136 lines
3.1 KiB
Markdown
136 lines
3.1 KiB
Markdown
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> Name
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简单的做市对冲功能
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> Author
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3piggy
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> Strategy Description
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小平台自己做市，降低风险，对冲到大交易所
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策略思想：
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死循环轮询账户资产余额，将变动的币对冲到火币
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同时发送钉钉与微信通知给管理员
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使用sqlite保存历史账户余额，为其余策略服务，方便财务管理
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> Source (python)
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``` python
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# -*- coding: UTF-8 -*-
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import time
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from api import *
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from Huobiapi import *
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import sqlite3
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def wechatmsg(text,desp):
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server = 'https://sc.ftqq.com/xxxxxx.send'
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payload = {'text':text,'desp':desp}
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requests.post(server,params = payload)
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def dingmsg(title,msg):
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url = 'https://oapi.dingtalk.com/robot/send?access_token=xxxxxx'
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data = {
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"msgtype": "markdown",
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"markdown": {
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"title":title+msg,
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"text": "#### " + title + "\n"
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"> " + msg
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}}
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header = {'Content-Type':'application/json'}
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r = requests.post(url = url ,headers=header,data = json.dumps(data)).json()
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return r
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def check():
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try:
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pre_balance = {}
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conn = sqlite3.connect("/root/bot/hedge.db")
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cursor = conn.cursor()
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sql = 'select * from balance order by id desc limit 20;'
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result = list(cursor.execute(sql))
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for a in result:
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if a[1] in list(pre_balance.keys()):
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break
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else:
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pre_balance[a[1]] = a[2] #读取之前balance
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coinname = list(pre_balance.keys())
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print(pre_balance,coinname)
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balance = GetBalance()
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t = time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(time.time()))
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for x in balance:
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sql = "insert into balance (coin,balance,time) values(?,?,?);"
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b = x['balance']+x['frozenBalance']
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if b != 0:
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v = (x['coin']['unit'],b,t)
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print(v)
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cursor.execute(sql,v)
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for n in coinname:
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if n == x['coin']['unit']:
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d = round(b - pre_balance[n],5) #数量差
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if d > 0:
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Sell(n,d)
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msg = '对冲卖出'+n+'数量：'+str(d)
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print(msg)
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wechatmsg('对冲',msg)
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dingmsg('对冲',msg)
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sql = "insert into hedge (coin,hedge_amount,status,time) values(?,?,?,?);"
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v = (n,d,0,t)
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cursor.execute(sql,v)
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elif d < 0:
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Buy(n,d)
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msg = '对冲买入：'+n+'数量：'+str(d)
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print(msg)
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wechatmsg('对冲',msg)
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dingmsg('对冲',msg)
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sql = "insert into hedge (coin,hedge_amount,status,time) values(?,?,?,?);"
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v = (n,d,0,t)
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cursor.execute(sql,v)
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else:
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print('no hedge')
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conn.commit()
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conn.close()
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except Exception as e:
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raise e
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def insert_balance():
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try:
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conn = sqlite3.connect("hedge.db")
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cursor = conn.cursor()
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balance = GetBalance()
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t = time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(time.time()))
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for x in balance:
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sql = "insert into balance (coin,balance,time) values(?,?,?);"
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b = x['balance']+x['frozenBalance']
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if b != 0:
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v = (x['coin']['unit'],b,t)
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cursor.execute(sql,v)
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conn.commit()
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conn.close()
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print('finish')
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except Exception as e:
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print('err',e)
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if __name__ == '__main__':
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while 1:
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try:
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check()
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except Exception as e:
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print(e)
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time.sleep(30)
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```
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> Detail
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https://www.fmz.com/strategy/178194
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> Last Modified
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2019-12-12 14:39:05
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