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2025-12-19 19:16:41 +08:00
parent 060678f203
commit b04a1da4c3
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test.py
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import requests
import time
import uuid
import datetime
cookies = {
'PHPSESSID': '8e48c4dd-69ef-561c-3082-e20564b88806',
'ipsb': '3oMlNJzDmbhOQ7wtF96V451PWTxSvKfE',
}
from tqdm import tqdm
from loguru import logger
headers = {
'accept': '*/*',
'accept-language': 'zh-CN,zh;q=0.9,en;q=0.8,en-GB;q=0.7,en-US;q=0.6',
'cache-control': 'no-cache',
'dnt': '1',
'pragma': 'no-cache',
'referer': 'https://ip.sb/',
'sec-ch-ua': '"Chromium";v="142", "Microsoft Edge";v="142", "Not_A Brand";v="99"',
'sec-ch-ua-mobile': '?0',
'sec-ch-ua-platform': '"Windows"',
'sec-fetch-dest': 'script',
'sec-fetch-mode': 'no-cors',
'sec-fetch-site': 'same-site',
'user-agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/142.0.0.0 Safari/537.36 Edg/142.0.0.0',
# 'cookie': 'PHPSESSID=8e48c4dd-69ef-561c-3082-e20564b88806; ipsb=3oMlNJzDmbhOQ7wtF96V451PWTxSvKfE',
}
from bitmart.api_contract import APIContract
from bitmart.lib.cloud_exceptions import APIException
proxies = {
'http': f'http://104.168.59.92:24016',
'https': f'http://104.168.59.92:24016',
}
from 交易.tools import send_dingtalk_message
response = requests.get('https://ipv4.ip.sb/addrinfo', cookies=cookies, headers=headers, proxies=proxies)
print(f"{response.json()}")
class BitmartMarketMaker:
def __init__(self):
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.open_avg_price = None # 开仓均价（字符串或float）
self.current_amount = 0
self.position_cross = None
self.pbar = tqdm(total=10, desc="等待下次检查", ncols=80)
self.leverage = "10" # 低杠杆，安全做市
self.open_type = "cross"
self.fixed_size = 1 # 每次挂单量
self.spread_offset = 5.0 # 挂单偏移（USDT），建议5~10，避免立即成交
self.max_position_threshold = 10 # 库存阈值，超过自动平仓
# 新增：止盈止损参数（基于开仓均价的百分比）
self.take_profit_pct = 2.0 # 止盈 2%
self.stop_loss_pct = 1.0 # 止损 1%（可根据风险偏好调整）
self.price_precision = 0.1
self.leverage_set = False
self.max_retries = 5
def ding(self, msg, error=False):
prefix = "❌bitmart MM：" if error else "🔔bitmart MM："
if error:
for i in range(10):
send_dingtalk_message(f"{prefix}，{msg}")
else:
send_dingtalk_message(f"{prefix}，{msg}")
def try_set_leverage(self):
if self.leverage_set:
return True
for attempt in range(self.max_retries):
self.cancel_all_orders()
time.sleep(2)
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")
self.leverage_set = True
return True
else:
logger.error(f"杠杆设置失败 (尝试 {attempt+1}): {response}")
except Exception as e:
logger.error(f"设置杠杆异常 (尝试 {attempt+1}): {e}")
time.sleep(10)
self.ding(error=True, msg="杠杆设置多次失败，请手动检查")
return False
def get_depth(self):
try:
response = self.contractAPI.get_depth(contract_symbol=self.contract_symbol)[0]
if response['code'] == 1000:
data = response['data']
best_bid = float(data['bids'][0][0]) if data['bids'] else None
best_ask = float(data['asks'][0][0]) if data['asks'] else None
return best_bid, best_ask
else:
logger.error(f"获取深度失败: {response}")
return None, None
except Exception as e:
logger.error(f"获取深度异常: {e}")
return None, None
def cancel_all_orders(self):
try:
response = self.contractAPI.post_cancel_orders(contract_symbol=self.contract_symbol)[0]
if response['code'] == 1000:
logger.success("所有挂单已取消")
return True
else:
logger.error(f"取消挂单失败: {response}")
return False
except Exception as e:
logger.warning(f"取消挂单异常（忽略）: {e}")
return False
def place_limit_order(self, side: int, price: float, size: int):
price = round(price / self.price_precision) * self.price_precision
price_str = f"{price:.1f}"
client_order_id = f"mm_{int(time.time())}_{uuid.uuid4().hex[:8]}"
for attempt in range(self.max_retries):
try:
response = self.contractAPI.post_submit_order(
contract_symbol=self.contract_symbol,
client_order_id=client_order_id,
side=side,
mode=1,
type='limit',
leverage=self.leverage,
open_type=self.open_type,
price=price_str,
size=size
)[0]
if response['code'] == 1000:
action = "挂买（开多）" if side == 1 else "挂卖（开空）"
logger.success(f"限价单挂单成功: {action}, 价格={price}, 张数={size}")
return True
else:
logger.error(f"挂单失败 (尝试 {attempt+1}): {response}")
except APIException as e:
logger.error(f"API挂单异常 (尝试 {attempt+1}): {e}")
time.sleep(5)
return False
def get_position_status(self):
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
self.current_amount = 0
self.open_avg_price = None
return True
position = positions[0]
self.start = 1 if position['position_type'] == 1 else -1
self.open_avg_price = float(position['open_avg_price']) if position['open_avg_price'] else 0.0
self.current_amount = int(float(position.get('current_amount', 0)))
self.position_cross = position.get("position_cross")
return True
else:
return False
except Exception as e:
logger.error(f"持仓查询异常: {e}")
self.ding(error=True, msg="持仓查询异常")
return False
def get_available_balance(self):
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 0.0
except Exception as e:
logger.error(f"余额查询异常: {e}")
return 0.0
def check_take_profit_stop_loss(self, current_price: float):
"""检查是否触发止盈或止损（基于当前价格）"""
if self.current_amount == 0 or self.open_avg_price == 0.0:
return False, None
if self.start == 1: # 多头
pnl_pct = (current_price - self.open_avg_price) / self.open_avg_price * 100
if pnl_pct >= self.take_profit_pct:
return True, "止盈平多"
if pnl_pct <= -self.stop_loss_pct:
return True, "止损平多"
elif self.start == -1: # 空头
pnl_pct = (self.open_avg_price - current_price) / self.open_avg_price * 100
if pnl_pct >= self.take_profit_pct:
return True, "止盈平空"
if pnl_pct <= -self.stop_loss_pct:
return True, "止损平空"
return False, None
def close_position(self, reason: str = "库存阈值"):
"""市场全平仓，并发送通知"""
if self.current_amount == 0:
return
side = 3 if self.start == 1 else 2 # 3: 平多, 2: 平空
try:
response = self.contractAPI.post_submit_order(
contract_symbol=self.contract_symbol,
client_order_id=f"close_{reason}_{int(time.time())}",
side=side,
mode=1,
type='market',
leverage=self.leverage,
open_type=self.open_type,
size=999999
)[0]
if response['code'] == 1000:
direction_str = "多" if self.start == 1 else "空"
logger.success(f"{reason}平仓成功: 平{direction_str}")
self.ding(msg=f"{reason}触发，已平仓 {direction_str}头仓位")
self.start = 0
self.current_amount = 0
self.open_avg_price = None
return True
else:
logger.error(f"平仓失败: {response}")
return False
except APIException as e:
logger.error(f"API平仓异常: {e}")
return False
def action(self):
logger.info("程序启动，将在循环中动态尝试设置杠杆")
while True:
if not self.try_set_leverage():
logger.warning("杠杆未设置成功，继续重试...")
if not self.get_position_status():
self.ding(error=True, msg="获取仓位信息失败！！！")
time.sleep(10)
continue
# 获取当前价格（使用中价）
best_bid, best_ask = self.get_depth()
if best_bid is None or best_ask is None:
time.sleep(10)
continue
mid_price = (best_bid + best_ask) / 2
# 检查止盈止损
trigger, reason = self.check_take_profit_stop_loss(mid_price)
if trigger:
self.close_position(reason=reason)
# 平仓后继续下一轮（重新挂单）
# 检查库存阈值
if abs(self.current_amount) > self.max_position_threshold:
self.close_position(reason="库存阈值")
# 挂单
bid_price = mid_price - self.spread_offset
ask_price = mid_price + self.spread_offset
self.cancel_all_orders()
success_bid = self.place_limit_order(side=1, price=bid_price, size=self.fixed_size)
success_ask = self.place_limit_order(side=4, price=ask_price, size=self.fixed_size)
# 统计盈亏百分比
pnl_pct_str = ""
if self.current_amount != 0 and self.open_avg_price:
if self.start == 1:
pnl_pct = (mid_price - self.open_avg_price) / self.open_avg_price * 100
else:
pnl_pct = (self.open_avg_price - mid_price) / self.open_avg_price * 100
pnl_pct_str = f"浮动盈亏：{pnl_pct:+.2f}%"
balance = self.get_available_balance()
leverage_status = "已设置" if self.leverage_set else "未同步（重试中）"
msg = (
f"【BitMart {self.contract_symbol} MM】\n"
f"杠杆状态：{leverage_status}\n"
f"当前中价：{mid_price:.2f} USDT\n"
f"挂买价：{bid_price:.2f} ({'成功' if success_bid else '失败'})\n"
f"挂卖价：{ask_price:.2f} ({'成功' if success_ask else '失败'})\n"
f"持仓量：{self.current_amount} 张 {pnl_pct_str}\n"
f"账户可用余额：{balance:.2f} USDT\n"
f"止盈：+{self.take_profit_pct}% | 止损：-{self.stop_loss_pct}%"
)
self.ding(msg=msg)
self.pbar.reset()
time.sleep(10)
if __name__ == '__main__':
BitmartMarketMaker().action()