├── .gitignore ├── accountConfig.py ├── banZhuan ├── __init__.py ├── banZhuanStrategy.py ├── fixedSpreadArbStrategy.py └── statArbStrategy.py ├── common ├── Account.py ├── Data.py ├── Errors.py ├── Log.py ├── Order.py ├── Time.py ├── UserData.py └── __init__.py ├── data └── dummy_file ├── exchangeConnection ├── __init__.py ├── bitvc │ ├── __init__.py │ ├── bitvcService.py │ ├── errors.py │ └── testBitvc.py ├── huobi │ ├── __init__.py │ ├── history.py │ ├── huobiService.py │ ├── huobiServiceETH.py │ ├── testHuobi.py │ ├── testHuobiETH.py │ ├── util.py │ └── utilETH.py └── okcoin │ ├── __init__.py │ ├── httpMD5Util.py │ ├── okcoinFutureAPI.py │ ├── okcoinSpotAPI.py │ ├── testOkcoin.py │ └── util.py ├── liveStrategyEngine ├── BaseLiveStrategyEngine.py └── __init__.py ├── log └── dummy_file ├── main_banZhuan.py ├── main_userStrategy.py ├── readme.txt ├── run_banZhuan.bat ├── run_banZhuan.sh ├── run_userStrategy.bat ├── run_userStrategy.sh ├── userStrategy ├── DualThrust.py ├── FixedPosValueGrowth.py ├── Grid.py ├── SeaTurtle.py ├── SimpleMA.py └── __init__.py └── utils ├── __init__.py ├── errors.py └── helper.py /.gitignore: -------------------------------------------------------------------------------- 1 | data/ 2 | log/ 3 | .idea/ 4 | accountConfig.py -------------------------------------------------------------------------------- /accountConfig.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wequant-org/liveStrategyEngine/HEAD/accountConfig.py -------------------------------------------------------------------------------- /banZhuan/__init__.py: -------------------------------------------------------------------------------- 1 | #!/usr/bin/env python 2 | # -*- coding: utf-8 -*- 3 | -------------------------------------------------------------------------------- /banZhuan/banZhuanStrategy.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wequant-org/liveStrategyEngine/HEAD/banZhuan/banZhuanStrategy.py -------------------------------------------------------------------------------- /banZhuan/fixedSpreadArbStrategy.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wequant-org/liveStrategyEngine/HEAD/banZhuan/fixedSpreadArbStrategy.py -------------------------------------------------------------------------------- /banZhuan/statArbStrategy.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wequant-org/liveStrategyEngine/HEAD/banZhuan/statArbStrategy.py -------------------------------------------------------------------------------- /common/Account.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wequant-org/liveStrategyEngine/HEAD/common/Account.py -------------------------------------------------------------------------------- /common/Data.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wequant-org/liveStrategyEngine/HEAD/common/Data.py -------------------------------------------------------------------------------- /common/Errors.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wequant-org/liveStrategyEngine/HEAD/common/Errors.py -------------------------------------------------------------------------------- /common/Log.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wequant-org/liveStrategyEngine/HEAD/common/Log.py -------------------------------------------------------------------------------- /common/Order.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wequant-org/liveStrategyEngine/HEAD/common/Order.py -------------------------------------------------------------------------------- /common/Time.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wequant-org/liveStrategyEngine/HEAD/common/Time.py -------------------------------------------------------------------------------- /common/UserData.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wequant-org/liveStrategyEngine/HEAD/common/UserData.py -------------------------------------------------------------------------------- /common/__init__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wequant-org/liveStrategyEngine/HEAD/common/__init__.py -------------------------------------------------------------------------------- /data/dummy_file: -------------------------------------------------------------------------------- 1 | -------------------------------------------------------------------------------- /exchangeConnection/__init__.py: -------------------------------------------------------------------------------- 1 | -------------------------------------------------------------------------------- /exchangeConnection/bitvc/__init__.py: -------------------------------------------------------------------------------- 1 | -------------------------------------------------------------------------------- /exchangeConnection/bitvc/bitvcService.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wequant-org/liveStrategyEngine/HEAD/exchangeConnection/bitvc/bitvcService.py -------------------------------------------------------------------------------- /exchangeConnection/bitvc/errors.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wequant-org/liveStrategyEngine/HEAD/exchangeConnection/bitvc/errors.py -------------------------------------------------------------------------------- /exchangeConnection/bitvc/testBitvc.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wequant-org/liveStrategyEngine/HEAD/exchangeConnection/bitvc/testBitvc.py -------------------------------------------------------------------------------- /exchangeConnection/huobi/__init__.py: -------------------------------------------------------------------------------- 1 | -------------------------------------------------------------------------------- /exchangeConnection/huobi/history.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wequant-org/liveStrategyEngine/HEAD/exchangeConnection/huobi/history.py -------------------------------------------------------------------------------- /exchangeConnection/huobi/huobiService.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wequant-org/liveStrategyEngine/HEAD/exchangeConnection/huobi/huobiService.py -------------------------------------------------------------------------------- /exchangeConnection/huobi/huobiServiceETH.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wequant-org/liveStrategyEngine/HEAD/exchangeConnection/huobi/huobiServiceETH.py -------------------------------------------------------------------------------- /exchangeConnection/huobi/testHuobi.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wequant-org/liveStrategyEngine/HEAD/exchangeConnection/huobi/testHuobi.py -------------------------------------------------------------------------------- /exchangeConnection/huobi/testHuobiETH.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wequant-org/liveStrategyEngine/HEAD/exchangeConnection/huobi/testHuobiETH.py -------------------------------------------------------------------------------- /exchangeConnection/huobi/util.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wequant-org/liveStrategyEngine/HEAD/exchangeConnection/huobi/util.py -------------------------------------------------------------------------------- /exchangeConnection/huobi/utilETH.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wequant-org/liveStrategyEngine/HEAD/exchangeConnection/huobi/utilETH.py -------------------------------------------------------------------------------- /exchangeConnection/okcoin/__init__.py: -------------------------------------------------------------------------------- 1 | -------------------------------------------------------------------------------- /exchangeConnection/okcoin/httpMD5Util.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wequant-org/liveStrategyEngine/HEAD/exchangeConnection/okcoin/httpMD5Util.py -------------------------------------------------------------------------------- /exchangeConnection/okcoin/okcoinFutureAPI.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wequant-org/liveStrategyEngine/HEAD/exchangeConnection/okcoin/okcoinFutureAPI.py -------------------------------------------------------------------------------- /exchangeConnection/okcoin/okcoinSpotAPI.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wequant-org/liveStrategyEngine/HEAD/exchangeConnection/okcoin/okcoinSpotAPI.py -------------------------------------------------------------------------------- /exchangeConnection/okcoin/testOkcoin.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wequant-org/liveStrategyEngine/HEAD/exchangeConnection/okcoin/testOkcoin.py -------------------------------------------------------------------------------- /exchangeConnection/okcoin/util.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wequant-org/liveStrategyEngine/HEAD/exchangeConnection/okcoin/util.py -------------------------------------------------------------------------------- /liveStrategyEngine/BaseLiveStrategyEngine.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wequant-org/liveStrategyEngine/HEAD/liveStrategyEngine/BaseLiveStrategyEngine.py -------------------------------------------------------------------------------- /liveStrategyEngine/__init__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wequant-org/liveStrategyEngine/HEAD/liveStrategyEngine/__init__.py -------------------------------------------------------------------------------- /log/dummy_file: -------------------------------------------------------------------------------- 1 | -------------------------------------------------------------------------------- /main_banZhuan.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wequant-org/liveStrategyEngine/HEAD/main_banZhuan.py -------------------------------------------------------------------------------- /main_userStrategy.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wequant-org/liveStrategyEngine/HEAD/main_userStrategy.py -------------------------------------------------------------------------------- /readme.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wequant-org/liveStrategyEngine/HEAD/readme.txt -------------------------------------------------------------------------------- /run_banZhuan.bat: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wequant-org/liveStrategyEngine/HEAD/run_banZhuan.bat -------------------------------------------------------------------------------- /run_banZhuan.sh: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wequant-org/liveStrategyEngine/HEAD/run_banZhuan.sh -------------------------------------------------------------------------------- /run_userStrategy.bat: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wequant-org/liveStrategyEngine/HEAD/run_userStrategy.bat -------------------------------------------------------------------------------- /run_userStrategy.sh: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wequant-org/liveStrategyEngine/HEAD/run_userStrategy.sh -------------------------------------------------------------------------------- /userStrategy/DualThrust.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wequant-org/liveStrategyEngine/HEAD/userStrategy/DualThrust.py -------------------------------------------------------------------------------- /userStrategy/FixedPosValueGrowth.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wequant-org/liveStrategyEngine/HEAD/userStrategy/FixedPosValueGrowth.py -------------------------------------------------------------------------------- /userStrategy/Grid.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wequant-org/liveStrategyEngine/HEAD/userStrategy/Grid.py -------------------------------------------------------------------------------- /userStrategy/SeaTurtle.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wequant-org/liveStrategyEngine/HEAD/userStrategy/SeaTurtle.py -------------------------------------------------------------------------------- /userStrategy/SimpleMA.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wequant-org/liveStrategyEngine/HEAD/userStrategy/SimpleMA.py -------------------------------------------------------------------------------- /userStrategy/__init__.py: -------------------------------------------------------------------------------- 1 | #!/usr/bin/env python 2 | # -*- coding: utf-8 -*- 3 | -------------------------------------------------------------------------------- /utils/__init__.py: -------------------------------------------------------------------------------- 1 | -------------------------------------------------------------------------------- /utils/errors.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wequant-org/liveStrategyEngine/HEAD/utils/errors.py -------------------------------------------------------------------------------- /utils/helper.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wequant-org/liveStrategyEngine/HEAD/utils/helper.py --------------------------------------------------------------------------------