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trade.py
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# -*- coding: utf-8 -*-
import time
import datetime
import sqlalchemy
from exc import InsufficientAccountError
from fcoin import Fcoin
import os
from handle import save_order, get_fees
from helper import float_to_str
class FcoinRobot():
def __init__(self, client, base_currency, quote_currency, unit,
wait_time=15, decimal=2, limit=True):
self.client = client
self.symbol = base_currency + quote_currency
self.base_currency = base_currency
self.quote_currency = quote_currency
self.base_balance = 0.0
self.quote_balance = 0.0
self.unit = unit
self.decimal = decimal
self.fill_fees = 0.0
self.get_balance()
self.get_asset()
self.wait_time = wait_time
self.start_time = datetime.datetime.now()
self.round = 0
self.limit = limit
def get_asset(self):
self.price = self.get_trade_price()
self.quote_unit = round(self.unit * self.price)
self.asset = self.price * self.base_balance + self.quote_balance
print("您的初始资产为:{} {}".format(self.asset, self.quote_currency))
def get_balance(self):
r = self.client.get_balance()
for pair in r.get("data"):
if pair.get("currency") == self.base_currency:
self.base_balance = float(pair.get("available"))
if pair.get("currency") == self.quote_currency:
self.quote_balance = float(pair.get("available"))
if not self.base_balance or not self.quote_balance:
raise Exception("初始化账户失败!")
print("当前{}账户可用余额:{}, 当前{}账户可用余额:{}".format(self.base_currency,
self.base_balance,
self.quote_currency,
self.quote_balance))
def get_trade_price(self):
r = self.client.get_market_ticker(self.symbol)
data = r.get("data")
current_price = data.get("ticker")[0]
buy = data.get("ticker")[2]
sell = data.get("ticker")[4]
high24 = data.get("ticker")[7]
self.price_protect(current_price, high24)
best_price = (buy + sell) / 2
print("24小时最高价为{}, 买一:{}, 卖一:{}, 当前价格为{}, 最佳价格为:{}".format(high24, buy,
sell,
current_price,
best_price))
return round(best_price, self.decimal)
def refresh_unit(self):
# self.base_balance -= self.unit * 0.001
# print("{}账户余额: {}".format(self.base_currency, self.base_balance))
if self.unit >= self.base_balance * 0.95:
self.unit = round(self.base_balance * 0.9, 2)
self.quote_unit = round(self.unit * self.price)
print(
"更新unit为{}, quote_unit为:{}".format(self.unit, self.quote_unit))
def place_order(self, limit=True):
if not limit:
time = datetime.datetime.now().strftime("%Y-%m-%d %H:%M:%S")
sell = self.client.create_order(symbol=self.symbol, side="sell",
type="market",
amount=self.unit)
print("{} {} 成功下市价卖单:{}, 数量:{}".format(self.round, time,
sell.get("data"),
self.unit))
self.sleep(1)
buy = self.client.create_order(symbol=self.symbol, side="buy",
type="market",
amount=self.quote_unit)
print(
"{} {} 成功下市价买单:{}, 数量:{}".format(self.round, time,
buy.get("data"),
self.quote_unit))
self.buy_order_id = buy.get("data")
self.finish_buy = False
self.sell_order_id = sell.get("data")
self.finish_sell = False
else:
price = float_to_str(self.get_trade_price())
sell = self.client.create_order(symbol=self.symbol, side="sell",
type="limit",
price=price, amount=self.unit)
print("成功下卖单:{}, 价格:{}, 数量:{}".format(sell.get("data"), price,
self.unit))
self.sleep(1)
buy = self.client.create_order(symbol=self.symbol, side="buy",
type="limit",
price=price, amount=self.unit)
print(
"成功下买单:{}, 价格:{}, 数量:{}".format(buy.get("data"), price,
self.unit))
self.buy_order_id = buy.get("data")
self.finish_buy = False
self.sell_order_id = sell.get("data")
self.finish_sell = False
def is_order_filled(self, order):
return order.get("state") == "filled"
def get_fill_fees(self):
now = datetime.datetime.now()
buy = get_fees(self.symbol, "buy", start=self.start_time, end=now)
sell = get_fees(self.symbol, "sell", start=self.start_time, end=now)
price = self.get_trade_price()
total = price * buy + sell
print("当前手续费总和: {}".format(total))
def finish_order(self, data):
try:
save_order(data)
except sqlalchemy.exc.IntegrityError:
print("{} id冲突！订单: {}完成".format(self.round, data.get("id")))
return
if data.get("side") == "buy":
self.finish_buy = True
elif data.get("side") == "sell":
self.finish_sell = True
print("{} 订单: {}完成".format(self.round, data.get("id")))
def order_complete(self):
if not self.finish_buy:
buy = self.client.get_order(self.buy_order_id)
if self.is_order_filled(buy.get("data")):
self.finish_order(buy.get("data"))
else:
print("{} 买单未完成".format(self.round))
self.sleep(1)
if not self.finish_sell:
sell = self.client.get_order(self.sell_order_id)
if self.is_order_filled(sell.get("data")):
self.finish_order(sell.get("data"))
else:
print("{} 卖单未完成".format(self.round))
def price_protect(self, current_price, high24):
if current_price / high24 < 0.65:
print("24小时最高价为{}, 当前价格为{}".format(high24, current_price))
raise Exception("当前价格异常！请检查")
def sleep(self, second):
time.sleep(second)
def start(self):
if self.limit:
while 1:
if self.round % 20 == 0 and round != 0:
self.sleep(10)
self.get_balance()
self.refresh_unit()
try:
self.place_order(limit=self.limit)
start_time = time.time()
while not self.finish_sell or not self.finish_buy:
self.order_complete()
now = time.time()
# 如果10秒还有订单未成交，则撤销订单
if round(now - start_time) > 10:
if not self.finish_buy:
self.cancel_buy = False
self.client.cancel_order(self.buy_order_id)
print("取消{}买单".format(self.round))
if not self.finish_sell:
self.cancel_sell = False
self.client.cancel_order(self.sell_order_id)
print("取消{}卖单".format(self.round))
self.sleep(5)
break
except InsufficientAccountError:
self.get_balance()
amount = round(self.quote_balance / 2)
self.client.create_order(side="buy", amount=amount,
type="market", symbol=self.symbol)
print("{}不足，购买{} {}".format(self.base_currency, amount,
self.quote_currency))
self.sleep(10)
self.get_balance()
self.refresh_unit()
self.sleep(1)
self.round += 1
else:
while 1:
if self.round % 20 == 0 and round != 0:
self.sleep(10)
self.get_balance()
self.refresh_unit()
try:
self.place_order(limit=self.limit)
except InsufficientAccountError:
self.get_balance()
amount = round(self.quote_balance * 0.9, 1)
self.client.create_order(side="buy", amount=amount,
type="market", symbol=self.symbol)
print("{}不足，购买{} {}".format(self.base_currency, amount,
self.quote_currency))
self.sleep(10)
self.get_balance()
self.refresh_unit()
self.sleep(1)
self.round += 1
# while not self.finish_sell or not self.finish_buy:
# self.order_complete()
if __name__ == "__main__":
fclient = Fcoin(use_proxy=False)
key = os.environ.get("FCOIN_KEY")
secret = os.environ.get("FCOIN_SECRET")
fclient.auth([(key, secret)])
robot = FcoinRobot(fclient, 'eth', 'usdt', unit=4, decimal=2, limit=False)
robot.sleep(5)
robot.start()