coinbus代码更新
This commit is contained in:
fengche
parent
7e68033117
commit
5964a7fb8b
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import pymysql
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import requests
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import time
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import schedule
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from datetime import datetime
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# MySQL连接函数
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def connect_to_db():
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return pymysql.connect(
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host="127.0.0.1", # 数据库主机
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user="root", # 数据库用户名
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password="2GS@bPYcgiMyL14A", # 数据库密码
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database="binance_api", # 数据库名称
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port=4423 # 数据库端口
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)
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# 执行SQL查询的函数
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def execute_query(query, params=None):
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conn = connect_to_db() # 连接数据库
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with conn.cursor() as cursor:
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cursor.execute(query, params) # 执行SQL语句
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conn.commit() # 提交事务
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conn.close() # 关闭数据库连接
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# 北京时间转换函数
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def bj_time(timestamp):
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# 将时间戳转换为北京时间
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return datetime.utcfromtimestamp(timestamp / 1000).strftime('%Y-%m-%d %H:%M:%S')
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# Binance API客户端
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class BinanceAPI:
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base_url = "https://fapi.binance.com" # Binance的基础API URL
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@staticmethod
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def get(endpoint, params=None):
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# 发送GET请求到Binance API
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response = requests.get(f"{BinanceAPI.base_url}{endpoint}", params=params)
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return response.json() # 返回JSON格式的响应数据
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# 任务1：获取资金费率并插入数据库
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def funding_rate():
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# 获取BTC和ETH的资金费率数据
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btc_data = BinanceAPI.get("/fapi/v1/fundingRate", {"symbol": "BTCUSDT"})
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eth_data = BinanceAPI.get("/fapi/v1/fundingRate", {"symbol": "ETHUSDT"})
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# 准备SQL插入语句
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btc_sql = """INSERT INTO fundingrate(symbol, ts, fundingRate)
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VALUES ("BTCUSDT", %s, %s)"""
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eth_sql = """INSERT INTO fundingrate(symbol, ts, fundingRate)
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VALUES ("ETHUSDT", %s, %s)"""
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# 执行SQL插入操作
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execute_query(btc_sql, (btc_data[-1]['fundingTime'], btc_data[-1]['fundingRate']))
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execute_query(eth_sql, (eth_data[-1]['fundingTime'], eth_data[-1]['fundingRate']))
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# 任务2：获取未平仓合约数并插入数据库
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def open_interest():
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# 获取BTC和ETH的未平仓合约数数据
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btc_data = BinanceAPI.get("/fapi/v1/openInterest", {"symbol": "BTCUSDT"})
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eth_data = BinanceAPI.get("/fapi/v1/openInterest", {"symbol": "ETHUSDT"})
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# 准备SQL插入语句
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btc_sql = """INSERT INTO openInterest(symbol, ts, openInterest)
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VALUES ("BTCUSDT", %s, %s)"""
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eth_sql = """INSERT INTO openInterest(symbol, ts, openInterest)
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VALUES ("ETHUSDT", %s, %s)"""
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# 执行SQL插入操作
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execute_query(btc_sql, (btc_data['time'], btc_data['openInterest']))
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execute_query(eth_sql, (eth_data['time'], eth_data['openInterest']))
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# 任务3：获取长短比并插入数据库
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def long_short_ratio(interval):
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# 获取BTC和ETH的长短比数据
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btc_data = BinanceAPI.get("/futures/data/takerlongshortRatio", {
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"symbol": "BTCUSDT", "period": interval
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})
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eth_data = BinanceAPI.get("/futures/data/takerlongshortRatio", {
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"symbol": "ETHUSDT", "period": interval
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})
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# 准备SQL插入语句
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btc_sql = f"""INSERT INTO longshortratio{interval}(symbol, ts, buyVol, sellVol, buySellRatio)
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VALUES ("BTCUSDT", %s, %s, %s, %s)"""
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eth_sql = f"""INSERT INTO longshortratio{interval}(symbol, ts, buyVol, sellVol, buySellRatio)
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VALUES ("ETHUSDT", %s, %s, %s, %s)"""
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# 执行SQL插入操作
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execute_query(btc_sql, (btc_data[-1]['timestamp'], btc_data[-1]['buyVol'], btc_data[-1]['sellVol'], btc_data[-1]['buySellRatio']))
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execute_query(eth_sql, (eth_data[-1]['timestamp'], eth_data[-1]['buyVol'], eth_data[-1]['sellVol'], eth_data[-1]['buySellRatio']))
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# 定时任务调度
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def schedule_jobs():
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# 每天0点、8点和16点1分执行资金费率任务
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schedule.every().day.at("00:01").do(funding_rate)
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schedule.every().day.at("08:01").do(funding_rate)
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schedule.every().day.at("16:01").do(funding_rate)
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# 每分钟的15秒执行未平仓合约数任务
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schedule.every().minute.at(":15").do(open_interest)
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schedule.every().minute.at(":25").do(open_interest)
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schedule.every().minute.at(":35").do(open_interest)
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schedule.every().minute.at(":45").do(open_interest)
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schedule.every().minute.at(":55").do(open_interest)
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# 每分钟的15秒执行长短比任务，周期为5m, 15m, 30m等
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intervals = ["5m", "15m", "30m", "1h", "2h", "4h", "6h", "12h", "1d"]
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for interval in intervals:
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schedule.every().minute.at(":15").do(long_short_ratio, interval=interval)
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# 启动任务调度
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def run():
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schedule_jobs() # 设置定时任务
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while True:
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schedule.run_pending() # 执行所有待处理任务
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time.sleep(1) # 每秒检查一次任务是否到期
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if __name__ == "__main__":
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run() # 运行定时任务调度
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import requests
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import pymysql
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import time
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from apscheduler.schedulers.blocking import BlockingScheduler
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from datetime import datetime, timedelta
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# API 密钥和请求头
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API_KEY = "83bf85c1-1bd8-426a-a043-6b67dad8bda5"
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headers = { "X-CMC_PRO_API_KEY": API_KEY }
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base_url = "https://pro-api.coinmarketcap.com"
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url = f"{base_url}/v1/cryptocurrency/listings/latest"
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# MySQL 数据库连接配置
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db_config = {
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'host': '127.0.0.1', # 数据库主机地址
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'user': 'root', # 数据库用户名
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'password': '2GS@bPYcgiMyL14A', # 数据库密码
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'database': 'coinmarketcap', # 数据库名称
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'port': 4423 # 数据库端口
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}
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# 创建数据库表格（如果不存在）
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def create_table():
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connection = pymysql.connect(**db_config) # 连接到数据库
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cursor = connection.cursor() # 创建游标对象
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# 创建表格的 SQL 语句
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create_table_query = """
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CREATE TABLE IF NOT EXISTS marketInfo (
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id INT NOT NULL PRIMARY KEY AUTO_INCREMENT, # 自增ID
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update_time DATETIME NOT NULL, # 更新时间
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symbol CHAR(15) NOT NULL, # 币种符号
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ranks INT NOT NULL, # 排名
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price DOUBLE NOT NULL, # 当前价格
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market_cap DOUBLE NOT NULL, # 市值
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volume_24h DOUBLE NOT NULL, # 24小时交易量
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volume_change_24h DOUBLE NOT NULL, # 24小时交易量变化
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percent_change_1h DOUBLE NOT NULL, # 1小时价格变化
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percent_change_24h DOUBLE NOT NULL, # 24小时价格变化
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percent_change_7d DOUBLE NOT NULL, # 7天价格变化
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percent_change_30d DOUBLE NOT NULL, # 30天价格变化
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percent_change_60d DOUBLE NOT NULL, # 60天价格变化
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percent_change_90d DOUBLE NOT NULL # 90天价格变化
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);
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"""
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cursor.execute(create_table_query) # 执行创建表格的 SQL 语句
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connection.commit() # 提交事务
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cursor.close() # 关闭游标
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connection.close() # 关闭数据库连接
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# 将 UTC 时间转换为北京时间
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def bj_time(utc_time):
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""" 将 UTC 时间转换为北京时间 """
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utc_time = datetime.strptime(utc_time, '%Y-%m-%dT%H:%M:%S.%fZ') # 将 UTC 时间字符串转换为 datetime 对象
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beijing_time = utc_time + timedelta(hours=8) # 北京时间比 UTC 时间快 8 小时
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return beijing_time.strftime('%Y-%m-%d %H:%M:%S') # 格式化成字符串
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# 获取市场数据并插入到数据库
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def marketcap():
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try:
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# 向 CoinMarketCap API 发送请求，获取加密货币的市场数据
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response = requests.get(url, headers=headers, params={"limit": 200})
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response.raise_for_status() # 如果请求失败，抛出异常
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except requests.RequestException:
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time.sleep(60) # 等待 1 分钟后重试
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response = requests.get(url, headers=headers, params={"limit": 200})
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data = response.json() # 将返回的 JSON 数据转换为 Python 字典
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for item in data['data']: # 遍历获取的数据
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quote = item['quote']['USD'] # 获取 USD 相关的市场数据
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update_time = bj_time(quote['last_updated']) # 转换更新时间为北京时间
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symbol = item['symbol'] # 获取币种符号
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ranks = item['cmc_rank'] # 获取排名
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price = quote['price'] # 获取价格
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market_cap = quote['market_cap'] # 获取市值
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volume_24h = quote['volume_24h'] # 获取 24 小时交易量
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volume_change_24h = quote['volume_change_24h'] # 获取 24 小时交易量变化
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percent_change_1h = quote['percent_change_1h'] # 获取 1 小时价格变化
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percent_change_24h = quote['percent_change_24h'] # 获取 24 小时价格变化
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percent_change_7d = quote['percent_change_7d'] # 获取 7 天价格变化
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percent_change_30d = quote['percent_change_30d'] # 获取 30 天价格变化
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percent_change_60d = quote['percent_change_60d'] # 获取 60 天价格变化
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percent_change_90d = quote['percent_change_90d'] # 获取 90 天价格变化
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# 将数据插入到 MySQL 数据库
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connection = pymysql.connect(**db_config) # 连接到数据库
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cursor = connection.cursor() # 创建游标对象
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insert_query = """
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INSERT INTO marketInfo (
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update_time, symbol, ranks, price, market_cap, volume_24h,
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volume_change_24h, percent_change_1h, percent_change_24h,
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percent_change_7d, percent_change_30d, percent_change_60d,
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percent_change_90d
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) VALUES (%s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s);
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"""
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# 执行插入数据的 SQL 语句
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cursor.execute(insert_query, (
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update_time, symbol, ranks, price, market_cap, volume_24h,
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volume_change_24h, percent_change_1h, percent_change_24h,
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percent_change_7d, percent_change_30d, percent_change_60d,
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percent_change_90d
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))
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connection.commit() # 提交事务
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cursor.close() # 关闭游标
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connection.close() # 关闭数据库连接
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# 定时任务：每 5 分钟执行一次 marketcap 函数
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def schedule_job():
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scheduler = BlockingScheduler() # 创建一个阻塞式调度器
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scheduler.add_job(marketcap, 'cron', minute='0,5,10,15,20,25,30,35,40,45,50,55') # 设置每 5 分钟执行一次
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scheduler.start() # 启动调度器
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if __name__ == "__main__":
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create_table() # 程序启动时，先创建数据库表格（如果不存在）
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schedule_job() # 启动定时任务，开始定时抓取数据并插入数据库
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File diff suppressed because it is too large
Load Diff
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# coding=utf-8
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import ujson
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from binance.websocket.spot.websocket_client import SpotWebsocketClient as WebsocketClient
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import time
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import requests
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from loguru import logger
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import datetime
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import pymysql
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import math
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import csv
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g_prices = {}
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g_dbif = None
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g_lastts = 0
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def get_day60_rise(day, prices):
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total = 0
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cnt = 0
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for i in range(60):
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if str(day) in prices:
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cur_price = prices[str(day)]
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day = str(day - 3600 * 24)
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if day in prices:
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prev_price = prices[day]
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try:
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#print(((cur_price-prev_price)/prev_price), day, cur_price, prev_price)
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total += (((cur_price-prev_price)/prev_price))
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cnt += 1
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except:
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pass
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# print(day, total, cnt)
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day = int(day)
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return total
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def get_days_rise(day, maxdays, prices):
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total = 0
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cnt = 0
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for i in range(maxdays):
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if str(day) in prices:
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cur_price = prices[str(day)]
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day = str(day - 3600 * 24)
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if day in prices:
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prev_price = prices[day]
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try:
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#print(((cur_price-prev_price)/prev_price), day, cur_price, prev_price)
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total += (((cur_price-prev_price)/prev_price))
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cnt += 1
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except:
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pass
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# print(day, total, cnt)
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day = int(day)
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return total
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def append_jzr_day60(dbif, day, price, day60_rise, day7_rise, day30_rise, day90_rise):
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dbif.append_jzr60(day, price, day60_rise, day7_rise, day30_rise, day90_rise)
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def sync_jzr_day60(dbif, prices):
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for day in prices:
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print(day, prices[day])
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day60_rise = get_days_rise(int(day), 60, prices)
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day7_rise = get_days_rise(int(day), 7, prices)
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day30_rise = get_days_rise(int(day), 30, prices)
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day90_rise = get_days_rise(int(day), 90, prices)
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print(day, day60_rise)
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append_jzr_day60(dbif, day, prices[day], day60_rise, day7_rise, day30_rise, day90_rise)
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def check_jzr60_sync(dbif):
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return dbif.check_jzr60_sync()
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def append_jzr60day(dbif, day, price, day60_rise, day7_rise, day30_rise, day90_rise):
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dbif.append_jzr60_day(day, price, day60_rise, day7_rise, day30_rise, day90_rise)
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def append_jzr60(dbif, dayutc, price, day60_rise, day7_rise, day30_rise, day90_rise):
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dbif.append_jzr60(dayutc, price, day60_rise, day7_rise, day30_rise, day90_rise)
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def clean_jzr60day(dbif, clean_day):
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dbif.clean_jzr60_day(clean_day)
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def handle_jzr_day60(dbif, day, dayutc, price, prices):
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day60_rise = get_days_rise(dayutc, 60, prices)
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day7_rise = get_days_rise(dayutc, 7, prices)
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day30_rise = get_days_rise(dayutc, 30, prices)
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day90_rise = get_days_rise(dayutc, 90, prices)
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print(dayutc, price, day, day60_rise)
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append_jzr60day(dbif, day, price, day60_rise, day7_rise, day30_rise, day90_rise)
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append_jzr60(dbif, dayutc, price, day60_rise, day7_rise, day30_rise, day90_rise)
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clean_day = dayutc - 3600 * 24 * 2
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clean_jzr60day(dbif, clean_day)
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class Arh99DbIf:
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def __init__(self, host="172.17.0.1", port=4423, user="root", password="2GS@bPYcgiMyL14A", dbname="ethdb"):
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self.conn = pymysql.connect(host=host, port=port, user=user, password=password, database=dbname, cursorclass=pymysql.cursors.DictCursor)
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print("init arh99 db suceess!")
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def check_sync(self):
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synced = False
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with self.conn.cursor() as cursor:
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sql_query = "SELECT COUNT(id) FROM `arh99v3a`"
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cursor.execute(sql_query)
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result = cursor.fetchone()
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print(result)
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if result is not None:
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if "COUNT(id)" in result:
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if result["COUNT(id)"] > 0:
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synced = True
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self.conn.commit()
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#print("synced", synced)
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return synced
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def append(self, day, price, arh99, arh99x):
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with self.conn.cursor() as cursor:
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sql_query = "SELECT COUNT(id) FROM `arh99v3a` WHERE unixdt=FROM_UNIXTIME(%s)"
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cursor.execute(sql_query, (int(day),))
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result = cursor.fetchone()
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#print(dt_utc)
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#print(result)
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if result is not None:
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if "COUNT(id)" in result:
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if result["COUNT(id)"] > 0:
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sql_update = 'UPDATE arh99v3a SET `arh99`=%s, `arh99x`=%s, `price`=%s, `unixdt`=FROM_UNIXTIME(%s) WHERE unixdt=FROM_UNIXTIME(%s)'
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print(sql_update)
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cursor.execute(sql_update, (arh99, arh99x, price, int(day), int(day)))
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else:
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sql_insert = "INSERT INTO `arh99v3a` (`unixdt`, `price`, `arh99`, `arh99x`) VALUES (FROM_UNIXTIME(%s), %s, %s, %s)"
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print(sql_insert)
|
||||
cursor.execute(sql_insert, (day, price, arh99, arh99x))
|
||||
self.conn.commit()
|
||||
|
||||
def append_day(self, day, price, arh99, arh99x):
|
||||
with self.conn.cursor() as cursor:
|
||||
sql_insert = "INSERT INTO `arh99v3aday` (`unixdt`, `price`, `arh99`, `arh99x`) VALUES (FROM_UNIXTIME(%s), %s, %s, %s)"
|
||||
print(sql_insert)
|
||||
cursor.execute(sql_insert, (day, price, arh99, arh99x))
|
||||
self.conn.commit()
|
||||
|
||||
def clean_day(self, day):
|
||||
with self.conn.cursor() as cursor:
|
||||
sql_clean = "DELETE from arh99v3aday where unixdt<FROM_UNIXTIME(%s)"
|
||||
print(sql_clean)
|
||||
cursor.execute(sql_clean, (int(day),))
|
||||
self.conn.commit()
|
||||
|
||||
def check_jzr60_sync(self):
|
||||
synced = False
|
||||
with self.conn.cursor() as cursor:
|
||||
sql_query = "SELECT COUNT(id) FROM `jzr60v3a`"
|
||||
cursor.execute(sql_query)
|
||||
result = cursor.fetchone()
|
||||
print(result)
|
||||
if result is not None:
|
||||
if "COUNT(id)" in result:
|
||||
if result["COUNT(id)"] > 0:
|
||||
synced = True
|
||||
self.conn.commit()
|
||||
#print("synced", synced)
|
||||
return synced
|
||||
|
||||
def append_jzr60(self, day, price, jzr60, jzr7, jzr30, jzr90):
|
||||
with self.conn.cursor() as cursor:
|
||||
sql_query = "SELECT COUNT(id) FROM `jzr60v3a` WHERE unixdt=FROM_UNIXTIME(%s)"
|
||||
cursor.execute(sql_query, (int(day),))
|
||||
result = cursor.fetchone()
|
||||
#print(dt_utc)
|
||||
#print(result)
|
||||
if result is not None:
|
||||
if "COUNT(id)" in result:
|
||||
if result["COUNT(id)"] > 0:
|
||||
sql_update = 'UPDATE jzr60v3a SET `jzr60`=%s,`jzr7`=%s,`jzr30`=%s,`jzr90`=%s,`price`=%s, `unixdt`=FROM_UNIXTIME(%s) WHERE unixdt=FROM_UNIXTIME(%s)'
|
||||
print(sql_update)
|
||||
cursor.execute(sql_update, (jzr60, jzr7, jzr30, jzr90, price, int(day), int(day)))
|
||||
else:
|
||||
sql_insert = "INSERT INTO `jzr60v3a` (`unixdt`, `price`, `jzr60`, `jzr7`, `jzr30`, `jzr90`) VALUES (FROM_UNIXTIME(%s), %s, %s, %s, %s, %s)"
|
||||
print(sql_insert)
|
||||
cursor.execute(sql_insert, (day, price, jzr60, jzr7, jzr30, jzr90))
|
||||
self.conn.commit()
|
||||
|
||||
def append_jzr60_day(self, day, price, jzr60, jzr7, jzr30, jzr90):
|
||||
with self.conn.cursor() as cursor:
|
||||
sql_insert = "INSERT INTO `jzr60v3aday` (`unixdt`, `price`, `jzr60`, `jzr7`, `jzr30`, `jzr90`) VALUES (FROM_UNIXTIME(%s), %s, %s, %s, %s, %s)"
|
||||
print(sql_insert)
|
||||
cursor.execute(sql_insert, (day, price, jzr60, jzr7, jzr30, jzr90))
|
||||
self.conn.commit()
|
||||
|
||||
def clean_jzr60_day(self, day):
|
||||
with self.conn.cursor() as cursor:
|
||||
sql_clean = "DELETE from jzr60v3aday where unixdt<FROM_UNIXTIME(%s)"
|
||||
print(sql_clean)
|
||||
cursor.execute(sql_clean, (int(day),))
|
||||
self.conn.commit()
|
||||
|
||||
def check_ma730_sync(self):
|
||||
synced = False
|
||||
with self.conn.cursor() as cursor:
|
||||
sql_query = "SELECT COUNT(id) FROM `ma730v3a`"
|
||||
cursor.execute(sql_query)
|
||||
result = cursor.fetchone()
|
||||
print(result)
|
||||
if result is not None:
|
||||
if "COUNT(id)" in result:
|
||||
if result["COUNT(id)"] > 0:
|
||||
synced = True
|
||||
self.conn.commit()
|
||||
#print("synced", synced)
|
||||
return synced
|
||||
|
||||
def append_ma730(self, day, price, ma730, ma365, ma200):
|
||||
with self.conn.cursor() as cursor:
|
||||
sql_query = "SELECT COUNT(id) FROM `ma730v3a` WHERE unixdt=FROM_UNIXTIME(%s)"
|
||||
cursor.execute(sql_query, (int(day),))
|
||||
result = cursor.fetchone()
|
||||
#print(dt_utc)
|
||||
#print(result)
|
||||
if result is not None:
|
||||
if "COUNT(id)" in result:
|
||||
ma730x5 = ma730*5
|
||||
if result["COUNT(id)"] > 0:
|
||||
sql_update = 'UPDATE ma730v3a SET `ma730`=%s, `ma730x5`=%s, `ma365`=%s, `ma200`=%s, `price`=%s, `unixdt`=FROM_UNIXTIME(%s) WHERE unixdt=FROM_UNIXTIME(%s)'
|
||||
print(sql_update)
|
||||
cursor.execute(sql_update, (ma730, ma730x5, ma365, ma200, price, int(day), int(day)))
|
||||
else:
|
||||
sql_insert = "INSERT INTO `ma730v3a` (`unixdt`, `price`, `ma730`, `ma730x5`, `ma365`, `ma200`) VALUES (FROM_UNIXTIME(%s), %s, %s, %s, %s, %s)"
|
||||
print(sql_insert)
|
||||
cursor.execute(sql_insert, (day, price, ma730, ma730x5, ma365, ma200))
|
||||
self.conn.commit()
|
||||
|
||||
def append_ma730_day(self, day, price, ma730, ma365, ma200):
|
||||
with self.conn.cursor() as cursor:
|
||||
ma730x5 = ma730*5
|
||||
sql_insert = "INSERT INTO `ma730v3aday` (`unixdt`, `price`, `ma730`, `ma730x5`, `ma365`, `ma200`) VALUES (FROM_UNIXTIME(%s), %s, %s, %s, %s, %s)"
|
||||
print(sql_insert)
|
||||
cursor.execute(sql_insert, (day, price, ma730, ma730x5, ma365, ma200))
|
||||
self.conn.commit()
|
||||
|
||||
def clean_ma730_day(self, day):
|
||||
with self.conn.cursor() as cursor:
|
||||
sql_clean = "DELETE from ma730v3aday where unixdt<FROM_UNIXTIME(%s)"
|
||||
print(sql_clean)
|
||||
cursor.execute(sql_clean, (int(day),))
|
||||
self.conn.commit()
|
||||
|
||||
def get_history_price(dbif):
|
||||
global g_prices
|
||||
with open("eth_history_price.csv", newline='') as csvfile:
|
||||
reader = csv.DictReader(csvfile)
|
||||
for row in reader:
|
||||
print(row)
|
||||
daystr = row["Date"]
|
||||
p = row["Price"]
|
||||
dayutc = time.mktime(time.strptime(daystr, "%m/%d/%Y"))
|
||||
g_prices[str(int(dayutc))] = float(p)
|
||||
'''response_price = requests.get(
|
||||
'https://data.nasdaq.com/api/v3/datasets/BCHAIN/MKPRU.json?api_key=FZqXog4sR-b7cYnXcRVV')
|
||||
if response_price.status_code == 200:
|
||||
#print(response_price.content)
|
||||
priceweb = ujson.loads(response_price.content)
|
||||
if "dataset" in priceweb:
|
||||
priceset = priceweb["dataset"]
|
||||
if "data" in priceset:
|
||||
pricedata = priceset["data"]
|
||||
for price in pricedata:
|
||||
daystr = price[0]
|
||||
p = price[1]
|
||||
dayutc = time.mktime(time.strptime(daystr, "%Y-%m-%d"))
|
||||
g_prices[str(int(dayutc))] = float(p)
|
||||
#print(price, int(dayutc), g_prices[str(int(dayutc))])
|
||||
'''
|
||||
return g_prices
|
||||
|
||||
def get_history_price2(dbif):
|
||||
global g_prices
|
||||
#pricedict = {}
|
||||
dayt = time.gmtime()
|
||||
daystr = time.strftime("%Y", dayt)
|
||||
year = int(daystr)
|
||||
end_year = year
|
||||
while True:
|
||||
url = ""
|
||||
if end_year != year:
|
||||
start_year = end_year
|
||||
url = "https://data.messari.io/api/v1/assets/ethereum/metrics/price/time-series?start="
|
||||
else:
|
||||
url = "https://data.messari.io/api/v1/assets/ethereum/metrics/price/time-series?after=" + str(
|
||||
year) + "-01-01&order=descending&interval=1d"
|
||||
|
||||
if end_year != year:
|
||||
url = url + str(start_year) + "-01-01&end=" + str(end_year) + "-12-31&order=descending&interval=1d"
|
||||
header_set = {}
|
||||
header_set["x-messari-api-key"] = "aH2pyj5i4QGo1k1gLxXEbIJ5RJr+FYKLEWk6cRT6RuSc6lRY"
|
||||
# header_set["Content-Type"] = "application/json"
|
||||
print(header_set, url)
|
||||
response_price = requests.get(url, headers=header_set)
|
||||
# print(response_price)
|
||||
if response_price.status_code == 200:
|
||||
# print(response_price.content)
|
||||
priceweb = ujson.loads(response_price.content)
|
||||
if "data" in priceweb:
|
||||
priceset = priceweb["data"]
|
||||
if "values" in priceset:
|
||||
valueset = priceset["values"]
|
||||
if valueset is not None:
|
||||
for supply in valueset:
|
||||
dayutc = int(supply[0] / 1000)
|
||||
s = supply[1]
|
||||
ret_time = time.gmtime(dayutc)
|
||||
ret_daystr = time.strftime("%d %b %Y", ret_time)
|
||||
ret_dayutc = int(time.mktime(time.strptime(ret_daystr, "%d %b %Y")))
|
||||
#self.pricedict[str(ret_dayutc)] = float(s)
|
||||
g_prices[str(ret_dayutc)] = float(s)
|
||||
# print(s, dayutc, pricedict[str(dayutc)])
|
||||
# break
|
||||
else:
|
||||
break
|
||||
else:
|
||||
break
|
||||
end_year -= 1
|
||||
time.sleep(2)
|
||||
#print(self.pricedict)
|
||||
#return self.pricedict
|
||||
|
||||
get_history_price(dbif)
|
||||
return g_prices
|
||||
|
||||
def get_coin_days(day):
|
||||
birthday = time.mktime(time.strptime("2009-01-03", "%Y-%m-%d"))
|
||||
days = (int(day) - birthday)/3600/24
|
||||
#print(day, birthday, days)
|
||||
return days
|
||||
|
||||
def get_coin_exp(days):
|
||||
try:
|
||||
temp = 5.84*math.log10(days)-17.01
|
||||
#print("temp", temp, math.log10(days), days)
|
||||
exp = math.pow(10,temp)
|
||||
return exp
|
||||
except:
|
||||
return 0
|
||||
|
||||
def cal_day200_price(prices, day):
|
||||
total = 0
|
||||
cnt = 0
|
||||
for i in range(200):
|
||||
if day in prices:
|
||||
total += prices[day]
|
||||
cnt += 1
|
||||
#print(day, total, cnt)
|
||||
day = str(int(day) - 3600 * 24)
|
||||
|
||||
if cnt > 0:
|
||||
return total/cnt
|
||||
return 0
|
||||
|
||||
def cal_arh99(prices, day, price):
|
||||
day200 = cal_day200_price(prices, day)
|
||||
#print("day200", day200)
|
||||
days = get_coin_days(day)
|
||||
#print("days", days)
|
||||
exp = get_coin_exp(days)
|
||||
#print("exp", exp, price)
|
||||
try:
|
||||
arh99 = (float(price)/day200)*(float(price)/exp)
|
||||
arh99x = (day200/float(price))*(exp/float(price))*3
|
||||
except:
|
||||
arh99 = 0
|
||||
arh99x = 0
|
||||
#print("arh99", arh99)
|
||||
|
||||
return arh99, arh99x
|
||||
|
||||
def check_sync(dbif):
|
||||
return dbif.check_sync()
|
||||
|
||||
def append_arh99(dbif, day, price, arh99, arh99x):
|
||||
dbif.append(day, price, arh99, arh99x)
|
||||
|
||||
def sync_arh99(dbif, prices):
|
||||
for day in prices:
|
||||
print(day, prices[day])
|
||||
arh99, arh99x = cal_arh99(prices, int(day), prices[day])
|
||||
print(day, arh99, arh99x)
|
||||
append_arh99(dbif, day, prices[day], arh99, arh99x)
|
||||
|
||||
def append_arh99day(dbif, day, price, arh99, arh99x):
|
||||
dbif.append_day(day, price, arh99, arh99x)
|
||||
|
||||
def clean_arh99day(dbif, day):
|
||||
dbif.clean_day(day)
|
||||
|
||||
def arh99_handler(message):
|
||||
global g_prices
|
||||
global g_dbif
|
||||
global g_lastts
|
||||
coin_data = message["data"]
|
||||
#coin_symbol = coin_data["s"]
|
||||
coin_ts = int(coin_data["E"])
|
||||
coin_price = float(coin_data["c"])
|
||||
#print((coin_ts/1000), int((coin_ts/1000)%60))
|
||||
if int((coin_ts/1000)%60) == 0:
|
||||
#if coin_ts/1000/60 != g_lastts:
|
||||
if coin_ts/1000 - g_lastts >= 15:
|
||||
#print(coin_ts, coin_price)
|
||||
coin_ts2 = time.gmtime(coin_ts/1000)
|
||||
daystr = time.strftime("%d %b %Y", coin_ts2)
|
||||
print(daystr)
|
||||
dayutc = int(time.mktime(time.strptime(daystr, "%d %b %Y")))
|
||||
g_prices[str(dayutc)] = coin_price
|
||||
arh99, arh99x = cal_arh99(g_prices, dayutc, coin_price)
|
||||
print(dayutc, coin_price, arh99, arh99x)
|
||||
|
||||
append_arh99day(g_dbif, coin_ts/1000, coin_price, arh99, arh99x)
|
||||
append_arh99(g_dbif, dayutc, coin_price, arh99, arh99x)
|
||||
clean_day = dayutc - 3600*24*2
|
||||
clean_arh99day(g_dbif, clean_day)
|
||||
|
||||
handle_jzr_day60(g_dbif, coin_ts/1000, dayutc, coin_price, g_prices)
|
||||
handle_ma_day730(g_dbif, coin_ts / 1000, dayutc, coin_price, g_prices)
|
||||
g_lastts = coin_ts/1000
|
||||
|
||||
def start_arh99(dbif, prices):
|
||||
ws_client = WebsocketClient()
|
||||
ws_client.start()
|
||||
ws_client.instant_subscribe(
|
||||
stream=['ethusdt@miniTicker'],
|
||||
callback=arh99_handler,
|
||||
)
|
||||
|
||||
def arh99():
|
||||
global g_dbif
|
||||
g_dbif = Arh99DbIf()
|
||||
prices = get_history_price2(g_dbif)
|
||||
#if not check_sync(g_dbif):
|
||||
if True:
|
||||
sync_arh99(g_dbif, prices)
|
||||
#if not check_jzr60_sync(g_dbif):
|
||||
if True:
|
||||
sync_jzr_day60(g_dbif, prices)
|
||||
#if not check_ma730_sync(g_dbif):
|
||||
if True:
|
||||
sync_ma_day730(g_dbif, prices)
|
||||
start_arh99(g_dbif, prices)
|
||||
|
||||
#2-year ma multiplier
|
||||
def get_day730_rise(day, prices):
|
||||
total = 0
|
||||
cnt = 0
|
||||
for i in range(730):
|
||||
if str(day) in prices:
|
||||
cur_price = prices[str(day)]
|
||||
total += cur_price
|
||||
cnt += 1
|
||||
day = str(day - 3600 * 24)
|
||||
day = int(day)
|
||||
if cnt > 0:
|
||||
return total/cnt
|
||||
return 0
|
||||
|
||||
def get_day365_rise(day, maxdays, prices):
|
||||
total = 0
|
||||
cnt = 0
|
||||
for i in range(maxdays):
|
||||
if str(day) in prices:
|
||||
cur_price = prices[str(day)]
|
||||
total += cur_price
|
||||
cnt += 1
|
||||
day = str(day - 3600 * 24)
|
||||
day = int(day)
|
||||
if cnt > 0:
|
||||
return total/cnt
|
||||
return 0
|
||||
|
||||
def append_ma_day730(dbif, day, price, day730_rise, day365_rise, day200_rise):
|
||||
dbif.append_ma730(day, price, day730_rise, day365_rise, day200_rise)
|
||||
|
||||
def sync_ma_day730(dbif, prices):
|
||||
for day in prices:
|
||||
print(day, prices[day])
|
||||
day730_rise = get_day730_rise(int(day), prices)
|
||||
day365_rise = get_day365_rise(int(day), 365, prices)
|
||||
day200_rise = get_day365_rise(int(day), 200, prices)
|
||||
print(day, day730_rise)
|
||||
append_ma_day730(dbif, day, prices[day], day730_rise, day365_rise, day200_rise)
|
||||
|
||||
def check_ma730_sync(dbif):
|
||||
return dbif.check_ma730_sync()
|
||||
|
||||
def append_ma730day(dbif, day, price, day730_rise, day365_rise, day200_rise):
|
||||
dbif.append_ma730_day(day, price, day730_rise, day365_rise, day200_rise)
|
||||
|
||||
def append_ma730(dbif, dayutc, price, day730_rise, day365_rise, day200_rise):
|
||||
dbif.append_ma730(dayutc, price, day730_rise, day365_rise, day200_rise)
|
||||
|
||||
def clean_ma730day(dbif, clean_day):
|
||||
dbif.clean_ma730_day(clean_day)
|
||||
|
||||
def handle_ma_day730(dbif, day, dayutc, price, prices):
|
||||
day730_rise = get_day730_rise(dayutc, prices)
|
||||
day365_rise = get_day365_rise(dayutc, 365, prices)
|
||||
day200_rise = get_day365_rise(dayutc, 200, prices)
|
||||
print(dayutc, price, day, day730_rise)
|
||||
append_ma730day(dbif, day, price, day730_rise, day365_rise, day200_rise)
|
||||
append_ma730(dbif, dayutc, price, day730_rise, day365_rise, day200_rise)
|
||||
clean_day = dayutc - 3600 * 24 * 2
|
||||
clean_ma730day(dbif, clean_day)
|
||||
|
||||
arh99()
|
||||
|
||||
|
|
@ -0,0 +1,184 @@
|
|||
# coding=utf-8
|
||||
import ujson
|
||||
from binance.websocket.spot.websocket_client import SpotWebsocketClient as WebsocketClient
|
||||
from binance.spot import Spot
|
||||
import time
|
||||
import requests
|
||||
import datetime
|
||||
import pymysql
|
||||
import math
|
||||
import pymongo
|
||||
|
||||
g_spot_client = Spot()
|
||||
|
||||
|
||||
class Pair:
|
||||
def __init__(self):
|
||||
pass
|
||||
|
||||
depth_u = 0
|
||||
depth_U = 0
|
||||
depth_ts = 0
|
||||
bids = {}
|
||||
asks = {}
|
||||
|
||||
|
||||
g_btcusdt = None
|
||||
g_btcusdt = None
|
||||
|
||||
|
||||
def init_db():
|
||||
mc = pymongo.MongoClient("mongodb://127.0.0.1:27020/")
|
||||
mdb = mc["border2"]
|
||||
return mc, mdb
|
||||
|
||||
|
||||
def get_depth(client, pair):
|
||||
new_pair = Pair()
|
||||
d = client.depth(pair, limit=5000)
|
||||
new_pair.bids = d["bids"]
|
||||
new_pair.asks = d["asks"]
|
||||
new_pair.depth_u = d["lastUpdateId"]
|
||||
print(pair, ": get_depth: init", new_pair.depth_u)
|
||||
#print(new_pair.bids)
|
||||
return new_pair
|
||||
|
||||
|
||||
def dict2number(dict_in):
|
||||
dict_out = {}
|
||||
#print("dict2number", dict_in)
|
||||
for id in dict_in:
|
||||
#print("dict2number", id)
|
||||
#price = (int(float(id[0])) / 100) * 100
|
||||
#price = float(id[0])
|
||||
quantity = float(id[1])
|
||||
#pricestr = str(price)
|
||||
dict_out[id[0]] = quantity
|
||||
return dict_out
|
||||
|
||||
|
||||
def dict2save(mdb, pair, dict_in, ts):
|
||||
mdbc = mdb[pair]
|
||||
s_append = {}
|
||||
s_append["unixdt"] = int(ts / 1000)
|
||||
#cnt = 0
|
||||
for id in dict_in:
|
||||
# print(cnt, id)
|
||||
#if cnt >= 50:
|
||||
#break
|
||||
# bids_append[id] = top_bids[id]
|
||||
s_append[id[0]] = id[1]
|
||||
#cnt += 1
|
||||
print("dict2save", s_append)
|
||||
mdbc.insert_one(s_append)
|
||||
|
||||
def classify_order(dict_in):
|
||||
dict_out = {}
|
||||
for id in dict_in:
|
||||
price = int(int(float(id))/100)*100
|
||||
pricestr = str(price)
|
||||
if pricestr in dict_out:
|
||||
dict_out[pricestr] = dict_out[pricestr]+dict_in[id]
|
||||
else:
|
||||
dict_out[pricestr] = dict_in[id]
|
||||
return dict_out
|
||||
|
||||
def stat_order(pair, bids_in, asks_in, ts, old_ts):
|
||||
print(pair, ": stat_order cmp", ts, old_ts)
|
||||
if ts - old_ts < 1000 * 60 * 5:
|
||||
return False
|
||||
bids = dict2number(bids_in)
|
||||
asks = dict2number(asks_in)
|
||||
|
||||
bids_classify = classify_order(bids)
|
||||
asks_classify = classify_order(asks)
|
||||
print("bids_classify", bids_classify)
|
||||
top_bids = sorted(bids_classify.items(), key=lambda x: x[1], reverse=False)
|
||||
top_asks = sorted(asks_classify.items(), key=lambda x: x[1], reverse=False)
|
||||
print("top_bids", top_bids)
|
||||
mc, mdb = init_db()
|
||||
|
||||
dict2save(mdb, pair + "_bids", top_bids, ts)
|
||||
dict2save(mdb, pair + "_asks", top_asks, ts)
|
||||
print(pair, ": stat_order OK at", ts)
|
||||
return True
|
||||
|
||||
|
||||
def merge_order(dst, src):
|
||||
new_dst = []
|
||||
for dst_item in dst:
|
||||
found = False
|
||||
for src_item in src:
|
||||
#print("dst", dst_item, "src", src_item)
|
||||
if dst_item[0] == src_item[0]:
|
||||
new_dst.append(src_item)
|
||||
found = True
|
||||
break
|
||||
if found is False:
|
||||
#print("merge_order dst copy", dst_item)
|
||||
new_dst.append(dst_item)
|
||||
return new_dst
|
||||
|
||||
|
||||
def handler_order(pair, pair_name, msg_in, client):
|
||||
ts = msg_in["E"]
|
||||
dU = msg_in["U"]
|
||||
du = msg_in["u"]
|
||||
need_reinit = False
|
||||
if pair is not None:
|
||||
if (dU == pair.depth_u + 1) or (
|
||||
(du > pair.depth_u) and (pair.depth_ts == 0) and (pair.depth_u != 0)):
|
||||
bids = msg_in["b"]
|
||||
asks = msg_in["a"]
|
||||
#print("merge_order dst", pair.bids)
|
||||
#print("merge_order src", bids)
|
||||
#print("handle", pair_name, ts, dU, du, pair.depth_u)
|
||||
pair.bids = merge_order(pair.bids, bids)
|
||||
pair.asks = merge_order(pair.asks, asks)
|
||||
pair.depth_U = dU
|
||||
pair.depth_u = du
|
||||
if stat_order(pair_name, pair.bids, pair.asks, ts, pair.depth_ts):
|
||||
pair.depth_ts = ts
|
||||
print(pair_name, ": append", du)
|
||||
else:
|
||||
if (dU != pair.depth_u + 1) and (pair.depth_u != 0):
|
||||
need_reinit = True
|
||||
else:
|
||||
pass
|
||||
if need_reinit:
|
||||
pair = get_depth(client, pair_name)
|
||||
print(pair_name, ": reinit", pair.depth_u, dU, pair.depth_ts)
|
||||
return pair
|
||||
|
||||
|
||||
def order_handler(message):
|
||||
#print(message)
|
||||
global g_spot_client
|
||||
global g_btcusdt
|
||||
global g_ethusdt
|
||||
if message["stream"] == "btcusdt@depth":
|
||||
ddata = message["data"]
|
||||
if ddata["e"] == "depthUpdate":
|
||||
g_btcusdt = handler_order(g_btcusdt, "BTCUSDT", ddata, g_spot_client)
|
||||
elif message["stream"] == "ethusdt@depth":
|
||||
ddata = message["data"]
|
||||
if ddata["e"] == "depthUpdate":
|
||||
g_ethusdt = handler_order(g_ethusdt, "ETHUSDT", ddata, g_spot_client)
|
||||
else:
|
||||
pass
|
||||
|
||||
def check_order():
|
||||
global g_spot_client
|
||||
global g_btcusdt
|
||||
global g_ethusdt
|
||||
ws_client = WebsocketClient()
|
||||
ws_client.start()
|
||||
ws_client.instant_subscribe(
|
||||
stream=['btcusdt@depth', 'ethusdt@depth'],
|
||||
callback=order_handler,
|
||||
)
|
||||
g_btcusdt = get_depth(g_spot_client, "BTCUSDT")
|
||||
g_ethusdt = get_depth(g_spot_client, "ETHUSDT")
|
||||
|
||||
|
||||
check_order()
|
||||
|
|
@ -0,0 +1,146 @@
|
|||
# coding=utf-8
|
||||
import ujson
|
||||
#from binance.websocket.spot.websocket_client import SpotWebsocketClient as WebsocketClient
|
||||
from binance.spot import Spot
|
||||
import time
|
||||
import requests
|
||||
import datetime
|
||||
import pymysql
|
||||
import math
|
||||
#import pymongo
|
||||
|
||||
g_btcusdt_prices = {}
|
||||
g_ethusdt_prices = {}
|
||||
|
||||
class ZoneDbIf:
|
||||
def __init__(self, host="172.17.0.1", port=4423, user="root", password="2GS@bPYcgiMyL14A", dbname="btcdb"):
|
||||
self.conn = pymysql.connect(host=host, port=port, user=user, password=password, database=dbname, cursorclass=pymysql.cursors.DictCursor)
|
||||
print("init zone db suceess!")
|
||||
|
||||
def save_zone_change(self, dayutc, change_us, change_asia, change_eu):
|
||||
with self.conn.cursor() as cursor:
|
||||
print(
|
||||
dayutc, change_us, change_asia, change_eu)
|
||||
sql_insert = "REPLACE INTO btczonechange3 (unixdt, change_us, change_asia, change_eu"
|
||||
sql_insert = sql_insert + ") VALUES (FROM_UNIXTIME(%s), %s, %s, %s)"
|
||||
cursor.execute(sql_insert, (
|
||||
dayutc, change_us, change_asia, change_eu))
|
||||
self.conn.commit()
|
||||
|
||||
class EthZoneDbIf:
|
||||
def __init__(self, host="172.17.0.1", port=4423, user="root", password="2GS@bPYcgiMyL14A", dbname="ethdb"):
|
||||
self.conn = pymysql.connect(host=host, port=port, user=user, password=password, database=dbname, cursorclass=pymysql.cursors.DictCursor)
|
||||
print("init zone db suceess!")
|
||||
|
||||
def save_zone_change(self, dayutc, change_us, change_asia, change_eu):
|
||||
with self.conn.cursor() as cursor:
|
||||
print(
|
||||
dayutc, change_us, change_asia, change_eu)
|
||||
sql_insert = "REPLACE INTO ethzonechange3 (unixdt, change_us, change_asia, change_eu"
|
||||
sql_insert = sql_insert + ") VALUES (FROM_UNIXTIME(%s), %s, %s, %s)"
|
||||
cursor.execute(sql_insert, (
|
||||
dayutc, change_us, change_asia, change_eu))
|
||||
self.conn.commit()
|
||||
|
||||
def get_history_price(spot_client, pair_name):
|
||||
result = spot_client.klines(pair_name, "1h", limit=1000)
|
||||
prices_open = {}
|
||||
prices_close = {}
|
||||
for price in result:
|
||||
prices_open[str(price[0])] = float(price[1])
|
||||
prices_close[str(price[0])] = float(price[4])
|
||||
open_out = sorted(prices_open.items(), reverse=True)
|
||||
close_out = sorted(prices_close.items(), reverse=True)
|
||||
return open_out, close_out, prices_open, prices_close
|
||||
|
||||
def get_last_price(spot_client, pair_name, cache_open, cache_close):
|
||||
result = spot_client.klines(pair_name, "1h", limit=1)
|
||||
for price in result:
|
||||
cache_open[str(price[0])] = float(price[1])
|
||||
cache_close[str(price[0])] = float(price[4])
|
||||
open_out = sorted(cache_open.items(), reverse=True)
|
||||
close_out = sorted(cache_close.items(), reverse=True)
|
||||
return open_out, close_out, cache_open, cache_close
|
||||
|
||||
def calc_zone(prices_open, price_close, zone_start, zone_end):
|
||||
zone_total = 30*24
|
||||
zone_hours = 0
|
||||
zones = {}
|
||||
price_start = 0
|
||||
price_end = 0
|
||||
dt_start = None
|
||||
item_idx = 0
|
||||
for dt in prices_open:
|
||||
tobj = time.gmtime(int(dt[0]) / 1000)
|
||||
if tobj.tm_hour == zone_start:
|
||||
price_start = dt[1]
|
||||
dt_start = tobj
|
||||
if zone_hours == 0 and tobj.tm_hour < zone_end:
|
||||
zone_total = zone_total + tobj.tm_hour + 1
|
||||
close_list = price_close[item_idx]
|
||||
price_end = close_list[1]
|
||||
else:
|
||||
if tobj.tm_hour == zone_end:
|
||||
close_list = price_close[item_idx]
|
||||
price_end = close_list[1]
|
||||
if price_start > 0 and price_end > 0:
|
||||
#zones[dt_end] = (price_end-price_start)/price_start
|
||||
daystr = time.strftime("%d %b %Y", dt_start)
|
||||
dayutc = int(time.mktime(time.strptime(daystr, "%d %b %Y")))
|
||||
zones[str(dayutc)] = price_end - price_start
|
||||
price_start = 0
|
||||
price_end = 0
|
||||
item_idx = item_idx + 1
|
||||
zone_hours = zone_hours + 1
|
||||
if zone_hours >= zone_total:
|
||||
break
|
||||
return zones
|
||||
|
||||
|
||||
|
||||
def check_zone():
|
||||
dbif = ZoneDbIf()
|
||||
ethdbif = EthZoneDbIf()
|
||||
spot_client = Spot()
|
||||
prices_open, prices_close, cache_open, cache_close = get_history_price(spot_client, "BTCUSDT")
|
||||
prices_open_eth, prices_close_eth, cache_open_eth, cache_close_eth = get_history_price(spot_client, "ETHUSDT")
|
||||
prev_tm = time.gmtime(time.time())
|
||||
print("update", prev_tm.tm_hour)
|
||||
while True:
|
||||
zone_asia = calc_zone(prices_open, prices_close, 0, 12)
|
||||
zone_eu = calc_zone(prices_open, prices_close, 6, 18)
|
||||
zone_us = calc_zone(prices_open, prices_close, 12, 0)
|
||||
zone_asia_eth = calc_zone(prices_open_eth, prices_close_eth, 0, 12)
|
||||
zone_eu_eth = calc_zone(prices_open_eth, prices_close_eth, 6, 18)
|
||||
zone_us_eth = calc_zone(prices_open_eth, prices_close_eth, 12, 0)
|
||||
#print(zone_asia)
|
||||
#print(zone_eu)
|
||||
#print(zone_us)
|
||||
for dt in zone_asia:
|
||||
change_us = 0
|
||||
change_eu = 0
|
||||
if dt in zone_us:
|
||||
change_us = zone_us[dt]
|
||||
if dt in zone_eu:
|
||||
change_eu = zone_eu[dt]
|
||||
dbif.save_zone_change(dt, change_us, zone_asia[dt], change_eu)
|
||||
change_us_eth = 0
|
||||
change_eu_eth = 0
|
||||
if dt in zone_us_eth:
|
||||
change_us_eth = zone_us_eth[dt]
|
||||
if dt in zone_eu_eth:
|
||||
change_eu_eth = zone_eu_eth[dt]
|
||||
ethdbif.save_zone_change(dt, change_us_eth, zone_asia_eth[dt], change_eu_eth)
|
||||
while True:
|
||||
time.sleep(60)
|
||||
cur_tm = time.gmtime(time.time())
|
||||
if cur_tm.tm_hour != prev_tm.tm_hour:
|
||||
prev_tm = cur_tm
|
||||
time.sleep(60)
|
||||
prices_open, prices_close, cache_open, cache_close = get_last_price(spot_client, "BTCUSDT", cache_open, cache_close)
|
||||
prices_open_eth, prices_close_eth, cache_open_eth, cache_close_eth = get_last_price(spot_client, "ETHUSDT", cache_open_eth,
|
||||
cache_close_eth)
|
||||
print("update", cur_tm.tm_hour)
|
||||
break
|
||||
|
||||
check_zone()
|
||||
|
|
@ -0,0 +1,117 @@
|
|||
import requests
|
||||
import pymysql
|
||||
import time
|
||||
from datetime import datetime
|
||||
|
||||
# 目标币种列表（RUB 仍写在这里，方便统一逻辑）
|
||||
symbols = ["EUR", "GBP", "JPY", "CAD", "SEK", "CHF", "CNY", "RUB"]
|
||||
|
||||
# 数据库配置
|
||||
db_config = {
|
||||
"host": "127.0.0.1",
|
||||
"user": "root",
|
||||
"password": "2GS@bPYcgiMyL14A",
|
||||
"database": "Macroeconomics",
|
||||
"port": 4423
|
||||
}
|
||||
|
||||
def fetch_rates_frankfurter():
|
||||
base = "USD"
|
||||
url = f"https://api.frankfurter.app/latest?from={base}&to=" + ",".join([s for s in symbols if s != "RUB"])
|
||||
retries = 5
|
||||
while retries > 0:
|
||||
try:
|
||||
response = requests.get(url, timeout=10)
|
||||
response.raise_for_status()
|
||||
data = response.json()
|
||||
rates = data.get("rates", {})
|
||||
if not rates:
|
||||
raise ValueError("接口返回空数据")
|
||||
return rates
|
||||
except Exception as e:
|
||||
retries -= 1
|
||||
print(f"Frankfurter 请求失败，重试中... 剩余次数: {retries}, 错误: {e}")
|
||||
time.sleep(1)
|
||||
print("Frankfurter 多次重试后失败，返回空数据")
|
||||
return {}
|
||||
|
||||
def fetch_rub():
|
||||
try:
|
||||
url = "https://open.er-api.com/v6/latest/USD"
|
||||
response = requests.get(url, timeout=10)
|
||||
data = response.json()
|
||||
if data.get("result") == "success":
|
||||
rub_rate = data["rates"].get("RUB")
|
||||
if rub_rate:
|
||||
return rub_rate
|
||||
except Exception as e:
|
||||
print(f"获取 RUB 失败: {e}")
|
||||
return None
|
||||
|
||||
def calc_dxy(rates):
|
||||
weights = {
|
||||
"EUR": 0.576,
|
||||
"JPY": 0.136,
|
||||
"GBP": 0.119,
|
||||
"CAD": 0.091,
|
||||
"SEK": 0.042,
|
||||
"CHF": 0.036
|
||||
}
|
||||
weighted_sum = 0
|
||||
weight_total = 0
|
||||
for ccy, w in weights.items():
|
||||
rate = rates.get(ccy)
|
||||
if rate:
|
||||
weighted_sum += rate * w
|
||||
weight_total += w
|
||||
if weight_total > 0:
|
||||
return weighted_sum / weight_total
|
||||
return None
|
||||
|
||||
def save_to_db(rates, dxy):
|
||||
current_time = datetime.now().replace(second=0, microsecond=0)
|
||||
data = {}
|
||||
|
||||
for ccy in symbols:
|
||||
rate = rates.get(ccy)
|
||||
if rate is not None:
|
||||
data[f"USD{ccy}"] = round(rate, 5)
|
||||
if dxy is not None:
|
||||
data["DXY"] = round(dxy, 5)
|
||||
|
||||
connection = pymysql.connect(**db_config)
|
||||
try:
|
||||
with connection.cursor() as cursor:
|
||||
for symbol, value in data.items():
|
||||
query = """INSERT INTO exchangeRate (date, symbol, _value) VALUES (%s, %s, %s)"""
|
||||
cursor.execute(query, (current_time, symbol, value))
|
||||
connection.commit()
|
||||
print(f"{current_time} 数据写入数据库成功")
|
||||
except Exception as e:
|
||||
print(f"写入数据库失败: {e}")
|
||||
finally:
|
||||
connection.close()
|
||||
|
||||
if __name__ == "__main__":
|
||||
while True:
|
||||
rates = fetch_rates_frankfurter()
|
||||
|
||||
# 获取 RUB 汇率
|
||||
rub = fetch_rub()
|
||||
if rub:
|
||||
rates["RUB"] = rub
|
||||
else:
|
||||
print("未获取到 RUB 汇率")
|
||||
|
||||
if rates:
|
||||
dxy = calc_dxy(rates)
|
||||
print(f"汇率数据: {rates}")
|
||||
if dxy:
|
||||
print(f"美元指数近似值: {dxy:.5f}")
|
||||
else:
|
||||
print("美元指数近似值 无法计算")
|
||||
save_to_db(rates, dxy)
|
||||
else:
|
||||
print("未获取到汇率数据")
|
||||
|
||||
time.sleep(1800) # 每30分钟执行一次
|
||||
Loading…
Reference in New Issue