実際には,市場を入手するには,これらのアンシクロンだけで十分です. 信号が出た後,イベント駆動で対応する通貨,プラットフォームに包まれた同期インターフェースで十分です. Python 3.61 を必要とし,そのライブラリをインストールします.
'''backtest
start: 2021-11-04 00:00:00
end: 2022-02-01 00:00:00
period: 1h
basePeriod: 15m
'''
import time
import asyncio
from aiohttp import ClientSession
import time
import datetime
global tasks
tasks = []
async def fetch_exchangeinfo():
exchangeinfo="https://fapi.binance.com//fapi/v1/exchangeInfo"
async with ClientSession() as session:
async with session.get(exchangeinfo) as response:
result=await response.read()
Log(result.text, time.time())
return result
async def fetch_depth(symbol,limit):
symbol_depth="https://fapi.binance.com//fapi/v1/depth?symbol="+str(symbol)+"&limit="+str(limit)
async with ClientSession() as session:
async with session.get(symbol_depth) as response:
result=await response.read()
Log(result.text, time.time())
return result
async def fetch_klines(symbol,interval,limit):
symbol_kline="https://fapi.binance.com//fapi/v1/klines?symbol="+str(symbol)+"&interval="+str(interval)+"&limit="+str(limit)
async with ClientSession() as session:
async with session.get(symbol_kline) as response:
result = await response.read()
Log(symbol,result, time.time())
return result
async def fetch_all_ticker():
all_symbol_ticker = "https://fapi.binance.com/fapi/v1/ticker/price"
async with ClientSession() as session:
async with session.get(all_symbol_ticker) as response:
result = await response.read()
Log(result.text, time.time())
return result
def main():
while True:
Log(datetime.datetime.now(),'开始')
symbol_list=['BTCUSDT','ETHUSDT','BNBUSDT','ETCUSDT','EOSUSDT','SANDUSDT','XRPUSDT','ADAUSDT','GALAUSDT','IOTXUSDT','BNBUSDT','MATICUSDT']
for i in range(12):
task = asyncio.ensure_future(fetch_klines(symbol_list[i],'15m',500))
tasks.append(task)
loop = asyncio.get_event_loop()
result = loop.run_until_complete(asyncio.gather(*tasks))
Log(datetime.datetime.now(),'完成')
Sleep(1000)
天降りの富"何を言ってるの?"