550 lines
22 KiB
Python
550 lines
22 KiB
Python
"""
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BitMart 五分之一策略交易（3分钟精准版）
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使用3分钟K线周期计算触发价格，实时监测；同根K线内多空都触及时用开盘价距离判断先后
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策略规则（与 bitmart/回测数据-五分之一策略-3分钟精准版.py 完全一致）：
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1. 触发价格计算（基于有效的前一根3分钟K线，实体>=0.1）：
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- 做多触发价格 = 收盘价 + 实体/5（从收盘价往上涨1/5）
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- 做空触发价格 = 收盘价 - 实体/5（从收盘价往下跌1/5）
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2. 信号触发条件：
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- 当前3分钟K线最高价 >= 做多触发价格 → 做多信号
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- 当前3分钟K线最低价 <= 做空触发价格 → 做空信号
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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3分钟K线内只交易一次
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4. 同根触发判断（无需1分钟K线）：
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- 当一根3分钟K线同时触及做多和做空价格时
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- 使用该3分钟K线开盘价与触发价的距离判断先后
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"""
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import random
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import time
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import datetime
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from concurrent.futures import ThreadPoolExecutor
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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
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from DrissionPage import 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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# 创建全局线程池用于异步发送钉钉消息
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ding_executor = ThreadPoolExecutor(max_workers=2, thread_name_prefix="dingtalk")
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class BitmartOneFifthStrategy:
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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=3, desc="等待K线", ncols=80) # 3分钟周期
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self.last_kline_time = None
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self.leverage = "40"
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self.open_type = "cross"
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self.risk_percent = 0.1
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self.open_avg_price = None
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self.current_amount = None
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self.bit_id = bit_id
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# 五分之一策略参数（与回测一致）
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self.min_body_size = 0.1
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self.kline_step = 3 # 3分钟K线
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self.kline_count = 20
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self.check_interval = 3
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self.last_trigger_kline_id = None
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self.last_trigger_direction = None
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self.last_trade_kline_id = None
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# ========================= 五分之一策略核心 =========================
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def is_bullish(self, c):
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return float(c['close']) > float(c['open'])
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def is_bearish(self, c):
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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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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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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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if self.get_body_size(prev) >= min_body_size:
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return i, prev
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return None, None
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def get_one_fifth_levels(self, prev):
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"""
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计算前一根K线实体的 1/5 双向触发价格
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做多触发 = 收盘价 + 实体/5，做空触发 = 收盘价 - 实体/5
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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:
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return None, None
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long_trigger = p_close + body / 5
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short_trigger = p_close - body / 5
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return long_trigger, short_trigger
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def check_realtime_trigger(self, kline_data):
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"""
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检查当前3分钟K线是否触发交易信号（与回测逻辑完全一致）
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若同时触发多空，则用开盘价距离判断先后顺序（不请求1分钟K线）。
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参数:
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kline_data: K线数据列表
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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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curr = kline_data[-1]
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curr_kline_id = curr['id']
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valid_prev_idx, prev = self.find_valid_prev_bar(
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kline_data, len(kline_data) - 1, self.min_body_size
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)
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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_fifth_levels(prev)
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if long_trigger is None:
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return None, None, None, None
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c_high = float(curr['high'])
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c_low = float(curr['low'])
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long_triggered = c_high >= long_trigger
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short_triggered = c_low <= short_trigger
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both_triggered = long_triggered and short_triggered
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direction = None
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trigger_price = None
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# 如果同时触发多空，用开盘价距离判断先后顺序（避免请求1分钟K线）
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if both_triggered:
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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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direction = 'short'
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trigger_price = short_trigger
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elif long_triggered:
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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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# 避免同一根K线内重复触发相同信号
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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 =========================
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def get_klines(self):
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"""获取最近3分钟K线"""
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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=self.kline_step,
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start_time=end_time - 3600 * 3,
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end_time=end_time
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)[0]["data"]
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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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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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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,
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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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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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if 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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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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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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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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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 =========================
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def openBrowser(self):
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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 Exception:
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return False
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def close_extra_tabs_in_browser(self):
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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 Exception:
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return False
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def click_safe(self, xpath, sleep=0.5):
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try:
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ele = self.page.ele(xpath)
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if not ele:
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return False
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ele.scroll.to_see(center=True)
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time.sleep(sleep)
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ele.click(by_js=True)
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return True
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except Exception:
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return False
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def 平仓(self):
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logger.info("执行平仓操作...")
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self.click_safe('x://span[normalize-space(text()) ="市价"]')
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time.sleep(0.5)
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self.ding(msg="执行平仓操作")
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def 开单(self, marketPriceLongOrder=0, size=None):
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if size is None or size <= 0:
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logger.warning("开单金额无效")
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return False
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direction_str = "做多" if marketPriceLongOrder == 1 else "做空"
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logger.info(f"执行{direction_str}操作，金额: {size}")
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try:
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if marketPriceLongOrder == -1:
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self.click_safe('x://button[normalize-space(text()) ="市价"]')
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self.page.ele('x://*[@id="size_0"]').input(size)
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self.click_safe('x://span[normalize-space(text()) ="卖出/做空"]')
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elif marketPriceLongOrder == 1:
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self.click_safe('x://button[normalize-space(text()) ="市价"]')
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self.page.ele('x://*[@id="size_0"]').input(size)
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self.click_safe('x://span[normalize-space(text()) ="买入/做多"]')
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self.ding(msg=f"执行{direction_str}操作，金额: {size}")
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return True
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except Exception as e:
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logger.error(f"开单异常: {e}")
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return False
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def ding(self, msg, error=False):
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"""
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异步发送钉钉消息，不阻塞主程序的K线获取和交易操作
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"""
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prefix = "❌五分之一策略：" if error else "🔔五分之一策略："
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full_msg = f"{prefix}{msg}"
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if error:
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logger.error(msg)
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# 异步发送多条错误消息
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for i in range(10):
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ding_executor.submit(self._send_ding_safe, full_msg)
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else:
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logger.info(msg)
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# 异步发送单条消息
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ding_executor.submit(self._send_ding_safe, full_msg)
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def _send_ding_safe(self, msg):
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"""
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安全发送钉钉消息，捕获异常防止线程崩溃
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"""
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try:
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send_dingtalk_message(msg)
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except Exception as e:
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logger.warning(f"钉钉消息发送失败: {e}")
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# ========================= 主循环 =========================
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def action(self):
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if not self.set_leverage():
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logger.error("杠杆设置失败，程序继续运行但可能下单失败")
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return
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if not self.openBrowser():
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self.ding("打开浏览器失败！", error=True)
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return
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logger.info("浏览器打开成功")
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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("https://derivatives.bitmart.com/zh-CN/futures/ETHUSDT")
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time.sleep(2)
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self.click_safe('x://button[normalize-space(text()) ="市价"]')
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logger.info(f"五分之一策略（3分钟K线）开始实时监测，检测间隔: {self.check_interval}秒")
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last_report_time = 0
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report_interval = 300
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while True:
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for i in range(5):
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if self.openBrowser():
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break
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time.sleep(5)
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else:
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self.ding("打开浏览器失败！", error=True)
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return
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logger.info("浏览器打开成功")
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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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self.page.get("https://derivatives.bitmart.com/zh-CN/futures/ETHUSDT")
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time.sleep(2)
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self.click_safe('x://button[normalize-space(text()) ="市价"]')
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try:
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kline_data = self.get_klines()
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if not kline_data or len(kline_data) < 3:
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logger.warning("K线数据不足，等待重试...")
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time.sleep(self.check_interval)
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continue
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curr = kline_data[-1]
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curr_time_str = datetime.datetime.fromtimestamp(curr['id']).strftime('%H:%M:%S')
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# 获取持仓状态
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if not self.get_position_status():
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logger.warning("获取仓位信息失败，使用缓存的持仓状态")
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# 检测五分之一策略信号（与回测逻辑完全一致）
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direction, trigger_price, valid_prev, curr_kline = self.check_realtime_trigger(kline_data)
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if direction:
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curr_kline_id = curr_kline['id']
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if self.last_trade_kline_id == curr_kline_id:
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self.last_trigger_kline_id = curr_kline_id
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self.last_trigger_direction = direction
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time.sleep(self.check_interval)
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continue
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prev_time = datetime.datetime.fromtimestamp(valid_prev['id']).strftime('%H:%M')
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prev_type = "阳线" if self.is_bullish(valid_prev) else "阴线"
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prev_body = self.get_body_size(valid_prev)
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logger.info(f"{'=' * 50}")
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logger.info(f"🚨 检测到{direction}信号！触发价格: {trigger_price:.2f}")
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logger.info(
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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}")
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logger.info(
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f" 当前3分钟K线: H={curr_kline['high']:.2f} L={curr_kline['low']:.2f} C={curr_kline['close']:.2f}")
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logger.info(f" 当前持仓: {self.start} (1=多, -1=空, 0=无)")
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balance = self.get_available_balance()
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trade_size = (balance or 0) * self.risk_percent
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executed = False
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# 执行交易逻辑（与回测一致）
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if direction == "long":
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||
if self.start == -1:
|
||
# 持空仓遇到做多信号 -> 平空并反手开多
|
||
logger.info("📈 平空仓，反手开多")
|
||
self.平仓()
|
||
time.sleep(1)
|
||
self.开单(marketPriceLongOrder=1, size=trade_size)
|
||
executed = True
|
||
elif self.start == 0:
|
||
# 无仓位遇到做多信号 -> 开多
|
||
logger.info("📈 无仓位，开多")
|
||
self.开单(marketPriceLongOrder=1, size=trade_size)
|
||
executed = True
|
||
elif self.start == 1:
|
||
# 持多仓遇到做多信号 -> 不操作
|
||
logger.debug("已持有多仓，忽略做多信号")
|
||
elif direction == "short":
|
||
if self.start == 1:
|
||
# 持多仓遇到做空信号 -> 平多并反手开空
|
||
logger.info("📉 平多仓，反手开空")
|
||
self.平仓()
|
||
time.sleep(1)
|
||
self.开单(marketPriceLongOrder=-1, size=trade_size)
|
||
executed = True
|
||
elif self.start == 0:
|
||
# 无仓位遇到做空信号 -> 开空
|
||
logger.info("📉 无仓位，开空")
|
||
self.开单(marketPriceLongOrder=-1, size=trade_size)
|
||
executed = True
|
||
elif self.start == -1:
|
||
# 持空仓遇到做空信号 -> 不操作
|
||
logger.debug("已持有空仓，忽略做空信号")
|
||
|
||
self.last_trigger_kline_id = curr_kline_id
|
||
self.last_trigger_direction = direction
|
||
if executed:
|
||
self.last_trade_kline_id = curr_kline_id
|
||
self.get_position_status()
|
||
self._send_position_message(curr_kline)
|
||
last_report_time = time.time()
|
||
logger.info(f"{'=' * 50}")
|
||
else:
|
||
logger.debug(
|
||
f"[{curr_time_str}] 现价: {curr['close']:.2f} H={curr['high']:.2f} L={curr['low']:.2f}")
|
||
|
||
if time.time() - last_report_time >= report_interval:
|
||
if self.get_position_status():
|
||
self._send_position_message(kline_data[-1])
|
||
last_report_time = time.time()
|
||
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(3)
|
||
|
||
if random.randint(1,10)>7:
|
||
self.page.close()
|
||
time.sleep(15)
|
||
|
||
def _send_position_message(self, latest_kline):
|
||
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 getattr(self, 'position_cross', None) else 0.0
|
||
if self.start == 1:
|
||
unrealized_pnl = current_amount * 0.001 * (current_price - open_avg_price)
|
||
else:
|
||
unrealized_pnl = current_amount * 0.001 * (open_avg_price - current_price)
|
||
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"【五分之一策略 {self.contract_symbol} 3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"【五分之一策略 {self.contract_symbol} 3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__':
|
||
try:
|
||
BitmartOneFifthStrategy(bit_id="62f9107d0c674925972084e282df55b3").action()
|
||
except KeyboardInterrupt:
|
||
logger.info("程序被用户中断")
|
||
finally:
|
||
# 关闭线程池，等待所有钉钉消息发送完成
|
||
logger.info("正在关闭钉钉消息线程池...")
|
||
ding_executor.shutdown(wait=True)
|
||
logger.info("线程池已关闭")
|