292 lines
11 KiB
Python
292 lines
11 KiB
Python
import time
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import uuid
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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 bitmart.api_contract import APIContract
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from bitmart.lib.cloud_exceptions import APIException
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from 交易.tools import send_dingtalk_message
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class BitmartFuturesTransaction:
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def __init__(self):
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self.api_key = "a0fb7b98464fd9bcce67e7c519d58ec10d0c38a8"
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self.secret_key = "4eaeba78e77aeaab1c2027f846a276d164f264a44c2c1bb1c5f3be50c8de1ca5"
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self.memo = "合约交易"
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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=30, desc="等待K线", ncols=80)
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self.last_kline_time = None
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self.leverage = "100" # 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（你的“成本开仓”需求）
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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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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 is_trending(self, klines):
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"""判断是否为单边行情，通过布林带或RSI"""
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close_prices = [kline['close'] for kline in klines]
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rsi_value = self.calculate_rsi(close_prices, 14) # 使用14期的RSI
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if rsi_value > 70 or rsi_value < 30:
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return True # 单边行情
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return False # 震荡行情
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def calculate_rsi(self, prices, period=14):
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"""计算RSI指标"""
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deltas = [prices[i] - prices[i - 1] for i in range(1, len(prices))]
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gains = [delta if delta > 0 else 0 for delta in deltas]
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losses = [-delta if delta < 0 else 0 for delta in deltas]
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avg_gain = sum(gains[:period]) / period
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avg_loss = sum(losses[:period]) / period
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rs = avg_gain / avg_loss if avg_loss != 0 else 0
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rsi = 100 - (100 / (1 + rs))
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return rsi
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def get_klines(self):
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"""获取最近3根30分钟K线（step=30）"""
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try:
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end_time = int(time.time())
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# 获取足够多的条目确保有最新3根
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response = self.contractAPI.get_kline(
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contract_symbol=self.contract_symbol,
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step=30, # 30分钟
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start_time=end_time - 3600 * 10, # 取最近10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[-3:] # 最近3根: kline_1 (最老), kline_2, kline_3 (最新)
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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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self.ding(error=True, msg="获取K线异常")
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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，用于计算张数"""
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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 * 10, # 取最近10小时
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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'][0]["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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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 calculate_size(self):
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"""计算开仓张数：使用可用余额的1%作为保证金"""
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balance = self.get_available_balance()
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self.balance = balance
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if not balance or balance < 10:
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logger.warning("余额不足，无法开仓")
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return 0
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price = self.get_current_price()
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if not price:
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price = 3000 # 保守估计，避免size过大
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leverage = int(self.leverage)
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margin = balance * self.risk_percent # 使用1%余额
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# ETHUSDT 1张 ≈ 0.001 ETH
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size = int((margin * leverage) / (price * 0.001))
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size = max(1, size)
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logger.info(f"余额 {balance:.2f} USDT → 使用 {margin:.2f} USDT (1%) → 开仓 {size} 张 (价格≈{price})")
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return size
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def place_market_order(self, side: int, size: int):
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if size <= 0:
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return False
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client_order_id = f"auto_{int(time.time())}_{uuid.uuid4().hex[:8]}"
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try:
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response = self.contractAPI.post_submit_order(
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contract_symbol=self.contract_symbol,
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client_order_id=client_order_id,
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side=side,
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mode=1,
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type='market',
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leverage=self.leverage,
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open_type=self.open_type,
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size=size
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)[0]
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if response['code'] == 1000:
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logger.success(
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f"下单成功: {'开多' if side in [1] else '开空' if side in [4] else '平多' if side in [3] else '平空'} {size}张")
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return True
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else:
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logger.error(f"下单失败: {response}")
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return False
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except APIException as e:
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logger.error(f"API下单异常: {e}")
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return False
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def check_signal(self, prev, curr):
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"""简化英戈尔夫形态"""
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if self.is_bullish(curr) and self.is_bearish(prev) and float(curr['close']) >= float(prev['open']):
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return "long"
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if self.is_bearish(curr) and self.is_bullish(prev) and float(curr['close']) <= float(prev['open']):
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return "short"
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return None
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def execute_trade(self):
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"""执行交易逻辑，根据市场状态切换策略"""
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klines = self.get_klines()
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if not klines or len(klines) < 3:
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return
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if self.is_trending(klines): # 单边行情
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self.direction = self.check_signal(klines[1], klines[2])
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if self.direction:
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logger.success(f"检测到{self.direction}信号，准备开仓（用余额1%）")
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self.execute_trade() # 执行趋势跟随交易
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else: # 震荡行情
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self.execute_grid_trade() # 执行网格交易策略
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def execute_grid_trade(self):
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"""网格交易策略"""
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logger.info("开始网格交易")
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# 获取当前价格
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current_price = self.get_current_price()
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if not current_price:
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logger.error("无法获取当前价格，网格交易无法执行")
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return
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# 假设的网格区间（可以根据需要调整）
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grid_step = 10 # 每次10USDT为一个网格
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grid_size = 1 # 每次开仓数量，单位ETH
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# 计算上网格和下网格价格
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lower_price = current_price - grid_step # 下网格价格
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upper_price = current_price + grid_step # 上网格价格
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# 生成买卖网格订单
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try:
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# 设置买单
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buy_order = self.place_market_order(side=1, size=grid_size) # 开多
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if buy_order:
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logger.info(f"已成功设置买单，买入价格：{lower_price}，数量：{grid_size} ETH")
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# 设置卖单
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sell_order = self.place_market_order(side=4, size=grid_size) # 开空
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if sell_order:
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logger.info(f"已成功设置卖单，卖出价格：{upper_price}，数量：{grid_size} ETH")
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except Exception as e:
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logger.error(f"网格交易下单失败: {e}")
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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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def action(self):
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# 启动时设置全仓高杠杆
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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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while True:
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current_minute = datetime.datetime.now().minute
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if current_minute < 30:
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self.pbar.n = current_minute
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else:
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self.pbar.n = current_minute - 30
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self.pbar.refresh()
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self.execute_trade()
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time.sleep(2) # 高频交易，减少等待时间
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if __name__ == '__main__':
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BitmartFuturesTransaction().action()
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