23423423
This commit is contained in:
27942
152
交易/weex-结构优化.py
152
交易/weex-结构优化.py
@@ -258,12 +258,12 @@ class WEEXApiClient:
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logger.error("获取余额失败：已重试3次仍未成功")
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return None
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def get_position_status(self) -> Tuple[bool, Optional[Dict]]:
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def get_position_status(self) -> Tuple[bool, Optional[List]]:
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"""
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获取持仓状态
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Returns:
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(success, position_data): success为是否成功，position_data为持仓信息
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(success, position_data): success为是否成功，position_data为持仓信息列表
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"""
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json_data = {
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'filterContractIdList': [10000002],
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@@ -449,16 +449,16 @@ class PositionManager:
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def __init__(self, trading_executor: TradingExecutor):
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self.trading_executor = trading_executor
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self.current_position: int = self.POSITION_NONE
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self.position_data: Optional[Dict] = None
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self.position_data: Optional[List] = None
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def update_position(self, position_data: Optional[Dict]) -> None:
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def update_position(self, position_data: Optional[List]) -> None:
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"""
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更新持仓状态
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Args:
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position_data: 持仓数据字典
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position_data: 持仓数据列表
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"""
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self.position_datas = position_data
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self.position_data = position_data # 修复：统一使用position_data
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if not position_data:
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self.current_position = self.POSITION_NONE
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@@ -549,70 +549,29 @@ class MessageSender:
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send_dingtalk_message(f"{prefix}{message_content}")
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@staticmethod
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def format_position_message(position_data: Optional[Dict],
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def format_position_message(position_data: Optional[List],
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current_position: int,
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current_price: float,
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available_balance: float) -> str:
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"""
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格式化持仓信息消息
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Args:
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position_data: 持仓数据
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position_data: 持仓数据列表
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current_position: 当前持仓方向 (-1:空, 0:无, 1:多)
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current_price: 当前价格
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available_balance: 可用余额
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"""
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if position_data:
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# 提取持仓信息
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fill_size = float(position_data['fillSize']) # 持仓量，单位：ETH
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fill_value = float(position_data['fillValue']) # 成交名义价值 USDT
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open_avg_price = fill_value / fill_size if fill_size > 0 else 0 # 开仓均价
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position_side = position_data.get('positionSide', '')
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legacy_direction = position_data.get('legacyOrderDirection', '')
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# 确定方向
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if legacy_direction == 'OPEN_SHORT':
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direction = "空"
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elif legacy_direction == 'OPEN_LONG':
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direction = "多"
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else:
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direction = "无"
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# 计算浮动盈亏
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if direction in ["多", "空"] and open_avg_price > 0:
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if direction == "多":
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unrealized_pnl = fill_size * (current_price - open_avg_price)
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pnl_rate = (current_price - open_avg_price) / open_avg_price * 100
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else:
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unrealized_pnl = fill_size * (open_avg_price - current_price)
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pnl_rate = (open_avg_price - current_price) / open_avg_price * 100
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pnl_str = f"{unrealized_pnl:+.2f} USDT ({pnl_rate:+.2f}%)"
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# 当前持仓名义价值
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current_value = fill_size * current_price
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return (
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"**【WEEX ETHUSDT 永续持仓监控】**\n\n"
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f"**持仓方向**：{direction}\n"
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f"**当前现价**：{current_price:.2f} USDT\n"
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f"**开仓均价**：{open_avg_price:.2f} USDT\n"
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f"**持仓数量(eth)**：{fill_size:.3f} ETH\n"
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f"**持仓数量(usdt)**：{fill_value / 100:.2f} USDT\n"
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f"**名义价值**：{current_value:.2f} USDT\n"
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f"**浮动盈亏**：{pnl_str}\n"
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f"**账户可用余额**：{available_balance:.2f} USDT"
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)
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else:
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pnl_str = "0.00 USDT"
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return (
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"**【WEEX ETHUSDT 永续持仓监控】**\n\n"
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f"**持仓方向**：无\n"
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f"**当前现价**：{current_price:.2f} USDT\n"
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f"**账户可用余额**：{available_balance:.2f} USDT"
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)
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# 根据current_position确定持仓方向
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if current_position == PositionManager.POSITION_LONG:
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direction = "多"
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elif current_position == PositionManager.POSITION_SHORT:
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direction = "空"
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else:
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direction = "无"
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# 如果没有持仓，直接返回无持仓消息
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if current_position == PositionManager.POSITION_NONE:
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return (
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"**【WEEX ETHUSDT 永续持仓监控】**\n\n"
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f"**持仓方向**：无\n"
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@@ -620,6 +579,77 @@ class MessageSender:
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f"**账户可用余额**：{available_balance:.2f} USDT"
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)
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# 如果有持仓，尝试从position_data中提取持仓信息
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if position_data and isinstance(position_data, list) and len(position_data) > 0:
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try:
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# 从列表中查找最新的开仓记录
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open_order = None
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total_fill_size = 0.0
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total_fill_value = 0.0
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for order in reversed(position_data): # 从最新到最旧遍历
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legacy_direction = order.get("legacyOrderDirection", "")
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# 查找对应方向的开仓记录
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if current_position == PositionManager.POSITION_LONG and legacy_direction == "OPEN_LONG":
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fill_size = float(order.get('fillSize', 0))
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fill_value = float(order.get('fillValue', 0))
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if fill_size > 0:
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total_fill_size += fill_size
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total_fill_value += fill_value
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if open_order is None:
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open_order = order
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elif current_position == PositionManager.POSITION_SHORT and legacy_direction == "OPEN_SHORT":
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fill_size = float(order.get('fillSize', 0))
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fill_value = float(order.get('fillValue', 0))
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if fill_size > 0:
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total_fill_size += fill_size
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total_fill_value += fill_value
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if open_order is None:
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open_order = order
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# 如果遇到平仓记录，停止累计
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if (current_position == PositionManager.POSITION_LONG and legacy_direction == "CLOSE_LONG") or \
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(current_position == PositionManager.POSITION_SHORT and legacy_direction == "CLOSE_SHORT"):
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break
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if total_fill_size > 0:
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# 计算开仓均价
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open_avg_price = total_fill_value / total_fill_size if total_fill_size > 0 else 0
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# 计算浮动盈亏
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if direction == "多":
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unrealized_pnl = total_fill_size * (current_price - open_avg_price)
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pnl_rate = (current_price - open_avg_price) / open_avg_price * 100 if open_avg_price > 0 else 0
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else: # 空
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unrealized_pnl = total_fill_size * (open_avg_price - current_price)
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pnl_rate = (open_avg_price - current_price) / open_avg_price * 100 if open_avg_price > 0 else 0
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pnl_str = f"{unrealized_pnl:+.2f} USDT ({pnl_rate:+.2f}%)"
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current_value = total_fill_size * current_price
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return (
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"**【WEEX ETHUSDT 永续持仓监控】**\n\n"
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f"**持仓方向**：{direction}\n"
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f"**当前现价**：{current_price:.2f} USDT\n"
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f"**开仓均价**：{open_avg_price:.2f} USDT\n"
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f"**持仓数量(eth)**：{total_fill_size:.3f} ETH\n"
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f"**持仓数量(usdt)**：{total_fill_value / 100:.2f} USDT\n"
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f"**名义价值**：{current_value:.2f} USDT\n"
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f"**浮动盈亏**：{pnl_str}\n"
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f"**账户可用余额**：{available_balance:.2f} USDT"
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)
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except Exception as e:
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logger.warning(f"解析持仓数据失败: {e}")
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# 如果无法解析持仓数据，至少显示持仓方向
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return (
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"**【WEEX ETHUSDT 永续持仓监控】**\n\n"
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f"**持仓方向**：{direction}\n"
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f"**当前现价**：{current_price:.2f} USDT\n"
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f"**账户可用余额**：{available_balance:.2f} USDT"
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)
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# ==================== 时间工具类 ====================
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class TimeUtils:
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@@ -859,8 +889,10 @@ class WeexTransaction:
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current_price = float(self.kline_3["close"])
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if balance is not None:
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position_info = self.position_manager.position_data
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current_pos = self.position_manager.current_position
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msg = MessageSender.format_position_message(
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position_info,
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current_pos,
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current_price,
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balance
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)
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