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فوری توازن کی حکمت عملی - 0.0.1v

مصنف:XMaxZone، تاریخ: 2021-10-09 21:59:33
ٹیگز:
ہم نے چار اہم کرنسیوں بی ٹی سی، ای ٹی ایچ، ایل ٹی سی اور ایکس آر پی کا انتخاب کیا، جن میں سے ہر ایک کا 25 فیصد مارکیٹ ویلیو ہے اور ہر ایک میں 1 فیصد کی انحراف ہے۔


import time
import requests
import math

account = 0          #保存用户资产
updateProfitTime = 0   #更新收益率间隔时间
tradeInfo = {}         #保存交易对信息
accountAssets = {}
ticker = {}
runtimeData = {}
Funding = 0   #账户资金  为0的时候自动获取
Version = '0.0.1'
sbs = list(symbols.split(','))


SuccessColor = '#5cb85c' #成功颜色
DangerColor = '#ff0000' #危险颜色
WrningColor = '#f0ad4e' #警告颜色

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

if exchange.GetName() != 'Binance':
    Log('只支持币安现货交易所！')
    exit()

def init():
    exchangeInfo = requests.get('https://api.binance.com/api/v1/exchangeInfo').json()
    if exchangeInfo is None:
        Log('无法链接币安网络，需要海外托管者！！！')
        exit()
    for x in range(len(exchangeInfo['symbols'])):
        for symbol in sbs:
            if exchangeInfo['symbols'][x]['symbol'] == symbol+'USDT':
                tradeInfo[symbol] = {'minQty': float(exchangeInfo['symbols'][x]['filters'][2]['minQty']) ,
                'priceSize': int((math.log10(1.1/float(exchangeInfo['symbols'][x]['filters'][0]['tickSize'])))),'amountSize': int((math.log10(1.1/float(exchangeInfo['symbols'][x]['filters'][2]['stepSize']))))}
    # Log('tradeInfo:',tradeInfo)

def UpdateAccount():
    global accountAssets,Funding,account
    acc = exchange.GetAccount()
    if _G('Funding') is None:
        Funding = account['Balance']
        Log('Funding:',Funding)
        _G('Funding',Funding)
    else:
        Funding = _G('Funding')

    if account is None:
        Log('更新账户超时！！！')
        return

    for x in range(len(acc['Info']['balances'])):
        for symbol in sbs:
            # Log(account['Info']['balances'])
            if acc['Info']['balances'][x]['asset'] == symbol:
                accountAssets[symbol] = acc['Info']['balances'][x]
                accountAssets[symbol]['amount'] = float(accountAssets[symbol]['free']) + float(accountAssets[symbol]['locked'])
            if acc['Info']['balances'][x]['asset'] == 'USDT':
                # Log('USDT:',acc['Info']['balances'][x])
                account = float(acc['Info']['balances'][x]['free']) + float(acc['Info']['balances'][x]['locked'])

    # Log('accountAssets:',accountAssets)


def UpdateTick():
    global ticker,account
    try:
        res = requests.get('https://api.binance.com/api/v3/ticker/bookTicker').json()
    except:
        Log('更新行情超时')
        return
    for x in range(len(res)):
        for symbol in sbs:
            if res[x]['symbol'] == symbol + 'USDT':
                # Log('res[x]:',res[x])
                ticker[symbol] = res[x]
                ticker[symbol]['price'] = (float(ticker[symbol]['askPrice']) + float(ticker[symbol]['bidPrice'])) / 2
                ticker[symbol]['value'] = accountAssets[symbol]['amount'] * ticker[symbol]['price']
    # Log('ticker:',ticker)
    # account = 0
    for symbol in sbs:
        account += _N(ticker[symbol]['value'],4)

def Trade(symbol,direction,price,amount):
    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 = '/api/v3/order'
        para += 'symbol='+ symbol +'USDT'
        para += '&side='+ direction
        para += '&type=LIMIT&timeInForce=IOC'
        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 UpdateStatus():
    global updateProfitTime
    accountTable = {
        'type': "table",
        'title': "盈利统计",
        'cols': ["运行天数", "初始资金", "现有资金", "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', '币种信息', '占比%', '开仓数量',  '当前价格', '持仓价值'],
        'rows': []
    }
    totalProfit = account - Funding
    profitColors = DangerColor
    runday = runtimeData['dayDiff']
    if runday == 0:
        runday = 1
    if totalProfit > 0:
        profitColors = SuccessColor
    dayProfit = totalProfit / runday   #平均日收益
    dayRate = totalProfit / Funding * 100
    accountTable['rows'].append([
    runday,
    Funding,
    account,
    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 symbol in sbs:
        table['rows'].append([
        i,
        symbol,
        str(_N(ticker[symbol]['value'] / account * 100, 4 )),
        str(_N(accountAssets[symbol]['amount'],tradeInfo[symbol]['amountSize'])),
        str(_N(ticker[symbol]['price'],tradeInfo[symbol]['priceSize'])),
        str(_N(ticker[symbol]['value'],4))
        ])
        i += 1

    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 = account - Funding
        LogProfit(_N(balance, 3))
        updateProfitTime = int(time.time()*1000)

def Process():

    # Log('实时资金：',account)
    for symbol in sbs:

        pct = float(ticker[symbol]['value']) / float(account)
        # Log(symbol,'amount:',amount,1 / len(sbs))
        if pct > (1 / len(sbs) + 0.015):
            # Log('SELL',pct)
            Log(symbol ,'Funding:',Funding,'value:',ticker[symbol]['value'])
            amount = _N( ( (pct-1/len(sbs) ) * account / float(ticker[symbol]['price'])),tradeInfo[symbol]['amountSize'])
            Trade(symbol,'SELL',_N(float(ticker[symbol]['askPrice']), int(tradeInfo[symbol]['priceSize'])),  amount)
        if pct < (1 / len(sbs) - 0.015):
            # Log('Buy', pct)
            Log(symbol ,'Funding:',Funding,'value:',ticker[symbol]['value'])
            amount = _N( ( (1/len(sbs)-pct ) * account / float(ticker[symbol]['price'])),tradeInfo[symbol]['amountSize'])
            Trade(symbol,'BUY',_N(float(ticker[symbol]['bidPrice']), tradeInfo[symbol]['priceSize']),  amount)



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 main():
    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()
        #休眠时间
        Sleep(Interval * 1000)
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