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strategy1.py
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# 这个策略是简单的依靠噪声波动来赚钱，止盈1.25%，止损5%，随机开多开空，然后亏损一单就清仓重新开始
import random
from notify import NotifyService
from binanceApi import *
try:
import thread
except ImportError:
import _thread as thread
def dealMsg(message):
if message['e'] == "ORDER_TRADE_UPDATE" and message['o']['x'] == "TRADE" and message['o']['X'] == "FILLED" and \
(message['o']['ot'] == "STOP_MARKET" or message['o']['ot'] == "LIMIT"):
def run():
try:
orderId = globalVar['orderMap'][message['o']['i']]
deleteOrder(symbol, orderId)
globalVar['orderMap'].pop(orderId)
except Exception as e:
print(e)
globalVar['orderMap'].pop(message['o']['i'])
if message['o']['ot'] == "STOP_MARKET" or message['o']['ot'] == "LIMIT":
if message['o']['ot'] == "STOP_MARKET":
globalVar['loss_count'] += 1
elif message['o']['ot'] == "LIMIT":
globalVar['profit_count'] += 1
msg = '\n'.join(
['盈利次数: ' + str(globalVar['profit_count']) + ' 次',
'亏损次数: ' + str(globalVar['loss_count']) + ' 次',
'总运行时长: ' + str(round((time.time() - init_time) / 3600, 2)) + ' 小时',
'总盈亏: ' + str(globalVar['balance'] - globalVar['init_balance']) + ' U',
'本次开仓时长: ' + str(round((time.time() - globalVar['this_time']) / 3600, 2)) + ' 小时',
'本单盈亏: ' + str(message['o']['rp']) + ' U'])
globalVar['this_time'] = time.time()
print(msg)
notifyService = NotifyService(msg)
notifyService.sendMessageToWeiXin()
if message['o']['ot'] == "STOP_MARKET":
deleteAllOrder(symbol)
deleteAllPosition(symbol)
for i in range(piece):
bounce(symbol)
time.sleep(random.random() * 15 * 60)
elif message['o']['ot'] == "LIMIT":
time.sleep(random.random() * 15 * 60)
bounce(symbol)
thread.start_new_thread(run, ())
elif message['e'] == "ACCOUNT_UPDATE":
globalVar['balance'] = float(message['a']['B'][0]['wb'])
# 单边行情
def hold(symbol, _type):
level(symbol, leverage)
allQuantity = str(float(quantity) * piece)
if _type == 'LONG':
print('做多 ' + symbol + ' 量：' + allQuantity)
longOrderId = order(symbol, 'BUY', 'LONG', 'MARKET', allQuantity, '')['orderId']
price = getOrderPrice(symbol, longOrderId)
# 止盈
take_profit_price = str(round(float(price) * (1 + 0.1), 2))
res = order(symbol, 'SELL', 'LONG', 'TRAILING_STOP_MARKET', allQuantity, take_profit_price, '', '', '5')
take_profit_orderId = res['orderId']
status = res['status']
if status == 'NEW':
# 止损
stop_price = str(round(float(price) * (1 - stop_scope), 2))
res = order(symbol, 'SELL', 'LONG', 'STOP_MARKET', quantity, '', stop_price)
stop_orderId = res['orderId']
globalVar['orderMap'][take_profit_orderId] = stop_orderId
globalVar['orderMap'][stop_orderId] = take_profit_orderId
elif _type == 'SHORT':
print('做空 ' + symbol + ' 量：' + allQuantity)
shortOrderId = order(symbol, 'SELL', 'SHORT', 'MARKET', allQuantity, '')['orderId']
price = getOrderPrice(symbol, shortOrderId)
# 止盈
take_profit_price = str(round(float(price) * (1 - 0.1), 2))
res = order(symbol, 'BUY', 'SHORT', 'TRAILING_STOP_MARKET', allQuantity, '', '', take_profit_price, '5')
take_profit_orderId = res['orderId']
status = res['status']
if status == 'NEW':
# 止损
stop_price = str(round(float(price) * (1 + stop_scope), 2))
res = order(symbol, 'BUY', 'SHORT', 'STOP_MARKET', quantity, '', stop_price)
stop_orderId = res['orderId']
globalVar['orderMap'][take_profit_orderId] = stop_orderId
globalVar['orderMap'][stop_orderId] = take_profit_orderId
# 震荡行情
def bounce(symbol):
level(symbol, leverage)
# 随机选择一个多空方向
if random.random() < globalVar['pivot']:
long(symbol, quantity, take_profit_scope, stop_scope)
else:
short(symbol, quantity, take_profit_scope, stop_scope)
def long(symbol, quantity, take_profit_scope, stop_scope):
print('做多 ' + symbol + ' 量：' + quantity)
longOrderId = order(symbol, 'BUY', 'LONG', 'MARKET', quantity, '')['orderId']
price = getOrderPrice(symbol, longOrderId)
# 止损
stop_price = str(round(float(price) * (1 - stop_scope), 2))
res = order(symbol, 'SELL', 'LONG', 'STOP_MARKET', quantity, '', stop_price)
stop_orderId = res['orderId']
status = res['status']
if status == 'NEW':
# 止盈
take_profit_price = str(round(float(price) * (1 + take_profit_scope), 2))
take_profit_orderId = order(symbol, 'SELL', 'LONG', 'LIMIT', quantity, take_profit_price)['orderId']
globalVar['orderMap'][take_profit_orderId] = stop_orderId
globalVar['orderMap'][stop_orderId] = take_profit_orderId
def short(symbol, quantity, take_profit_scope, stop_scope):
print('做空 ' + symbol + ' 量：' + quantity)
shortOrderId = order(symbol, 'SELL', 'SHORT', 'MARKET', quantity, '')['orderId']
price = getOrderPrice(symbol, shortOrderId)
# 止损
stop_price = str(round(float(price) * (1 + stop_scope), 2))
res = order(symbol, 'BUY', 'SHORT', 'STOP_MARKET', quantity, '', stop_price)
stop_orderId = res['orderId']
status = res['status']
if status == 'NEW':
# 止盈
take_profit_price = str(round(float(price) * (1 - take_profit_scope), 2))
take_profit_orderId = order(symbol, 'BUY', 'SHORT', 'LIMIT', quantity, take_profit_price)['orderId']
globalVar['orderMap'][take_profit_orderId] = stop_orderId
globalVar['orderMap'][stop_orderId] = take_profit_orderId