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This commit is contained in:
382
bitmart/趋势策略.py
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382
bitmart/趋势策略.py
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import time
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import datetime
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import openBrowser
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from tqdm import tqdm
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from loguru import logger
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from bit_tools import openBrowser
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from DrissionPage import ChromiumPage
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from DrissionPage import ChromiumOptions
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from bitmart.api_contract import APIContract
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class BitmartFuturesTransaction:
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def __init__(self, bit_id):
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self.page: ChromiumPage | None = None
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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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self.bit_id = bit_id
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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 * 3, # 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'][-1]["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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# 获取当前持仓方向
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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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# 设置杠杆和全仓
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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 openBrowser(self):
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"""打开 TGE 对应浏览器实例"""
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try:
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bit_port = openBrowser(id=self.bit_id)
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co = ChromiumOptions()
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co.set_local_port(port=bit_port)
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self.page = ChromiumPage(addr_or_opts=co)
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return True
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except:
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return False
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def take_over_browser(self):
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"""接管浏览器"""
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try:
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co = ChromiumOptions()
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co.set_local_port(self.tge_port)
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self.page = ChromiumPage(addr_or_opts=co)
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self.page.set.window.max()
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return True
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except:
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return False
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def close_extra_tabs(self):
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"""关闭多余 tab"""
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try:
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for idx, tab in enumerate(self.page.get_tabs()):
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if idx > 0:
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tab.close()
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return True
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except:
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return False
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def click_safe(self, xpath, sleep=0.5):
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"""安全点击"""
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try:
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ele = self.page.ele(xpath)
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if not ele:
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return False
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ele.scroll.to_see(center=True)
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time.sleep(sleep)
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ele.click()
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return True
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except:
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return False
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def 平仓(self):
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self.click_safe('x://span[normalize-space(text()) ="市价"]')
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def 开单(self, marketPriceLongOrder=0, limitPriceShortOrder=0, size=None, price=None):
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"""
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marketPriceLongOrder 市价最多或者做空,1是做多,-1是做空
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limitPriceShortOrder 限价最多或者做空
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"""
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if marketPriceLongOrder == -1:
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self.click_safe('x://button[normalize-space(text()) ="市价"]')
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self.page.ele('x://*[@id="size_0"]').input(size)
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self.click_safe('x://span[normalize-space(text()) ="卖出/做空"]')
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elif marketPriceLongOrder == 1:
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self.click_safe('x://button[normalize-space(text()) ="市价"]')
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self.page.ele('x://*[@id="size_0"]').input(size)
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self.click_safe('x://span[normalize-space(text()) ="买入/做多"]')
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if limitPriceShortOrder == -1:
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self.click_safe('x://button[normalize-space(text()) ="限价"]')
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self.page.ele('x://*[@id="price_0"]').input(vals=price, clear=True)
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time.sleep(1)
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self.page.ele('x://*[@id="size_0"]').input(1)
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self.click_safe('x://span[normalize-space(text()) ="卖出/做空"]')
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elif limitPriceShortOrder == 1:
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self.click_safe('x://button[normalize-space(text()) ="限价"]')
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self.page.ele('x://*[@id="price_0"]').input(vals=price, clear=True)
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time.sleep(1)
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self.page.ele('x://*[@id="size_0"]').input(1)
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self.click_safe('x://span[normalize-space(text()) ="买入/做多"]')
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def ding(self, text, error=False):
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logger.info(text)
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def close_extra_tabs_in_browser(self):
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try:
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for _, i in enumerate(self.page.get_tabs()):
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if _ == 0:
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continue
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i.close()
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return True
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except:
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pass
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return False
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def get_now_time(self):
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# 获取当前时间戳
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current_timestamp = time.time()
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# 将当前时间戳转换为 datetime 对象
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current_datetime = datetime.datetime.fromtimestamp(current_timestamp)
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# 计算距离当前时间最近的整点或 30 分时刻
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if current_datetime.minute < 30:
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target_datetime = current_datetime.replace(minute=0, second=0, microsecond=0)
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else:
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target_datetime = current_datetime.replace(minute=30, second=0, microsecond=0)
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# 将目标 datetime 对象转换为时间戳
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target_timestamp = target_datetime.timestamp()
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return int(target_timestamp)
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def is_bullish(self, c): # 阳线
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return float(c['close']) > float(c['open'])
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def is_bearish(self, c): # 阴线
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return float(c['close']) < float(c['open'])
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def check_signal(self, prev, curr):
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"""
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包住形态信号判定(优化版):
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只看两种信号,严格按照收盘价与开盘价的比较:
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1. 阳包阴(涨包跌,前跌后涨)-> 做多:
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- 前一根是跌(阴线:close < open)
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- 后一根是涨(阳线:close > open)
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- 且:涨的收盘价 > 跌的开盘价(curr['close'] > prev['open'])
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2. 阴包阳(跌包涨,前涨后跌)-> 做空:
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- 前一根是涨(阳线:close > open)
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- 后一根是跌(阴线:close < open)
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- 且:跌的收盘价 < 涨的开盘价(curr['close'] < prev['open'])
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"""
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p_open = float(prev['open'])
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c_close = float(curr['close'])
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# 阳包阴(涨包跌,前跌后涨) -> 做多:涨的收盘价 > 跌的开盘价
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if self.is_bearish(prev) and self.is_bullish(curr) and c_close > p_open:
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return "long", "bear_bull_engulf"
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# 阴包阳(跌包涨,前涨后跌) -> 做空:跌的收盘价 < 涨的开盘价
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if self.is_bullish(prev) and self.is_bearish(curr) and c_close < p_open:
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return "short", "bull_bear_engulf"
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return None, None
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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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# 1. 打开浏览器
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if not self.openBrowser():
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self.ding("打开 TGE 失败!", error=True)
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return
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logger.info("TGE 端口获取成功")
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if self.close_extra_tabs_in_browser():
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logger.info('关闭多余标签页成功!!!')
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else:
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logger.info('关闭多余标签页失败!!!')
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self.page.get("https://derivatives.bitmart.com/zh-CN/futures/ETHUSDT")
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self.click_safe('x://button[normalize-space(text()) ="市价"]')
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self.pbar = tqdm(total=30, desc="等待时间中", ncols=80) # desc:进度条说明,ncols:长度
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self.time_start = None # 时间状态 避免同一个时段,发生太多消息
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while True:
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# 获取当前时间
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current_time = time.localtime()
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current_minute = current_time.tm_min
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if current_minute < 30:
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self.pbar.n = current_minute
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self.pbar.refresh()
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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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if self.time_start == self.get_now_time():
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time.sleep(5)
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continue
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new_price_datas = self.get_klines()
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if not new_price_datas:
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logger.info("获取最新价格有问题!!!")
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new_price_datas1 = sorted(new_price_datas, key=lambda x: x["id"])
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self.kline_1, self.kline_2, self.kline_3 = new_price_datas1[-3:]
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# 判断抓取的数据是否正确
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if self.get_now_time() != self.kline_3["id"]:
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continue
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self.time_start = self.get_now_time()
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if self.get_position_status():
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logger.info("获取仓位信息成功!!!")
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else:
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logger.info("获取仓位信息失败!!!")
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self.send_dingtalk_message(message_content=f"获取仓位信息失败!!!", type=0)
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continue
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if self.start == 1:
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if self.is_bearish(self.kline_1) and self.is_bearish(self.kline_2):
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self.平仓()
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elif self.start == -1:
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if self.is_bullish(self.kline_1) and self.is_bullish(self.kline_2):
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self.平仓()
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self.direction, signal_key = self.check_signal(prev=self.kline_1, curr=self.kline_2) # 判断信号
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if self.direction == "long":
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if self.start == -1:
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self.平仓()
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self.开单(marketPriceLongOrder=1, size=self.get_available_balance() * self.risk_percent)
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elif self.start == 0:
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self.开单(marketPriceLongOrder=1, size=self.get_available_balance() * self.risk_percent)
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if self.direction == "short":
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if self.start == 1:
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self.平仓()
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self.开单(marketPriceLongOrder=-1, size=self.get_available_balance() * self.risk_percent)
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elif self.start == 0:
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self.开单(marketPriceLongOrder=-1, size=self.get_available_balance() * self.risk_percent)
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self.pbar.reset() # 重置进度条
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if __name__ == '__main__':
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BitmartFuturesTransaction(bit_id="f2320f57e24c45529a009e1541e25961").action()
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Reference in New Issue
Block a user