgCoin()):
for _ in range(30):
exchange.auth(api_key, secret_key)
msg = dict(exchange.get_user_balance())
# print(msg)
if msg['status'] == 200:
data = msg['data']
data = pd.DataFrame(data) # 转换成dataframe格式
data = pd.DataFrame(data,
columns=['coin', 'amount',
'available']) # 对dataframe的行进行帅选、从新排序
data.rename(columns={
'coin': '货币',
'amount': '总量',
'available': '可用量'
},
inplace=True)
print('%s(%s)的资产为：' % (user, symbol))
print(str(data) + '\n')
break
time.sleep(1)
def refresh_quantity(api_key,
secret_key,
price_low,
price_high,
symbol='cgt_eth',
cg=CgCoin()):
cg.auth(api_key, secret_key)
differ = int(price_high * pow(10, 6) - price_low * pow(10, 6))
for _ in range(differ):
now = str(datetime.datetime.now()).split('.')[0]
amount = round(random.uniform(700, 1000), 4)
price_low = round(price_low + 0.000001, 6)
print('当前时刻：%s， 挂单价格：%s， 挂单数量：%s' % (now, price_low, amount))
buy_order = cg.create_order(symbol=symbol,
side=1,
type=1,
price=price_low,
amount=amount,
source=3) # 买单
print(buy_order)
print()
time.sleep(2)
def refresh_quantity(api_key, secret_key, symbol='cgt_eth', cg=CgCoin()):
cg.auth(api_key, secret_key)
now = str(datetime.datetime.now()).split('.')[0]
bid, ask = get_bid_and_ask_from_cg()
print('当前时刻：%s， 买一价：%s， 卖一价：%s' % (now, bid, ask))
for _ in range(200):
price = round(random.uniform(float(bid), float(ask)), 6)
if float(bid) < price < float(ask):
break
if float(bid) < price < float(ask):
amount = round(random.uniform(200000, 260000), 4)
print('成交价：%s， 成交量：%s' % (price, amount))
sell_order = cg.create_order(symbol=symbol,
side=2,
type=1,
price=price,
amount=amount,
source=3) # 卖单
print('卖单:', sell_order)
if sell_order['status'] == 200:
order_id = sell_order['data']
buy_order = cg.create_order(symbol=symbol,
side=1,
type=1,
price=price,
amount=amount,
source=3) # 买单
print('买单:', buy_order)
if buy_order['status'] != 200:
for _ in range(3):
cancel_order = cg.cancel(order_id)
print('撤单:', cancel_order)
if cancel_order['status'] == 200:
break
else:
print('价差过小')
print()
def repeal_bid(symbol, api_key, secret_key, num=25):
"""
:param num: 限制数量，表示还剩多少的挂单
:param symbol: 交易对
:param api_key:
:param secret_key:
:return:
"""
exchange = CgCoin()
exchange.auth(api_key, secret_key)
try:
while True:
# state : [int] 订单状态 0.正常 1.已完成 2.已撤销 3.部分成交 4.部分成交已撤销 5.撤销中 -1.获取历史成交
order_info = exchange.get_order_list(symbol=symbol,
state=0,
page=0,
size=1000) # 可能会报签名错误
if order_info['status'] == 200:
break
order_df = pd.DataFrame(
order_info['data']
['list']) # 取order_info['data']['list']的信息，并将其转换成DataFrame格式
# "side" : 交易方向 1.买入 2.卖出
orders = order_df[order_df['side'] == 1] # 筛选买单深度列表
orders = orders.sort_values(by='price', ascending=False) # 对买单按价格排降序
orders = orders.drop_duplicates(subset='price', keep='first') # 价格去重
# counter = orders.count()['id'] # 数量
# print(counter)
ids = orders['id'][num:] # 买单的所有ID
if list(ids):
print('需要撤销的买单ID：', '\n', ids)
for id in ids:
for _ in range(5):
order = exchange.cancel(id)
print('(%s)撤买单：%s - %s' % (symbol, id, order))
if order['status'] == 200:
break
time.sleep(0.5)
else:
print('暂无撤销的卖单！')
except Exception as error:
print('错误：', error)
async def repeal_orders(side, symbol, api_key, secret_key, num=25):
"""
:param side: "side" : 控制交易方向 1.买入 2.卖出
:param symbol: 交易对
:param api_key:
:param secret_key:
:param num: 用于控制触发撤单的数目
:return:
"""
exchange = CgCoin()
exchange.auth(api_key, secret_key)
try:
for _ in range(10):
# state : [int] 订单状态 0.正常 1.已完成 2.已撤销 3.部分成交 4.部分成交已撤销 5.撤销中 -1.获取历史成交
info = exchange.get_order_list(symbol=symbol,
state=0,
page=0,
size=30000) # 可能会报签名错误
if info['status'] == 200:
break
print(info)
data = pd.DataFrame(
info['data']
['list']) # 取order_info['data']['list']的信息，并将其转换成DataFrame格式
await asyncio.sleep(1)
# "side" : 交易方向 1.买入 2.卖出
if side == 1:
msg = data[data['side'] == 1] # 筛选买单深度列表信息
orders = pd.DataFrame(
msg, columns=['price', 'amount',
'id']) # 过滤信息，只看'price', 'amount', 'id'这三列
orders = orders.sort_values(by='price',
ascending=False) # 对买单按价格排降序
orders_dup = orders.drop_duplicates(subset='price',
keep='first') # 价格去重，重复元素保留第一个
counter_1 = orders_dup.count()['id'] # 数量
print('%s买单深度:%s档' % (symbol, counter_1))
if counter_1 >= num:
all_orders = orders.append(orders_dup.head(num))
all_orders = all_orders.sort_values(by='price',
ascending=False) # 排降序
_orders = all_orders.drop_duplicates(
subset=['id'],
keep=False) # _orders为orders与orders_dup.head(num)的差集
buy_ids = _orders['id'] # 卖单的所有ID
print('需要撤销的买单ID：', '\n', buy_ids)
for id in buy_ids:
await asyncio.sleep(1)
for _ in range(5):
order = exchange.cancel(id)
print('(%10s)撤买单：%s - %s' % (symbol, id, order))
if order['status'] == 200:
break
# time.sleep(1)
else:
print('%s暂无撤销的买单！' % symbol)
elif side == 2:
msg = data[data['side'] == 2] # 筛选买单深度列表信息
orders = pd.DataFrame(
msg, columns=['price', 'amount',
'id']) # 过滤信息，只看'price', 'amount', 'id'这三列
orders = orders.sort_values(by='price') # 对卖单按价格排升序
orders_dup = orders.drop_duplicates(subset='price',
keep='first') # 价格去重，重复元素保留第一个
counter_2 = orders_dup.count()['id'] # 数量
print('%s卖单深度:%s档' % (symbol, counter_2))
if counter_2 >= num:
all_orders = orders.append(orders_dup.head(num))
all_orders = all_orders.sort_values(by='price')
_orders = all_orders.drop_duplicates(
subset=['id'],
keep=False) # _orders为orders与orders_dup.head(num)的差集
sell_ids = _orders['id'] # 卖单的所有ID
print('需要撤销的卖单ID：', '\n', sell_ids)
for id in sell_ids:
await asyncio.sleep(1)
for _ in range(5):
order = exchange.cancel(id)
print('(%10s)撤卖单：%s - %s' % (symbol, id, order))
if order['status'] == 200:
break
# time.sleep(1)
else:
print('%s暂无撤销的卖单！' % symbol)
else:
print('传参错误, "side"控制交易方向: 1.买入 2.卖出')
print(
'*******************************************************************'
)
except Exception as error:
print('错误：', error)
time.sleep(0.5)
if __name__ == '__main__':
fill_depth(0.1, 0.3, 'xeth_usdt', '', '', digit=2)
fill_depth(0.03, 0.08, 'xbtc_usdt', '', '', digit=2)
fill_depth(3, 10, 'xeos_usdt', '', '', digit=4)
fill_depth(6, 10, 'xxrp_usdt', '', '', digit=4)
# https: // demo.i.cg.net
fill_depth(0.1,
0.3,
'xeth_usdt',
'',
'',
digit=2,
exchange=CgCoin(base_url='https://demo.i.cg.net'))
fill_depth(0.03,
0.08,
'xbtc_usdt',
'',
'',
digit=2,
exchange=CgCoin(base_url='https://demo.i.cg.net'))
fill_depth(0.12, 0.15, 'eth_usdt', '', '')
# fill_depth(1, 3, 'cgt_eth', '', '', digit=6)
fill_depth(5, 20, 'xrp_usdt', '', '')
fill_depth(0.002, 0.003, 'btc_usdt', '', '')
fill_depth(0.002, 0.003, 'eth_btc', '', '', digit=8)