بنیادی گرڈ ٹریڈنگ کی حکمت عملی
اس وقت یہ سب سے بہتر ورژن نہیں ہے، میں اپنے آپ کو بائنن کے ویب ساکٹ ورژن پر چل رہا ہوں. اگر آپ کو ضرورت ہو تو میں بائنن کے ویب ساکٹ ورژن کو انوینٹرز پر چلنے کے لئے موزوں ورژن میں تبدیل کروں گا۔
'''backtest
start: 2021-08-01 00:00:00
end: 2021-09-01 00:00:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"Binance","currency":"BTC_USDT","balance":1000000,"stocks":0,"fee":[0.06,0.075]}]
args: [["lower_price",30000],["upper_price",50000],["grid_num",200],["trading_per_grid",0.1]]
'''
grid = dict()
interval = 0
class GridItem:
def __init__(self, order_id, status, price):
self.order_id = order_id
self.status = status # -1：此点为空白点; -2：此点未下过单
self.side = 0 # 1：买入；2：卖出；0：未知
self.price = price
def create_grid(ticker_price):
global grid
global interval
exchange.SetCurrency(trading_pair)
exchange.SetPrecision(price_precision, amount_precision)
interval = _N((upper_price - lower_price) / grid_num, price_precision)
grid[lower_price] = GridItem(-1, -2, lower_price)
grid[upper_price] = GridItem(-1, -2, upper_price)
for i in range(1, grid_num):
price = lower_price + interval * i
grid[price] = GridItem(-1, -2, price)
buy_stocks = (grid_num - int((ticker_price - lower_price) / interval) - 1) * trading_per_grid
buy_2_sell(buy_stocks)
def buy_2_sell(buy_stocks):
while True:
account = exchange.GetAccount()
stocks = _N(account['Stocks'], amount_precision)
if stocks < buy_stocks:
depth = exchange.GetDepth()
price = depth['Asks'][0]['Price']
vol = _N(price * trading_per_grid, price_precision)
min_vol = 1.0 / (10 ** price_precision)
exchange.Buy(-1, vol if vol > min_vol else min_vol)
else:
break
Sleep(1000)
def set_blank(price):
grid[price].order_id = -1
grid[price].status = -1
grid[price].side = 0
def update_order():
last_blank_price = -1
close_price_list = set()
for grid_item in grid.values():
if grid_item.status == -1:
last_blank_price = grid_item.price
elif grid_item.status == -2:
close_price_list.add(grid_item.price)
else:
order = exchange.GetOrder(grid_item.order_id)
grid_item.status = order["Status"]
if grid_item.status == 1:
close_price_list.add(grid_item.price)
return close_price_list, last_blank_price
def remove_blank(close_price_list, last_blank_price):
if last_blank_price != -1:
close_price_list.discard(last_blank_price)
def set_left_blank(close_price_list, left_side_grid, last_blank_price):
set_blank(left_side_grid)
close_price_list.discard(left_side_grid)
if last_blank_price != -1:
close_price_list.add(last_blank_price)
def set_right_blank(close_price_list, right_side_grid, last_blank_price):
set_blank(right_side_grid)
close_price_list.discard(right_side_grid)
if last_blank_price != -1:
close_price_list.add(last_blank_price)
def trace():
close_price_list, last_blank_price = update_order()
has_buy_order = False
for price in close_price_list:
if grid[price].side == 1:
has_buy_order = True
break
if has_buy_order:
ticker_price = min(close_price_list) - interval / 2.0
else:
ticker = exchange.GetTicker()
ticker_price = ticker['Last']
if not grid:
create_grid(ticker_price)
left_side_grid = int((ticker_price - lower_price) / interval) * interval + lower_price
right_side_grid = left_side_grid + interval
# 设置空白点
# 当前价格左侧未成交，当前价格右侧未成交，不存在
# 当前价格左侧空白点，当前价格右侧空白点，不存在
# 左侧和右侧任何一个为空白点，不需要更新空白点
if left_side_grid >= upper_price or right_side_grid <= lower_price:
# 在区间外，不需要空白点
remove_blank(close_price_list, last_blank_price)
elif grid[left_side_grid].status == 0 and grid[right_side_grid].status == 1:
set_right_blank(close_price_list, right_side_grid, last_blank_price)
elif grid[left_side_grid].status == 1 and grid[right_side_grid].status == 0:
set_left_blank(close_price_list, left_side_grid, last_blank_price)
elif grid[left_side_grid].status == 1 and grid[right_side_grid].status == 1:
set_right_blank(close_price_list, right_side_grid, last_blank_price)
elif grid[left_side_grid].status == -2 and grid[right_side_grid].status == -2:
set_right_blank(close_price_list, right_side_grid, last_blank_price)
# 重新下单
for price in close_price_list:
if price <= ticker_price:
order_id = exchange.Buy(price, trading_per_grid)
side = 1
else:
buy_2_sell(trading_per_grid)
order_id = exchange.Sell(price, trading_per_grid)
side = 2
if order_id:
grid[price].order_id = order_id
grid[price].status = 0
grid[price].side = side
def main():
while True:
trace()
Sleep(1000)
خواب آٹھ ہندسوں میں ہیںبھائی، یہ کیسے کام نہیں کر رہا؟
ٹینگ ٹانگ2020کیا یہ اپنی مرضی کے مطابق ہے؟
سیسی فینگ。。。ZeroDivisionError: float division by zero صفر کی طرف سے تقسیم اگر آپ نے 6 پر گرڈ سیٹ کیا ہے تو ٹھیک ہے، لیکن 20 پر کیوں غلط ہے؟
xh5888کیا یہ اوکیکس ایکسچینج میں کام کرتا ہے؟
xl9211اگر آپ کے پاس کوئی مسئلہ ہے تو براہ کرم مجھے ذیل میں جواب دیں۔
سیسی فینگہاں