> Name 幽灵趋势跟踪策略数据库 > Author 陈皮 > Source (python) ``` python #!/usr/bin/python # -*- coding: utf-8 -*- import time,datetime import json from collections import Counter IFLAGE = 0 class Account(object): #币安账户信息实体，封装了常用的账户信息 #totalWalletBalance：钱包余额 #totalMarginBalance：保证金余额 #totalPositionInitialMargin：持仓保证金 #totalOpenOrderInitialMargin：当前挂单保证金 #availableBalance: 可用余额（仅计算usdt资产） def __init__(self, totalWalletBalance, totalMarginBalance, totalPositionInitialMargin, totalOpenOrderInitialMargin, availableBalance): self.totalWalletBalance = totalWalletBalance self.totalMarginBalance = totalMarginBalance self.totalPositionInitialMargin = totalPositionInitialMargin self.totalOpenOrderInitialMargin = totalOpenOrderInitialMargin self.availableBalance = availableBalance class Position(object): #币安交易对实体，封装了常用的交易对信息 #entryPrice：持仓成本价 #leverage：杠杆倍率 #liquidationPrice：强平价格 #marginType：逐仓模式或全仓模式 #markPrice：标记价格 #positionAmt：头寸数量 #symbol：交易对 #unRealizedProfit：持仓未实现盈亏 #positionSide：持仓方向 def __init__(self, entryPrice, leverage, liquidationPrice, marginType, markPrice, positionAmt, symbol, unRealizedProfit, positionSide): self.entryPrice = entryPrice self.leverage = leverage self.liquidationPrice = liquidationPrice self.marginType = marginType self.markPrice = markPrice self.positionAmt = positionAmt self.symbol = symbol self.unRealizedProfit = unRealizedProfit self.positionSide = positionSide class Ticker(object): #sell: 卖一价 #buy: 买一价 #last: 最后成交价格 def __init__(self, sell, buy, last): self.sell = sell self.buy = buy self.last = last class Order(object): #id:订单唯一标识 #price:下单价格 #amount:下单数量 #status:订单状态--0：未完成；1：已完成；2：已经取消；3：未知状态 def __init__(self, id, price, amount, status): self.id = id self.price = price self.amount = amount self.status = status #获取账户信息 def GetAccountDao(): account = _C(exchange.GetAccount) assets = account.Info.assets busd = {} usdt = {} for asset in assets: symbol = asset["asset"] if symbol == "BUSD": busd = asset if symbol == "USDT": usdt = asset bTotalWalletBalance = float(busd["walletBalance"]) bTotalMarginBalance = float(busd["marginBalance"]) bTotalPositionInitialMargin = float(busd["positionInitialMargin"]) bTotalOpenOrderInitialMargin = float(busd["openOrderInitialMargin"]) bAvailableBalance = float(busd["availableBalance"]) uTotalWalletBalance = float(usdt["walletBalance"]) uTotalMarginBalance = float(usdt["marginBalance"]) uTotalPositionInitialMargin = float(usdt["positionInitialMargin"]) uTotalOpenOrderInitialMargin = float(usdt["openOrderInitialMargin"]) uAvailableBalance = float(usdt["availableBalance"]) totalWalletBalance = _N(uTotalWalletBalance+bTotalWalletBalance,2) totalMarginBalance = _N(uTotalMarginBalance+bTotalMarginBalance,2) totalPositionInitialMargin = _N(uTotalPositionInitialMargin+bTotalPositionInitialMargin,2) totalOpenOrderInitialMargin = _N(uTotalOpenOrderInitialMargin+bTotalOpenOrderInitialMargin,2) availableBalance = _N(uAvailableBalance+bAvailableBalance,2) account = Account(totalWalletBalance, totalMarginBalance, totalPositionInitialMargin, totalOpenOrderInitialMargin, availableBalance) return account #获取账户所有交易对 def GetPositionsDao(): positions = [] num2 = _G("num2") for i in _C(exchange.GetPosition): entryPrice = _N(float(i.Info.entryPrice),num2) leverage = i.Info.leverage liquidationPrice = _N(float(i.Info.liquidationPrice),num2) marginType = i.Info.marginType markPrice = _N(float(i.Info.markPrice),num2) positionAmt = i.Info.positionAmt symbol = i.Info.symbol unRealizedProfit = _N(float(i.Info.unRealizedProfit),3) positionSide = i.Info.positionSide position = Position(entryPrice, leverage, liquidationPrice, marginType, markPrice, positionAmt, symbol, unRealizedProfit, positionSide) positions.append(position) return positions #获取tick级别的行情数据 def GetTickerDao(i): ticker = _C(exchanges[i].GetTicker) sell = ticker.Sell buy = ticker.Buy last = ticker.Last newTicker = Ticker(sell,buy,last) return newTicker #创建订单 def CreateOrderDao(price,amount,flag): #price: 价格 #amount: 合约数 #flag: 0(买入开多仓);1(买入平空仓);2(卖出开空仓);3(卖出平多仓) num2 = _G("num2") price = _N(price,num2) id = 0 if flag == 0: exchange.SetDirection("buy") id = exchange.Buy(price,amount) elif flag == 1: exchange.SetDirection("closesell") id = exchange.Buy(price,amount) elif flag == 2: exchange.SetDirection("sell") id = exchange.Sell(price,amount) elif flag == 3: exchange.SetDirection("closebuy") id = exchange.Sell(price,amount) return id #市价平仓 def CreateOrderDao2(amount,flag,message): id = 0 #flag: 0(买入开多仓);1(买入平空仓);2(卖出开空仓);3(卖出平多仓) if flag == 0: exchange.SetDirection("buy") id = exchange.Buy(-1,amount,message) elif flag == 1: exchange.SetDirection("closesell") id = exchange.Buy(-1,amount,message) elif flag == 2: exchange.SetDirection("sell") id = exchange.Sell(-1,amount,message) elif flag == 3: exchange.SetDirection("closebuy") id = exchange.Sell(-1,amount,message) return id #获取合约数位数 def GetNumByAmountDao(): depth = _C(exchange.GetDepth) nums = [] num2s = [] for ask in depth["Asks"]: i = ask["Amount"] num = 0 if str(i).count('.') == 1: num = len(str(i).split(".")[1]) nums.append(num) j = ask["Price"] num2 = 0 if str(j).count('.') == 1: num2 = len(str(j).split(".")[1]) num2s.append(num2) num = max(nums) _G("num",num) num2 = Counter(num2s).most_common(1)[0][0] _G("num2",num2) #返回一个K线历史 def GetRecordsDao(period,i): if period == -1: return _C(exchanges[i].GetRecords) else: return _C(exchanges[i].GetRecords,period) #设置币种 def SetCurrencyDao(symbol,i): exchanges[i].SetCurrency(symbol) #划转资金 def SetTransferDao(amount, typeEnum, symbol): exchange.SetBase("https://api.binance.com") params = "amount=" + str(amount) + "&type=" + typeEnum + "&asset=" + symbol ret = exchange.IO("api", "POST", "/sapi/v1/asset/transfer", params) Log("资金划转：划转数量为{}".format(amount)) exchange.SetBase("https://fapi.binance.com") return ret #获取当前未完成的所有订单 def GetPendingOrdersDao(): orders = [] for order in _C(exchange.GetOrders): id = order.Id price = order.Price amount = order.Amount status = order.Status newOrder = Order(id, price, amount, status) orders.append(newOrder) return orders #根据订单ID获取订单详情 def GetOrderByIdDao(id): order = _C(exchange.GetOrder,id) id = order.Id price = order.Price amount = order.Amount status = order.Status newOrder = Order(id, price, amount, status) return newOrder #取消某个订单 def CancelOrderDao(id): if id == 0: return True flag = exchange.CancelOrder(id) if flag == True: return flag else: order =_C(exchange.GetOrder,id) if order["Status"] == 0: flag = exchange.CancelOrder(id) else: flag = True return flag #取消所有未完成的订单 def AllCanelOrderDao(): orders = GetPendingOrdersDao() for order in orders: _C(CancelOrderDao,order.id) #定时器 def TimerDao(m,key): value = _G(key) if value is None: value = time.time() _G(key,value) return True now = time.time() dnow = datetime.datetime.fromtimestamp(now) dvalue = datetime.datetime.fromtimestamp(int(value)) c = (dnow - dvalue).total_seconds() if c - m > 0: _G(key,now) return True return False #获取Period def GetPeriodDao(): return exchange.GetPeriod() #获取Currency def GetCurrencyDao(): return exchange.GetCurrency() #获取标志 def GetStopDao(): i = IFLAGE return i #设置标志1 def SetIFlageDao(): global IFLAGE IFLAGE = 1 #定时器 def TimerDao(m,key): value = _G(key) if value is None: value = time.time() _G(key,value) return True now = time.time() dnow = datetime.datetime.fromtimestamp(now) dvalue = datetime.datetime.fromtimestamp(int(value)) c = (dnow - dvalue).total_seconds() if c - m > 0: _G(key,now) return True return False #设置双向持仓 def SetDualDao(): dual = _C(exchange.IO,"api", "GET", "/fapi/v1/positionSide/dual", "") if dual.dualSidePosition: Log("当前账户为双向持仓模式，不需要转换持仓模式") else: Log("当前账户为单向持仓模式，准备转双向持仓模式") _C(exchange.IO,"api", "POST", "/fapi/v1/positionSide/dual", "dualSidePosition=true") Log("已转为双向持仓模式") ext.GetAccountDao = GetAccountDao ext.GetPositionsDao = GetPositionsDao ext.GetTickerDao = GetTickerDao ext.CreateOrderDao = CreateOrderDao ext.CreateOrderDao2 = CreateOrderDao2 ext.GetNumByAmountDao = GetNumByAmountDao ext.GetRecordsDao = GetRecordsDao ext.SetTransferDao = SetTransferDao ext.GetPendingOrdersDao = GetPendingOrdersDao ext.GetOrderByIdDao = GetOrderByIdDao ext.CancelOrderDao = CancelOrderDao ext.TimerDao = TimerDao ext.AllCanelOrderDao = AllCanelOrderDao ext.GetPeriodDao = GetPeriodDao ext.GetCurrencyDao = GetCurrencyDao ext.GetStopDao = GetStopDao ext.SetIFlageDao = SetIFlageDao ext.TimerDao = TimerDao ext.SetDualDao = SetDualDao ext.SetCurrencyDao = SetCurrencyDao ``` > Detail https://www.fmz.com/strategy/363411 > Last Modified 2022-06-10 22:41:54