# 白点数据,运行环境Python3.8# -*- coding: UTF-8 -*-from urllib import request, parsefrom urllib.parse import quoteimport reimport timeimport sysimport jsonimport hashlibimport hmacimport base64#import urllib#============================时间到强制结束线程import threadingimport inspectimport ctypesdef _async_raise(tid, exctype): """raises the exception, performs cleanup if needed""" tid = ctypes.c_long(tid) if not inspect.isclass(exctype): exctype = type(exctype) res = ctypes.pythonapi.PyThreadState_SetAsyncExc(tid, ctypes.py_object(exctype)) if res == 0: raise ValueError("invalid thread id") elif res != 1: # """if it returns a number greater than one, you're in trouble, # and you should call it again with exc=NULL to revert the effect""" ctypes.pythonapi.PyThreadState_SetAsyncExc(tid, None) raise SystemError("PyThreadState_SetAsyncExc failed") def stop_thread(thread): _async_raise(thread.ident, SystemExit)#=============================def htmll(url, data=None): #请求页面,这个函数要用线程,长时间不响应就杀死线程,参数5秒有时不起作用 headers = {'user-agent': 'Mozilla/5.0 (Macintosh; Intel Mac OS X 10_13_5) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/73.0.3683.86 Safari/537.36', \ 'X-MBX-APIKEY': API_Key} try: if data: data=data.encode('utf-8') req = request.Request(url, data, headers=headers) #resp = request.urlopen(req,timeout=25) with request.urlopen(req, timeout=10) as resp: return resp.read().decode("utf-8") except Exception as e: print(e) return ""def exch_timee(): #交易所时间 global ab_time kk="https://api.binance.com/api/v3/time" html=htmll(kk) try: tt=json.loads(html) lock.acquire() ab_time=int(time.time()*1000)-tt["serverTime"] lock.release() except Exception as e: print(e) passdef K_line(a): #获取K线数据 global ddd mmm_nnn=[] url="https://api.binance.com/api/v3/klines?symbol="+a+"USDT"+"&interval="+ddd["interval"]+"&limit="+str(ddd["MN"]+1) html=htmll(url) try: ttt=json.loads(html) #ttt["data"].reverse() lock.acquire() ddd["symbols"][a]["kline_id"]=time.time() lock.release() if (ttt[-1][0]/1000)//bbb[ddd["interval"]]==(time.time()-ab_time/1000)//bbb[ddd["interval"]]: ttt.pop() else: print(f"{a}: 不正常----") if (ttt[-1][0]/1000)//bbb[ddd["interval"]]==(time.time()-ab_time/1000)//bbb[ddd["interval"]]-1: #id,openn,high,low,closee,amount,vol,count,a_amount,a_vol #0 1 2 3 4 5 7 8 9 10 for tt in ttt: mmm_nnn.append(float(tt[4])-float(tt[1])) #if ddd["symbols"][a]["buy_price"]==0: #计算是否买入 if float(ddd["symbols"][a]["balances"])*float(ttt[-1][4])<=20: #计算是否买入 if mmm_nnn[-1]<-max(mmm_nnn[:-1])*ddd["AB"] and mmm_nnn[-1]<min(mmm_nnn[:-1])*ddd["AB"]: lock.acquire() ddd["symbols"][a]["kline_result"]=1 #买入 ddd["symbols"][a]["buy_price"]=float(ttt[-1][4]) ddd["symbols"][a]["sub_price"]=abs(mmm_nnn[-1]) lock.release() else:## if (float(ttt[-1][4])>ddd["symbols"][a]["buy_price"]+ddd["AA"]*ddd["symbols"][a]["sub_price"]\## or float(ttt[-1][4])<ddd["symbols"][a]["buy_price"]-ddd["VV"]*ddd["symbols"][a]["sub_price"])\## and float(ddd["symbols"][a]["balances"])*float(ttt[-1][4])>20: if (float(ttt[-1][4])>ddd["symbols"][a]["buy_price"]+ddd["AA"]*ddd["symbols"][a]["sub_price"]\ or (mmm_nnn[-1]>max(mmm_nnn[:-1])*ddd["AB"] and mmm_nnn[-1]>-min(mmm_nnn[:-1])*ddd["AB"] and mmm_nnn[-2]>0))\ and float(ddd["symbols"][a]["balances"])*float(ttt[-1][4])>20: lock.acquire() ddd["symbols"][a]["kline_result"]=-1 #卖出 lock.release() else: print(f"{a}: 2不正常====") except Exception as e: print(a) print(e) passdef assett(): #获取账户各币种余额 global ddd, USDT, balances_id html=htmll(exch_bb()) lock.acquire() try: tt=json.loads(html) for t in tt["balances"]: if float(t["free"])>0 and t["asset"] in ddd["symbols"].keys(): ddd["symbols"][t["asset"]]["balances"]=t["free"] elif float(t["free"])>0 and t["asset"]=="USDT": USDT=float(t["free"]) print(USDT) balances_id=time.time() except Exception as e: print(e) pass finally: lock.release()def orderr(symbol,side,type,q_type,quantity): #下单 global ddd, USDT kk=exch_cc(symbol+"USDT",side,type,q_type,quantity) print(kk) html=htmll(kk[0], kk[1]) try: temp=json.loads(html) except Exception as e: print(e) temp={} #print(html) if temp!={}: if temp["orderId"]>0: lock.acquire() if side=="BUY": ddd["symbols"][symbol]["kline_result"]=0 ddd["symbols"][symbol]["oth"]=0 USDT-=ddd["symbols"][symbol]["buy_usdt"]*1.002 #*1.002是考虑手续费的问题 elif side=="SELL": ddd["symbols"][symbol]["kline_result"]=0 ddd["symbols"][symbol]["buy_price"]=0 ddd["symbols"][symbol]["sub_price"]=0 ddd["symbols"][symbol]["oth"]=0 lock.release()def all_orderr(a): #查询历史订单 global aa kk=exch_dd(a+B_coin_name) print(kk) html=htmll(kk) print(html) if html!="": try: tt=json.loads(html) for t in tt: if t["side"]=="BUY": lock.acquire() aa[a]["buy_vol"]=float(t["cummulativeQuoteQty"]) lock.release() except Exception as e: passdef huobi_aa(): #查询当前用户的所有账号 uu="GET\napi.huobi.pro\n/v1/account/accounts\n" uu2="https://api.huobi.pro/v1/account/accounts?" tt=time.strftime("%Y-%m-%dT%H:%M:%S", time.localtime(time.time()-28800)) #2017-05-11T16:22:06 tt=quote(tt.encode("utf-8")) ss=[] ss.append("AccessKeyId=8390417f-qz5c4v5b6n-fadbc644-8415e") ss.append("SignatureMethod=HmacSHA256") ss.append("SignatureVersion=2") ss.append("Timestamp="+tt) ss.sort() urll="&".join(ss) urll2=uu+urll signature = hmac.new(b"c5432677-76d1f7f8-9454db25-040bb", urll2.encode(encoding = "utf-8"), digestmod=hashlib.sha256).digest() cc=base64.b64encode(signature) cc=quote(cc) return uu2+urll+"&Signature="+ccdef exch_bb(): #查询账户余额 uu="https://api.binance.com/api/v3/account" uu2="recvWindow=5000×tamp="+str(int(time.time()*1000)-ab_time) signature = hmac.new(Secret_Key.encode(encoding = "utf-8"), uu2.encode(encoding = "utf-8"), digestmod=hashlib.sha256).hexdigest() return uu+"?"+uu2+"&signature="+signaturedef exch_cc(symbol,side,type,q_type,quantity): #下单 uu="https://api.binance.com/api/v3/order" #uu="https://api.binance.com/api/v3/order/test" #测试下单 if q_type=="b": #base如BTC的报价下单 uu2="symbol="+symbol+"&side="+side+"&type="+type+"&quantity="+quantity+"&recvWindow=5000&newOrderRespType=ACK×tamp="+str(int(time.time()*1000)-ab_time) elif q_type=="q": #quote如USDT的报价下单 uu2="symbol="+symbol+"&side="+side+"&type="+type+""eOrderQty="+quantity+"&recvWindow=5000&newOrderRespType=ACK×tamp="+str(int(time.time()*1000)-ab_time) signature = hmac.new(Secret_Key.encode(encoding = "utf-8"), uu2.encode(encoding = "utf-8"), digestmod=hashlib.sha256).hexdigest() #return uu+"?"+uu2+"&signature="+signature return uu,uu2+"&signature="+signaturedef exch_dd(symbol): #查询历史订单 uu="https://api.binance.com/api/v3/allOrders" uu2="symbol="+symbol+"&limit=1&recvWindow=5000×tamp="+str(int(time.time()*1000)-ab_time) signature = hmac.new(Secret_Key.encode(encoding = "utf-8"), uu2.encode(encoding = "utf-8"), digestmod=hashlib.sha256).hexdigest() return uu+"?"+uu2+"&signature="+signaturedef fixx(s,minQty): #按交易所规则修整下单量 if s.find(".")==-1: return s else: if minQty=="1.0": return s[:s.find(".")] else: p=s.find(".") p+=len(minQty)-2 return s[:p+1]Secret_Key="------"API_Key="------" bbb={"1m":60, "3m":180, "5m":300, "15m":900, "30m":1800, "1h":3600, "2h":7200, "4h":14400, "6h":21600, "8h":28800, "12h":43200, "1d":86400, "3d":259200, "1w":604800}with open('config.txt', 'r', encoding='utf-8-sig', newline='\r\n') as f: ddd=json.loads(f.read())USDT=0balances_id=0lock=threading.Lock()run_num=0ab_time=900 #与交易所校对时间的误差,毫秒curr_time=0last_time=0run=Falseif __name__ == "__main__": while True: run=False try: #读取all_sell文件------- with open('all_sell.txt', 'r', encoding='utf-8-sig', newline='\r\n') as f: ttt=json.loads(f.read()) #读取account文件======= #校对时间并确定间隔区间-------------- t=threading.Thread(target=exch_timee) t.start() t.join(3) if t.is_alive(): stop_thread(t) print("强制结束线程:校对时间 "+time.strftime("%Y-%m-%d %H:%M:%S", time.localtime())) curr_timee=time.time()-ab_time/1000 if ttt["all_sell"]==1 or (curr_timee%bbb[ddd["interval"]]>=10\ and curr_timee%bbb[ddd["interval"]]<120\ and curr_timee//bbb[ddd["interval"]]>last_time//bbb[ddd["interval"]]): #>=15是为了时间的保守,因为有些小币种K线生成太慢 run=True #校对时间并确定间隔区间============= if run==True: #读取config文件------- with open('config.txt', 'r', encoding='utf-8-sig', newline='\r\n') as f: ddd=json.loads(f.read()) #读取account文件======= #查询账户余额-------------- for symbol in ddd["symbols"].keys(): ddd["symbols"][symbol]["balances"]="0" ddd["symbols"][symbol]["kline_result"]=0 #重置,因为可能有上次没有执行的买单,由于USDT不够 balances_id=0 numm=0 while curr_timee//bbb[ddd["interval"]]>balances_id//bbb[ddd["interval"]] and numm<4: t=threading.Thread(target=assett) t.start() t.join(4) if t.is_alive(): stop_thread(t) print("强制结束线程:查询账户余额!......"+time.strftime("%Y-%m-%d %H:%M:%S", time.localtime())) numm+=1 time.sleep(0.1) #查询账户余额============== #获取K_line数据------------------------ have=1 numm=0 while have==1 and numm<4: have=0 for symbol in ddd["symbols"].keys(): if curr_timee//bbb[ddd["interval"]]>ddd["symbols"][symbol]["kline_id"]//bbb[ddd["interval"]]: ddd["symbols"][symbol]["oth"]=threading.Thread(target=K_line,args=(symbol,)) ddd["symbols"][symbol]["oth"].setDaemon(True) ddd["symbols"][symbol]["oth"].start() have=1 #-------------------------------- if have==1: timee_1=time.time() alivee=1 while alivee==1: time.sleep(1) t_21=time.time()-timee_1 alivee=0 for symbol in ddd["symbols"].keys(): if ddd["symbols"][symbol]['oth']!=0: if ddd["symbols"][symbol]['oth'].is_alive(): alivee=1 if t_21>10: stop_thread(ddd["symbols"][symbol]['oth']) ddd["symbols"][symbol]['oth']=0 print("强制结束线程:K_line "+time.strftime("%Y-%m-%d %H:%M:%S", time.localtime())) alivee=0 else: ddd["symbols"][symbol]['oth']=0 #================================== numm+=1 time.sleep(0.1) #获取K_line数据======================== #先执行卖单,回笼资金------------------------ have=1 numm=0 while have==1 and numm<4: have=0 for symbol in ddd["symbols"].keys(): if ddd["symbols"][symbol]["kline_result"]==-1: ddd["symbols"][symbol]["oth"]=threading.Thread( target=orderr,args=( symbol,"SELL","MARKET","b",fixx( ddd["symbols"][symbol]["balances"],ddd["symbols"][symbol]["minQty"]))) ddd["symbols"][symbol]["oth"].setDaemon(True) ddd["symbols"][symbol]["oth"].start() have=1 #-------------------------------- if have==1: timee_1=time.time() alivee=1 while alivee==1: time.sleep(1) t_21=time.time()-timee_1 alivee=0 for symbol in ddd["symbols"].keys(): if ddd["symbols"][symbol]['oth']!=0: if ddd["symbols"][symbol]['oth'].is_alive(): alivee=1 if t_21>5: stop_thread(ddd["symbols"][symbol]['oth']) ddd["symbols"][symbol]['oth']=0 print("强制结束线程:K_line "+time.strftime("%Y-%m-%d %H:%M:%S", time.localtime())) alivee=0 else: ddd["symbols"][symbol]['oth']=0 #================================== #查询账户余额-------------- for symbol in ddd["symbols"].keys(): ddd["symbols"][symbol]["balances"]="0" balances_id=0 numm2=0 while curr_timee//bbb[ddd["interval"]]>balances_id//bbb[ddd["interval"]] and numm2<4: t=threading.Thread(target=assett) t.start() t.join(4) if t.is_alive(): stop_thread(t) print("强制结束线程:查询账户余额!......"+time.strftime("%Y-%m-%d %H:%M:%S", time.localtime())) numm2+=1 time.sleep(0.1) #查询账户余额============== numm+=1 time.sleep(0.1) #先执行卖单,回笼资金========================## #查询账户余额--------------## balances_id=0## while curr_timee//bbb[ddd["interval"]]>balances_id//bbb[ddd["interval"]]:## t=threading.Thread(target=assett)## t.start()## t.join(3)## if t.is_alive():## stop_thread(t)## print("强制结束线程:查询账户余额!......"+time.strftime("%Y-%m-%d %H:%M:%S", time.localtime()))## #查询账户余额============== #执行买单------------------------因为更新usdt,所以买单要串行计算 have=1 numm=0 while have==1 and ttt["all_sell"]==0 and numm<4: #全部卖出的时候,就不再买入了 have=0 for symbol in ddd["symbols"].keys(): if ddd["symbols"][symbol]["kline_result"]==1\ and USDT>ddd["symbols"][symbol]["buy_usdt"]*1.002: #*1.002是考虑手续费的问题 ddd["symbols"][symbol]["oth"]=threading.Thread( target=orderr,args=( symbol,"BUY","MARKET","q",fixx( str(ddd["symbols"][symbol]["buy_usdt"]),"0.01"))) ddd["symbols"][symbol]["oth"].setDaemon(True) ddd["symbols"][symbol]["oth"].start() ddd["symbols"][symbol]["oth"].join(4) #串行计算 have=1 #查询账户余额-------------- for symbol in ddd["symbols"].keys(): ddd["symbols"][symbol]["balances"]="0" ddd["symbols"][symbol]["oth"]=0 #很重要,防止后面的回写出错 balances_id=0 numm2=0 while curr_timee//bbb[ddd["interval"]]>balances_id//bbb[ddd["interval"]] and numm2<4: t=threading.Thread(target=assett) t.start() t.join(4) if t.is_alive(): stop_thread(t) print("强制结束线程:查询账户余额!......"+time.strftime("%Y-%m-%d %H:%M:%S", time.localtime())) numm2+=1 time.sleep(0.1) #查询账户余额============== numm+=1 time.sleep(0.1)## #--------------------------------## if have==1:## timee_1=time.time()## alivee=1## while alivee==1:## time.sleep(1)## t_21=time.time()-timee_1## alivee=0## for symbol in ddd["symbols"].keys():## if ddd["symbols"][symbol]['oth']!=0:## if ddd["symbols"][symbol]['oth'].is_alive():## alivee=1## if t_21>5:## stop_thread(ddd["symbols"][symbol]['oth'])## ddd["symbols"][symbol]['oth']=0## print("强制结束线程:K_line "+time.strftime("%Y-%m-%d %H:%M:%S", time.localtime()))## alivee=0## else:## ddd["symbols"][symbol]['oth']=0## #================================== #执行买单============================== #回写文件--------------- if ttt["all_sell"]==1: ttt["all_sell"]=0 with open('all_sell.txt', 'w', encoding='utf-8', newline='\r\n') as f: f.write(json.dumps(ttt, indent=4)+"\r\n") try: jjj=json.dumps(ddd, indent=4)+"\r\n" with open('config.txt', 'w', encoding='utf-8', newline='\r\n') as f: f.write(jjj) except Exception as ee: print(ee) print("--回写config出错--") #回写文件=============== #设定已经第一次运行过,和上次运行时间------------------- run_num+=1 last_time=time.time()-ab_time/1000 print(str(run_num)+" 币安000低吸高抛") print(time.strftime("%Y-%m-%d %H:%M:%S", time.localtime())) #设定已经第一次运行过,和上次运行时间=================== except Exception as e: #防止死锁 print(e) #print(str(run_num)+" 币安后台自动交易") #print(time.strftime("%Y-%m-%d %H:%M:%S", time.localtime())) time.sleep(2)
------ 以下:config.txt ------
{ "interval": "30m", "AA": 3, "VV": 3, "AB": 1, "MN": 6, "symbols": { "BTC": { "minQty": "0.000001", "minNotional": "10.00000000", "maxQty": "114.46460923", "buy_usdt": 1500, "balances": "0.03019248", "kline_id": 1630418410.4375, "kline_result": 0, "buy_price": 49594.26, "sub_price": 175.86999999999534, "oth": 0 }, "ETH": { "minQty": "0.00001", "minNotional": "10.00000000", "maxQty": "2788.47346152", "buy_usdt": 1500, "balances": "0.46155670", "kline_id": 1630418410.4531252, "kline_result": -1, "buy_price": 3250.14, "sub_price": 35.11000000000013, "oth": 0 }, "MATIC": { "minQty": "0.1", "minNotional": "10.00000000", "maxQty": "5420902.56831132", "buy_usdt": 1500, "balances": "928.30782000", "kline_id": 1630418410.4531252, "kline_result": 0, "buy_price": 1.61231, "sub_price": 0.011730000000000018, "oth": 0 } }}
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