对现货进行网格管理
# 现货网格管理
'''
# Example:
def main():
spot_g_stra = ext.SpotGridStra({'exchange': exchanges[1], #现货交易所
'ZPrecision': 2,
'XPrecision': 3,
'MinStock': 0.001,
'GridSize': 0.03,
'Symbol': 'BNB',
'BalancePoint': 0.5
})
while True:
spot_g_stra.run()
Sleep(60*10000)
'''
class SpotGridStra():
def __init__(self, cfg):
self.cfg = cfg
self.exchange = cfg['exchange'] #交易所
self.ZPrecision = cfg['ZPrecision'] #币的价格精度, 整数
self.XPrecision = cfg['XPrecision'] #币的交易量最小分位数， 如BNB是2
self.Symbol = cfg['Symbol'] #币的符号
self.GridSize = cfg['GridSize'] #差额多大就调整
self.MinStock = cfg['MinStock'] #币的最小交易量
self.BalancePoint = cfg.get('BalancePoint', 0.5) #特定币种占仓位的平衡点
def CancelPendingOrders(self):
ret = False
while True:
orders = _C(self.exchange.GetOrders)
if len(orders) == 0 :
return ret
for j in range(len(orders)):
self.exchange.CancelOrder(orders[j].Id)
ret = True
if j < len(orders) - 1:
Sleep(1000)
return ret
def onTick(self):
self.exchange.SetCurrency(self.Symbol + '_USDT')
acc = _C(self.exchange.GetAccount)
#Log(acc)
ticker = _C(self.exchange.GetTicker)
spread = ticker.Sell - ticker.Buy
account_info = acc['Info']
bals = account_info['balances']
sel_asset = None
usdt_val = 0.0
for asset in bals:
if asset['asset'] == self.Symbol:
sel_asset = asset
if asset['asset'] == 'USDT':
usdt_val = float(asset['free'])
assert sel_asset is not None, '找不到对应资产:' + self.Symbol
asset_val = ((float(sel_asset['free']) + float(sel_asset['locked'])) * ticker.Sell)
total_val = usdt_val + asset_val
Log(self.Symbol, total_val, '=', acc.Balance, '+', asset_val)
diffAsset = (total_val*self.BalancePoint - asset_val)
ratio = diffAsset / total_val
#Log("ratio:", ratio, _D())
if abs(ratio) < self.GridSize:
return False
if ratio > 0 :
buyPrice = _N(ticker.Sell + spread, self.ZPrecision)
buyAmount = _N(diffAsset / buyPrice, self.XPrecision)
if buyAmount < self.MinStock:
return False
self.exchange.Buy(buyPrice, buyAmount, diffAsset, ratio)
else :
sellPrice = _N(ticker.Buy - spread, self.ZPrecision)
sellAmount = _N(-diffAsset / sellPrice, self.XPrecision)
if sellAmount < self.MinStock:
return False
self.exchange.Sell(sellPrice, sellAmount, diffAsset, ratio)
return True
def run(self):
if self.onTick():
Sleep(1000)
self.CancelPendingOrders()
ext.SpotGridStra = SpotGridStra