# 白点数据，运行环境Python3.8
# -*- coding: UTF-8 -*-
from urllib import request, parse
from urllib.parse import quote
import re
import time
import sys
import json
import hashlib
import hmac
import base64
#import urllib
#============================时间到强制结束线程
import threading
import inspect
import ctypes
def _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)
pass
def 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)
pass
def 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:
pass
def 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="+cc
def 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="+signature
def 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="+signature
def 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="+signature
def 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=0
balances_id=0
lock=threading.Lock()
run_num=0
ab_time=900 #与交易所校对时间的误差，毫秒
curr_time=0
last_time=0
run=False
if __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)