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main.py
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# encoding:utf-8
import datetime
import pandas
import json
import requests
import os
import time
import threading
import api
import quickmail
where_script = os.path.split(os.path.realpath(__file__))[0]
now = datetime.datetime.now()
now.strftime('%Y-%m-%d %H:%M:%S')
nowtime = now.strftime('%Y-%m-%d %H:%M:%S')
print(nowtime)
print('Start at ' + time.ctime())
coins = ['btc', 'eth', 'etc', 'ltc', 'doge', 'ybc']
f = open(where_script + '/data/pricenow.json', 'r')
pricedata = json.load(f)
f.close()
f = open(where_script + '/setting.json', 'r')
setting_json = json.load(f)
f.close()
f = open(where_script + '/data/tradenow.json', 'r')
tradenow_json = json.load(f)
f.close()
pricedata['time'] = nowtime
# 用来存储获得的当前价格，参考json文件吧。
# 当前价格coin + last、上一次价格coin + previous、当前买一价coin + buy、当前卖一价coin + sell、上一买一价coin + pre_buy、上一卖一价coin + pre_sell、当前交易量coin + vol 、上一交易量coin + pre_vol
# 下面一个函数用来填充pricedata
previousdata = pandas.read_csv(where_script + '/data/pricelog_min.csv')
finlinedata = previousdata.iloc[-1, ]
def priceget(coin):
pricedata[coin]['previous'] = float(finlinedata[coin])
pricedata[coin]['pre_buy'] = float(finlinedata[coin + '_buy'])
pricedata[coin]['pre_sell'] = float(finlinedata[coin + '_sell'])
pricedata[coin]['pre_vol'] = int(finlinedata[coin + '_vol'])
# 处理上一数据，转移、记录
try:
print(coin.upper() + ':connecting……' + time.ctime())
url = 'https://api.btctrade.com/api/ticker?coin=' + coin
response = requests.get(url, timeout=5).text
# 抓取比特币价格网页
js_dict = json.loads(response)
print(coin + ' price:' + str(js_dict['last']))
print(coin + ' sell:' + str(js_dict['sell']))
print(coin + ' buy:' + str(js_dict['buy']))
pricedata[coin]['price'] = js_dict['last']
pricedata[coin]['buy'] = js_dict['buy']
pricedata[coin]['sell'] = js_dict['sell']
pricedata[coin]['vol'] = js_dict['vol']
pricedata[coin]['trend'] = round(pricedata[coin]['price'] - pricedata[coin]['previous'], 5)
print(coin.upper() + ' get done at ' + time.ctime())
tradenow_json['time'] = nowtime
if setting_json[coin]['trade'] == 1:
fee = 0.002
'''根据9月8日抑制投机公告，全都是0.2%了。
if coin == 'btc' or 'ltc': # 手续费
fee = 0.002
elif coin == 'ybc' or 'doge' or 'etc':
fee = 0.001
elif coin == 'eth':
fee = 0.0005
'''
def process_trade_confirm(coin):
print('卖出交易正在确认。')
try:
fetch_sell_return = api.fetch_order(tradenow_json[coin]['sell_id'])
except:
print('|CON-ERROR|>>>交易确认失败。')
if fetch_sell_return["status"] == "closed":
print('我们买了的虚拟币卖出去了。We sold some coins.')
buy_id = int(tradenow_json[coin]['buy_id'])
sell_id = int(tradenow_json[coin]['sell_id'])
try:
info_json = api.info()
quickmail.mail(coin.upper() + '卖出交易报告',
'程序于' + nowtime + '自动进行了一笔交易。\r\n' +
'买入单号:' + str(buy_id) + '\r\n' +
'卖出单号:' + str(sell_id) + '\r\n' +
'卖出前资产(RMB):' + str(tradenow_json[coin]["last_asset"]) + '\r\n' +
'现资产(RMB): %(asset)s' % info_json + '\r\n'+
'————————————————————\r\n' +
coin.upper() + '余额:' + str(info_json[coin + '_balance']) + '\r\n'+
coin.upper() + '冻结:' + str(info_json[coin + '_reserved'])+ '\r\n' +
'人民币余额: %(cny_balance)s \r\n' % info_json +
'人民币冻结: %(cny_reserved)s \r\n' % info_json
)
except:
pass
tradenow_json[coin]['type'] = 'buy'
tradenow_json[coin]['amount'] = 0
tradenow_json[coin]['buy_id'] = 0
tradenow_json[coin]['sell_id'] = 0
tradenow_json[coin]['buy_price'] = 0
tradenow_json[coin]['sell_price'] = 0
tradenow_json[coin]['last_asset'] = 0
print('数据初始化完毕。The data was initialized.')
return
def process_sell(coin):
print('正在重做失败的挂单卖出操作。')
buy_id = int(tradenow_json[coin]['buy_id'])
try:
fetch_buy_return = api.fetch_order(buy_id)
print(fetch_buy_return)
if fetch_buy_return['status'] == 'closed':
print('买单交易结束。')
sum_number = fetch_buy_return['trades']['sum_number']
avg_price = fetch_buy_return['trades']['avg_price']
sum_money = fetch_buy_return['trades']['sum_money']
amount_orginal = fetch_buy_return['amount_original']
# price_original = amount_orginal = fetch_buy_return['price'] # 请求卖出价格
tradenow_json[coin]['buy_price'] = avg_price # 记录买入价格
tradenow_json[coin]['amount'] = amount_orginal # 记录买入数量
sell_fee = sum_money * fee
expect_value = sum_money + (sell_fee * 2) + setting_json[coin]['income']
expect_price = expect_value / sum_number
try:
sell_return = api.sell_order(coin, amount_orginal, expect_price)
print(sell_return)
if sell_return['result'] is False:
print('||RE:ERROR|>>>计划卖单确认失败。')
tradenow_json[coin]['type'] = 'sell'
try:
quickmail.mail('比特币自动交易-失败提示', nowtime +
'RE:ERROR：计划卖出交易失败。' +
sell_return['message'] +
'程序已经在尝试进行自我挽救。')
except:
pass
# 补救措施
info_json = api.info()
amount_orginal = info_json[coin + '_balance']
sell_return = api.sell_order(coin, amount_orginal, expect_price)
print(sell_return)
if sell_return['result'] is False:
print('||RE:ERROR|>>>计划卖单确认失败。')
tradenow_json[coin]['type'] = 'sell'
try:
quickmail.mail('比特币自动交易-失败提示', nowtime +
'RE:ERROR：计划卖出交易失败。补救措施失败。' +
sell_return['message'] +
'请速上线进行处理！')
except:
pass
else:
tradenow_json[coin]['type'] = 'trade_confirm'
sell_id = int(sell_return['id'])
tradenow_json[coin]['sell_id'] = sell_id
fetch_sell_return = api.fetch_order(sell_id)
tradenow_json[coin]['sell_price'] = expect_price
print('补救后计划卖单成功。')
else:
tradenow_json[coin]['type'] = 'trade_confirm'
sell_id = int(sell_return['id'])
tradenow_json[coin]['sell_id'] = sell_id
fetch_sell_return = api.fetch_order(sell_id)
tradenow_json[coin]['sell_price'] = expect_price
print('计划卖单成功。')
pass
except:
print('|ERROR|>>>计划卖出交易失败。')
try:
quickmail.mail('比特币自动交易-失败提示', nowtime +
'计划卖出交易失败。')
except:
pass
else:
print('买单尚未结束，未进行卖出操作。')
except:
print('|ERROR|>>>交易失败。可能需要debug。')
try:
quickmail.mail('DEBUG失败提示', nowtime +
'交易失败。')
except:
pass
try:
quickmail.mail(coin.upper() + '买入交易报告',
'程序于' + nowtime + '自动进行了一笔交易。\r\n' +
'买入前折合总资产(RMB):' + str(tradenow_json[coin]['last_asset']) + '\r\n' +
'买入单号:' + str(buy_id) + '\r\n' +
'卖出单号:' + str(sell_id) + '\r\n' +
'买入' + coin.upper() + '总价值（RMB）:' + str(sum_money) + '\r\n' +
'买入' + coin.upper() + '价格:' + str(avg_price) + '\r\n' +
'买入' + coin.upper() + '数目:' + str(amount_orginal) + '\r\n' +
'期待售价:' + str(expect_price) + '\r\n'
)
print('交易提示邮件发送成功。')
except:
pass
print('我们买了点虚拟币。We brought some coins.')
return
def process_buy(coin):
try:
info_json = api.info()
except:
print('获取账户信息失败')
tradenow_json[coin]['last_asset'] = info_json['asset']
# 刷新资产
maxlimit = float(setting_json[coin]['max'])
if maxlimit > float(info_json['cny_balance']):
trade_rmb = float(info_json['cny_balance']) # 对最大交易量的判断。
try:
quickmail.mail('比特币自动交易-提示', nowtime +
'\r\n您的账户里人民币余额小于您设置的最大交易量。全部人民币已经用于本次交易。')
except:
pass
else:
trade_rmb = maxlimit # 用来买的RMB数目
coin_amount = trade_rmb / pricedata[coin]['price']
coin_amount = float(str(coin_amount)[:str(coin_amount).find('.') + 3]) # 可以买到的虚拟币数目
print('CNY to ' + coin + ' : ' + str(coin_amount))
if maxlimit <= 0:
pass
else:
buy_in = float(coin_amount) # 买入的虚拟币数目
try:
buy_return = api.buy_order(coin, buy_in, pricedata[coin]['buy'])# * 1.001)
print(buy_return)
# 为什么* 1.001？用交易网的自动匹配，加速交易流程。
# 在测试中我们发现了一些问题。可能有时交易网不会自动匹配，造成了一定的亏损。那么还是注释掉吧？
if buy_return['result'] is False:
print('||RE:ERROR|>>>买入交易失败。')
tradenow_json[coin]['type'] = 'buy'
else:
buy_id = int(buy_return['id'])
print(buy_return['id'])
tradenow_json[coin]['type'] = 'sell'
tradenow_json[coin]['buy_id'] = buy_id
except:
print('|ERROR|>>>买入交易失败。')
pass
try:
time.sleep(0.5)
fetch_buy_return = api.fetch_order(buy_id)
print(fetch_buy_return)
if fetch_buy_return['status'] == 'closed':
print('买单交易结束。')
sum_number = fetch_buy_return['trades']['sum_number']
avg_price = fetch_buy_return['trades']['avg_price']
sum_money = fetch_buy_return['trades']['sum_money']
amount_orginal = fetch_buy_return['amount_original']
# price_original = amount_orginal = fetch_buy_return['price'] # 请求卖出价格
tradenow_json[coin]['buy_price'] = avg_price # 记录买入价格
tradenow_json[coin]['amount'] = amount_orginal # 记录买入数量
sell_fee = sum_money * fee
expect_value = sum_money + (sell_fee * 2) + setting_json[coin]['income']
expect_price = expect_value / sum_number
try:
time.sleep(0.5)
sell_return = api.sell_order(coin, amount_orginal, expect_price)
print(sell_return)
if sell_return['result'] is False:
print('||RE:ERROR|>>>计划卖单确认失败。')
tradenow_json[coin]['type'] = 'sell'
try:
quickmail.mail('比特币自动交易-失败提示', nowtime +
'RE:ERROR：计划卖出交易失败。' +
sell_return['message'] +
'程序已经在尝试进行自我挽救。')
except:
pass
# 补救措施
info_json = api.info()
amount_orginal = info_json[coin + '_balance']
sell_return = api.sell_order(coin, amount_orginal, expect_price)
print(sell_return)
if sell_return['result'] is False:
print('||RE:ERROR|>>>计划卖单确认失败。')
tradenow_json[coin]['type'] = 'sell'
try:
quickmail.mail('比特币自动交易-失败提示', nowtime +
'RE:ERROR：计划卖出交易失败。补救措施失败。' +
sell_return['message'] +
'请速上线进行处理！')
except:
pass
else:
tradenow_json[coin]['type'] = 'trade_confirm'
sell_id = int(sell_return['id'])
tradenow_json[coin]['sell_id'] = sell_id
fetch_sell_return = api.fetch_order(sell_id)
tradenow_json[coin]['sell_price'] = expect_price
print('补救后计划卖单成功。')
else:
tradenow_json[coin]['type'] = 'trade_confirm'
sell_id = int(sell_return['id'])
tradenow_json[coin]['sell_id'] = sell_id
fetch_sell_return = api.fetch_order(sell_id)
tradenow_json[coin]['sell_price'] = expect_price
print('计划卖单成功。')
pass
except:
print('|ERROR|>>>计划卖出交易失败。')
try:
quickmail.mail('比特币自动交易-失败提示', nowtime +
'计划卖出交易失败。')
except:
pass
else:
print('买单尚未结束，未进行卖出操作。')
except:
print('|ERROR|>>>交易失败。可能需要debug。')
try:
quickmail.mail('DEBUG失败提示', nowtime +
'交易失败。')
except:
pass
try:
quickmail.mail(coin.upper() + '买入交易报告',
'程序于' + nowtime + '自动进行了一笔交易。\r\n' +
'买入前折合总资产(RMB):' + str(tradenow_json[coin]['last_asset']) + '\r\n' +
'买入单号:' + str(buy_id) + '\r\n' +
'卖出单号:' + str(sell_id) + '\r\n' +
'买入' + coin.upper() + '总价值（RMB）:' + str(sum_money) + '\r\n' +
'买入' + coin.upper() + '价格:' + str(avg_price) + '\r\n' +
'买入' + coin.upper() + '数目:' + str(amount_orginal) + '\r\n' +
'期待售价:' + str(expect_price) + '\r\n'
)
print('交易提示邮件发送成功。')
except:
pass
print('我们买了点虚拟币。We brought some coins.')
return
if tradenow_json[coin]['type'] == 'trade_confirm':
process_trade_confirm(coin)
elif tradenow_json[coin]['type'] == 'sell':
process_sell(coin)
else:# 购买流程
buy_log = previousdata[coin + '_buy']
lowest_buy = min(buy_log[-240:])
if lowest_buy >= pricedata[coin]['buy']:
print('现在是最近4h的最低价。It is the lowest of last 4h.')
print(tradenow_json[coin]['type'])
if tradenow_json[coin]['type'] == 'buy':
print('判断为空仓。可以买入。We can buy in.')
# 下面是规则段。优化这里来提升自动交易姿势水平。
Sum = sum(buy_log)
Average = Sum / len(buy_log)
if pricedata[coin]['buy'] < Average:
process_buy(coin)
# 以上是规则段。如果注释掉是按四小时最小值+设定期望进行自动交易。
else:
print('不是空仓，不买。Oh no, we cannot buy in.')
else:
print('并不是最近4h的最低价。It is NOT the lowest of last 4h.')
except:
print('|CON-ERROR|>>>' + coin.upper() + ' connecting fail at ' + time.ctime())
pricedata[coin]['price'] = pricedata[coin]['previous']
pricedata[coin]['buy'] = pricedata[coin]['pre_buy']
pricedata[coin]['sell'] = pricedata[coin]['pre_sell']
pricedata[coin]['sell'] = pricedata[coin]['pre_vol']
pricedata[coin]['trend'] = round(pricedata[coin]['price'] - pricedata[coin]['previous'], 5)
print('|CON-ERROR|>>>' + coin.upper() + ' load previous log at ' + time.ctime())
return pricedata
count = range(len(coins))
threads = []
for coin in coins:
t = threading.Thread(target=priceget,args=(coin,))
threads.append(t)
if __name__ == '__main__':
for i in count:
threads[i].start()
for i in count:
threads[i].join()
print("|M.P.|>>>All over at " + time.ctime())
data = pandas.read_csv(where_script + '/data/pricelog_min.csv')
data = data.drop(0)
data.to_csv(where_script + '/data/pricelog_min.csv', sep=",", index=False)
#删价格首行
f = open(where_script + '/data/pricelog_min.csv','a+')
data = nowtime
for coin in coins:
data = data + ',' + str(pricedata[coin]['price']) + ',' + str(pricedata[coin]['trend']) + ',' + str(pricedata[coin]['buy']) + ',' + str(pricedata[coin]['sell']) + ',' + str(pricedata[coin]['vol'])
f.write(data)
f.close()
f = open(where_script + '/data/pricelog_all.csv','a+')
data = nowtime
for coin in coins:
data = data + ',' + str(pricedata[coin]['price']) + ',' + str(pricedata[coin]['trend']) + ',' + str(pricedata[coin]['buy']) + ',' + str(pricedata[coin]['sell']) + ',' + str(pricedata[coin]['vol'])
data = data + '\n'
f.write(data)
f.close()
f = open(where_script + '/data/pricenow.json', 'w')
json.dump(pricedata, f, indent=4)
f.close()
#记录价格
f = open(where_script + '/data/tradenow.json', 'w')
json.dump(tradenow_json, f, indent=4)
f.close()
print('record done!')