從零開始搭建鏈上dex自動化價差套利程序（12）

其他品種

擴展到其他幣種的價差套利

1.eth

新建文件get_depth_data_eth.py

import asyncio
from apexpro.http_public import HttpPublic
from dydx3 import Client
from dydx3.constants import MARKET_ETH_USD# 定義交易對列表
symbol = 'ETHUSDC'
market = MARKET_ETH_USD# 定義異步函數來獲取 APEX 的價格
async def get_apex_price():# 初始化API客戶端apexclient = HttpPublic("https://pro.apex.exchange")# 獲取深度數據trades_data = apexclient.depth(symbol=symbol)['data']# 返回賣一價和買一價return trades_data['a'][0][0], trades_data['b'][0][0], trades_data['a'][0][1], trades_data['b'][0][1]# 定義異步函數來獲取 dydx 的價格
async def get_dydx_price():# 初始化API客戶端dydxclient = Client(host='https://api.dydx.exchange')# 獲取深度數據orderbook_response = dydxclient.public.get_orderbook(market=market)orderbook_data = orderbook_response.data# 返回賣一價和買一價return orderbook_data['asks'][0]['price'], orderbook_data['bids'][0]['price'], orderbook_data['asks'][0]['size'], orderbook_data['bids'][0]['size']# 定義異步函數來計算價差
async def calculate_spread():# 創建兩個任務，分別獲取 APEX 和 dydx 的價格task1 = asyncio.create_task(get_apex_price())task2 = asyncio.create_task(get_dydx_price())# 等待兩個任務完成，并獲取結果s_first_price_apex, b_first_price_apex,s_first_size_apex,b_first_size_apex = await task1s_first_price_dydx, b_first_price_dydx,s_first_size_dydx,b_first_size_dydx   = await task2# 計算價差spread1 = ((float(b_first_price_apex) - float(s_first_price_dydx))/float(s_first_price_apex))*100spread2 = ((float(b_first_price_dydx) - float(s_first_price_apex))/float(s_first_price_dydx))*100return 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,spread2if __name__ == '__main__':# 創建事件循環loop = asyncio.get_event_loop()# 運行異步函數loop.run_until_complete(calculate_spread())# 關閉事件循環loop.close()

新建文件place_order_eth.py

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#價格設置需要更精確，不然發不出去！# 初始化apex客戶端
client_apex = init_client()
configs = client_apex.configs()
# 獲取apex用戶和賬戶信息
client_apex.get_user()
client_apex.get_account()# 初始化dydx客戶端
client_dydx = init_dydx_client()
# 獲取我們的dydx倉位 ID
account_response = client_dydx.private.get_account()
position_id = account_response.data['account']['positionId']async def arbitrage():arbitrage_count = 0while True:# 計算價差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()# 根據價差判斷是否發送交易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_sellorderResult2 = await task_dydx_buyarbitrage_count += 1if arbitrage_count >=8:print('above leverage ,stop')print(orderResult1,orderResult2)if spread2 > 0.7: if arbitrage_count >-8:currentTime = time.time()# 異步地發送一個apex市價買單和一個dydx市價賣單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_buyorderResult2 = await task_dydx_sellarbitrage_count -= 1if arbitrage_count <=-8:print('above leverage ,stop')print(orderResult1,orderResult2)# 延時一秒，避免過于頻繁await asyncio.sleep(5)# 運行異步函數
asyncio.run(arbitrage())

其他文件不變，文件結構如下：

初始化api端口

init_apex.client.py

init_dydx.client.py

發送交易

send_order_apex.py

send_order_dydx.py

測試發送交易

place_order_dydx.py

place_order_apex.py

其他品種同理。修改對應部分以及注意發送交易的size即可。

所有品種同時運行：

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#價格設置需要更精確，不然發不出去！# 初始化apex客戶端
client_apex = init_client()
configs = client_apex.configs()
# 獲取apex用戶和賬戶信息
client_apex.get_user()
client_apex.get_account()# 初始化dydx客戶端
client_dydx = init_dydx_client()
# 獲取我們的dydx倉位 ID
account_response = client_dydx.private.get_account()
position_id = account_response.data['account']['positionId']arbitrage_count = 0async def execute_trade(client_apex, client_dydx, position_id, market, spread1, spread2, size, price1,price2, symbol,s_first_price,b_first_price):global arbitrage_countif 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 += 1orderResult1 = await task_apex_sellorderResult2 = await task_dydx_buyprint(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 -= 1orderResult1 = await task_apex_buyorderResult2 = await task_dydx_sellprint(orderResult1, orderResult2)async def arbitrage():while True:# 計算價差_, _, 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()# 根據價差判斷是否發送交易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)# 調用 execute_trade 處理其他幣種的交易邏輯await asyncio.sleep(1)# 運行異步函數
asyncio.run(arbitrage())

重寫運行文件：

import subprocess
import timedef 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("無效的選擇")return Nonereturn processif __name__ == "__main__":while True:choice = input("請輸入要運行的文件(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("程序已終止，重新啟動中...")time.sleep(3)

大體到此結束，之后還有一些小優化將于下期更新