其他品种
扩展到其他币种的价差套利
1.eth
新建文件get_depth_data_eth.py
python
import asyncio
from apexpro.http_public import HttpPublic
from dydx3 import Client
from dydx3.constants import MARKET_ETH_USD
# 定义交易对列表
symbol = 'ETHUSDC'
market = MARKET_ETH_USD
# 定义异步函数来获取 APEX 的价格
async def get_apex_price():
# 初始化API客户端
apexclient = HttpPublic("https://pro.apex.exchange")
# 获取深度数据
trades_data = apexclient.depth(symbol=symbol)['data']
# 返回卖一价和买一价
return trades_data['a'][0][0], trades_data['b'][0][0], trades_data['a'][0][1], trades_data['b'][0][1]
# 定义异步函数来获取 dydx 的价格
async def get_dydx_price():
# 初始化API客户端
dydxclient = Client(host='https://api.dydx.exchange')
# 获取深度数据
orderbook_response = dydxclient.public.get_orderbook(market=market)
orderbook_data = orderbook_response.data
# 返回卖一价和买一价
return orderbook_data['asks'][0]['price'], orderbook_data['bids'][0]['price'], orderbook_data['asks'][0]['size'], orderbook_data['bids'][0]['size']
# 定义异步函数来计算价差
async def calculate_spread():
# 创建两个任务，分别获取 APEX 和 dydx 的价格
task1 = asyncio.create_task(get_apex_price())
task2 = asyncio.create_task(get_dydx_price())
# 等待两个任务完成，并获取结果
s_first_price_apex, b_first_price_apex,s_first_size_apex,b_first_size_apex = await task1
s_first_price_dydx, b_first_price_dydx,s_first_size_dydx,b_first_size_dydx = await task2
# 计算价差
spread1 = ((float(b_first_price_apex) - float(s_first_price_dydx))/float(s_first_price_apex))*100
spread2 = ((float(b_first_price_dydx) - float(s_first_price_apex))/float(s_first_price_dydx))*100
return s_first_price_apex,b_first_price_apex,s_first_price_dydx,b_first_price_dydx,s_first_size_apex,b_first_size_apex,s_first_size_dydx,b_first_size_dydx,spread1,spread2
if __name__ == '__main__':
# 创建事件循环
loop = asyncio.get_event_loop()
# 运行异步函数
loop.run_until_complete(calculate_spread())
# 关闭事件循环
loop.close()新建文件place_order_eth.py
python
from init_apex_client import init_client
import asyncio
from send_order_apex import send_order_apex
from init_dydx_client import init_dydx_client
from send_order_dydx import send_order_dydx
from dydx3.constants import MARKET_ETH_USD
from dydx3.constants import ORDER_SIDE_BUY,ORDER_SIDE_SELL
from dydx3.constants import ORDER_TYPE_MARKET,ORDER_TYPE_LIMIT
from get_depth_data_eth import calculate_spread
import time
#价格设置需要更精确，不然发不出去！
# 初始化apex客户端
client_apex = init_client()
configs = client_apex.configs()
# 获取apex用户和账户信息
client_apex.get_user()
client_apex.get_account()
# 初始化dydx客户端
client_dydx = init_dydx_client()
# 获取我们的dydx仓位 ID
account_response = client_dydx.private.get_account()
position_id = account_response.data['account']['positionId']
async def arbitrage():
arbitrage_count = 0
while True:
# 计算价差
s_first_price_apex,b_first_price_apex,s_first_price_dydx,b_first_price_dydx,s_first_size_apex,b_first_size_apex,s_first_size_dydx,b_first_size_dydx,spread1,spread2 = await calculate_spread()
# 根据价差判断是否发送交易
if spread1 > 0.7:
if arbitrage_count <8:
currentTime = time.time()
limitFeeRate = client_apex.account['takerFeeRate']
task_apex_sell = asyncio.create_task(
send_order_apex(client_apex, symbol="ETH-USDC", side="SELL",
type="MARKET", size="0.001", expirationEpochSeconds=currentTime+100,
price=b_first_price_apex, limitFeeRate=limitFeeRate)
)
task_dydx_buy = asyncio.create_task(
send_order_dydx(client_dydx, position_id, MARKET_ETH_USD, ORDER_SIDE_BUY, ORDER_TYPE_LIMIT,
True, '0.001', b_first_price_dydx, '0.0015', currentTime+100)
)
orderResult1 = await task_apex_sell
orderResult2 = await task_dydx_buy
arbitrage_count += 1
if arbitrage_count >=8:
print('above leverage ,stop')
print(orderResult1,orderResult2)
if spread2 > 0.7:
if arbitrage_count >-8:
currentTime = time.time()
# 异步地发送一个apex市价买单和一个dydx市价卖单
limitFeeRate = client_apex.account['takerFeeRate']
task_apex_buy = asyncio.create_task(
send_order_apex(client_apex, symbol="ETH-USDC", side="BUY",
type="MARKET", size="0.001", expirationEpochSeconds=currentTime+100,
price=s_first_price_apex, limitFeeRate=limitFeeRate)
)
task_dydx_sell = asyncio.create_task(
send_order_dydx(client_dydx, position_id, MARKET_ETH_USD, ORDER_SIDE_SELL, ORDER_TYPE_LIMIT,
True, '0.001', s_first_price_dydx, '0.0015', currentTime+100)
)
orderResult1 = await task_apex_buy
orderResult2 = await task_dydx_sell
arbitrage_count -= 1
if arbitrage_count <=-8:
print('above leverage ,stop')
print(orderResult1,orderResult2)
# 延时一秒，避免过于频繁
await asyncio.sleep(5)
# 运行异步函数
asyncio.run(arbitrage())其他文件不变，文件结构如下：
初始化api端口
init_apex.client.py
init_dydx.client.py
发送交易
send_order_apex.py
send_order_dydx.py
测试发送交易
place_order_dydx.py
place_order_apex.py
其他品种同理。修改对应部分以及注意发送交易的size即可。
所有品种同时运行：
python
from init_apex_client import init_client
import asyncio
from send_order_apex import send_order_apex
from init_dydx_client import init_dydx_client
from send_order_dydx import send_order_dydx
from dydx3.constants import MARKET_BTC_USD,MARKET_ETH_USD,MARKET_LINK_USD,MARKET_LTC_USD,MARKET_AVAX_USD,MARKET_ATOM_USD,MARKET_DOGE_USD,MARKET_BCH_USD,MARKET_MATIC_USD,MARKET_SOL_USD
from dydx3.constants import ORDER_SIDE_BUY,ORDER_SIDE_SELL
from dydx3.constants import ORDER_TYPE_MARKET,ORDER_TYPE_LIMIT
from get_depth_data_btc import calculate_spread as calculate_spread_btc
from get_depth_data_eth import calculate_spread as calculate_spread_eth
from get_depth_data_link import calculate_spread as calculate_spread_link
from get_depth_data_ltc import calculate_spread as calculate_spread_ltc
from get_depth_data_avax import calculate_spread as calculate_spread_avax
from get_depth_data_atom import calculate_spread as calculate_spread_atom
from get_depth_data_doge import calculate_spread as calculate_spread_doge
from get_depth_data_bch import calculate_spread as calculate_spread_bch
from get_depth_data_matic import calculate_spread as calculate_spread_matic
from get_depth_data_sol import calculate_spread as calculate_spread_sol
import time
#价格设置需要更精确，不然发不出去！
# 初始化apex客户端
client_apex = init_client()
configs = client_apex.configs()
# 获取apex用户和账户信息
client_apex.get_user()
client_apex.get_account()
# 初始化dydx客户端
client_dydx = init_dydx_client()
# 获取我们的dydx仓位 ID
account_response = client_dydx.private.get_account()
position_id = account_response.data['account']['positionId']
arbitrage_count = 0
async def execute_trade(client_apex, client_dydx, position_id, market, spread1, spread2, size, price1,price2, symbol,s_first_price,b_first_price):
global arbitrage_count
if spread1 > 0.7:
if arbitrage_count<8:
currentTime = time.time()
limitFeeRate = client_apex.account['takerFeeRate']
task_apex_sell = asyncio.create_task(
send_order_apex(client_apex, symbol=symbol, side="SELL",
type="MARKET", size=size, expirationEpochSeconds=currentTime+100,
price=price1, limitFeeRate=limitFeeRate)
)
task_dydx_buy = asyncio.create_task(
send_order_dydx(client_dydx, position_id, market, ORDER_SIDE_BUY, ORDER_TYPE_LIMIT,
True, size, b_first_price, '0.0015', currentTime+100)
)
arbitrage_count += 1
orderResult1 = await task_apex_sell
orderResult2 = await task_dydx_buy
print(orderResult1, orderResult2)
if spread2 > 0.7:
if arbitrage_count >-8:
currentTime = time.time()
limitFeeRate = client_apex.account['takerFeeRate']
task_apex_buy = asyncio.create_task(
send_order_apex(client_apex, symbol=symbol, side="BUY",
type="MARKET", size=size, expirationEpochSeconds=currentTime+100,
price=price2, limitFeeRate=limitFeeRate)
)
task_dydx_sell = asyncio.create_task(
send_order_dydx(client_dydx, position_id, market, ORDER_SIDE_SELL, ORDER_TYPE_LIMIT,
True, size, s_first_price, '0.0015', currentTime+100)
)
arbitrage_count -= 1
orderResult1 = await task_apex_buy
orderResult2 = await task_dydx_sell
print(orderResult1, orderResult2)
async def arbitrage():
while True:
# 计算价差
_, _, s_first_price_dydx_btc, b_first_price_dydx_btc, _, _, _, _, spread1_btc, spread2_btc = await calculate_spread_btc()
_, _, s_first_price_dydx_eth, b_first_price_dydx_eth, _, _, _, _, spread1_eth, spread2_eth = await calculate_spread_eth()
_, _, s_first_price_dydx_link, b_first_price_dydx_link, _, _, _, _, spread1_link, spread2_link = await calculate_spread_link()
_, _, s_first_price_dydx_ltc, b_first_price_dydx_ltc, _, _, _, _, spread1_ltc, spread2_ltc = await calculate_spread_ltc()
_, _, s_first_price_dydx_avax, b_first_price_dydx_avax, _, _, _, _, spread1_avax, spread2_avax = await calculate_spread_avax()
_, _, s_first_price_dydx_atom, b_first_price_dydx_atom, _, _, _, _, spread1_atom, spread2_atom = await calculate_spread_atom()
_, _, s_first_price_dydx_doge, b_first_price_dydx_doge, _, _, _, _, spread1_doge, spread2_doge = await calculate_spread_doge()
_, _, s_first_price_dydx_bch, b_first_price_dydx_bch, _, _, _, _, spread1_bch, spread2_bch = await calculate_spread_bch()
_, _, s_first_price_dydx_matic, b_first_price_dydx_matic, _, _, _, _, spread1_matic, spread2_matic = await calculate_spread_matic()
_, _, s_first_price_dydx_sol, b_first_price_dydx_sol, _, _, _, _, spread1_sol, spread2_sol = await calculate_spread_sol()
# 根据价差判断是否发送交易
await execute_trade(client_apex, client_dydx, position_id, MARKET_BTC_USD, spread1_btc, spread2_btc, '0.001', '18888','58888', 'BTC-USDC',s_first_price_dydx_btc,b_first_price_dydx_btc)
await execute_trade(client_apex, client_dydx, position_id, MARKET_ETH_USD, spread1_eth, spread2_eth, '0.01', '888','5888', 'ETH-USDC',s_first_price_dydx_eth,b_first_price_dydx_eth)
await execute_trade(client_apex, client_dydx, position_id, MARKET_LINK_USD, spread1_link, spread2_link, '1', '8','58', 'LINK-USDC',s_first_price_dydx_link,b_first_price_dydx_link)
await execute_trade(client_apex, client_dydx, position_id, MARKET_LTC_USD, spread1_ltc, spread2_ltc, '0.5', '48', '488','LTC-USDC',s_first_price_dydx_ltc,b_first_price_dydx_ltc)
await execute_trade(client_apex, client_dydx, position_id, MARKET_AVAX_USD, spread1_avax, spread2_avax, '1', '8', '188','AVAX-USDC',s_first_price_dydx_avax,b_first_price_dydx_avax)
await execute_trade(client_apex, client_dydx, position_id, MARKET_ATOM_USD, spread1_atom, spread2_atom, '3', '4', '88','ATOM-USDC',s_first_price_dydx_atom,b_first_price_dydx_atom)
await execute_trade(client_apex, client_dydx, position_id, MARKET_DOGE_USD, spread1_doge, spread2_doge, '300', '0.04', '2','DOGE-USDC',s_first_price_dydx_doge,b_first_price_dydx_doge)
await execute_trade(client_apex, client_dydx, position_id, MARKET_BCH_USD, spread1_bch, spread2_bch, '0.1', '88', '588','BCH-USDC',s_first_price_dydx_bch,b_first_price_dydx_bch)
await execute_trade(client_apex, client_dydx, position_id, MARKET_MATIC_USD, spread1_matic, spread2_matic, '30', '0.1', '4','MATIC-USDC',s_first_price_dydx_matic,b_first_price_dydx_matic)
await execute_trade(client_apex, client_dydx, position_id, MARKET_SOL_USD, spread1_sol, spread2_sol, '0.5', '48', '488','SOL-USDC',s_first_price_dydx_sol,b_first_price_dydx_sol)
# 调用 execute_trade 处理其他币种的交易逻辑
await asyncio.sleep(1)
# 运行异步函数
asyncio.run(arbitrage())重写运行文件：
python
import subprocess
import time
def run_program(file_choice):
if file_choice == "1":
process = subprocess.Popen(["python", "place_order_btc.py"])
elif file_choice == "2":
process = subprocess.Popen(["python", "place_order_eth.py"])
elif file_choice == "3":
process = subprocess.Popen(["python", "place_order_link.py"])
elif file_choice == "4":
process = subprocess.Popen(["python", "place_order_ltc.py"])
elif file_choice == "5":
process = subprocess.Popen(["python", "place_order_avax.py"])
elif file_choice == "6":
process = subprocess.Popen(["python", "place_order_atom.py"])
elif file_choice == "7":
process = subprocess.Popen(["python", "place_order_doge.py"])
elif file_choice == "8":
process = subprocess.Popen(["python", "place_order_bch.py"])
elif file_choice == "9":
process = subprocess.Popen(["python", "place_order_matic.py"])
elif file_choice == "10":
process = subprocess.Popen(["python", "place_order_sol.py"])
elif file_choice == "11":
process = subprocess.Popen(["python","place_order_all.py"])
else:
print("无效的选择")
return None
return process
if __name__ == "__main__":
while True:
choice = input("请输入要运行的文件(1-btc,2-eth,3-link,4-ltc,5-avax,6-atom,7-doge,8-bch,9-matic,10-sol,11-all ):")
program = run_program(choice)
if program:
while program.poll() is None:
time.sleep(5)
print("程序已终止，重新启动中...")
time.sleep(3)大体到此结束，之后还有一些小优化将于下期更新