from Exchanges import Exchange_Coinall #import交易所类。注：需要将公众号文章上篇所写的交易所类，保存为文件名Exchanges.py
import json
import time
import sys
import datetime
import decimal
import threading
###########################################################################
###################### 用户设置区 #######################################
#以下设置交易所api key, secret key和PASSPHRASE
API_KEY = ""
SECRET_KEY = ""
PASSPHRASE = "" #Coinall交易所多一个PASSPHRASE设置
#以下设置机器人运行参数
SYMBOL_FOR_EXCHANGE = "eth-usdt" #交易对，将传递给Exchange交易所对象
SLEEP_TIME_AFTER_TRADE = 5 #下单后暂停时间，用于适应交易API访问频率限制
TRADE_AMOUNT = 0.1 #单笔下单数量
PRICE_GAP = 0 #价差。为0时以相同的价格买进和卖出，为负时低买高卖，为正时高买低卖。
CAC_ONHOLD_AMOUNT = 1000 #CAC锁仓数量,默认1000个（最低锁仓量）
MINING_DIFFICULTY_LIMIT_RATE = 95 #每小时挖矿数量占限额比例，防止挖矿超限
###################### 用户设置区结束 ####################################
###########################################################################
#下单数量计数器
SUM_TRADE_AMOUNT = 0
#下单数量计数器清零标志
SUM_TRADE_AMOUNT_CLEARED_FLAG = True
#初始化交易所对象
exchange = Exchange_Coinall() #交易所对象
exchange.auth(API_KEY, SECRET_KEY, PASSPHRASE)
# 取浮点数的指定小数点位数。不四舍五入
def get_float(value, length):
value = str(value)
flag = '.'
point = value.find(flag)
length = int(length) + point
value = value[0:point] + value[point:length + 1]
return float(value)
#定义交易所返回错误码对应的提示信息
def tx_result_msg_display(tx_result):
if tx_result['code'] == 1003:
print("\n参数设置的每笔交易数量过小，请适当增大\n")
elif tx_result['code'] == 1002:
print("\n可用余额不足\n")
else:
print("\n其它错误代码，需要查询API文档。\n")
pass
#请根据交易所API文档调整错误代码对应的提示信息
#限价买入线程
def limit_buy_thread_func(symbol_pair, price, amount):
print("\n发送限价买入指令：价格" + price + " 数量" + amount)
try:
buy_result = exchange.limit_buy_order(symbol_pair, price, amount)
except Exception as e:
print("发送买入指令时，出现错误\n" + repr(e) + "\n")
return
if ('result' in buy_result):
if buy_result['result'] == True:
print("\n买入指令，服务器返回： OK" )
else:
print("\n买入指令，服务器返回： " + str(buy_result))
tx_result_msg_display(buy_result )
#限价卖出线程
def limit_sell_thread_func(symbol_pair, price, amount):
#time.sleep(0.1)
print("\n发送限价卖出指令：价格" + price + " 数量" + amount)
try:
sell_result = exchange.limit_sell_order(symbol_pair, price, amount)
except Exception as e:
print("发送卖出指令时，出现错误\n" + repr(e) + "\n")
return
if ('result' in sell_result):
if sell_result['result'] == True:
print("\n卖出指令，服务器返回： OK" )
else:
print("\n卖出指令，服务器返回： " + str(sell_result))
tx_result_msg_display(sell_result)
#主循环
#获取行情 -> 下单 -> 获取行情 -> 下单
def main_loop():
global SUM_TRADE_AMOUNT
global SUM_TRADE_AMOUNT_CLEARED_FLAG
global SLEEP_TIME_AFTER_TRADE
while True:
#每个整点开始时，清零交易量计数器
current_minute = int(datetime.datetime.now().strftime("%M")) #取当前分钟数
#判断是否已清零交易计数器
if current_minute >= 0 and current_minute < 5:
if SUM_TRADE_AMOUNT_CLEARED_FLAG == False:
SUM_TRADE_AMOUNT = 0
SUM_TRADE_AMOUNT_CLEARED_FLAG = True
elif current_minute > 50:
SUM_TRADE_AMOUNT_CLEARED_FLAG = False
nowTime=datetime.datetime.now().strftime('%Y-%m-%d %H:%M:%S %f')
print("\n\n---------------------------------")
print(nowTime)
print("---------------------------------")
#获取基准挖矿难度，及CET-ETH（或CET-BTC)价格
#global CAC_ONHOLD_AMOUNT
try:
basic_mining_speed = exchange.get_basic_mining_speed() #返回难度的浮点数
except Exception as e:
print("\n\n从交易所服务器获取基准挖矿速度出错。错误信息：\n" + repr(e))
time.sleep(1)
continue
time.sleep(0.3)
for i in range(0, len(SYMBOL_FOR_EXCHANGE)):
if SYMBOL_FOR_EXCHANGE[i] == "-": # cac/h
front_half = SYMBOL_FOR_EXCHANGE[0:i]
front_currency = front_half
#如果使用cac-usdt以外的交易对
if front_currency != "cac":
try:
cac_depth = exchange.get_market_depth('cac-' + front_currency)
except Exception as e:
print("\n\n获取CET发前价格出错。错误信息：\n" + repr(e))
continue
cac_price = (float(cac_depth['asks'][0][0]) + float(cac_depth['bids'][0][0])) / 2
#如果使用cac-usdt交易对
else:
cac_price = 1
print("每小时基准挖矿速度： " + str(basic_mining_speed) + " CAC/小时\n")
print("你的每小时挖矿限额： " + str(basic_mining_speed * CAC_ONHOLD_AMOUNT / 10000) + " CAC/小时\n")
print("按当前价格估算的已挖数量(CAC数量): " + str(SUM_TRADE_AMOUNT) + "\n")
if SUM_TRADE_AMOUNT >= (basic_mining_speed * CAC_ONHOLD_AMOUNT / 10000) * MINING_DIFFICULTY_LIMIT_RATE /100:
print("\n已接近每小时限额，暂停交易挖矿。\n\n")
time.sleep(5)
continue
#####获取行情#####
start = time.time()
try:
current_depth = exchange.get_market_depth(SYMBOL_FOR_EXCHANGE)
except Exception as e:
print("\n获取行情时，服务器或网络错误。稍后重新获取 \n")
print(repr(e))
time.sleep(1)
continue
getting_depth_period = time.time() - start
print("正在获取行情... 获取行情网络延时：%s秒" % get_float(getting_depth_period, 3))
middle_price = get_float((float(current_depth['asks'][0][0]) + float(current_depth['bids'][0][0])) / 2, 5) #取depth的买1卖1
if SYMBOL_FOR_EXCHANGE != "cac-usdt":
sell_price = str(get_float((middle_price - PRICE_GAP/2), 2))
buy_price = str(get_float((middle_price + PRICE_GAP/2), 2))
else:
sell_price = str(get_float((middle_price - PRICE_GAP/2), 5))
buy_price = str(get_float((middle_price + PRICE_GAP/2), 5))
#####下单#####
#开始计时，用于计算下单指令所消耗的时间。
tx_start = time.time()
#交易总量计数
SUM_TRADE_AMOUNT += (float(TRADE_AMOUNT) * 2) * 0.002 /cac_price
#限价下单
buy_thread = threading.Thread(target = limit_buy_thread_func, args=(SYMBOL_FOR_EXCHANGE, buy_price, str(TRADE_AMOUNT)))
sell_thread = threading.Thread(target = limit_sell_thread_func, args=(SYMBOL_FOR_EXCHANGE, sell_price, str(TRADE_AMOUNT)))
buy_thread.start()
sell_thread.start()
buy_thread.join()
sell_thread.join()
#结束计时，并显示发出下单指令所消耗的时间。
tx_period = time.time() - tx_start
print("\n发送交易指令耗时(网络延时)：%s秒" % get_float(tx_period, 3))
#下单后暂停一定时间
if SLEEP_TIME_AFTER_TRADE > 0:
time.sleep(SLEEP_TIME_AFTER_TRADE)
time.sleep(1) #需至少加暂停1秒
def main():
#启动循环
main_loop()
if __name__=='__main__':
main()
网友评论