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Multi robot market share solution
2020-11-06 20:21:00 【Inventor quantification】
Multi robot market sharing solution
When trading digital money, use robots , When you have to run multiple robots on a server , If you visit different exchanges , It's not a big problem at this time , There will be no API The frequency of requests . If you need to have multiple robots running at the same time , And they all do the same exchange , The quantitative trading strategy of the same trading pair . At this time there is API The request frequency limit problem . How to use the least number of server interfaces to solve the problem ?
We can implement a market forwarding robot , Access to the exchange interface to obtain market data and other data, only this robot to complete . Other trading strategy robots forward robot request data to this market .
Quote forwarding robot example
Only responsible for accessing the exchange market interface to obtain data , And offer other robots a market . Use Python
To write , In the example, we only get K Line data , And provide sharing , Can be expanded to increase depth data , Aggregate market data, etc .
import _thread
import threading
import json
import math
from http.server import HTTPServer, BaseHTTPRequestHandler
from urllib.parse import parse_qs, urlparse
Records = None
lock = threading.RLock()
Counter = {}
def url2Dict(url):
query = urlparse(url).query
params = parse_qs(query)
result = {key: params[key][0] for key in params}
return result
class Provider(BaseHTTPRequestHandler):
def do_GET(self):
global Records, lock, Counter
try:
self.send_response(200)
self.send_header("Content-type", "application/json")
self.end_headers()
dictParam = url2Dict(self.path)
# Log(" The service received the request ,self.path:", self.path, "query Parameters :", dictParam)
lock.acquire()
# Record
if dictParam["robotId"] not in Counter:
Counter[dictParam["robotId"]] = {"NumberOfRequests" : 0}
Counter[dictParam["robotId"]]["NumberOfRequests"] += 1
lock.release()
# Write data response
self.wfile.write(json.dumps(Records).encode())
except BaseException as e:
Log("Provider do_GET error, e:", e)
def createServer(host):
try:
server = HTTPServer(host, Provider)
Log("Starting server, listen at: %s:%s" % host)
server.serve_forever()
except BaseException as e:
Log("createServer error, e:", e)
raise Exception("stop")
def main():
global Records, Counter
LogReset(1)
try:
# _thread.start_new_thread(createServer, (("localhost", 9090), )) # Native test
_thread.start_new_thread(createServer, (("0.0.0.0", 9090), )) # VPS Test on server
Log(" Start the service ", "#FF0000")
except BaseException as e:
Log(" Failed to start service !")
Log(" error message :", e)
raise Exception("stop")
while True:
r = exchange.GetRecords()
if not r :
Log("K Line market acquisition failed ", "#FF0000")
continue
else :
Records = r
# Counter
tbl = {
"type" : "table",
"title" : " Statistics ",
"cols" : [" Robots that request data id", " Number of requests "],
"rows" : [],
}
for k in Counter:
tbl["rows"].append([k, Counter[k]["NumberOfRequests"]])
LogStatus(_D(), " Data collection !", "\n", "`" + json.dumps(tbl) + "`")
Sleep(500)
Request data robot policy code
The robot that requests data is the trading strategy robot , It's just that we use , Write only the request data (K Line data ) And draw the data , It can be used JavaScript
To write , For drawing , You need to check 「 Draw line class library 」 You can search and copy this library in strategy square , After copying, you can check the column of template reference in the policy editing page .
var FuncGetRecords = exchange.GetRecords
exchange.GetRecords = function() {
// Can be filled in 「 Market forwarding robot 」 Of the device IP Address xxx.xxx.xxx.xxx
var ret = HttpQuery("http://xxx.xxx.xxx.xxx:9090?robotId=" + _G())
var records = null
try {
records = JSON.parse(ret)
} catch(e) {
Log(e)
records = null
}
return records
}
function main(){
LogReset(1)
while(1) {
var records = exchange.GetRecords()
LogStatus(_D(), " robot ID:", _G())
if (!records) {
Log(" Failed to get data !", "#FF0000")
Sleep(1000)
continue
}
Log(records)
$.PlotRecords(records, "K")
Sleep(1000)
}
}
Actual operation
-
Start the market forwarding robot
-
Start the test robot ,ID:206353
-
Start the test robot ,ID:206359
-
Start the test robot ,ID:206360
In this way, three or even N A robot for a deal for K Sharing of line data .
throw away a brick in order to get a gem , Welcome to leave a message .
版权声明
本文为[Inventor quantification]所创,转载请带上原文链接,感谢
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