The general strategy of the exchange is to get the current price and at the same time to add depth to the buy and sell order, which can replicate other markets and refer to other trends.
# -*- coding: UTF-8 -*-
import requests
import time
import random
import hashlib
import sys
import threading
from api import *
symbol = sys.argv[1]
gap= float(sys.argv[2]) #密度/价差
baseamount = float(sys.argv[3])
basebuy = float(sys.argv[4])
amount_add = float(sys.argv[5]) #挂单增量 数字型(number)
amount_add2 = float(sys.argv[6]) #挂单增量 数字型(number)
longperoidlimit = int(sys.argv[7])
bigbase = float(sys.argv[8]) #大单基准量
orderlimit = int(sys.argv[9]) #总单量
api_key = sys.argv[10]
secret_key = sys.argv[11]
shortperoidlimit = 3 #高频单量
pre_short_id = [] #高平id标记
pre_long_id = [] #低频id标记
pre_big_id = 0
requests.packages.urllib3.disable_warnings()
def GetTicker():
def GetPV():
def GetDepth():
def GetSign(sign_str):
def GetOrders():
def create_order(side,price,amount):
def CancelOrder(order_id):
def Buy(price,amount):
def Sell(price,amount):
def GetRecords(symbol,period):
def GetPrecision():
def getrr():
def ordersend_shortperoid():
def ordersend_longperoid():
def send_big_order():
def cancel():
if __name__ == '__main__':
precision = GetPrecision()
print(precision)
i = 0
for x in precision:
if precision[i]['symbol'] == symbol:
pricedot = precision[i]['price_precision']
amountdot = precision[i]['amount_precision']
i += 1
pricegap = max(gap,pow(10,-pricedot))
threading_list = [ordersend_shortperoid,ordersend_longperoid,send_big_order,cancel]
threadingList = []
threadingDict = {}
for x in threading_list:
th = threading.Thread(target=x)
threadingList.append(th)
threadingDict[th.__dict__['_name']] = th.__dict__['_target']
th.start()
while True:
try:
time.sleep(200)
for i in threadingList:
if i.is_alive() is False:
threadingList.remove(i)
result = threadingDict.pop(i.name)
th = threading.Thread(target=result)
threadingList.append(th)
threadingDict[th.__dict__['_name']] = th.__dict__['_target']
th.start()
except Exception as e:
print('check error',e)
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