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| from hummingbot.strategy.script_strategy_base import ScriptStrategyBase | ||
| from hummingbot.core.data_type.common import OrderType | ||
| from decimal import Decimal | ||
| from datetime import datetime, timezone | ||
| import croniter | ||
| from hummingbot.strategy.strategy_py_base import ( | ||
| BuyOrderCompletedEvent, | ||
| SellOrderCompletedEvent, | ||
| ) | ||
| class CreateMidVolumn(ScriptStrategyBase): | ||
| base = 'AURA' | ||
| quote = 'USDT' | ||
| trading_pair = f"{base}-{quote}" | ||
| markets = { | ||
| "gate_io": {f"{base}-{quote}"} | ||
| # "mexc": {f"{base}-{quote}"} | ||
| } | ||
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| numberBuyOrder = 0 | ||
| numberSellOrder = 0 | ||
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| # minimum limit = 3 USDT | ||
| miminumLimit = 3 | ||
| amount = Decimal(400) | ||
| cron_expression = "* * * * *" | ||
| cron = croniter.croniter(cron_expression) | ||
| next_time = None | ||
|
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| def on_tick(self): | ||
| for connector_name, connector in self.connectors.items(): | ||
| # self.logger().info(f"Connector: {connector_name}") | ||
| # self.logger().info(f"Best ask: {connector.get_price(self.trading_pair, True)}") | ||
| # self.logger().info(f"Best bid: {connector.get_price(self.trading_pair, False)}") | ||
| current_time = datetime.now(tz=timezone.utc).timestamp() | ||
| # previous_time = self.cron.get_prev(datetime) | ||
| # next_time = self.cron.get_next(datetime) | ||
| self.logger().debug(f"Current time: {current_time}, Next time: ${self.next_time}") | ||
| if (self.next_time == None or current_time >= self.next_time): | ||
| self.logger().debug('Satisfiy cron') | ||
|
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| active_orders = self.get_active_orders( | ||
| connector_name=connector_name, | ||
| ) | ||
| for order in active_orders: | ||
| self.cancel(connector_name=connector_name, | ||
| trading_pair=self.trading_pair, | ||
| order_id=order) | ||
| mid_price = Decimal(connector.get_mid_price(self.trading_pair)) | ||
| self.logger().info(f"Mid price: {mid_price}") | ||
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| if (self.numberBuyOrder == 0 & self.numberSellOrder == 0): | ||
| buyId = self.buy(connector_name=connector_name, | ||
| amount=self.amount, | ||
| trading_pair=self.trading_pair, | ||
| order_type=OrderType.LIMIT, | ||
| price=mid_price, | ||
| ) | ||
| self.numberBuyOrder += 1 | ||
| sellId = self.sell(connector_name=connector_name, | ||
| amount=self.amount, | ||
| trading_pair=self.trading_pair, | ||
| order_type=OrderType.LIMIT, | ||
| price=mid_price) | ||
| self.numberSellOrder += 1 | ||
|
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| # await asyncio.sleep(2) | ||
| # self.numberBuyOrder -=1 | ||
| # self.numberSellOrder -=1 | ||
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| cron = croniter.croniter(self.cron_expression, current_time) | ||
| self.next_time = cron.get_next() | ||
| self.logger().debug(f"Next time is {self.next_time}") | ||
| else: | ||
| self.logger().debug('Not satisfy cron') | ||
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| def did_complete_buy_order(self, event: BuyOrderCompletedEvent): | ||
| self.numberBuyOrder -= 1 | ||
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| def did_complete_sell_order(self, event: SellOrderCompletedEvent): | ||
| self.numberSellOrder -=1 |
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