954 lines
35 KiB
Python
954 lines
35 KiB
Python
"""
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WEEX ETH-USDT 永续合约自动交易系统
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优化版本：改进代码结构、模块化和可读性
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"""
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import time
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import datetime
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from typing import Optional, Dict, List, Tuple
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from tqdm import tqdm
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from loguru import logger
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from DrissionPage import ChromiumOptions, ChromiumPage
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from curl_cffi import requests
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from bit_tools import openBrowser
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from 交易.tools import send_dingtalk_message
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# ==================== 配置常量 ====================
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class Config:
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"""配置类：集中管理所有配置常量"""
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# TGE浏览器配置
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TGE_URL = "http://127.0.0.1:50326"
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TGE_AUTHORIZATION = "Bearer asp_174003986c9b0799677c5b2c1adb76e402735d753bc91a91"
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# WEEX API配置
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CONTRACT_ID = "10000002"
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PRODUCT_CODE = "cmt_ethusdt"
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KLINE_TYPE = "MINUTE_30"
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KLINE_LIMIT = 300
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# 交易页面URL
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TRADING_URL = "https://www.weex.com/zh-CN/futures/ETH-USDT"
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# 交易配置
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POSITION_RATIO = 100 # 开仓金额比例（余额的1/100）
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# 重试配置
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MAX_RETRY_ATTEMPTS = 3
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RETRY_DELAY = 1 # 秒
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# ==================== K线分析器 ====================
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class KlineAnalyzer:
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"""K线分析器：负责K线数据分析和信号判断"""
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@staticmethod
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def is_bullish(candle: Dict) -> bool:
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"""判断是否为阳线"""
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return float(candle['close']) > float(candle['open'])
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@staticmethod
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def is_bearish(candle: Dict) -> bool:
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"""判断是否为阴线"""
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return float(candle['close']) < float(candle['open'])
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@staticmethod
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def check_engulfing_signal(prev: Dict, curr: Dict) -> Tuple[Optional[str], Optional[str]]:
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"""
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包住形态信号判定（30分钟K线）：
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- 前跌后涨包住 -> 做多
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- 前涨后跌包住 -> 做空
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Returns:
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(direction, signal_type): direction为"long"或"short"，signal_type为信号类型
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"""
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p_open, p_close = float(prev['open']), float(prev['close'])
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c_open, c_close = float(curr['open']), float(curr['close'])
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# 前跌后涨包住 -> 做多
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if (KlineAnalyzer.is_bullish(curr) and
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KlineAnalyzer.is_bearish(prev) and
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int(c_open) <= int(p_close) and
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int(c_close) >= int(p_open)):
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return "long", "bear_bull_engulf"
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# 前涨后跌包住 -> 做空
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if (KlineAnalyzer.is_bearish(curr) and
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KlineAnalyzer.is_bullish(prev) and
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int(c_open) >= int(p_close) and
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int(c_close) <= int(p_open)):
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return "short", "bull_bear_engulf"
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return None, None
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# ==================== 浏览器管理器 ====================
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class BrowserManager:
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"""浏览器管理器：负责浏览器的启动、接管和标签页管理"""
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def __init__(self, tge_id: int, tge_url: str, tge_headers: Dict):
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self.tge_id = tge_id
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self.tge_url = tge_url
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self.tge_headers = tge_headers
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self.tge_port: Optional[int] = None
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self.page: Optional[ChromiumPage] = None
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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.tge_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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self.tge_port = bit_port
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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) -> bool:
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"""接管浏览器"""
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if not self.tge_port:
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logger.error("浏览器端口未设置")
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return False
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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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logger.success("成功接管浏览器")
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return True
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except Exception as e:
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logger.error(f"接管浏览器失败: {e}")
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return False
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def close_extra_tabs(self) -> bool:
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"""关闭多余的标签页，只保留第一个"""
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if not self.page:
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return False
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try:
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tabs = self.page.get_tabs()
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closed_count = 0
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for idx, tab in enumerate(tabs):
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if idx == 0:
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continue
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tab.close()
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closed_count += 1
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if closed_count > 0:
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logger.info(f"已关闭{closed_count}个多余标签页")
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return True
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except Exception as e:
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logger.warning(f"关闭多余标签页失败: {e}")
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return False
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# ==================== WEEX API客户端 ====================
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class WEEXApiClient:
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"""WEEX API客户端：负责与WEEX API的交互"""
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def __init__(self):
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self.session = requests.Session()
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self.headers: Optional[Dict] = None
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def update_headers(self, headers: Dict) -> None:
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"""更新session的headers"""
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if not self.headers:
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self.session.headers = headers
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else:
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self.session.headers.update(headers)
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self.headers = headers
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def get_kline_data(self, contract_id: str = Config.CONTRACT_ID,
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product_code: str = Config.PRODUCT_CODE,
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kline_type: str = Config.KLINE_TYPE,
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limit: int = Config.KLINE_LIMIT) -> List[Dict]:
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"""
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获取K线数据
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Args:
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contract_id: 合约ID
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product_code: 产品代码
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kline_type: K线类型
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limit: 返回数量限制
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Returns:
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K线数据列表
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"""
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params = {
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'contractId': contract_id,
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'productCode': product_code,
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'priceType': 'LAST_PRICE',
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'klineType': kline_type,
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'limit': str(limit),
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'timeZone': 'string',
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'languageType': '1',
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'sign': 'SIGN',
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}
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for attempt in range(Config.MAX_RETRY_ATTEMPTS):
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logger.info(f"获取最新K线数据：第{attempt + 1}/{Config.MAX_RETRY_ATTEMPTS}次尝试...")
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try:
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response = self.session.get(
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'https://http-gateway2.elconvo.com/api/v1/public/quote/v1/getKlineV2',
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params=params,
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timeout=15
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)
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# 检查响应状态码
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if response.status_code != 200:
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logger.warning(f"获取K线数据失败，HTTP状态码：{response.status_code}")
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if attempt < Config.MAX_RETRY_ATTEMPTS - 1:
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time.sleep(Config.RETRY_DELAY)
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continue
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# 尝试解析JSON
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try:
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response_data = response.json()
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except Exception as json_error:
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logger.warning(f"JSON解析失败，响应内容：{response.text[:200]}...")
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if attempt < Config.MAX_RETRY_ATTEMPTS - 1:
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time.sleep(Config.RETRY_DELAY)
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continue
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# 检查数据结构
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if "data" not in response_data or "dataList" not in response_data["data"]:
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logger.warning(f"响应数据格式不正确：{response_data}")
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if attempt < Config.MAX_RETRY_ATTEMPTS - 1:
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time.sleep(Config.RETRY_DELAY)
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continue
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result = response_data["data"]["dataList"]
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kline_data = []
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for item in result:
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# WEEX API返回格式: [close, high, low, open, id]
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kline_data.append({
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'id': int(item[4]),
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'open': float(item[3]),
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'high': float(item[1]),
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'low': float(item[2]),
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'close': float(item[0])
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})
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logger.success(f"成功获取{len(kline_data)}条K线数据")
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return kline_data
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except Exception as e:
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logger.warning(f"获取K线数据失败（第{attempt + 1}次尝试）: {e}")
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if attempt < Config.MAX_RETRY_ATTEMPTS - 1:
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time.sleep(Config.RETRY_DELAY)
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logger.error("获取K线数据失败：已重试3次仍未成功")
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return []
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def get_available_balance(self) -> Optional[float]:
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"""获取可用余额"""
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for attempt in range(Config.MAX_RETRY_ATTEMPTS):
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try:
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response = self.session.post(
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'https://gateway2.ngsvsfx.cn/v1/gw/assetsWithBalance/new',
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timeout=15
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)
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balance = float(response.json()["data"]["newContract"]["balanceList"][0]["available"])
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logger.success(f"成功获取可用余额: {balance}")
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return balance
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except Exception as e:
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logger.warning(f"获取余额失败（第{attempt + 1}次尝试）: {e}")
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if attempt < Config.MAX_RETRY_ATTEMPTS - 1:
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time.sleep(Config.RETRY_DELAY)
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logger.error("获取余额失败：已重试3次仍未成功")
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return None
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def get_position_status(self) -> Tuple[bool, Optional[List]]:
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"""
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获取持仓状态
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Returns:
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(success, position_data): success为是否成功，position_data为持仓信息列表
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"""
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json_data = {
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'filterContractIdList': [10000002],
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'limit': 100,
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'languageType': 0,
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'sign': 'SIGN',
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'timeZone': 'string',
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}
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for attempt in range(Config.MAX_RETRY_ATTEMPTS):
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try:
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response = self.session.post(
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# 'https://http-gateway2.ngsvsfx.cn/api/v1/private/order/v2/getHistoryOrderFillTransactionPage',
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'https://http-gateway2.janapw.com/api/v1/private/order/v2/getHistoryOrderFillTransactionPage',
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json=json_data,
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timeout=15
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)
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datas = response.json()["data"]["dataList"]
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if not datas:
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return True, None
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latest_order = datas
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return True, latest_order
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except Exception as e:
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logger.warning(f"获取持仓状态失败（第{attempt + 1}次尝试）: {e}")
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if attempt < Config.MAX_RETRY_ATTEMPTS - 1:
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time.sleep(Config.RETRY_DELAY)
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return False, None
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# ==================== Token管理器 ====================
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class TokenManager:
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"""Token管理器：负责获取和更新认证token"""
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def __init__(self, api_client: WEEXApiClient, page: ChromiumPage):
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self.api_client = api_client
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self.page = page
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def get_token(self) -> bool:
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"""从浏览器中获取U-TOKEN"""
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tab = self.page.new_tab()
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tab.listen.start("/user/security/getLanguageType")
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try:
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for attempt in range(Config.MAX_RETRY_ATTEMPTS):
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try:
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tab.get(url=Config.TRADING_URL)
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res = tab.listen.wait(timeout=5)
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if res.request.headers.get("U-TOKEN"):
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headers = res.request.headers
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self.api_client.update_headers(headers)
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logger.success("成功获取token")
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return True
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except Exception as e:
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logger.warning(f"获取token尝试{attempt + 1}失败: {e}")
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if attempt < Config.MAX_RETRY_ATTEMPTS - 1:
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time.sleep(Config.RETRY_DELAY)
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logger.error("获取token失败：已重试3次仍未成功")
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return False
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finally:
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tab.close()
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# ==================== 交易执行器 ====================
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class TradingExecutor:
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"""交易执行器：负责执行交易操作"""
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def __init__(self, page: ChromiumPage, api_client: WEEXApiClient):
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self.page = page
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self.api_client = api_client
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def navigate_to_trading_page(self) -> bool:
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"""导航到交易页面（选择市价）"""
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try:
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self.page.ele('x:(//button[normalize-space(text()) = "市价"])').click()
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time.sleep(1)
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return True
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except Exception as e:
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logger.error(f"导航到交易页面失败: {e}")
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return False
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def close_all_positions(self) -> bool:
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"""平仓所有持仓（闪电平仓）"""
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try:
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self.page.ele('x:(//span[normalize-space(text()) = "闪电平仓"])').scroll.to_see(center=True)
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time.sleep(1)
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self.page.ele('x:(//span[normalize-space(text()) = "闪电平仓"])').click(by_js=True)
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time.sleep(3)
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logger.success("成功执行平仓操作")
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return True
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except Exception as e:
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logger.error(f"平仓失败: {e}")
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return False
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def open_long(self, amount: float) -> bool:
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"""开多"""
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try:
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self.page.ele('x://input[@placeholder="请输入数量"]').input(amount)
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time.sleep(1)
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self.page.ele('x://*[normalize-space(text()) ="买入开多"]').click(by_js=True)
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logger.success(f"成功开多，金额：{amount}")
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return True
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except Exception as e:
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logger.error(f"开多失败: {e}")
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return False
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def open_short(self, amount: float) -> bool:
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"""开空"""
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try:
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self.page.ele('x://input[@placeholder="请输入数量"]').input(amount)
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time.sleep(1)
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self.page.ele('x://*[normalize-space(text()) ="卖出开空"]').click(by_js=True)
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logger.success(f"成功开空，金额：{amount}")
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return True
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except Exception as e:
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logger.error(f"开空失败: {e}")
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return False
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|
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def execute_trade(self, direction: str, current_position: int, amount: float) -> bool:
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"""
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执行交易操作
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Args:
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direction: 交易方向 "long" 或 "short"
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current_position: 当前持仓状态 -1:空, 0:无, 1:多
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amount: 交易金额
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Returns:
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是否成功（如果已持有相同方向仓位，返回True但不执行操作）
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"""
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# 检查是否已经持有相同方向的仓位
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if (direction == "long" and current_position == PositionManager.POSITION_LONG) or \
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(direction == "short" and current_position == PositionManager.POSITION_SHORT):
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logger.info(f"已持有{direction}方向仓位，无需重复开仓")
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return True # 返回True表示"状态正常"，虽然没有执行交易
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if not self.navigate_to_trading_page():
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return False
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try:
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# 开多
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if direction == "long":
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if current_position == 0:
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logger.info(f"{datetime.datetime.now()}，开多，金额：{amount}")
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return self.open_long(amount)
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elif current_position == -1:
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logger.info(f"{datetime.datetime.now()}，反手平空做多，金额：{amount}")
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if self.close_all_positions():
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time.sleep(1)
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return self.open_long(amount)
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# 开空
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elif direction == "short":
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if current_position == 0:
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logger.info(f"{datetime.datetime.now()}，开空，金额：{amount}")
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return self.open_short(amount)
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elif current_position == 1:
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logger.info(f"{datetime.datetime.now()}，反手平多做空，金额：{amount}")
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if self.close_all_positions():
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time.sleep(1)
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return self.open_short(amount)
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return False
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except Exception as e:
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logger.error(f"执行交易失败: {e}")
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return False
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|
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|
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# ==================== 持仓管理器 ====================
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class PositionManager:
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"""持仓管理器：负责持仓状态管理和止损"""
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|
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# 持仓状态常量
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POSITION_SHORT = -1 # 做空
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POSITION_NONE = 0 # 无持仓
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POSITION_LONG = 1 # 做多
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|
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def __init__(self, trading_executor: TradingExecutor):
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self.trading_executor = trading_executor
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self.current_position: int = self.POSITION_NONE
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self.position_data: Optional[List] = None
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|
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def update_position(self, position_data: Optional[List]) -> None:
|
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"""
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更新持仓状态
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Args:
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position_data: 持仓数据列表
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"""
|
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self.position_data = position_data # 修复：统一使用position_data
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|
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if not position_data:
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self.current_position = self.POSITION_NONE
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return
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position_data.reverse()
|
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start = 0
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start1 = 0
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for _, i in enumerate(position_data):
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|
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direction = i.get("legacyOrderDirection")
|
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if direction == "CLOSE_SHORT":
|
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start = 0
|
||
elif direction == "CLOSE_LONG":
|
||
start1 = 0
|
||
elif direction == "OPEN_SHORT":
|
||
start -= 1
|
||
elif direction == "OPEN_LONG":
|
||
start1 += 1
|
||
|
||
# direction = position_data.get("legacyOrderDirection")
|
||
if start1:
|
||
self.current_position = self.POSITION_LONG
|
||
elif start:
|
||
self.current_position = self.POSITION_SHORT
|
||
else:
|
||
self.current_position = self.POSITION_NONE
|
||
|
||
def check_stop_loss(self, kline_1: Dict, kline_2: Dict) -> bool:
|
||
"""
|
||
检查止损条件
|
||
|
||
Args:
|
||
kline_1: 倒数第二根K线
|
||
kline_2: 倒数第一根K线
|
||
|
||
Returns:
|
||
是否执行了止损
|
||
"""
|
||
try:
|
||
# 持多仓，连续两根阴线，平多
|
||
if self.current_position == self.POSITION_LONG:
|
||
if (KlineAnalyzer.is_bearish(kline_1) and
|
||
KlineAnalyzer.is_bearish(kline_2)):
|
||
logger.success(
|
||
f"{datetime.datetime.now()}，止损信号：连续两根阴线，平多"
|
||
)
|
||
if self.trading_executor.close_all_positions():
|
||
self.current_position = self.POSITION_NONE
|
||
return True
|
||
|
||
# 持空仓，连续两根阳线，平空
|
||
elif self.current_position == self.POSITION_SHORT:
|
||
if (KlineAnalyzer.is_bullish(kline_1) and
|
||
KlineAnalyzer.is_bullish(kline_2)):
|
||
logger.success(
|
||
f"{datetime.datetime.now()}，止损信号：连续两根阳线，平空"
|
||
)
|
||
if self.trading_executor.close_all_positions():
|
||
self.current_position = self.POSITION_NONE
|
||
return True
|
||
except Exception as e:
|
||
logger.error(f"止损检查失败: {e}")
|
||
|
||
return False
|
||
|
||
|
||
# ==================== 消息发送器 ====================
|
||
class MessageSender:
|
||
"""消息发送器：负责发送钉钉消息"""
|
||
|
||
@staticmethod
|
||
def send_dingtalk_message(message_content: str, is_error: bool = False) -> None:
|
||
"""
|
||
发送钉钉消息
|
||
|
||
Args:
|
||
message_content: 消息内容
|
||
is_error: 是否为错误消息（错误消息会发送多次）
|
||
"""
|
||
if is_error:
|
||
prefix = "❌weex："
|
||
count = 15
|
||
else:
|
||
prefix = "🔔weex："
|
||
count = 1
|
||
|
||
for _ in range(count):
|
||
send_dingtalk_message(f"{prefix}{message_content}")
|
||
|
||
@staticmethod
|
||
def format_position_message(position_data: Optional[List],
|
||
current_position: int,
|
||
current_price: float,
|
||
available_balance: float) -> str:
|
||
"""
|
||
格式化持仓信息消息
|
||
|
||
Args:
|
||
position_data: 持仓数据列表
|
||
current_position: 当前持仓方向 (-1:空, 0:无, 1:多)
|
||
current_price: 当前价格
|
||
available_balance: 可用余额
|
||
"""
|
||
# 根据current_position确定持仓方向
|
||
if current_position == PositionManager.POSITION_LONG:
|
||
direction = "多"
|
||
elif current_position == PositionManager.POSITION_SHORT:
|
||
direction = "空"
|
||
else:
|
||
direction = "无"
|
||
|
||
# 如果没有持仓，直接返回无持仓消息
|
||
if current_position == PositionManager.POSITION_NONE:
|
||
return (
|
||
"**【WEEX ETHUSDT 永续持仓监控】**\n\n"
|
||
f"**持仓方向**：无\n"
|
||
f"**当前现价**：{current_price:.2f} USDT\n"
|
||
f"**账户可用余额**：{available_balance:.2f} USDT"
|
||
)
|
||
|
||
# 如果有持仓，尝试从position_data中提取持仓信息
|
||
if position_data and isinstance(position_data, list) and len(position_data) > 0:
|
||
try:
|
||
# 从列表中查找最新的开仓记录
|
||
open_order = None
|
||
total_fill_size = 0.0
|
||
total_fill_value = 0.0
|
||
|
||
for order in reversed(position_data): # 从最新到最旧遍历
|
||
legacy_direction = order.get("legacyOrderDirection", "")
|
||
|
||
# 查找对应方向的开仓记录
|
||
if current_position == PositionManager.POSITION_LONG and legacy_direction == "OPEN_LONG":
|
||
fill_size = float(order.get('fillSize', 0))
|
||
fill_value = float(order.get('fillValue', 0))
|
||
if fill_size > 0:
|
||
total_fill_size += fill_size
|
||
total_fill_value += fill_value
|
||
if open_order is None:
|
||
open_order = order
|
||
elif current_position == PositionManager.POSITION_SHORT and legacy_direction == "OPEN_SHORT":
|
||
fill_size = float(order.get('fillSize', 0))
|
||
fill_value = float(order.get('fillValue', 0))
|
||
if fill_size > 0:
|
||
total_fill_size += fill_size
|
||
total_fill_value += fill_value
|
||
if open_order is None:
|
||
open_order = order
|
||
|
||
# 如果遇到平仓记录，停止累计
|
||
if (current_position == PositionManager.POSITION_LONG and legacy_direction == "CLOSE_LONG") or \
|
||
(current_position == PositionManager.POSITION_SHORT and legacy_direction == "CLOSE_SHORT"):
|
||
break
|
||
|
||
if total_fill_size > 0:
|
||
# 计算开仓均价
|
||
open_avg_price = total_fill_value / total_fill_size if total_fill_size > 0 else 0
|
||
|
||
# 计算浮动盈亏
|
||
if direction == "多":
|
||
unrealized_pnl = total_fill_size * (current_price - open_avg_price)
|
||
pnl_rate = (current_price - open_avg_price) / open_avg_price * 100 if open_avg_price > 0 else 0
|
||
else: # 空
|
||
unrealized_pnl = total_fill_size * (open_avg_price - current_price)
|
||
pnl_rate = (open_avg_price - current_price) / open_avg_price * 100 if open_avg_price > 0 else 0
|
||
|
||
pnl_str = f"{unrealized_pnl:+.2f} USDT ({pnl_rate:+.2f}%)"
|
||
current_value = total_fill_size * current_price
|
||
|
||
return (
|
||
"**【WEEX ETHUSDT 永续持仓监控】**\n\n"
|
||
f"**持仓方向**：{direction}\n"
|
||
f"**当前现价**：{current_price:.2f} USDT\n"
|
||
f"**开仓均价**：{open_avg_price:.2f} USDT\n"
|
||
f"**持仓数量(eth)**：{total_fill_size:.3f} ETH\n"
|
||
f"**持仓数量(usdt)**：{total_fill_value / 100:.2f} USDT\n"
|
||
f"**名义价值**：{current_value:.2f} USDT\n"
|
||
f"**浮动盈亏**：{pnl_str}\n"
|
||
f"**账户可用余额**：{available_balance:.2f} USDT"
|
||
)
|
||
except Exception as e:
|
||
logger.warning(f"解析持仓数据失败: {e}")
|
||
|
||
# 如果无法解析持仓数据，至少显示持仓方向
|
||
return (
|
||
"**【WEEX ETHUSDT 永续持仓监控】**\n\n"
|
||
f"**持仓方向**：{direction}\n"
|
||
f"**当前现价**：{current_price:.2f} USDT\n"
|
||
f"**账户可用余额**：{available_balance:.2f} USDT"
|
||
)
|
||
|
||
|
||
# ==================== 时间工具类 ====================
|
||
class TimeUtils:
|
||
"""时间工具类"""
|
||
|
||
@staticmethod
|
||
def get_current_kline_timestamp() -> int:
|
||
"""
|
||
获取当前K线的时间戳（30分钟K线的整点或30分时刻，毫秒）
|
||
|
||
Returns:
|
||
时间戳（毫秒）
|
||
"""
|
||
current_timestamp = time.time()
|
||
current_datetime = datetime.datetime.fromtimestamp(current_timestamp)
|
||
|
||
# 计算距离当前时间最近的整点或30分时刻
|
||
if current_datetime.minute < 30:
|
||
target_datetime = current_datetime.replace(
|
||
minute=0, second=0, microsecond=0
|
||
)
|
||
else:
|
||
target_datetime = current_datetime.replace(
|
||
minute=30, second=0, microsecond=0
|
||
)
|
||
|
||
return int(target_datetime.timestamp()) * 1000
|
||
|
||
@staticmethod
|
||
def get_formatted_time() -> str:
|
||
"""获取格式化的当前时间字符串"""
|
||
timestamp = time.time()
|
||
local_time = time.localtime(timestamp)
|
||
return time.strftime("%Y-%m-%d %H:%M:%S", local_time)
|
||
|
||
@staticmethod
|
||
def get_progress_bar_value() -> int:
|
||
"""获取进度条的当前值（0-29）"""
|
||
current_time = time.localtime()
|
||
current_minute = current_time.tm_min
|
||
return current_minute if current_minute < 30 else current_minute - 30
|
||
|
||
|
||
# ==================== 主交易类 ====================
|
||
class WeexTransaction:
|
||
"""WEEX自动交易主类"""
|
||
|
||
def __init__(self, tge_id):
|
||
# 配置
|
||
self.tge_id = tge_id
|
||
self.tge_headers = {
|
||
"Authorization": Config.TGE_AUTHORIZATION,
|
||
"Content-Type": "application/json"
|
||
}
|
||
|
||
# 组件初始化
|
||
self.browser_manager = BrowserManager(tge_id, Config.TGE_URL, self.tge_headers)
|
||
self.api_client = WEEXApiClient()
|
||
self.position_manager = None # 需要在浏览器初始化后创建
|
||
self.trading_executor = None # 需要在浏览器初始化后创建
|
||
self.token_manager = None # 需要在浏览器初始化后创建
|
||
|
||
# 状态
|
||
self.pbar: Optional[tqdm] = None
|
||
self.last_kline_timestamp: Optional[int] = None
|
||
self.kline_1: Optional[Dict] = None
|
||
self.kline_2: Optional[Dict] = None
|
||
self.kline_3: Optional[Dict] = None
|
||
|
||
def initialize(self) -> bool:
|
||
"""初始化所有组件"""
|
||
# 打开浏览器
|
||
if not self.browser_manager.openBrowser():
|
||
logger.error("打开浏览器失败")
|
||
MessageSender.send_dingtalk_message("打开浏览器失败", is_error=True)
|
||
return False
|
||
|
||
# 接管浏览器
|
||
if not self.browser_manager.take_over_browser():
|
||
logger.error("接管浏览器失败")
|
||
MessageSender.send_dingtalk_message("接管浏览器失败", is_error=True)
|
||
return False
|
||
|
||
# 关闭多余标签页
|
||
self.browser_manager.close_extra_tabs()
|
||
|
||
# 初始化需要page的组件
|
||
page = self.browser_manager.page
|
||
self.trading_executor = TradingExecutor(page, self.api_client)
|
||
self.position_manager = PositionManager(self.trading_executor)
|
||
self.token_manager = TokenManager(self.api_client, page)
|
||
|
||
# 打开交易页面
|
||
page.get(url=Config.TRADING_URL)
|
||
|
||
# 初始化时先获取一次token
|
||
if not self.token_manager.get_token():
|
||
logger.warning("初始化时获取token失败，将在获取K线数据时重试")
|
||
|
||
# 初始化进度条
|
||
self.pbar = tqdm(total=30, desc="等待时间中", ncols=80)
|
||
|
||
logger.success("系统初始化完成")
|
||
return True
|
||
|
||
def update_progress_bar(self) -> None:
|
||
"""更新进度条"""
|
||
if self.pbar:
|
||
self.pbar.n = TimeUtils.get_progress_bar_value()
|
||
self.pbar.refresh()
|
||
|
||
def fetch_and_update_kline(self) -> bool:
|
||
"""获取并更新K线数据"""
|
||
# 先获取token（获取K线数据需要token）
|
||
if not self.token_manager.get_token():
|
||
logger.warning("获取token失败，无法获取K线数据")
|
||
return False
|
||
|
||
kline_data = self.api_client.get_kline_data()
|
||
if not kline_data:
|
||
logger.warning("获取K线数据失败")
|
||
MessageSender.send_dingtalk_message("获取K线数据失败", is_error=True)
|
||
return False
|
||
|
||
# 排序并取最后三根
|
||
sorted_data = sorted(kline_data, key=lambda x: x["id"])
|
||
if len(sorted_data) < 3:
|
||
logger.error("K线数据不足3根")
|
||
return False
|
||
|
||
self.kline_1, self.kline_2, self.kline_3 = sorted_data[-3:]
|
||
|
||
# 检查是否是新K线
|
||
current_kline_id = self.kline_3["id"]
|
||
current_timestamp = TimeUtils.get_current_kline_timestamp()
|
||
|
||
# 判断K线时间是否匹配当前时间，并且是新K线
|
||
if current_kline_id != current_timestamp:
|
||
return False # K线时间不匹配
|
||
|
||
if self.last_kline_timestamp == current_timestamp:
|
||
return False # 已经处理过这个K线
|
||
|
||
self.last_kline_timestamp = current_timestamp
|
||
return True
|
||
|
||
def sync_position_status(self) -> bool:
|
||
"""同步持仓状态"""
|
||
success, position_data = self.api_client.get_position_status()
|
||
if not success:
|
||
logger.error("获取持仓状态失败")
|
||
MessageSender.send_dingtalk_message("获取持仓状态失败", is_error=True)
|
||
return False
|
||
|
||
self.position_manager.update_position(position_data)
|
||
return True
|
||
|
||
def process_trading_logic(self) -> None:
|
||
"""处理交易逻辑"""
|
||
page = self.browser_manager.page
|
||
|
||
# 刷新token（因为可能已经过期，但这不是必须的，因为获取K线时已经获取过了）
|
||
# 如果token有效，这里会快速返回；如果无效，会重新获取
|
||
self.token_manager.get_token()
|
||
|
||
# 刷新页面
|
||
page.get(url=Config.TRADING_URL)
|
||
|
||
# 同步持仓状态
|
||
if not self.sync_position_status():
|
||
return
|
||
|
||
# 检查止损
|
||
try:
|
||
self.position_manager.check_stop_loss(self.kline_1, self.kline_2)
|
||
except Exception as e:
|
||
logger.error(f"止损检查出错: {e}")
|
||
MessageSender.send_dingtalk_message(f"止损检查出错: {e}", is_error=True)
|
||
return
|
||
|
||
# 检查交易信号
|
||
direction, signal_type = KlineAnalyzer.check_engulfing_signal(
|
||
prev=self.kline_1,
|
||
curr=self.kline_2
|
||
)
|
||
|
||
if direction:
|
||
# 检查是否已经持有相同方向的仓位
|
||
current_pos = self.position_manager.current_position
|
||
if (direction == "long" and current_pos == PositionManager.POSITION_LONG) or \
|
||
(direction == "short" and current_pos == PositionManager.POSITION_SHORT):
|
||
logger.info(f"已持有{direction}方向仓位，继续持仓，不执行新开仓操作")
|
||
# 继续持仓，不发送开仓信息，直接返回继续执行后续的持仓信息发送
|
||
else:
|
||
# 需要执行交易（新开仓或反手）
|
||
# 获取可用余额
|
||
balance = self.api_client.get_available_balance()
|
||
if balance is None:
|
||
logger.error("获取可用余额失败")
|
||
MessageSender.send_dingtalk_message("获取可用余额失败", is_error=True)
|
||
return
|
||
|
||
amount = int(balance / 100)
|
||
|
||
# 执行交易
|
||
trade_executed = self.trading_executor.execute_trade(
|
||
direction=direction,
|
||
current_position=self.position_manager.current_position,
|
||
amount=amount
|
||
)
|
||
|
||
if not trade_executed:
|
||
MessageSender.send_dingtalk_message(
|
||
f"交易执行失败，方向：{direction}",
|
||
is_error=True
|
||
)
|
||
return
|
||
|
||
# 更新持仓状态
|
||
if direction == "long":
|
||
self.position_manager.current_position = PositionManager.POSITION_LONG
|
||
elif direction == "short":
|
||
self.position_manager.current_position = PositionManager.POSITION_SHORT
|
||
|
||
# 发送交易消息（只有真正执行了开仓或反手操作才发送）
|
||
MessageSender.send_dingtalk_message(
|
||
f"信号：{direction}，开仓金额：{amount:.2f}",
|
||
is_error=False
|
||
)
|
||
|
||
# 再次同步持仓状态（交易后）
|
||
if not self.sync_position_status():
|
||
return
|
||
|
||
# 发送持仓信息
|
||
balance = self.api_client.get_available_balance()
|
||
current_price = float(self.kline_3["close"])
|
||
if balance is not None:
|
||
position_info = self.position_manager.position_data
|
||
current_pos = self.position_manager.current_position
|
||
msg = MessageSender.format_position_message(
|
||
position_info,
|
||
current_pos,
|
||
current_price,
|
||
balance
|
||
)
|
||
MessageSender.send_dingtalk_message(msg, is_error=False)
|
||
|
||
def run(self) -> None:
|
||
"""主运行循环"""
|
||
# 初始化
|
||
if not self.initialize():
|
||
return
|
||
|
||
logger.info("系统初始化完成，开始运行...")
|
||
|
||
# 主循环
|
||
while True:
|
||
try:
|
||
# 更新进度条
|
||
self.update_progress_bar()
|
||
|
||
# 获取当前K线时间戳
|
||
current_timestamp = TimeUtils.get_current_kline_timestamp()
|
||
|
||
# 检查是否已经处理过这个K线
|
||
if self.last_kline_timestamp == current_timestamp:
|
||
time.sleep(10)
|
||
continue
|
||
|
||
# 获取并更新K线数据
|
||
if not self.fetch_and_update_kline():
|
||
time.sleep(10)
|
||
continue
|
||
|
||
# 处理交易逻辑
|
||
self.process_trading_logic()
|
||
|
||
# 重置进度条
|
||
if self.pbar:
|
||
self.pbar.reset()
|
||
|
||
# 等待一段时间
|
||
time.sleep(5)
|
||
|
||
except KeyboardInterrupt:
|
||
logger.info("收到中断信号，正在退出...")
|
||
break
|
||
except Exception as e:
|
||
logger.error(f"运行出错: {e}")
|
||
MessageSender.send_dingtalk_message(f"运行出错: {e}", is_error=True)
|
||
time.sleep(10)
|
||
|
||
def action(self) -> None:
|
||
"""兼容旧接口的方法名"""
|
||
self.run()
|
||
|
||
|
||
if __name__ == '__main__':
|
||
transaction = WeexTransaction(tge_id="86837a981aba4576be6916a0ef6ad785")
|
||
transaction.action()
|