小平台自己做市,降低风险,对冲到大交易所 策略思想: 死循环轮询账户资产余额,将变动的币对冲到火币 同时发送钉钉与微信通知给管理员 使用sqlite保存历史账户余额,为其余策略服务,方便财务管理
# -*- coding: UTF-8 -*- import time from api import * from Huobiapi import * import sqlite3 def wechatmsg(text,desp): server = 'https://sc.ftqq.com/xxxxxx.send' payload = {'text':text,'desp':desp} requests.post(server,params = payload) def dingmsg(title,msg): url = 'https://oapi.dingtalk.com/robot/send?access_token=xxxxxx' data = { "msgtype": "markdown", "markdown": { "title":title+msg, "text": "#### " + title + "\n" "> " + msg }} header = {'Content-Type':'application/json'} r = requests.post(url = url ,headers=header,data = json.dumps(data)).json() return r def check(): try: pre_balance = {} conn = sqlite3.connect("/root/bot/hedge.db") cursor = conn.cursor() sql = 'select * from balance order by id desc limit 20;' result = list(cursor.execute(sql)) for a in result: if a[1] in list(pre_balance.keys()): break else: pre_balance[a[1]] = a[2] #读取之前balance coinname = list(pre_balance.keys()) print(pre_balance,coinname) balance = GetBalance() t = time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(time.time())) for x in balance: sql = "insert into balance (coin,balance,time) values(?,?,?);" b = x['balance']+x['frozenBalance'] if b != 0: v = (x['coin']['unit'],b,t) print(v) cursor.execute(sql,v) for n in coinname: if n == x['coin']['unit']: d = round(b - pre_balance[n],5) #数量差 if d > 0: Sell(n,d) msg = '对冲卖出'+n+'数量:'+str(d) print(msg) wechatmsg('对冲',msg) dingmsg('对冲',msg) sql = "insert into hedge (coin,hedge_amount,status,time) values(?,?,?,?);" v = (n,d,0,t) cursor.execute(sql,v) elif d < 0: Buy(n,d) msg = '对冲买入:'+n+'数量:'+str(d) print(msg) wechatmsg('对冲',msg) dingmsg('对冲',msg) sql = "insert into hedge (coin,hedge_amount,status,time) values(?,?,?,?);" v = (n,d,0,t) cursor.execute(sql,v) else: print('no hedge') conn.commit() conn.close() except Exception as e: raise e def insert_balance(): try: conn = sqlite3.connect("hedge.db") cursor = conn.cursor() balance = GetBalance() t = time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(time.time())) for x in balance: sql = "insert into balance (coin,balance,time) values(?,?,?);" b = x['balance']+x['frozenBalance'] if b != 0: v = (x['coin']['unit'],b,t) cursor.execute(sql,v) conn.commit() conn.close() print('finish') except Exception as e: print('err',e) if __name__ == '__main__': while 1: try: check() except Exception as e: print(e) time.sleep(30)template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6