BTCUSDT量化交易执行体

Author: zomo, Date: 2021-10-03 09:30:06
Tags:

grep start.py kill -9 获取到的进程号



### API注意事项:

- 如果你不是运行在固定IP的云主机上的话,请不要设置绑定IP,否则无法使用;
- 为了你的账号安全申请API时,请勾选只读和交易权限,请勿勾选提现权限;
- `okex_api.json`中的flag为交易盘选项,0为真实盘,1为模拟盘;

### 常见问题
##### 开始交易后卡住不动

- API设置不正确,请检查API是否配置正确,真实盘和模拟盘的API是不同的,需要分别设置;
- 国内网络无法访问交易所,请使用境外云主机运行执行体,推荐使用香港云主机;
- 请勿在国内使用翻墙软件开启执行体,由于兼容性的问题,使用翻墙软件很大概率会无法运行;


from okex.trade import trade,pos_info,acc_info,select_last
import okex.api as api
import okex.Trade_api as Trade
import time
import json
from okex.log import log

# 策略源码完整版下载地址 https://github.com/Find-Dream/BTCUSDT

def main():
    nowtime = time.time()
    st = time.localtime(nowtime)
    update = time.strftime('%Y-%m-%d',st)
    filenamedate = time.strftime('%Y%m%d',st)
    logfilename = 'mark_'+ str(filenamedate)

    log(logfilename,'========================【获取基础信息开始】========================')

    btcusdt_api_data = api.btcusdt_api()

    log(logfilename,'btcusdt_api_data:'+str(btcusdt_api_data))

    btcusdt_api = btcusdt_api_data['rule']
    log(logfilename,'btcusdt_api'+str(btcusdt_api))

    pos_api = btcusdt_api_data['pos']
    log(logfilename,'pos_api'+str(pos_api))

    pos_okex = {}
    acc_okex = {}
    try:
        acc_api = api.select_acc()
        log(logfilename,'读取本地保存的账户信息'+str(acc_api))
    except:
        acc_okex['lever'] = 1


    acc_info_data = acc_info()[0]['details']


    for i in acc_info_data:
        if i['ccy'] == 'USDT':
            acc_okex['ccy'] = i['cashBal']
            log(logfilename,'读取接口账户余额'+str(i['cashBal']))

    for i in pos_info():
        if i['mgnMode'] == 'cross' and i['posSide'] == 'long':
            pos_okex['long'] = i['pos']
            if i['pos'] != '0':
                acc_okex['lever'] = i['lever']
                log(logfilename,'读取接口long账户杠杆倍数:'+str(i['lever']))
            else:
                acc_okex['lever'] = acc_api['lever']
                log(logfilename,'读取本地long账户杠杆倍数:'+str(acc_api['lever']))
        elif i['mgnMode'] == 'cross' and i['posSide'] == 'short':
            pos_okex['short'] = i['pos']
            if i['pos'] != '0':
                acc_okex['lever'] = i['lever']
                log(logfilename,'读取接口short账户杠杆倍数:'+str(i['lever']))
            

    api.set_acc(json.dumps(acc_okex))
    log(logfilename,'写入本地账户信息:'+str(acc_okex))
    last = float(select_last())
    log(logfilename,'读取当前价格:'+str(last))

    max_sz = int(float(acc_okex['ccy']) * float(acc_okex['lever']) / last * 100)
    log(logfilename,'最大交易量:'+str(max_sz))

    sz_r = max_sz / 20
    log(logfilename,'交易量系数:'+str(sz_r))

    pos_api_id = int(btcusdt_api['id'])
    pos_api_posSide = btcusdt_api['posside']
    pos_api_side = btcusdt_api['side']
    pos_api_sz = int(int(btcusdt_api['sz']) * sz_r)
    pos_api_uptime = int(btcusdt_api['uptime'])
    pos_api_long = int(int(pos_api['long']) * sz_r)
    pos_api_short = int(int(pos_api['short']) * sz_r)

    log(logfilename,'pos_api_long:'+str(pos_api_long)+',pos_api_short:'+str(pos_api_short)+',pos_api_sz:'+str(pos_api_sz))
    log(logfilename,'本地仓位信息pos_okex:'+str(pos_okex))


    try:
        pos_log_done = int(api.pos_log_done())
    except:
        pos_log_done = api.pos_log_done()
    
    log(logfilename,'pos_log_done:'+str(pos_log_done))

    log(logfilename,'========================【获取基础信息结束】========================')
    log(logfilename,'========================【mark任务开始】========================')
    log(logfilename,'判断pos_log_done_id是否为int型:'+str(type(pos_log_done)))
    if isinstance(pos_log_done,int):
        log(logfilename,'pos_log_done_id为int型,判断pos_log_done_id与pos_log_id,pos_api_id:'+str(pos_api_id)+',pos_log_done:'+str(pos_log_done))
        if pos_api_id > pos_log_done:
            log(logfilename,'API的pos_log_id大于pos_log_done_id,判断API更新时间是否在10秒以内,nowtime:'+str(nowtime)+',pos_api_uptime:'+str(pos_api_uptime))
            if nowtime < (pos_api_uptime + 13):
                log(logfilename,'api更新时间在10秒内,判断api交易方向,pos_api_posSide'+str(pos_api_posSide)+',pos_api_side:'+str(pos_api_side))
                if pos_api_posSide == 'long' and pos_api_side == 'buy':
                    log(logfilename,'api交易方向:long-buy,判断当前持仓信息与api是否一致')
                    if int(pos_okex['long']) + int(pos_api_sz) == int(pos_api_long):
                        log(logfilename,'当前持仓信息与api一致,执行交易,当前持仓:'+str(pos_okex['long'])+',API持仓:'+str(pos_api_long)+',API交易数量:'+str(pos_api_sz))
                        trade_ok = trade(pos_api_side,pos_api_posSide,pos_api_sz,pos_api_id)
                        log(logfilename,'执行结果:'+str(trade_ok))
                    elif int(pos_okex['long']) + int(pos_api_sz) < int(pos_api_long):
                        log(logfilename,'当前持仓信息与api一致,执行交易,当前持仓:'+str(pos_okex['long'])+',API持仓:'+str(pos_api_long)+',API交易数量:'+str(pos_api_sz))
                        trade_ok = trade(pos_api_side,pos_api_posSide,pos_api_sz,pos_api_id)
                        log(logfilename,'执行结果:'+str(trade_ok))
                    else:
                        log(logfilename,'long仓信息不一致,请将long仓手动平仓后再进行自动交易,当前持仓:'+str(pos_okex['long'])+',API持仓:'+str(pos_api_long)+',API交易数量:'+str(pos_api_sz))

                elif pos_api_posSide == 'long' and pos_api_side == 'sell':
                    log(logfilename,'api交易方向:long-sell,判断是否符合平仓条件')
                    if int(pos_okex['long']) > 0:
                        log(logfilename,'符合平仓条件,当前持仓:'+str(pos_okex['long'])+',API持仓:'+str(pos_api_short)+',API交易数量:'+str(pos_api_sz))
                        trade_ok = trade(pos_api_side,pos_api_posSide,int(pos_okex['long']),pos_api_id)
                        log(logfilename,'执行结果:'+str(trade_ok))
                    else:
                        log(logfilename,'long仓信息不一致,请将long仓手动平仓后再进行自动交易,当前持仓:'+str(pos_okex['long'])+',API持仓:'+str(pos_api_short)+',API交易数量:'+str(pos_api_sz))

                elif pos_api_posSide == 'short' and pos_api_side == 'sell':
                    log(logfilename,'api交易方向:short-sell,判断当前持仓信息与api是否一致')
                    if int(pos_okex['short']) + int(pos_api_sz) == int(pos_api_short):
                        log(logfilename,'符合开仓条件,执行交易,当前持仓:'+str(pos_okex['short'])+',API持仓:'+str(pos_api_short)+',API交易数量:'+str(pos_api_sz))
                        trade_ok = trade(pos_api_side,pos_api_posSide,pos_api_sz,pos_api_id)
                        log(logfilename,'执行结果:'+str(trade_ok))
                    elif int(pos_okex['short']) + int(pos_api_sz) < int(pos_api_short):
                        log(logfilename,'符合开仓条件,执行交易,当前持仓:'+str(pos_okex['short'])+',API持仓:'+str(pos_api_short)+',API交易数量:'+str(pos_api_sz))
                        trade_ok = trade(pos_api_side,pos_api_posSide,pos_api_sz,pos_api_id)
                        log(logfilename,'执行结果:'+str(trade_ok))
                    else:
                        log(logfilename,'short仓信息不一致,请将short仓手动平仓后再进行自动交易,当前持仓:'+str(pos_okex['short'])+',API持仓:'+str(pos_api_short)+',API交易数量:'+str(pos_api_sz))

                elif pos_api_posSide == 'short' and pos_api_side == 'buy':
                    log(logfilename,'api交易方向:short-buy,判断是否符合平仓条件')
                    if int(pos_okex['short']) > 0:
                        log(logfilename,'符合平仓条件,当前持仓:'+str(pos_okex['short'])+',API持仓:'+str(pos_api_short)+',API交易数量:'+str(pos_api_sz))
                        trade_ok = trade(pos_api_side,pos_api_posSide,pos_okex['short'],pos_api_id)
                        log(logfilename,'执行结果:'+str(trade_ok))
                    else:
                        log(logfilename,'short仓信息不一致,请将short仓手动平仓后再进行自动交易,当前持仓:'+str(pos_okex['short'])+',API持仓:'+str(pos_api_short)+',API交易数量:'+str(pos_api_sz))
            else:
                log(logfilename,'api更新时间超过10秒内,已错过最佳交易时间,nowtime:'+str(nowtime)+',pos_api_uptime:'+str(pos_api_uptime))
        else:
            log(logfilename,'API的pos_log_id不大于pos_log_done_id,api无新数据,继续执行监控,pos_api_id:'+str(pos_api_id)+',pos_log_done:'+str(pos_log_done))
    else:
        log(logfilename,'pos_log_done_id不为int型')
        api.set_pos_log_done(pos_api_id)
    log(logfilename,'========================【mark任务结束】========================')


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