make more stable

bitbank.py

@@ -23,17 +23,26 @@ def init():
     return []
 
   procs = []
-  procs.append(Fetcher(pub, "xlm_jpy", 10*60))
+  procs.append(Fetcher(pub, "qtum_jpy", 5*60))
-  procs.append(Proc(pri, "xlm_jpy",   5000, algo.MA_Cross(algo.EMA(), "1h", 0.01), 10*60))
+  procs.append(Proc(pri, "qtum_jpy",   2000, algo.MA_Cross(algo.EMA(), "1h", 0.01), 5*60))
 
-  procs.append(Fetcher(pub, "btc_jpy", 10*60))
+  procs.append(Fetcher(pub, "xrp_jpy", 5*60))
-  procs.append(Proc(pri, "btc_jpy",   5000, algo.MA_Cross(algo.EMA(), "1h", 0.01), 10*60))
+  procs.append(Proc(pri, "xrp_jpy",   2000, algo.MA_Cross(algo.EMA(), "1h", 0.01), 5*60))
 
-  procs.append(Fetcher(pub, "eth_jpy", 10*60))
+  procs.append(Fetcher(pub, "xlm_jpy", 5*60))
-  procs.append(Proc(pri, "eth_jpy",   5000, algo.MA_Cross(algo.EMA(), "1h", 0.01), 10*60))
+  procs.append(Proc(pri, "xlm_jpy",   2000, algo.MA_Cross(algo.EMA(), "1h", 0.01), 5*60))
 
-  procs.append(Fetcher(pub, "matic_jpy", 5))
+  procs.append(Fetcher(pub, "bat_jpy", 5*60))
-  procs.append(Proc(pri, "matic_jpy", 1000, algo.MA_Cross(algo.EMA(), "1m", 0.01), 5))
+  procs.append(Proc(pri, "bat_jpy",   2000, algo.MA_Cross(algo.EMA(), "1h", 0.01), 5*60))
+
+  procs.append(Fetcher(pub, "xym_jpy", 5*60))
+  procs.append(Proc(pri, "xym_jpy",   2000, algo.MA_Cross(algo.EMA(), "1h", 0.01), 5*60))
+
+  procs.append(Fetcher(pub, "btc_jpy", 5*60))
+  procs.append(Proc(pri, "btc_jpy",   5000, algo.MA_Cross(algo.EMA(), "1h", 0.01), 5*60))
+
+  procs.append(Fetcher(pub, "eth_jpy", 5*60))
+  procs.append(Proc(pri, "eth_jpy",   5000, algo.MA_Cross(algo.EMA(), "1h", 0.01), 5*60))
   return procs
 
 
@@ -54,10 +63,8 @@ class Fetcher:
     try:
       st = algo.Status()
 
-      st.candles["1m"] = self._get_candle("1min", 60)
       st.candles["1h"] = self._get_candle("1hour", 60)
-
+      st.price = st.candles["1h"][0][3]
-      st.price = st.candles["1m"][0][3]
 
       global status
       status[self._pair] = st
@@ -85,21 +92,21 @@ class Fetcher:
 
 
 class Proc:
-  def __init__(self, pri, pair, asset, algo, interval):
+  def __init__(self, pri, pair, lot, algo, interval):
     self._pri  = pri
     self._pair = pair
 
     self._last_update = 0
     self._now         = 0
 
-    self._bsi      = 0
+    self._bsi      = -1
     self._algo     = algo
     self._interval = interval
 
     self._last_order = None
     self._buy_price = 0
 
-    self._asset = asset
+    self._lot = lot
 
   def tick(self):
     self._now = time.time()
@@ -120,16 +127,16 @@ class Proc:
     if bsi*pbsi < 0:
       if bsi > 0:
         try:
-          amount = self._asset/st.price
+          amount = self._lot/st.price
           self._order_market(amount, "buy")
           self._buy_price = st.price
-          print(f"[bitbank: {self._pair}] <BUY> +{amount} / -{self._asset}")
+          print(f"[bitbank: {self._pair}] <BUY> +{amount} / -{self._lot}")
         except Exception as e:
           print(f"[bitbank: {self._pair}] buy error", e)
           self._buy_price = 0
       elif self._buy_price > 0:
         try:
-          amount = self._asset/self._buy_price
+          amount = self._lot/self._buy_price
           self._order_market(amount, "sell")
           print(f"[bitbank: {self._pair}] <SELL> -{amount} / +{amount*st.price}")
         except Exception as e:
@@ -138,26 +145,3 @@ class Proc:
   def _order_market(self, amount, sell_or_buy):
     order = self._pri.order(self._pair, None, str(amount), sell_or_buy, "market")
     self._last_order = order
-
-  def _order_limit(self, price, sell_or_buy):
-    try_price = price
-    for i in range(10):
-      amount = self._asset/price
-      order  = self._pri.order(self._pair, str(price), str(amount), sell_or_buy, "limit", True)
-      time.sleep(.1)
-
-      order = self._pri.get_order(self._pair, order["order_id"])
-      if order["status"] == "UNFILLED":
-        return
-
-      move = random.random()*10+1
-      if sell_or_buy == "sell":
-        price = price-move
-      else:
-        price = price+move
-
-    if sell_or_buy == "sell":
-      self._pri.order(self._pair, None, str(amount), sell_or_buy, "market")
-      print(f"[bitbank: {self._pair}] <MARKET-SELL> amount: {amount}")
-    else:
-        raise Exception("tried 10 times.... X(")

main.py

@@ -11,114 +11,17 @@ alive = True
 def main():
   global alive
   procs = [*bitbank.init()]
+
+  cnt = 0
   while alive:
-    for i in range(len(procs)):
+    for i in range(10):
-      procs[i].tick()
+      procs[cnt%len(procs)].tick()
-    time.sleep(0.5)
+      cnt += 1
+    time.sleep(1)
 
 def on_exit(sig, x):
   global alive
   alive = False
 
-proc = multiprocessing.Process(target = main)
-proc.start()
 signal.signal(signal.SIGTERM, on_exit)
-signal.pause()
+main()
-proc.join()
-
-
-# while True:
-#   print("start tick")
-# 
-# # ---- get assets
-#   assets = pri.get_asset()["assets"]
-#   onhand = {}
-#   locked = {}
-#   for i in range(len(assets)):
-#     coin = assets[i]["asset"]
-#     onhand[coin] = float(assets[i]["onhand_amount"])
-#     locked[coin] = float(assets[i]["locked_amount"])
-# 
-# # ---- get current price
-#   candles       = pub.get_candlestick("btc_jpy", "1min", now.strftime("%Y%m%d"))["candlestick"][0]["ohlcv"];
-#   latest_candle = candles[len(candles)-1]
-#   begin = int(latest_candle[0])
-#   high  = int(latest_candle[1])
-#   low   = int(latest_candle[2])
-#   end   = int(latest_candle[3])
-# 
-# # ---- cancel existing orderes
-#   prev_orders   = pri.get_active_orders("btc_jpy")["orders"]
-#   cancel_orders = []
-#   for i in range(len(prev_orders)):
-#     id     = prev_orders[i]["order_id"]
-#     status = prev_orders[i]["status"]
-#     side   = prev_orders[i]["side"]
-#     price  = int(prev_orders[i]["price"])
-# 
-#     if status == "UNFILLED":
-#       diff = abs(end-price)/end
-#       if side == "buy":
-#         if diff < -0.0005:
-#           cancel_orders.append(str(id))
-#       elif side == "sell":
-#         if diff > 0.003:
-#           cancel_orders.append(str(id))
-# 
-#   if len(cancel_orders) > 0:
-#     pri.cancel_orders("btc_jpy", cancel_orders)
-#     print("cancelled", len(cancel_orders), "orders")
-#   if len(prev_orders)-len(cancel_orders) > 8:
-#     print("skip making an order because there are too many orderes")
-#     time.sleep(30)
-#     continue
-# 
-# # ---- get transactions
-#   trans    = pub.get_transactions("btc_jpy")["transactions"]
-#   buy_min  = low
-#   sell_max = high
-#   for i in range(len(trans)):
-#     exec_at = datetime.datetime.fromtimestamp(trans[i]["executed_at"]/1000)
-#     side    = trans[i]["side"]
-#     price   = int(trans[i]["price"])
-#     if now-exec_at < datetime.timedelta(minutes=1):
-#         if side == "buy":
-#           buy_min = min(buy_min, price)
-#         elif side == "sell":
-#           sell_max = max(sell_max, price)
-# 
-# # ---- make an order
-#   buy_coe = 0.5
-#   ben_coe = 0.8
-# 
-#   diff = (end-begin)/end
-#   if diff > 0.002:
-#     buy_coe -= clamp(100*diff/end, 0, 1)*0.2
-#   elif diff < -0.002:
-#     buy_coe += clamp(100*diff, 0, 1)*0.2
-# 
-#   print("buy-min:", buy_min, "| sell-max:", sell_max, "| diff:", sell_max-buy_min)
-#   diff = sell_max-buy_min
-#   avg  = (sell_max+buy_min)/2
-# 
-#   buy_price  = avg - diff*buy_coe*ben_coe
-#   sell_price = avg + diff*(1-buy_coe)*ben_coe
-# 
-#   buy_jpy  = max((onhand["jpy"]-locked["jpy"])*0.1, (onhand["btc"]-locked["btc"])*end*0.1)
-#   buy_btc  = buy_jpy/buy_price
-#   sell_jpy = buy_btc*sell_price
-#   sell_btc = buy_btc
-# 
-#   try:
-#     pri.order("btc_jpy", str(buy_price), str(buy_btc), "buy", "limit", True)
-#     print("[buy] btc:", buy_btc, "| jpy:", -buy_jpy, "| price:", buy_price)
-#   except Exception as e:
-#     print(e)
-# 
-#   try:
-#     pri.order("btc_jpy", str(sell_price), str(sell_btc), "sell", "limit", True)
-#     print("[sel] btc:", -sell_btc, "| jpy:", sell_jpy, "| price:", sell_price)
-#   except Exception as e:
-#     print(e)
-# 
-#   time.sleep(10)