openfund-core 0.0.2__py3-none-any.whl

openfund/core/binance_tools/__init__.py

@@ -0,0 +1,16 @@
+# from binance.spot import Spot
+
+# client = Spot()
+
+# Get server timestamp
+# print(client.time())
+# Get klines of BTCUSDT at 1m interval
+# print(client.klines("BTCUSDT", "1m"))
+# Get last 10 klines of BNBUSDT at 1h interval
+# print(client.klines("BNBUSDT", "1h", limit=10))
+
+# API key/secret are required for user data endpoints
+# client = Spot(api_key='<api_key>', api_secret='<api_secret>')
+
+# Get account and balance information
+# print(client.account())

openfund/core/binance_tools/binance_tools.py

@@ -0,0 +1,39 @@
+from __future__ import annotations
+
+import logging
+from poetry.utils.authenticator import Authenticator
+
+from typing import TYPE_CHECKING
+from binance.spot import Spot as Client
+from openfund.core.pyopenfund import Openfund
+
+
+tools = "binance"
+logger = logging.getLogger(__name__)
+
+
+class BinanceTools:
+    def __init__(self, openfund: Openfund) -> None:
+        logger.debug("######## BinanceTools init ########")
+        self._openfund: Openfund = openfund
+        self._password_manager = Authenticator(
+            self._openfund._poetry.config
+        )._password_manager
+
+    @property
+    def api_key(self) -> str:
+        return self._password_manager.get_http_auth(tools).get("username")
+
+    @property
+    def apk_secret(self) -> str:
+        return self._password_manager.get_http_auth(tools).get("password")
+
+    def get_time():
+        client = Client()
+        return client.time()
+
+    def get_account(self):
+        logger.debug("######## BinanceTools.get_account()  ########")
+        logger.debug("######## BinanceTools api_key=%s  ########", self.api_key)
+        client = Client(self.api_key, self.apk_secret)
+        return client.account()

openfund/core/binance_tools/continuous_klines.py

@@ -0,0 +1,147 @@
+#!/usr/bin/env python
+import csv
+import logging
+import time
+
+from datetime import datetime
+
+from binance.um_futures import UMFutures
+from binance.um_futures import UMFutures
+from binance.error import ClientError
+
+from libs.time_tools import format_timestamp
+from libs.file_tools import create_path
+from libs.prepare_env import get_api_key, get_path
+from libs import enums
+
+# 数据路径、日志路径
+data_path, log_path = get_path()
+# client
+um_futures_client = UMFutures()
+# 合同类型
+contractTypes = [type.value for type in enums.ContractType]
+# 币种类型
+# POOL = enums.CUR_SYMBOL_POOL
+POOL = [
+    "BTCUSDT_240329",
+    "BLURUSDT",
+    "DYDXUSDT",
+    "ETHBTC",
+    "ETHBUSD",
+    "ETHUSDT",
+    "ETHUSDT_231229",
+    "ETHUSDT_240329",
+    "GMTBUSD",
+    "GMTUSDT",
+    "LTCBUSD",
+    "LTCUSDT",
+    "MATICBUSD",
+    "MATICUSDT",
+    "SOLBUSD",
+    "SOLUSDT",
+]
+interval = enums.KLINE_INTERVAL_5MINUTE
+limit = 1500
+errorLimit = 100
+sleepSec = 10
+
+# 历史截止数据开关
+hisSwitch = 0
+# hisSwitch 打开的情况下，抓取数据截止时间
+hisDateTime = 1653974399999
+
+for symbol in POOL:
+    fileName = "{}/continuous_klines_{}_{}.log".format(
+        log_path, symbol, format_timestamp(datetime.now().timestamp() * 1000)
+    )
+    # print(fileName)
+    logging.basicConfig(
+        format="%(asctime)s %(name)s:%(levelname)s:%(message)s",
+        datefmt="%Y-%m-%d %H:%M:%S",
+        level=logging.INFO,
+        filename=fileName,
+    )
+    logging.info("{} symbol 开始 ++++++++++++++++++++++++++++ ".format(symbol))
+    total = 0
+    for contractType in contractTypes:
+        latestRecords = 1
+        records = 0  # 累计记录数
+        queryTimes = 0  # 执行次数
+        nextEndTime = 0
+        errorCount = 0
+        params = {"limit": limit}
+        while latestRecords != 0:  # 循环读取，直到记录为空
+            queryTimes = queryTimes + 1
+            if nextEndTime != 0:
+                params = {"limit": limit, "endTime": nextEndTime}
+
+            logging.info(
+                "1、{}-{} 第{}次开始执行...".format(symbol, contractType, queryTimes)
+            )
+            listData = []
+            try:
+                listData = um_futures_client.continuous_klines(
+                    symbol, contractType, interval, **params
+                )
+            except KeyError as err:
+                print("KeyError:", err)
+                logging.error(err)
+                break
+            except ClientError as error:
+                logging.error(
+                    "Found error. status: {}, error code: {}, error message: {}".format(
+                        error.status_code, error.error_code, error.error_message
+                    )
+                )
+                if error.error_code == -4144 and error.status_code == 400:
+                    break
+            except Exception as e:
+                print("Error:", e)
+                logging.error(e)
+                errorCount = errorCount + 1
+                if errorCount > errorLimit:
+                    break
+                else:
+                    time.sleep(sleepSec)
+                    continue
+
+            latestRecords = len(listData)
+            records = latestRecords + records
+            logging.info("2、{}条写入文件...".format(latestRecords))
+
+            path = "{}/continuous_klines/{}/{}/".format(data_path, symbol, contractType)
+            create_path(path)  # 不存在路径进行呢创建
+
+            with open(
+                "{}continuous_klines_{}_{}_{}.csv".format(
+                    path, symbol, contractType, interval
+                ),
+                "a",
+                newline="",
+            ) as file:
+                writer = csv.writer(file)
+                # 时间戳倒序，插入文件尾部
+                writer.writerows(sorted(listData, key=lambda x: x[0], reverse=True))
+
+            # 拿到最后一条记录后,获取close时间戳,变为下一次截止时间戳
+            if latestRecords > 0:
+                nextEndTime = (
+                    listData[0][0] - 1
+                )  # -1 不和close时间戳相同，避免重新拉取重复数据
+                errorCount = 0
+                logging.info(
+                    "3、下次结束时间 {} {}".format(
+                        format_timestamp(nextEndTime), nextEndTime
+                    )
+                )
+
+                if nextEndTime <= hisDateTime and hisSwitch == 1:
+                    break
+            else:
+                logging.info("4、结束...")
+
+            total = total + records
+            logging.info("5、{} 抓取数据 {} 条记录...".format(symbol, records))
+
+    logging.info("6、{} 抓取数据 {} 条记录...".format(symbol, total))
+    logging.info("{} symbol --------------------------------- ".format(symbol))

openfund/core/factory.py

@@ -0,0 +1,37 @@
+from __future__ import annotations
+
+import logging
+
+from pathlib import Path
+from typing import TYPE_CHECKING
+from poetry.factory import Factory as BaseFactory
+from openfund.core.pyopenfund import Openfund
+
+if TYPE_CHECKING:
+    from poetry.poetry import Poetry
+
+
+logger = logging.getLogger(__name__)
+
+
+class Factory(BaseFactory):
+    def __init__(self) -> None:
+        super().__init__()
+
+    def create_poetry(
+        self,
+        cwd: Path | None = None,
+        with_groups: bool = True,
+    ) -> Poetry:
+        poetry = super().create_poetry(cwd=cwd, with_groups=with_groups)
+        return poetry
+
+    def create_openfund(
+        self,
+        cwd: Path | None = None,
+        with_groups: bool = True,
+    ) -> Openfund:
+
+        poetry = self.create_poetry(cwd=cwd, with_groups=with_groups)
+
+        return Openfund(poetry)

openfund/core/libs/__init__.py

@@ -0,0 +1,6 @@
+from .email_tools import mail
+from .time_tools import *
+from enums import *
+from .log_tools import Logger
+
+from .prepare_env import *

openfund/core/libs/email_tools.py

@@ -0,0 +1,56 @@
+#!/usr/bin/env python
+import ssl
+import os
+import sys
+import logging
+
+import smtplib
+
+from email.mime.text import MIMEText
+
+from email.header import Header
+from email.message import EmailMessage
+import time
+
+# app = "email_tools"
+# logging.basicConfig(
+#     format="%(asctime)s %(name)s:%(levelname)s:%(message)s",
+#     datefmt="%Y-%m-%d %H:%M:%S",
+#     level=logging.DEBUG,
+# )
+
+curPath = os.path.abspath(os.path.dirname(__file__))
+sys.path.append(curPath)
+
+from prepare_env import get_mail
+
+# logging.info("---- Read config.ini -----")
+(email_address, email_password, email_receiver) = get_mail()
+# logging.info(
+#     "---- Read config.ini Finish!----{0}||{1}".format(email_address, email_receiver)
+# )
+
+
+def mail(topic, content):
+    EMAIL_ADDRESS = email_address
+    EMAIL_PASSWORD = email_password
+    context = ssl.create_default_context()
+    sender = EMAIL_ADDRESS
+    receiver = email_receiver.split(",")
+
+    subject = topic
+    body = content
+    msg = EmailMessage()
+    msg["subject"] = subject
+    msg["From"] = sender
+    msg["To"] = receiver
+    msg.set_content(body)
+
+    with smtplib.SMTP_SSL("smtp.qq.com", 465, context=context) as smtp:
+        smtp.login(EMAIL_ADDRESS, EMAIL_PASSWORD)
+        smtp.send_message(msg)
+        print("---- send_message ----\n{0}".format(msg))
+
+
+if __name__ == "__main__":
+    mail("QRR", "BTCUSDT [2023-12-04 21:44:59 ~ 2023-12-04 21:39:59],QRR=9.4 > 5")