make more stable
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becffcd1fb
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fecec43e33
64
bitbank.py
64
bitbank.py
@ -23,17 +23,26 @@ def init():
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return []
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procs = []
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procs.append(Fetcher(pub, "xlm_jpy", 10*60))
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procs.append(Proc(pri, "xlm_jpy", 5000, algo.MA_Cross(algo.EMA(), "1h", 0.01), 10*60))
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procs.append(Fetcher(pub, "qtum_jpy", 5*60))
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procs.append(Proc(pri, "qtum_jpy", 2000, algo.MA_Cross(algo.EMA(), "1h", 0.01), 5*60))
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procs.append(Fetcher(pub, "btc_jpy", 10*60))
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procs.append(Proc(pri, "btc_jpy", 5000, algo.MA_Cross(algo.EMA(), "1h", 0.01), 10*60))
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procs.append(Fetcher(pub, "xrp_jpy", 5*60))
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procs.append(Proc(pri, "xrp_jpy", 2000, algo.MA_Cross(algo.EMA(), "1h", 0.01), 5*60))
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procs.append(Fetcher(pub, "eth_jpy", 10*60))
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procs.append(Proc(pri, "eth_jpy", 5000, algo.MA_Cross(algo.EMA(), "1h", 0.01), 10*60))
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procs.append(Fetcher(pub, "xlm_jpy", 5*60))
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procs.append(Proc(pri, "xlm_jpy", 2000, algo.MA_Cross(algo.EMA(), "1h", 0.01), 5*60))
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procs.append(Fetcher(pub, "matic_jpy", 5))
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procs.append(Proc(pri, "matic_jpy", 1000, algo.MA_Cross(algo.EMA(), "1m", 0.01), 5))
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procs.append(Fetcher(pub, "bat_jpy", 5*60))
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procs.append(Proc(pri, "bat_jpy", 2000, algo.MA_Cross(algo.EMA(), "1h", 0.01), 5*60))
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procs.append(Fetcher(pub, "xym_jpy", 5*60))
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procs.append(Proc(pri, "xym_jpy", 2000, algo.MA_Cross(algo.EMA(), "1h", 0.01), 5*60))
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procs.append(Fetcher(pub, "btc_jpy", 5*60))
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procs.append(Proc(pri, "btc_jpy", 5000, algo.MA_Cross(algo.EMA(), "1h", 0.01), 5*60))
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procs.append(Fetcher(pub, "eth_jpy", 5*60))
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procs.append(Proc(pri, "eth_jpy", 5000, algo.MA_Cross(algo.EMA(), "1h", 0.01), 5*60))
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return procs
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@ -54,10 +63,8 @@ class Fetcher:
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try:
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st = algo.Status()
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st.candles["1m"] = self._get_candle("1min", 60)
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st.candles["1h"] = self._get_candle("1hour", 60)
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st.price = st.candles["1m"][0][3]
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st.price = st.candles["1h"][0][3]
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global status
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status[self._pair] = st
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@ -85,21 +92,21 @@ class Fetcher:
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class Proc:
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def __init__(self, pri, pair, asset, algo, interval):
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def __init__(self, pri, pair, lot, algo, interval):
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self._pri = pri
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self._pair = pair
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self._last_update = 0
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self._now = 0
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self._bsi = 0
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self._bsi = -1
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self._algo = algo
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self._interval = interval
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self._last_order = None
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self._buy_price = 0
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self._asset = asset
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self._lot = lot
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def tick(self):
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self._now = time.time()
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@ -120,16 +127,16 @@ class Proc:
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if bsi*pbsi < 0:
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if bsi > 0:
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try:
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amount = self._asset/st.price
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amount = self._lot/st.price
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self._order_market(amount, "buy")
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self._buy_price = st.price
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print(f"[bitbank: {self._pair}] <BUY> +{amount} / -{self._asset}")
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print(f"[bitbank: {self._pair}] <BUY> +{amount} / -{self._lot}")
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except Exception as e:
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print(f"[bitbank: {self._pair}] buy error", e)
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self._buy_price = 0
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elif self._buy_price > 0:
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try:
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amount = self._asset/self._buy_price
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amount = self._lot/self._buy_price
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self._order_market(amount, "sell")
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print(f"[bitbank: {self._pair}] <SELL> -{amount} / +{amount*st.price}")
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except Exception as e:
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@ -138,26 +145,3 @@ class Proc:
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def _order_market(self, amount, sell_or_buy):
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order = self._pri.order(self._pair, None, str(amount), sell_or_buy, "market")
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self._last_order = order
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def _order_limit(self, price, sell_or_buy):
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try_price = price
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for i in range(10):
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amount = self._asset/price
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order = self._pri.order(self._pair, str(price), str(amount), sell_or_buy, "limit", True)
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time.sleep(.1)
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order = self._pri.get_order(self._pair, order["order_id"])
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if order["status"] == "UNFILLED":
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return
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move = random.random()*10+1
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if sell_or_buy == "sell":
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price = price-move
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else:
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price = price+move
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if sell_or_buy == "sell":
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self._pri.order(self._pair, None, str(amount), sell_or_buy, "market")
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print(f"[bitbank: {self._pair}] <MARKET-SELL> amount: {amount}")
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else:
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raise Exception("tried 10 times.... X(")
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111
main.py
111
main.py
@ -11,114 +11,17 @@ alive = True
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def main():
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global alive
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procs = [*bitbank.init()]
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cnt = 0
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while alive:
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for i in range(len(procs)):
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procs[i].tick()
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time.sleep(0.5)
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for i in range(10):
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procs[cnt%len(procs)].tick()
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cnt += 1
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time.sleep(1)
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def on_exit(sig, x):
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global alive
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alive = False
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proc = multiprocessing.Process(target = main)
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proc.start()
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signal.signal(signal.SIGTERM, on_exit)
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signal.pause()
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proc.join()
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# while True:
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# print("start tick")
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#
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# # ---- get assets
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# assets = pri.get_asset()["assets"]
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# onhand = {}
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# locked = {}
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# for i in range(len(assets)):
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# coin = assets[i]["asset"]
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# onhand[coin] = float(assets[i]["onhand_amount"])
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# locked[coin] = float(assets[i]["locked_amount"])
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#
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# # ---- get current price
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# candles = pub.get_candlestick("btc_jpy", "1min", now.strftime("%Y%m%d"))["candlestick"][0]["ohlcv"];
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# latest_candle = candles[len(candles)-1]
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# begin = int(latest_candle[0])
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# high = int(latest_candle[1])
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# low = int(latest_candle[2])
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# end = int(latest_candle[3])
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#
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# # ---- cancel existing orderes
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# prev_orders = pri.get_active_orders("btc_jpy")["orders"]
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# cancel_orders = []
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# for i in range(len(prev_orders)):
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# id = prev_orders[i]["order_id"]
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# status = prev_orders[i]["status"]
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# side = prev_orders[i]["side"]
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# price = int(prev_orders[i]["price"])
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#
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# if status == "UNFILLED":
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# diff = abs(end-price)/end
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# if side == "buy":
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# if diff < -0.0005:
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# cancel_orders.append(str(id))
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# elif side == "sell":
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# if diff > 0.003:
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# cancel_orders.append(str(id))
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#
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# if len(cancel_orders) > 0:
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# pri.cancel_orders("btc_jpy", cancel_orders)
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# print("cancelled", len(cancel_orders), "orders")
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# if len(prev_orders)-len(cancel_orders) > 8:
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# print("skip making an order because there are too many orderes")
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# time.sleep(30)
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# continue
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#
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# # ---- get transactions
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# trans = pub.get_transactions("btc_jpy")["transactions"]
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# buy_min = low
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# sell_max = high
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# for i in range(len(trans)):
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# exec_at = datetime.datetime.fromtimestamp(trans[i]["executed_at"]/1000)
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# side = trans[i]["side"]
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# price = int(trans[i]["price"])
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# if now-exec_at < datetime.timedelta(minutes=1):
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# if side == "buy":
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# buy_min = min(buy_min, price)
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# elif side == "sell":
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# sell_max = max(sell_max, price)
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#
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# # ---- make an order
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# buy_coe = 0.5
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# ben_coe = 0.8
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#
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# diff = (end-begin)/end
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# if diff > 0.002:
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# buy_coe -= clamp(100*diff/end, 0, 1)*0.2
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# elif diff < -0.002:
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# buy_coe += clamp(100*diff, 0, 1)*0.2
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#
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# print("buy-min:", buy_min, "| sell-max:", sell_max, "| diff:", sell_max-buy_min)
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# diff = sell_max-buy_min
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# avg = (sell_max+buy_min)/2
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#
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# buy_price = avg - diff*buy_coe*ben_coe
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# sell_price = avg + diff*(1-buy_coe)*ben_coe
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#
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# buy_jpy = max((onhand["jpy"]-locked["jpy"])*0.1, (onhand["btc"]-locked["btc"])*end*0.1)
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# buy_btc = buy_jpy/buy_price
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# sell_jpy = buy_btc*sell_price
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# sell_btc = buy_btc
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#
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# try:
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# pri.order("btc_jpy", str(buy_price), str(buy_btc), "buy", "limit", True)
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# print("[buy] btc:", buy_btc, "| jpy:", -buy_jpy, "| price:", buy_price)
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# except Exception as e:
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# print(e)
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#
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# try:
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# pri.order("btc_jpy", str(sell_price), str(sell_btc), "sell", "limit", True)
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# print("[sel] btc:", -sell_btc, "| jpy:", sell_jpy, "| price:", sell_price)
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# except Exception as e:
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# print(e)
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#
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# time.sleep(10)
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main()
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