536 lines
20 KiB
Python
536 lines
20 KiB
Python
import time
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import asyncio
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import datetime
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from tqdm import *
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from loguru import *
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from DrissionPage import *
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import requests
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from telethon import TelegramClient
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from 交易.tools import send_dingtalk_message
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def is_bullish(c): # 阳线
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return float(c['close']) > float(c['open'])
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def is_bearish(c): # 阴线
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return float(c['close']) < float(c['open'])
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class WeexTransaction:
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def __init__(self, tge_id):
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self.tge_port = None # tge浏览器使用端口
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self.tge_id = tge_id # tge id
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self.tge_url = "http://127.0.0.1:50326" # tge本地服务url
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self.tge_headers = {
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"Authorization": f"Bearer asp_174003986c9b0799677c5b2c1adb76e402735d753bc91a91",
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"Content-Type": "application/json"
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}
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# 替换为你自己的钉钉机器人 Webhook 地址
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self.webhook_url = "https://oapi.dingtalk.com/robot/send?access_token=e2fafb3f46866d50fe52cbb29650ba9ef1cbc97915dde238192f04c906fe4125"
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# 替换为你自己的钉钉机器人秘钥
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self.secret = "SEC5f320e72d7a4eaca540c66c3d09edff2f74936517390dee99ece6dd1b3611998"
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self.page = None # 浏览器对象
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self.start = 0 # 持仓状态 -1:做空，0：维持仓，1：做多
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self.kline_1 = None # 0：跌，1：涨
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self.kline_2 = None # 0：跌，1：涨
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self.kline_1 = self.kline_2 = self.kline_3 = None
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self.direction = None # 信号类型
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self.pbar = None # 进度条对象
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self.session = requests.Session() # 接口请求对象
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self.headers = None
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def get_now_time1(self):
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timestamp = time.time()
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local_time = time.localtime(timestamp)
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formatted_time = time.strftime("%Y-%m-%d %H:%M:%S", local_time)
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return formatted_time
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def send_dingtalk_message(self, message_content, type=1):
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if type:
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send_dingtalk_message(
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message_content=f"🔔weex：" + message_content
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)
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else:
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for i in range(15):
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send_dingtalk_message(
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message_content=f"❌weex：" + message_content
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)
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def openBrowser(self, ): # 直接指定ID打开窗口，也可以使用 createBrowser 方法返回的ID
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try:
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response = requests.post(
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f"{self.tge_url}/api/browser/start",
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json={"envId": self.tge_id},
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headers=self.tge_headers
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)
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self.tge_port = response.json()["data"]["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):
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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 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（仅15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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"""
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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 is_bullish(curr) and is_bearish(prev) and int(c_open) <= int(p_close) and 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 is_bearish(curr) and is_bullish(prev) and int(c_open) >= int(p_close) and 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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def get_price(self):
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params = {
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'contractId': '10000002',
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'productCode': 'cmt_ethusdt',
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'priceType': 'LAST_PRICE',
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'klineType': 'MINUTE_30',
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'limit': '300',
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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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datas = []
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for i in range(3):
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logger.info(f"获取最新数据：{i + 1}次。。。")
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try:
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response = self.session.get('https://http-gateway2.elconvo.com/api/v1/public/quote/v1/getKlineV2',
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params=params, )
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for i in response.json()["data"]["dataList"]:
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insert_data = {
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'id': int(i[4]),
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'open': float(i[3]),
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'high': float(i[1]),
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'low': float(i[2]),
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'close': float(i[0])
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}
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datas.append(insert_data)
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return datas
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except:
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time.sleep(1)
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return datas
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def to_do_page(self):
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# self.page.get("https://www.weeaxs.site/zh-CN/futures/demo-trading/ETH-SUSDT")
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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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num = self.get_num()
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if num:
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logger.info("获取可用余额成功！！！")
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else:
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logger.error("获取可用余额失败！！！")
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self.send_dingtalk_message("获取可用余额失败！！！", type=0)
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return
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self.page.ele('x://input[@placeholder="请输入数量"]').input(float(num) / 100)
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time.sleep(1)
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if self.direction == "long" and not self.start:
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logger.success(f"{datetime.datetime.now()}，第一根信号：{self.kline_1}，{self.kline_2}，开多")
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self.send_dingtalk_message(f"信号：{self.direction}，开多，开仓金额：{float(num) / 100}")
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self.page.ele('x://*[contains(text(), "买入开多")]').click()
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self.start = 1
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elif self.direction == "short" and not self.start:
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logger.success(f"{datetime.datetime.now()}，第一根信号：{self.kline_1}，{self.kline_2}，开空")
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self.send_dingtalk_message(f"信号：{self.direction}，开空，开仓金额：{float(num) / 100}")
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self.page.ele('x://*[contains(text(), "卖出开空")]').click()
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self.start = -1
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elif self.direction == "long" and self.start == -1:
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logger.success(f"{datetime.datetime.now()}，第一根信号：{self.kline_1}，{self.kline_2}，反手平空做多")
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self.send_dingtalk_message(f"信号：{self.direction}，反手平空做多，开仓金额：{float(num) / 100}")
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self.page.ele('x://*[contains(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://*[contains(text(), "闪电平仓")]').click()
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time.sleep(3)
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self.page.ele('x://*[contains(text(), "买入开多")]').click()
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self.start = 1
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elif self.direction == "short" and self.start == 1:
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logger.success(f"{datetime.datetime.now()}，第一根信号：{self.kline_1}，{self.kline_2}，反手平多做空")
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self.send_dingtalk_message(f"信号：{self.direction}，反手平多做空，开仓金额：{float(num) / 100}")
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self.page.ele('x://*[contains(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://*[contains(text(), "闪电平仓")]').click()
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time.sleep(3)
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self.page.ele('x://*[contains(text(), "卖出开空")]').click()
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self.start = -1
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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) * 1000
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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_num(self):
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for i in range(3):
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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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)
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return response.json()["data"]["newContract"]["balanceList"][0]["available"]
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except:
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time.sleep(1)
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return False
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def get_token(self):
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tab = self.page.new_tab()
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tab.listen.start("/user/security/getLanguageType")
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for i in range(3):
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tab.get(url="https://www.weeaxs.site/zh-CN/futures/ETH-USDT")
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try:
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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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if not self.headers:
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self.session.headers = res.request.headers
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else:
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self.session.headers["U-TOKEN"] = res.request.headers["U-TOKEN"]
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tab.close()
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return True
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except:
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time.sleep(1)
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tab.close()
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return False
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def get_position_status(self):
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json_data = {
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'filterContractIdList': [
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10000002,
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],
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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 i in range(3):
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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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json=json_data,
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)
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datas = []
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for i in response.json()["data"]["dataList"]:
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datas.append(i)
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if datas[0]["legacyOrderDirection"] == "OPEN_LONG":
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self.start = 1
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elif datas[0]["legacyOrderDirection"] == "OPEN_SHORT":
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self.start = -1
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else:
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self.start = 0
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self.datas = datas[0]
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return True
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except:
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time.sleep(1)
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return False
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def action(self):
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# 获取比特端口
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if self.openBrowser():
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logger.info("获取打开比特成功，成功获取端口！！！")
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else:
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logger.error("打开比特失败！！！")
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return
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# 接管浏览器
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if self.take_over_browser():
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logger.info("接管比特浏览器成功！！！")
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else:
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logger.error("接管浏览器失败！！！")
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return
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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(url="https://www.weeaxs.site/zh-CN/futures/ETH-USDT") # 打开网页
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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 current_minute not in [0, 1, 2, 3, 4, 5, 30, 31, 32, 33, 34, 35]: # 判断是否是 新的30分钟了
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# # if current_minute not in range(60): # 判断是否是 新的30分钟了
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# time.sleep(10)
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# continue
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if self.kline_3 and self.get_now_time() == self.kline_3["id"]:
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continue
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if self.get_token(): # 获取token
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logger.info("获取token成功!!!")
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else:
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logger.info("获取token失败！！！")
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self.send_dingtalk_message(message_content=f"获取token失败！！！", type=0)
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new_price_datas = self.get_price()
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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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self.send_dingtalk_message(message_content=f"获取价格有问题！！！", type=0)
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continue
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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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if self.time_start == self.get_now_time():
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continue
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self.time_start = self.get_now_time()
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self.page.get(url="https://www.weeaxs.site/zh-CN/futures/ETH-USDT") # 打开网页
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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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try:
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if self.start == 1:
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if is_bearish(self.kline_1) and is_bearish(self.kline_2):
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logger.success(f"{datetime.datetime.now()}，第一根信号：{self.kline_1}，{self.kline_2}，平多")
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self.send_dingtalk_message(
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message_content=f"第一根信号：{self.kline_1}，{self.kline_2}，平多")
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self.page.ele('x://*[contains(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://*[contains(text(), "闪电平仓")]').click()
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self.start = 0
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elif self.start == -1:
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if is_bullish(self.kline_1) and is_bullish(self.kline_2):
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logger.success(f"{datetime.datetime.now()}，第一根信号：{self.kline_1}，{self.kline_2}，平空")
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self.send_dingtalk_message(
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message_content=f"第一根信号：{self.kline_1}，{self.kline_2}，平空")
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self.page.ele('x://*[contains(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://*[contains(text(), "闪电平仓")]').click()
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self.start = 0
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except:
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self.send_dingtalk_message(message_content=f"止损平仓出错！！！", type=0)
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continue
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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:
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try:
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self.to_do_page()
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except Exception as e:
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self.send_dingtalk_message(message_content=f"购买操作失败，{e}", type=0)
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continue
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self.pbar.reset() # 重置进度条
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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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num = self.get_num()
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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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message_content = None
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current_price = float(self.kline_3["close"])
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if self.start:
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# 1. 从 self.datas 中提取并转换关键数据
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# 假设 self.datas 是你贴的那个JSON字典（如果是个列表，取最新一笔）
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data = self.datas
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if isinstance(data, list) and data:
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data = data[-1] # 如果是列表，取最新一笔成交
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fill_size = float(self.datas['fillSize']) # 持仓量，单位：ETH
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fill_value = float(self.datas['fillValue']) # 成交名义价值 USDT
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open_avg_price = fill_value / fill_size # 开仓均价（本笔成交均价）
|
||
|
||
position_side = self.datas['positionSide'] # "SHORT" 或 "LONG"
|
||
|
||
# 2. 方向判断并设置 self.start（方便后续策略使用）
|
||
if position_side == 'SHORT':
|
||
direction = "空"
|
||
self.start = -1
|
||
elif position_side == 'LONG':
|
||
direction = "多"
|
||
self.start = 1
|
||
else:
|
||
direction = "无"
|
||
self.start = 0
|
||
|
||
# 3. 当前价格（从你的K线数据）
|
||
current_price = float(self.kline_3["close"])
|
||
|
||
# 4. 持仓量（假设当前持仓等于这笔成交量，如有加减仓后续可维护累计）
|
||
current_amount = fill_size # 单位：ETH
|
||
|
||
# 5. 计算浮动盈亏（USDT）
|
||
if self.start == 1: # 多头
|
||
unrealized_pnl = current_amount * (current_price - open_avg_price)
|
||
elif self.start == -1: # 空头
|
||
unrealized_pnl = current_amount * (open_avg_price - current_price)
|
||
else:
|
||
unrealized_pnl = 0.0
|
||
|
||
# 6. 收益率
|
||
if self.start != 0 and open_avg_price > 0:
|
||
if self.start == 1:
|
||
pnl_rate = (current_price - open_avg_price) / open_avg_price * 10000
|
||
else:
|
||
pnl_rate = (open_avg_price - current_price) / open_avg_price * 10000
|
||
rate_str = f" ({pnl_rate:+.2f}%)"
|
||
else:
|
||
rate_str = ""
|
||
|
||
pnl_str = f"{unrealized_pnl:+.2f} USDT"
|
||
|
||
# 7. 当前持仓名义价值
|
||
current_value = current_amount * current_price
|
||
|
||
# 8. 持仓量显示
|
||
amount_display = f"{current_amount:.3f} ETH"
|
||
|
||
# 9. 组装消息（钉钉Markdown格式，更美观）
|
||
message_content = (
|
||
"**【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)**：{amount_display} eth\n"
|
||
f"**持仓数量(usdt)**：{float(self.datas['fillValue']) / 100:.2f} usdt\n"
|
||
f"**名义价值**：{current_value:.2f} USDT\n"
|
||
f"**浮动盈亏**：{pnl_str}{rate_str}\n"
|
||
f"**账户可用余额**：{float(num):.2f} USDT"
|
||
)
|
||
else:
|
||
message_content = (
|
||
"**【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"**开仓均价**：{open_avg_price:.2f} USDT\n"
|
||
# f"**持仓数量**：{amount_display}\n"
|
||
# f"**名义价值**：{current_value:.2f} USDT\n"
|
||
# f"**浮动盈亏**：{pnl_str}{rate_str}\n"
|
||
f"**账户可用余额**：{float(num):.2f} USDT"
|
||
)
|
||
|
||
# 10. 发送钉钉消息
|
||
self.send_dingtalk_message(message_content=message_content)
|
||
|
||
|
||
if __name__ == '__main__':
|
||
WeexTransaction(
|
||
tge_id=146473,
|
||
).action()
|