763 lines
32 KiB
Python
763 lines
32 KiB
Python
"""
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BitMart 三分之一回归策略交易（双向触发版）
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使用5分钟K线周期，实时监测
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策略规则：
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1. 触发价格计算（基于有效的前一根K线，实体>=0.1）：
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- 做多触发价格 = 收盘价 + 实体/3（从收盘价往上涨1/3）
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- 做空触发价格 = 收盘价 - 实体/3（从收盘价往下跌1/3）
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2. 信号触发条件：
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- 当前K线最高价 >= 做多触发价格 → 做多信号
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- 当前K线最低价 <= 做空触发价格 → 做空信号
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- 方向以当前收盘相对前一根收盘为准：当前收盘在前一根之上偏多（只开多/不开空），之下偏空（只开空/不开多）；双触时也按此选方向，避免先探后拉/先拉后砸误开反手。
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3. 执行逻辑：
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- 做多时遇到做空信号 -> 平多并反手开空
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- 做空时遇到做多信号 -> 平空并反手开多
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- 同一根K线内：若先开空后价格回调到「做多触发价」（开仓价+上一根实体/3），则平空开多；反之先开多后跌到做空触发价则平多开空。同一根K线内仅允许一次反手，防止频繁来回开仓。
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示例1（阳线）：
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前一根K线：开盘3000，收盘3100（阳线，实体=100）
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- 做多触发价格 = 3100 + 33 = 3133（继续上涨做多）
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- 做空触发价格 = 3100 - 33 = 3067（回调做空）←当前跌到这里就做空
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示例2（阴线）：
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前一根K线：开盘3100，收盘3000（阴线，实体=100）
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- 做多触发价格 = 3000 + 33 = 3033（反弹做多）
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- 做空触发价格 = 3000 - 33 = 2967（继续下跌做空）
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"""
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import time
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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 bit_tools import openBrowser
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from DrissionPage import ChromiumPage,ChromiumOptions
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from bitmart.api_contract import APIContract
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from 交易.tools import send_dingtalk_message
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class BitmartOneThirdStrategy:
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def __init__(self, bit_id):
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self.page: ChromiumPage | None = None
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self.api_key = "6104088c65a68d7e53df5d9395b67d78e555293a"
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self.secret_key = "a8b14312330d8e6b9b09acfd972b34e32022fdfa9f2b06f0a0a31723b873fd01"
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self.memo = "me"
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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=15, desc="等待K线", ncols=80) # 5分钟周期
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self.last_kline_time = None
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self.leverage = "40" # 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
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self.risk_percent = 0.01 # 每次开仓使用可用余额的 1%
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self.open_avg_price = None # 开仓价格
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self.current_amount = None # 持仓量
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self.bit_id = bit_id
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# 三分之一策略参数
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self.min_body_size = 0.1 # 最小实体大小
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self.kline_step = 15 # K线周期（5分钟）
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self.kline_count = 20 # 获取的K线数量，用于向前查找有效K线
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# 实时监测参数
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self.check_interval = 3 # 检测间隔（秒）
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self.last_trigger_kline_id = None # 记录上次触发信号的K线ID，避免同一K线重复触发
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self.last_trigger_direction = None # 记录上次触发的方向
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self.last_trade_kline_id = None # 记录上次实际交易的K线ID，防止同一K线内频繁反手
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# ========================= 三分之一策略核心函数 =========================
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def is_bullish(self, c):
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"""判断阳线"""
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return float(c['close']) > float(c['open'])
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def is_bearish(self, c):
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"""判断阴线"""
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return float(c['close']) < float(c['open'])
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def get_body_size(self, candle):
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"""计算K线实体大小（绝对值）"""
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return abs(float(candle['open']) - float(candle['close']))
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def find_valid_prev_bar(self, all_data, current_idx, min_body_size=0.1):
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"""
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从当前索引往前查找，直到找到实体>=min_body_size的K线
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返回：(有效K线的索引, K线数据) 或 (None, None)
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"""
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if current_idx <= 0:
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return None, None
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for i in range(current_idx - 1, -1, -1):
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prev = all_data[i]
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body_size = self.get_body_size(prev)
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if body_size >= min_body_size:
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return i, prev
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return None, None
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def get_one_third_levels(self, prev):
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"""
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计算前一根K线实体的 1/3 双向触发价格
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返回：(做多触发价格, 做空触发价格)
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基于收盘价计算（无论阴线阳线）：
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- 做多触发价格 = 收盘价 + 实体/3（从收盘价往上涨1/3实体）
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- 做空触发价格 = 收盘价 - 实体/3（从收盘价往下跌1/3实体）
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示例：
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阳线 open=3000, close=3100, 实体=100
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- 做多触发 = 3100 + 33 = 3133（继续涨）
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- 做空触发 = 3100 - 33 = 3067（回调）
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阴线 open=3100, close=3000, 实体=100
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- 做多触发 = 3000 + 33 = 3033（反弹）
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- 做空触发 = 3000 - 33 = 2967（继续跌）
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"""
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p_open = float(prev['open'])
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p_close = float(prev['close'])
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body = abs(p_open - p_close)
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if body < 0.001: # 十字星，忽略
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return None, None
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# 基于收盘价的双向触发价格
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long_trigger = p_close + body / 3 # 从收盘价往上涨1/3触发做多
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short_trigger = p_close - body / 3 # 从收盘价往下跌1/3触发做空
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return long_trigger, short_trigger
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def check_trigger(self, all_data, current_idx):
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"""
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检查当前K线是否触发了交易信号（双向检测）
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返回：(方向, 触发价格, 有效前一根K线索引) 或 (None, None, None)
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规则：
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- 当前K线高点 >= 做多触发价格 → 做多信号
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- 当前K线低点 <= 做空触发价格 → 做空信号
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"""
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if current_idx <= 0:
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return None, None, None
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curr = all_data[current_idx]
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# 查找实体>=min_body_size的前一根K线
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valid_prev_idx, prev = self.find_valid_prev_bar(all_data, current_idx, self.min_body_size)
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if prev is None:
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return None, None, None
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long_trigger, short_trigger = self.get_one_third_levels(prev)
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if long_trigger is None:
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return None, None, None
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# 使用影线部分（high/low）来判断
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c_high = float(curr['high'])
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c_low = float(curr['low'])
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c_close = float(curr['close'])
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p_close = float(prev['close'])
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# 检测是否触发
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long_triggered = c_high >= long_trigger
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short_triggered = c_low <= short_trigger
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# 当前价格相对前一根收盘的方向：已在前一根之上偏多，之下偏空
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if long_triggered and short_triggered:
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# 两个方向都触达时，以当前收盘相对前一根收盘为准，不按“谁先触达”
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if c_close > p_close:
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return 'long', long_trigger, valid_prev_idx
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elif c_close < p_close:
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return 'short', short_trigger, valid_prev_idx
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c_open = float(curr['open'])
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dist_to_long = abs(long_trigger - c_open)
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dist_to_short = abs(short_trigger - c_open)
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if dist_to_short <= dist_to_long:
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return 'short', short_trigger, valid_prev_idx
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return 'long', long_trigger, valid_prev_idx
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if short_triggered:
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# 仅触达做空价：若当前收盘已在前一根之上，说明已拉回偏多，不开空
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if c_close > p_close:
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return None, None, None
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return 'short', short_trigger, valid_prev_idx
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if long_triggered:
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# 仅触达做多价：若当前收盘已在前一根之下，说明已回落偏空，不开多
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if c_close < p_close:
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return None, None, None
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return 'long', long_trigger, valid_prev_idx
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return None, None, None
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def check_realtime_trigger(self, kline_data):
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"""
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实时检测当前K线是否触发信号（双向检测）
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基于已收盘的K线计算触发价格，用当前正在形成的K线判断
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返回：(方向, 触发价格, 有效前一根K线, 当前K线) 或 (None, None, None, None)
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"""
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if len(kline_data) < 2:
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return None, None, None, None
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# 当前正在形成的K线（最后一根，未收盘）
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curr = kline_data[-1]
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curr_kline_id = curr['id']
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# 从倒数第二根开始往前找有效K线（已收盘的K线）
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valid_prev_idx, prev = self.find_valid_prev_bar(kline_data, len(kline_data) - 1, self.min_body_size)
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if prev is None:
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return None, None, None, None
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long_trigger, short_trigger = self.get_one_third_levels(prev)
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if long_trigger is None:
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return None, None, None, None
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# 使用当前K线的实时高低点来判断
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c_high = float(curr['high'])
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c_low = float(curr['low'])
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c_close = float(curr['close'])
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p_close = float(prev['close'])
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# 检测是否触发
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long_triggered = c_high >= long_trigger
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short_triggered = c_low <= short_trigger
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# 确定触发方向：当前价格已在前一根之上偏多、之下偏空时，以当前方向为准
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direction = None
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trigger_price = None
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if long_triggered and short_triggered:
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# 两个方向都触达时，以当前收盘相对前一根收盘为准（不按谁先触达）
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if c_close > p_close:
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direction = 'long'
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trigger_price = long_trigger
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elif c_close < p_close:
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direction = 'short'
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trigger_price = short_trigger
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else:
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c_open = float(curr['open'])
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dist_to_long = abs(long_trigger - c_open)
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dist_to_short = abs(short_trigger - c_open)
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if dist_to_short <= dist_to_long:
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direction = 'short'
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trigger_price = short_trigger
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else:
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direction = 'long'
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trigger_price = long_trigger
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elif short_triggered:
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# 仅触达做空价：若当前收盘已在前一根之上，说明已拉回偏多，不开空
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if c_close <= p_close:
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direction = 'short'
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trigger_price = short_trigger
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elif long_triggered:
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# 仅触达做多价：若当前收盘已在前一根之下，说明已回落偏空，不开多
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if c_close >= p_close:
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direction = 'long'
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trigger_price = long_trigger
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if direction is None:
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return None, None, None, None
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# 检查是否在同一根K线内已经触发过相同方向
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if self.last_trigger_kline_id == curr_kline_id and self.last_trigger_direction == direction:
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return None, None, None, None
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return direction, trigger_price, prev, curr
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# ========================= BitMart API 函数 =========================
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def get_klines(self):
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"""获取最近N根5分钟K线"""
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try:
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end_time = int(time.time())
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# 获取足够多的K线用于向前查找有效K线
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response = self.contractAPI.get_kline(
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contract_symbol=self.contract_symbol,
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step=self.kline_step, # 5分钟
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start_time=end_time - 3600 * 3, # 取最近3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
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except Exception as e:
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error_msg = str(e)
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# 检查是否是429限流错误
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if "429" in error_msg or "too many requests" in error_msg.lower():
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logger.warning(f"API限流，等待60秒后重试: {e}")
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time.sleep(60)
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else:
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logger.error(f"获取K线异常: {e}")
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self.ding(msg="获取K线异常", error=True)
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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"""
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try:
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end_time = int(time.time())
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response = self.contractAPI.get_kline(
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contract_symbol=self.contract_symbol,
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step=1, # 1分钟
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start_time=end_time - 3600 * 3,
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end_time=end_time
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)[0]
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if response['code'] == 1000:
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return float(response['data'][-1]["close_price"])
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return None
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except Exception as e:
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logger.error(f"获取价格异常: {e}")
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return None
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def get_available_balance(self):
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"""获取合约账户可用USDT余额"""
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try:
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response = self.contractAPI.get_assets_detail()[0]
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if response['code'] == 1000:
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data = response['data']
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if isinstance(data, dict):
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return float(data.get('available_balance', 0))
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elif isinstance(data, list):
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for asset in data:
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if asset.get('currency') == 'USDT':
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return float(asset.get('available_balance', 0))
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return None
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except Exception as e:
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logger.error(f"余额查询异常: {e}")
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return None
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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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self.open_avg_price = None
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self.current_amount = None
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self.position_cross = None
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return True
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self.start = 1 if positions[0]['position_type'] == 1 else -1
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self.open_avg_price = positions[0]['open_avg_price']
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self.current_amount = positions[0]['current_amount']
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self.position_cross = positions[0]["position_cross"]
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return True
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else:
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return False
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except Exception as e:
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logger.error(f"持仓查询异常: {e}")
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return False
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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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# ========================= 浏览器自动化函数 =========================
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def openBrowser(self):
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"""打开 TGE 对应浏览器实例"""
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try:
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bit_port = openBrowser(id=self.bit_id)
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co = ChromiumOptions()
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co.set_local_port(port=bit_port)
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self.page = ChromiumPage(addr_or_opts=co)
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return True
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except:
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return False
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def close_extra_tabs_in_browser(self):
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"""关闭多余 tab"""
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try:
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for idx, tab in enumerate(self.page.get_tabs()):
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if idx > 0:
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tab.close()
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return True
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except:
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return False
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||
def click_safe(self, xpath, sleep=0.5):
|
||
"""安全点击"""
|
||
try:
|
||
ele = self.page.ele(xpath)
|
||
if not ele:
|
||
return False
|
||
ele.scroll.to_see(center=True)
|
||
time.sleep(sleep)
|
||
ele.click(by_js=True)
|
||
return True
|
||
except:
|
||
return False
|
||
|
||
def 平仓(self):
|
||
"""市价平仓"""
|
||
logger.info("执行平仓操作...")
|
||
self.click_safe('x://span[normalize-space(text()) ="市价"]')
|
||
time.sleep(0.5)
|
||
self.ding(msg="执行平仓操作")
|
||
|
||
def 开单(self, marketPriceLongOrder=0, size=None):
|
||
"""
|
||
市价开单
|
||
marketPriceLongOrder: 1 做多, -1 做空
|
||
"""
|
||
if size is None or size <= 0:
|
||
logger.warning("开单金额无效")
|
||
return False
|
||
|
||
direction_str = "做多" if marketPriceLongOrder == 1 else "做空"
|
||
logger.info(f"执行{direction_str}操作，金额: {size}")
|
||
|
||
size = 50
|
||
try:
|
||
if marketPriceLongOrder == -1:
|
||
self.click_safe('x://button[normalize-space(text()) ="市价"]')
|
||
self.page.ele('x://*[@id="size_0"]').input(size)
|
||
self.click_safe('x://span[normalize-space(text()) ="卖出/做空"]')
|
||
elif marketPriceLongOrder == 1:
|
||
self.click_safe('x://button[normalize-space(text()) ="市价"]')
|
||
self.page.ele('x://*[@id="size_0"]').input(size)
|
||
self.click_safe('x://span[normalize-space(text()) ="买入/做多"]')
|
||
|
||
self.ding(msg=f"执行{direction_str}操作，金额: {size}")
|
||
return True
|
||
except Exception as e:
|
||
logger.error(f"开单异常: {e}")
|
||
return False
|
||
|
||
def ding(self, msg, error=False):
|
||
"""统一消息格式"""
|
||
prefix = "❌三分之一策略：" if error else "🔔三分之一策略："
|
||
if error:
|
||
logger.error(msg)
|
||
for i in range(10):
|
||
send_dingtalk_message(f"{prefix}{msg}")
|
||
else:
|
||
logger.info(msg)
|
||
send_dingtalk_message(f"{prefix}{msg}")
|
||
|
||
# ========================= 时间计算函数 =========================
|
||
|
||
def get_now_time(self):
|
||
"""获取当前5分钟整点时间戳"""
|
||
current_timestamp = time.time()
|
||
current_datetime = datetime.datetime.fromtimestamp(current_timestamp)
|
||
|
||
# 计算距离当前时间最近的5分钟整点
|
||
minute = current_datetime.minute
|
||
target_minute = (minute // 5) * 5 # 向下取整到5分钟
|
||
target_datetime = current_datetime.replace(minute=target_minute, second=0, microsecond=0)
|
||
|
||
return int(target_datetime.timestamp())
|
||
|
||
def get_time_to_next_5min(self):
|
||
"""获取距离下一个5分钟的秒数"""
|
||
current_timestamp = time.time()
|
||
current_datetime = datetime.datetime.fromtimestamp(current_timestamp)
|
||
|
||
minute = current_datetime.minute
|
||
next_5min = ((minute // 5) + 1) * 5
|
||
if next_5min >= 60:
|
||
next_datetime = current_datetime.replace(minute=0, second=0, microsecond=0) + datetime.timedelta(hours=1)
|
||
else:
|
||
next_datetime = current_datetime.replace(minute=next_5min, second=0, microsecond=0)
|
||
|
||
return (next_datetime - current_datetime).total_seconds()
|
||
|
||
# ========================= 主运行函数 =========================
|
||
|
||
def action(self):
|
||
"""主运行逻辑 - 实时监测版本"""
|
||
# 启动时设置全仓高杠杆
|
||
if not self.set_leverage():
|
||
logger.error("杠杆设置失败，程序继续运行但可能下单失败")
|
||
return
|
||
|
||
# 1. 打开浏览器
|
||
if not self.openBrowser():
|
||
self.ding("打开浏览器失败！", error=True)
|
||
return
|
||
logger.info("浏览器打开成功")
|
||
|
||
if self.close_extra_tabs_in_browser():
|
||
logger.info('关闭多余标签页成功')
|
||
else:
|
||
logger.info('关闭多余标签页失败')
|
||
|
||
self.page.get("https://derivatives.bitmart.com/zh-CN/futures/ETHUSDT")
|
||
time.sleep(2)
|
||
|
||
self.click_safe('x://button[normalize-space(text()) ="市价"]')
|
||
|
||
logger.info(f"开始实时监测，检测间隔: {self.check_interval}秒")
|
||
|
||
# 用于定时发送持仓信息（每5分钟发一次）
|
||
last_report_time = 0
|
||
report_interval = 300 # 5分钟报告一次持仓
|
||
|
||
while True:
|
||
# 1. 打开浏览器
|
||
for i in range(5):
|
||
if self.openBrowser():
|
||
break
|
||
|
||
time.sleep(5)
|
||
else:
|
||
self.ding("打开浏览器失败！", error=True)
|
||
return
|
||
logger.info("浏览器打开成功")
|
||
|
||
if self.close_extra_tabs_in_browser():
|
||
logger.info('关闭多余标签页成功')
|
||
else:
|
||
logger.info('关闭多余标签页失败')
|
||
|
||
self.page.get("https://derivatives.bitmart.com/zh-CN/futures/ETHUSDT")
|
||
time.sleep(2)
|
||
|
||
self.click_safe('x://button[normalize-space(text()) ="市价"]')
|
||
|
||
try:
|
||
# 获取K线数据
|
||
kline_data = self.get_klines()
|
||
if not kline_data:
|
||
logger.warning("获取K线数据失败，等待重试...")
|
||
time.sleep(self.check_interval)
|
||
continue
|
||
|
||
if len(kline_data) < 3:
|
||
logger.warning("K线数据不足")
|
||
time.sleep(self.check_interval)
|
||
continue
|
||
|
||
# 获取当前K线信息用于日志
|
||
curr = kline_data[-1]
|
||
curr_time_str = datetime.datetime.fromtimestamp(curr['id']).strftime('%H:%M:%S')
|
||
|
||
# ========== 实时信号检测 ==========
|
||
direction, trigger_price, valid_prev, curr_kline = self.check_realtime_trigger(kline_data)
|
||
|
||
if direction:
|
||
curr_kline_id = curr_kline['id']
|
||
|
||
# 获取持仓状态（先获取，用于判断是否允许同一K线内反手）
|
||
if not self.get_position_status():
|
||
logger.warning("获取仓位信息失败")
|
||
time.sleep(self.check_interval)
|
||
continue
|
||
|
||
# 检查是否在同一K线内已经交易过（防止频繁反手）
|
||
# 例外（同一根K线内仅允许一次反手）：
|
||
# - 先开空 -> 价格回调到做多触发价 -> 允许平空开多
|
||
# - 先开多 -> 价格跌到做空触发价 -> 允许平多开空
|
||
if self.last_trade_kline_id == curr_kline_id:
|
||
allow_reverse = (self.start == -1 and direction == "long") or (self.start == 1 and direction == "short")
|
||
if not allow_reverse:
|
||
logger.debug(f"同一K线内已交易且非反手场景，跳过本次{direction}信号")
|
||
self.last_trigger_kline_id = curr_kline_id
|
||
self.last_trigger_direction = direction
|
||
time.sleep(self.check_interval)
|
||
continue
|
||
action_desc = "平空开多" if (self.start == -1 and direction == "long") else "平多开空"
|
||
logger.info(f"同一K线内回调/反弹触发反手：当前持仓{'空' if self.start == -1 else '多'}，信号{direction} -> {action_desc}")
|
||
|
||
prev_time = datetime.datetime.fromtimestamp(valid_prev['id']).strftime('%H:%M')
|
||
prev_type = "阳线" if self.is_bullish(valid_prev) else "阴线"
|
||
prev_body = self.get_body_size(valid_prev)
|
||
|
||
# 检查信号与持仓是否同向（避免重复日志）
|
||
if (direction == "long" and self.start == 1) or (direction == "short" and self.start == -1):
|
||
# 信号与持仓同向，静默忽略
|
||
self.last_trigger_kline_id = curr_kline_id
|
||
self.last_trigger_direction = direction
|
||
time.sleep(self.check_interval)
|
||
continue
|
||
|
||
# 开仓原因（用于日志：多久、为什么开仓）
|
||
is_same_kline_reverse = (self.last_trade_kline_id == curr_kline_id)
|
||
if is_same_kline_reverse and direction == "long":
|
||
open_reason = f"同一根K线内价格回调到做多触发价 {trigger_price:.2f}（前一根[{prev_time}]{prev_type} 实体={prev_body:.2f}），平空反手开多"
|
||
elif is_same_kline_reverse and direction == "short":
|
||
open_reason = f"同一根K线内价格跌到做空触发价 {trigger_price:.2f}（前一根[{prev_time}]{prev_type} 实体={prev_body:.2f}），平多反手开空"
|
||
elif direction == "long":
|
||
open_reason = f"当前K线最高价触达做多触发价 {trigger_price:.2f}（前一根[{prev_time}]{prev_type} 实体={prev_body:.2f} 收盘={valid_prev['close']:.2f}）"
|
||
else:
|
||
open_reason = f"当前K线最低价触达做空触发价 {trigger_price:.2f}（前一根[{prev_time}]{prev_type} 实体={prev_body:.2f} 收盘={valid_prev['close']:.2f}）"
|
||
open_time_str = datetime.datetime.now().strftime("%Y-%m-%d %H:%M:%S")
|
||
|
||
logger.info(f"{'=' * 50}")
|
||
logger.info(f"🚨 检测到{direction}信号！触发价格: {trigger_price:.2f}")
|
||
logger.info(
|
||
f" 有效前一根[{prev_time}]: {prev_type} 实体={prev_body:.2f} O={valid_prev['open']:.2f} C={valid_prev['close']:.2f}")
|
||
logger.info(
|
||
f" 当前K线: H={curr_kline['high']:.2f} L={curr_kline['low']:.2f} C={curr_kline['close']:.2f}")
|
||
logger.info(f" 当前持仓: {self.start} (1=多, -1=空, 0=无)")
|
||
logger.info(f" 开仓时间: {open_time_str}")
|
||
logger.info(f" 开仓原因: {open_reason}")
|
||
|
||
# ========== 执行交易逻辑 ==========
|
||
balance = self.get_available_balance()
|
||
if balance is None:
|
||
balance = 0
|
||
trade_size = balance * self.risk_percent
|
||
|
||
executed = False
|
||
if direction == "long":
|
||
if self.start == -1: # 当前空仓，平空开多
|
||
logger.info(f"📈 平空仓，反手开多 | {open_time_str} | {open_reason}")
|
||
self.平仓()
|
||
time.sleep(1)
|
||
self.开单(marketPriceLongOrder=1, size=trade_size)
|
||
executed = True
|
||
elif self.start == 0: # 当前无仓，直接开多
|
||
logger.info(f"📈 无仓位，开多 | {open_time_str} | {open_reason}")
|
||
self.开单(marketPriceLongOrder=1, size=trade_size)
|
||
executed = True
|
||
|
||
elif direction == "short":
|
||
if self.start == 1: # 当前多仓，平多开空
|
||
logger.info(f"📉 平多仓，反手开空 | {open_time_str} | {open_reason}")
|
||
self.平仓()
|
||
time.sleep(1)
|
||
self.开单(marketPriceLongOrder=-1, size=trade_size)
|
||
executed = True
|
||
elif self.start == 0: # 当前无仓，直接开空
|
||
logger.info(f"📉 无仓位，开空 | {open_time_str} | {open_reason}")
|
||
self.开单(marketPriceLongOrder=-1, size=trade_size)
|
||
executed = True
|
||
|
||
# 记录本次触发
|
||
self.last_trigger_kline_id = curr_kline_id
|
||
self.last_trigger_direction = direction
|
||
|
||
if executed:
|
||
# 记录交易K线，防止同一K线内频繁反手
|
||
self.last_trade_kline_id = curr_kline_id
|
||
# 发送开仓时间与原因到钉钉
|
||
self.ding(msg=f"开仓时间: {open_time_str}\n开仓原因: {open_reason}")
|
||
# 交易后立即发送持仓信息
|
||
self.get_position_status()
|
||
self._send_position_message(curr_kline)
|
||
last_report_time = time.time()
|
||
|
||
logger.info(f"{'=' * 50}")
|
||
|
||
else:
|
||
# 没有信号时，显示实时价格
|
||
logger.debug(
|
||
f"[{curr_time_str}] 现价: {curr['close']:.2f} H={curr['high']:.2f} L={curr['low']:.2f}")
|
||
|
||
# ========== 定时发送持仓信息 ==========
|
||
current_time = time.time()
|
||
if current_time - last_report_time >= report_interval:
|
||
if self.get_position_status():
|
||
self._send_position_message(kline_data[-1])
|
||
last_report_time = current_time
|
||
|
||
# 等待下次检测
|
||
time.sleep(self.check_interval)
|
||
|
||
except Exception as e:
|
||
logger.error(f"主循环异常: {e}")
|
||
time.sleep(self.check_interval)
|
||
|
||
time.sleep(15)
|
||
self.page.close()
|
||
time.sleep(15)
|
||
|
||
def _send_position_message(self, latest_kline):
|
||
"""发送持仓信息到钉钉"""
|
||
current_price = float(latest_kline["close"])
|
||
balance = self.get_available_balance()
|
||
self.balance = balance if balance is not None else 0.0
|
||
|
||
if self.start != 0:
|
||
open_avg_price = float(self.open_avg_price) if self.open_avg_price else 0.0
|
||
current_amount = float(self.current_amount) if self.current_amount else 0.0
|
||
position_cross = float(self.position_cross) if hasattr(self,
|
||
'position_cross') and self.position_cross else 0.0
|
||
|
||
# 计算浮动盈亏
|
||
if self.start == 1: # 多头
|
||
unrealized_pnl = current_amount * 0.001 * (current_price - open_avg_price)
|
||
else: # 空头
|
||
unrealized_pnl = current_amount * 0.001 * (open_avg_price - current_price)
|
||
|
||
# 计算收益率
|
||
if 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 = ""
|
||
|
||
direction_str = "空" if self.start == -1 else "多"
|
||
pnl_str = f"{unrealized_pnl:+.2f} USDT"
|
||
|
||
msg = (
|
||
f"【三分之一策略 {self.contract_symbol} 5分钟】\n"
|
||
f"当前方向：{direction_str}\n"
|
||
f"当前现价：{current_price:.2f} USDT\n"
|
||
f"开仓均价：{open_avg_price:.2f} USDT\n"
|
||
f"持仓量(eth)：{float(current_amount) / 1000} eth\n"
|
||
f"持仓量(usdt)：{position_cross} usdt\n"
|
||
f"浮动盈亏：{pnl_str}{rate_str}\n"
|
||
f"账户可用余额：{self.balance:.2f} usdt"
|
||
)
|
||
else:
|
||
msg = (
|
||
f"【三分之一策略 {self.contract_symbol} 5分钟】\n"
|
||
f"当前方向：无\n"
|
||
f"当前现价：{current_price:.2f} USDT\n"
|
||
f"账户可用余额：{self.balance:.2f} usdt"
|
||
)
|
||
|
||
self.ding(msg=msg)
|
||
|
||
|
||
if __name__ == '__main__':
|
||
# 启动三分之一策略交易
|
||
BitmartOneThirdStrategy(bit_id="62f9107d0c674925972084e282df55b3").action()
|