虚拟数字货币量化交易平台(数字货币量化交易违法吗)_币圈新闻_鼎鸿网

虚拟数字货币量化交易平台(数字货币量化交易违法吗)

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# 白点数据,运行环境Python3.8# -*- coding: UTF-8 -*-from urllib import request, parsefrom urllib.parse import quoteimport reimport timeimport sysimport jsonimport hashlibimport hmacimport base64#import urllib#============================时间到强制结束线程import threadingimport inspectimport ctypesdef _async_raise(tid, exctype):    """raises the exception, performs cleanup if needed"""    tid = ctypes.c_long(tid)    if not inspect.isclass(exctype):        exctype = type(exctype)    res = ctypes.pythonapi.PyThreadState_SetAsyncExc(tid, ctypes.py_object(exctype))    if res == 0:        raise ValueError("invalid thread id")    elif res != 1:        # """if it returns a number greater than one, you're in trouble,        # and you should call it again with exc=NULL to revert the effect"""        ctypes.pythonapi.PyThreadState_SetAsyncExc(tid, None)        raise SystemError("PyThreadState_SetAsyncExc failed") def stop_thread(thread):    _async_raise(thread.ident, SystemExit)#=============================def htmll(url, data=None):     #请求页面,这个函数要用线程,长时间不响应就杀死线程,参数5秒有时不起作用    headers = {'user-agent': 'Mozilla/5.0 (Macintosh; Intel Mac OS X 10_13_5) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/73.0.3683.86 Safari/537.36', \               'X-MBX-APIKEY': API_Key}            try:        if data:            data=data.encode('utf-8')        req = request.Request(url, data, headers=headers)        #resp = request.urlopen(req,timeout=25)        with request.urlopen(req, timeout=10) as resp:            return resp.read().decode("utf-8")    except Exception as e:        print(e)        return ""def exch_timee():  #交易所时间    global ab_time    kk="https://api.binance.com/api/v3/time"    html=htmll(kk)    try:        tt=json.loads(html)        lock.acquire()        ab_time=int(time.time()*1000)-tt["serverTime"]        lock.release()    except Exception as e:        print(e)        passdef K_line(a):  #获取K线数据    global ddd    mmm_nnn=[]    url="https://api.binance.com/api/v3/klines?symbol="+a+"USDT"+"&interval="+ddd["interval"]+"&limit="+str(ddd["MN"]+1)    html=htmll(url)    try:        ttt=json.loads(html)        #ttt["data"].reverse()        lock.acquire()        ddd["symbols"][a]["kline_id"]=time.time()        lock.release()                if (ttt[-1][0]/1000)//bbb[ddd["interval"]]==(time.time()-ab_time/1000)//bbb[ddd["interval"]]:            ttt.pop()        else:            print(f"{a}: 不正常----")        if (ttt[-1][0]/1000)//bbb[ddd["interval"]]==(time.time()-ab_time/1000)//bbb[ddd["interval"]]-1:            #id,openn,high,low,closee,amount,vol,count,a_amount,a_vol            #0  1     2    3   4      5      7   8     9        10            for tt in ttt:                mmm_nnn.append(float(tt[4])-float(tt[1]))            #if ddd["symbols"][a]["buy_price"]==0:  #计算是否买入            if float(ddd["symbols"][a]["balances"])*float(ttt[-1][4])<=20:  #计算是否买入                if mmm_nnn[-1]<-max(mmm_nnn[:-1])*ddd["AB"] and mmm_nnn[-1]<min(mmm_nnn[:-1])*ddd["AB"]:                    lock.acquire()                    ddd["symbols"][a]["kline_result"]=1  #买入                    ddd["symbols"][a]["buy_price"]=float(ttt[-1][4])                    ddd["symbols"][a]["sub_price"]=abs(mmm_nnn[-1])                    lock.release()            else:                if (float(ttt[-1][4])>ddd["symbols"][a]["buy_price"]+ddd["AA"]*ddd["symbols"][a]["sub_price"]\                   or float(ttt[-1][4])<ddd["symbols"][a]["buy_price"]-ddd["VV"]*ddd["symbols"][a]["sub_price"])\                   and float(ddd["symbols"][a]["balances"])*float(ttt[-1][4])>20:                    lock.acquire()                    ddd["symbols"][a]["kline_result"]=-1  #卖出                    lock.release()        else:            print(f"{a}: 2不正常====")    except Exception as e:        print(a)        print(e)        passdef assett():  #获取账户各币种余额    global ddd, USDT, balances_id    html=htmll(exch_bb())    lock.acquire()    try:        tt=json.loads(html)        for t in tt["balances"]:            if float(t["free"])>0 and t["asset"] in ddd["symbols"].keys():                ddd["symbols"][t["asset"]]["balances"]=t["free"]            elif float(t["free"])>0 and t["asset"]=="USDT":                USDT=float(t["free"])                print(USDT)        balances_id=time.time()    except Exception as e:        print(e)        pass    finally:        lock.release()def orderr(symbol,side,type,q_type,quantity):  #下单    global ddd, USDT    kk=exch_cc(symbol+"USDT",side,type,q_type,quantity)    print(kk)    html=htmll(kk[0], kk[1])    try:        temp=json.loads(html)    except Exception as e:        print(e)        temp={}            #print(html)    if temp!={}:        if temp["orderId"]>0:            lock.acquire()            if side=="BUY":                ddd["symbols"][symbol]["kline_result"]=0                ddd["symbols"][symbol]["oth"]=0                USDT-=ddd["symbols"][symbol]["buy_usdt"]*1.002  #*1.002是考虑手续费的问题            elif side=="SELL":                ddd["symbols"][symbol]["kline_result"]=0                ddd["symbols"][symbol]["buy_price"]=0                ddd["symbols"][symbol]["sub_price"]=0                ddd["symbols"][symbol]["oth"]=0            lock.release()def all_orderr(a):  #查询历史订单    global aa    kk=exch_dd(a+B_coin_name)    print(kk)    html=htmll(kk)    print(html)    if html!="":        try:            tt=json.loads(html)            for t in tt:                if t["side"]=="BUY":                    lock.acquire()                    aa[a]["buy_vol"]=float(t["cummulativeQuoteQty"])                    lock.release()        except Exception as e:            passdef huobi_aa():     #查询当前用户的所有账号    uu="GET\napi.huobi.pro\n/v1/account/accounts\n"    uu2="https://api.huobi.pro/v1/account/accounts?"    tt=time.strftime("%Y-%m-%dT%H:%M:%S", time.localtime(time.time()-28800))   #2017-05-11T16:22:06    tt=quote(tt.encode("utf-8"))    ss=[]    ss.append("AccessKeyId=8390417f-qz5c4v5b6n-fadbc644-8415e")    ss.append("SignatureMethod=HmacSHA256")    ss.append("SignatureVersion=2")    ss.append("Timestamp="+tt)    ss.sort()    urll="&".join(ss)    urll2=uu+urll    signature = hmac.new(b"c5432677-76d1f7f8-9454db25-040bb", urll2.encode(encoding = "utf-8"), digestmod=hashlib.sha256).digest()    cc=base64.b64encode(signature)    cc=quote(cc)    return uu2+urll+"&Signature="+ccdef exch_bb():     #查询账户余额    uu="https://api.binance.com/api/v3/account"    uu2="recvWindow=5000×tamp="+str(int(time.time()*1000)-ab_time)    signature = hmac.new(Secret_Key.encode(encoding = "utf-8"), uu2.encode(encoding = "utf-8"), digestmod=hashlib.sha256).hexdigest()    return uu+"?"+uu2+"&signature="+signaturedef exch_cc(symbol,side,type,q_type,quantity):     #下单    uu="https://api.binance.com/api/v3/order"    #uu="https://api.binance.com/api/v3/order/test"  #测试下单    if q_type=="b":  #base如BTC的报价下单        uu2="symbol="+symbol+"&side="+side+"&type="+type+"&quantity="+quantity+"&recvWindow=5000&newOrderRespType=ACK×tamp="+str(int(time.time()*1000)-ab_time)    elif q_type=="q":  #quote如USDT的报价下单        uu2="symbol="+symbol+"&side="+side+"&type="+type+""eOrderQty="+quantity+"&recvWindow=5000&newOrderRespType=ACK×tamp="+str(int(time.time()*1000)-ab_time)                    signature = hmac.new(Secret_Key.encode(encoding = "utf-8"), uu2.encode(encoding = "utf-8"), digestmod=hashlib.sha256).hexdigest()    #return uu+"?"+uu2+"&signature="+signature    return uu,uu2+"&signature="+signaturedef exch_dd(symbol):     #查询历史订单    uu="https://api.binance.com/api/v3/allOrders"    uu2="symbol="+symbol+"&limit=1&recvWindow=5000×tamp="+str(int(time.time()*1000)-ab_time)    signature = hmac.new(Secret_Key.encode(encoding = "utf-8"), uu2.encode(encoding = "utf-8"), digestmod=hashlib.sha256).hexdigest()    return uu+"?"+uu2+"&signature="+signaturedef fixx(s,minQty):     #按交易所规则修整下单量    if s.find(".")==-1:        return s    else:        if minQty=="1.0":            return s[:s.find(".")]        else:            p=s.find(".")            p+=len(minQty)-2            return s[:p+1]Secret_Key="------"API_Key="------"        bbb={"1m":60, "3m":180, "5m":300, "15m":900, "30m":1800,     "1h":3600, "2h":7200, "4h":14400, "6h":21600, "8h":28800, "12h":43200,     "1d":86400, "3d":259200, "1w":604800}with open('config.txt', 'r', encoding='utf-8-sig', newline='\r\n') as f:    ddd=json.loads(f.read())USDT=0balances_id=0lock=threading.Lock()run_num=0ab_time=900  #与交易所校对时间的误差,毫秒curr_time=0last_time=0run=Falseif __name__ == "__main__":    while True:        run=False        try:                        #读取all_sell文件-------            with open('all_sell.txt', 'r', encoding='utf-8-sig', newline='\r\n') as f:                ttt=json.loads(f.read())            #读取account文件=======                        #校对时间并确定间隔区间--------------            t=threading.Thread(target=exch_timee)            t.start()            t.join(3)            if t.is_alive():                stop_thread(t)                print("强制结束线程:校对时间  "+time.strftime("%Y-%m-%d %H:%M:%S", time.localtime()))            curr_timee=time.time()-ab_time/1000            if ttt["all_sell"]==1 or (curr_timee%bbb[ddd["interval"]]>=10\               and curr_timee%bbb[ddd["interval"]]<120\               and curr_timee//bbb[ddd["interval"]]>last_time//bbb[ddd["interval"]]):  #>=15是为了时间的保守,因为有些小币种K线生成太慢                run=True            #校对时间并确定间隔区间=============            if run==True:                #读取config文件-------                with open('config.txt', 'r', encoding='utf-8-sig', newline='\r\n') as f:                    ddd=json.loads(f.read())                #读取account文件=======                #查询账户余额--------------                for symbol in ddd["symbols"].keys():                    ddd["symbols"][symbol]["balances"]="0"                    ddd["symbols"][symbol]["kline_result"]=0  #重置,因为可能有上次没有执行的买单,由于USDT不够                                balances_id=0                numm=0                while curr_timee//bbb[ddd["interval"]]>balances_id//bbb[ddd["interval"]] and numm<4:                    t=threading.Thread(target=assett)                    t.start()                    t.join(4)                    if t.is_alive():                        stop_thread(t)                        print("强制结束线程:查询账户余额!......"+time.strftime("%Y-%m-%d %H:%M:%S", time.localtime()))                    numm+=1                    time.sleep(0.1)                #查询账户余额==============                #获取K_line数据------------------------                have=1                numm=0                while have==1 and numm<4:                    have=0                    for symbol in ddd["symbols"].keys():                        if curr_timee//bbb[ddd["interval"]]>ddd["symbols"][symbol]["kline_id"]//bbb[ddd["interval"]]:                            ddd["symbols"][symbol]["oth"]=threading.Thread(target=K_line,args=(symbol,))                            ddd["symbols"][symbol]["oth"].setDaemon(True)                            ddd["symbols"][symbol]["oth"].start()                            have=1                    #--------------------------------                    if have==1:                        timee_1=time.time()                        alivee=1                        while alivee==1:                            time.sleep(1)                            t_21=time.time()-timee_1                            alivee=0                            for symbol in ddd["symbols"].keys():                                if ddd["symbols"][symbol]['oth']!=0:                                    if ddd["symbols"][symbol]['oth'].is_alive():                                        alivee=1                                        if t_21>10:                                            stop_thread(ddd["symbols"][symbol]['oth'])                                            ddd["symbols"][symbol]['oth']=0                                            print("强制结束线程:K_line  "+time.strftime("%Y-%m-%d %H:%M:%S", time.localtime()))                                            alivee=0                                    else:                                        ddd["symbols"][symbol]['oth']=0                    #==================================                    numm+=1                    time.sleep(0.1)                #获取K_line数据========================                #先执行卖单,回笼资金------------------------                have=1                numm=0                while have==1 and numm<4:                    have=0                    for symbol in ddd["symbols"].keys():                        if ddd["symbols"][symbol]["kline_result"]==-1:                            ddd["symbols"][symbol]["oth"]=threading.Thread(                                target=orderr,args=(                                    symbol,"SELL","MARKET","b",fixx(                                        ddd["symbols"][symbol]["balances"],ddd["symbols"][symbol]["minQty"])))                                                        ddd["symbols"][symbol]["oth"].setDaemon(True)                            ddd["symbols"][symbol]["oth"].start()                            have=1                    #--------------------------------                    if have==1:                        timee_1=time.time()                        alivee=1                        while alivee==1:                            time.sleep(1)                            t_21=time.time()-timee_1                            alivee=0                            for symbol in ddd["symbols"].keys():                                if ddd["symbols"][symbol]['oth']!=0:                                    if ddd["symbols"][symbol]['oth'].is_alive():                                        alivee=1                                        if t_21>5:                                            stop_thread(ddd["symbols"][symbol]['oth'])                                            ddd["symbols"][symbol]['oth']=0                                            print("强制结束线程:K_line  "+time.strftime("%Y-%m-%d %H:%M:%S", time.localtime()))                                            alivee=0                                    else:                                        ddd["symbols"][symbol]['oth']=0                    #==================================                    #查询账户余额--------------                    for symbol in ddd["symbols"].keys():                        ddd["symbols"][symbol]["balances"]="0"                                        balances_id=0                    numm2=0                    while curr_timee//bbb[ddd["interval"]]>balances_id//bbb[ddd["interval"]] and numm2<4:                        t=threading.Thread(target=assett)                        t.start()                        t.join(4)                        if t.is_alive():                            stop_thread(t)                            print("强制结束线程:查询账户余额!......"+time.strftime("%Y-%m-%d %H:%M:%S", time.localtime()))                        numm2+=1                        time.sleep(0.1)                    #查询账户余额==============                    numm+=1                    time.sleep(0.1)                #先执行卖单,回笼资金========================##                #查询账户余额--------------##                balances_id=0##                while curr_timee//bbb[ddd["interval"]]>balances_id//bbb[ddd["interval"]]:##                    t=threading.Thread(target=assett)##                    t.start()##                    t.join(3)##                    if t.is_alive():##                        stop_thread(t)##                        print("强制结束线程:查询账户余额!......"+time.strftime("%Y-%m-%d %H:%M:%S", time.localtime()))##                #查询账户余额==============                #执行买单------------------------因为更新usdt,所以买单要串行计算                have=1                numm=0                while have==1 and ttt["all_sell"]==0 and numm<4:  #全部卖出的时候,就不再买入了                    have=0                    for symbol in ddd["symbols"].keys():                        if ddd["symbols"][symbol]["kline_result"]==1\                           and USDT>ddd["symbols"][symbol]["buy_usdt"]*1.002:  #*1.002是考虑手续费的问题                            ddd["symbols"][symbol]["oth"]=threading.Thread(                                target=orderr,args=(                                    symbol,"BUY","MARKET","q",fixx(                                        str(ddd["symbols"][symbol]["buy_usdt"]),"0.01")))                                                        ddd["symbols"][symbol]["oth"].setDaemon(True)                            ddd["symbols"][symbol]["oth"].start()                            ddd["symbols"][symbol]["oth"].join(4)  #串行计算                            have=1                    #查询账户余额--------------                    for symbol in ddd["symbols"].keys():                        ddd["symbols"][symbol]["balances"]="0"                        ddd["symbols"][symbol]["oth"]=0  #很重要,防止后面的回写出错                                            balances_id=0                    numm2=0                    while curr_timee//bbb[ddd["interval"]]>balances_id//bbb[ddd["interval"]] and numm2<4:                        t=threading.Thread(target=assett)                        t.start()                        t.join(4)                        if t.is_alive():                            stop_thread(t)                            print("强制结束线程:查询账户余额!......"+time.strftime("%Y-%m-%d %H:%M:%S", time.localtime()))                        numm2+=1                        time.sleep(0.1)                    #查询账户余额==============                    numm+=1                    time.sleep(0.1)##                    #--------------------------------##                    if have==1:##                        timee_1=time.time()##                        alivee=1##                        while alivee==1:##                            time.sleep(1)##                            t_21=time.time()-timee_1##                            alivee=0##                            for symbol in ddd["symbols"].keys():##                                if ddd["symbols"][symbol]['oth']!=0:##                                    if ddd["symbols"][symbol]['oth'].is_alive():##                                        alivee=1##                                        if t_21>5:##                                            stop_thread(ddd["symbols"][symbol]['oth'])##                                            ddd["symbols"][symbol]['oth']=0##                                            print("强制结束线程:K_line  "+time.strftime("%Y-%m-%d %H:%M:%S", time.localtime()))##                                            alivee=0##                                    else:##                                        ddd["symbols"][symbol]['oth']=0##                    #==================================                #执行买单==============================                #回写文件---------------                if ttt["all_sell"]==1:                    ttt["all_sell"]=0                    with open('all_sell.txt', 'w', encoding='utf-8', newline='\r\n') as f:                        f.write(json.dumps(ttt, indent=4)+"\r\n")                try:                    jjj=json.dumps(ddd, indent=4)+"\r\n"                    with open('config.txt', 'w', encoding='utf-8', newline='\r\n') as f:                        f.write(jjj)                except Exception as ee:                    print(ee)                    print("--回写config出错--")                #回写文件===============                #设定已经第一次运行过,和上次运行时间-------------------                run_num+=1                last_time=time.time()-ab_time/1000                print(str(run_num)+"  币安000低吸高抛")                print(time.strftime("%Y-%m-%d %H:%M:%S", time.localtime()))                #设定已经第一次运行过,和上次运行时间===================                        except Exception as e:  #防止死锁            print(e)        #print(str(run_num)+"  币安后台自动交易")        #print(time.strftime("%Y-%m-%d %H:%M:%S", time.localtime()))        time.sleep(2)
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