├── .DS_Store
├── .gitignore
├── .idea
    ├── binance-quant-robot.iml
    ├── inspectionProfiles
    │   └── Project_Default.xml
    ├── misc.xml
    ├── modules.xml
    ├── vcs.xml
    └── workspace.xml
├── DoubleAverageLines_static.py
├── README.md
├── __init__.py
├── app
    ├── BinanceAPI.py
    ├── OrderManager.py
    ├── __init__.py
    ├── __pycache__
    │   ├── BinanceAPI.cpython-38.pyc
    │   ├── __init__.cpython-38.pyc
    │   ├── authorization.cpython-38.pyc
    │   └── dingding.cpython-38.pyc
    ├── authorization.py
    └── dingding.py
├── requirements.txt
├── robot-run.py
└── strategyConfig.py


/.DS_Store:
--------------------------------------------------------------------------------
https://raw.githubusercontent.com/luoyanbei/binance-quant-robot/993ef0e199435db74320e4dac2d9ac2fc990757a/.DS_Store


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/.gitignore:
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1 | venv/
2 | 


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1 | <?xml version="1.0" encoding="UTF-8"?>
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--------------------------------------------------------------------------------
/DoubleAverageLines_static.py:
--------------------------------------------------------------------------------
  1 | #coding=utf-8
  2 | 
  3 | import json
  4 | import numpy as np
  5 | import pandas as pd
  6 | import time
  7 | import datetime
  8 | 
  9 | class DoubleAverageLines:
 10 | 
 11 |     def __init__(self):
 12 |         pass
 13 | 
 14 |     # [
 15 |     #     1499040000000, // 开盘时间
 16 |     # "0.01634790", // 开盘价
 17 |     # "0.80000000", // 最高价
 18 |     # "0.01575800", // 最低价
 19 |     # "0.01577100", // 收盘价(当前K线未结束的即为最新价)
 20 |     # "148976.11427815", // 成交量
 21 |     # 1499644799999, // 收盘时间
 22 |     # "2434.19055334", // 成交额
 23 |     # 308, // 成交笔数
 24 |     # "1756.87402397", // 主动买入成交量
 25 |     # "28.46694368", // 主动买入成交额
 26 |     # "17928899.62484339" // 请忽略该参数
 27 |     # ]
 28 | 
 29 |     def klinesToDataFrame(self,klines):
 30 | 
 31 |         if klines is None:
 32 |             print("klinesToDataFrame---error:klines is None.")
 33 |             return None
 34 | 
 35 |         openTimeList = []
 36 |         openPriceList = []
 37 |         maxPriceList = []
 38 |         minPriceList = []
 39 |         closePriceList = []
 40 |         dealVoluMeList = []
 41 |         closeTimeList = []
 42 |         dealTotalMoneyList = []
 43 |         dealCountList = []
 44 |         dealBuyVolumeList = []
 45 |         dealBuyTotalMoneyList = []
 46 | 
 47 | 
 48 |         for kline in klines:
 49 |             if (type(kline)).__name__ == 'list':
 50 |                 openTimeList.append(self.stampToTime(kline[0]))
 51 |                 openPriceList.append(kline[1])
 52 |                 maxPriceList.append(kline[2])
 53 |                 minPriceList.append(kline[3])
 54 |                 closePriceList.append(kline[4])
 55 |                 dealVoluMeList.append(kline[5])
 56 |                 closeTimeList.append(self.stampToTime(kline[6]))
 57 |                 dealTotalMoneyList.append(kline[7])
 58 |                 dealCountList.append(kline[8])
 59 |                 dealBuyVolumeList.append(kline[9])
 60 |                 dealBuyTotalMoneyList.append(kline[10])
 61 |             else:
 62 |                 print("error: kline is not list.")
 63 | 
 64 |         kLinesDict = {"openTime": openTimeList, "openPrice": openPriceList, "maxPrice": maxPriceList, "minPrice":minPriceList, "closePrice":closePriceList, "closeTime":closeTimeList,"openTime2": openTimeList}
 65 | 
 66 |         klines_df = pd.DataFrame(kLinesDict)
 67 | 
 68 |         # for index, row in klines_df.iterrows():
 69 |         #     print(str(row["openTime"]) + "\t" +row["openPrice"] + "\t" +row["maxPrice"] + "\t"+row["minPrice"] + "\t"+row["closePrice"] + "\t"+str(row["closeTime"]) + "\t")
 70 | 
 71 |         return klines_df
 72 | 
 73 | 
 74 |     def readJsonFromFile(self, filePath):
 75 |         # Opening JSON file
 76 |         f = open(filePath, )
 77 |         data = json.load(f)
 78 |         f.close()
 79 |         # Iterating through the json
 80 |         # list
 81 |         print("readJsonFromFile =")
 82 |         if (type(data)).__name__ == 'list':
 83 |             for i in data:
 84 |                 print(i)
 85 |             # Closing file
 86 |             return data
 87 | 
 88 |         return None
 89 | 
 90 | 
 91 |     def release_trade_stock(self, ma_x_line, ma_y_line, code, df):
 92 | 
 93 |         print('\n' + code + ' 均线 ' + str(ma_x_line) + ' 和 ' + str(ma_y_line) + ' :')
 94 | 
 95 |         df[["openTime"]] = df[["openTime"]].astype(str)  # int类型 转换 成str类型，否则会被当做时间戳使用，造成时间错误
 96 |         df[["openTime2"]] = df[["openTime2"]].astype(str)  # int类型 转换 成str类型，否则会被当做时间戳使用，造成时间错误
 97 | 
 98 |         # print("===========================================\n")
 99 |         df['openTime'] = pd.to_datetime(df['openTime'])
100 |         df['openTime2'] = pd.to_datetime(df['openTime2'])
101 | 
102 |         df.set_index('openTime2', inplace=True)
103 |         df = df.sort_index(ascending=True)
104 | 
105 |         # 求出均线
106 |         maX = df['closePrice'].rolling(ma_x_line).mean()
107 |         maY = df['closePrice'].rolling(ma_y_line).mean()
108 | 
109 |         df = df[ma_y_line:]  # 这个切片很重要，否则会报错，因为数据不匹配
110 |         # 因为 ma_x_line < ma_y_line ,所以均线 切到 ma_y_line
111 |         maX = maX[ma_y_line:]  # 切片，与 df 数据条数保持一致
112 |         maY = maY[ma_y_line:]  # 切片，与 df 数据条数保持一致
113 | 
114 |         # print("df数据行数=" +str(len(df)))
115 |         # print(df)
116 |         # 从尾部，删除1行
117 |         # df.drop(df.tail(1).index, inplace=True)
118 | 
119 |         # print("tmp_last_df--数据切片：")
120 |         # for index, row in df.iterrows():
121 |         #     print(str(row["openTime"]) + "\t" +row["openPrice"] + "\t" +row["maxPrice"] + "\t"+row["minPrice"] + "\t"+row["closePrice"] + "\t"+str(row["closeTime"]) + "\t")
122 | 
123 |         print("最后一行数据：")
124 |         last_row = df.iloc[-1,:] #第1行，所有列
125 |         print(str(last_row["openTime"]) + "\t" +last_row["openPrice"] + "\t" +last_row["maxPrice"] + "\t"+last_row["minPrice"] + "\t"+last_row["closePrice"] + "\t"+str(last_row["closeTime"]) + "\t")
126 | 
127 |         print("-------------------------------------------------------\n")
128 |         s1 = maX < maY  # 得到 bool 类型的 Series
129 |         s2 = maX > maY
130 | 
131 |         death_ex = s1 & s2.shift(1)  # 判定死叉的条件
132 |         death_date = df.loc[death_ex].index  # 死叉对应的日期
133 | 
134 |         golden_ex = ~(s1 | s2.shift(1))  # 判断金叉的条件
135 |         golden_record = df.loc[golden_ex]
136 |         golden_date = golden_record.index  # 金叉的日期
137 | 
138 |         s1 = pd.Series(data=1, index=golden_date)  # 1 作为金叉的标识
139 |         s2 = pd.Series(data=0, index=death_date)  # 0 作为死叉的标识
140 | 
141 |         s = s1.append(s2)  # 合并
142 |         s = s.sort_index(ascending=True)  # 排序
143 | 
144 |         # print("金叉和死叉对应的时间：")
145 |         # print(s)
146 | 
147 |         hold = 0  # 持有的股数
148 | 
149 |         trade_buy_price = 0
150 | 
151 |         for i in range(0, len(s)):
152 | 
153 |             if s[i] == 1:
154 |                 time = s.index[i]
155 |                 close_price = float(df.loc[time]['closePrice'])  # 收盘价
156 | 
157 |                 open_time = df.loc[time]['openTime']  # 开盘时间
158 |                 close_time = df.loc[time]['closeTime']  # 收盘时间
159 | 
160 | 
161 |                 isRightTime = self.judgeCurrentTimeWithLastRecordTime(str(open_time), str(close_time))
162 | 
163 | 
164 |                 # print(open_price)
165 |                 trade_buy_price = close_price  # 记录买入的价格
166 |                 str_date = str(time)
167 |                 print(str_date + "\t" + "买入" + code + "\t" + str(round(close_price, 8))+"---"+str(isRightTime))
168 |                 if isRightTime:
169 |                     print("release_trade_stock---buy")
170 |                     return "buy,"+str(open_time)
171 | 
172 |             else:
173 |                 # 卖出股票的单价
174 |                 death_time = s.index[i]
175 |                 p_death = float(df.loc[death_time]['closePrice'])
176 |                 str_date = str(death_time)
177 | 
178 |                 open_time = df.loc[death_time]['openTime']  # 开盘时间
179 |                 close_time = df.loc[death_time]['closeTime']  # 收盘时间
180 |                 isRightTime = self.judgeCurrentTimeWithLastRecordTime(str(open_time), str(close_time))
181 | 
182 |                 print(str_date + "\t" + "卖出" + str(code) + "\t"+ str(round(p_death, 8)) +"---"+str(isRightTime))
183 |                 if isRightTime:
184 |                     print("release_trade_stock---sell")
185 |                     return "sell"
186 | 
187 |         print("release_trade_stock---None")
188 | 
189 |         return None
190 | 
191 | 
192 | 
193 | 
194 |     # 判断当前时间，是否在k线时间范围内
195 |     def judgeCurrentTimeWithLastRecordTime(self, openTime, closeTime):
196 | 
197 |         dateTime_interval = pd.to_datetime(closeTime) - pd.to_datetime(openTime)
198 | 
199 |         seconds_interval = dateTime_interval.seconds # int类型，秒数
200 |         # print("seconds_interval 的类型=")
201 |         # print(type(seconds_interval))
202 |         # print(seconds_interval)
203 | 
204 |         now = int(round((time.time()-seconds_interval) * 1000))
205 | 
206 |         now02 = time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(now / 1000))
207 | 
208 |         if now02>=openTime and now02<=closeTime:
209 |             # print("成功---"+openTime+"\t"+now02+"\t"+closeTime)
210 |             return True
211 |         else:
212 |             # print("失败---"+openTime+"\t"+now02+"\t"+closeTime)
213 |             return False
214 | 
215 | 
216 |     def stampToTime(self, stamp):
217 | 
218 |         # now = int(round(time.time() * 1000))
219 |         stamp_int = int(stamp)
220 | 
221 |         now02 = time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(stamp_int / 1000))
222 | 
223 |         # mytime = datetime.datetime.fromtimestamp(stamp/1000)
224 |         # # print(stamp)
225 |         # print("mytime type is : " + type(now02).__name__)
226 |         return now02
227 | 
228 | 


--------------------------------------------------------------------------------
/README.md:
--------------------------------------------------------------------------------
  1 | # binance-quant-robot
  2 | 数字货币，币安Binance, 比特币BTC 以太坊ETH 莱特币LTC 狗币DOGE 屎币SHIB 量化交易系统 火币 OKEX 交易策略 量化策略 自动交易
  3 | 
  4 | 如果国内不能访问币安api，需要科学上网.
  5 | 
  6 | ## 简介
  7 | 这是一个数字货币量化交易系统，使用的Binance币安的交易API.
  8 | 
  9 | 如果你还没有币安账号：[注册页面](https://accounts.binancezh.io/zh-CN/register?ref=FJO3SX0X)（通过链接注册，享受交易返现优惠政策）
 10 | 
 11 | 这世上，没有百分百赚钱的方式，量化交易策略只是一个辅助工具。
 12 | 
 13 | 生死有命，富贵在天！币圈有风险，入市需谨慎！！
 14 | 
 15 | ## 双均线策略
 16 | 以 ETH 为例，5分钟K线数据，均线5 和 均线60 为例：
 17 | 
 18 | 均线5上穿均线60是金叉，执行买入；
 19 | 均线5下穿均线60是死叉，执行卖出；
 20 | ![image](https://user-images.githubusercontent.com/18456518/119827775-18c59400-bf2c-11eb-821b-addda37b3b4a.png)
 21 | 这是一个比较好的情况，可以赚一点钱。
 22 | 
 23 | <img width="1643" alt="image" src="https://user-images.githubusercontent.com/18456518/119828150-7b1e9480-bf2c-11eb-9443-d0d6c1f387ab.png">
 24 | 这是一个比较震荡的情况，会亏损。
 25 | 
 26 | 
 27 | 使用时，必须根据自身情况，调整 K线 和 均线！！！！
 28 | 
 29 | 
 30 | 如果你还没有币安账号：[注册页面](https://accounts.binancezh.io/zh-CN/register?ref=FJO3SX0X)（通过链接注册，享受交易返现优惠政策）
 31 | 
 32 | 
 33 | ## 为什么选择币安交易所
 34 | 交易的手续费看起来很少，但是随着交易次数逐步增多，手续费也是一笔不小的开支。
 35 | 所以我选择了币安，手续费低的大平台交易所
 36 | > 火币手续费 Maker 0.2% Taker 0.2%
 37 | 
 38 | > 币安手续费 Maker 0.1% Taker 0.1% （加上BNB家持手续费低至0.075%）
 39 | 
 40 | 
 41 | 如果你还没有币安账号：[注册页面](https://accounts.binancezh.io/zh-CN/register?ref=FJO3SX0X)（通过链接注册，享受交易返现优惠政策）
 42 | 
 43 | 
 44 | 
 45 | ## 运行环境
 46 | python3
 47 | 
 48 | 由于交易所的api在大陆无法访问，需要科学上网。
 49 | 
 50 | 
 51 | 
 52 | ## 快速使用
 53 | 
 54 | 1、获取币安API的 api_key 和 api_secret
 55 | 
 56 | 申请api_key地址:
 57 | 
 58 | [币安API管理页面](https://www.binance.com/cn/usercenter/settings/api-management)
 59 | 
 60 | 
 61 | 2、注册钉钉自定义机器人Webhook，用于推送交易信息到指定的钉钉群
 62 | 
 63 | [钉钉自定义机器人注册方法](https://m.dingtalk.com/qidian/help-detail-20781541)
 64 | 
 65 | 
 66 | 3、修改app目录下的authorization文件
 67 | 
 68 | ```
 69 | api_key='你的币安key'
 70 | api_secret='你的币安secret'
 71 | dingding_token = '申请钉钉群助手的token'   # 强烈建议您使用
 72 | ```
 73 | 
 74 | 
 75 | 4、交易策略配置信息 strategyConfig.py
 76 | 设置你的配置信息：
 77 | 
 78 | ```
 79 | # 均线, ma_x 要大于 ma_y
 80 | ma_x = 5
 81 | ma_y = 60
 82 | 
 83 | # 币安
 84 | binance_market = "SPOT"#现货市场
 85 | kLine_type = '15m' # 15分钟k线类型，你可以设置为5分钟K线：5m;1小时为：1h;1天为：1d
 86 | ```
 87 | 当 kline 5 向上穿过 kline 60， 则执行买入。
 88 | 
 89 | 当 kline 5 向下穿过 kline 60， 则执行卖出。
 90 | 
 91 | 你可根据自己的喜好，调整 ma_x 和 ma_y 的值。 
 92 | 
 93 | 你也可以调整 kLine_type ，来选择 5分钟K线、15分钟K线、30分钟K线、1小时K线、1天K线等；
 94 | 
 95 | 不同的K线，最终效果也是不一样的。
 96 | 
 97 | 
 98 | 5、同时交易多币种
 99 | 
100 | robot-run.py中
101 | 
102 | 创建多个订单管理对象：
103 | ```
104 | # 使用 USDT 购买 DOGE,限定最多100个USDT
105 | orderManager_doge = OrderManager("USDT", 100,"DOGE", binance_market)
106 | # 使用 USDT 购买 ETH,限定最多100个USDT
107 | orderManager_eth = OrderManager("USDT", 100,"ETH", binance_market)
108 | ```
109 | 
110 | 将orderManager_doge 和 orderManager_eth 加入定时执行的方法中：
111 | ```
112 | def binance_func():
113 |     orderManager_doge.binance_func()
114 |     time.sleep(10)
115 |     orderManager_eth.binance_func()
116 | 
117 | ```
118 | 
119 | 程序可同时监控 DOGE 和 ETH 的均线，并根据策略执行交易。
120 | 使用时，可根据自身需要，增加其他币种。
121 | 
122 | 
123 | 
124 | 6、运行程序(记得先开科学上网)
125 | ```
126 | python robot-run.py
127 | ```
128 | 
129 | 
130 | 
131 | ## 服务器部署
132 | 购买服务器，建议是海外服务器，可以访问币安API
133 | 
134 | ### 我的配置：
135 | Linux, 1核CPU, 2G内存(1G也可)
136 | 
137 | 我是在阿里云购买的日本东京服务器(传说币安服务器就在东京)
138 | 
139 | 也可选择 新加坡、香港服务器
140 | 
141 | [阿里云，新人优惠](https://www.aliyun.com/activity?userCode=zs5is7pi)
142 | 
143 | [阿里云，最新活动](https://www.aliyun.com/1111/new?userCode=zs5is7pi)
144 | 
145 | 
146 | 
147 | ## 钉钉信息截图
148 | ![image](https://user-images.githubusercontent.com/18456518/119217054-3cdb3c80-bb0a-11eb-9f66-60eb974bca46.png)
149 | 
150 | 
151 | 
152 | 
153 | 
154 | 
155 | 
156 | 
157 | 
158 | 
159 | 


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/__init__.py:
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https://raw.githubusercontent.com/luoyanbei/binance-quant-robot/993ef0e199435db74320e4dac2d9ac2fc990757a/__init__.py


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/app/BinanceAPI.py:
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  1 | # -*- coding: utf-8 -*
  2 | import requests, time, hmac, hashlib
  3 | from app.authorization import recv_window,api_secret,api_key
  4 | 
  5 | try:
  6 |     from urllib import urlencode
  7 | # python3
  8 | except ImportError:
  9 |     from urllib.parse import urlencode
 10 | 
 11 | class BinanceAPI(object):
 12 |     BASE_URL = "https://www.binance.com/api/v1"
 13 |     FUTURE_URL = "https://fapi.binance.com"
 14 |     BASE_URL_V3 = "https://api.binance.com/api/v3"
 15 |     PUBLIC_URL = "https://www.binance.com/exchange/public/product"
 16 | 
 17 | 
 18 |     def __init__(self, key, secret):
 19 |         self.key = key
 20 |         self.secret = secret
 21 | 
 22 |     def ping(self):
 23 |         path = "%s/ping" % self.BASE_URL_V3
 24 |         return requests.get(path, timeout=180, verify=True).json()
 25 | 
 26 |     # 服务器时间
 27 |     def serverTime(self):
 28 |         path = "%s/time" % self.BASE_URL_V3
 29 |         return requests.get(path, timeout=180, verify=True).json()
 30 | 
 31 |     # 获取交易规则和交易对信息, GET /api/v3/exchangeInfo
 32 |     def exchangeInfo(self):
 33 |         path = "%s/exchangeInfo" % self.BASE_URL_V3
 34 |         return requests.get(path, timeout=180, verify=True).json()
 35 | 
 36 |     # 获取最新价格
 37 |     def get_ticker_price(self,market):
 38 |         path = "%s/ticker/price" % self.BASE_URL_V3
 39 |         params = {"symbol":market}
 40 |         res =  self._get_no_sign(path,params)
 41 |         print("get_ticker_price=")
 42 |         print(res)
 43 |         time.sleep(2)
 44 |         return float(res['price'])
 45 | 
 46 |     # 24hr 价格变动情况
 47 |     def get_ticker_24hour(self,market):
 48 |         path = "%s/ticker/24hr" % self.BASE_URL_V3
 49 |         params = {"symbol":market}
 50 |         res =  self._get_no_sign(path,params)
 51 |         return res
 52 | 
 53 |     #获取K线 https://api.binance.com/api/v3/klines?symbol=ETHUSDT&interval=15m&startTime=1619761128000&endTime=1619764848000
 54 |     def get_klines(self, market, interval, limit=0, startTime=None, endTime=None):
 55 |         path = "%s/klines" % self.BASE_URL_V3
 56 |         params = None
 57 |         if startTime is None:
 58 |             params = {"symbol": market, "interval":interval}    
 59 |         else:    
 60 |             params = {"symbol": market, "interval":interval, "startTime":startTime, "endTime":endTime}
 61 | 
 62 |         if limit is None or limit <=0 or limit >1000:
 63 |             limit = 500
 64 | 
 65 |         params['limit'] = limit
 66 | 
 67 |         return self._get_no_sign(path, params)
 68 | 
 69 | 
 70 |     # 现货，账户信息，GET /api/v3/account
 71 |     def get_Spot_UserData_account(self):
 72 |         stamp_now = int(round(time.time() * 1000))
 73 |         path = "%s/account" % self.BASE_URL_V3
 74 |         params = {"timestamp": stamp_now,"recvWindow":recv_window}
 75 |         res = self._get_with_sign(path, params)
 76 |         return res
 77 | 
 78 |     def get_spot_asset_by_symbol(self, symbol):
 79 |         ud_account = self.get_Spot_UserData_account()
 80 | 
 81 |         if ud_account is not None and "balances" in ud_account.keys():
 82 |             balances = ud_account["balances"]
 83 |             if balances is not None and type(balances).__name__=='list':
 84 |                 for balance in balances:
 85 |                     if str(balance["asset"])==symbol:
 86 |                         return balance
 87 | 
 88 | 
 89 | 
 90 |     # 查询每日资产快照，/sapi/v1/accountSnapshot
 91 |     def get_UserData_accountSnapshot(self):
 92 |         stamp_now = int(round(time.time() * 1000))
 93 |         path = "https://www.binance.com/sapi/v1/accountSnapshot"
 94 |         params = {"type":"SPOT","timestamp":stamp_now,"limit":5}
 95 | 
 96 |         # res = self._post(path, params)
 97 |         res = self._get_with_sign(path, params).json()
 98 |         return res
 99 | 
100 |     def buy_limit(self, market, quantity, rate):
101 |         print("购买 "+ market +"\t"+'%f 个, ' % quantity + "价格：%f"%rate)
102 |         path = "%s/order" % self.BASE_URL_V3
103 |         params = self._order(market, quantity, "BUY", rate)
104 |         return self._post(path, params)
105 | 
106 |     # 测试专用，买入
107 |     def buy_limit_test(self, market, quantity, rate):
108 |         tStamp = int(1000 * time.time())
109 |         dict = {'symbol': market, 'orderId': 924538226, 'orderListId': -1, 'clientOrderId': 'wtswxN4L8O6hZiWNiOxuaN',\
110 |                 'transactTime': tStamp, 'price': str(round(rate,8)), 'origQty': str(round(quantity,8)), 'executedQty': str(round(quantity,8)),\
111 |                 'status': 'FILLED', 'timeInForce': 'GTC', 'type': 'LIMIT', 'side': 'BUY', 'fills': []}
112 |         return dict
113 | 
114 |     # 测试专用，卖出
115 |     def sell_limit_test(self, market, quantity, rate):
116 |         tStamp = int(1000 * time.time())
117 |         dict = {'symbol': market, 'orderId': 933997128, 'orderListId': -1, 'clientOrderId': 'uepwnRSgfVioZlBhXqTr03', \
118 |                 'transactTime': tStamp, 'price': str(round(rate,8)), 'origQty': str(round(quantity,8)), 'executedQty': '0.00000000', \
119 |                 'cummulativeQuoteQty': '0.00000000', 'status': 'NEW', 'timeInForce': 'GTC', 'type': 'LIMIT', 'side': 'SELL', 'fills': []}
120 |         return dict
121 | 
122 | 
123 | 
124 |     def sell_limit(self, market, quantity, rate):
125 |         print("出售 "+ market +"\t"+'%f 个, ' % quantity + "价格：%f"%rate)
126 | 
127 |         path = "%s/order" % self.BASE_URL_V3
128 |         params = self._order(market, quantity, "SELL", rate)
129 |         return self._post(path, params)
130 | 
131 |     ### ----私有函数---- ###
132 |     def _order(self, market, quantity, side, price=None):
133 |         '''
134 |         :param market:币种类型。如：BTCUSDT、ETHUSDT
135 |         :param quantity: 购买量
136 |         :param side: 订单方向，买还是卖
137 |         :param price: 价格
138 |         :return:
139 |         '''
140 |         params = {}
141 | 
142 |         if price is not None:
143 |             params["type"] = "LIMIT"
144 |             params["price"] = self._format(price)
145 |             params["timeInForce"] = "GTC"
146 |         else:
147 |             params["type"] = "MARKET"
148 | 
149 |         params["symbol"] = market
150 |         params["side"] = side
151 |         params["quantity"] = '%.8f' % quantity
152 | 
153 |         return params
154 | 
155 |     def _get_no_sign(self, path, params={}):
156 |         query = urlencode(params)
157 |         url = "%s?%s" % (path, query)
158 |         return requests.get(url, timeout=180, verify=True).json()
159 | 
160 |     def _get_no_sign_header(self, path, params={},header={}):
161 |         query = urlencode(params)
162 |         url = "%s?%s" % (path, query)
163 |         return requests.get(url, headers=header,timeout=180, verify=True).json()
164 | 
165 |     def _get_with_sign(self, path, params={}):
166 |         tmp_signature = self._signature(params)
167 |         params.update({"signature": tmp_signature})
168 |         query = urlencode(params)
169 |         url = "%s?%s" % (path, query)
170 |         header = {"Content-Type":"application/json","X-MBX-APIKEY": self.key}
171 | 
172 |         return requests.get(url,headers=header, timeout=180, verify=True).json()
173 | 
174 |     # 生成 signature
175 |     def _signature(self, params={}):
176 |         data = params.copy()
177 |         # ts = int(1000 * time.time())
178 |         # data.update({"timestamp": ts})
179 |         h = urlencode(data)
180 |         b = bytearray()
181 |         b.extend(self.secret.encode())
182 |         signature = hmac.new(b, msg=h.encode('utf-8'), digestmod=hashlib.sha256).hexdigest()
183 |         return signature
184 | 
185 |     def _sign(self, params={}):
186 |         data = params.copy()
187 | 
188 |         ts = int(1000 * time.time())
189 |         data.update({"timestamp": ts})
190 |         h = urlencode(data)
191 |         b = bytearray()
192 |         b.extend(self.secret.encode())
193 |         signature = hmac.new(b, msg=h.encode('utf-8'), digestmod=hashlib.sha256).hexdigest()
194 |         data.update({"signature": signature})
195 |         return data
196 | 
197 |     def _post(self, path, params={}):
198 |         params.update({"recvWindow": recv_window})
199 |         query = urlencode(self._sign(params))
200 |         url = "%s" % (path)
201 |         header = {"X-MBX-APIKEY": self.key}
202 |         return requests.post(url, headers=header, data=query, \
203 |             timeout=180, verify=True).json()
204 | 
205 |     def _format(self, price):
206 |         return "{:.8f}".format(price)
207 | 
208 | 
209 |     # 合约
210 |     def market_future_order(self, side, symbol, quantity,positionSide):
211 | 
212 |         ''' 合约市价单
213 |             :param side: 做多or做空 BUY SELL
214 |             :param symbol:币种类型。如：BTCUSDT、ETHUSDT
215 |             :param quantity: 购买量
216 |             :param positionSide: 双向持仓 BUY-LONG 开多 SELL-SHORT 开空
217 |             :param price: 开仓价格
218 |         '''
219 |         path = "%s/fapi/v1/order" % self.FUTURE_URL
220 |         params = self._order(symbol, quantity, side, positionSide)
221 |         return self._post(path, params)
222 | 
223 | 
224 | 
225 | if __name__ == "__main__":
226 |     instance = BinanceAPI(api_key,api_secret)
227 |     # print(instance.buy_limit("EOSUSDT",5,2))
228 |     # print(instance.get_ticker_price("WINGUSDT"))
229 |     print(instance.get_ticker_24hour("WINGUSDT"))


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/app/OrderManager.py:
--------------------------------------------------------------------------------
  1 | # -*- coding: utf-8 -*-
  2 | 
  3 | import json, os, time, datetime, math
  4 | from app.BinanceAPI import BinanceAPI
  5 | 
  6 | from app.authorization import api_key,api_secret
  7 | from app.dingding import Message
  8 | from DoubleAverageLines_static import DoubleAverageLines
  9 | import schedule
 10 | from strategyConfig import sellStrategy1, sellStrategy2, sellStrategy3 , ma_x, ma_y, isOpenSellStrategy, kLine_type
 11 | 
 12 | 
 13 | binan = BinanceAPI(api_key,api_secret)
 14 | msg = Message()
 15 | 
 16 | dALines = DoubleAverageLines()
 17 | 
 18 | 
 19 | class ExchangeRule(object):
 20 |     def __init__(self, dict):
 21 |         if dict is not None and 'symbol' in dict:
 22 |             self.symbol = dict['symbol']
 23 |             self.baseAsset = dict['baseAsset']
 24 |             self.baseAssetPrecision = dict['baseAssetPrecision']
 25 |             self.quoteAsset = dict['quoteAsset']
 26 |             self.quoteAssetPrecision = dict['quoteAssetPrecision']
 27 | 
 28 |             filters = dict['filters']
 29 |             for filter in filters:
 30 |                 if filter['filterType'] == 'PRICE_FILTER':
 31 |                     # "minPrice": "0.00001000",
 32 |                     # "maxPrice": "1000.00000000",
 33 |                     # "tickSize": "0.00001000"
 34 |                     self.minPrice = filter['minPrice']
 35 |                     self.maxPrice = filter['maxPrice']
 36 |                     self.tickSize = filter['tickSize']
 37 | 
 38 |                 if filter['filterType'] == 'LOT_SIZE':
 39 |                     # "minQty": "0.10000000",
 40 |                     # "maxQty": "9000000.00000000",
 41 |                     # "stepSize": "0.10000000"
 42 |                     self.minQty = filter['minQty']
 43 |                     self.maxQty = filter['maxQty']
 44 |                     self.stepSize = filter['stepSize']
 45 | 
 46 | 
 47 | 
 48 | 
 49 | class OrderManager(object):
 50 | 
 51 |     def __init__(self, coinBase, coinBaseCount , tradeCoin, market):
 52 |         self.coin_base = coinBase # 基础币，例如USDT
 53 |         self.coin_base_count = coinBaseCount # 买币时最多可用资金量
 54 |         self.trade_coin = tradeCoin #买卖币种，例如 DOGER
 55 |         self.market = market #市场，例如：现货 "SPOT"
 56 |         self.symbol = tradeCoin+coinBase #交易符号，例如"DOGEUSDT"
 57 |         self.exchangeRule = None
 58 |         self.orderInfoSavePath = "./"+ self.symbol +"_buyOrderInfo.json" #订单信息存储路径
 59 | 
 60 |     def gain_exchangeRule(self, theSymbol):
 61 |         if self.exchangeRule is None:
 62 |             dict = binan.exchangeInfo()
 63 |             if dict is not None and 'symbols' in dict:
 64 |                 symbol_list = dict['symbols']
 65 |                 for tmp_symbol in symbol_list:
 66 |                     if tmp_symbol['symbol']==theSymbol:
 67 |                         self.exchangeRule = ExchangeRule(tmp_symbol)
 68 |                         break;
 69 | 
 70 |         # return self.exchangeRule
 71 | 
 72 | 
 73 | 
 74 |     #  执行卖出
 75 |     def doSellFunc(self,symbol ,quantity, cur_price):
 76 |         print("马上卖出 " + str(symbol)+" "+ str(quantity)+ " 个，单价："+str(cur_price))
 77 | 
 78 |         #如果总价值小于10
 79 |         if (quantity*cur_price)<10:
 80 |             quantity = self.format_trade_quantity(11.0/cur_price)
 81 |             if (quantity * cur_price) < 10:
 82 |                 quantity = self.format_trade_quantity(13.0 / cur_price)
 83 |                 if (quantity * cur_price) < 10:
 84 |                     quantity = self.format_trade_quantity(16.0 / cur_price)
 85 |                     if (quantity * cur_price) < 10:
 86 |                         quantity = self.format_trade_quantity(20.0 / cur_price)
 87 | 
 88 |         # 卖出
 89 |         res_order_sell = binan.sell_limit(symbol, quantity, cur_price)
 90 |         print("出售部分结果：")
 91 |         print("量："+str(quantity)+", 价格："+str(cur_price)+", 总价值："+str(quantity*cur_price))
 92 |         print(res_order_sell)
 93 |         order_result_str = self.printOrderJsonInfo(res_order_sell)
 94 |         msgInfo = "卖出结果：\n" + str(order_result_str)
 95 | 
 96 |         return msgInfo
 97 | 
 98 |     #分批出售策略
 99 |     def sellStrategy(self, filePath):
100 |         msgInfo = ""
101 |         dictOrder = self.readOrderInfo(filePath)
102 |         if dictOrder is None:
103 |             return msgInfo
104 | 
105 |         # 读取上次买入的价格
106 |         buyPrice = self.priceOfPreviousOrder(self.orderInfoSavePath)
107 |         if buyPrice > 0:
108 |             # 查询当前价格
109 |             cur_price = binan.get_ticker_price(self.symbol)
110 |             print("当前 "+str(self.symbol)+" 价格："+str(cur_price))
111 |             #查询当前资产
112 |             asset_coin = binan.get_spot_asset_by_symbol(self.trade_coin)
113 |             print(self.trade_coin + " 资产2：")
114 |             print(asset_coin)
115 | 
116 |             if "sellStrategy3" in dictOrder:
117 |                 print("sellStrategy--sellStrategy3--1")
118 |                 tmpSellStrategy = dictOrder['sellStrategy3']
119 |                 print("买入价格："+str(buyPrice) + " * " + str(tmpSellStrategy) + " = " + str(buyPrice * tmpSellStrategy['profit'])+" 和 当前价格：" + str(cur_price)+" 比较")
120 |                 if buyPrice * tmpSellStrategy['profit'] <= cur_price:
121 |                     print("sellStrategy--sellStrategy3--2")
122 | 
123 |                     quantity = self.format_trade_quantity(float(asset_coin["free"])*tmpSellStrategy['sell'])
124 |                     # 卖出
125 |                     msgInfo= msgInfo + self.doSellFunc(self.symbol,quantity,cur_price)
126 |                     del dictOrder['sellStrategy3']
127 |                     self.writeOrderInfo(filePath, dictOrder)
128 |                     dictOrder = self.readOrderInfo(filePath)
129 |                     print("部分卖出--sellStrategy3")
130 | 
131 |             if "sellStrategy2" in dictOrder:
132 |                 tmpSellStrategy = dictOrder['sellStrategy2']
133 |                 print("sellStrategy--sellStrategy2--1")
134 |                 print("买入价格："+str(buyPrice) + " * " + str(tmpSellStrategy) + " = " + str(buyPrice * tmpSellStrategy['profit'])+" 和 当前价格：" + str(cur_price)+" 比较")
135 | 
136 |                 if buyPrice * tmpSellStrategy['profit'] <= cur_price:
137 |                     print("sellStrategy--sellStrategy2--2")
138 | 
139 |                     quantity = self.format_trade_quantity(float(asset_coin["free"]) * tmpSellStrategy['sell'])
140 |                     # 卖出
141 |                     msgInfo = msgInfo + self.doSellFunc(self.symbol, quantity, cur_price)
142 |                     del dictOrder['sellStrategy2']
143 |                     self.writeOrderInfo(filePath, dictOrder)
144 |                     dictOrder = self.readOrderInfo(filePath)
145 |                     print("部分卖出--sellStrategy2")
146 | 
147 |             if "sellStrategy1" in dictOrder:
148 |                 tmpSellStrategy = dictOrder['sellStrategy1']
149 |                 print("sellStrategy--sellStrategy1--1")
150 |                 print("买入价格：" + str(buyPrice) + " * " + str(tmpSellStrategy) + " = " + str(
151 |                     buyPrice * tmpSellStrategy['profit']) + " 和 当前价格：" + str(cur_price) + " 比较")
152 | 
153 |                 if buyPrice * tmpSellStrategy['profit'] <= cur_price:
154 |                     print("sellStrategy--sellStrategy1--2")
155 | 
156 |                     quantity = self.format_trade_quantity(float(asset_coin["free"]) * tmpSellStrategy['sell'])
157 |                     # 卖出
158 |                     msgInfo = msgInfo + self.doSellFunc(self.symbol, quantity, cur_price)
159 |                     del dictOrder['sellStrategy1']
160 |                     self.writeOrderInfo(filePath, dictOrder)
161 |                     dictOrder = self.readOrderInfo(filePath)
162 |                     print("部分卖出--sellStrategy1")
163 | 
164 |         return msgInfo
165 | 
166 | 
167 | 
168 |     # 格式化交易信息结果
169 |     def printOrderJsonInfo(self, orderJson):
170 |         str_result = ""
171 |         if type(orderJson).__name__ == 'dict':
172 |             all_keys = orderJson.keys()
173 |             if 'symbol' in orderJson and 'orderId' in orderJson:
174 | 
175 |                 time_local = time.localtime(orderJson['transactTime'] / 1000)
176 |                 time_str = time.strftime('%Y-%m-%d %H:%M:%S', time_local)
177 | 
178 |                 str_result = str_result + "时间：" + str(time_str) + "\n"
179 |                 str_result = str_result + "币种：" + str(orderJson['symbol']) + "\n"
180 |                 str_result = str_result + "价格：" + str(orderJson['price']) + "\n"
181 |                 str_result = str_result + "数量：" + str(orderJson['origQty']) + "\n"
182 |                 str_result = str_result + "方向：" + str(orderJson['side']) + "\n"
183 |             else:
184 |                 str_result = str(orderJson)
185 |         else:
186 |             str_result = str(orderJson)
187 | 
188 |         return str_result
189 | 
190 |     # 读取本地存储的买入订单信息
191 |     def readOrderInfo(self, filePath):
192 |         if os.path.exists(filePath) is False:
193 |             return None
194 | 
195 |         with open(filePath, 'r') as f:
196 |             data = json.load(f)
197 |             print("读取--买入信息：")
198 |             print(data)
199 |             if 'symbol' in data and 'orderId' in data and 'price' in data:
200 |                 return data
201 |             else:
202 |                 return None
203 | 
204 |     # 比较本次买入提示的str是否重复
205 |     def judgeToBuyCommand(self, filePath, theToBuyCommand):
206 |         orderDict = self.readOrderInfo(filePath)
207 | 
208 |         if orderDict is None:
209 |             return True # 购买
210 | 
211 |         if "toBuy" in orderDict:
212 |             if orderDict["toBuy"] == theToBuyCommand:
213 |                 print('本次购买时间是 '+str(theToBuyCommand)+' ，重复，不执行购买')
214 |                 return False #不执行购买，因为重复
215 | 
216 |         return True
217 | 
218 | 
219 | 
220 | 
221 |     # 获取 上次买入订单中的价格Price
222 |     def priceOfPreviousOrder(self, filePath):
223 |         dataDict = self.readOrderInfo(filePath)
224 |         thePrice = 0.0
225 | 
226 |         if dataDict is not None and 'price' in dataDict:
227 |             thePrice = float(dataDict['price'])
228 | 
229 |         return thePrice
230 | 
231 |     # 清理 本地存储的买入订单信息
232 |     def clearOrderInfo(self, filePath):
233 |         if os.path.exists(filePath) is True:
234 |             os.remove(filePath)
235 |             print("清理订单信息---do")
236 | 
237 |     # 存储 买入订单信息
238 |     def writeOrderInfo(self, filePath, dictObj):
239 | 
240 |         self.clearOrderInfo(filePath)
241 |         print("写入--买入信息：")
242 |         print(dictObj)
243 |         with open(filePath, 'w') as f:
244 |             json.dump(dictObj, f)
245 | 
246 | 
247 |     def writeOrderInfoWithSellStrategy(self,filePath, dictObj):
248 | 
249 |         if isOpenSellStrategy:
250 |             dictObj["sellStrategy1"] = sellStrategy1
251 |             dictObj["sellStrategy2"] = sellStrategy2
252 |             dictObj["sellStrategy3"] = sellStrategy3
253 | 
254 |         self.writeOrderInfo(filePath, dictObj)
255 | 
256 | 
257 |     # 获取K线列表
258 |     def gain_kline(self, symbol, timeInterval='15m'):
259 |         # 结束时间
260 |         millis_stamp = int(round(time.time() * 1000))
261 | 
262 |         # 如何处理虚假买点和虚假卖点，1000条数据中，第一条可能产生虚假的买点和卖点
263 |         kline_json = binan.get_klines(symbol, timeInterval, 1000, None, millis_stamp)
264 |         if type(kline_json).__name__ == 'list':
265 |             return kline_json
266 |         else:
267 |             return None
268 | 
269 |     # 根据交易规则，格式化交易量
270 |     def format_trade_quantity(self, originalQuantity):
271 |         minQty = float(self.exchangeRule.minQty)
272 |         print(self.symbol + " 原始交易量= "+str(originalQuantity))
273 |         print(self.symbol + " 最小交易量限制= "+str(minQty))
274 | 
275 |         if self.exchangeRule is not None and minQty>0:
276 |             newQuantity = (originalQuantity//minQty)*minQty
277 |         else:
278 |             newQuantity = math.floor(originalQuantity)
279 |         print(self.symbol + " 交易量格式化= "+str(newQuantity))
280 |         return newQuantity
281 | 
282 |     def binance_func(self):
283 |         print("币种= "+self.trade_coin)
284 |         try:
285 |             self.gain_exchangeRule(self.symbol)
286 | 
287 |             msgInfo = ""  # 钉钉消息
288 |             isDefaultToken = False
289 | 
290 |             # 记录执行时间
291 |             now = datetime.datetime.now()
292 |             ts = now.strftime('%Y-%m-%d %H:%M:%S')
293 |             print('do func time：', ts)
294 |             msgInfo = msgInfo + str(ts) + "\n"
295 | 
296 |             # 获取K线数据
297 |             kline_list = self.gain_kline(self.symbol, kLine_type)
298 |             # k线数据转为 DataFrame格式
299 |             kline_df = dALines.klinesToDataFrame(kline_list)
300 | 
301 |             # 判断交易方向
302 |             trade_direction = dALines.release_trade_stock(ma_x, ma_y, self.symbol, kline_df)
303 | 
304 |             if trade_direction is not None:
305 | 
306 |                 if "buy," in trade_direction:
307 | 
308 |                     isToBuy = self.judgeToBuyCommand(self.orderInfoSavePath, trade_direction)
309 | 
310 |                     if isToBuy is False:
311 |                         msgInfo = msgInfo + "服务正常3"
312 |                         isDefaultToken = True
313 |                     else:
314 |                         isDefaultToken = False
315 | 
316 |                         # coin_base = "USDT"
317 |                         asset_coin = binan.get_spot_asset_by_symbol(self.coin_base)
318 |                         print(self.coin_base + " 资产："+str(asset_coin))
319 | 
320 |                         # 购买，所用资金量
321 |                         coin_base_count = float(asset_coin["free"])
322 |                         if self.coin_base_count <= coin_base_count:
323 |                             coin_base_count = self.coin_base_count
324 | 
325 |                         print("binance_func--可用资金量coin_base_count= "+str(coin_base_count))
326 |                         # 查询当前价格
327 |                         cur_price = binan.get_ticker_price(self.symbol)
328 |                         # 购买量
329 |                         quantity = self.format_trade_quantity(coin_base_count / float(cur_price))
330 |                         # 购买
331 |                         res_order_buy = binan.buy_limit(self.symbol, quantity, cur_price)
332 |                         print("购买结果：")
333 |                         print(res_order_buy)
334 | 
335 | 
336 |                         # 存储买入订单信息
337 |                         if res_order_buy is not None and "symbol" in res_order_buy:
338 |                             res_order_buy["toBuy"] = trade_direction
339 |                             self.writeOrderInfoWithSellStrategy(self.orderInfoSavePath, res_order_buy)
340 | 
341 |                         order_result_str = self.printOrderJsonInfo(res_order_buy)
342 |                         msgInfo = "购买结果：\n" + order_result_str
343 | 
344 |                 elif trade_direction == "sell":
345 |                     dictOrder = self.readOrderInfo(self.orderInfoSavePath)
346 | 
347 | 
348 |                     if dictOrder is None:
349 |                         msgInfo = msgInfo + "服务正常4--已无可售"
350 |                         isDefaultToken = True
351 |                     else:
352 | 
353 |                         asset_coin = binan.get_spot_asset_by_symbol(self.trade_coin)
354 |                         print(self.trade_coin + " 资产：")
355 |                         print(asset_coin)
356 | 
357 |                         quantity = self.format_trade_quantity(float(asset_coin["free"]))
358 | 
359 |                         # 查询当前价格
360 |                         cur_price = binan.get_ticker_price(self.symbol)
361 | 
362 |                         if quantity<=0:
363 |                             msgInfo = msgInfo + "服务正常5--已无可售"
364 |                             isDefaultToken = True
365 |                         else:
366 |                             isDefaultToken = False
367 |                             # 卖出
368 |                             res_order_sell = binan.sell_limit(self.symbol, quantity, cur_price)
369 |                             # 清理本地订单信息
370 |                             self.clearOrderInfo(self.orderInfoSavePath)
371 |                             print("出售结果：")
372 |                             print(res_order_sell)
373 |                             order_result_str = self.printOrderJsonInfo(res_order_sell)
374 |                             msgInfo = "卖出结果：\n" + str(order_result_str)
375 | 
376 |             else:
377 |                 if isOpenSellStrategy:
378 |                     print("开启卖出策略---1")
379 |                     msgInfo = self.sellStrategy(self.orderInfoSavePath)
380 | 
381 |                 if msgInfo == "":
382 |                     msgInfo = msgInfo + str(ts) + "\n"
383 |                     print("暂不执行任何交易2")
384 |                     msgInfo = msgInfo + "服务正常2"
385 |                     isDefaultToken = True
386 | 
387 |             print("-----------------------------------------------\n")
388 |         except Exception as ex:
389 |             err_str = "出现如下异常：%s" % ex
390 |             print(err_str)
391 |             msgInfo = msgInfo + str(err_str) + "\n"
392 | 
393 |         finally:
394 |             if "服务正常" in msgInfo:
395 |                 pass
396 |             else:
397 |                 msg.dingding_warn(msgInfo, isDefaultToken)
398 | 


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/app/authorization.py:
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 1 | # Get an Key and Secret
 2 | # https://www.binance.com/restapipub.html
 3 | 
 4 | # 测试账号
 5 | api_key = ''
 6 | api_secret = ''
 7 | 
 8 | recv_window = 5000
 9 | 
10 | dingding_token = "" # 钉钉群token
11 | dingding_token2 = "" # 钉钉群2的token
12 | 


--------------------------------------------------------------------------------
/app/dingding.py:
--------------------------------------------------------------------------------
 1 | import requests,json
 2 | 
 3 | # windows
 4 | from app.authorization import dingding_token, dingding_token2, recv_window,api_secret,api_key
 5 | from app.BinanceAPI import BinanceAPI
 6 | # linux
 7 | # from app.authorization import dingding_token
 8 | 
 9 | class Message:
10 | 
11 |     def buy_limit_msg(self,market, quantity, rate):
12 |         try:
13 |             res = BinanceAPI(api_key,api_secret).buy_limit(market, quantity, rate)
14 |             if res['orderId']:
15 |                 buy_info = "报警：币种为：{cointype}。买单价为：{price}。买单量为：{num}".format(cointype=market,price=rate,num=quantity)
16 |                 self.dingding_warn(buy_info)
17 |                 return res
18 |         except BaseException as e:
19 |             error_info = "报警：币种为：{cointype},买单失败.api返回内容为:{reject}".format(cointype=market,reject=res['msg'])
20 |             self.dingding_warn(error_info)
21 | 
22 | 
23 |     def sell_limit_msg(self,market, quantity, rate):
24 |         '''
25 |         :param market:
26 |         :param quantity: 数量
27 |         :param rate: 价格
28 |         :return:
29 |         '''
30 |         try:
31 |             res = BinanceAPI(api_key,api_secret).sell_limit(market, quantity, rate)
32 |             if res['orderId']:
33 |                 buy_info = "报警：币种为：{cointype}。卖单价为：{price}。卖单量为：{num}".format(cointype=market,price=rate,num=quantity)
34 |                 self.dingding_warn(buy_info)
35 |                 return res
36 |         except BaseException as e:
37 |             error_info = "报警：币种为：{cointype},卖单失败.api返回内容为:{reject}".format(cointype=market,reject=res['msg'])
38 |             self.dingding_warn(error_info+str(res))
39 |             return res
40 | 
41 |     def dingding_warn(self,text, isDefaultToken=True):
42 |         tmpToken = dingding_token if isDefaultToken else dingding_token2
43 |         headers = {'Content-Type': 'application/json;charset=utf-8'}
44 |         api_url = "https://oapi.dingtalk.com/robot/send?access_token=%s" % tmpToken
45 |         print("api_url=")
46 |         print(api_url)
47 |         json_text = self._msg(text+"\n______")
48 |         response = requests.post(api_url, json.dumps(json_text), headers=headers).content
49 |         print(response)
50 | 
51 | 
52 | 
53 |     def _msg(self,text):
54 |         json_text = {
55 |             "msgtype": "text",
56 |             "at": {
57 |                 "atMobiles": [
58 |                     "11111"
59 |                 ],
60 |                 "isAtAll": False
61 |             },
62 |             "text": {
63 |                 "content": text
64 |             }
65 |         }
66 |         return json_text
67 | 
68 | if __name__ == "__main__":
69 |     msg = Message()
70 |     print(msg.buy_limit_msg("EOSUSDT",4,2))


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/requirements.txt:
--------------------------------------------------------------------------------
 1 | certifi==2020.12.5
 2 | chardet==4.0.0
 3 | cycler==0.10.0
 4 | idna==2.10
 5 | kiwisolver==1.3.1
 6 | matplotlib==3.4.1
 7 | numpy==1.20.2
 8 | pandas==1.2.4
 9 | Pillow==8.2.0
10 | pyparsing==2.4.7
11 | python-dateutil==2.8.1
12 | pytz==2021.1
13 | requests==2.25.1
14 | schedule==1.1.0
15 | six==1.15.0
16 | urllib3==1.26.4
17 | 


--------------------------------------------------------------------------------
/robot-run.py:
--------------------------------------------------------------------------------
 1 | # -*- coding: utf-8 -*-
 2 | from app.BinanceAPI import BinanceAPI
 3 | from app.authorization import api_key,api_secret
 4 | from app.dingding import Message
 5 | from app.OrderManager import OrderManager
 6 | 
 7 | import time
 8 | import datetime
 9 | import schedule
10 | import math
11 | import json,os
12 | from strategyConfig import binance_market,binance_coinBase,binance_tradeCoin, binance_coinBase_count
13 | 
14 | 
15 | orderManager = OrderManager("USDT", 100,"DOGE", binance_market)
16 | 
17 | orderManager_eth = OrderManager("USDT", 100,"ETH", binance_market)
18 | 
19 | msgDing = Message()
20 | 
21 | # 发送消息通知
22 | def sendInfoToDingDing( message, isDefaultToken):
23 |     # 记录执行时间
24 |     now = datetime.datetime.now()
25 |     ts = now.strftime('%Y-%m-%d %H:%M:%S')
26 |     message = str(ts) + "\n" + message
27 |     msgDing.dingding_warn(message, isDefaultToken)
28 | 
29 | 
30 | def binance_func():
31 |     orderManager.binance_func()
32 |     # time.sleep(5)
33 |     # orderManager_eth.binance_func()
34 | 
35 | 
36 | def sendServiceInfo():
37 |     str = "服务正常--ok"
38 |     sendInfoToDingDing(str, True)
39 | 
40 | # 创建循环任务
41 | def tasklist():
42 |     #清空任务
43 |     schedule.clear()
44 |     #创建一个按秒间隔执行任务
45 |     # schedule.every().hours.at("04:05").do(binance_func)
46 | 
47 |     #
48 |     schedule.every(15).seconds.do(binance_func)
49 | 
50 |     schedule.every(20).minutes.do(sendServiceInfo)
51 | 
52 | 
53 |     while True:
54 |         schedule.run_pending()
55 |         time.sleep(1)
56 | 
57 | 
58 | # 调试看报错运行下面，正式运行用上面
59 | if __name__ == "__main__":
60 | 
61 |     # 启动，先从币安获取交易规则， https://api.binance.com/api/v3/exchangeInfo
62 |     tasklist()
63 | 
64 |     # binance_func()
65 | 
66 | 


--------------------------------------------------------------------------------
/strategyConfig.py:
--------------------------------------------------------------------------------
 1 | # -*- coding: utf-8 -*-
 2 | 
 3 | 
 4 | # 是否分批卖出
 5 | isOpenSellStrategy = True
 6 | #分批卖出，盈利百分比
 7 | sellStrategy1 = {"profit":1.05, "sell":0.1}#盈利5%时，卖出10%的仓位
 8 | sellStrategy2 = {"profit":1.10, "sell":0.2}#盈利10%时，卖出20%的仓位
 9 | sellStrategy3 = {"profit":1.20, "sell":0.2}#盈利20%时，卖出20%的仓位
10 | 
11 | 
12 | # 均线, ma_x 要大于 ma_y
13 | ma_x = 5
14 | ma_y = 60
15 | 
16 | # 币安
17 | binance_market = "SPOT"#现货市场
18 | binance_coinBase = "USDT"#使用USDT作为基础币种，用于购买其他货币；
19 | # 允许使用账户中的 binance_coinBase 对应个数，每次买入 最多使用 binance_coinBase_count 个 binance_coinBase
20 | binance_coinBase_count = 100 #代表100个USDT
21 | binance_tradeCoin = "DOGE"#交易目标是 DOGE 币，
22 | kLine_type = '1h' # 15分钟k线类型，你可以设置为5分钟K线：5m;1小时为：1h;1天为：1d


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