300 lines
12 KiB
Python
300 lines
12 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 BitmartMarketMaker:
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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.open_avg_price = None # 开仓均价（字符串或float）
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self.current_amount = 0
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self.position_cross = None
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self.pbar = tqdm(total=10, desc="等待下次检查", ncols=80)
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self.leverage = "10" # 低杠杆，安全做市
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self.open_type = "cross"
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self.fixed_size = 1 # 每次挂单量
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self.spread_offset = 5.0 # 挂单偏移（USDT），建议5~10，避免立即成交
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self.max_position_threshold = 10 # 库存阈值，超过自动平仓
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# 新增：止盈止损参数（基于开仓均价的百分比）
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self.take_profit_pct = 2.0 # 止盈 2%
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self.stop_loss_pct = 1.0 # 止损 1%（可根据风险偏好调整）
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self.price_precision = 0.1
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self.leverage_set = False
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self.max_retries = 5
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def ding(self, msg, error=False):
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prefix = "❌bitmart MM：" if error else "🔔bitmart MM："
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if error:
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for i in range(10):
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send_dingtalk_message(f"{prefix}，{msg}")
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else:
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send_dingtalk_message(f"{prefix}，{msg}")
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def try_set_leverage(self):
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if self.leverage_set:
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return True
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for attempt in range(self.max_retries):
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self.cancel_all_orders()
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time.sleep(2)
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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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self.leverage_set = True
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return True
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else:
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logger.error(f"杠杆设置失败 (尝试 {attempt+1}): {response}")
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except Exception as e:
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logger.error(f"设置杠杆异常 (尝试 {attempt+1}): {e}")
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time.sleep(10)
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self.ding(error=True, msg="杠杆设置多次失败，请手动检查")
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return False
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def get_depth(self):
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try:
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response = self.contractAPI.get_depth(contract_symbol=self.contract_symbol)[0]
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if response['code'] == 1000:
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data = response['data']
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best_bid = float(data['bids'][0][0]) if data['bids'] else None
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best_ask = float(data['asks'][0][0]) if data['asks'] else None
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return best_bid, best_ask
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else:
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logger.error(f"获取深度失败: {response}")
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return None, None
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except Exception as e:
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logger.error(f"获取深度异常: {e}")
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return None, None
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def cancel_all_orders(self):
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try:
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response = self.contractAPI.post_cancel_orders(contract_symbol=self.contract_symbol)[0]
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if response['code'] == 1000:
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logger.success("所有挂单已取消")
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return True
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else:
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logger.error(f"取消挂单失败: {response}")
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return False
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except Exception as e:
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logger.warning(f"取消挂单异常（忽略）: {e}")
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return False
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def place_limit_order(self, side: int, price: float, size: int):
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price = round(price / self.price_precision) * self.price_precision
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price_str = f"{price:.1f}"
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client_order_id = f"mm_{int(time.time())}_{uuid.uuid4().hex[:8]}"
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for attempt in range(self.max_retries):
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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='limit',
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leverage=self.leverage,
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open_type=self.open_type,
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price=price_str,
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size=size
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)[0]
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if response['code'] == 1000:
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action = "挂买（开多）" if side == 1 else "挂卖（开空）"
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logger.success(f"限价单挂单成功: {action}, 价格={price}, 张数={size}")
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return True
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else:
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logger.error(f"挂单失败 (尝试 {attempt+1}): {response}")
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except APIException as e:
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logger.error(f"API挂单异常 (尝试 {attempt+1}): {e}")
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time.sleep(5)
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return False
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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.current_amount = 0
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self.open_avg_price = None
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return True
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position = positions[0]
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self.start = 1 if position['position_type'] == 1 else -1
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self.open_avg_price = float(position['open_avg_price']) if position['open_avg_price'] else 0.0
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self.current_amount = int(float(position.get('current_amount', 0)))
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self.position_cross = position.get("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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self.ding(error=True, msg="持仓查询异常")
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return False
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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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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 0.0
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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 0.0
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def check_take_profit_stop_loss(self, current_price: float):
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"""检查是否触发止盈或止损（基于当前价格）"""
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if self.current_amount == 0 or self.open_avg_price == 0.0:
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return False, None
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if self.start == 1: # 多头
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pnl_pct = (current_price - self.open_avg_price) / self.open_avg_price * 100
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if pnl_pct >= self.take_profit_pct:
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return True, "止盈平多"
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if pnl_pct <= -self.stop_loss_pct:
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return True, "止损平多"
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elif self.start == -1: # 空头
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pnl_pct = (self.open_avg_price - current_price) / self.open_avg_price * 100
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if pnl_pct >= self.take_profit_pct:
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return True, "止盈平空"
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if pnl_pct <= -self.stop_loss_pct:
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return True, "止损平空"
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return False, None
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def close_position(self, reason: str = "库存阈值"):
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"""市场全平仓，并发送通知"""
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if self.current_amount == 0:
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return
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side = 3 if self.start == 1 else 2 # 3: 平多, 2: 平空
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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=f"close_{reason}_{int(time.time())}",
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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=999999
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)[0]
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if response['code'] == 1000:
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direction_str = "多" if self.start == 1 else "空"
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logger.success(f"{reason}平仓成功: 平{direction_str}")
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self.ding(msg=f"{reason}触发，已平仓 {direction_str}头仓位")
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self.start = 0
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self.current_amount = 0
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self.open_avg_price = None
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return True
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else:
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logger.error(f"平仓失败: {response}")
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return False
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except APIException as e:
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logger.error(f"API平仓异常: {e}")
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return False
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def action(self):
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logger.info("程序启动，将在循环中动态尝试设置杠杆")
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while True:
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if not self.try_set_leverage():
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logger.warning("杠杆未设置成功，继续重试...")
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if not self.get_position_status():
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self.ding(error=True, msg="获取仓位信息失败！！！")
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time.sleep(10)
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continue
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# 获取当前价格（使用中价）
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best_bid, best_ask = self.get_depth()
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if best_bid is None or best_ask is None:
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time.sleep(10)
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continue
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mid_price = (best_bid + best_ask) / 2
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# 检查止盈止损
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trigger, reason = self.check_take_profit_stop_loss(mid_price)
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if trigger:
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self.close_position(reason=reason)
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# 平仓后继续下一轮（重新挂单）
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# 检查库存阈值
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if abs(self.current_amount) > self.max_position_threshold:
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self.close_position(reason="库存阈值")
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# 挂单
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bid_price = mid_price - self.spread_offset
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ask_price = mid_price + self.spread_offset
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self.cancel_all_orders()
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success_bid = self.place_limit_order(side=1, price=bid_price, size=self.fixed_size)
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success_ask = self.place_limit_order(side=4, price=ask_price, size=self.fixed_size)
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# 统计盈亏百分比
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pnl_pct_str = ""
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if self.current_amount != 0 and self.open_avg_price:
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if self.start == 1:
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pnl_pct = (mid_price - self.open_avg_price) / self.open_avg_price * 100
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else:
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pnl_pct = (self.open_avg_price - mid_price) / self.open_avg_price * 100
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pnl_pct_str = f"浮动盈亏：{pnl_pct:+.2f}%"
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balance = self.get_available_balance()
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leverage_status = "已设置" if self.leverage_set else "未同步（重试中）"
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msg = (
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f"【BitMart {self.contract_symbol} MM】\n"
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f"杠杆状态：{leverage_status}\n"
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f"当前中价：{mid_price:.2f} USDT\n"
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f"挂买价：{bid_price:.2f} ({'成功' if success_bid else '失败'})\n"
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f"挂卖价：{ask_price:.2f} ({'成功' if success_ask else '失败'})\n"
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f"持仓量：{self.current_amount} 张 {pnl_pct_str}\n"
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f"账户可用余额：{balance:.2f} USDT\n"
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f"止盈：+{self.take_profit_pct}% | 止损：-{self.stop_loss_pct}%"
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)
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self.ding(msg=msg)
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self.pbar.reset()
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time.sleep(10)
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if __name__ == '__main__':
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BitmartMarketMaker().action() |