def sell(self, coin_name, quantity=None, pair_base="BTC", amount=None, order_type="market"):
try:
client = Trade(key=self.api_key, secret=self.api_secret, passphrase='chimera',
is_sandbox=self.debug_mode)
symbol = f"BTC-{coin_name}"
price = self.get_price(symbol)
balance = self.get_balance(coin_name)
quantity = self.calculate_sell_qty(price, amount)
precision = self.get_precision(coin_name)
price = self.round_value(price, precision)
quantity = self.round_value(quantity, precision)
logger.info(
f"symbol:{symbol}>price:{price}>qty:{quantity} > market: {order_type}")
if order_type.lower() == "market":
order_id = client.create_market_order(
symbol, 'sell', size=quantity)
elif order_type.lower() == "limit":
order_id = client.create_limit_order(
symbol, 'sell', quantity, amount)
logger.info(
f"sold order request:{symbol}>type:{order_type}>quantity:{quantity}")
return order_id
except Exception as ex:
logger.error(ex, exc_info=True)
raise UserAdviceException(ex)
class Kucoin(object):
def __init__(self):
# read configuration from json file
with open(c.CONFIG_FILE, 'r') as file:
config = json.load(file)
self.api_key = config['kucoin_api_key']
self.secret_key = config['kucoin_secret_key']
self.pass_phrase = config['kucoin_pass_phrase']
self.is_sandbox = config['is_sandbox']
self.kucoin_symbol = config['kucoin_symbol']
self.category = config['category']
self.maker_number = config['maker_number']
self.taker_number = config['taker_number']
self.side = config['side']
self.sizeMin = 100
self.sizeMax = 10000
self.buy_list = {}
self.sell_list = {}
self.best_ask = 0
self.best_bid = 0
self.market_price = 0
self.trade_sandbox = Trade(self.api_key,
self.secret_key,
self.pass_phrase,
is_sandbox=self.is_sandbox)
self.market_sandbox = Market(self.api_key,
self.secret_key,
self.pass_phrase,
is_sandbox=self.is_sandbox)
self.trade = Trade(self.api_key,
self.secret_key,
self.pass_phrase,
is_sandbox=False)
self.market = Market(self.api_key,
self.secret_key,
self.pass_phrase,
is_sandbox=False)
def get_market_price(self):
r = {}
# 根据类型调用对应的合约API
try:
if self.category == c.BTC_USDT:
r = self.market.get_ticker(self.kucoin_symbol)
elif self.category == c.ETH_USDT:
r = self.market.get_ticker(self.kucoin_symbol)
elif self.category == c.ETH_BTC:
r = self.market.get_ticker(self.kucoin_symbol)
except Exception as e:
logging.error(e)
time.sleep(5)
self.best_ask = int(float(r['bestAsk']))
self.best_bid = int(float(r['bestBid']))
self.market_price = int((self.best_ask + self.best_bid) / 2)
logging.info('最新盘口价格 = %s' % self.market_price)
def taker(self):
try:
t = self.market_sandbox.get_ticker(self.kucoin_symbol)
logging.info(t)
best_bid_size = t['bestBidSize']
best_ask_size = t['bestAskSize']
max_size = 100000
if best_bid_size > max_size:
best_bid_size = max_size
if best_ask_size > max_size:
best_ask_size = max_size
if best_ask_size > 0:
try:
sell = self.trade_sandbox.create_market_order(
self.kucoin_symbol,
'sell',
size=best_ask_size,
type='market')
logging.info(
'在交易对 %s 以数量= %s, 吃卖单,订单ID = %s' %
(self.kucoin_symbol, best_ask_size, sell['orderId']))
except Exception as e:
logging.error(e)
if best_bid_size > 0:
try:
buy = self.trade_sandbox.create_market_order(
self.kucoin_symbol,
'buy',
size=best_bid_size,
type='market')
logging.info(
'在交易对 %s 以数量= %s, 吃买单,订单ID = %s' %
(self.kucoin_symbol, best_bid_size, buy['orderId']))
except Exception as e:
logging.error(e)
except Exception as e:
logging.error(e)
return
def ask_maker(self, p):
try:
m = random.randint(self.sizeMin, self.sizeMax)
ask = self.trade_sandbox.create_limit_order(
self.kucoin_symbol, 'sell', m, p)
logging.info(
'当前盘口价格 = %s,在交易对 %s 以数量= %s,价格= %s,创建了卖单,卖单ID = %s' %
(self.market_price, self.kucoin_symbol, m, p, ask['orderId']))
self.sell_list[p] = {
'price': p,
'side': 'sell',
'size': m,
'order_id': ask['orderId']
}
except Exception as e:
logging.error(e)
def bid_maker(self, p):
try:
m = random.randint(self.sizeMin, self.sizeMax)
bid = self.trade_sandbox.create_limit_order(
self.kucoin_symbol, 'buy', m, p)
logging.info(
'当前盘口价格 = %s,在交易对 %s 以数量= %s,价格= %s,创建了买单,卖单ID = %s' %
(self.market_price, self.kucoin_symbol, m, p, bid['orderId']))
self.sell_list[p] = {
'price': p,
'side': 'buy',
'size': m,
'order_id': bid['orderId']
}
except Exception as e:
logging.error(e)
def cancel_order(self, order_id, key, side):
try:
self.trade_sandbox.cancel_order(order_id)
logging.info('当前盘口价 = %s,撤单 id = %s, key = %s' %
(self.market_price, order_id, key))
if side == 'sell':
del self.sell_list[key]
elif side == 'buy':
del self.buy_list[key]
except Exception as e:
logging.info('撤单时发生错误, order_id = %s, key = %s' % (order_id, key))
logging.error(e)
def get_order_info(self, order_id):
try:
o = self.trade_sandbox.get_order_details(order_id)
except Exception as e:
logging.error(e)
o = {}
return o
def get_active_orders(self):
try:
o = self.trade_sandbox.get_order_list(symbol=self.kucoin_symbol,
status='active',
type='limit')
os = o['items']
except Exception as e:
logging.error(e)
os = []
if len(os) > 0:
self.sell_list.clear()
self.buy_list.clear()
for n in os:
# print(json.dumps(n))
if n['side'] == 'sell':
self.sell_list[int(n['price'])] = {
'price': int(n['price']),
'side': 'sell',
'size': n['size'],
'order_id': n['id']
}
elif n['side'] == 'buy':
self.buy_list[int(n['price'])] = {
'price': int(n['price']),
'side': 'buy',
'size': n['size'],
'order_id': n['id']
}