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294 lines
12 KiB
294 lines
12 KiB
# cd /www/server/mdserver-web && source bin/activate
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# python3 plugins/cryptocurrency_trade/ccxt/strategy/on_g_test.py t_buy_open
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# python3 plugins/cryptocurrency_trade/ccxt/strategy/on_g_test.py t_buy_close
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# python3 plugins/cryptocurrency_trade/ccxt/strategy/on_g_test.py t_sell_open
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# python3 plugins/cryptocurrency_trade/ccxt/strategy/on_g_test.py t_sell_cloe
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# 获取仓位数据
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# python3 plugins/cryptocurrency_trade/ccxt/strategy/on_g_test.py t_get_trade
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# API地址
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# https://www.gate.io/docs/developers/apiv4/zh_CN/#api
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import ccxt
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import talib
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import sys
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import os
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import time
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import pandas as pd
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# import pandas_ta as ta
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from pprint import pprint
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import numpy as np
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sys.path.append(os.getcwd() + "/plugins/cryptocurrency_trade/strategy")
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import common
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sys.path.append(os.getcwd() + "/class/core")
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import mw
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exchange = ccxt.gate({
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"apiKey": '756e1ff80526cb0ac9620c75680fc506',
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"secret": '95ac89362056bcf12ce37aabff6eb7ec78185483105f39b4a35e8dc8db8b4d3c',
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})
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exchange.load_markets()
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def t_get_trade():
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data = exchange.fetchPositions()
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print(data)
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def btc_test():
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closing_price = 24599.9
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stop_loss_price = 24740.4
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# ---------------------------
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stop_loss_args = {
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'ccy': "USDT",
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'reduceOnly': True,
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'tdMode': "cross",
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'slOrdPx': "-1",
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'slTriggerPx': stop_loss_price,
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}
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print('---------止损价 执行 START ----------------------------------')
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sl_amount = stop_loss_price * 0.001
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print(amount)
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data = exchange.create_order(
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'BTC/USDT', 'limit', 'buy', sl_amount, stop_loss_price, stop_loss_args)
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print(data)
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print('---------止损价 执行 END ----------------------------------')
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print('---------止盈价 执行 START ----------------------------------')
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closing_price_args = {
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'ccy': "USDT",
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'reduceOnly': True,
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'tdMode': "cross",
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'tpOrdPx': "-1",
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'tpTriggerPx': closing_price,
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}
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cp_amount = closing_price * 0.001
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print(amount)
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data = exchange.create_order(
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'BTC/USDT', 'limit', 'buy', cp_amount, closing_price, closing_price_args)
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print(data)
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print('---------止盈价 执行 END ----------------------------------')
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def testK_buy_open_sz():
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# 做多开仓
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data = exchange.fetchTicker('BTC/USDT')
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print(data)
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# data = exchange.createMarketBuyOrder('DOT/USDT', 1, {"tdMode": "cross"})
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# print(data)
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# print(type(data))
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def testK_buy_open():
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# 做多开仓
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# print(dir(exchange))
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# exchange['options']['createMarketBuyOrderRequiresPrice'] = False
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data = exchange.fetch_ticker('BTC/USDT')
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print("now price:", data['ask'])
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amount = 0.001
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price = data['ask']
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cost = amount * float(price)
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print('total price:', cost)
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print('amount price:', amount)
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# a_amount = round(amount / data['ask'], 5)
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# print('amount :', amount)
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# print('amount :', str(amount))
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#
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data = exchange.createOrder(
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"BTC/USDT", type="limit", side="buy", amount=amount, price=price, params={'account': "cross_margin"})
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# data = exchange.createMarketBuyOrder('BTC/USDT', amount)
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print(data)
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print(type(data))
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# 数据
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# {'info': {'clOrdId': 'e847386590ce4dBC58e8b0afb0fe70cc', 'ordId': '554437054223302656', 'sCode': '0', 'sMsg': 'Order placed', 'tag': 'e847386590ce4dBC'}, 'id': '554437054223302656', 'clientOrderId': 'e847386590ce4dBC58e8b0afb0fe70cc', 'timestamp': None, 'datetime': None, 'lastTradeTimestamp': None, 'symbol': 'DOT/USDT', 'type': 'market', 'timeInForce': None, 'postOnly': None, 'side': 'buy', 'price': None, 'stopPrice': None, 'triggerPrice': None, 'average': None, 'cost': None, 'amount': None, 'filled': None, 'remaining': None, 'status': None, 'fee': None, 'trades': [], 'reduceOnly': None, 'fees': []}
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# 查询委托单
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# order_id = data['info']['ordId']
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# order_id = '554437054223302656'
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# data = exchange.fetchOrder(order_id, 'BTC/USDT')
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# print(data['info'])
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# {'info': {'accFillSz': '0.190548', 'algoClOrdId': '', 'algoId': '', 'avgPx': '5.248', 'cTime': '1678441709955', 'cancelSource': '', 'cancelSourceReason': '', 'category': 'normal', 'ccy': 'USDT', 'clOrdId': 'e847386590ce4dBCeaddfd1494dc7080', 'fee': '-0.000190548', 'feeCcy': 'DOT', 'fillPx': '5.248', 'fillSz': '0.190548', 'fillTime': '1678441709957', 'instId': 'DOT-USDT', 'instType': 'MARGIN', 'lever': '10', 'ordId': '554359943143833600', 'ordType': 'market', 'pnl': '0', 'posSide': 'net', 'px': '', 'quickMgnType': '', 'rebate': '0', 'rebateCcy': 'USDT', 'reduceOnly': 'false', 'side': 'buy', 'slOrdPx': '', 'slTriggerPx': '', 'slTriggerPxType': '', 'source': '', 'state': 'filled', 'sz': '1', 'tag': 'e847386590ce4dBC', 'tdMode': 'cross', 'tgtCcy': '', 'tpOrdPx': '', 'tpTriggerPx': '', 'tpTriggerPxType': '', 'tradeId': '81184616', 'uTime': '1678441709960'}, 'id': '554359943143833600', 'clientOrderId': 'e847386590ce4dBCeaddfd1494dc7080', 'timestamp': 1678441709955, 'datetime': '2023-03-10T09:48:29.955Z', 'lastTradeTimestamp': 1678441709957, 'symbol': 'DOT/USDT', 'type': 'market', 'timeInForce': 'IOC', 'postOnly': None, 'side': 'buy', 'price': 5.248, 'stopPrice': None, 'triggerPrice': None, 'average': 5.248, 'cost': 0.999995904, 'amount': 1.0, 'filled': 0.190548, 'remaining': 0.809452, 'status': 'closed', 'fee': {'cost': 0.000190548, 'currency': 'DOT'}, 'trades': [], 'reduceOnly': False, 'fees': [{'cost': 0.000190548, 'currency': 'DOT'}]}
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# open_price = data['info']['avgPx']
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# print("开仓平均价", open_price)
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# # 止盈价
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# closing_price = float(open_price) * float((1 + 0.005))
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# closing_price = common.roundVal(closing_price, open_price)
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# print("止盈价", closing_price)
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# # 止损价
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# stop_loss_price = float(open_price) * float((1 - 0.01))
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# stop_loss_price = common.roundVal(stop_loss_price, open_price)
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# print("止损价", stop_loss_price)
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# property_val = float(data['info']['accFillSz']) + \
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# float(data['info']['fee'])
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# # 相同位数
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# property_val = common.roundValCeil(property_val, data['info']['accFillSz'])
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# print("可平仓资产", property_val)
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# closed_orders = exchange.fetchClosedOrders('DOT/USDT', limit=2)
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# print('closed_orders', closed_orders)
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# print(exchange.fetchBalance())
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# 可以用,限价单
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# time.sleep(1)
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# data = exchange.createLimitSellOrder(
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# 'DOT/USDT', property_val, closing_price, {"tdMode": "cross", 'ccy': 'USDT', "reduceOnly": True})
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# print(data)
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# print(type(data))
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# 止损价
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# 止盈价
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# exchange_params = {
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# 'ccy': "USDT",
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# 'reduceOnly': True,
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# 'tdMode': "cross",
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# 'tpOrdPx': "-1",
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# 'tpTriggerPx': closing_price,
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# 'slOrdPx': "-1",
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# 'slTriggerPx': stop_loss_price,
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# }
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# print('---------止损价 执行----------------------------------')
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# data = exchange.create_order(
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# 'BTC/USDT', 'limit', 'sell', property_val, closing_price, exchange_params)
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# print(data)
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# print(type(data))
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# print('---------止盈价 执行----------------------------------')
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# exchange_params = {
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# 'stopPrice': closing_price,
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# 'type': 'stopLimit',
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# }
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# data = exchange.create_order(
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# 'DOT/USDT', 'limit', 'sell', property_val, closing_price, exchange_params)
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# print(data)
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# print(type(data))
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def testK_buy_close():
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# 平多
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data = exchange.create_limit_buy_order(
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'DOT/USDT', 1, 5, {"tdMode": "cross"})
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print(data)
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print(type(data))
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# closed_orders = exchange.fetchClosedOrders('BTC/USDT', limit=2)
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# print(closed_orders)
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# closed_orders = exchange.fetchMyTrades('ETH/USDT', limit=2)
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# print(closed_orders)
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def testK_sell_open():
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# 做空开仓
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# data = exchange.createMarketSellOrder(
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# 'DOT/USDT', 1, {"tdMode": "cross", 'ccy': "USDT", })
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# print(data)
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# print(type(data))
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# 数据
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# {'info': {'clOrdId': 'e847386590ce4dBC58e8b0afb0fe70cc', 'ordId': '554437054223302656', 'sCode': '0', 'sMsg': 'Order placed', 'tag': 'e847386590ce4dBC'}, 'id': '554437054223302656', 'clientOrderId': 'e847386590ce4dBC58e8b0afb0fe70cc', 'timestamp': None, 'datetime': None, 'lastTradeTimestamp': None, 'symbol': 'DOT/USDT', 'type': 'market', 'timeInForce': None, 'postOnly': None, 'side': 'buy', 'price': None, 'stopPrice': None, 'triggerPrice': None, 'average': None, 'cost': None, 'amount': None, 'filled': None, 'remaining': None, 'status': None, 'fee': None, 'trades': [], 'reduceOnly': None, 'fees': []}
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# # 查询委托单
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# order_id = data['info']['ordId']
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order_id = '554516809819832320'
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data = exchange.fetchOrder(order_id, 'DOT/USDT')
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print(data['info'])
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# {'info': {'accFillSz': '0.190548', 'algoClOrdId': '', 'algoId': '', 'avgPx': '5.248', 'cTime': '1678441709955', 'cancelSource': '', 'cancelSourceReason': '', 'category': 'normal', 'ccy': 'USDT', 'clOrdId': 'e847386590ce4dBCeaddfd1494dc7080', 'fee': '-0.000190548', 'feeCcy': 'DOT', 'fillPx': '5.248', 'fillSz': '0.190548', 'fillTime': '1678441709957', 'instId': 'DOT-USDT', 'instType': 'MARGIN', 'lever': '10', 'ordId': '554359943143833600', 'ordType': 'market', 'pnl': '0', 'posSide': 'net', 'px': '', 'quickMgnType': '', 'rebate': '0', 'rebateCcy': 'USDT', 'reduceOnly': 'false', 'side': 'buy', 'slOrdPx': '', 'slTriggerPx': '', 'slTriggerPxType': '', 'source': '', 'state': 'filled', 'sz': '1', 'tag': 'e847386590ce4dBC', 'tdMode': 'cross', 'tgtCcy': '', 'tpOrdPx': '', 'tpTriggerPx': '', 'tpTriggerPxType': '', 'tradeId': '81184616', 'uTime': '1678441709960'}, 'id': '554359943143833600', 'clientOrderId': 'e847386590ce4dBCeaddfd1494dc7080', 'timestamp': 1678441709955, 'datetime': '2023-03-10T09:48:29.955Z', 'lastTradeTimestamp': 1678441709957, 'symbol': 'DOT/USDT', 'type': 'market', 'timeInForce': 'IOC', 'postOnly': None, 'side': 'buy', 'price': 5.248, 'stopPrice': None, 'triggerPrice': None, 'average': 5.248, 'cost': 0.999995904, 'amount': 1.0, 'filled': 0.190548, 'remaining': 0.809452, 'status': 'closed', 'fee': {'cost': 0.000190548, 'currency': 'DOT'}, 'trades': [], 'reduceOnly': False, 'fees': [{'cost': 0.000190548, 'currency': 'DOT'}]}
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open_price = data['info']['avgPx']
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print("开仓平均价", open_price)
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# 止盈价
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closing_price = float(open_price) * float((1 - 0.005))
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closing_price = common.roundVal(closing_price, open_price)
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print("止盈价", closing_price)
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# 止损价
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stop_loss_price = float(open_price) * float((1 + 0.01))
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stop_loss_price = common.roundVal(stop_loss_price, open_price)
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print("止损价", stop_loss_price)
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property_val = float(data['info']['accFillSz'])
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# 相同位数
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print("可平仓资产", property_val)
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# 止损价
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# 止盈价
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exchange_params = {
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'ccy': "USDT",
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'reduceOnly': True,
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'tdMode': "cross",
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'tpOrdPx': "-1",
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'tpTriggerPx': closing_price,
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'slOrdPx': "-1",
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'slTriggerPx': stop_loss_price,
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}
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print('---------止损价 执行----------------------------------')
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data = exchange.create_order(
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'DOT/USDT', 'limit', 'buy', property_val, closing_price, exchange_params)
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print(data)
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print(type(data))
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def testK_sell_close():
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# 平多
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data = exchange.create_limit_buy_order(
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'DOT/USDT', 1, 5, {"tdMode": "cross"})
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print(data)
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print(type(data))
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# closed_orders = exchange.fetchClosedOrders('BTC/USDT', limit=2)
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# print(closed_orders)
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# closed_orders = exchange.fetchMyTrades('ETH/USDT', limit=2)
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# print(closed_orders)
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if __name__ == "__main__":
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func = sys.argv[1]
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if func == 'long':
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longRun()
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elif func == 'run':
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debug()
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elif func == 'test':
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testKdan()
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elif func == 't_get_trade':
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t_get_trade()
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elif func == 't_buy_open':
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testK_buy_open()
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elif func == 't_buy_close':
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testK_buy_close()
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elif func == 't_sell_open':
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testK_sell_open()
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elif func == 't_sell_cloe':
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testK_sell_close()
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else:
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print('error')
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