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Rancangan Runtuhan

Penulis:Berhentilah, Machen., Tarikh: 2020-05-13 13:53:46
Tag:Terobosan

Penerangan strategi

Di atas: Harga tertinggi dalam 30 garisan K

Rangkaian bawah: Harga terendah dalam 30 garis K yang lalu

Jangkauan jurang: ((kereta api - kereta api bawah) / (kereta api atas + kereta api bawah)

Jika lebar julat adalah kurang daripada ambang a, harga akan melangkau lintasan ke atas, membeli posisi terbuka, harga akan jatuh dari garis bawah.

Jika lebar julat adalah kurang daripada ambang a, harga menembusi lintasan ke bawah, menjual posisi terbuka, harga menembusi lintasan rataimg

Hubungan

Jika anda berminat dengan strategi ini, sila hubungi +V:Irene11229 (Klik laman web saya, saya akan terus mengemas kini lebih banyak strategi dan juga mendapatkan data analisis pasaran dari beberapa bursa utama)

#!/usr/bin/env python3
# -*- coding: utf-8 -*-


import json
import time

import requests
from kumex.client import Trade


def check_response_data(response_data):
    if response_data.status_code == 200:
        try:
            d = response_data.json()
        except ValueError:
            raise Exception(response_data.content)
        else:
            if d and d.get('s'):
                if d.get('s') == 'ok':
                    return d
                else:
                    raise Exception("{}-{}".format(response_data.status_code, response_data.text))
    else:
        raise Exception("{}-{}".format(response_data.status_code, response_data.text))


def get_kline(s, r, f, t, timeout=5, is_sandbox=False):
    headers = {}
    url = 'https://kitchen.kumex.com/kumex-kline/history'
    if is_sandbox:
        url = 'https://kitchen-sdb.kumex.com/kumex-kline/history'
    uri_path = url
    data_json = ''
    p = []
    if s:
        p.append("{}={}".format('symbol', s))
    if r:
        p.append("{}={}".format('resolution', r))
    if f:
        p.append("{}={}".format('from', f))
    if t:
        p.append("{}={}".format('to', t))
    data_json += '&'.join(p)
    uri_path += '?' + data_json

    response_data = requests.request('GET', uri_path, headers=headers, timeout=timeout)
    return check_response_data(response_data)


class Shock(object):

    def __init__(self):
        # read configuration from json file
        with open('config.json', 'r') as file:
            config = json.load(file)

        self.api_key = config['api_key']
        self.api_secret = config['api_secret']
        self.api_passphrase = config['api_passphrase']
        self.sandbox = config['is_sandbox']
        self.symbol = config['symbol']
        self.resolution = int(config['resolution'])
        self.valve = float(config['valve'])
        self.leverage = float(config['leverage'])
        self.size = int(config['size'])
        self.trade = Trade(self.api_key, self.api_secret, self.api_passphrase, is_sandbox=self.sandbox)


if __name__ == "__main__":
    shock = Shock()

    while 1:
        time_to = int(time.time())
        time_from = time_to - shock.resolution * 60 * 35
        data = get_kline(shock.symbol, shock.resolution, time_from, time_to, is_sandbox=shock.sandbox)
        print('now time =', time_to)
        print('symbol closed time =', data['t'][-1])
        if time_to != data['t'][-1]:
            continue
        now_price = int(data['c'][-1])
        print('closed price =', now_price)
        # high_track
        high = data['h'][-31:-1]
        high.sort(reverse=True)
        high_track = float(high[0])
        print('high_track =', high_track)

        # low_track
        low = data['l'][-31:-1]
        low.sort()
        low_track = float(low[0])
        print('low_track =', low_track)

        # interval_range
        interval_range = (high_track - low_track) / (high_track + low_track)
        print('interval_range =', interval_range)

        order_flag = 0
        # current position qty of the symbol
        position_details = shock.trade.get_position_details(shock.symbol)
        position_qty = int(position_details['currentQty'])
        print('current position qty of the symbol =', position_qty)
        if position_qty > 0:
            order_flag = 1
        elif position_qty < 0:
            order_flag = -1

        if order_flag == 1 and now_price < low_track:
            order = shock.trade.create_limit_order(shock.symbol, 'sell', position_details['realLeverage'],
                                                   position_qty, now_price)
            print('order_flag == 1,order id =', order['orderId'])
            order_flag = 0
        elif order_flag == -1 and now_price > high_track:
            order = shock.trade.create_limit_order(shock.symbol, 'buy', position_details['realLeverage'],
                                                   position_qty, now_price)
            print('order_flag == -1,order id =', order['orderId'])
            order_flag = 0

        if interval_range < shock.valve and order_flag == 0:
            if now_price > high_track:
                order = shock.trade.create_limit_order(shock.symbol, 'buy', shock.leverage, shock.size, now_price)
                print('now price > high track,buy order id =', order['orderId'])
                order_flag = 1
            if now_price < high_track:
                order = shock.trade.create_limit_order(shock.symbol, 'sell', shock.leverage, shock.size, now_price)
                print('now price < high track,sell order id =', order['orderId'])
                order_flag = -1
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