377 lines
14 KiB
Python
377 lines
14 KiB
Python
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30分钟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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@staticmethod
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def is_bullish(c):
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return float(c['close']) > float(c['open'])
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@staticmethod
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def is_bearish(c):
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return float(c['close']) < float(c['open'])
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def ding(self, msg, error=False):
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"""统一消息格式"""
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prefix = "❌bitmart：" if error else "🔔bitmart："
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if error:
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for i in range(10):
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send_dingtalk_message(f"{prefix}，{msg}")
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else:
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send_dingtalk_message(f"{prefix}，{msg}")
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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 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 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[-3:] # 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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# 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]
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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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self.ding(error=True, msg="持仓查询异常")
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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 execute_trade(self):
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size = self.calculate_size()
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if size == 0:
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return
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if self.direction == "long":
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if self.start == 0:
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self.place_market_order(1, size) # 开多
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self.start = 1
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self.ding(msg="开多成功！！！")
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elif self.start == -1:
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self.place_market_order(2, 999999) # 全平空
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time.sleep(2)
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self.place_market_order(1, size)
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self.start = 1
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self.ding(msg="平空反手开多成功！！！")
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elif self.direction == "short":
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if self.start == 0:
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self.place_market_order(4, size) # 开空
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self.start = -1
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self.ding(msg="开空成功！！！")
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elif self.start == 1:
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self.place_market_order(3, 999999) # 全平多
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time.sleep(2)
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self.place_market_order(4, size)
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self.start = -1
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self.ding(msg="平多反手开空 成功！！！")
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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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self.ding(error=True, msg="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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# 每10秒检查一次，等待新K线
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klines = self.get_klines()
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if not klines or len(klines) < 3:
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time.sleep(10)
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continue
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kline_1, kline_2, kline_3 = klines
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if self.last_kline_time == kline_3['id']:
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time.sleep(10)
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continue
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self.last_kline_time = kline_3['id']
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logger.success("获取到新30分钟K线")
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if not self.get_position_status():
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self.ding(error=True, msg="获取仓位信息失败！！！")
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continue
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# 止损：两连反向K线平仓
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try:
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if self.start == 1 and self.is_bearish(kline_1) and self.is_bearish(kline_2):
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logger.success("两连阴，止损平多")
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self.ding(msg="两连阴，止损平多")
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self.place_market_order(3, 999999)
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self.start = 0
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elif self.start == -1 and self.is_bullish(kline_1) and self.is_bullish(kline_2):
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logger.success("两连阳，止损平空")
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self.ding(msg="两连阳，止损平空")
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self.place_market_order(2, 999999)
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self.start = 0
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except Exception as e:
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logger.error(f"止损执行异常: {e}")
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self.ding(error=True, msg="止损执行异常")
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self.direction = self.check_signal(kline_1, kline_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()
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self.pbar.reset()
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# ===================================================================================================
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msg = None
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current_price = float(kline_3["close"])
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self.balance = self.get_available_balance()
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if self.start:
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if not self.get_position_status():
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self.ding(error=True, msg="获取仓位信息失败！！！")
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continue
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# 持仓方向，开仓价格，现价，持仓量，盈亏，当前价值
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# 1. 确保所有关键数据为 float 类型（BitMart API 常返回字符串）
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open_avg_price = float(self.open_avg_price) if self.open_avg_price else 0.0
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current_amount = float(self.current_amount) if self.current_amount else 0.0
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# 2. 计算浮动盈亏（USDT）
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if self.start == 1: # 多头
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unrealized_pnl = current_amount * 0.001 * (current_price - open_avg_price)
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elif self.start == -1: # 空头
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unrealized_pnl = current_amount * 0.001 * (open_avg_price - current_price)
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else: # 无仓
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unrealized_pnl = 0.0
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# 3. 计算收益率（可选，更直观）
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if self.start != 0 and open_avg_price > 0:
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if self.start == 1:
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pnl_rate = (current_price - open_avg_price) / open_avg_price * 10000
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else:
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pnl_rate = (open_avg_price - current_price) / open_avg_price * 10000
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rate_str = f" ({pnl_rate:+.2f}%)"
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else:
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rate_str = ""
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# 4. 格式化输出字符串
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direction_str = "空" if self.start == -1 else ("多" if self.start == 1 else "无")
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pnl_str = f"{unrealized_pnl:+.2f} USDT"
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# 6. 最终消息
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msg = (
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f"【BitMart {self.contract_symbol} 永续】\n"
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f"当前方向：{direction_str}\n"
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f"当前现价：{current_price:.2f} USDT\n"
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f"开仓均价：{open_avg_price:.2f} USDT\n"
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f"持仓量(eht)：{float(self.current_amount) / 1000} eth\n"
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f"持仓量(usdt)：{float(self.position_cross)} usdt\n"
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f"浮动盈亏：{pnl_str}{rate_str}\n"
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f"账户可用余额：{self.balance:.2f} usdt"
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)
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else:
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msg = (
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f"【BitMart {self.contract_symbol} 永续】\n"
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f"当前方向：无\n"
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f"当前现价：{current_price:.2f} USDT\n"
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# f"开仓均价：{open_avg_price:.2f} USDT\n"
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# f"持仓量：{float(self.current_amount) / 1000} eth\n"
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# f"浮动盈亏：{pnl_str}{rate_str}\n"
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f"账户可用余额：{self.balance:.2f} usdt"
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)
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# 7. 发送钉钉消息
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self.ding(msg=msg)
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if __name__ == '__main__':
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BitmartFuturesTransaction().action()
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