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maker.py
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maker.py
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import os
import time
from stellar_base.builder import Builder
from stellar_base.keypair import Keypair
from stellar_base.horizon import Horizon
from stellar_base.asset import Asset
from stellar_base.address import Address
class MarketMaker(object):
def __init__(self, config):
self.seed = os.environ.get('STELLAR_SEED') or config.get('stellar_seed')
self.keypair = Keypair.from_seed(self.seed)
self.address = self.keypair.address().decode()
self.selling_asset = Asset(config['base_asset']['code'], config['base_asset']['issuer'])
self.buying_asset = Asset(config['counter_asset']['code'], config['counter_asset']['issuer'])
self.buying_amount = config['buying_amount']
self.buying_rate = config['buying_rate']
self.selling_amount = config['selling_amount']
self.selling_rate = config['selling_rate']
self.horizon_url = config['horizon']
self.horizon = Horizon(config['horizon'])
self.network = 'public'
def get_price(self):
# 获取当前市场的价格，这里获取的是买一与卖一价，视情况改进，比如考虑市场深度？
params = {
"selling_asset_type": self.selling_asset.type,
"selling_asset_code": self.selling_asset.code,
"selling_asset_issuer": self.selling_asset.issuer,
"buying_asset_type": self.buying_asset.type,
"buying_asset_code": self.buying_asset.code,
"buying_asset_issuer": self.buying_asset.issuer
}
data = self.horizon.order_book(params=params)
# {'bid': '1.5310000', 'ask': '1.6000000'} 买一价与卖一价
return {'bid': data['bids'][0]['price'], 'ask': data['asks'][0]['price']}
def get_account_data(self):
# 获取账户信息
account = Address(address=self.address, network=self.network, horizon=self.horizon_url)
account.get()
return account
def get_balance(self):
# 获取当前交易对的余额信息
handled_balance = {}
balances_data = self.get_account_data().balances
for balance in balances_data:
if balance['asset_type'] == 'native':
handled_balance['XLM'] = balance['balance']
elif (balance['asset_code'] == self.selling_asset.code and
balance['asset_issuer'] == self.selling_asset.issuer) or \
(balance['asset_code'] == self.buying_asset.code and
balance['asset_issuer'] == self.buying_asset.issuer):
handled_balance[balance['asset_code']] = balance['balance']
return handled_balance
def handle_offers_data(self):
# 对当前交易对的挂单信息进行处理，使其易于理解与使用
handled_offers_data = []
offers_data = self.get_account_data().offers()['_embedded']['records']
for data in offers_data:
if ((data['selling']['asset_type'] == 'native' and self.selling_asset.type == 'native') or data['selling'][
'asset_code'] == self.selling_asset.code and data['selling'][
'asset_issuer'] == self.selling_asset.issuer) and (
(data['buying']['asset_type'] == 'native' and self.buying_asset.type == 'native') or data['buying'][
'asset_code'] == self.buying_asset.code and data['buying']['asset_issuer'] == self.buying_asset.issuer):
handled_offer = {
'id': data['id'],
'amount': data['amount'],
'price': data['price'],
'type': 'selling'
}
if ((data['buying']['asset_type'] == 'native' and self.selling_asset.type == 'native') or data['buying'][
'asset_code'] == self.selling_asset.code and data['buying'][
'asset_issuer'] == self.selling_asset.issuer) and (
(data['selling']['asset_type'] == 'native' and self.buying_asset.type == 'native') or
data['selling']['asset_code'] == self.buying_asset.code and data['selling'][
'asset_issuer'] == self.buying_asset.issuer):
real_price = data['price_r']['d'] / data['price_r']['n']
format_price = '{:0,.7f}'.format(real_price)
format_amount = '{:0,.7f}'.format(
float(data['amount']) / real_price)
handled_offer = {
'id': data['id'],
'amount': format_amount,
'price': format_price,
'type': 'buying'
}
handled_offers_data.append(handled_offer)
return handled_offers_data
def create_offers(self):
# 创建挂单。这里是两个订单
# 买入价格 = 买一价 * (1 - buying_rate)
# 卖出价格 = 卖一价 * (1 + selling_rate)
market_price = self.get_price()
builder = Builder(secret=self.seed, network=self.network, horizon=self.horizon_url)
# 卖出 base_asset
selling_price = round(float(market_price['ask']) * (1 + self.selling_rate), 7)
builder.append_manage_offer_op(selling_code=self.selling_asset.code, selling_issuer=self.selling_asset.issuer,
buying_code=self.buying_asset.code,
buying_issuer=self.buying_asset.issuer,
amount=self.selling_amount, price=selling_price)
# 买入 base_asset
buying_tmp_price = float(market_price['bid']) * (1 - self.buying_rate)
buying_price = round(1 / buying_tmp_price, 7)
buying_amount = round(self.buying_amount * buying_tmp_price, 7)
builder.append_manage_offer_op(selling_code=self.buying_asset.code,
selling_issuer=self.buying_asset.issuer,
buying_code=self.selling_asset.code,
buying_issuer=self.selling_asset.issuer,
amount=buying_amount,
price=buying_price)
builder.sign()
builder.submit()
def cancel_all_offers(self):
# 取消当前交易对的所有委单
offers = self.handle_offers_data()
builder = Builder(secret=self.seed, network=self.network, horizon=self.horizon_url)
for offer in offers:
builder.append_manage_offer_op(selling_code=self.selling_asset.code,
selling_issuer=self.selling_asset.issuer,
buying_code=self.buying_asset.code,
buying_issuer=self.buying_asset.issuer,
amount='0',
price='1',
offer_id=offer['id'])
builder.sign()
builder.submit()
def print_offer(self):
# 显示当前委单
offers = self.handle_offers_data()
for offer in offers:
print("{type} {amount} {base_asset}, {price} {counter_asset}/{base_asset}".format(
base_asset=self.selling_asset.code, counter_asset=self.buying_asset.code, **offer))
def start(self):
print("Your address: " + self.address)
print(self.get_balance())
self.cancel_all_offers()
# 挂两个单，只有在两个委单都成交后才会重新挂单，视情况重写，目前测试用的是这样的，毕竟这样风险小。
while True:
try:
offers = self.handle_offers_data()
if len(offers) != 0:
time.sleep(3)
else:
self.create_offers()
print("New offers created")
self.print_offer()
except Exception as e:
print(e)