import time import uuid import datetime 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 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()