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run.py
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# -*- coding: utf-8 -*-
from app.BinanceAPI import BinanceAPI
from app.authorization import api_key,api_secret
from data.runBetData import RunBetData
from app.dingding import Message
from data.calcIndex import CalcIndex
import time
import mplfinance as mpf
import matplotlib as mpl# 用于设置曲线参数
from cycler import cycler# 用于定制线条颜色
import pandas as pd# 导入DataFrame数据
import matplotlib.pyplot as plt
binan = BinanceAPI(api_key,api_secret)
runbet = RunBetData()
msg = Message()
index = CalcIndex()
class Run_Main():
def __init__(self):
self.coinType = runbet.get_cointype() # 交易币种
pass
def loop_run(self):
while True:
cur_market_price = binan.get_ticker_price(runbet.get_cointype()) # 当前交易对市价
grid_buy_price = runbet.get_buy_price() # 当前网格买入价格
grid_sell_price = runbet.get_sell_price() # 当前网格卖出价格
quantity = runbet.get_quantity() # 买入量
step = runbet.get_step() # 当前步数
right_size = len(str(cur_market_price).split(".")[1])
if grid_buy_price >= cur_market_price and index.calcAngle(self.coinType,"5m",False,right_size): # 是否满足买入价
res = msg.buy_market_msg(self.coinType, quantity)
if res['orderId']: # 挂单成功
runbet.modify_price(cur_market_price, step+1) #修改data.json中价格、当前步数
time.sleep(60*2) # 挂单后，停止运行1分钟
else:
break
elif grid_sell_price < cur_market_price and index.calcAngle(self.coinType,"5m",True,right_size): # 是否满足卖出价
if step==0: # setp=0 防止踏空，跟随价格上涨
runbet.modify_price(grid_sell_price,step)
else:
res = msg.sell_market_msg(self.coinType, runbet.get_quantity(False))
if res['orderId']:
# runbet.set_ratio(runbet.get_cointype()) 启动动态改变比率
runbet.modify_price(cur_market_price, step - 1)
time.sleep(60*2) # 挂单后，停止运行1分钟
else:
break
else:
print("当前市价：{market_price}。未能满足交易,继续运行".format(market_price = cur_market_price))
def macdCalc(self):
kline = binan.get_klines("DOGEUSDT", "1m", 500)
columns = ['开盘时间', 'Open', 'High', 'Low', 'Close', 'volume', '收盘时间',
'成交额', '成交笔数', '主动买入成交量', '主动买入成交额', '请忽略该参数']
# df = pd.read_json('data/kline.json')
df = pd.read_json(kline)
df.columns = columns
df['开盘时间'] = pd.to_datetime(df['开盘时间'], unit='ms')
df = df.set_index('开盘时间').iloc[-10:, :5]
# mpf.plot(df, type='candle',mav=(5,10,20))
# MACD默认参数为12、26、9，计算过程分为三步，
# 第一步计算EMA：
# 12日EMA
# EMA(12) = 2 / (12 + 1) * 今日收盘价(12) + 11 / (12 + 1) * 昨日EMA(12)
df['ema12'] = 0
df['ema12'] = (2 / (12 + 1) * df['Close']) + (11 / (12 + 1) * df['ema12'].shift(1))
a = 2 / (12 + 1) * df['Close']
b = 11 / (12 + 1) * df['ema12'].shift(1)
df['ema123'] = a + b
# 26日EMA
# EMA(26) = 2 / (26 + 1) * 今日收盘价(26) + 25 / (26 + 1) * 昨日EMA(26)
# 第二步计算DIFF：
# DIFF = EMA(12) - EMA(26)
# 第三步计算DEA：
# DEA = 2 / (9 + 1) * 今日DIFF + 8 / (9 + 1) * 昨日DEA
# 第四步计算MACD柱线：
# MACD柱线 = 2 * (DIFF - DEA)
print(df)
# if __name__ == "__main__":
# instance = Run_Main()
# try:
# instance.loop_run()
# except Exception as e:
# error_info = "报警：币种{coin},服务停止.错误原因{info}".format(coin=instance.coinType,info=str(e))
# msg.dingding_warn(error_info)
# 调试看报错运行下面，正式运行用上面
if __name__ == "__main__":
instance = Run_Main()
instance.macdCalc()
# instance.loop_run()