├── .gitignore ├── HttpMD5Util.py ├── OkcoinFutureAPI.py ├── OkcoinSpotAPI.py ├── README.md ├── balance_info.py ├── conf.py.template ├── data_saver.py ├── dbcreate.py ├── html ├── balance.html ├── cgi-bin │ ├── data.py │ ├── get_balance.py │ ├── get_balances.py │ └── get_config.py ├── log │ └── index.html ├── show.html └── show_files │ ├── echarts.min.js │ └── jquery.min.js ├── http.sh ├── info └── for-commit ├── log └── for-commit ├── logger.py ├── logs └── for-commit ├── monitor.py ├── start.sh ├── start_monitor.sh ├── stop.sh ├── stop_monitor.sh ├── trading.py ├── util.py ├── view_debug.sh └── view_info.sh /.gitignore: -------------------------------------------------------------------------------- 1 | # Byte-compiled / optimized / DLL files 2 | __pycache__/ 3 | *.py[cod] 4 | *$py.class 5 | 6 | # C extensions 7 | *.so 8 | 9 | # Distribution / packaging 10 | .Python 11 | env/ 12 | build/ 13 | develop-eggs/ 14 | dist/ 15 | downloads/ 16 | eggs/ 17 | .eggs/ 18 | lib/ 19 | lib64/ 20 | parts/ 21 | sdist/ 22 | var/ 23 | wheels/ 24 | *.egg-info/ 25 | .installed.cfg 26 | *.egg 27 | 28 | # PyInstaller 29 | # Usually these files are written by a python script from a template 30 | # before PyInstaller builds the exe, so as to inject date/other infos into it. 31 | *.manifest 32 | *.spec 33 | 34 | # Installer logs 35 | pip-log.txt 36 | pip-delete-this-directory.txt 37 | 38 | # Unit test / coverage reports 39 | htmlcov/ 40 | .tox/ 41 | .coverage 42 | .coverage.* 43 | .cache 44 | nosetests.xml 45 | coverage.xml 46 | *.cover 47 | .hypothesis/ 48 | 49 | # Translations 50 | *.mo 51 | *.pot 52 | 53 | # Django stuff: 54 | *.log 55 | local_settings.py 56 | 57 | # Flask stuff: 58 | instance/ 59 | .webassets-cache 60 | 61 | # Scrapy stuff: 62 | .scrapy 63 | 64 | # Sphinx documentation 65 | docs/_build/ 66 | 67 | # PyBuilder 68 | target/ 69 | 70 | # Jupyter Notebook 71 | .ipynb_checkpoints 72 | 73 | # pyenv 74 | .python-version 75 | 76 | # celery beat schedule file 77 | celerybeat-schedule 78 | 79 | # SageMath parsed files 80 | *.sage.py 81 | 82 | # dotenv 83 | .env 84 | 85 | # virtualenv 86 | .venv 87 | venv/ 88 | ENV/ 89 | 90 | # Spyder project settings 91 | .spyderproject 92 | .spyproject 93 | 94 | # Rope project settings 95 | .ropeproject 96 | 97 | # mkdocs documentation 98 | /site 99 | 100 | # mypy 101 | .mypy_cache/ 102 | -------------------------------------------------------------------------------- /HttpMD5Util.py: -------------------------------------------------------------------------------- 1 | #!/usr/bin/python 2 | # -*- coding: utf-8 -*- 3 | #用于进行http请求，以及MD5加密，生成签名的工具类 4 | 5 | import http.client 6 | import urllib 7 | import json 8 | import hashlib 9 | import time 10 | 11 | def buildMySign(params,secretKey): 12 | sign = '' 13 | for key in sorted(params.keys()): 14 | sign += key + '=' + str(params[key]) +'&' 15 | data = sign+'secret_key='+secretKey 16 | return hashlib.md5(data.encode("utf8")).hexdigest().upper() 17 | 18 | def httpGet(url,resource,params=''): 19 | conn = http.client.HTTPSConnection(url, timeout=10) 20 | conn.request("GET",resource + '?' + params) 21 | response = conn.getresponse() 22 | data = response.read().decode('utf-8') 23 | return json.loads(data) 24 | 25 | def httpPost(url,resource,params): 26 | headers = { 27 | "Content-type" : "application/x-www-form-urlencoded", 28 | } 29 | conn = http.client.HTTPSConnection(url, timeout=10) 30 | temp_params = urllib.parse.urlencode(params) 31 | conn.request("POST", resource, temp_params, headers) 32 | response = conn.getresponse() 33 | data = response.read().decode('utf-8') 34 | params.clear() 35 | conn.close() 36 | return json.loads(data) 37 | 38 | 39 | 40 | 41 | -------------------------------------------------------------------------------- /OkcoinFutureAPI.py: -------------------------------------------------------------------------------- 1 | #!/usr/bin/python 2 | # -*- coding: utf-8 -*- 3 | #用于访问OKCOIN 期货REST API 4 | from HttpMD5Util import buildMySign,httpGet,httpPost 5 | 6 | class OKCoinFuture: 7 | 8 | def __init__(self,url,apikey,secretkey): 9 | self.__url = url 10 | self.__apikey = apikey 11 | self.__secretkey = secretkey 12 | 13 | #OKCOIN期货行情信息 14 | def future_ticker(self,symbol,contractType): 15 | FUTURE_TICKER_RESOURCE = "/api/v1/future_ticker.do" 16 | params = '' 17 | if symbol: 18 | params += '&symbol=' + symbol if params else 'symbol=' +symbol 19 | if contractType: 20 | params += '&contract_type=' + contractType if params else 'contract_type=' +symbol 21 | return httpGet(self.__url,FUTURE_TICKER_RESOURCE,params) 22 | 23 | ticker = future_ticker 24 | 25 | #OKCoin期货市场深度信息 26 | def future_depth(self,symbol,contractType,size): 27 | FUTURE_DEPTH_RESOURCE = "/api/v1/future_depth.do" 28 | params = '' 29 | if symbol: 30 | params += '&symbol=' + symbol if params else 'symbol=' +symbol 31 | if contractType: 32 | params += '&contract_type=' + contractType if params else 'contract_type=' +symbol 33 | if size: 34 | params += '&size=' + str(size) if params else 'size=' + str(size) 35 | return httpGet(self.__url,FUTURE_DEPTH_RESOURCE,params) 36 | 37 | #OKCoin期货交易记录信息 38 | def future_trades(self,symbol,contractType): 39 | FUTURE_TRADES_RESOURCE = "/api/v1/future_trades.do" 40 | params = '' 41 | if symbol: 42 | params += '&symbol=' + symbol if params else 'symbol=' +symbol 43 | if contractType: 44 | params += '&contract_type=' + contractType if params else 'contract_type=' +symbol 45 | return httpGet(self.__url,FUTURE_TRADES_RESOURCE,params) 46 | 47 | #OKCoin期货指数 48 | def future_index(self,symbol): 49 | FUTURE_INDEX = "/api/v1/future_index.do" 50 | params='' 51 | if symbol: 52 | params = 'symbol=' +symbol 53 | return httpGet(self.__url,FUTURE_INDEX,params) 54 | 55 | #获取美元人民币汇率 56 | def exchange_rate(self): 57 | EXCHANGE_RATE = "/api/v1/exchange_rate.do" 58 | return httpGet(self.__url,EXCHANGE_RATE,'') 59 | 60 | #获取预估交割价 61 | def future_estimated_price(self,symbol): 62 | FUTURE_ESTIMATED_PRICE = "/api/v1/future_estimated_price.do" 63 | params='' 64 | if symbol: 65 | params = 'symbol=' +symbol 66 | return httpGet(self.__url,FUTURE_ESTIMATED_PRICE,params) 67 | 68 | #期货全仓账户信息 69 | def future_userinfo(self): 70 | FUTURE_USERINFO = "/api/v1/future_userinfo.do?" 71 | params ={} 72 | params['api_key'] = self.__apikey 73 | params['sign'] = buildMySign(params,self.__secretkey) 74 | return httpPost(self.__url,FUTURE_USERINFO,params) 75 | 76 | #期货全仓持仓信息 77 | def future_position(self,symbol,contractType): 78 | FUTURE_POSITION = "/api/v1/future_position.do?" 79 | params = { 80 | 'api_key':self.__apikey, 81 | 'symbol':symbol, 82 | 'contract_type':contractType 83 | } 84 | params['sign'] = buildMySign(params,self.__secretkey) 85 | return httpPost(self.__url,FUTURE_POSITION,params) 86 | 87 | #期货下单 88 | def future_trade(self,symbol,contractType,price='',amount='',tradeType='',matchPrice='',leverRate=''): 89 | FUTURE_TRADE = "/api/v1/future_trade.do?" 90 | params = { 91 | 'api_key':self.__apikey, 92 | 'symbol':symbol, 93 | 'contract_type':contractType, 94 | 'amount':amount, 95 | 'type':tradeType, 96 | 'match_price':matchPrice, 97 | 'lever_rate':leverRate 98 | } 99 | if price: 100 | params['price'] = price 101 | params['sign'] = buildMySign(params,self.__secretkey) 102 | return httpPost(self.__url,FUTURE_TRADE,params) 103 | 104 | #期货批量下单 105 | def future_batchTrade(self,symbol,contractType,orders_data,leverRate): 106 | FUTURE_BATCH_TRADE = "/api/v1/future_batch_trade.do?" 107 | 108 | if not isinstance(orders_data, str): 109 | import json 110 | orders_data = json.dumps(orders_data).replace(' ', '') 111 | 112 | params = { 113 | 'api_key':self.__apikey, 114 | 'symbol':symbol, 115 | 'contract_type':contractType, 116 | 'orders_data':orders_data, 117 | 'lever_rate':leverRate 118 | } 119 | 120 | params['sign'] = buildMySign(params,self.__secretkey) 121 | return httpPost(self.__url,FUTURE_BATCH_TRADE,params) 122 | 123 | #期货取消订单 124 | def future_cancel(self,symbol,contractType,orderId): 125 | FUTURE_CANCEL = "/api/v1/future_cancel.do?" 126 | params = { 127 | 'api_key':self.__apikey, 128 | 'symbol':symbol, 129 | 'contract_type':contractType, 130 | 'order_id':orderId 131 | } 132 | params['sign'] = buildMySign(params,self.__secretkey) 133 | return httpPost(self.__url,FUTURE_CANCEL,params) 134 | 135 | #期货获取订单信息 136 | def future_orderinfo(self,symbol,contractType,orderId,status,currentPage,pageLength): 137 | FUTURE_ORDERINFO = "/api/v1/future_order_info.do?" 138 | params = { 139 | 'api_key':self.__apikey, 140 | 'symbol':symbol, 141 | 'contract_type':contractType, 142 | 'order_id':orderId, 143 | 'status':status, 144 | 'current_page':currentPage, 145 | 'page_length':pageLength 146 | } 147 | params['sign'] = buildMySign(params,self.__secretkey) 148 | return httpPost(self.__url,FUTURE_ORDERINFO,params) 149 | 150 | #期货逐仓账户信息 151 | def future_userinfo_4fix(self): 152 | FUTURE_INFO_4FIX = "/api/v1/future_userinfo_4fix.do?" 153 | params = {'api_key':self.__apikey} 154 | params['sign'] = buildMySign(params,self.__secretkey) 155 | return httpPost(self.__url,FUTURE_INFO_4FIX,params) 156 | 157 | #期货逐仓持仓信息 158 | def future_position_4fix(self,symbol,contractType,type1=1): 159 | FUTURE_POSITION_4FIX = "/api/v1/future_position_4fix.do?" 160 | params = { 161 | 'api_key':self.__apikey, 162 | 'symbol':symbol, 163 | 'contract_type':contractType, 164 | 'type':type1 165 | } 166 | params['sign'] = buildMySign(params,self.__secretkey) 167 | return httpPost(self.__url,FUTURE_POSITION_4FIX,params) 168 | 169 | 170 | 171 | #资金划转信息 172 | def future_devolve(self, symbol, contractType, amount): 173 | FUTURE_DEVOLVE = "/api/v1/future_devolve.do" 174 | params = { 175 | 'api_key':self.__apikey, 176 | 'symbol':symbol, 177 | 'type':contractType, 178 | 'amount':amount 179 | } 180 | params['sign'] = buildMySign(params, self.__secretkey) 181 | return httpPost(self.__url, FUTURE_DEVOLVE, params) 182 | -------------------------------------------------------------------------------- /OkcoinSpotAPI.py: -------------------------------------------------------------------------------- 1 | #!/usr/bin/python 2 | # -*- coding: utf-8 -*- 3 | #用于访问OKCOIN 现货REST API 4 | from HttpMD5Util import buildMySign,httpGet,httpPost 5 | 6 | class OKCoinSpot: 7 | 8 | def __init__(self,url,apikey,secretkey): 9 | self.__url = url 10 | self.__apikey = apikey 11 | self.__secretkey = secretkey 12 | 13 | #获取OKCOIN现货行情信息 14 | def ticker(self,symbol = ''): 15 | TICKER_RESOURCE = "/api/v1/ticker.do" 16 | params='' 17 | if symbol: 18 | params = 'symbol=%(symbol)s' %{'symbol':symbol} 19 | result = httpGet(self.__url,TICKER_RESOURCE,params) 20 | result['ticker']['buy'] = float(result['ticker']['buy']); 21 | result['ticker']['sell'] = float(result['ticker']['sell']); 22 | return result; 23 | 24 | #获取OKCOIN现货市场深度信息 25 | def depth(self,symbol = '', size=20): 26 | DEPTH_RESOURCE = "/api/v1/depth.do" 27 | params='' 28 | if symbol: 29 | params = 'symbol=%(symbol)s&size=%(size)d' %{'symbol':symbol, 'size':size} 30 | 31 | return httpGet(self.__url,DEPTH_RESOURCE,params) 32 | 33 | #获取OKCOIN现货历史交易信息 34 | def trades(self,symbol = '', size=100): 35 | TRADES_RESOURCE = "/api/v1/trades.do" 36 | params='' 37 | if symbol: 38 | params = 'symbol=%(symbol)s&size=%(size)d' %{'symbol':symbol, 'size':size} 39 | return httpGet(self.__url,TRADES_RESOURCE,params) 40 | 41 | #获取用户现货账户信息 42 | def userinfo(self): 43 | USERINFO_RESOURCE = "/api/v1/userinfo.do" 44 | params ={} 45 | params['api_key'] = self.__apikey 46 | params['sign'] = buildMySign(params,self.__secretkey) 47 | result = httpPost(self.__url,USERINFO_RESOURCE,params) 48 | 49 | for elem in result['info']['funds'].values(): 50 | for key in elem.keys(): 51 | elem[key] = float(elem[key]) 52 | return result 53 | 54 | #现货交易 55 | def trade(self,symbol,tradeType,price='',amount=''): 56 | TRADE_RESOURCE = "/api/v1/trade.do" 57 | params = { 58 | 'api_key':self.__apikey, 59 | 'symbol':symbol, 60 | 'type':tradeType 61 | } 62 | if price: 63 | params['price'] = price 64 | if amount: 65 | params['amount'] = amount 66 | 67 | params['sign'] = buildMySign(params,self.__secretkey) 68 | return httpPost(self.__url,TRADE_RESOURCE,params) 69 | 70 | #现货批量下单 71 | def batchTrade(self,symbol,orders_data, tradeType=None): 72 | BATCH_TRADE_RESOURCE = "/api/v1/batch_trade.do" 73 | import json 74 | if not isinstance(orders_data, str): 75 | orders_data = json.dumps(orders_data).replace(' ', '') 76 | print (orders_data) 77 | params = { 78 | 'api_key':self.__apikey, 79 | 'symbol':symbol, 80 | 'orders_data':orders_data 81 | } 82 | if tradeType is not None: 83 | params['type'] = tradeType, 84 | 85 | params['sign'] = buildMySign(params,self.__secretkey) 86 | return httpPost(self.__url,BATCH_TRADE_RESOURCE,params) 87 | 88 | #现货取消订单 89 | def cancelOrder(self,symbol,orderId): 90 | CANCEL_ORDER_RESOURCE = "/api/v1/cancel_order.do" 91 | params = { 92 | 'api_key':self.__apikey, 93 | 'symbol':symbol, 94 | 'order_id':orderId 95 | } 96 | params['sign'] = buildMySign(params,self.__secretkey) 97 | return httpPost(self.__url,CANCEL_ORDER_RESOURCE,params) 98 | 99 | #现货订单信息查询 100 | def orderinfo(self,symbol,orderId): 101 | ORDER_INFO_RESOURCE = "/api/v1/order_info.do" 102 | params = { 103 | 'api_key':self.__apikey, 104 | 'symbol':symbol, 105 | 'order_id':orderId 106 | } 107 | params['sign'] = buildMySign(params,self.__secretkey) 108 | return httpPost(self.__url,ORDER_INFO_RESOURCE,params) 109 | 110 | #现货批量订单信息查询 111 | def ordersinfo(self,symbol,orderId,tradeType): 112 | ORDERS_INFO_RESOURCE = "/api/v1/orders_info.do" 113 | params = { 114 | 'api_key':self.__apikey, 115 | 'symbol':symbol, 116 | 'order_id':orderId, 117 | 'type':tradeType 118 | } 119 | params['sign'] = buildMySign(params,self.__secretkey) 120 | return httpPost(self.__url,ORDERS_INFO_RESOURCE,params) 121 | 122 | #现货获得历史订单信息 123 | def orderHistory(self,symbol,status,currentPage,pageLength): 124 | ORDER_HISTORY_RESOURCE = "/api/v1/order_history.do" 125 | params = { 126 | 'api_key':self.__apikey, 127 | 'symbol':symbol, 128 | 'status':status, 129 | 'current_page':currentPage, 130 | 'page_length':pageLength 131 | } 132 | params['sign'] = buildMySign(params,self.__secretkey) 133 | return httpPost(self.__url,ORDER_HISTORY_RESOURCE,params) 134 | 135 | 136 | 137 | 138 | 139 | 140 | 141 | 142 | 143 | 144 | 145 | 146 | 147 | 148 | 149 | 150 | -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- 1 | # coin-harvester 2 | trading program 3 | 4 | # 数字货币收割机 5 | 6 | 数字货币期货现货套利程序，主要是在OKCoin做期货合约与现货之间差价的套利，期货远高于现货时做空期货买多现货，等差价小的时候反向操作，再等差价大时再重复操作。并且做了些网格策略来提升收益。 7 | 8 | 这个程序是2018年初的时候我和学弟 @zjf 一起花了几天时间搞的，当时一个月时间，我用40万本金使用无风险策略赚了10万左右. 9 | 10 | 后来zjf辞职拿这个程序为基础，在上边持续迭代策略，在一家公司专门做量化交易，收益十分可观。 11 | 12 | 套利程序知道的应该都知道，策略如果不持续更新，几年后的话基本上应该就没收益了，现在开源出来也只是让有兴趣的人看一看一个简单但实用的套利程序长啥样 13 | -------------------------------------------------------------------------------- /balance_info.py: -------------------------------------------------------------------------------- 1 | def createdb(): 2 | 3 | def save_balance(''): 4 | 5 | -------------------------------------------------------------------------------- /conf.py.template: -------------------------------------------------------------------------------- 1 | OPEN_RATES = {'etc': 1.17, 'ltc': 1.17, 'btc': 1.2, 'bch': 1.17} 2 | CLOSE_RATES = {'etc': 1.148, 'ltc': 1.152, 'btc': 1.02, 'bch': 1.155} 3 | ADJUST_VALUES = {k: (OPEN_RATES[k] + CLOSE_RATES[k]) / 2 for k in OPEN_RATES.keys()} 4 | SUPPORT_COIN_TYPES=['ltc', 'bch','etc', 'btc'] 5 | 6 | apikey='Your API KEY' 7 | secretkey='Your Secret Key'' 8 | 9 | EMAILS=['YourEmail@yourmail.com'] 10 | EMAIL_TITLE='[harvester] warning' 11 | WORKING_CONTRACT_TYPE='next_week' 12 | 13 | HTTP_PORT=8011 14 | 15 | 16 | WARNING_IF_BALANCE_LESS_THAN = 21000 17 | MAX_USDT_PER_TRADING=3000 18 | 19 | 20 | -------------------------------------------------------------------------------- /data_saver.py: -------------------------------------------------------------------------------- 1 | #!/usr/bin/python 2 | # -*- coding: utf-8 -*- 3 | # encoding: utf-8 4 | #客户端调用，用于查看API返回结果 5 | 6 | 7 | import time 8 | from OkcoinSpotAPI import OKCoinSpot 9 | from OkcoinFutureAPI import OKCoinFuture 10 | from HttpMD5Util import buildMySign,httpGet,httpPost 11 | import logger 12 | 13 | log = logger.get_logger('data_saver') 14 | #初始化apikey，secretkey,url 15 | 16 | from conf import apikey, secretkey 17 | 18 | okcoinRESTURL = 'www.okex.com' #请求注意：国内账号需要 修改为 www.okcoin.cn 19 | 20 | #现货API 21 | okcoinSpot = OKCoinSpot(okcoinRESTURL,apikey,secretkey) 22 | 23 | #期货API 24 | okcoinFuture = OKCoinFuture(okcoinRESTURL,apikey,secretkey) 25 | 26 | import sqlite3 27 | 28 | # test.db is a file in the working directory. 29 | conn = sqlite3.connect("data.db") 30 | 31 | c = conn.cursor() 32 | 33 | import datetime 34 | 35 | 36 | def try_it(n): 37 | def _w(fn): 38 | def _f(*args, **kargs): 39 | m = n 40 | while m > 0: 41 | m -= 1 42 | try: 43 | return fn(*args, **kargs) 44 | except Exception as e: 45 | log.info (e) 46 | log.info ('Error with args: %s, kargs: %s'% (str(args), str(kargs))) 47 | time.sleep(2) 48 | return None 49 | return _f 50 | return _w 51 | 52 | def save_ticker(name, ticker, local_time): 53 | l = local_time.strftime('%Y-%m-%d %H:%M:%S') 54 | t = datetime.datetime.fromtimestamp(int(ticker['date'])).strftime('%Y-%m-%d %H:%M:%S') 55 | n = name 56 | tk = ticker['ticker'] 57 | b = tk['buy'] 58 | s = tk['sell'] 59 | c.execute(''' 60 | insert into tickers (local_time, market_time, name, buy, sell) values('%s', '%s', '%s', %s, %s) 61 | ''' %(l, t, n, b, s)) 62 | 63 | @try_it(3) 64 | def get_and_save_ticker(name, markets, local_time, which_future=None): 65 | ticker = None 66 | 67 | if which_future is None: 68 | show_name = name 69 | ticker = markets.ticker(name) 70 | else: 71 | show_name = name + '#' + which_future 72 | ticker = markets.ticker(name, which_future) 73 | 74 | log.info(ticker) 75 | 76 | save_ticker(show_name, ticker, local_time) 77 | return ticker 78 | 79 | while True: 80 | local_time = datetime.datetime.now() 81 | ltc = get_and_save_ticker('btc_usdt', okcoinSpot, local_time) 82 | time.sleep(1) 83 | get_and_save_ticker('btc_usdt', okcoinFuture, local_time, 'this_week') 84 | time.sleep(1) 85 | ltc_next = get_and_save_ticker('btc_usdt', okcoinFuture, local_time, 'next_week') 86 | time.sleep(1) 87 | get_and_save_ticker('btc_usdt', okcoinFuture, local_time, 'quarter') 88 | 89 | etc = get_and_save_ticker('etc_usdt', okcoinSpot, local_time) 90 | time.sleep(1) 91 | get_and_save_ticker('etc_usdt', okcoinFuture, local_time, 'this_week') 92 | time.sleep(1) 93 | etc_next = get_and_save_ticker('etc_usdt', okcoinFuture, local_time, 'next_week') 94 | time.sleep(1) 95 | get_and_save_ticker('etc_usdt', okcoinFuture, local_time, 'quarter') 96 | 97 | get_and_save_ticker('ltc_usdt', okcoinSpot, local_time) 98 | time.sleep(1) 99 | get_and_save_ticker('ltc_usdt', okcoinFuture, local_time, 'this_week') 100 | time.sleep(1) 101 | get_and_save_ticker('ltc_usdt', okcoinFuture, local_time, 'next_week') 102 | time.sleep(1) 103 | get_and_save_ticker('ltc_usdt', okcoinFuture, local_time, 'quarter') 104 | 105 | get_and_save_ticker('bch_usdt', okcoinSpot, local_time) 106 | time.sleep(1) 107 | get_and_save_ticker('bch_usdt', okcoinFuture, local_time, 'this_week') 108 | time.sleep(1) 109 | get_and_save_ticker('bch_usdt', okcoinFuture, local_time, 'next_week') 110 | time.sleep(1) 111 | get_and_save_ticker('bch_usdt', okcoinFuture, local_time, 'quarter') 112 | 113 | get_and_save_ticker('eth_usdt', okcoinSpot, local_time) 114 | time.sleep(1) 115 | get_and_save_ticker('eth_usdt', okcoinFuture, local_time, 'this_week') 116 | time.sleep(1) 117 | get_and_save_ticker('eth_usdt', okcoinFuture, local_time, 'next_week') 118 | time.sleep(1) 119 | get_and_save_ticker('eth_usdt', okcoinFuture, local_time, 'quarter') 120 | try_it(3)(conn.commit)() 121 | 122 | time.sleep(30) 123 | 124 | -------------------------------------------------------------------------------- /dbcreate.py: -------------------------------------------------------------------------------- 1 | import sqlite3 2 | 3 | # test.db is a file in the working directory. 4 | conn = sqlite3.connect("data.db") 5 | 6 | c = conn.cursor() 7 | 8 | import traceback 9 | # create tables 10 | #c.execute(''' Drop table tickers''') 11 | 12 | 13 | try: 14 | c.execute('''CREATE TABLE tickers 15 | (id integer primary key autoincrement, local_time datetime, market_time datetime, name text, buy decimal(10, 5), sell decimal(10,5)) ''') 16 | except Exception as e: 17 | print(traceback.format_exc()) 18 | 19 | try: 20 | c.execute('''create index local_time_index on tickers (local_time)''') 21 | except Exception as e: 22 | print(traceback.format_exc()) 23 | conn.commit() 24 | conn.close() 25 | 26 | conn = sqlite3.connect('balance.db') 27 | c = conn.cursor() 28 | try: 29 | c.execute(''' CREATE TABLE total_balance (id integer primary key autoincrement, ts datetime, balance decimal(10, 5), json_data varchar(300)) ''') 30 | except Exception as e: 31 | print(traceback.format_exc()) 32 | 33 | try: 34 | c.execute('''create index ts_index on total_balance (ts)''') 35 | except Exception as e: 36 | print(traceback.format_exc()) 37 | 38 | # save the changes 39 | conn.commit() 40 | 41 | # close the connection with the database 42 | conn.close() 43 | -------------------------------------------------------------------------------- /html/balance.html: -------------------------------------------------------------------------------- 1 | 2 | 3 | 4 | 5 | ECharts 6 | 7 | 8 | 9 | 10 | 11 |
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23 | 24 | 145 | 146 | 147 | -------------------------------------------------------------------------------- /html/cgi-bin/data.py: -------------------------------------------------------------------------------- 1 | #!/bin/env python 2 | #fileencoding:utf-8 3 | import sqlite3 4 | print("Content-Type:text/html\n") 5 | # test.db is a file in the working directory. 6 | conn = sqlite3.connect("../data.db") 7 | 8 | import cgi 9 | 10 | # 创建 FieldStorage 的实例化 11 | form = cgi.FieldStorage() 12 | 13 | # 获取数据 14 | n = form.getvalue('n') 15 | c = form.getvalue('c').split('-') 16 | t = form.getvalue('t').split('-') 17 | 18 | where = ' where name in (' + ','.join(["'" + i + '_usdt' + "', '" + i + '_usdt#' + j + "'" for i in c for j in t]) + ')' 19 | 20 | #where = 'where 1=1' 21 | # create tables 22 | 23 | cols = ['id', 'local_time', 'name', 'buy', 'sell'] 24 | c = conn.execute(''' select * from (select %s from tickers %s order by id desc limit %s) order by id''' % (','.join(cols), where, n)) 25 | 26 | ret = [] 27 | for item in c: 28 | ret.append(dict(zip(cols, item))) 29 | 30 | import json 31 | print(json.dumps(ret)) 32 | # close the connection with the database 33 | conn.close() 34 | 35 | -------------------------------------------------------------------------------- /html/cgi-bin/get_balance.py: -------------------------------------------------------------------------------- 1 | #!/bin/env python3 2 | #fileencoding:utf-8 3 | print("Content-Type:text/html\n") 4 | #print open('../info/balance').read() 5 | 6 | #!/bin/env python 7 | #fileencoding:utf-8 8 | import sqlite3 9 | # test.db is a file in the working directory. 10 | conn = sqlite3.connect("../balance.db") 11 | 12 | 13 | #where = 'where 1=1' 14 | # create tables 15 | 16 | c = conn.execute(''' select ts, json_data from total_balance where id = (select max(id) from total_balance) ''') 17 | 18 | ret = [] 19 | for item in c: 20 | ret.append((item[0], item[1])) 21 | 22 | conn.close() 23 | 24 | (ts, json_data) = ret[0] 25 | import datetime 26 | ts = datetime.datetime.strptime(ts, "%Y-%m-%d %H:%M:%S") 27 | import sys 28 | sys.path.append('..') 29 | import json 30 | import trading 31 | import logger 32 | log = logger.get_logger('get_balance') 33 | trading.log = log 34 | 35 | if ts >= datetime.datetime.now() - datetime.timedelta(minutes=1): 36 | log.info('the latest date in data.db is new, just use it.') 37 | print(json_data) 38 | else: 39 | log.info('the latest date in data.db is old, directly get the balance.') 40 | spot = trading.okcoinSpot 41 | future = trading.okcoinFuture 42 | trading.get_information(spot, future) 43 | 44 | import json 45 | print(json.dumps(trading.get_balance(spot, future))) 46 | -------------------------------------------------------------------------------- /html/cgi-bin/get_balances.py: -------------------------------------------------------------------------------- 1 | #!/bin/env python3 2 | #fileencoding:utf-8 3 | print("Content-Type:text/html\n") 4 | #print open('../info/balance').read() 5 | 6 | #!/bin/env python 7 | #fileencoding:utf-8 8 | import sqlite3 9 | # test.db is a file in the working directory. 10 | conn = sqlite3.connect("../balance.db") 11 | 12 | 13 | #where = 'where 1=1' 14 | # create tables 15 | import cgi 16 | 17 | # 创建 FieldStorage 的实例化 18 | form = cgi.FieldStorage() 19 | 20 | # 获取数据 21 | n = form.getvalue('n') 22 | c = conn.execute(''' select json_data from (select id, ts, json_data from total_balance order by id desc limit ?) order by id''', (n,)) 23 | 24 | import json 25 | balances = [] 26 | for (json_data,) in c: 27 | balances.append(json.loads(json_data)) 28 | 29 | conn.close() 30 | 31 | import sys 32 | sys.path.append('..') 33 | 34 | import conf 35 | 36 | inital_usdt = conf.__dict__.get('INITAL_USDT', 0) 37 | 38 | result = { 39 | 'inital_usdt': inital_usdt, 40 | 'balances': balances 41 | } 42 | 43 | print (json.dumps(result)) 44 | -------------------------------------------------------------------------------- /html/cgi-bin/get_config.py: -------------------------------------------------------------------------------- 1 | #!/bin/env python 2 | #fileencoding:utf-8 3 | print("Content-Type:text/html\n") 4 | import sys 5 | sys.path.append('..') 6 | import conf 7 | import json 8 | print json.dumps({'OPEN_RATES': conf.OPEN_RATES , 9 | 'CLOSE_RATES': conf.CLOSE_RATES, 10 | 'ADJUST_VALUES': conf.ADJUST_VALUES, 11 | 'SUPPORT_COIN_TYPES': conf.SUPPORT_COIN_TYPES, 12 | 'WORKING_CONTRACT_TYPE': conf.WORKING_CONTRACT_TYPE 13 | }) 14 | 15 | 16 | -------------------------------------------------------------------------------- /html/log/index.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/acmol/coin-harvester/8f0b6eb119161f15c617a82b7fdfb5200c1182c6/html/log/index.html -------------------------------------------------------------------------------- /html/show.html: -------------------------------------------------------------------------------- 1 | 2 | 3 | 4 | 5 | ECharts 6 | 7 | 8 | 9 | 10 | 11 |
12 | 14 |

数据条数：
15 | 显示币种: (btc ltc etc bch eth)
16 | 合约类型: (this_week next_week quarter)
17 |

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Balance Last Update Time: (Link)

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