- Square
- BTC-V反策略
BTC-V反策略
Author:
ztjeff, Date: 2018-09-17 22:00:11
Tags:
ToolPython
# encoding: utf-8
import os
from time import time, sleep
from threading import Thread
from socket import socket, AF_INET, SOCK_DGRAM, gethostname, timeout, error
prct = 0.1
password = 'test888'
req = {}
pos = {}
recv = True
data = ''
n=60 #减数触发器，减到零触发
def trade(req):
"""测试交易"""
for symbol, mpos in req.items():
if symbol not in pos.keys():
pos[symbol] = 0.0
targetPos=round(mpos*prct, 4)
Log('targetPos =', targetPos)
if targetPos == pos[symbol]:
#Log("No Trade Operation! client Pos %s is %.3f" % (symbol, pos[symbol]))
continue
tick = exchange.GetTicker();
if targetPos > pos[symbol]:
vol = round(targetPos-pos[symbol], 4)
type = 'buy-market'
#Log(' Buy btcusdt', vol)
id = exchange.Buy(tick.Sell+10, vol)
#Log(' Buy btcusdt at %s = %s' %(tick.Sell, vol))
Log("Order id:", id);
elif targetPos < pos[symbol]:
vol = round(pos[symbol]-targetPos, 4)
type = 'sell-market'
#Log(' Sell btcusdt', vol)
id = exchange.Sell(-1, vol)
#Log(' Sell btcusdt at %s = %s' %(tick.Buy, vol))
Log("Order id:", id);
account = exchange.GetAccount()
Log("账户信息，Balance:", account.Balance, "FrozenBalance:", account.FrozenBalance, "Stocks:",
account.Stocks, "FrozenStocks:", account.FrozenStocks)
pos[symbol] = round(account.Stocks, 4)
Log('Now Client %s POS = %s' % (symbol, pos[symbol]))
class recServer(object):
"""recServer is receving Signal from SigServer"""
def __init__(self, c):
self.rcv = True
self.t = Thread(target = self.recSig, args = (c,))
self.t.start()
def recSig(self, c):
while self.rcv:
try:
data, addr = c.recvfrom(1024)
#Log('n=',n)
except timeout:
continue
except error:
msg = traceback.format_exc()
Log(msg)
continue
if data == 'ok':
#Log('SigServer is alive! Receving "ok" from', addr)
pass
elif 'send password' in data:
Log('The client not login, press any key to exit and restart!')
self.rcv = False
elif not data:
Log("SigServer is stopped, press any Key to exit SigClient!")
self.rcv = False
else:
try:
c.sendto('ack', addr)
Log('send ack to ', addr)
except error:
Log('Send ack error!')
req = eval(data)
Log(req, 'from', addr)
trade(req)
else:
Log('RecSig Thread is Exiting...')
return None
def heart(self, c, ADDR):
try:
c.sendto('live', ADDR)
except error:
Log('Send keepAlive error!')
return None
def close(self):
self.rcv = False
self.t.join()
def main():
account = exchange.GetAccount()
Log("账户信息，Balance:", account.Balance, "FrozenBalance:", account.FrozenBalance, "Stocks:",
account.Stocks, "FrozenStocks:", account.FrozenStocks)
pos['btcusdt'] = round(account.Stocks, 4)
Log(pos)
# 启动UDP客户端
c = socket(AF_INET, SOCK_DGRAM)
host = '47.98.130.139'
port = 1234
ADDR = (host, port)
c.settimeout(5)
try:
c.sendto(password, ADDR)
data, addr = c.recvfrom(256)
Log(data+' from ', addr)
except timeout, error:
Log('SigServer is not active, client is aborting!')
c.close()
return None
if 'invalid' in data:
Log('\nYou failed to Login! SigClient is Exiting...')
c.close()
return None
# 如果密码正确，开启接收信号模式
rc = recServer(c)
sleep(1)
global n
while recv:
n -= 1
if not n:
rc.heart(c, ADDR)
account = exchange.GetAccount()
pos['btcusdt'] = round(account.Stocks, 4)
#Log(pos)
n = 60
sleep(1)
else:
rc.close()
Log('Program is End!')
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