739 lines
25 KiB
Python
739 lines
25 KiB
Python
|
"""
|
|||
|
|
WebSea ETH-USDT 永续合约自动交易系统
|
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|
|
优化版本：改进代码结构、模块化和可读性
|
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|
|
"""
|
|||
|
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import time
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|
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import datetime
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|
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from typing import Optional, Dict, List, Tuple
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from tqdm import tqdm
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from loguru import logger
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|
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from DrissionPage import ChromiumOptions, ChromiumPage
|
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from curl_cffi import requests
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from 交易.tools import send_dingtalk_message
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|
|||
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|
|||
|
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class KlineAnalyzer:
|
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|
|
"""K线分析器：负责K线数据分析和信号判断"""
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|
|
|
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|
|
@staticmethod
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|
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def is_bullish(candle: Dict) -> bool:
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|
|
"""判断是否为阳线"""
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|||
|
|
return float(candle['close']) > float(candle['open'])
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|
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|||
|
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@staticmethod
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def is_bearish(candle: Dict) -> bool:
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|
|
"""判断是否为阴线"""
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|
|
return float(candle['close']) < float(candle['open'])
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|
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|||
|
|
@staticmethod
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|
def check_engulfing_signal(prev: Dict, curr: Dict) -> Tuple[Optional[str], Optional[str]]:
|
|||
|
|
"""
|
|||
|
|
包住形态信号判定（仅30分钟K线）：
|
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|
|
- 前跌后涨包住 -> 做多
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|
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- 前涨后跌包住 -> 做空
|
|||
|
|
|
|||
|
|
Returns:
|
|||
|
|
(direction, signal_type): direction为"long"或"short"，signal_type为信号类型
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|
|
"""
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|
|
c_open, c_close = float(curr['open']), float(curr['close'])
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p_open = float(prev['open'])
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|
|
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|
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# 前跌后涨包住 -> 做多
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|
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if (KlineAnalyzer.is_bullish(curr) and
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|
|
KlineAnalyzer.is_bearish(prev) and
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|
|
int(c_close) >= int(p_open)):
|
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|
|
return "long", "bear_bull_engulf"
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|
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# 前涨后跌包住 -> 做空
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|
|
if (KlineAnalyzer.is_bearish(curr) and
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|
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KlineAnalyzer.is_bullish(prev) and
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|
|
int(c_close) <= int(p_open)):
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return "short", "bull_bear_engulf"
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|
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return None, None
|
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|
|
|
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|
|
|
|||
|
|
class BrowserManager:
|
|||
|
|
"""浏览器管理器：负责浏览器的启动、接管和标签页管理"""
|
|||
|
|
|
|||
|
|
def __init__(self, tge_id: int, tge_url: str, tge_headers: Dict):
|
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|
|
self.tge_id = tge_id
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|
|
self.tge_url = tge_url
|
|||
|
|
self.tge_headers = tge_headers
|
|||
|
|
self.tge_port: Optional[int] = None
|
|||
|
|
self.page: Optional[ChromiumPage] = None
|
|||
|
|
|
|||
|
|
def open_browser(self) -> bool:
|
|||
|
|
"""打开浏览器并获取端口"""
|
|||
|
|
try:
|
|||
|
|
response = requests.post(
|
|||
|
|
f"{self.tge_url}/api/browser/start",
|
|||
|
|
json={"envId": self.tge_id},
|
|||
|
|
headers=self.tge_headers,
|
|||
|
|
timeout=10
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|||
|
|
)
|
|||
|
|
self.tge_port = response.json()["data"]["port"]
|
|||
|
|
return True
|
|||
|
|
except Exception as e:
|
|||
|
|
logger.error(f"打开浏览器失败: {e}")
|
|||
|
|
return False
|
|||
|
|
|
|||
|
|
def take_over_browser(self) -> bool:
|
|||
|
|
"""接管浏览器"""
|
|||
|
|
if not self.tge_port:
|
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|
|
logger.error("浏览器端口未设置")
|
|||
|
|
return False
|
|||
|
|
|
|||
|
|
try:
|
|||
|
|
co = ChromiumOptions()
|
|||
|
|
co.set_local_port(self.tge_port)
|
|||
|
|
self.page = ChromiumPage(addr_or_opts=co)
|
|||
|
|
self.page.set.window.max()
|
|||
|
|
return True
|
|||
|
|
except Exception as e:
|
|||
|
|
logger.error(f"接管浏览器失败: {e}")
|
|||
|
|
return False
|
|||
|
|
|
|||
|
|
def close_extra_tabs(self) -> bool:
|
|||
|
|
"""关闭多余的标签页，只保留第一个"""
|
|||
|
|
if not self.page:
|
|||
|
|
return False
|
|||
|
|
|
|||
|
|
try:
|
|||
|
|
tabs = self.page.get_tabs()
|
|||
|
|
for idx, tab in enumerate(tabs):
|
|||
|
|
if idx == 0:
|
|||
|
|
continue
|
|||
|
|
tab.close()
|
|||
|
|
return True
|
|||
|
|
except Exception as e:
|
|||
|
|
logger.warning(f"关闭多余标签页失败: {e}")
|
|||
|
|
return False
|
|||
|
|
|
|||
|
|
|
|||
|
|
class ApiClient:
|
|||
|
|
"""API客户端：负责与WebSea API的交互"""
|
|||
|
|
|
|||
|
|
def __init__(self):
|
|||
|
|
self.session = requests.Session()
|
|||
|
|
self.headers: Dict = {}
|
|||
|
|
self.cookies: Dict = {}
|
|||
|
|
|
|||
|
|
def update_session(self, cookies: Dict, headers: Dict) -> None:
|
|||
|
|
"""更新session的cookies和headers"""
|
|||
|
|
self.session.cookies.update(cookies)
|
|||
|
|
self.session.headers.update(headers)
|
|||
|
|
|
|||
|
|
def get_kline_data(self, symbol: str = 'ETH-USDT', period: str = '30min',
|
|||
|
|
days: int = 10) -> List[Dict]:
|
|||
|
|
"""
|
|||
|
|
获取K线数据
|
|||
|
|
|
|||
|
|
Args:
|
|||
|
|
symbol: 交易对符号
|
|||
|
|
period: K线周期
|
|||
|
|
days: 获取最近N天的数据
|
|||
|
|
|
|||
|
|
Returns:
|
|||
|
|
K线数据列表
|
|||
|
|
"""
|
|||
|
|
now_ts = int(time.time())
|
|||
|
|
start_ts = int(time.time() - 86400 * days)
|
|||
|
|
|
|||
|
|
params = {
|
|||
|
|
'symbol': symbol,
|
|||
|
|
'period': period,
|
|||
|
|
'start': str(start_ts),
|
|||
|
|
'end': str(now_ts),
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
for attempt in range(3):
|
|||
|
|
logger.info(f"获取最新K线数据：第{attempt + 1}次尝试...")
|
|||
|
|
try:
|
|||
|
|
response = self.session.get(
|
|||
|
|
'https://capi.websea.com/webApi/market/getKline',
|
|||
|
|
params=params,
|
|||
|
|
timeout=5
|
|||
|
|
)
|
|||
|
|
|
|||
|
|
result = response.json()["result"]['data']
|
|||
|
|
kline_data = []
|
|||
|
|
for data in result:
|
|||
|
|
kline_data.append({
|
|||
|
|
'id': int(data["id"]),
|
|||
|
|
'open': float(data["open"]),
|
|||
|
|
'high': float(data["high"]),
|
|||
|
|
'low': float(data["low"]),
|
|||
|
|
'close': float(data["close"])
|
|||
|
|
})
|
|||
|
|
return kline_data
|
|||
|
|
except Exception as e:
|
|||
|
|
logger.warning(f"获取K线数据失败: {e}")
|
|||
|
|
if attempt < 2:
|
|||
|
|
time.sleep(1)
|
|||
|
|
|
|||
|
|
return []
|
|||
|
|
|
|||
|
|
def get_available_balance(self) -> Optional[float]:
|
|||
|
|
"""获取可用余额"""
|
|||
|
|
for attempt in range(3):
|
|||
|
|
try:
|
|||
|
|
response = self.session.get(
|
|||
|
|
'https://capi.websea.com/webApi/asset/account',
|
|||
|
|
timeout=5
|
|||
|
|
)
|
|||
|
|
return float(response.json()["result"]["available"])
|
|||
|
|
except Exception as e:
|
|||
|
|
logger.warning(f"获取余额失败: {e}")
|
|||
|
|
if attempt < 2:
|
|||
|
|
time.sleep(1)
|
|||
|
|
|
|||
|
|
return None
|
|||
|
|
|
|||
|
|
def get_position_status(self) -> Tuple[bool, Optional[Dict]]:
|
|||
|
|
"""
|
|||
|
|
获取持仓状态
|
|||
|
|
|
|||
|
|
Returns:
|
|||
|
|
(success, position_data): success为是否成功，position_data为持仓信息
|
|||
|
|
"""
|
|||
|
|
for attempt in range(3):
|
|||
|
|
try:
|
|||
|
|
response = self.session.get(
|
|||
|
|
'https://capi.websea.com/webApi/entrust/holdPosition',
|
|||
|
|
timeout=5
|
|||
|
|
)
|
|||
|
|
resp_data = response.json()
|
|||
|
|
|
|||
|
|
if not resp_data["result"]:
|
|||
|
|
return True, {"type": 0, "position": None}
|
|||
|
|
|
|||
|
|
position = resp_data["result"][0]
|
|||
|
|
position_info = {
|
|||
|
|
"type": position["type"], # 1: 多, 2: 空
|
|||
|
|
"position": position
|
|||
|
|
}
|
|||
|
|
return True, position_info
|
|||
|
|
except Exception as e:
|
|||
|
|
logger.warning(f"获取持仓状态失败: {e}")
|
|||
|
|
if attempt < 2:
|
|||
|
|
time.sleep(1)
|
|||
|
|
|
|||
|
|
return False, None
|
|||
|
|
|
|||
|
|
|
|||
|
|
class TokenManager:
|
|||
|
|
"""Token管理器：负责获取和更新认证token"""
|
|||
|
|
|
|||
|
|
def __init__(self, api_client: ApiClient, page: ChromiumPage):
|
|||
|
|
self.api_client = api_client
|
|||
|
|
self.page = page
|
|||
|
|
|
|||
|
|
def get_token(self) -> bool:
|
|||
|
|
"""从浏览器中获取token和cookies"""
|
|||
|
|
try:
|
|||
|
|
tab = self.page.new_tab()
|
|||
|
|
tab.listen.start("api.websea.com/webApi/zendesk/url")
|
|||
|
|
tab.get(url="https://www.websea.com/zh-CN/futures/ETH-USDT")
|
|||
|
|
|
|||
|
|
res = tab.listen.wait()
|
|||
|
|
|
|||
|
|
# 提取cookies
|
|||
|
|
cookies = {}
|
|||
|
|
for cookie in res.request.cookies:
|
|||
|
|
if not cookie["name"].startswith(':'):
|
|||
|
|
cookies[cookie["name"]] = cookie["value"]
|
|||
|
|
|
|||
|
|
# 提取headers
|
|||
|
|
headers = {}
|
|||
|
|
if "token" in res.request.headers:
|
|||
|
|
headers["token"] = res.request.headers["token"]
|
|||
|
|
|
|||
|
|
tab.close()
|
|||
|
|
|
|||
|
|
# 检查是否有shareToken
|
|||
|
|
if cookies.get('shareToken'):
|
|||
|
|
self.api_client.update_session(cookies, headers)
|
|||
|
|
return True
|
|||
|
|
else:
|
|||
|
|
logger.warning("未获取到shareToken")
|
|||
|
|
return False
|
|||
|
|
except Exception as e:
|
|||
|
|
logger.error(f"获取token失败: {e}")
|
|||
|
|
return False
|
|||
|
|
|
|||
|
|
|
|||
|
|
class TradingExecutor:
|
|||
|
|
"""交易执行器：负责执行交易操作"""
|
|||
|
|
|
|||
|
|
def __init__(self, page: ChromiumPage, api_client: ApiClient):
|
|||
|
|
self.page = page
|
|||
|
|
self.api_client = api_client
|
|||
|
|
|
|||
|
|
def navigate_to_trading_page(self) -> bool:
|
|||
|
|
"""导航到交易页面"""
|
|||
|
|
try:
|
|||
|
|
self.page.ele('x://*[normalize-space(text())= "市价"]', timeout=15).click()
|
|||
|
|
time.sleep(1)
|
|||
|
|
return True
|
|||
|
|
except Exception as e:
|
|||
|
|
logger.error(f"导航到交易页面失败: {e}")
|
|||
|
|
return False
|
|||
|
|
|
|||
|
|
def close_all_positions(self) -> bool:
|
|||
|
|
"""平仓所有持仓"""
|
|||
|
|
try:
|
|||
|
|
self.page.ele('x://*[normalize-space(text())= "市价全平"]').scroll.to_see(center=True)
|
|||
|
|
time.sleep(1)
|
|||
|
|
self.page.actions.click('x://*[normalize-space(text())= "市价全平"]')
|
|||
|
|
time.sleep(3)
|
|||
|
|
return True
|
|||
|
|
except Exception as e:
|
|||
|
|
logger.error(f"平仓失败: {e}")
|
|||
|
|
return False
|
|||
|
|
|
|||
|
|
def open_long(self, amount: float) -> bool:
|
|||
|
|
"""开多"""
|
|||
|
|
try:
|
|||
|
|
self.page.ele('x://*[@id="amountInput"]').input(amount)
|
|||
|
|
time.sleep(1)
|
|||
|
|
self.page.actions.click('x://*[normalize-space(text())= "买入/做多"]')
|
|||
|
|
return True
|
|||
|
|
except Exception as e:
|
|||
|
|
logger.error(f"开多失败: {e}")
|
|||
|
|
return False
|
|||
|
|
|
|||
|
|
def open_short(self, amount: float) -> bool:
|
|||
|
|
"""开空"""
|
|||
|
|
try:
|
|||
|
|
self.page.ele('x://*[@id="amountInput"]').input(amount)
|
|||
|
|
time.sleep(1)
|
|||
|
|
self.page.actions.click('x://*[normalize-space(text())= "卖出/做空"]')
|
|||
|
|
return True
|
|||
|
|
except Exception as e:
|
|||
|
|
logger.error(f"开空失败: {e}")
|
|||
|
|
return False
|
|||
|
|
|
|||
|
|
def execute_trade(self, direction: str, current_position: int, amount: float) -> bool:
|
|||
|
|
"""
|
|||
|
|
执行交易操作
|
|||
|
|
|
|||
|
|
Args:
|
|||
|
|
direction: 交易方向 "long" 或 "short"
|
|||
|
|
current_position: 当前持仓状态 -1:空, 0:无, 1:多
|
|||
|
|
amount: 交易金额
|
|||
|
|
|
|||
|
|
Returns:
|
|||
|
|
是否成功
|
|||
|
|
"""
|
|||
|
|
if not self.navigate_to_trading_page():
|
|||
|
|
return False
|
|||
|
|
|
|||
|
|
try:
|
|||
|
|
# 开多
|
|||
|
|
if direction == "long":
|
|||
|
|
if current_position == 0:
|
|||
|
|
logger.success(f"{datetime.datetime.now()}，开多，金额：{amount}")
|
|||
|
|
self.open_long(amount)
|
|||
|
|
elif current_position == -1:
|
|||
|
|
logger.success(f"{datetime.datetime.now()}，反手平空做多，金额：{amount}")
|
|||
|
|
self.close_all_positions()
|
|||
|
|
self.open_long(amount)
|
|||
|
|
|
|||
|
|
# 开空
|
|||
|
|
elif direction == "short":
|
|||
|
|
if current_position == 0:
|
|||
|
|
logger.success(f"{datetime.datetime.now()}，开空，金额：{amount}")
|
|||
|
|
self.open_short(amount)
|
|||
|
|
elif current_position == 1:
|
|||
|
|
logger.success(f"{datetime.datetime.now()}，反手平多做空，金额：{amount}")
|
|||
|
|
self.close_all_positions()
|
|||
|
|
self.open_short(amount)
|
|||
|
|
|
|||
|
|
return True
|
|||
|
|
except Exception as e:
|
|||
|
|
logger.error(f"执行交易失败: {e}")
|
|||
|
|
return False
|
|||
|
|
|
|||
|
|
|
|||
|
|
class PositionManager:
|
|||
|
|
"""持仓管理器：负责持仓状态管理和止损"""
|
|||
|
|
|
|||
|
|
def __init__(self, trading_executor: TradingExecutor):
|
|||
|
|
self.trading_executor = trading_executor
|
|||
|
|
self.current_position: int = 0 # -1:空, 0:无, 1:多
|
|||
|
|
|
|||
|
|
def update_position(self, position_type: int) -> None:
|
|||
|
|
"""更新持仓状态"""
|
|||
|
|
self.current_position = position_type
|
|||
|
|
|
|||
|
|
def check_stop_loss(self, kline_1: Dict, kline_2: Dict) -> bool:
|
|||
|
|
"""
|
|||
|
|
检查止损条件
|
|||
|
|
|
|||
|
|
Args:
|
|||
|
|
kline_1: 倒数第二根K线
|
|||
|
|
kline_2: 倒数第一根K线
|
|||
|
|
|
|||
|
|
Returns:
|
|||
|
|
是否执行了止损
|
|||
|
|
"""
|
|||
|
|
try:
|
|||
|
|
# 持多仓，连续两根阴线，平多
|
|||
|
|
if self.current_position == 1:
|
|||
|
|
if (KlineAnalyzer.is_bearish(kline_1) and
|
|||
|
|
KlineAnalyzer.is_bearish(kline_2)):
|
|||
|
|
logger.success(
|
|||
|
|
f"{datetime.datetime.now()}，止损信号：连续两根阴线，平多"
|
|||
|
|
)
|
|||
|
|
self.trading_executor.close_all_positions()
|
|||
|
|
self.current_position = 0
|
|||
|
|
return True
|
|||
|
|
|
|||
|
|
# 持空仓，连续两根阳线，平空
|
|||
|
|
elif self.current_position == -1:
|
|||
|
|
if (KlineAnalyzer.is_bullish(kline_1) and
|
|||
|
|
KlineAnalyzer.is_bullish(kline_2)):
|
|||
|
|
logger.success(
|
|||
|
|
f"{datetime.datetime.now()}，止损信号：连续两根阳线，平空"
|
|||
|
|
)
|
|||
|
|
self.trading_executor.close_all_positions()
|
|||
|
|
self.current_position = 0
|
|||
|
|
return True
|
|||
|
|
except Exception as e:
|
|||
|
|
logger.error(f"止损检查失败: {e}")
|
|||
|
|
|
|||
|
|
return False
|
|||
|
|
|
|||
|
|
|
|||
|
|
class MessageSender:
|
|||
|
|
"""消息发送器：负责发送钉钉消息"""
|
|||
|
|
|
|||
|
|
@staticmethod
|
|||
|
|
def send_dingtalk_message(message_content: str, is_error: bool = False) -> None:
|
|||
|
|
"""
|
|||
|
|
发送钉钉消息
|
|||
|
|
|
|||
|
|
Args:
|
|||
|
|
message_content: 消息内容
|
|||
|
|
is_error: 是否为错误消息（错误消息会发送多次）
|
|||
|
|
"""
|
|||
|
|
if is_error:
|
|||
|
|
prefix = "❌websea："
|
|||
|
|
count = 15
|
|||
|
|
else:
|
|||
|
|
prefix = "🔔websea："
|
|||
|
|
count = 1
|
|||
|
|
|
|||
|
|
for _ in range(count):
|
|||
|
|
send_dingtalk_message(f"{prefix}{message_content}")
|
|||
|
|
|
|||
|
|
@staticmethod
|
|||
|
|
def format_position_message(position_data: Optional[Dict],
|
|||
|
|
available_balance: float) -> str:
|
|||
|
|
"""格式化持仓信息消息"""
|
|||
|
|
if position_data and position_data.get("position"):
|
|||
|
|
pos = position_data["position"]
|
|||
|
|
direction = "多" if int(pos['type']) == 1 else "空"
|
|||
|
|
contracts = int(pos['number'])
|
|||
|
|
eth_amount = float(pos['numberConvert'])
|
|||
|
|
open_price = float(pos['openPriceAvg'])
|
|||
|
|
current_price = float(pos['markPrice'])
|
|||
|
|
unrealized_pnl = float(pos['unProfitLoss'])
|
|||
|
|
pnl_rate = float(pos['profitRate'])
|
|||
|
|
|
|||
|
|
return (
|
|||
|
|
f"【WebSea ETH-USDT 永续持仓】\n"
|
|||
|
|
f"持仓方向：{direction}\n"
|
|||
|
|
f"持仓张数：{contracts} 张\n"
|
|||
|
|
f"持仓数量(eth)：{eth_amount:.3f} ETH\n"
|
|||
|
|
f"持仓数量(usdt)：{float(pos['numberConvertU']) / 100:.3f} USDT\n"
|
|||
|
|
f"开仓均价：{open_price:.2f} USDT\n"
|
|||
|
|
f"标记现价：{current_price:.2f} USDT\n"
|
|||
|
|
f"浮动盈亏：{unrealized_pnl:+.2f} USDT ({pnl_rate:+.2f}%)\n"
|
|||
|
|
f"账户可用：{available_balance:.2f} USDT"
|
|||
|
|
)
|
|||
|
|
else:
|
|||
|
|
return (
|
|||
|
|
f"【WebSea ETH-USDT 永续持仓】\n"
|
|||
|
|
f"持仓方向：无\n"
|
|||
|
|
f"账户可用：{available_balance:.2f} USDT"
|
|||
|
|
)
|
|||
|
|
|
|||
|
|
|
|||
|
|
class TimeUtils:
|
|||
|
|
"""时间工具类"""
|
|||
|
|
|
|||
|
|
@staticmethod
|
|||
|
|
def get_current_kline_timestamp() -> int:
|
|||
|
|
"""
|
|||
|
|
获取当前K线的时间戳（30分钟K线的整点或30分时刻）
|
|||
|
|
|
|||
|
|
Returns:
|
|||
|
|
时间戳
|
|||
|
|
"""
|
|||
|
|
current_timestamp = time.time()
|
|||
|
|
current_datetime = datetime.datetime.fromtimestamp(current_timestamp)
|
|||
|
|
|
|||
|
|
# 计算距离当前时间最近的整点或30分时刻
|
|||
|
|
if current_datetime.minute < 30:
|
|||
|
|
target_datetime = current_datetime.replace(
|
|||
|
|
minute=0, second=0, microsecond=0
|
|||
|
|
)
|
|||
|
|
else:
|
|||
|
|
target_datetime = current_datetime.replace(
|
|||
|
|
minute=30, second=0, microsecond=0
|
|||
|
|
)
|
|||
|
|
|
|||
|
|
return int(target_datetime.timestamp())
|
|||
|
|
|
|||
|
|
@staticmethod
|
|||
|
|
def get_formatted_time() -> str:
|
|||
|
|
"""获取格式化的当前时间字符串"""
|
|||
|
|
timestamp = time.time()
|
|||
|
|
local_time = time.localtime(timestamp)
|
|||
|
|
return time.strftime("%Y-%m-%d %H:%M:%S", local_time)
|
|||
|
|
|
|||
|
|
@staticmethod
|
|||
|
|
def get_progress_bar_value() -> int:
|
|||
|
|
"""获取进度条的当前值（0-29）"""
|
|||
|
|
current_time = time.localtime()
|
|||
|
|
current_minute = current_time.tm_min
|
|||
|
|
return current_minute if current_minute < 30 else current_minute - 30
|
|||
|
|
|
|||
|
|
|
|||
|
|
class WeexTransaction:
|
|||
|
|
"""WebSea自动交易主类"""
|
|||
|
|
|
|||
|
|
def __init__(self, tge_id: int):
|
|||
|
|
# 配置
|
|||
|
|
self.tge_id = tge_id
|
|||
|
|
self.tge_url = "http://127.0.0.1:50326"
|
|||
|
|
self.tge_headers = {
|
|||
|
|
"Authorization": f"Bearer asp_174003986c9b0799677c5b2c1adb76e402735d753bc91a91",
|
|||
|
|
"Content-Type": "application/json"
|
|||
|
|
}
|
|||
|
|
self.trading_url = "https://www.websea.com/zh-CN/futures/ETH-USDT"
|
|||
|
|
|
|||
|
|
# 组件初始化
|
|||
|
|
self.browser_manager = BrowserManager(self.tge_id, self.tge_url, self.tge_headers)
|
|||
|
|
self.api_client = ApiClient()
|
|||
|
|
self.position_manager = None # 需要在浏览器初始化后创建
|
|||
|
|
self.trading_executor = None # 需要在浏览器初始化后创建
|
|||
|
|
self.token_manager = None # 需要在浏览器初始化后创建
|
|||
|
|
|
|||
|
|
# 状态
|
|||
|
|
self.pbar: Optional[tqdm] = None
|
|||
|
|
self.last_kline_id: Optional[int] = None
|
|||
|
|
self.kline_1: Optional[Dict] = None
|
|||
|
|
self.kline_2: Optional[Dict] = None
|
|||
|
|
self.kline_3: Optional[Dict] = None
|
|||
|
|
|
|||
|
|
def initialize(self) -> bool:
|
|||
|
|
"""初始化所有组件"""
|
|||
|
|
# 打开浏览器
|
|||
|
|
if not self.browser_manager.open_browser():
|
|||
|
|
logger.error("打开浏览器失败")
|
|||
|
|
MessageSender.send_dingtalk_message("打开浏览器失败", is_error=True)
|
|||
|
|
return False
|
|||
|
|
|
|||
|
|
# 接管浏览器
|
|||
|
|
if not self.browser_manager.take_over_browser():
|
|||
|
|
logger.error("接管浏览器失败")
|
|||
|
|
MessageSender.send_dingtalk_message("接管浏览器失败", is_error=True)
|
|||
|
|
return False
|
|||
|
|
|
|||
|
|
# 关闭多余标签页
|
|||
|
|
self.browser_manager.close_extra_tabs()
|
|||
|
|
|
|||
|
|
# 初始化需要page的组件
|
|||
|
|
page = self.browser_manager.page
|
|||
|
|
self.trading_executor = TradingExecutor(page, self.api_client)
|
|||
|
|
self.position_manager = PositionManager(self.trading_executor)
|
|||
|
|
self.token_manager = TokenManager(self.api_client, page)
|
|||
|
|
|
|||
|
|
# 打开交易页面
|
|||
|
|
page.get(url=self.trading_url)
|
|||
|
|
|
|||
|
|
# 初始化进度条
|
|||
|
|
self.pbar = tqdm(total=30, desc="等待时间中", ncols=80)
|
|||
|
|
|
|||
|
|
return True
|
|||
|
|
|
|||
|
|
def update_progress_bar(self) -> None:
|
|||
|
|
"""更新进度条"""
|
|||
|
|
if self.pbar:
|
|||
|
|
self.pbar.n = TimeUtils.get_progress_bar_value()
|
|||
|
|
self.pbar.refresh()
|
|||
|
|
|
|||
|
|
def fetch_and_update_kline(self) -> bool:
|
|||
|
|
"""获取并更新K线数据"""
|
|||
|
|
kline_data = self.api_client.get_kline_data()
|
|||
|
|
if not kline_data:
|
|||
|
|
logger.warning("获取K线数据失败")
|
|||
|
|
MessageSender.send_dingtalk_message("获取K线数据失败", is_error=True)
|
|||
|
|
return False
|
|||
|
|
|
|||
|
|
# 排序并取最后三根
|
|||
|
|
sorted_data = sorted(kline_data, key=lambda x: x["id"])
|
|||
|
|
self.kline_1, self.kline_2, self.kline_3 = sorted_data[-3:]
|
|||
|
|
|
|||
|
|
# 检查是否是新K线
|
|||
|
|
current_kline_id = self.kline_3["id"]
|
|||
|
|
if self.last_kline_id == current_kline_id:
|
|||
|
|
return False # 没有新K线
|
|||
|
|
|
|||
|
|
self.last_kline_id = current_kline_id
|
|||
|
|
return True
|
|||
|
|
|
|||
|
|
def sync_position_status(self) -> bool:
|
|||
|
|
"""同步持仓状态"""
|
|||
|
|
success, position_info = self.api_client.get_position_status()
|
|||
|
|
if not success:
|
|||
|
|
logger.error("获取持仓状态失败")
|
|||
|
|
MessageSender.send_dingtalk_message("获取持仓状态失败", is_error=True)
|
|||
|
|
return False
|
|||
|
|
|
|||
|
|
if position_info:
|
|||
|
|
pos_type = position_info.get("type", 0)
|
|||
|
|
if pos_type == 1:
|
|||
|
|
self.position_manager.current_position = 1
|
|||
|
|
elif pos_type == 2:
|
|||
|
|
self.position_manager.current_position = -1
|
|||
|
|
else:
|
|||
|
|
self.position_manager.current_position = 0
|
|||
|
|
|
|||
|
|
return True
|
|||
|
|
|
|||
|
|
def process_trading_logic(self) -> None:
|
|||
|
|
"""处理交易逻辑"""
|
|||
|
|
page = self.browser_manager.page
|
|||
|
|
|
|||
|
|
# 刷新页面
|
|||
|
|
page.get(url=self.trading_url)
|
|||
|
|
|
|||
|
|
# 获取token
|
|||
|
|
if not self.token_manager.get_token():
|
|||
|
|
logger.error("获取token失败")
|
|||
|
|
MessageSender.send_dingtalk_message("获取token失败", is_error=True)
|
|||
|
|
return
|
|||
|
|
|
|||
|
|
# 同步持仓状态
|
|||
|
|
if not self.sync_position_status():
|
|||
|
|
return
|
|||
|
|
|
|||
|
|
# 检查止损
|
|||
|
|
try:
|
|||
|
|
self.position_manager.check_stop_loss(self.kline_1, self.kline_2)
|
|||
|
|
except Exception as e:
|
|||
|
|
logger.error(f"止损检查出错: {e}")
|
|||
|
|
MessageSender.send_dingtalk_message(f"止损检查出错: {e}", is_error=True)
|
|||
|
|
return
|
|||
|
|
|
|||
|
|
# 检查交易信号
|
|||
|
|
direction, signal_type = KlineAnalyzer.check_engulfing_signal(
|
|||
|
|
prev=self.kline_1,
|
|||
|
|
curr=self.kline_2
|
|||
|
|
)
|
|||
|
|
|
|||
|
|
if direction:
|
|||
|
|
# 获取可用余额
|
|||
|
|
balance = self.api_client.get_available_balance()
|
|||
|
|
if balance is None:
|
|||
|
|
logger.error("获取可用余额失败")
|
|||
|
|
MessageSender.send_dingtalk_message("获取可用余额失败", is_error=True)
|
|||
|
|
return
|
|||
|
|
|
|||
|
|
amount = balance / 100
|
|||
|
|
|
|||
|
|
# 执行交易
|
|||
|
|
if not self.trading_executor.execute_trade(
|
|||
|
|
direction=direction,
|
|||
|
|
current_position=self.position_manager.current_position,
|
|||
|
|
amount=amount
|
|||
|
|
):
|
|||
|
|
MessageSender.send_dingtalk_message(
|
|||
|
|
f"交易执行失败，方向：{direction}",
|
|||
|
|
is_error=True
|
|||
|
|
)
|
|||
|
|
return
|
|||
|
|
|
|||
|
|
# 更新持仓状态
|
|||
|
|
if direction == "long":
|
|||
|
|
self.position_manager.current_position = 1
|
|||
|
|
elif direction == "short":
|
|||
|
|
self.position_manager.current_position = -1
|
|||
|
|
|
|||
|
|
# 发送交易消息
|
|||
|
|
MessageSender.send_dingtalk_message(
|
|||
|
|
f"信号：{direction}，开仓金额：{amount:.2f}",
|
|||
|
|
is_error=False
|
|||
|
|
)
|
|||
|
|
|
|||
|
|
# 再次同步持仓状态（交易后）
|
|||
|
|
if not self.sync_position_status():
|
|||
|
|
return
|
|||
|
|
|
|||
|
|
# 发送持仓信息
|
|||
|
|
balance = self.api_client.get_available_balance()
|
|||
|
|
if balance is not None:
|
|||
|
|
success, position_info = self.api_client.get_position_status()
|
|||
|
|
if success:
|
|||
|
|
msg = MessageSender.format_position_message(position_info, balance)
|
|||
|
|
MessageSender.send_dingtalk_message(msg, is_error=False)
|
|||
|
|
|
|||
|
|
def run(self) -> None:
|
|||
|
|
"""主运行循环"""
|
|||
|
|
# 初始化
|
|||
|
|
if not self.initialize():
|
|||
|
|
return
|
|||
|
|
|
|||
|
|
logger.info("系统初始化完成，开始运行...")
|
|||
|
|
|
|||
|
|
# 主循环
|
|||
|
|
while True:
|
|||
|
|
try:
|
|||
|
|
# 更新进度条
|
|||
|
|
self.update_progress_bar()
|
|||
|
|
|
|||
|
|
# 获取当前K线时间戳
|
|||
|
|
current_timestamp = TimeUtils.get_current_kline_timestamp()
|
|||
|
|
|
|||
|
|
# 检查是否是新K线（避免重复处理）
|
|||
|
|
if self.kline_3 and self.kline_3["id"] == current_timestamp:
|
|||
|
|
time.sleep(10)
|
|||
|
|
continue
|
|||
|
|
|
|||
|
|
# 获取并更新K线数据
|
|||
|
|
if not self.fetch_and_update_kline():
|
|||
|
|
time.sleep(10)
|
|||
|
|
continue
|
|||
|
|
|
|||
|
|
# 处理交易逻辑
|
|||
|
|
self.process_trading_logic()
|
|||
|
|
|
|||
|
|
# 重置进度条
|
|||
|
|
if self.pbar:
|
|||
|
|
self.pbar.reset()
|
|||
|
|
|
|||
|
|
# 等待一段时间
|
|||
|
|
time.sleep(5)
|
|||
|
|
|
|||
|
|
except KeyboardInterrupt:
|
|||
|
|
logger.info("收到中断信号，正在退出...")
|
|||
|
|
break
|
|||
|
|
except Exception as e:
|
|||
|
|
logger.error(f"运行出错: {e}")
|
|||
|
|
MessageSender.send_dingtalk_message(f"运行出错: {e}", is_error=True)
|
|||
|
|
time.sleep(10)
|
|||
|
|
|
|||
|
|
def action(self) -> None:
|
|||
|
|
"""兼容旧接口的方法名"""
|
|||
|
|
self.run()
|
|||
|
|
|
|||
|
|
|
|||
|
|
if __name__ == '__main__':
|
|||
|
|
transaction = WeexTransaction(tge_id=191303)
|
|||
|
|
transaction.action()
|