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- گھوٹالہ رجحانات کی حکمت عملی کا ڈیٹا بیس
گھوٹالہ رجحانات کی حکمت عملی کا ڈیٹا بیس
مصنف:
پرانی جلد، تاریخ: 2022-05-15 21:34:18
ٹیگز:
#!/usr/bin/python
# -*- coding: utf-8 -*-
import time,datetime
import json
from collections import Counter
IFLAGE = 0
class Account(object):
#币安账户信息实体，封装了常用的账户信息
#totalWalletBalance：钱包余额
#totalMarginBalance：保证金余额
#totalPositionInitialMargin：持仓保证金
#totalOpenOrderInitialMargin：当前挂单保证金
#availableBalance: 可用余额（仅计算usdt资产）
def __init__(self, totalWalletBalance, totalMarginBalance, totalPositionInitialMargin, totalOpenOrderInitialMargin, availableBalance):
self.totalWalletBalance = totalWalletBalance
self.totalMarginBalance = totalMarginBalance
self.totalPositionInitialMargin = totalPositionInitialMargin
self.totalOpenOrderInitialMargin = totalOpenOrderInitialMargin
self.availableBalance = availableBalance
class Position(object):
#币安交易对实体，封装了常用的交易对信息
#entryPrice：持仓成本价
#leverage：杠杆倍率
#liquidationPrice：强平价格
#marginType：逐仓模式或全仓模式
#markPrice：标记价格
#positionAmt：头寸数量
#symbol：交易对
#unRealizedProfit：持仓未实现盈亏
#positionSide：持仓方向
def __init__(self, entryPrice, leverage, liquidationPrice, marginType, markPrice, positionAmt, symbol, unRealizedProfit, positionSide):
self.entryPrice = entryPrice
self.leverage = leverage
self.liquidationPrice = liquidationPrice
self.marginType = marginType
self.markPrice = markPrice
self.positionAmt = positionAmt
self.symbol = symbol
self.unRealizedProfit = unRealizedProfit
self.positionSide = positionSide
class Ticker(object):
#sell: 卖一价
#buy: 买一价
#last: 最后成交价格
def __init__(self, sell, buy, last):
self.sell = sell
self.buy = buy
self.last = last
class Order(object):
#id:订单唯一标识
#price:下单价格
#amount:下单数量
#status:订单状态--0：未完成；1：已完成；2：已经取消；3：未知状态
def __init__(self, id, price, amount, status):
self.id = id
self.price = price
self.amount = amount
self.status = status
#获取账户信息
def GetAccountDao():
account = _C(exchange.GetAccount)
assets = account.Info.assets
busd = {}
usdt = {}
for asset in assets:
symbol = asset["asset"]
if symbol == "BUSD":
busd = asset
if symbol == "USDT":
usdt = asset
bTotalWalletBalance = float(busd["walletBalance"])
bTotalMarginBalance = float(busd["marginBalance"])
bTotalPositionInitialMargin = float(busd["positionInitialMargin"])
bTotalOpenOrderInitialMargin = float(busd["openOrderInitialMargin"])
bAvailableBalance = float(busd["availableBalance"])
uTotalWalletBalance = float(usdt["walletBalance"])
uTotalMarginBalance = float(usdt["marginBalance"])
uTotalPositionInitialMargin = float(usdt["positionInitialMargin"])
uTotalOpenOrderInitialMargin = float(usdt["openOrderInitialMargin"])
uAvailableBalance = float(usdt["availableBalance"])
totalWalletBalance = _N(uTotalWalletBalance+bTotalWalletBalance,2)
totalMarginBalance = _N(uTotalMarginBalance+bTotalMarginBalance,2)
totalPositionInitialMargin = _N(uTotalPositionInitialMargin+bTotalPositionInitialMargin,2)
totalOpenOrderInitialMargin = _N(uTotalOpenOrderInitialMargin+bTotalOpenOrderInitialMargin,2)
availableBalance = _N(uAvailableBalance+bAvailableBalance,2)
account = Account(totalWalletBalance, totalMarginBalance, totalPositionInitialMargin, totalOpenOrderInitialMargin, availableBalance)
return account
#获取账户所有交易对
def GetPositionsDao():
positions = []
num2 = _G("num2")
for i in _C(exchange.GetPosition):
entryPrice = _N(float(i.Info.entryPrice),num2)
leverage = i.Info.leverage
liquidationPrice = _N(float(i.Info.liquidationPrice),num2)
marginType = i.Info.marginType
markPrice = _N(float(i.Info.markPrice),num2)
positionAmt = i.Info.positionAmt
symbol = i.Info.symbol
unRealizedProfit = _N(float(i.Info.unRealizedProfit),3)
positionSide = i.Info.positionSide
position = Position(entryPrice, leverage, liquidationPrice, marginType, markPrice,
positionAmt, symbol, unRealizedProfit, positionSide)
positions.append(position)
return positions
#获取tick级别的行情数据
def GetTickerDao(i):
ticker = _C(exchanges[i].GetTicker)
sell = ticker.Sell
buy = ticker.Buy
last = ticker.Last
newTicker = Ticker(sell,buy,last)
return newTicker
#创建订单
def CreateOrderDao(price,amount,flag):
#price: 价格
#amount: 合约数
#flag: 0(买入开多仓);1(买入平空仓);2(卖出开空仓);3(卖出平多仓)
num2 = _G("num2")
price = _N(price,num2)
id = 0
if flag == 0:
exchange.SetDirection("buy")
id = exchange.Buy(price,amount)
elif flag == 1:
exchange.SetDirection("closesell")
id = exchange.Buy(price,amount)
elif flag == 2:
exchange.SetDirection("sell")
id = exchange.Sell(price,amount)
elif flag == 3:
exchange.SetDirection("closebuy")
id = exchange.Sell(price,amount)
return id
#市价平仓
def CreateOrderDao2(amount,flag,message):
id = 0
#flag: 0(买入开多仓);1(买入平空仓);2(卖出开空仓);3(卖出平多仓)
if flag == 0:
exchange.SetDirection("buy")
id = exchange.Buy(-1,amount,message)
elif flag == 1:
exchange.SetDirection("closesell")
id = exchange.Buy(-1,amount,message)
elif flag == 2:
exchange.SetDirection("sell")
id = exchange.Sell(-1,amount,message)
elif flag == 3:
exchange.SetDirection("closebuy")
id = exchange.Sell(-1,amount,message)
return id
#获取合约数位数
def GetNumByAmountDao():
depth = _C(exchange.GetDepth)
nums = []
num2s = []
for ask in depth["Asks"]:
i = ask["Amount"]
num = 0
if str(i).count('.') == 1:
num = len(str(i).split(".")[1])
nums.append(num)
j = ask["Price"]
num2 = 0
if str(j).count('.') == 1:
num2 = len(str(j).split(".")[1])
num2s.append(num2)
num = max(nums)
_G("num",num)
num2 = Counter(num2s).most_common(1)[0][0]
_G("num2",num2)
#返回一个K线历史
def GetRecordsDao(period,i):
if period == -1:
return _C(exchanges[i].GetRecords)
else:
return _C(exchanges[i].GetRecords,period)
#设置币种
def SetCurrencyDao(symbol,i):
exchanges[i].SetCurrency(symbol)
#划转资金
def SetTransferDao(amount, typeEnum, symbol):
exchange.SetBase("https://api.binance.com")
params = "amount=" + str(amount) + "&type=" + typeEnum + "&asset=" + symbol
ret = exchange.IO("api", "POST", "/sapi/v1/asset/transfer", params)
Log("资金划转：划转数量为{}".format(amount))
exchange.SetBase("https://fapi.binance.com")
return ret
#获取当前未完成的所有订单
def GetPendingOrdersDao():
orders = []
for order in _C(exchange.GetOrders):
id = order.Id
price = order.Price
amount = order.Amount
status = order.Status
newOrder = Order(id, price, amount, status)
orders.append(newOrder)
return orders
#根据订单ID获取订单详情
def GetOrderByIdDao(id):
order = _C(exchange.GetOrder,id)
id = order.Id
price = order.Price
amount = order.Amount
status = order.Status
newOrder = Order(id, price, amount, status)
return newOrder
#取消某个订单
def CancelOrderDao(id):
if id == 0:
return True
flag = exchange.CancelOrder(id)
if flag == True:
return flag
else:
order =_C(exchange.GetOrder,id)
if order["Status"] == 0:
flag = exchange.CancelOrder(id)
else:
flag = True
return flag
#取消所有未完成的订单
def AllCanelOrderDao():
orders = GetPendingOrdersDao()
for order in orders:
_C(CancelOrderDao,order.id)
#定时器
def TimerDao(m,key):
value = _G(key)
if value is None:
value = time.time()
_G(key,value)
return True
now = time.time()
dnow = datetime.datetime.fromtimestamp(now)
dvalue = datetime.datetime.fromtimestamp(int(value))
c = (dnow - dvalue).total_seconds()
if c - m > 0:
_G(key,now)
return True
return False
#获取Period
def GetPeriodDao():
return exchange.GetPeriod()
#获取Currency
def GetCurrencyDao():
return exchange.GetCurrency()
#获取标志
def GetStopDao():
i = IFLAGE
return i
#设置标志1
def SetIFlageDao():
global IFLAGE
IFLAGE = 1
#定时器
def TimerDao(m,key):
value = _G(key)
if value is None:
value = time.time()
_G(key,value)
return True
now = time.time()
dnow = datetime.datetime.fromtimestamp(now)
dvalue = datetime.datetime.fromtimestamp(int(value))
c = (dnow - dvalue).total_seconds()
if c - m > 0:
_G(key,now)
return True
return False
#设置双向持仓
def SetDualDao():
dual = _C(exchange.IO,"api", "GET", "/fapi/v1/positionSide/dual", "")
if dual.dualSidePosition:
Log("当前账户为双向持仓模式，不需要转换持仓模式")
else:
Log("当前账户为单向持仓模式，准备转双向持仓模式")
_C(exchange.IO,"api", "POST", "/fapi/v1/positionSide/dual", "dualSidePosition=true")
Log("已转为双向持仓模式")
ext.GetAccountDao = GetAccountDao
ext.GetPositionsDao = GetPositionsDao
ext.GetTickerDao = GetTickerDao
ext.CreateOrderDao = CreateOrderDao
ext.CreateOrderDao2 = CreateOrderDao2
ext.GetNumByAmountDao = GetNumByAmountDao
ext.GetRecordsDao = GetRecordsDao
ext.SetTransferDao = SetTransferDao
ext.GetPendingOrdersDao = GetPendingOrdersDao
ext.GetOrderByIdDao = GetOrderByIdDao
ext.CancelOrderDao = CancelOrderDao
ext.TimerDao = TimerDao
ext.AllCanelOrderDao = AllCanelOrderDao
ext.GetPeriodDao = GetPeriodDao
ext.GetCurrencyDao = GetCurrencyDao
ext.GetStopDao = GetStopDao
ext.SetIFlageDao = SetIFlageDao
ext.TimerDao = TimerDao
ext.SetDualDao = SetDualDao
ext.SetCurrencyDao = SetCurrencyDao
مزید