def add(self):
session = get_dbsession()
try:
session.add(
CombinationModel(combination=self.combination,
user=self.user,
first_market=self.first_market,
second_market=self.second_market,
big_coin=self.big_coin,
small_coin=self.small_coin,
big_coin_amount=self.big_coin_amount,
small_coin_amount=self.small_coin_amount,
trade_threshold=self.trade_threshold,
first_market_api_key=aes_encrypt(
self.first_market_api_key),
first_market_api_secret=aes_encrypt(
self.first_market_api_secret),
second_market_api_key=aes_encrypt(
self.second_market_api_key),
second_market_api_secret=aes_encrypt(
self.second_market_api_secret),
status=self.status,
huobi_account=self.huobi_account,
huobipoint_account=self.huobipoint_account))
session.commit()
except Exception as e:
session.rollback()
print '{}|AddCombinationException|{}'.format(
datetime.utcnow().strftime('%Y-%m-%dT%H:%M:%S.%f'), self)
raise
obj = self.fetch_by_combination(self.combination)
self.id = obj.id
print '{}|AddCombination|{}'.format(
datetime.utcnow().strftime('%Y-%m-%dT%H:%M:%S.%f'), self)
def add(self):
session = get_dbsession()
try:
session.add(self)
session.commit()
except:
session.rollback()
raise
def run():
obj_dict = dict()
session = get_dbsession()
try:
order_list = session.query(CombinationTradeInfoModel) \
.filter(and_(CombinationTradeInfoModel.state == OrderState.Filled,
CombinationTradeInfoModel.market == Market.HUOBI,
CombinationTradeInfoModel.trade_side == TradeSide.SIDE_SELL)) \
.all()
for order_data in order_list:
# 这种情况不应该发生
if order_data.order_id is None:
print("{}|InvalidOrder|{}|{}|{}".format(
datetime.utcnow().strftime('%Y-%m-%dT%H:%M:%S.%f'),
order_data.trade_pair_id, order_data.combination,
order_data.market))
continue
if order_data.combination not in obj_dict:
try:
_obj = HuobiBinanceCombinationTask(
rds=None, combination=order_data.combination)
obj_dict[order_data.combination] = _obj
except:
obj_dict[order_data.combination] = None
combination_obj = obj_dict.get(order_data.combination)
if combination_obj is None:
print("{}|CombinationNotFound|{}|{}|{}".format(
datetime.utcnow().strftime('%Y-%m-%dT%H:%M:%S.%f'),
order_data.trade_pair_id, order_data.combination,
order_data.market))
continue
huobi_order_info = combination_obj.huobi_trade_api.query_order(
order_data.order_id)
# 先只管订单完成了的
if huobi_order_info['state'] == 'filled':
order_data.filled_amount = Decimal(
huobi_order_info['field-cash-amount'])
print("{}|ChangeFilledAmount|{}|{}|{}|{}|{}".format(
datetime.utcnow().strftime('%Y-%m-%dT%H:%M:%S.%f'),
order_data.trade_pair_id, order_data.combination,
order_data.market, order_data.trade_side,
order_data.filled_amount))
session.commit()
# 1s最多一次操作
time.sleep(1)
except Exception as e:
print("{}|TaskError|{}|{}".format(
datetime.utcnow().strftime('%Y-%m-%dT%H:%M:%S.%f'), e.message,
traceback.format_exc()))
# 重开对象
session.rollback()
print("{}|WaitForNextTurn".format(
datetime.utcnow().strftime('%Y-%m-%dT%H:%M:%S.%f')))
# 休息1分钟
time.sleep(60)
def end_combination(name):
"""
结束组合
:param name:
:return:
"""
session = get_dbsession()
try:
combination_obj = Combination.fetch_by_combination(name)
fetch_combination_account(combination_obj, Status.End)
_db = session.query(CombinationModel).filter_by(
combination=name).one_or_none()
_db.status = Status.End
session.commit()
except:
session.rollback()
raise
print("{}|EndCombination|{}".format(
datetime.utcnow().strftime('%Y-%m-%dT%H:%M:%S.%f'), name))
def fetch_by_id(cls, id):
"""
获取指定id对应的组合
:param id:
:return:
"""
session = get_dbsession()
try:
_db = session.query(CombinationModel).filter_by(
id=id).one_or_none()
if _db is None:
raise CombinationNotExistError(
u'Combination of id {} not exist'.format(id))
res = cls(
id=_db.id,
combination=_db.combination,
user=_db.user,
first_market=_db.first_market,
second_market=_db.second_market,
big_coin=_db.big_coin,
small_coin=_db.small_coin,
big_coin_amount=_db.big_coin_amount,
small_coin_amount=_db.small_coin_amount,
trade_threshold=_db.trade_threshold,
first_market_api_key=aes_decrypt(_db.first_market_api_key),
first_market_api_secret=aes_decrypt(
_db.first_market_api_secret),
second_market_api_key=aes_decrypt(_db.second_market_api_key),
second_market_api_secret=aes_decrypt(
_db.second_market_api_secret),
status=_db.status,
huobi_account=_db.huobi_account,
huobipoint_account=_db.huobipoint_account)
session.commit()
except:
session.rollback()
raise
return res
def all_active(cls):
"""
获取所有组合
:return: combination object list
"""
session = get_dbsession()
try:
db_list = session.query(CombinationModel).filter_by(
status=Status.Active).all()
res_list = list()
for _db in db_list:
res_list.append(
cls(id=_db.id,
combination=_db.combination,
user=_db.user,
first_market=_db.first_market,
second_market=_db.second_market,
big_coin=_db.big_coin,
small_coin=_db.small_coin,
big_coin_amount=_db.big_coin_amount,
small_coin_amount=_db.small_coin_amount,
trade_threshold=_db.trade_threshold,
first_market_api_key=aes_decrypt(
_db.first_market_api_key),
first_market_api_secret=aes_decrypt(
_db.first_market_api_secret),
second_market_api_key=aes_decrypt(
_db.second_market_api_key),
second_market_api_secret=aes_decrypt(
_db.second_market_api_secret),
status=_db.status,
huobi_account=_db.huobi_account,
huobipoint_account=_db.huobipoint_account))
session.commit()
except:
session.rollback()
raise
return res_list
def get(cls, name):
session = get_dbsession()
return session.query(cls).filter_by(name=name).one_or_none()
def run():
obj_dict = dict()
session = get_dbsession()
while 1:
try:
order_list = session.query(CombinationTradeInfoModel)\
.filter(and_(CombinationTradeInfoModel.state != OrderState.Filled,
CombinationTradeInfoModel.state != OrderState.Exception))\
.order_by(CombinationTradeInfoModel.create_time.desc()).limit(10)
session.commit()
# 移除之前没找到的combination
for k, v in obj_dict.items():
if v is None:
del obj_dict[k]
for order_data in order_list:
# 这种情况不应该发生
if order_data.order_id is None:
print("{}|InvalidOrder|{}|{}|{}".format(
datetime.utcnow().strftime('%Y-%m-%dT%H:%M:%S.%f'),
order_data.trade_pair_id, order_data.combination,
order_data.market))
continue
if order_data.combination not in obj_dict:
try:
_obj = get_task_object(
rds=None, combination=order_data.combination)
obj_dict[order_data.combination] = _obj
except:
obj_dict[order_data.combination] = None
combination_obj = obj_dict.get(order_data.combination)
if combination_obj is None:
print("{}|CombinationNotFound|{}|{}|{}".format(
datetime.utcnow().strftime('%Y-%m-%dT%H:%M:%S.%f'),
order_data.trade_pair_id, order_data.combination,
order_data.market))
continue
if order_data.market == Market.HUOBI:
huobi_order_info = combination_obj.huobi_trade_api.query_order(
order_data.order_id)
# 先只管订单完成了的
if huobi_order_info['state'] == 'filled':
order_data.state = OrderState.Filled
if order_data.trade_side == TradeSide.SIDE_BUY:
order_data.filled_amount = Decimal(
huobi_order_info['field-amount'])
else:
order_data.filled_amount = Decimal(
huobi_order_info['field-cash-amount'])
order_data.filled_fees = Decimal(
huobi_order_info['field-fees'])
order_data.order_time = datetime.utcfromtimestamp(
1.0 * huobi_order_info['created-at'] / 1000)
session.commit()
print("{}|OrderFilled|{}|{}|{}".format(
datetime.utcnow().strftime('%Y-%m-%dT%H:%M:%S.%f'),
order_data.trade_pair_id, order_data.combination,
order_data.market))
elif order_data.market == Market.BINANCE:
binance_order_info = combination_obj.binance_trade_api.get_order(
symbol=order_data.symbol, orderId=order_data.order_id)
if binance_order_info['status'] == 'FILLED':
order_data.state = OrderState.Filled
order_data.filled_amount = Decimal(
binance_order_info['executedQty'])
order_data.order_time = datetime.utcfromtimestamp(
1.0 * binance_order_info['time'] / 1000)
session.commit()
print("{}|OrderFilled|{}|{}|{}".format(
datetime.utcnow().strftime('%Y-%m-%dT%H:%M:%S.%f'),
order_data.trade_pair_id, order_data.combination,
order_data.market))
elif order_data.market == Market.OKEX:
okex_order_info = combination_obj.okex_trade_api.get_order(
symbol=order_data.symbol,
order_id=order_data.order_id)[0]
print order_data.query_amount, order_data.query_price, okex_order_info
if okex_order_info['status'] == 2:
order_data.state = OrderState.Filled
if order_data.trade_side == TradeSide.SIDE_BUY:
order_data.filled_amount = Decimal(okex_order_info['deal_amount']) / \
Decimal(okex_order_info['avg_price'])
else:
order_data.filled_amount = Decimal(okex_order_info['deal_amount']) * \
Decimal(okex_order_info['avg_price'])
order_data.order_time = datetime.utcfromtimestamp(
1.0 * okex_order_info['create_date'] / 1000)
session.commit()
print("{}|OrderFilled|{}|{}|{}".format(
datetime.utcnow().strftime('%Y-%m-%dT%H:%M:%S.%f'),
order_data.trade_pair_id, order_data.combination,
order_data.market))
# 1s最多一次操作
time.sleep(1)
except Exception as e:
session.rollback()
print("{}|TaskError|{}|{}".format(
datetime.utcnow().strftime('%Y-%m-%dT%H:%M:%S.%f'), e.message,
traceback.format_exc()))
try:
ExceptionInfoModel(host=ip,
source='CHECK_ORDER',
message=e.message,
log_time=datetime.utcnow()).add()
except:
pass
# 重开对象
session.close()
session = get_dbsession()
obj_dict = dict()
print("{}|WaitForNextTurn".format(
datetime.utcnow().strftime('%Y-%m-%dT%H:%M:%S.%f')))
# 休息1分钟
time.sleep(60)
def report_supervisor_status():
"""
汇报supervisor状态
:return:
"""
session = get_dbsession()
try:
# shell获取到的是服务器当地时间
begin_datetime = datetime.now() - timedelta(seconds=1800)
utc_begin_datetime = datetime.utcnow() - timedelta(seconds=1800)
db_list = session.query(SupervisorStatusModel).\
filter(SupervisorStatusModel.log_time > begin_datetime).all()
message_list = list()
for db in db_list:
status_parts = db.info.split('\n')
parts_len = len(status_parts)
for index, item in enumerate(status_parts):
item_parts = item.split(' ', 1)
if index == 0:
message = u"""
<tr>
<td rowspan="{rowspan}">{host}</td>
<td>{task}</td>
<td>{status}</td>
<td>{log_time}</td>
</tr>
""".format(
host=db.host,
task=item_parts[0],
status=item_parts[1].strip(),
log_time=db.log_time.strftime('%Y-%m-%d %H:%M:%S'),
rowspan=parts_len)
else:
message = u"""
<tr>
<td>{task}</td>
<td>{status}</td>
<td>{log_time}</td>
</tr>
""".format(
task=item_parts[0],
status=item_parts[1].strip(),
log_time=db.log_time.strftime('%Y-%m-%d %H:%M:%S'))
message_list.append(message)
# 异常，异常记录的是UTC时间
db_list = session.query(ExceptionInfoModel). \
filter(ExceptionInfoModel.log_time > utc_begin_datetime).all()
cal_dict = dict()
exception_cal_message_list = list()
exception_message_list = list()
for db in db_list:
if db.host not in cal_dict:
cal_dict[db.host] = dict()
if db.source not in cal_dict[db.host]:
cal_dict[db.host][db.source] = 1
else:
cal_dict[db.host][db.source] += 1
message = u"""
<tr>
<td>{host}</td>
<td>{source}</td>
<td>{info}</td>
</tr>
""".format(host=db.host, source=db.source, info=db.message)
exception_message_list.append(message)
for host, host_cal in cal_dict.items():
for source, count in host_cal.items():
message = u"""
<tr>
<td>{host}</td>
<td>{source}</td>
<td>{count}</td>
</tr>
""".format(host=host, source=source, count=count)
exception_cal_message_list.append(message)
user_html = u"""
<h2>运行状态</h2>
<table border="1" cellspacing="0">
{header}
{message}
</table>
<h2>异常统计</h2>
<table border="1" cellspacing="0">
{exception_cal_header}
{exception_cal_message}
</table>
<h2>异常信息</h2>
<table border="1" cellspacing="0">
{exception_info_header}
{exception_info_message}
</table>
""".format(header=supervisor_status_header,
message='\n'.join(message_list),
exception_cal_header=exception_cal_header,
exception_cal_message='\n'.join(exception_cal_message_list),
exception_info_header=exception_info_header,
exception_info_message='\n'.join(exception_message_list))
send_email(['*****@*****.**'],
header='运行状态报表',
text=None,
html=user_html)
except:
session.rollback()
print(traceback.format_exc())
raise
def report_profit():
"""
汇报收益
:return:
"""
active_combination_list = Combination.all_active()
user_profit = defaultdict(list)
today_str = datetime.utcnow().strftime('%Y-%m-%d')
# today_str = '2018-03-31'
session = get_dbsession()
res = session.execute(
'SELECT combination, init_big, init_small, init_bnb, init_huobi, yes_big, '
'yes_small, yes_bnb, yes_huobi, now_big, now_small, now_bnb, now_huobi, '
'daily_profit_rate, total_profit_rate, daily_profit, total_profit from '
'combination_profit where substr(log_time, 1, 10)="{}"'.format(
today_str))
data_res = dict()
for item in res:
data_res[item[0]] = item
for combination_obj in active_combination_list:
if data_res.get(combination_obj.combination) is None:
continue
combination, init_big, init_small, init_bnb, init_huobi, yes_big, yes_small, yes_bnb, \
yes_huobi, now_big, now_small, now_bnb, now_huobi, daily_profit_rate, total_profit_rate, \
daily_profit, total_profit = data_res[combination_obj.combination]
init_point_list = list()
yes_point_list = list()
now_point_list = list()
if combination_obj.first_market == Market.HUOBI or combination_obj.second_market == Market.HUOBI:
init_point_list.append(u'<p>火币点卡: {}</p>'.format(init_huobi))
yes_point_list.append(u'<p>火币点卡: {}</p>'.format(yes_huobi))
now_point_list.append(u'<p>火币点卡: {}</p>'.format(now_huobi))
if combination_obj.first_market == Market.BINANCE or combination_obj.second_market == Market.BINANCE:
init_point_list.append(u'<p>bnb: {}</p>'.format(init_bnb))
yes_point_list.append(u'<p>bnb: {}</p>'.format(yes_bnb))
now_point_list.append(u'<p>bnb: {}</p>'.format(now_bnb))
message = u"""
<tr>
<td>{id}</td>
<td><p>{first_market}: {second_market}</p><p>{small_coin}: {big_coin}</p></td>
<td><p>当日:{daily_profit_rate}%</p><p>总体:{total_profit_rate}%</p></td>
<td><p>当日:{daily_profit}</p><p>总体:{total_profit}</p></td>
<td><p>{big_coin}:{now_big}</p><p>{small_coin}:{now_small}</p>{now_point}</td>
<td><p>{big_coin}:{yes_big}</p><p>{small_coin}:{yes_small}</p>{yes_point}</td>
<td><p>{big_coin}:{init_big}</p><p>{small_coin}:{init_small}</p>{init_point}</td>
</tr>
""".format(id=combination_obj.id,
small_coin=combination_obj.small_coin,
big_coin=combination_obj.big_coin,
init_big=init_big,
init_small=init_small,
yes_big=yes_big,
yes_small=yes_small,
now_big=now_big,
now_small=now_small,
daily_profit=daily_profit,
total_profit=total_profit,
daily_profit_rate='%.3f' % (daily_profit_rate * 100),
total_profit_rate='%.3f' % (total_profit_rate * 100),
init_point=u''.join(init_point_list),
yes_point=u''.join(yes_point_list),
now_point=u''.join(now_point_list),
first_market=combination_obj.first_market,
second_market=combination_obj.second_market)
user_profit[combination_obj.user].append(message)
for user, message_list in user_profit.items():
if not message_list:
continue
user_db = UserModel.get(user)
if user_db is None or user_db.email is None:
continue
user_html = u"""
<table border="1" cellspacing="0">
{header}
{message}
</table>
""".format(header=profit_table_header, message='\n'.join(message_list))
send_email(
[user_db.email, '*****@*****.**', '*****@*****.**'],
header='收益报表',
text=None,
html=user_html)
def add(self):
session = get_dbsession()
session.add(self)
session.commit()