fewfef
This commit is contained in:
27942
@@ -1,291 +0,0 @@
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import time
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import uuid
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import datetime
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from tqdm import tqdm
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from loguru import logger
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from bitmart.api_contract import APIContract
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from bitmart.lib.cloud_exceptions import APIException
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from 交易.tools import send_dingtalk_message
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class BitmartFuturesTransaction:
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def __init__(self):
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self.api_key = "a0fb7b98464fd9bcce67e7c519d58ec10d0c38a8"
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self.secret_key = "4eaeba78e77aeaab1c2027f846a276d164f264a44c2c1bb1c5f3be50c8de1ca5"
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self.memo = "合约交易"
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self.contract_symbol = "ETHUSDT"
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self.contractAPI = APIContract(self.api_key, self.secret_key, self.memo, timeout=(5, 15))
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self.start = 0 # 持仓状态: -1 空, 0 无, 1 多
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self.direction = None
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self.pbar = tqdm(total=30, desc="等待K线", ncols=80)
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self.last_kline_time = None
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self.leverage = "100" # 高杠杆（全仓模式下可开更大仓位）
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self.open_type = "cross" # 全仓模式（你的“成本开仓”需求）
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self.risk_percent = 0.01 # 每次开仓使用可用余额的 1%
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self.open_avg_price = None # 开仓价格
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self.current_amount = None # 持仓量
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def is_bullish(self, c):
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return float(c['close']) > float(c['open'])
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def is_bearish(self, c):
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return float(c['close']) < float(c['open'])
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def is_trending(self, klines):
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"""判断是否为单边行情，通过布林带或RSI"""
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close_prices = [kline['close'] for kline in klines]
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rsi_value = self.calculate_rsi(close_prices, 14) # 使用14期的RSI
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if rsi_value > 70 or rsi_value < 30:
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return True # 单边行情
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return False # 震荡行情
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def calculate_rsi(self, prices, period=14):
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"""计算RSI指标"""
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deltas = [prices[i] - prices[i - 1] for i in range(1, len(prices))]
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gains = [delta if delta > 0 else 0 for delta in deltas]
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losses = [-delta if delta < 0 else 0 for delta in deltas]
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avg_gain = sum(gains[:period]) / period
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avg_loss = sum(losses[:period]) / period
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rs = avg_gain / avg_loss if avg_loss != 0 else 0
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rsi = 100 - (100 / (1 + rs))
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return rsi
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def get_klines(self):
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"""获取最近3根30分钟K线（step=30）"""
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try:
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end_time = int(time.time())
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# 获取足够多的条目确保有最新3根
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response = self.contractAPI.get_kline(
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contract_symbol=self.contract_symbol,
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step=30, # 30分钟
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start_time=end_time - 3600 * 10, # 取最近10小时
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end_time=end_time
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)[0]["data"]
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# 每根: [timestamp, open, high, low, close, volume]
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formatted = []
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for k in response:
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formatted.append({
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'id': int(k["timestamp"]),
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'open': float(k["open_price"]),
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'high': float(k["high_price"]),
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'low': float(k["low_price"]),
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'close': float(k["close_price"])
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})
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formatted.sort(key=lambda x: x['id'])
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return formatted # 最近3根: kline_1 (最老), kline_2, kline_3 (最新)
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except Exception as e:
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logger.error(f"获取K线异常: {e}")
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self.ding(error=True, msg="获取K线异常")
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return None
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def get_current_price(self):
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"""获取当前最新价格，用于计算张数"""
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try:
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end_time = int(time.time())
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response = self.contractAPI.get_kline(
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contract_symbol=self.contract_symbol,
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step=1, # 1分钟
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start_time=end_time - 3600 * 10, # 取最近10小时
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end_time=end_time
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)[0]
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if response['code'] == 1000:
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return float(response['data'][0]["close_price"])
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return None
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except Exception as e:
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logger.error(f"获取价格异常: {e}")
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return None
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def get_available_balance(self):
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"""获取合约账户可用USDT余额"""
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try:
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response = self.contractAPI.get_assets_detail()[0]
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if response['code'] == 1000:
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data = response['data']
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if isinstance(data, dict):
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return float(data.get('available_balance', 0))
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elif isinstance(data, list):
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for asset in data:
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if asset.get('currency') == 'USDT':
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return float(asset.get('available_balance', 0))
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return None
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except Exception as e:
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logger.error(f"余额查询异常: {e}")
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return None
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def get_position_status(self):
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"""获取当前持仓方向"""
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try:
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response = self.contractAPI.get_position(contract_symbol=self.contract_symbol)[0]
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if response['code'] == 1000:
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positions = response['data']
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if not positions:
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self.start = 0
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return True
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self.start = 1 if positions[0]['position_type'] == 1 else -1
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self.open_avg_price = positions[0]['open_avg_price']
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self.current_amount = positions[0]['current_amount']
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self.position_cross = positions[0]["position_cross"]
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return True
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else:
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return False
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except Exception as e:
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logger.error(f"持仓查询异常: {e}")
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return False
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def calculate_size(self):
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"""计算开仓张数：使用可用余额的1%作为保证金"""
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balance = self.get_available_balance()
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self.balance = balance
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if not balance or balance < 10:
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logger.warning("余额不足，无法开仓")
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return 0
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price = self.get_current_price()
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if not price:
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price = 3000 # 保守估计，避免size过大
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leverage = int(self.leverage)
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margin = balance * self.risk_percent # 使用1%余额
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# ETHUSDT 1张 ≈ 0.001 ETH
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size = int((margin * leverage) / (price * 0.001))
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size = max(1, size)
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logger.info(f"余额 {balance:.2f} USDT → 使用 {margin:.2f} USDT (1%) → 开仓 {size} 张 (价格≈{price})")
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return size
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def place_market_order(self, side: int, size: int):
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if size <= 0:
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return False
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client_order_id = f"auto_{int(time.time())}_{uuid.uuid4().hex[:8]}"
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try:
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response = self.contractAPI.post_submit_order(
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contract_symbol=self.contract_symbol,
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client_order_id=client_order_id,
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side=side,
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mode=1,
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type='market',
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leverage=self.leverage,
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open_type=self.open_type,
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size=size
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)[0]
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if response['code'] == 1000:
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logger.success(
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f"下单成功: {'开多' if side in [1] else '开空' if side in [4] else '平多' if side in [3] else '平空'} {size}张")
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return True
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else:
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logger.error(f"下单失败: {response}")
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return False
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except APIException as e:
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logger.error(f"API下单异常: {e}")
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return False
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def check_signal(self, prev, curr):
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"""简化英戈尔夫形态"""
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if self.is_bullish(curr) and self.is_bearish(prev) and float(curr['close']) >= float(prev['open']):
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return "long"
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if self.is_bearish(curr) and self.is_bullish(prev) and float(curr['close']) <= float(prev['open']):
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return "short"
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return None
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def execute_trade(self):
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"""执行交易逻辑，根据市场状态切换策略"""
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klines = self.get_klines()
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if not klines or len(klines) < 3:
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return
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if self.is_trending(klines): # 单边行情
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self.direction = self.check_signal(klines[1], klines[2])
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if self.direction:
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logger.success(f"检测到{self.direction}信号，准备开仓（用余额1%）")
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self.execute_trade() # 执行趋势跟随交易
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else: # 震荡行情
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self.execute_grid_trade() # 执行网格交易策略
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def execute_grid_trade(self):
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"""网格交易策略"""
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logger.info("开始网格交易")
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# 获取当前价格
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current_price = self.get_current_price()
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if not current_price:
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logger.error("无法获取当前价格，网格交易无法执行")
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return
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# 假设的网格区间（可以根据需要调整）
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grid_step = 10 # 每次10USDT为一个网格
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grid_size = 1 # 每次开仓数量，单位ETH
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# 计算上网格和下网格价格
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lower_price = current_price - grid_step # 下网格价格
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upper_price = current_price + grid_step # 上网格价格
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# 生成买卖网格订单
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try:
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# 设置买单
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buy_order = self.place_market_order(side=1, size=grid_size) # 开多
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if buy_order:
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logger.info(f"已成功设置买单，买入价格：{lower_price}，数量：{grid_size} ETH")
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# 设置卖单
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sell_order = self.place_market_order(side=4, size=grid_size) # 开空
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if sell_order:
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logger.info(f"已成功设置卖单，卖出价格：{upper_price}，数量：{grid_size} ETH")
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except Exception as e:
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logger.error(f"网格交易下单失败: {e}")
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def set_leverage(self):
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"""程序启动时设置全仓 + 高杠杆"""
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try:
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response = self.contractAPI.post_submit_leverage(
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contract_symbol=self.contract_symbol,
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leverage=self.leverage,
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open_type=self.open_type
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)[0]
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if response['code'] == 1000:
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logger.success(f"全仓模式 + {self.leverage}x 杠杆设置成功")
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return True
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else:
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logger.error(f"杠杆设置失败: {response}")
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return False
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except Exception as e:
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logger.error(f"设置杠杆异常: {e}")
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return False
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def action(self):
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# 启动时设置全仓高杠杆
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if not self.set_leverage():
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logger.error("杠杆设置失败，程序继续运行但可能下单失败")
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return
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while True:
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current_minute = datetime.datetime.now().minute
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if current_minute < 30:
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self.pbar.n = current_minute
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else:
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self.pbar.n = current_minute - 30
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self.pbar.refresh()
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self.execute_trade()
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time.sleep(2) # 高频交易，减少等待时间
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if __name__ == '__main__':
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BitmartFuturesTransaction().action()
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Binary file not shown.
860
bitmart/交易.py
Normal file
860
bitmart/交易.py
Normal file
@@ -0,0 +1,860 @@
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"""
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BitMart 被动做市/高频刷单策略
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核心逻辑：在盘口两侧不断挂单，赚取价差+返佣
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"""
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import time
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import requests
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from loguru import logger
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from threading import Lock
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from dataclasses import dataclass
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from typing import Optional, Dict, List, Tuple
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from bitmart.api_contract import APIContract
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from DrissionPage import ChromiumPage, ChromiumOptions
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from 交易.tools import send_dingtalk_message
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# ================================================================
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# 📊 配置类
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# ================================================================
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@dataclass
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class MarketMakingConfig:
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"""做市策略配置"""
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# API配置（仅用于查询，不下单）
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api_key: str = "a0fb7b98464fd9bcce67e7c519d58ec10d0c38a8"
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secret_key: str = "4eaeba78e77aeaab1c2027f846a276d164f264a44c2c1bb1c5f3be50c8de1ca5"
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memo: str = "合约交易"
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contract_symbol: str = "ETHUSDT"
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# 浏览器配置
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tge_id: int = 196495 # TGE浏览器ID
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tge_url: str = "http://127.0.0.1:50326"
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tge_headers: Dict = None
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trading_url: str = "https://derivatives.bitmart.com/zh-CN/futures/ETHUSDT"
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# 做市参数
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spread_percent: float = 0.01 # 价差百分比（0.01% = 买一卖一之间）
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order_size_usdt: float = 10.0 # 每单金额（USDT）
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max_position_usdt: float = 100.0 # 最大持仓金额（USDT）
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# 订单管理
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order_refresh_interval: float = 2.0 # 订单刷新间隔（秒）
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order_timeout: float = 60.0 # 订单超时时间（秒），超时后撤单重新挂
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# 风险控制
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max_daily_loss: float = 50.0 # 每日最大亏损（USDT）
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max_daily_trades: int = 1000 # 每日最大交易次数
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# 杠杆和模式
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leverage: str = "100" # 杠杆倍数
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open_type: str = "cross" # 全仓模式
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def __post_init__(self):
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"""初始化TGE headers"""
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if self.tge_headers is None:
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self.tge_headers = {
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"Authorization": "Bearer asp_174003986c9b0799677c5b2c1adb76e402735d753bc91a91",
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"Content-Type": "application/json"
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}
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# ================================================================
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# 📊 订单簿数据结构
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# ================================================================
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@dataclass
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class OrderBook:
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"""订单簿数据"""
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bids: List[Tuple[float, float]] # [(价格, 数量), ...] 买盘，价格从高到低
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asks: List[Tuple[float, float]] # [(价格, 数量), ...] 卖盘，价格从低到高
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timestamp: float
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@property
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def best_bid(self) -> Optional[float]:
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"""买一价"""
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return self.bids[0][0] if self.bids else None
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@property
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def best_ask(self) -> Optional[float]:
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"""卖一价"""
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return self.asks[0][0] if self.asks else None
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@property
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def spread(self) -> Optional[float]:
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"""价差"""
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if self.best_bid and self.best_ask:
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return self.best_ask - self.best_bid
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return None
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@property
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def mid_price(self) -> Optional[float]:
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"""中间价"""
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if self.best_bid and self.best_ask:
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return (self.best_bid + self.best_ask) / 2
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return None
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@dataclass
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class PendingOrder:
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""" pending订单信息"""
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order_id: str
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side: str # "buy" or "sell"
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price: float
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size: float
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create_time: float
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status: str # "pending", "filled", "cancelled"
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# ================================================================
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# 📊 浏览器管理器
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# ================================================================
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class BrowserManager:
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"""浏览器管理器：负责浏览器的启动、接管和标签页管理"""
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def __init__(self, config: MarketMakingConfig):
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self.config = config
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self.tge_port: Optional[int] = None
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self.page: Optional[ChromiumPage] = None
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def open_browser(self) -> bool:
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"""打开浏览器并获取端口"""
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try:
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response = requests.post(
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f"{self.config.tge_url}/api/browser/start",
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json={"envId": self.config.tge_id},
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headers=self.config.tge_headers,
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timeout=10
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)
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self.tge_port = response.json()["data"]["port"]
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logger.success(f"成功打开浏览器，端口：{self.tge_port}")
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return True
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except Exception as e:
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logger.error(f"打开浏览器失败: {e}")
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return False
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||||
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def take_over_browser(self) -> bool:
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||||
"""接管浏览器"""
|
||||
if not self.tge_port:
|
||||
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()
|
||||
logger.success("成功接管浏览器")
|
||||
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()
|
||||
closed_count = 0
|
||||
for idx, tab in enumerate(tabs):
|
||||
if idx == 0:
|
||||
continue
|
||||
tab.close()
|
||||
closed_count += 1
|
||||
if closed_count > 0:
|
||||
logger.info(f"已关闭{closed_count}个多余标签页")
|
||||
return True
|
||||
except Exception as e:
|
||||
logger.warning(f"关闭多余标签页失败: {e}")
|
||||
return False
|
||||
|
||||
|
||||
# ================================================================
|
||||
# 📊 浏览器交易执行器
|
||||
# ================================================================
|
||||
|
||||
class BrowserTradingExecutor:
|
||||
"""浏览器交易执行器：通过浏览器自动化下单（获取高返佣）"""
|
||||
|
||||
def __init__(self, page: ChromiumPage):
|
||||
self.page = page
|
||||
|
||||
def click_safe(self, xpath: str, sleep: float = 0.5) -> bool:
|
||||
"""安全点击"""
|
||||
try:
|
||||
ele = self.page.ele(xpath)
|
||||
if not ele:
|
||||
return False
|
||||
ele.scroll.to_see(center=True)
|
||||
time.sleep(sleep)
|
||||
ele.click()
|
||||
return True
|
||||
except Exception as e:
|
||||
logger.error(f"点击失败 {xpath}: {e}")
|
||||
return False
|
||||
|
||||
def 开单(self, marketPriceLongOrder: int = 0, limitPriceShortOrder: int = 0,
|
||||
size: Optional[float] = None, price: Optional[float] = None) -> bool:
|
||||
"""
|
||||
开单操作（通过浏览器自动化，获取高返佣）
|
||||
|
||||
Args:
|
||||
marketPriceLongOrder: 市价最多或者做空，1是最多，-1是做空
|
||||
limitPriceShortOrder: 限价最多或者做空，1是最多，-1是做空
|
||||
size: 数量
|
||||
price: 价格（限价单需要）
|
||||
|
||||
Returns:
|
||||
是否成功
|
||||
"""
|
||||
try:
|
||||
# 市价单
|
||||
if marketPriceLongOrder == -1:
|
||||
# 市价做空
|
||||
if not self.click_safe('x://button[normalize-space(text()) ="市价"]'):
|
||||
return False
|
||||
self.page.ele('x://*[@id="size_0"]').input(size)
|
||||
if not self.click_safe('x://span[normalize-space(text()) ="卖出/做空"]'):
|
||||
return False
|
||||
logger.success(f"市价做空成功: {size}")
|
||||
return True
|
||||
|
||||
elif marketPriceLongOrder == 1:
|
||||
# 市价做多
|
||||
if not self.click_safe('x://button[normalize-space(text()) ="市价"]'):
|
||||
return False
|
||||
self.page.ele('x://*[@id="size_0"]').input(size)
|
||||
if not self.click_safe('x://span[normalize-space(text()) ="买入/做多"]'):
|
||||
return False
|
||||
logger.success(f"市价做多成功: {size}")
|
||||
return True
|
||||
|
||||
# 限价单
|
||||
if limitPriceShortOrder == -1:
|
||||
# 限价做空
|
||||
if not self.click_safe('x://button[normalize-space(text()) ="限价"]'):
|
||||
return False
|
||||
self.page.ele('x://*[@id="price_0"]').input(vals=price, clear=True)
|
||||
time.sleep(1)
|
||||
self.page.ele('x://*[@id="size_0"]').input(size)
|
||||
if not self.click_safe('x://span[normalize-space(text()) ="卖出/做空"]'):
|
||||
return False
|
||||
logger.success(f"限价做空成功: {size} @ {price}")
|
||||
return True
|
||||
|
||||
elif limitPriceShortOrder == 1:
|
||||
# 限价做多
|
||||
if not self.click_safe('x://button[normalize-space(text()) ="限价"]'):
|
||||
return False
|
||||
self.page.ele('x://*[@id="price_0"]').input(vals=price, clear=True)
|
||||
time.sleep(1)
|
||||
self.page.ele('x://*[@id="size_0"]').input(size)
|
||||
if not self.click_safe('x://span[normalize-space(text()) ="买入/做多"]'):
|
||||
return False
|
||||
logger.success(f"限价做多成功: {size} @ {price}")
|
||||
return True
|
||||
|
||||
return False
|
||||
except Exception as e:
|
||||
logger.error(f"开单异常: {e}")
|
||||
return False
|
||||
|
||||
def 平仓(self) -> bool:
|
||||
"""市价平仓"""
|
||||
try:
|
||||
if self.click_safe('x://span[normalize-space(text()) ="市价"]'):
|
||||
logger.success("平仓成功")
|
||||
return True
|
||||
return False
|
||||
except Exception as e:
|
||||
logger.error(f"平仓异常: {e}")
|
||||
return False
|
||||
|
||||
def place_limit_order(self, side: str, price: float, size: float) -> bool:
|
||||
"""
|
||||
下限价单（通过浏览器）
|
||||
|
||||
Args:
|
||||
side: "buy" 或 "sell"
|
||||
price: 价格
|
||||
size: 数量（张数）
|
||||
|
||||
Returns:
|
||||
是否成功
|
||||
"""
|
||||
try:
|
||||
# size已经是张数，直接使用
|
||||
if side == "buy":
|
||||
# 限价做多
|
||||
return self.开单(limitPriceShortOrder=1, size=size, price=price)
|
||||
else:
|
||||
# 限价做空
|
||||
return self.开单(limitPriceShortOrder=-1, size=size, price=price)
|
||||
except Exception as e:
|
||||
logger.error(f"限价下单异常: {e}")
|
||||
return False
|
||||
|
||||
|
||||
# ================================================================
|
||||
# 📊 BitMart API 封装（仅用于查询，不下单）
|
||||
# ================================================================
|
||||
|
||||
class BitMartMarketMakerAPI:
|
||||
"""BitMart做市API封装"""
|
||||
|
||||
def __init__(self, config: MarketMakingConfig):
|
||||
self.config = config
|
||||
self.contractAPI = APIContract(
|
||||
config.api_key,
|
||||
config.secret_key,
|
||||
config.memo,
|
||||
timeout=(5, 15)
|
||||
)
|
||||
|
||||
def get_order_book(self, depth: int = 20) -> Optional[OrderBook]:
|
||||
"""
|
||||
获取订单簿
|
||||
|
||||
Args:
|
||||
depth: 深度数量
|
||||
|
||||
Returns:
|
||||
OrderBook对象或None
|
||||
"""
|
||||
try:
|
||||
# BitMart合约API获取深度数据
|
||||
# 注意：需要根据实际API方法调整，可能是 get_depth 或 get_market_depth
|
||||
response = self.contractAPI.get_depth(
|
||||
contract_symbol=self.config.contract_symbol,
|
||||
size=depth
|
||||
)[0]
|
||||
|
||||
if response.get('code') == 1000:
|
||||
data = response.get('data', {})
|
||||
# BitMart返回格式可能是不同的，需要根据实际调整
|
||||
bids = []
|
||||
asks = []
|
||||
|
||||
if isinstance(data, dict):
|
||||
bids_raw = data.get('bids', [])
|
||||
asks_raw = data.get('asks', [])
|
||||
|
||||
# 处理不同格式
|
||||
for b in bids_raw:
|
||||
if isinstance(b, (list, tuple)) and len(b) >= 2:
|
||||
bids.append((float(b[0]), float(b[1])))
|
||||
elif isinstance(b, dict):
|
||||
bids.append((float(b.get('price', 0)), float(b.get('size', 0))))
|
||||
|
||||
for a in asks_raw:
|
||||
if isinstance(a, (list, tuple)) and len(a) >= 2:
|
||||
asks.append((float(a[0]), float(a[1])))
|
||||
elif isinstance(a, dict):
|
||||
asks.append((float(a.get('price', 0)), float(a.get('size', 0))))
|
||||
|
||||
# 买盘按价格从高到低排序，卖盘按价格从低到高排序
|
||||
bids.sort(key=lambda x: x[0], reverse=True)
|
||||
asks.sort(key=lambda x: x[0])
|
||||
|
||||
if bids and asks:
|
||||
return OrderBook(
|
||||
bids=bids,
|
||||
asks=asks,
|
||||
timestamp=time.time()
|
||||
)
|
||||
return None
|
||||
except Exception as e:
|
||||
logger.error(f"获取订单簿异常: {e}")
|
||||
return None
|
||||
|
||||
def get_current_price(self) -> Optional[float]:
|
||||
"""获取当前最新价格"""
|
||||
try:
|
||||
end_time = int(time.time())
|
||||
response = self.contractAPI.get_kline(
|
||||
contract_symbol=self.config.contract_symbol,
|
||||
step=1, # 1分钟
|
||||
start_time=end_time - 60,
|
||||
end_time=end_time
|
||||
)[0]
|
||||
|
||||
if response.get('code') == 1000:
|
||||
data = response.get('data', [])
|
||||
if data:
|
||||
return float(data[-1]["close_price"])
|
||||
return None
|
||||
except Exception as e:
|
||||
logger.error(f"获取价格异常: {e}")
|
||||
return None
|
||||
|
||||
def get_available_balance(self) -> Optional[float]:
|
||||
"""获取合约账户可用USDT余额"""
|
||||
try:
|
||||
response = self.contractAPI.get_assets_detail()[0]
|
||||
if response.get('code') == 1000:
|
||||
data = response['data']
|
||||
if isinstance(data, dict):
|
||||
return float(data.get('available_balance', 0))
|
||||
elif isinstance(data, list):
|
||||
for asset in data:
|
||||
if asset.get('currency') == 'USDT':
|
||||
return float(asset.get('available_balance', 0))
|
||||
return None
|
||||
except Exception as e:
|
||||
logger.error(f"余额查询异常: {e}")
|
||||
return None
|
||||
|
||||
def get_position(self) -> Optional[Dict]:
|
||||
"""获取当前持仓"""
|
||||
try:
|
||||
response = self.contractAPI.get_position(
|
||||
contract_symbol=self.config.contract_symbol
|
||||
)[0]
|
||||
|
||||
if response.get('code') == 1000:
|
||||
positions = response.get('data', [])
|
||||
if positions:
|
||||
return positions[0]
|
||||
return None
|
||||
return None
|
||||
except Exception as e:
|
||||
logger.error(f"持仓查询异常: {e}")
|
||||
return None
|
||||
|
||||
def set_leverage(self) -> bool:
|
||||
"""设置杠杆和全仓模式"""
|
||||
try:
|
||||
response = self.contractAPI.post_submit_leverage(
|
||||
contract_symbol=self.config.contract_symbol,
|
||||
leverage=self.config.leverage,
|
||||
open_type=self.config.open_type
|
||||
)[0]
|
||||
|
||||
if response.get('code') == 1000:
|
||||
logger.success(f"全仓模式 + {self.config.leverage}x 杠杆设置成功")
|
||||
return True
|
||||
else:
|
||||
logger.error(f"杠杆设置失败: {response}")
|
||||
return False
|
||||
except Exception as e:
|
||||
logger.error(f"设置杠杆异常: {e}")
|
||||
return False
|
||||
|
||||
# 注意：下单操作已改为浏览器自动化，这里不再提供API下单方法
|
||||
|
||||
|
||||
# ================================================================
|
||||
# 📊 做市策略核心
|
||||
# ================================================================
|
||||
|
||||
class MarketMakingStrategy:
|
||||
"""被动做市策略（使用浏览器自动化下单，获取高返佣）"""
|
||||
|
||||
def __init__(self, config: MarketMakingConfig):
|
||||
self.config = config
|
||||
self.api = BitMartMarketMakerAPI(config) # 仅用于查询
|
||||
|
||||
# 浏览器管理
|
||||
self.browser_manager = BrowserManager(config)
|
||||
self.trading_executor: Optional[BrowserTradingExecutor] = None
|
||||
|
||||
# 订单管理（使用时间戳作为订单ID，因为浏览器下单无法直接获取订单ID）
|
||||
self.pending_orders: Dict[str, PendingOrder] = {}
|
||||
self.order_lock = Lock()
|
||||
|
||||
# 统计
|
||||
self.daily_trades = 0
|
||||
self.daily_profit = 0.0
|
||||
self.total_trades = 0
|
||||
self.total_profit = 0.0
|
||||
|
||||
# 运行状态
|
||||
self.running = False
|
||||
self.last_order_refresh = 0.0
|
||||
|
||||
# 初始化浏览器和杠杆
|
||||
self._initialize_browser()
|
||||
self.api.set_leverage()
|
||||
|
||||
def _initialize_browser(self) -> bool:
|
||||
"""初始化浏览器"""
|
||||
try:
|
||||
# 打开浏览器
|
||||
if not self.browser_manager.open_browser():
|
||||
logger.error("打开浏览器失败")
|
||||
return False
|
||||
|
||||
# 接管浏览器
|
||||
if not self.browser_manager.take_over_browser():
|
||||
logger.error("接管浏览器失败")
|
||||
return False
|
||||
|
||||
# 关闭多余标签页
|
||||
self.browser_manager.close_extra_tabs()
|
||||
|
||||
# 打开交易页面
|
||||
self.browser_manager.page.get(self.config.trading_url)
|
||||
time.sleep(2) # 等待页面加载
|
||||
|
||||
# 初始化交易执行器
|
||||
self.trading_executor = BrowserTradingExecutor(self.browser_manager.page)
|
||||
|
||||
logger.success("浏览器初始化完成")
|
||||
return True
|
||||
except Exception as e:
|
||||
logger.error(f"浏览器初始化异常: {e}")
|
||||
return False
|
||||
|
||||
def calculate_order_prices(self, order_book: OrderBook) -> Tuple[Optional[float], Optional[float]]:
|
||||
"""
|
||||
计算挂单价格
|
||||
|
||||
Args:
|
||||
order_book: 订单簿
|
||||
|
||||
Returns:
|
||||
(buy_price, sell_price)
|
||||
"""
|
||||
if not order_book.mid_price or not order_book.best_bid or not order_book.best_ask:
|
||||
return None, None
|
||||
|
||||
mid = order_book.mid_price
|
||||
spread_amount = mid * self.config.spread_percent / 100
|
||||
|
||||
# 买单价格：中间价 - 价差的一半，但不能低于买一
|
||||
buy_price = mid - spread_amount / 2
|
||||
buy_price = min(buy_price, order_book.best_bid * 0.9999) # 略低于买一，确保能成交
|
||||
|
||||
# 卖单价格：中间价 + 价差的一半，但不能高于卖一
|
||||
sell_price = mid + spread_amount / 2
|
||||
sell_price = max(sell_price, order_book.best_ask * 1.0001) # 略高于卖一，确保能成交
|
||||
|
||||
# 确保价差合理
|
||||
if sell_price <= buy_price:
|
||||
# 如果价差太小，使用买一卖一价格
|
||||
buy_price = order_book.best_bid * 0.9999
|
||||
sell_price = order_book.best_ask * 1.0001
|
||||
|
||||
return buy_price, sell_price
|
||||
|
||||
def should_refresh_orders(self) -> bool:
|
||||
"""判断是否需要刷新订单"""
|
||||
now = time.time()
|
||||
if now - self.last_order_refresh >= self.config.order_refresh_interval:
|
||||
return True
|
||||
return False
|
||||
|
||||
def cancel_stale_orders(self):
|
||||
"""撤销超时订单（通过浏览器刷新页面，手动撤销）"""
|
||||
now = time.time()
|
||||
to_cancel = []
|
||||
|
||||
with self.order_lock:
|
||||
for order_id, order in self.pending_orders.items():
|
||||
if order.status == "pending":
|
||||
if now - order.create_time > self.config.order_timeout:
|
||||
to_cancel.append(order_id)
|
||||
|
||||
# 如果有超时订单，刷新页面（页面会自动显示最新挂单状态）
|
||||
if to_cancel:
|
||||
logger.info(f"发现{len(to_cancel)}个超时订单，刷新页面")
|
||||
try:
|
||||
self.browser_manager.page.refresh()
|
||||
time.sleep(1)
|
||||
# 注意：实际撤销操作需要在页面上手动点击，这里只是标记
|
||||
with self.order_lock:
|
||||
for order_id in to_cancel:
|
||||
if order_id in self.pending_orders:
|
||||
self.pending_orders[order_id].status = "cancelled"
|
||||
except Exception as e:
|
||||
logger.error(f"刷新页面失败: {e}")
|
||||
|
||||
def update_pending_orders(self):
|
||||
"""更新挂单状态（通过持仓变化判断订单是否成交）"""
|
||||
try:
|
||||
# 获取当前持仓
|
||||
current_position = self.api.get_position()
|
||||
current_position_type = 0
|
||||
current_position_amount = 0.0
|
||||
|
||||
if current_position:
|
||||
current_position_type = int(current_position.get('position_type', 0))
|
||||
current_position_amount = abs(float(current_position.get('current_amount', 0)))
|
||||
|
||||
with self.order_lock:
|
||||
# 检查挂单是否成交（通过持仓变化判断）
|
||||
for order_id, order in list(self.pending_orders.items()):
|
||||
if order.status == "pending":
|
||||
# 检查订单是否超时
|
||||
if time.time() - order.create_time > self.config.order_timeout:
|
||||
# 订单超时，标记为取消
|
||||
order.status = "cancelled"
|
||||
logger.info(f"订单超时: {order_id} {order.side} @ {order.price}")
|
||||
continue
|
||||
|
||||
# 简单判断：如果持仓方向与订单方向一致，可能已成交
|
||||
# 注意：这个方法不够精确，实际应该通过API查询挂单状态
|
||||
# 但由于使用浏览器下单，无法直接获取订单ID，这里简化处理
|
||||
# 建议：定期刷新页面，通过页面上的挂单列表判断
|
||||
pass
|
||||
except Exception as e:
|
||||
logger.error(f"更新挂单状态异常: {e}")
|
||||
|
||||
def _place_counter_order(self, filled_order: PendingOrder):
|
||||
"""
|
||||
订单成交后，在另一侧挂单
|
||||
|
||||
Args:
|
||||
filled_order: 已成交的订单
|
||||
"""
|
||||
# 等待一小段时间，确保订单状态更新
|
||||
time.sleep(0.1)
|
||||
|
||||
order_book = self.api.get_order_book()
|
||||
if not order_book:
|
||||
logger.warning("无法获取订单簿，无法挂反向单")
|
||||
return
|
||||
|
||||
# 计算反向订单价格
|
||||
buy_price, sell_price = self.calculate_order_prices(order_book)
|
||||
|
||||
if filled_order.side == "buy":
|
||||
# 买单成交，挂卖单
|
||||
if sell_price and self.trading_executor:
|
||||
contract_size = self.config.order_size_usdt / sell_price / 0.01
|
||||
if contract_size < 1:
|
||||
contract_size = 1
|
||||
|
||||
if self.trading_executor.place_limit_order("sell", sell_price, contract_size):
|
||||
order_id = f"sell_{int(time.time() * 1000)}"
|
||||
with self.order_lock:
|
||||
self.pending_orders[order_id] = PendingOrder(
|
||||
order_id=order_id,
|
||||
side="sell",
|
||||
price=sell_price,
|
||||
size=self.config.order_size_usdt,
|
||||
create_time=time.time(),
|
||||
status="pending"
|
||||
)
|
||||
logger.info(f"买单成交后挂卖单: {sell_price}, 订单ID: {order_id}")
|
||||
else:
|
||||
logger.warning("买单成交后挂卖单失败")
|
||||
else:
|
||||
# 卖单成交，挂买单平空或开多
|
||||
if buy_price and self.trading_executor:
|
||||
contract_size = self.config.order_size_usdt / buy_price / 0.01
|
||||
if contract_size < 1:
|
||||
contract_size = 1
|
||||
|
||||
if self.trading_executor.place_limit_order("buy", buy_price, contract_size):
|
||||
order_id = f"buy_{int(time.time() * 1000)}"
|
||||
with self.order_lock:
|
||||
self.pending_orders[order_id] = PendingOrder(
|
||||
order_id=order_id,
|
||||
side="buy",
|
||||
price=buy_price,
|
||||
size=self.config.order_size_usdt,
|
||||
create_time=time.time(),
|
||||
status="pending"
|
||||
)
|
||||
logger.info(f"卖单成交后挂买单: {buy_price}, 订单ID: {order_id}")
|
||||
else:
|
||||
logger.warning("卖单成交后挂买单失败")
|
||||
|
||||
def place_market_making_orders(self):
|
||||
"""放置做市订单"""
|
||||
# 获取订单簿
|
||||
order_book = self.api.get_order_book()
|
||||
if not order_book or not order_book.mid_price:
|
||||
logger.warning("无法获取订单簿")
|
||||
return
|
||||
|
||||
# 检查持仓
|
||||
position = self.api.get_position()
|
||||
position_value = 0.0
|
||||
if position:
|
||||
current_price = order_book.mid_price
|
||||
position_value = abs(float(position.get('current_amount', 0)) * current_price)
|
||||
|
||||
# 如果持仓超过限制，只挂反向单
|
||||
if position_value >= self.config.max_position_usdt:
|
||||
logger.warning(f"持仓超过限制: {position_value} USDT")
|
||||
# 只挂反向单平仓
|
||||
if position and float(position.get('position_type', 0)) == 1: # 多仓
|
||||
# 挂卖单平多
|
||||
_, sell_price = self.calculate_order_prices(order_book)
|
||||
if sell_price:
|
||||
self.api.place_limit_order("sell", sell_price, self.config.order_size_usdt)
|
||||
elif position and float(position.get('position_type', 0)) == 2: # 空仓
|
||||
# 挂买单平空
|
||||
buy_price, _ = self.calculate_order_prices(order_book)
|
||||
if buy_price:
|
||||
self.api.place_limit_order("buy", buy_price, self.config.order_size_usdt)
|
||||
return
|
||||
|
||||
# 计算挂单价格
|
||||
buy_price, sell_price = self.calculate_order_prices(order_book)
|
||||
|
||||
if not buy_price or not sell_price:
|
||||
return
|
||||
|
||||
# 检查当前挂单数量
|
||||
with self.order_lock:
|
||||
pending_buy_count = sum(1 for o in self.pending_orders.values()
|
||||
if o.side == "buy" and o.status == "pending")
|
||||
pending_sell_count = sum(1 for o in self.pending_orders.values()
|
||||
if o.side == "sell" and o.status == "pending")
|
||||
|
||||
# 如果两侧都有挂单，不重复挂
|
||||
if pending_buy_count > 0 and pending_sell_count > 0:
|
||||
return
|
||||
|
||||
# 挂买单（通过浏览器）
|
||||
if pending_buy_count == 0:
|
||||
# 计算张数（根据合约规格调整）
|
||||
# 假设页面输入框单位是张数，需要将USDT金额转换为张数
|
||||
# size_usdt / price = ETH数量，再除以合约面值得到张数
|
||||
contract_size = self.config.order_size_usdt / buy_price / 0.01
|
||||
if contract_size < 1:
|
||||
contract_size = 1
|
||||
|
||||
if self.trading_executor and self.trading_executor.place_limit_order("buy", buy_price, contract_size):
|
||||
# 使用时间戳作为订单ID
|
||||
order_id = f"buy_{int(time.time() * 1000)}"
|
||||
with self.order_lock:
|
||||
self.pending_orders[order_id] = PendingOrder(
|
||||
order_id=order_id,
|
||||
side="buy",
|
||||
price=buy_price,
|
||||
size=self.config.order_size_usdt,
|
||||
create_time=time.time(),
|
||||
status="pending"
|
||||
)
|
||||
logger.info(f"挂买单成功: {buy_price}, 订单ID: {order_id}")
|
||||
else:
|
||||
logger.warning("挂买单失败")
|
||||
|
||||
# 挂卖单（通过浏览器）
|
||||
if pending_sell_count == 0:
|
||||
# 计算张数
|
||||
contract_size = self.config.order_size_usdt / sell_price / 0.01
|
||||
if contract_size < 1:
|
||||
contract_size = 1
|
||||
|
||||
if self.trading_executor and self.trading_executor.place_limit_order("sell", sell_price, contract_size):
|
||||
# 使用时间戳作为订单ID
|
||||
order_id = f"sell_{int(time.time() * 1000)}"
|
||||
with self.order_lock:
|
||||
self.pending_orders[order_id] = PendingOrder(
|
||||
order_id=order_id,
|
||||
side="sell",
|
||||
price=sell_price,
|
||||
size=self.config.order_size_usdt,
|
||||
create_time=time.time(),
|
||||
status="pending"
|
||||
)
|
||||
logger.info(f"挂卖单成功: {sell_price}, 订单ID: {order_id}")
|
||||
else:
|
||||
logger.warning("挂卖单失败")
|
||||
|
||||
self.last_order_refresh = time.time()
|
||||
|
||||
def check_risk_limits(self) -> bool:
|
||||
"""检查风险限制"""
|
||||
# 检查每日交易次数
|
||||
if self.daily_trades >= self.config.max_daily_trades:
|
||||
logger.warning(f"达到每日最大交易次数: {self.daily_trades}")
|
||||
return False
|
||||
|
||||
# 检查每日亏损
|
||||
if self.daily_profit <= -self.config.max_daily_loss:
|
||||
logger.error(f"达到每日最大亏损: {self.daily_profit}")
|
||||
send_dingtalk_message(f"做市策略达到每日最大亏损: {self.daily_profit} USDT", error=True)
|
||||
return False
|
||||
|
||||
return True
|
||||
|
||||
def run(self):
|
||||
"""主运行循环"""
|
||||
self.running = True
|
||||
logger.info("做市策略启动")
|
||||
|
||||
while self.running:
|
||||
try:
|
||||
# 检查风险限制
|
||||
if not self.check_risk_limits():
|
||||
logger.error("风险限制触发，停止策略")
|
||||
break
|
||||
|
||||
# 撤销超时订单
|
||||
self.cancel_stale_orders()
|
||||
|
||||
# 更新挂单状态
|
||||
self.update_pending_orders()
|
||||
|
||||
# 刷新订单
|
||||
if self.should_refresh_orders():
|
||||
self.place_market_making_orders()
|
||||
|
||||
# 短暂休眠
|
||||
time.sleep(0.5)
|
||||
|
||||
except KeyboardInterrupt:
|
||||
logger.info("收到中断信号，停止策略")
|
||||
break
|
||||
except Exception as e:
|
||||
logger.error(f"策略运行异常: {e}")
|
||||
time.sleep(1)
|
||||
|
||||
# 清理：刷新页面，手动撤销挂单
|
||||
logger.info("清理挂单...")
|
||||
try:
|
||||
self.browser_manager.page.refresh()
|
||||
time.sleep(1)
|
||||
# 注意：实际撤销操作需要在页面上手动点击
|
||||
with self.order_lock:
|
||||
for order_id in list(self.pending_orders.keys()):
|
||||
if self.pending_orders[order_id].status == "pending":
|
||||
self.pending_orders[order_id].status = "cancelled"
|
||||
except Exception as e:
|
||||
logger.error(f"清理挂单失败: {e}")
|
||||
|
||||
logger.info("做市策略已停止")
|
||||
|
||||
def stop(self):
|
||||
"""停止策略"""
|
||||
self.running = False
|
||||
|
||||
|
||||
# ================================================================
|
||||
# 🚀 主程序
|
||||
# ================================================================
|
||||
|
||||
if __name__ == '__main__':
|
||||
config = MarketMakingConfig(
|
||||
contract_symbol="ETHUSDT",
|
||||
tge_id=196495, # TGE浏览器ID
|
||||
trading_url="https://derivatives.bitmart.com/zh-CN/futures/ETHUSDT",
|
||||
spread_percent=0.01, # 0.01%价差
|
||||
order_size_usdt=10.0, # 每单10 USDT
|
||||
max_position_usdt=100.0, # 最大持仓100 USDT
|
||||
order_refresh_interval=2.0, # 2秒刷新一次
|
||||
order_timeout=60.0, # 60秒超时
|
||||
max_daily_loss=50.0, # 每日最大亏损50 USDT
|
||||
max_daily_trades=1000, # 每日最大1000笔
|
||||
leverage="100",
|
||||
open_type="cross"
|
||||
)
|
||||
|
||||
strategy = MarketMakingStrategy(config)
|
||||
|
||||
try:
|
||||
strategy.run()
|
||||
except Exception as e:
|
||||
logger.error(f"程序异常: {e}")
|
||||
send_dingtalk_message(f"做市策略异常: {e}", error=True)
|
||||
|
Can't render this file because it is too large.
|
|
Can't render this file because it is too large.
|
|
Can't render this file because it is too large.
|
|
Can't render this file because it is too large.
|
|
Can't render this file because it is too large.
|
264
bitmart/框架.py
Normal file
264
bitmart/框架.py
Normal file
@@ -0,0 +1,264 @@
|
||||
import time
|
||||
import uuid
|
||||
import datetime
|
||||
|
||||
import requests
|
||||
from DrissionPage import ChromiumPage
|
||||
from DrissionPage import ChromiumOptions
|
||||
from tqdm import tqdm
|
||||
from loguru import logger
|
||||
from bitmart.api_contract import APIContract
|
||||
from bitmart.lib.cloud_exceptions import APIException
|
||||
from 交易.tools import send_dingtalk_message
|
||||
|
||||
|
||||
class BitmartFuturesTransaction:
|
||||
def __init__(self, tge_id):
|
||||
|
||||
self.tge_url = "http://127.0.0.1:50326"
|
||||
self.tge_id = tge_id
|
||||
|
||||
self.tge_headers = {
|
||||
"Authorization": "Bearer asp_174003986c9b0799677c5b2c1adb76e402735d753bc91a91",
|
||||
"Content-Type": "application/json"
|
||||
}
|
||||
|
||||
self.page: ChromiumPage | None = None
|
||||
|
||||
self.api_key = "a0fb7b98464fd9bcce67e7c519d58ec10d0c38a8"
|
||||
self.secret_key = "4eaeba78e77aeaab1c2027f846a276d164f264a44c2c1bb1c5f3be50c8de1ca5"
|
||||
self.memo = "合约交易"
|
||||
|
||||
self.contract_symbol = "ETHUSDT"
|
||||
|
||||
self.contractAPI = APIContract(self.api_key, self.secret_key, self.memo, timeout=(5, 15))
|
||||
|
||||
self.start = 0 # 持仓状态: -1 空, 0 无, 1 多
|
||||
self.direction = None
|
||||
|
||||
self.pbar = tqdm(total=30, desc="等待K线", ncols=80)
|
||||
|
||||
self.last_kline_time = None
|
||||
|
||||
self.leverage = "100" # 高杠杆（全仓模式下可开更大仓位）
|
||||
self.open_type = "cross" # 全仓模式（你的“成本开仓”需求）
|
||||
self.risk_percent = 0.01 # 每次开仓使用可用余额的 1%
|
||||
|
||||
self.open_avg_price = None # 开仓价格
|
||||
self.current_amount = None # 持仓量
|
||||
|
||||
def get_klines(self):
|
||||
"""获取最近3根30分钟K线（step=30）"""
|
||||
try:
|
||||
end_time = int(time.time())
|
||||
# 获取足够多的条目确保有最新3根
|
||||
response = self.contractAPI.get_kline(
|
||||
contract_symbol=self.contract_symbol,
|
||||
step=30, # 30分钟
|
||||
start_time=end_time - 3600 * 10, # 取最近10小时
|
||||
end_time=end_time
|
||||
)[0]["data"]
|
||||
|
||||
# 每根: [timestamp, open, high, low, close, volume]
|
||||
formatted = []
|
||||
for k in response:
|
||||
formatted.append({
|
||||
'id': int(k["timestamp"]),
|
||||
'open': float(k["open_price"]),
|
||||
'high': float(k["high_price"]),
|
||||
'low': float(k["low_price"]),
|
||||
'close': float(k["close_price"])
|
||||
})
|
||||
formatted.sort(key=lambda x: x['id'])
|
||||
return formatted # 最近3根: kline_1 (最老), kline_2, kline_3 (最新)
|
||||
except Exception as e:
|
||||
logger.error(f"获取K线异常: {e}")
|
||||
self.ding(error=True, msg="获取K线异常")
|
||||
return None
|
||||
|
||||
def get_current_price(self):
|
||||
"""获取当前最新价格，用于计算张数"""
|
||||
try:
|
||||
end_time = int(time.time())
|
||||
response = self.contractAPI.get_kline(
|
||||
contract_symbol=self.contract_symbol,
|
||||
step=1, # 1分钟
|
||||
start_time=end_time - 3600 * 3, # 取最近10小时
|
||||
end_time=end_time
|
||||
)[0]
|
||||
if response['code'] == 1000:
|
||||
return float(response['data'][-1]["close_price"])
|
||||
return None
|
||||
except Exception as e:
|
||||
logger.error(f"获取价格异常: {e}")
|
||||
return None
|
||||
|
||||
def get_available_balance(self):
|
||||
"""获取合约账户可用USDT余额"""
|
||||
try:
|
||||
response = self.contractAPI.get_assets_detail()[0]
|
||||
if response['code'] == 1000:
|
||||
data = response['data']
|
||||
if isinstance(data, dict):
|
||||
return float(data.get('available_balance', 0))
|
||||
elif isinstance(data, list):
|
||||
for asset in data:
|
||||
if asset.get('currency') == 'USDT':
|
||||
return float(asset.get('available_balance', 0))
|
||||
return None
|
||||
except Exception as e:
|
||||
logger.error(f"余额查询异常: {e}")
|
||||
return None
|
||||
|
||||
# 获取当前持仓方向
|
||||
def get_position_status(self):
|
||||
"""获取当前持仓方向"""
|
||||
try:
|
||||
response = self.contractAPI.get_position(contract_symbol=self.contract_symbol)[0]
|
||||
if response['code'] == 1000:
|
||||
positions = response['data']
|
||||
if not positions:
|
||||
self.start = 0
|
||||
return True
|
||||
self.start = 1 if positions[0]['position_type'] == 1 else -1
|
||||
self.open_avg_price = positions[0]['open_avg_price']
|
||||
self.current_amount = positions[0]['current_amount']
|
||||
self.position_cross = positions[0]["position_cross"]
|
||||
return True
|
||||
|
||||
else:
|
||||
return False
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"持仓查询异常: {e}")
|
||||
return False
|
||||
|
||||
# 设置杠杆和全仓
|
||||
def set_leverage(self):
|
||||
"""程序启动时设置全仓 + 高杠杆"""
|
||||
try:
|
||||
response = self.contractAPI.post_submit_leverage(
|
||||
contract_symbol=self.contract_symbol,
|
||||
leverage=self.leverage,
|
||||
open_type=self.open_type
|
||||
)[0]
|
||||
if response['code'] == 1000:
|
||||
logger.success(f"全仓模式 + {self.leverage}x 杠杆设置成功")
|
||||
return True
|
||||
else:
|
||||
logger.error(f"杠杆设置失败: {response}")
|
||||
return False
|
||||
except Exception as e:
|
||||
logger.error(f"设置杠杆异常: {e}")
|
||||
return False
|
||||
|
||||
def openBrowser(self):
|
||||
"""打开 TGE 对应浏览器实例"""
|
||||
try:
|
||||
res = requests.post(
|
||||
f"{self.tge_url}/api/browser/start",
|
||||
json={"envId": self.tge_id},
|
||||
headers=self.tge_headers
|
||||
)
|
||||
self.tge_port = res.json()["data"]["port"]
|
||||
return True
|
||||
except:
|
||||
return False
|
||||
|
||||
def take_over_browser(self):
|
||||
"""接管浏览器"""
|
||||
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:
|
||||
return False
|
||||
|
||||
def close_extra_tabs(self):
|
||||
"""关闭多余 tab"""
|
||||
try:
|
||||
for idx, tab in enumerate(self.page.get_tabs()):
|
||||
if idx > 0:
|
||||
tab.close()
|
||||
return True
|
||||
except:
|
||||
return False
|
||||
|
||||
def click_safe(self, xpath, sleep=0.5):
|
||||
"""安全点击"""
|
||||
try:
|
||||
ele = self.page.ele(xpath)
|
||||
if not ele:
|
||||
return False
|
||||
ele.scroll.to_see(center=True)
|
||||
time.sleep(sleep)
|
||||
ele.click()
|
||||
return True
|
||||
except:
|
||||
return False
|
||||
|
||||
def 平仓(self):
|
||||
self.click_safe('x://span[normalize-space(text()) ="市价"]')
|
||||
|
||||
def 开单(self, marketPriceLongOrder=0, limitPriceShortOrder=0, size=None, price=None):
|
||||
"""
|
||||
marketPriceLongOrder 市价最多或者做空，1是最多，-1是做空
|
||||
limitPriceShortOrder 限价最多或者做空
|
||||
"""
|
||||
|
||||
if marketPriceLongOrder == -1:
|
||||
self.click_safe('x://button[normalize-space(text()) ="市价"]')
|
||||
self.page.ele('x://*[@id="size_0"]').input(size)
|
||||
self.click_safe('x://span[normalize-space(text()) ="卖出/做空"]')
|
||||
elif marketPriceLongOrder == 1:
|
||||
self.click_safe('x://button[normalize-space(text()) ="市价"]')
|
||||
self.page.ele('x://*[@id="size_0"]').input(size)
|
||||
self.click_safe('x://span[normalize-space(text()) ="买入/做多"]')
|
||||
|
||||
if limitPriceShortOrder == -1:
|
||||
self.click_safe('x://button[normalize-space(text()) ="限价"]')
|
||||
self.page.ele('x://*[@id="price_0"]').input(vals=price, clear=True)
|
||||
time.sleep(1)
|
||||
self.page.ele('x://*[@id="size_0"]').input(1)
|
||||
self.click_safe('x://span[normalize-space(text()) ="卖出/做空"]')
|
||||
elif limitPriceShortOrder == 1:
|
||||
self.click_safe('x://button[normalize-space(text()) ="限价"]')
|
||||
self.page.ele('x://*[@id="price_0"]').input(vals=price, clear=True)
|
||||
time.sleep(1)
|
||||
self.page.ele('x://*[@id="size_0"]').input(1)
|
||||
self.click_safe('x://span[normalize-space(text()) ="买入/做多"]')
|
||||
|
||||
def action(self):
|
||||
# 启动时设置全仓高杠杆
|
||||
if not self.set_leverage():
|
||||
logger.error("杠杆设置失败，程序继续运行但可能下单失败")
|
||||
return
|
||||
|
||||
# 1. 打开浏览器
|
||||
if not self.openBrowser():
|
||||
self.ding("打开 TGE 失败！", error=True)
|
||||
return
|
||||
logger.info("TGE 端口获取成功")
|
||||
|
||||
# 2. 接管浏览器
|
||||
if not self.take_over_browser():
|
||||
self.ding("接管浏览器失败！", error=True)
|
||||
return
|
||||
logger.info("浏览器接管成功")
|
||||
|
||||
self.close_extra_tabs()
|
||||
self.page.get("https://derivatives.bitmart.com/zh-CN/futures/ETHUSDT")
|
||||
|
||||
self.click_safe('x://button[normalize-space(text()) ="市价"]')
|
||||
self.click_safe('x://button[normalize-space(text()) ="限价"]')
|
||||
|
||||
self.page.ele('x://*[@id="price_0"]').input(vals=3000, clear=True)
|
||||
self.page.ele('x://*[@id="size_0"]').input(1)
|
||||
self.click_safe('x://span[normalize-space(text()) ="买入/做多"]')
|
||||
self.click_safe('x://span[normalize-space(text()) ="卖出/做空"]')
|
||||
|
||||
|
||||
if __name__ == '__main__':
|
||||
BitmartFuturesTransaction(tge_id=196495).action()
|
||||
37
交易/test.py
37
交易/test.py
@@ -13,7 +13,7 @@ from 交易.tools import send_dingtalk_message
|
||||
|
||||
|
||||
class BitmartFuturesTransaction:
|
||||
def __init__(self,tge_id):
|
||||
def __init__(self, tge_id):
|
||||
|
||||
self.tge_url = "http://127.0.0.1:50326"
|
||||
self.tge_id = tge_id
|
||||
@@ -199,6 +199,37 @@ class BitmartFuturesTransaction:
|
||||
except:
|
||||
return False
|
||||
|
||||
def 平仓(self):
|
||||
self.click_safe('x://span[normalize-space(text()) ="市价"]')
|
||||
|
||||
def 开单(self, marketPriceLongOrder=0, limitPriceShortOrder=0, size=None, price=None):
|
||||
"""
|
||||
marketPriceLongOrder 市价最多或者做空，1是最多，-1是做空
|
||||
limitPriceShortOrder 限价最多或者做空
|
||||
"""
|
||||
|
||||
if marketPriceLongOrder == -1:
|
||||
self.click_safe('x://button[normalize-space(text()) ="市价"]')
|
||||
self.page.ele('x://*[@id="size_0"]').input(size)
|
||||
self.click_safe('x://span[normalize-space(text()) ="卖出/做空"]')
|
||||
elif marketPriceLongOrder == 1:
|
||||
self.click_safe('x://button[normalize-space(text()) ="市价"]')
|
||||
self.page.ele('x://*[@id="size_0"]').input(size)
|
||||
self.click_safe('x://span[normalize-space(text()) ="买入/做多"]')
|
||||
|
||||
if limitPriceShortOrder == -1:
|
||||
self.click_safe('x://button[normalize-space(text()) ="限价"]')
|
||||
self.page.ele('x://*[@id="price_0"]').input(vals=price, clear=True)
|
||||
time.sleep(1)
|
||||
self.page.ele('x://*[@id="size_0"]').input(1)
|
||||
self.click_safe('x://span[normalize-space(text()) ="卖出/做空"]')
|
||||
elif limitPriceShortOrder == 1:
|
||||
self.click_safe('x://button[normalize-space(text()) ="限价"]')
|
||||
self.page.ele('x://*[@id="price_0"]').input(vals=price, clear=True)
|
||||
time.sleep(1)
|
||||
self.page.ele('x://*[@id="size_0"]').input(1)
|
||||
self.click_safe('x://span[normalize-space(text()) ="买入/做多"]')
|
||||
|
||||
def action(self):
|
||||
# 启动时设置全仓高杠杆
|
||||
if not self.set_leverage():
|
||||
@@ -220,8 +251,10 @@ class BitmartFuturesTransaction:
|
||||
self.close_extra_tabs()
|
||||
self.page.get("https://derivatives.bitmart.com/zh-CN/futures/ETHUSDT")
|
||||
|
||||
self.click_safe('x://span[normalize-space(text()) ="市价"]')
|
||||
self.click_safe('x://button[normalize-space(text()) ="市价"]')
|
||||
self.click_safe('x://button[normalize-space(text()) ="限价"]')
|
||||
|
||||
self.page.ele('x://*[@id="price_0"]').input(vals=3000, clear=True)
|
||||
self.page.ele('x://*[@id="size_0"]').input(1)
|
||||
self.click_safe('x://span[normalize-space(text()) ="买入/做多"]')
|
||||
self.click_safe('x://span[normalize-space(text()) ="卖出/做空"]')
|
||||
|
||||
Reference in New Issue
Block a user