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Fungsi lindung nilai pasaran yang mudah

Penulis:3piggy, Tarikh: 2019-12-12 14:32:00
Tag:Pencipta pasaran

Platform kecil membuat pasaran sendiri, mengurangkan risiko, lindung nilai kepada bursa besar Rancangan strategi: Saldo aset akaun pusingan mati, untuk melindungi mata wang yang berubah menjadi token Menghantar pemberitahuan WeChat kepada pentadbir Menggunakan sqlite untuk menyimpan baki akaun sejarah, untuk perkhidmatan strategi yang selebihnya, untuk pengurusan kewangan yang mudah


# -*- coding: UTF-8 -*-
import time
from api import *
from Huobiapi import *
import sqlite3

def wechatmsg(text,desp):
	server = 'https://sc.ftqq.com/xxxxxx.send'
	payload = {'text':text,'desp':desp}
	requests.post(server,params = payload)

def dingmsg(title,msg):
	url = 'https://oapi.dingtalk.com/robot/send?access_token=xxxxxx'
	data = {
			 "msgtype": "markdown",
			 "markdown": {
				 "title":title+msg,
				 "text": "#### " + title + "\n"
						 "> " + msg						 
			}}		 
	header = {'Content-Type':'application/json'}
	r = requests.post(url = url ,headers=header,data = json.dumps(data)).json()
	return r

def check():
	try:
		pre_balance = {}
		conn = sqlite3.connect("/root/bot/hedge.db")
		cursor = conn.cursor()
		sql = 'select * from balance order by id desc limit 20;'
		result = list(cursor.execute(sql))
		for a in result:
			if a[1] in list(pre_balance.keys()):
				break
			else:
				pre_balance[a[1]] = a[2]   #读取之前balance
		coinname = list(pre_balance.keys())
		print(pre_balance,coinname)

		balance = GetBalance()
		t = time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(time.time()))
		for x in balance:  
			sql = "insert into balance (coin,balance,time) values(?,?,?);"
			b = x['balance']+x['frozenBalance']
			if b != 0:
				v = (x['coin']['unit'],b,t)
				print(v)
				cursor.execute(sql,v)
			for n in coinname:
				if n == x['coin']['unit']:
					d = round(b - pre_balance[n],5)   #数量差
					if d > 0:
                        Sell(n,d)
						msg = '对冲卖出'+n+'数量:'+str(d)
						print(msg)
						wechatmsg('对冲',msg)
						dingmsg('对冲',msg)
						sql = "insert into hedge (coin,hedge_amount,status,time) values(?,?,?,?);"
						v = (n,d,0,t)
						cursor.execute(sql,v)
					elif d < 0:
                        Buy(n,d)
						msg = '对冲买入:'+n+'数量:'+str(d)
						print(msg)
						wechatmsg('对冲',msg)
						dingmsg('对冲',msg)
						sql = "insert into hedge (coin,hedge_amount,status,time) values(?,?,?,?);"
						v = (n,d,0,t)
						cursor.execute(sql,v)
					else:
						print('no hedge')

		conn.commit()
		conn.close()
	except Exception as e:
		raise e
	
def insert_balance():
	try:
		conn = sqlite3.connect("hedge.db")
		cursor = conn.cursor()
		balance = GetBalance()
		t = time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(time.time()))
		for x in balance:
			sql = "insert into balance (coin,balance,time) values(?,?,?);"
			b = x['balance']+x['frozenBalance']
			if b != 0:
				v = (x['coin']['unit'],b,t)
				cursor.execute(sql,v)
		conn.commit()
		conn.close()
		print('finish')
	except Exception as e:
		print('err',e)

if __name__ == '__main__':
	while 1:
		try:
			check()
		except Exception as e:
			print(e)
		time.sleep(30)



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