328 lines
12 KiB
Python
328 lines
12 KiB
Python
"""
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WEEX ETH-USDT 永续合约交易框架
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与 bitmart/框架.py 结构对应：浏览器 + API（K线/余额/持仓）+ 市价开平仓，供具体策略复用。
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"""
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import time
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from typing import Optional, Dict, List, Tuple
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from tqdm import tqdm
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from loguru import logger
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from bit_tools import openBrowser
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from DrissionPage import ChromiumPage, ChromiumOptions
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from curl_cffi import requests
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# ==================== 配置 ====================
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class Config:
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TGE_URL = "http://127.0.0.1:50326"
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TGE_AUTHORIZATION = "Bearer asp_174003986c9b0799677c5b2c1adb76e402735d753bc91a91"
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CONTRACT_ID = "10000002"
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PRODUCT_CODE = "cmt_ethusdt"
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KLINE_TYPE = "MINUTE_30"
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KLINE_LIMIT = 300
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TRADING_URL = "https://www.weex.com/zh-CN/futures/ETH-USDT"
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MAX_RETRY_ATTEMPTS = 3
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RETRY_DELAY = 1
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# ==================== 主框架类 ====================
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class WeexFuturesTransaction:
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"""WEEX 永续合约交易框架：K线、余额、持仓、浏览器、市价开平仓"""
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def __init__(self, tge_id):
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self.page: Optional[ChromiumPage] = None
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self.tge_port: Optional[int] = None
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self.tge_id = tge_id
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self.session = requests.Session()
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self.headers: Optional[Dict] = None
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self.start = 0 # 持仓: -1 空, 0 无, 1 多
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self.open_avg_price = None
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self.current_amount = None
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self.position_data: Optional[List] = None
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self.pbar = tqdm(total=30, desc="等待K线", ncols=80)
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self.last_kline_time = None
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# ------------------------- Token（请求 API 前需先取 token）-------------------------
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def _get_token(self) -> bool:
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"""从浏览器请求交易页时抓取 U-TOKEN，写入 session headers"""
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if not self.page:
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return False
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tab = self.page.new_tab()
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tab.listen.start("/user/security/getLanguageType")
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try:
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for attempt in range(Config.MAX_RETRY_ATTEMPTS):
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try:
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tab.get(url=Config.TRADING_URL)
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res = tab.listen.wait(timeout=5)
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if res.request.headers.get("U-TOKEN"):
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self.headers = dict(res.request.headers)
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self.session.headers.update(self.headers)
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logger.success("获取 token 成功")
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return True
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except Exception as e:
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logger.warning(f"获取 token 第 {attempt + 1} 次失败: {e}")
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if attempt < Config.MAX_RETRY_ATTEMPTS - 1:
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time.sleep(Config.RETRY_DELAY)
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return False
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finally:
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tab.close()
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# ------------------------- API -------------------------
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def get_klines(
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self,
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contract_id: str = Config.CONTRACT_ID,
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product_code: str = Config.PRODUCT_CODE,
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kline_type: str = Config.KLINE_TYPE,
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limit: int = Config.KLINE_LIMIT,
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) -> Optional[List[Dict]]:
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"""获取 K 线，返回 [{'id', 'open', 'high', 'low', 'close'}, ...]，按 id 升序。请求前需已取 token。"""
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# if not self._get_token():
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# logger.error("获取 token 失败，无法拉取 K 线")
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# return None
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params = {
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"contractId": contract_id,
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"productCode": product_code,
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"priceType": "LAST_PRICE",
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"klineType": kline_type,
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"limit": str(limit),
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"timeZone": "string",
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"languageType": "1",
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"sign": "SIGN",
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}
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for attempt in range(Config.MAX_RETRY_ATTEMPTS):
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try:
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response = self.session.get(
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"https://http-gateway2.elconvo.com/api/v1/public/quote/v1/getKlineV2",
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params=params,
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timeout=15,
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)
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if response.status_code != 200:
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if attempt < Config.MAX_RETRY_ATTEMPTS - 1:
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time.sleep(Config.RETRY_DELAY)
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continue
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data = response.json()
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if "data" not in data or "dataList" not in data["data"]:
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continue
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result = data["data"]["dataList"]
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kline_data = []
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for item in result:
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# [close, high, low, open, id]
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kline_data.append({
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"id": int(item[4]),
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"open": float(item[3]),
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"high": float(item[1]),
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"low": float(item[2]),
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"close": float(item[0]),
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})
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kline_data.sort(key=lambda x: x["id"])
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return kline_data
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except Exception as e:
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logger.error(f"获取 K 线异常: {e}")
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if attempt < Config.MAX_RETRY_ATTEMPTS - 1:
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time.sleep(Config.RETRY_DELAY)
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return None
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def get_current_price(self) -> Optional[float]:
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"""用最近一根 K 线收盘价作为当前价"""
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klines = self.get_klines(limit=3)
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if klines:
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return float(klines[-1]["close"])
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return None
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def get_available_balance(self) -> Optional[float]:
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"""合约账户可用余额"""
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if not self._get_token():
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return None
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for attempt in range(Config.MAX_RETRY_ATTEMPTS):
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try:
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response = self.session.post(
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"https://gateway2.ngsvsfx.cn/v1/gw/assetsWithBalance/new",
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timeout=15,
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)
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return float(response.json()["data"]["newContract"]["balanceList"][0]["available"])
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except Exception as e:
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logger.error(f"获取余额异常: {e}")
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if attempt < Config.MAX_RETRY_ATTEMPTS - 1:
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time.sleep(Config.RETRY_DELAY)
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return None
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def get_position_status(self) -> bool:
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"""从成交历史解析持仓方向，更新 self.start (-1/0/1)，成功返回 True"""
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# if not self._get_token():
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# return False
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payload = {
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"filterContractIdList": [10000002],
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"limit": 100,
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"languageType": 0,
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"sign": "SIGN",
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"timeZone": "string",
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}
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for attempt in range(Config.MAX_RETRY_ATTEMPTS):
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try:
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response = self.session.post(
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"https://http-gateway2.janapw.com/api/v1/private/order/v2/getHistoryOrderFillTransactionPage",
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json=payload,
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timeout=15,
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)
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datas = response.json().get("data", {}).get("dataList")
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self.position_data = datas or None
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if not datas:
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self.start = 0
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return True
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rev = list(datas)
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rev.reverse()
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start, start1 = 0, 0
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for i in rev:
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d = i.get("legacyOrderDirection")
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if d == "CLOSE_SHORT":
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start = 0
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elif d == "CLOSE_LONG":
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start1 = 0
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elif d == "OPEN_SHORT":
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start -= 1
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elif d == "OPEN_LONG":
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start1 += 1
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if start1:
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self.start = 1
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elif start:
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self.start = -1
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else:
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self.start = 0
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return True
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except Exception as e:
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logger.error(f"获取持仓异常: {e}")
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if attempt < Config.MAX_RETRY_ATTEMPTS - 1:
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time.sleep(Config.RETRY_DELAY)
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return False
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# ------------------------- 浏览器 -------------------------
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def openBrowser(self) -> bool:
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"""打开 TGE 对应浏览器实例"""
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try:
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bit_port = openBrowser(id=self.tge_id)
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co = ChromiumOptions()
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co.set_local_port(port=bit_port)
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self.page = ChromiumPage(addr_or_opts=co)
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self.tge_port = bit_port
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return True
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except Exception:
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return False
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def take_over_browser(self) -> bool:
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"""接管已有浏览器"""
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if not self.tge_port:
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return False
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try:
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co = ChromiumOptions()
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co.set_local_port(self.tge_port)
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self.page = ChromiumPage(addr_or_opts=co)
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self.page.set.window.max()
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return True
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except Exception:
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return False
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def close_extra_tabs(self) -> bool:
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"""关闭多余标签页，只保留第一个"""
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if not self.page:
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return False
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try:
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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: str, sleep: float = 0.5) -> bool:
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"""安全点击"""
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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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# ------------------------- 交易 -------------------------
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def 平仓(self) -> bool:
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"""市价平仓（闪电平仓）"""
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try:
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self.page.ele('x:(//span[normalize-space(text()) = "闪电平仓"])').scroll.to_see(center=True)
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time.sleep(0.5)
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self.page.ele('x:(//span[normalize-space(text()) = "闪电平仓"])').click(by_js=True)
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time.sleep(2)
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logger.info("执行平仓")
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return True
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except Exception as e:
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logger.error(f"平仓异常: {e}")
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return False
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def 开单(self, marketPriceLongOrder: int = 0, size: Optional[float] = None) -> bool:
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"""
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市价开仓
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marketPriceLongOrder: 1 做多, -1 做空
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size: 数量（金额）
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"""
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if size is None or size <= 0:
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logger.warning("开单数量无效")
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return False
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try:
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self.click_safe('x:(//button[normalize-space(text()) = "市价"])')
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time.sleep(0.5)
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self.page.ele('x://input[@placeholder="请输入数量"]').input(size)
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time.sleep(0.5)
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if marketPriceLongOrder == -1:
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self.page.ele('x://*[normalize-space(text()) ="卖出开空"]').click(by_js=True)
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elif marketPriceLongOrder == 1:
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self.page.ele('x://*[normalize-space(text()) ="买入开多"]').click(by_js=True)
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else:
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return False
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logger.info(f"市价{'做空' if marketPriceLongOrder == -1 else '做多'} 数量={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, text: str, error: bool = False) -> None:
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"""日志/通知入口，可在此接入钉钉等"""
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if error:
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logger.error(text)
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else:
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logger.info(text)
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def action(self) -> None:
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"""框架入口：打开浏览器 -> 交易页 -> 取 token -> 拉 K 线 -> 切市价（示例）"""
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if not self.openBrowser():
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self.ding("打开 TGE 失败！", error=True)
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return
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logger.info("TGE 浏览器已打开")
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self.close_extra_tabs()
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self.page.get(url=Config.TRADING_URL)
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time.sleep(2)
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if not self._get_token():
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self.ding("获取 token 失败", error=True)
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return
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klines = self.get_klines()
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if klines:
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logger.info(f"获取到 {len(klines)} 根 K 线，最新收盘 {klines[-1]['close']}")
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self.click_safe('x:(//button[normalize-space(text()) = "市价"])')
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# 此处可接具体策略循环：get_klines -> 信号 -> 开单/平仓
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# self.平仓()
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self.开单(marketPriceLongOrder=1, size=100)
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if __name__ == "__main__":
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WeexFuturesTransaction(tge_id="86837a981aba4576be6916a0ef6ad785").action()
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