remove loop
This commit is contained in:
192
main.py
192
main.py
@@ -88,109 +88,105 @@ def main():
|
|||||||
logger = logging.getLogger("main")
|
logger = logging.getLogger("main")
|
||||||
|
|
||||||
db = Database(config_file_name)
|
db = Database(config_file_name)
|
||||||
next_exec_time = time.time()
|
|
||||||
config = config_load(config_file_path)
|
config = config_load(config_file_path)
|
||||||
|
|
||||||
while True:
|
logger.info("开始检查")
|
||||||
logger.info("开始检查")
|
try:
|
||||||
try:
|
old_config = config
|
||||||
old_config = config
|
config = config_load(config_file_path)
|
||||||
config = config_load(config_file_path)
|
if config != old_config:
|
||||||
if config != old_config:
|
logger.warning("配置文件已更新")
|
||||||
logger.warning("配置文件已更新")
|
config_validate(config)
|
||||||
config_validate(config)
|
except FileNotFoundError as e:
|
||||||
except FileNotFoundError as e:
|
logger.error("配置文件不存在: %s", e)
|
||||||
logger.error("配置文件不存在: %s", e)
|
return
|
||||||
return
|
except ValueError as e:
|
||||||
except ValueError as e:
|
logger.error("配置文件验证失败: %s", e)
|
||||||
logger.error("配置文件验证失败: %s", e)
|
return
|
||||||
return
|
db.sync_trades(config["trades"].keys())
|
||||||
db.sync_trades(config["trades"].keys())
|
accounts = {}
|
||||||
accounts = {}
|
for account_id, account_data in config["accounts"].items():
|
||||||
for account_id, account_data in config["accounts"].items():
|
accounts[account_id] = getattr(ccxt, account_data["exchange"])(
|
||||||
accounts[account_id] = getattr(ccxt, account_data["exchange"])(
|
{
|
||||||
{
|
"apiKey": account_data["api_key"],
|
||||||
"apiKey": account_data["api_key"],
|
"secret": account_data["secret_key"],
|
||||||
"secret": account_data["secret_key"],
|
}
|
||||||
}
|
)
|
||||||
|
if account_data.get("demo", False):
|
||||||
|
accounts[account_id].enable_demo_trading(True)
|
||||||
|
|
||||||
|
for trade_id, trade_data in config["trades"].items():
|
||||||
|
if trade_data["account"] not in accounts:
|
||||||
|
logger.error("交易 %s 配置的账户 %s 在 accounts 中未找到", trade_id, trade_data["account"])
|
||||||
|
continue
|
||||||
|
# 更新open订单情况
|
||||||
|
for order_id in db.data[trade_id]["order_id"]["open"]:
|
||||||
|
order_detail = accounts[trade_data["account"]].fetch_order(order_id, trade_data["order"]["symbol"])
|
||||||
|
if order_detail["status"] == "closed":
|
||||||
|
# 完全成交
|
||||||
|
logger.info("%s: 订单成交", order_id)
|
||||||
|
csv_record(config_file_name, order_detail, accounts[trade_data["account"]].id, trade_data.get("csv_symbol", None))
|
||||||
|
db.data[trade_id]["order_id"]["open"].remove(order_id)
|
||||||
|
db.data[trade_id]["order_id"]["filled"].append(order_id)
|
||||||
|
db.data[trade_id]["counter"]["open"] -= 1
|
||||||
|
db.data[trade_id]["counter"]["filled"] += 1
|
||||||
|
elif order_detail["status"] == "canceled":
|
||||||
|
# 可能是用户手动取消了，那么放弃追踪
|
||||||
|
logger.info("%s: 订单被取消，放弃追踪", order_id)
|
||||||
|
db.data[trade_id]["order_id"]["open"].remove(order_id)
|
||||||
|
db.data[trade_id]["counter"]["open"] -= 1
|
||||||
|
elif order_detail["status"] == "open":
|
||||||
|
logger.info("%s: 订单未(完全)成交", order_id)
|
||||||
|
else:
|
||||||
|
logger.warning("%s: 订单状态为 %s，无法识别", order_id, order_detail["status"])
|
||||||
|
|
||||||
|
# 判断是否要取消订单
|
||||||
|
if db.data[trade_id]["counter"]["open"] > 0:
|
||||||
|
if eval(trade_data["condition_cancel"]):
|
||||||
|
logger.info("交易 %s 符合取消条件，正在取消订单", trade_id)
|
||||||
|
accounts[trade_data["account"]].cancel_orders(db.data[trade_id]["order_id"]["open"])
|
||||||
|
for order_id in db.data[trade_id]["order_id"]["open"]:
|
||||||
|
db.data[trade_id]["order_id"]["open"].remove(order_id)
|
||||||
|
db.data[trade_id]["order_id"]["canceled"].append(order_id)
|
||||||
|
db.data[trade_id]["counter"]["open"] -= 1
|
||||||
|
db.data[trade_id]["counter"]["canceled"] += 1
|
||||||
|
|
||||||
|
# 判断是否要下单
|
||||||
|
if eval(trade_data["condition_place"]):
|
||||||
|
logger.info("交易 %s 符合下单条件，正在下单", trade_id)
|
||||||
|
if trade_data["order"]["type"] == "market" and not accounts[trade_data["account"]].has["createMarketOrder"]:
|
||||||
|
logger.error("账户 %s 的交易所 %s 不支持市价单", trade_data["account"], accounts[trade_data["account"]].id)
|
||||||
|
return
|
||||||
|
|
||||||
|
price = accounts[trade_data["account"]].fetch_ticker(trade_data["order"]["symbol"])["close"]
|
||||||
|
if "amount" not in trade_data["order"]:
|
||||||
|
# 只有cost没有amount，根据价格算amount
|
||||||
|
trade_data["order"]["amount"] = trade_data["order"]["cost"] / price
|
||||||
|
if "price" not in trade_data["order"]:
|
||||||
|
# 没有price，则市价
|
||||||
|
if trade_data["order"]["side"] == "buy":
|
||||||
|
trade_data["order"]["price"] = price * 1.02
|
||||||
|
else:
|
||||||
|
trade_data["order"]["price"] = price * 0.98
|
||||||
|
|
||||||
|
order_detail = accounts[trade_data["account"]].create_order(
|
||||||
|
trade_data["order"]["symbol"],
|
||||||
|
trade_data["order"]["type"],
|
||||||
|
trade_data["order"]["side"],
|
||||||
|
trade_data["order"]["amount"],
|
||||||
|
trade_data["order"]["price"],
|
||||||
)
|
)
|
||||||
if account_data.get("demo", False):
|
if order_detail["status"] == "closed":
|
||||||
accounts[account_id].enable_demo_trading(True)
|
logger.info("%s: 订单成交", order_detail["id"])
|
||||||
|
csv_record(config_file_name, order_detail, accounts[trade_data["account"]].id, trade_data.get("csv_symbol", None))
|
||||||
for trade_id, trade_data in config["trades"].items():
|
db.data[trade_id]["order_id"]["filled"].append(order_detail["id"])
|
||||||
if trade_data["account"] not in accounts:
|
db.data[trade_id]["counter"]["filled"] += 1
|
||||||
logger.error("交易 %s 配置的账户 %s 在 accounts 中未找到", trade_id, trade_data["account"])
|
else:
|
||||||
continue
|
db.data[trade_id]["order_id"]["open"].append(order_detail["id"])
|
||||||
# 更新open订单情况
|
db.data[trade_id]["counter"]["open"] += 1
|
||||||
for order_id in db.data[trade_id]["order_id"]["open"]:
|
logger.warning("%s: 订单状态为 %s，未加入追踪", order_detail["id"], order_detail["status"])
|
||||||
order_detail = accounts[trade_data["account"]].fetch_order(order_id, trade_data["order"]["symbol"])
|
|
||||||
if order_detail["status"] == "closed":
|
|
||||||
# 完全成交
|
|
||||||
logger.info("%s: 订单成交", order_id)
|
|
||||||
csv_record(config_file_name, order_detail, accounts[trade_data["account"]].id, trade_data.get("csv_symbol", None))
|
|
||||||
db.data[trade_id]["order_id"]["open"].remove(order_id)
|
|
||||||
db.data[trade_id]["order_id"]["filled"].append(order_id)
|
|
||||||
db.data[trade_id]["counter"]["open"] -= 1
|
|
||||||
db.data[trade_id]["counter"]["filled"] += 1
|
|
||||||
elif order_detail["status"] == "canceled":
|
|
||||||
# 可能是用户手动取消了，那么放弃追踪
|
|
||||||
logger.info("%s: 订单被取消，放弃追踪", order_id)
|
|
||||||
db.data[trade_id]["order_id"]["open"].remove(order_id)
|
|
||||||
db.data[trade_id]["counter"]["open"] -= 1
|
|
||||||
elif order_detail["status"] == "open":
|
|
||||||
logger.info("%s: 订单未(完全)成交", order_id)
|
|
||||||
else:
|
|
||||||
logger.warning("%s: 订单状态为 %s，无法识别", order_id, order_detail["status"])
|
|
||||||
|
|
||||||
# 判断是否要取消订单
|
|
||||||
if db.data[trade_id]["counter"]["open"] > 0:
|
|
||||||
if eval(trade_data["condition_cancel"]):
|
|
||||||
logger.info("交易 %s 符合取消条件，正在取消订单", trade_id)
|
|
||||||
accounts[trade_data["account"]].cancel_orders(db.data[trade_id]["order_id"]["open"])
|
|
||||||
for order_id in db.data[trade_id]["order_id"]["open"]:
|
|
||||||
db.data[trade_id]["order_id"]["open"].remove(order_id)
|
|
||||||
db.data[trade_id]["order_id"]["canceled"].append(order_id)
|
|
||||||
db.data[trade_id]["counter"]["open"] -= 1
|
|
||||||
db.data[trade_id]["counter"]["canceled"] += 1
|
|
||||||
|
|
||||||
# 判断是否要下单
|
|
||||||
if eval(trade_data["condition_place"]):
|
|
||||||
logger.info("交易 %s 符合下单条件，正在下单", trade_id)
|
|
||||||
if trade_data["order"]["type"] == "market" and not accounts[trade_data["account"]].has["createMarketOrder"]:
|
|
||||||
logger.error("账户 %s 的交易所 %s 不支持市价单", trade_data["account"], accounts[trade_data["account"]].id)
|
|
||||||
return
|
|
||||||
|
|
||||||
price = accounts[trade_data["account"]].fetch_ticker(trade_data["order"]["symbol"])["close"]
|
|
||||||
if "amount" not in trade_data["order"]:
|
|
||||||
# 只有cost没有amount，根据价格算amount
|
|
||||||
trade_data["order"]["amount"] = trade_data["order"]["cost"] / price
|
|
||||||
if "price" not in trade_data["order"]:
|
|
||||||
# 没有price，则市价
|
|
||||||
if trade_data["order"]["side"] == "buy":
|
|
||||||
trade_data["order"]["price"] = price * 1.02
|
|
||||||
else:
|
|
||||||
trade_data["order"]["price"] = price * 0.98
|
|
||||||
|
|
||||||
order_detail = accounts[trade_data["account"]].create_order(
|
|
||||||
trade_data["order"]["symbol"],
|
|
||||||
trade_data["order"]["type"],
|
|
||||||
trade_data["order"]["side"],
|
|
||||||
trade_data["order"]["amount"],
|
|
||||||
trade_data["order"]["price"],
|
|
||||||
)
|
|
||||||
if order_detail["status"] == "closed":
|
|
||||||
logger.info("%s: 订单成交", order_detail["id"])
|
|
||||||
csv_record(config_file_name, order_detail, accounts[trade_data["account"]].id, trade_data.get("csv_symbol", None))
|
|
||||||
db.data[trade_id]["order_id"]["filled"].append(order_detail["id"])
|
|
||||||
db.data[trade_id]["counter"]["filled"] += 1
|
|
||||||
else:
|
|
||||||
db.data[trade_id]["order_id"]["open"].append(order_detail["id"])
|
|
||||||
db.data[trade_id]["counter"]["open"] += 1
|
|
||||||
logger.warning("%s: 订单状态为 %s，未加入追踪", order_detail["id"], order_detail["status"])
|
|
||||||
|
|
||||||
db.save()
|
db.save()
|
||||||
next_exec_time += config["interval"]
|
|
||||||
time.sleep(max(0, next_exec_time - time.time()))
|
|
||||||
|
|
||||||
|
|
||||||
if __name__ == "__main__":
|
if __name__ == "__main__":
|
||||||
|
|||||||
Reference in New Issue
Block a user