fewfef
This commit is contained in:
27942
356
交易/test.py
Normal file
356
交易/test.py
Normal file
@@ -0,0 +1,356 @@
|
||||
import time
|
||||
import datetime
|
||||
import hmac
|
||||
import hashlib
|
||||
from tqdm import tqdm
|
||||
from loguru import logger
|
||||
from curl_cffi import requests
|
||||
|
||||
from 交易.tools import send_dingtalk_message
|
||||
|
||||
|
||||
def is_bullish(c):
|
||||
return float(c['close']) > float(c['open'])
|
||||
|
||||
|
||||
def is_bearish(c):
|
||||
return float(c['close']) < float(c['open'])
|
||||
|
||||
|
||||
class WeexTransaction:
|
||||
"""BitMart 永续合约自动交易脚本（官方API版）"""
|
||||
|
||||
def __init__(self):
|
||||
self.base_url = "https://api-cloud.bitmart.com"
|
||||
|
||||
# 请填写你的 API 信息
|
||||
self.ACCESS_KEY = "a0fb7b98464fd9bcce67e7c519d58ec10d0c38a8"
|
||||
self.SECRET_KEY = "4eaeba78e77aeaab1c2027f846a276d164f264a44c2c1bb1c5f3be50c8de1ca5"
|
||||
self.MEMO = "" # 创建 API Key 时填的 Memo（备注），如果没有可留空或填写实际值
|
||||
|
||||
self.session = requests.Session(impersonate="chrome110") # 保持原库，避免风控
|
||||
|
||||
# 当前仓位（-1 空 / 0 无 / 1 多）
|
||||
self.start = 0
|
||||
|
||||
# 最新 3 根 kline
|
||||
self.kline_1 = None
|
||||
self.kline_2 = None
|
||||
self.kline_3 = None
|
||||
|
||||
# 当前信号
|
||||
self.direction = None
|
||||
|
||||
# 防止同一时段重复执行
|
||||
self.time_start = None
|
||||
|
||||
self.pbar = None
|
||||
|
||||
# 合约信息
|
||||
self.symbol = "ETHUSDT_PERP"
|
||||
self.leverage = "1" # 杠杆
|
||||
self.open_type = "isolated" # isolated 或 cross
|
||||
|
||||
# -------------------------------------------------------------
|
||||
# ------------------------- 通用工具 ----------------------------
|
||||
# -------------------------------------------------------------
|
||||
|
||||
def now_text(self):
|
||||
return datetime.datetime.now().strftime("%Y-%m-%d %H:%M:%S")
|
||||
|
||||
def ding(self, msg, error=False):
|
||||
prefix = "❌bitmart：" if error else "🔔bitmart："
|
||||
send_dingtalk_message(f"{prefix}{self.now_text()}，{msg}")
|
||||
|
||||
def get_half_hour_timestamp(self):
|
||||
"""返回当前最近的整点或半点时间戳"""
|
||||
ts = time.time()
|
||||
dt = datetime.datetime.fromtimestamp(ts)
|
||||
target = dt.replace(minute=0, second=0, microsecond=0) if dt.minute < 30 \
|
||||
else dt.replace(minute=30, second=0, microsecond=0)
|
||||
return int(target.timestamp())
|
||||
|
||||
def sign_request(self, timestamp, query_string="", body_string=""):
|
||||
"""BitMart 签名：HMAC_SHA256(timestamp + '#' + memo + '#' + (query or body))"""
|
||||
message = f"{timestamp}#{self.MEMO}#{query_string or body_string}"
|
||||
signature = hmac.new(self.SECRET_KEY.encode(), message.encode(), hashlib.sha256).hexdigest()
|
||||
return signature
|
||||
|
||||
def api_headers(self, timestamp, sign):
|
||||
return {
|
||||
"X-BM-KEY": self.ACCESS_KEY,
|
||||
"X-BM-SIGN": sign,
|
||||
"X-BM-TIMESTAMP": str(timestamp),
|
||||
"Content-Type": "application/json",
|
||||
}
|
||||
|
||||
# -------------------------------------------------------------
|
||||
# --------------------------- K线相关 ---------------------------
|
||||
# -------------------------------------------------------------
|
||||
|
||||
def get_price(self):
|
||||
"""获取最新 30 分钟 K 线（公共接口，修复版）"""
|
||||
end_time = int(time.time())
|
||||
start_time = end_time - 3600 * 4 # 多取一点确保有3根以上
|
||||
|
||||
params = {
|
||||
"symbol": "ETHUSDT", # 修正符号
|
||||
"type": "30", # 30分钟（官方常用 type，也可试 step）
|
||||
"start_time": str(start_time),
|
||||
"end_time": str(end_time),
|
||||
}
|
||||
|
||||
url = "https://api-cloud-v2.bitmart.com/contract/public/kline" # 推荐 v2
|
||||
|
||||
for _ in range(5): # 多重试几次
|
||||
try:
|
||||
res = self.session.get(url, params=params, timeout=15)
|
||||
data = res.json()
|
||||
|
||||
# 详细打印错误，便于调试
|
||||
if "code" not in data or data["code"] != 1000:
|
||||
logger.error(f"K线请求失败: {data}")
|
||||
self.ding(f"K线获取失败: {data.get('message', '未知错误')}", error=True)
|
||||
raise Exception(data.get("message", "No code 1000"))
|
||||
|
||||
klines = data["data"]["klines"]
|
||||
if len(klines) < 3:
|
||||
raise Exception("K线数据不足3根")
|
||||
|
||||
datas = []
|
||||
for k in klines[-3:]: # 取最新3根
|
||||
datas.append({
|
||||
'id': int(k[0]), # timestamp
|
||||
'open': float(k[1]),
|
||||
'high': float(k[2]),
|
||||
'low': float(k[3]),
|
||||
'close': float(k[4]),
|
||||
})
|
||||
return sorted(datas, key=lambda x: x["id"])
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"获取K线异常: {e} | 响应: {res.text if 'res' in locals() else 'N/A'}")
|
||||
time.sleep(2)
|
||||
|
||||
return None
|
||||
|
||||
def check_signal(self, prev, curr):
|
||||
"""包住形态判定"""
|
||||
p_open, p_close = prev["open"], prev["close"]
|
||||
c_open, c_close = curr["open"], curr["close"]
|
||||
|
||||
# 前跌后涨包住 -> 多
|
||||
if is_bullish(curr) and is_bearish(prev) and c_close >= p_open:
|
||||
return "long"
|
||||
|
||||
# 前涨后跌包住 -> 空
|
||||
if is_bearish(curr) and is_bullish(prev) and c_close <= p_open:
|
||||
return "short"
|
||||
|
||||
return None
|
||||
|
||||
# -------------------------------------------------------------
|
||||
# ---------------------- API 接口封装 ---------------------------
|
||||
# -------------------------------------------------------------
|
||||
|
||||
def get_account_balance(self):
|
||||
"""获取可用余额（USDT）"""
|
||||
timestamp = int(time.time() * 1000)
|
||||
sign = self.sign_request(timestamp)
|
||||
headers = self.api_headers(timestamp, sign)
|
||||
|
||||
for _ in range(3):
|
||||
try:
|
||||
url = f"{self.base_url}/contract/private/assets-detail"
|
||||
res = self.session.get(url, headers=headers, timeout=15)
|
||||
data = res.json()
|
||||
if data["code"] != 1000:
|
||||
raise Exception(data["message"])
|
||||
for asset in data["data"]["positions"]:
|
||||
if asset["symbol"] == self.symbol:
|
||||
return float(asset["available_balance"])
|
||||
return 0.0
|
||||
except Exception as e:
|
||||
logger.error(f"获取余额失败: {e}")
|
||||
time.sleep(1)
|
||||
return None
|
||||
|
||||
def get_position_status(self):
|
||||
"""获取当前仓位：1 多、-1 空、0 无"""
|
||||
timestamp = int(time.time() * 1000)
|
||||
sign = self.sign_request(timestamp)
|
||||
headers = self.api_headers(timestamp, sign)
|
||||
params = {"symbol": self.symbol}
|
||||
|
||||
for _ in range(3):
|
||||
try:
|
||||
url = f"{self.base_url}/contract/private/position"
|
||||
res = self.session.get(url, params=params, headers=headers, timeout=15)
|
||||
data = res.json()
|
||||
if data["code"] != 1000:
|
||||
raise Exception(data["message"])
|
||||
|
||||
positions = data["data"]
|
||||
if not positions:
|
||||
self.start = 0
|
||||
return True
|
||||
|
||||
pos = positions[0]
|
||||
position_side = int(pos["position_type"]) # 1 long, 2 short
|
||||
self.start = 1 if position_side == 1 else -1
|
||||
return True
|
||||
except Exception as e:
|
||||
logger.error(f"获取仓位失败: {e}")
|
||||
time.sleep(1)
|
||||
return False
|
||||
|
||||
def submit_order(self, side: str, size: float, close=False):
|
||||
"""提交订单：开仓或平仓（市价）"""
|
||||
timestamp = int(time.time() * 1000)
|
||||
|
||||
body = {
|
||||
"symbol": self.symbol,
|
||||
"type": "market",
|
||||
"leverage": self.leverage,
|
||||
"open_type": self.open_type,
|
||||
"size": str(int(size)), # 张数，必须整数
|
||||
}
|
||||
|
||||
# side: 1=buy_open_long, 2=sell_close_long, 3=sell_open_short, 4=buy_close_short
|
||||
if close:
|
||||
body["side"] = "2" if self.start == 1 else "4" # 平仓
|
||||
else:
|
||||
body["side"] = side # "1" 多开, "3" 空开
|
||||
|
||||
body_string = "".join([f"{k}={v}" for k, v in sorted(body.items())]) # 排序后拼接
|
||||
sign = self.sign_request(timestamp, body_string=body_string)
|
||||
headers = self.api_headers(timestamp, sign)
|
||||
|
||||
for _ in range(3):
|
||||
try:
|
||||
url = f"{self.base_url}/contract/private/submit-order"
|
||||
res = self.session.post(url, json=body, headers=headers, timeout=15)
|
||||
data = res.json()
|
||||
if data["code"] == 1000:
|
||||
return True
|
||||
else:
|
||||
raise Exception(data["message"])
|
||||
except Exception as e:
|
||||
logger.error(f"下单失败: {e}")
|
||||
time.sleep(1)
|
||||
return False
|
||||
|
||||
def do_order(self, direction, amount):
|
||||
"""执行交易（开仓/反手/止损平仓）"""
|
||||
if direction == "long":
|
||||
if self.start == 0:
|
||||
self.ding(f"信号：多，开多仓 {amount} 张")
|
||||
self.submit_order("1", amount)
|
||||
self.start = 1
|
||||
elif self.start == -1:
|
||||
self.ding(f"信号：多，反手空转多 {amount} 张（先平空再开多）")
|
||||
self.submit_order("4", amount, close=True) # 先平空
|
||||
time.sleep(1)
|
||||
self.submit_order("1", amount) # 再开多
|
||||
self.start = 1
|
||||
|
||||
elif direction == "short":
|
||||
if self.start == 0:
|
||||
self.ding(f"信号：空，开空仓 {amount} 张")
|
||||
self.submit_order("3", amount)
|
||||
self.start = -1
|
||||
elif self.start == 1:
|
||||
self.ding(f"信号：空，反手多转空 {amount} 张（先平多再开空）")
|
||||
self.submit_order("2", amount, close=True) # 先平多
|
||||
time.sleep(1)
|
||||
self.submit_order("3", amount) # 再开空
|
||||
self.start = -1
|
||||
|
||||
# -------------------------------------------------------------
|
||||
# ----------------------------- 主流程 ---------------------------
|
||||
# -------------------------------------------------------------
|
||||
|
||||
def action(self):
|
||||
self.pbar = tqdm(total=30, desc="等待半小时周期", ncols=80)
|
||||
|
||||
while True:
|
||||
now = time.localtime()
|
||||
minute = now.tm_min
|
||||
|
||||
# 更新进度条
|
||||
self.pbar.n = minute if minute < 30 else minute - 30
|
||||
self.pbar.refresh()
|
||||
|
||||
# 时间重复跳过
|
||||
if self.time_start == self.get_half_hour_timestamp():
|
||||
time.sleep(5)
|
||||
continue
|
||||
|
||||
# ---- 获取价格 ----
|
||||
kdatas = self.get_price()
|
||||
if not kdatas or len(kdatas) < 3:
|
||||
self.ding("获取K线失败！", error=True)
|
||||
time.sleep(10)
|
||||
continue
|
||||
|
||||
self.kline_1, self.kline_2, self.kline_3 = kdatas[-3:]
|
||||
if int(self.kline_3["id"]) != self.get_half_hour_timestamp():
|
||||
time.sleep(10)
|
||||
continue
|
||||
|
||||
logger.success("K线获取成功")
|
||||
self.time_start = self.get_half_hour_timestamp()
|
||||
|
||||
# ---- 获取仓位 ----
|
||||
if not self.get_position_status():
|
||||
self.ding("获取仓位失败！", error=True)
|
||||
continue
|
||||
|
||||
# ---- 止损平仓（两根连续大阴/阳线）----
|
||||
try:
|
||||
if self.start == 1 and is_bearish(self.kline_1) and is_bearish(self.kline_2):
|
||||
self.ding("两根大阴线，止损平多")
|
||||
self.submit_order("2", 999999, close=True) # 大数全平
|
||||
self.start = 0
|
||||
|
||||
elif self.start == -1 and is_bullish(self.kline_1) and is_bullish(self.kline_2):
|
||||
self.ding("两根大阳线，止损平空")
|
||||
self.submit_order("4", 999999, close=True)
|
||||
self.start = 0
|
||||
except Exception as e:
|
||||
self.ding(f"止损平仓错误！{e}", error=True)
|
||||
|
||||
# ---- 生成新信号 ----
|
||||
self.direction = self.check_signal(prev=self.kline_1, curr=self.kline_2)
|
||||
|
||||
# ---- 执行交易 ----
|
||||
if self.direction:
|
||||
balance = self.get_account_balance()
|
||||
if balance is None:
|
||||
self.ding("获取余额失败，无法下单", error=True)
|
||||
continue
|
||||
|
||||
amount = int(balance / 100) # 张数，整数
|
||||
if amount < 1:
|
||||
self.ding("余额不足，无法下单")
|
||||
continue
|
||||
|
||||
self.do_order(self.direction, amount)
|
||||
|
||||
# ---- 周期结束消息 ----
|
||||
self.pbar.reset()
|
||||
self.ding(
|
||||
f"持仓：{'无' if self.start == 0 else ('多' if self.start == 1 else '空')}，"
|
||||
f"信号：{'无' if not self.direction else ('多' if self.direction == 'long' else '空')}"
|
||||
)
|
||||
|
||||
time.sleep(10)
|
||||
|
||||
|
||||
if __name__ == '__main__':
|
||||
while True:
|
||||
try:
|
||||
WeexTransaction().action()
|
||||
except Exception as e:
|
||||
logger.error(f"主循环异常: {e}")
|
||||
time.sleep(30)
|
||||
Reference in New Issue
Block a user