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Rangkaian Kontrak Binance - 0.0.2v

Penulis:XMaxZone, Tarikh: 2021-10-09 15:49:20
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---

---

import time
import requests
import math
# import pandas as pd

InitPrice = 0
updateProfitTime = 0
assets = {}
tradeInfo = {}
accountAssets = {}
runtimeData = {}
Funding = 0   #账户资金  为0的时候自动获取
symbol = ''
Version = '0.0.1'
SuccessColor = '#5cb85c' #成功颜色
DangerColor = '#ff0000' #危险颜色
WrningColor = '#f0ad4e' #警告颜色

assets['USDT'] = {'unrealised_profit':0,'margin':0,'margin_balance':0,'total_balance':0,'leverage':0,'update_time':0,'margin_ratio':0,'init_balance':0,'profit':0}


if IsVirtual():
    Log('不能进行回测')
    exit()

if exchange.GetName() != 'Futures_Binance':
    Log('只支持币安期货交易所！')
    exit()

def init():
    initData()
    CancelOrder()
    exchangeInfo = requests.get('https://fapi.binance.com/fapi/v1/exchangeInfo').json()
    if exchangeInfo is None:
        Log('无法连接币安网络，需要海外托管者')
        exit()
    for i in range(len(exchangeInfo['symbols'])):
        if exchangeInfo['symbols'][i]['symbol'] == symbol:
            assets[symbol] = {'amount': 0,'hold_price': 0,'value': 0,'bid_price': 0,'ask_price': 0,'realised_profit': 0,'margin': 0,'unrealised_profit': 0,
            'leverage': 20, 'positionInitialMargin': 0,  'liquidationPrice': 0 }
            tradeInfo[symbol] = {'minQty': float(exchangeInfo['symbols'][i]['filters'][1]['minQty']) ,
            'priceSize': int((math.log10(1.1/float(exchangeInfo['symbols'][i]['filters'][0]['tickSize'])))),'amountSize': int((math.log10(1.1/float(exchangeInfo['symbols'][i]['filters'][1]['stepSize']))))}

def CancelOrder():
    exchange.SetContractType('swap')
    #撤销所有未成交订单
    orders = exchange.GetOrders()
    for x in range(len(orders)):
        if orders[x]['Info']['symbol'] == symbol :
            exchange.CancelOrder(orders[x]['Id'])

def UpdateStatus():
    global Funding,updateProfitTime
    if Funding == 0 :
        Funding = float(FirstAccount()['Info']['totalWalletBalance'])   #获取初始资金
    # totalProfit = assets['USDT']['total_balance'] - Funding             #计算收益

    accountTable = {
        'type': "table",
        'title': "盈利统计",
        'cols': ["运行天数", "初始资金", "现有资金", "保证金余额", "已用保证金", "保证金比率",  "总收益", "预计年化", "预计月化", "平均日化"],
        'rows': []
    }
    table = {
        'type': 'table',
        'title': '交易对信息',
        'cols': ['编号', '[模式][倍数][持仓模式]', '币种信息', '开仓方向','初始价格', '开仓数量', '持仓价格', '当前价格', '强平价格', '持仓价值', '保证金', '未实现盈亏'],
        'rows': []
    }

    profitColors = DangerColor
    totalProfit = assets['USDT']['total_balance'] - Funding
    runday = runtimeData['dayDiff']
    if runday == 0:
        runday = 1
    if totalProfit > 0:
        profitColors = SuccessColor
    dayProfit = totalProfit / runday
    
    #Log('dayProfit:',dayProfit,'Funding:',Funding)
    dayRate = dayProfit / Funding * 100


    accountTable['rows'].append([
        runday,
        '$' + str(_N(Funding, 2)),
        '$' + str(assets['USDT']['total_balance']),
        '$' + str(assets['USDT']['margin_balance']),
        '$' + str(assets['USDT']['margin']),
        str(_N(assets['USDT']['margin_ratio'], 2)) + '%',
        str(_N(totalProfit / Funding * 100, 2)) + "% = $" + str(_N(totalProfit, 2)) + (profitColors),
        str(_N(dayRate * 365, 2)) + "% = $" + str(_N(dayProfit * 365, 2)) + (profitColors),
        str(_N(dayRate * 30, 2)) + "% = $" + str(_N(dayProfit * 30, 2)) + (profitColors),
        str(_N(dayRate, 2)) + "% = $" + str(_N(dayProfit, 2)) + (profitColors)
    ])


    i = 1
    for x in list(symbol.split(',')):
        typestr = '多空持仓'
        if type == 1:
            typestr = '只持多仓'
        if type == 2:
            typestr = '只持空仓'
        direction = '空仓'
        margin = direction
        if assets[x]['amount'] != 0:
            direction = '做多' + SuccessColor if assets[symbol]['amount'] > 0 else '做空' + DangerColor
            margin = '全仓' if assets[symbol]['marginType'] == 'cross' else '逐仓'
        unrealised_profit_color = '#000000'
        if assets[symbol]['unrealised_profit'] > 0:
            unrealised_profit_color = SuccessColor
        if assets[symbol]['unrealised_profit'] < 0:
            unrealised_profit_color = DangerColor

        infoList = [
        i,
        '['+margin+']'+'['+str(assets[x]['leverage'])+']'+'['+typestr+']',
        x,
        direction,
        InitPrice,
        assets[x]['amount'],
        assets[x]['hold_price'],
        assets[x]['price'],
        assets[x]['liquidationPrice'],
        float(assets[x]['amount']) * float(assets[x]['price']),
        assets[x]['positionInitialMargin'],
        assets[x]['unrealised_profit'],
        ]
        table['rows'].append(infoList)

        retData = runtimeData['str'] + '\n' + "最后更新: " + _D() + '\n' + 'Version:' + Version  + '\n'
        LogStatus(retData+ '`' + json.dumps(accountTable) + '`\n'+ '`' + json.dumps(table) + '`\n')

    if int(time.time()*1000) - updateProfitTime > LogInterval * 1000:
        balance = assets['USDT']['total_balance']
        key = "initialAccount_" + exchange.GetLabel()
        initialAccount = _G(key)
        #Log('balance:',balance,'Funding:',Funding,'initialAccount:',initialAccount['Info']['totalWalletBalance'])
        if Show:
            balance = assets['USDT']['total_balance'] - Funding
        LogProfit(_N(balance, 3))
        updateProfitTime = int(time.time()*1000)
        Profit = _N(balance,0)


def UpdateAccount():
    # Log('UpdateAccount()')
    global accountAssets
    account = exchange.GetAccount()
    position = exchange.GetPosition()
    if account is None and position is None :
        Log('更新账户超时！！！')
        return
    accountAssets = account['Info']['assets']
    assets['USDT']['update_time'] = int(time.time()) * 1000  #秒转毫秒   同步更新账户时间
    for  i in range(len(account['Info']['positions'])) :
        if account['Info']['positions'][i]['symbol'] == symbol :
            #计算持仓保证金                                           初始保证金                +            维持保证金
            assets[symbol]['margin'] = float(account['Info']['positions'][i]['initialMargin']) + float(account['Info']['positions'][i]['maintMargin'])
            #未实现收益
            assets[symbol]['unrealised_profit'] = float(account['Info']['positions'][i]['unrealizedProfit'])
            assets[symbol]['positionInitialMargin'] = float(account['Info']['positions'][i]['positionInitialMargin'])
            assets[symbol]['leverage'] = account['Info']['positions'][i]['leverage']

    #计算持仓保证金总额
    assets['USDT']['margin'] = float(account['Info']['totalInitialMargin']) + float(account['Info']['totalMaintMargin'])
    assets['USDT']['margin_balance'] = float(account['Info']['totalMarginBalance'])
    assets['USDT']['total_balance'] = float(account['Info']['totalWalletBalance'])

    ps = json.loads(exchange.GetRawJSON())
    if len(ps) > 0 :
        for x in range(len(ps)):
            if ps[x]['symbol'] == symbol:
                assets[symbol]['hold_price'] = float(ps[x]['entryPrice'])
                assets[symbol]['amount'] = float(ps[x]['positionAmt'])
                assets[symbol]['unrealised_profit'] = float(ps[x]['unRealizedProfit'])
                assets[symbol]['liquidationPrice'] = float(ps[x]['liquidationPrice'])
                assets[symbol]['marginType'] = ps[x]['marginType']

def UpdateTick():
    global InitPrice
    res = _C(exchange.GetTicker)
    if res is None:
        Log("行情更新异常！！！")

    if target:
        InitPrice = target_price
        _G('InitPrice',InitPrice)
    else:
        if  _G('InitPrice') is None :
            InitPrice = res.Last
            _G('InitPrice',InitPrice)
        else:
            InitPrice = _G('InitPrice')

    assets[symbol]['price'] = res.Last

def Trade(direction,price,amount):
    if amount < 0:
        amount = -amount
    Log('amount:',amount,'minQty:',tradeInfo[symbol]['minQty'])
    if amount < tradeInfo[symbol]['minQty']:
        Log(symbol,'合约价值偏离或冰山委托设置的过小，达不到最小成交额，最小需要：', _N(tradeInfo[symbol]['minQty'] * price,4) + 1)
    else:
        para = ''
        url = '/fapi/v1/order'
        para += 'symbol='+ symbol
        para += '&side='+ direction
        para += '&type=LIMIT&timeInForce=GTC'
        para += '&quantity='+ str(amount)
        para += '&price='+ str(price)
        para += "&timestamp="+str(time.time() * 1000);
        go = exchange.Go("IO", "api", "POST", url, para)
        ret = go.wait()
        if ret  is not None:
            logType = LOG_TYPE_SELL
            if direction == 'BUY':
                logType =LOG_TYPE_BUY
            exchange.Log(logType,price,amount,symbol)

def batch(buy_price,sell_price):
    exchange.SetContractType('swap')
    #撤销所有未成交订单
    orders = exchange.GetOrders()
    if len(orders) < 2 :
        return True
    return False

def Process():
    amount = (1 - float(assets[symbol]['price']) / float(InitPrice)) / float(pct) * float(value) / float(assets[symbol]['price'])
    if abs(amount - assets[symbol]['amount']) > _N(value / float(assets[symbol]['price']), tradeInfo[symbol]['amountSize']):
        if amount > 0:
            if assets[symbol]['amount'] < amount:
                CancelOrder()
                Trade('BUY', round(float(assets[symbol]['price']), tradeInfo[symbol]['priceSize']), round(amount - float(assets[symbol]['amount']),tradeInfo[symbol]['amountSize']))
            if assets[symbol]['amount'] > amount:
                CancelOrder()
                Trade('SELL',  round(float(assets[symbol]['price']), tradeInfo[symbol]['priceSize']), round(amount - float(assets[symbol]['amount']),tradeInfo[symbol]['amountSize']))
        if amount < 0:
            if assets[symbol]['amount'] < amount:
                CancelOrder()
                Trade('BUY', round(float(assets[symbol]['price']), tradeInfo[symbol]['priceSize']), round(amount - float(assets[symbol]['amount']),tradeInfo[symbol]['amountSize']))
            if assets[symbol]['amount'] > amount:
                CancelOrder()
                Trade('SELL',  round(float(assets[symbol]['price']), tradeInfo[symbol]['priceSize']), round(amount - float(assets[symbol]['amount']),tradeInfo[symbol]['amountSize']))


    buy_price = (value / pct - value) / ((value / pct) / float(InitPrice) + assets[symbol]['amount'])
    sell_price = (value / pct + value) / ((value / pct) / float(InitPrice) + assets[symbol]['amount'])

    if float(buy_price) > float(assets[symbol]['price']) or float(sell_price) < float(assets[symbol]['price']) or batch(buy_price,sell_price):
        CancelOrder()
        Trade('BUY', _N(buy_price, tradeInfo[symbol]['priceSize']), _N(value / buy_price, tradeInfo[symbol]['amountSize']))
        Trade('SELL', _N(sell_price, tradeInfo[symbol]['priceSize']), (_N(value / sell_price, tradeInfo[symbol]['amountSize'])))

def FirstAccount():
    key = "initialAccount_" + exchange.GetLabel()
    initialAccount = _G(key)
    if initialAccount is None:
        initialAccount = exchange.GetAccount()
        _G(key, initialAccount)
    return initialAccount

def StartTime():
    StartTime = _G('StartTime')
    if StartTime is None:
        StartTime = _D()
        _G('StartTime',StartTime)
    return StartTime

def RunTime():
    ret = {}
    startTime = StartTime()
    nowTime = _D()
    dateDiff = (time.mktime(time.strptime(nowTime,'%Y-%m-%d %H:%M:%S')) - time.mktime(time.strptime(startTime,'%Y-%m-%d %H:%M:%S')) ) * 1000  #计算时间差
    dayDiff = math.floor(dateDiff / (24 * 3600 * 1000))
    lever1 = dateDiff % (24 * 3600 * 1000 )
    hours = math.floor(lever1 / (3600 * 1000))
    lever2 = lever1 % (3600 * 1000)
    minutes = math.floor(lever2 / (60 * 1000))

    ret['dayDiff'] = dayDiff
    ret['hours'] = hours
    ret['minutes'] = minutes
    ret['str'] = '运行时间：' + str(dayDiff) + '天' + str(hours) + '小时' + str(minutes) + '分钟'
    return ret

def initData():
    global symbol
    if _G('symbol') is None:
        symbol = exchange.GetCurrency().replace('_','')
        _G('symbol',symbol)
        Log('初始化币种：',symbol)
    else:
        symbol = _G('symbol')
        Log('交易币种：',symbol)

def main():
    exchange.SetContractType('swap')
    exchange.SetMarginLevel(10)
    SetErrorFilter("502:|503:|tcp|character|unexpected|network|timeout|WSARecv|Connect|GetAddr|no such|reset|http|received|EOF|reused|Unknown")
    global runtimeData

    while True:
        runtimeData = RunTime()
        #更新账户和持仓
        UpdateAccount()
        #更新行情
        UpdateTick()
        #策略主逻辑
        Process()
        #更新图表
        UpdateStatus()

        Sleep(1000 * Interval)

---

• Strategi mata wang digital berjangka dua garis lurus (pengkhususan)
• Rangkaian kontrak buruk yang mudah dan mudah
• Strategi imbangan indeks semasa v1.1 ((Sudah berjalan dengan baik untuk sementara waktu, kini disyaki ada bug, kerana tidak berfungsi, perlu diubah)
• Dapatkan nama semua mata wang dalam kontrak USDT
• Binance websocket langganan kontrak kekal maklumat pasaran
• Token yang baru dibuka
• Orang bertukar arah apabila berlaku letupan
• Mengambil secara automatik ketepatan dagangan kontrak kekal binan & minimum kedudukan terbuka (dibuang)
• Kontrak kekal dengan harga pasaran yang sama
• Strategi Simpanan Saham - 0.0.1v
• Indeks lindung nilai (Slow Field) 0.0.1
• Rangkaian Kontrak Binance - Versi Asas - 0.0.1
• Strategi Keseimbangan Dinamik
• Pelaku transaksi kuantiti BTCUSDT
• Strategi Trend V1.0 (Dedah)
• Binance mendapatkan semua senarai pending (kontrak U-bit) sekaligus
• Antara muka mata wang asing untuk menghentikan rugi dan posisi untuk menghentikan rugi (kontrak U-bit)
• Versi Bodoh Bersama
• FMZ Extended API Perpustakaan Kelas
• Boll versi bodoh

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Tanpa batasAdakah anda boleh menjelaskan secara terperinci logik harga beli dan harga jual 250 atau 251 baris seterusnya, walaupun dilihat secara ringkas bahawa harga pembelian semakin rendah, tetapi logik dalaman melihat separuh hari tidak memahami

setia.Saya tidak tahu apa-apa tentang Python, tetapi saya tidak tahu apa-apa tentang Python, saya tidak tahu apa-apa tentang Python. Saya menukarnya kepada res = requests.get (('https://fapi.binance.com/fapi/v1/ticker/price?symbol='+symbol).json() dan ia boleh berjalan.

60keTuan rumah, bolehkah anda tambahkan butang bebas untuk memilih lebih banyak ruang kosong?

ChaoZhangSokongan, kelihatan seperti jaring rasmi

EvanKesilapan GetOrders: 400: {"code":-1021, "msg:"Timestamp for this request is outside of the recvWindow"}

qyf666Saya cuba mengkaji semula, dan saya mendapati dua masalah. 1. Semasa menjalankan kontrak ETH, apabila harga kontrak terlalu rendah untuk dibuka apabila harga dibuka di bawah 1 ETH, strategi menunjukkan bahawa harga kontrak terlalu kecil untuk dibuka 2. Apabila muncul Futures_Binance Futures OP4:400:{""ode"":-2019""msg"":""Margin is insufficient.""} kesalahan, strategi akan menggantung tanpa had setiap 0.03 saat, dan kemudian jumlah pegangan akan berubah dalam sekejap.

XMaxZoneVersi rendah Python mungkin tidak menyokong pemformatan f

XMaxZoneYa, saya fikir sama.

XMaxZonehttps://www.fmz.com/robot/367613 Ini adalah alamat ujian cakera sebenar

XMaxZoneOleh kerana anda tidak memasang pakej pandas pada pelayan anda, hapus baris ini, digunakan untuk persekitaran penyelidikan, di sini anda lupa untuk menghapus import pandas as pd

qyf666Ini tidak berfungsi. Kesilapan: Traceback (most recent call last): File "", line 999, in __init_ctx__ File "", line 5, in ModuleNotFoundError: No module named 'pandas'

XMaxZoneSudah diperbaiki dan disalin semula versi 0.0.2v, ketika diuji menggunakan trx, tanpa mengambil kira masalah ketepatan mata wang yang besar, ada masalah.