425 lines
18 KiB
Python
425 lines
18 KiB
Python
import time
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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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class BitmartFuturesTransaction:
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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 = "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 # 上一次处理的K线时间戳，用于判断是否是新K线
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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
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self.risk_percent = 0.01 # 每次开仓使用可用余额的 1%
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self.open_avg_price = None # 开仓价格
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self.current_amount = None # 持仓量
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self.bit_id = bit_id
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# 策略相关变量
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self.prev_kline = None # 上一根K线
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self.current_kline = None # 当前K线
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self.prev_entity = None # 上一根K线实体大小
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self.current_open = None # 当前K线开盘价
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def get_klines(self):
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"""获取最近2根K线（当前K线和上一根K线）"""
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try:
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end_time = int(time.time())
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# 获取足够多的条目确保有最新的K线
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response = self.contractAPI.get_kline(
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contract_symbol=self.contract_symbol,
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step=5, # 30分钟
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start_time=end_time - 3600 * 3, # 取最近3小时
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end_time=end_time
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)[0]["data"]
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# 每根: [timestamp, open, high, low, close, volume]
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formatted = []
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for k in response:
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formatted.append({
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'id': int(k["timestamp"]),
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'open': float(k["open_price"]),
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'high': float(k["high_price"]),
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'low': float(k["low_price"]),
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'close': float(k["close_price"])
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})
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formatted.sort(key=lambda x: x['id'])
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# 返回最近2根K线：倒数第二根（上一根）和最后一根（当前）
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if len(formatted) >= 2:
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return formatted[-2], formatted[-1]
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return None, None
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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(text="获取K线异常", error=True)
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return None, None
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def get_current_price(self):
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"""获取当前最新价格"""
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try:
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end_time = int(time.time())
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response = self.contractAPI.get_kline(
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contract_symbol=self.contract_symbol,
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step=1, # 1分钟
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start_time=end_time - 3600 * 1, # 取最近1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'][-1]["close_price"])
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return None
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except Exception as e:
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logger.error(f"获取价格异常: {e}")
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return None
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def get_available_balance(self):
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"""获取合约账户可用USDT余额"""
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try:
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response = self.contractAPI.get_assets_detail()[0]
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if response['code'] == 1000:
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data = response['data']
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if isinstance(data, dict):
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return float(data.get('available_balance', 0))
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elif isinstance(data, list):
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for asset in data:
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if asset.get('currency') == 'USDT':
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return float(asset.get('available_balance', 0))
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return None
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except Exception as e:
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logger.error(f"余额查询异常: {e}")
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return None
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def get_position_status(self):
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"""获取当前持仓方向"""
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try:
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response = self.contractAPI.get_position(contract_symbol=self.contract_symbol)[0]
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if response['code'] == 1000:
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positions = response['data']
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if not positions:
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self.start = 0
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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 = float(positions[0]['open_avg_price'])
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self.current_amount = positions[0]['current_amount']
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self.position_cross = positions[0]["position_cross"]
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return True
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else:
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return False
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except Exception as e:
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logger.error(f"持仓查询异常: {e}")
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return False
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def set_leverage(self):
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"""程序启动时设置全仓 + 高杠杆"""
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try:
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response = self.contractAPI.post_submit_leverage(
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contract_symbol=self.contract_symbol,
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leverage=self.leverage,
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open_type=self.open_type
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)[0]
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if response['code'] == 1000:
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logger.success(f"全仓模式 + {self.leverage}x 杠杆设置成功")
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return True
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else:
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logger.error(f"杠杆设置失败: {response}")
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return False
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except Exception as e:
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logger.error(f"设置杠杆异常: {e}")
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return False
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def openBrowser(self):
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"""打开 TGE 对应浏览器实例"""
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try:
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bit_port = openBrowser(id=self.bit_id)
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co = ChromiumOptions()
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co.set_local_port(port=bit_port)
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self.page = ChromiumPage(addr_or_opts=co)
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return True
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except:
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return False
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def click_safe(self, xpath, sleep=0.5):
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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()
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return True
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except:
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return False
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def 平仓(self):
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"""平仓操作"""
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self.click_safe('x://span[normalize-space(text()) ="市价"]')
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def 开单(self, marketPriceLongOrder=0, limitPriceShortOrder=0, size=None, price=None):
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"""
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marketPriceLongOrder 市价做多或者做空，1是做多，-1是做空
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limitPriceShortOrder 限价做多或者做空
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"""
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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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if limitPriceShortOrder == -1:
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self.click_safe('x://button[normalize-space(text()) ="限价"]')
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self.page.ele('x://*[@id="price_0"]').input(vals=price, clear=True)
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time.sleep(1)
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self.page.ele('x://*[@id="size_0"]').input(1)
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self.click_safe('x://span[normalize-space(text()) ="卖出/做空"]')
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elif limitPriceShortOrder == 1:
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self.click_safe('x://button[normalize-space(text()) ="限价"]')
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self.page.ele('x://*[@id="price_0"]').input(vals=price, clear=True)
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time.sleep(1)
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self.page.ele('x://*[@id="size_0"]').input(1)
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self.click_safe('x://span[normalize-space(text()) ="买入/做多"]')
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def ding(self, text, error=False):
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"""日志通知"""
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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 calculate_entity(self, kline):
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"""计算K线实体大小（绝对值）"""
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return abs(kline['close'] - kline['open'])
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def calculate_upper_shadow(self, kline):
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"""计算上阴线（上影线）涨幅百分比"""
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# 上阴线 = (最高价 - max(开盘价, 收盘价)) / max(开盘价, 收盘价)
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body_top = max(kline['open'], kline['close'])
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if body_top == 0:
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return 0
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return (kline['high'] - body_top) / body_top * 100
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def calculate_lower_shadow(self, kline):
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"""计算下阴线（下影线）跌幅百分比"""
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# 下阴线 = (min(开盘价, 收盘价) - 最低价) / min(开盘价, 收盘价)
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body_bottom = min(kline['open'], kline['close'])
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if body_bottom == 0:
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return 0
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return (body_bottom - kline['low']) / body_bottom * 100
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def get_entity_edge(self, kline):
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"""获取K线实体边（收盘价或开盘价，取决于是阳线还是阴线）"""
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# 阳线（收盘>开盘）：实体上边=收盘价，实体下边=开盘价
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# 阴线（收盘<开盘）：实体上边=开盘价，实体下边=收盘价
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return {
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'upper': max(kline['open'], kline['close']), # 实体上边
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'lower': min(kline['open'], kline['close']) # 实体下边
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}
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def check_signal(self, current_price, prev_kline, current_kline):
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"""
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检查交易信号
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返回: ('long', trigger_price) / ('short', trigger_price) / None
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"""
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# 计算上一根K线实体
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prev_entity = self.calculate_entity(prev_kline)
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# 实体过小不交易（实体 < 0.1）
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if prev_entity < 0.1:
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logger.info(f"上一根K线实体过小: {prev_entity:.4f}，跳过信号检测")
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return None
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# 获取上一根K线的实体上下边
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prev_entity_edge = self.get_entity_edge(prev_kline)
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prev_entity_upper = prev_entity_edge['upper'] # 实体上边
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prev_entity_lower = prev_entity_edge['lower'] # 实体下边
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# 计算触发价（基于上一根K线实体位置）
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long_trigger = prev_entity_lower + prev_entity / 3 # 做多触发价 = 实体下边 + 实体/3（下三分之一处）
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short_trigger = prev_entity_upper - prev_entity / 3 # 做空触发价 = 实体上边 - 实体/3（上三分之一处）
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logger.info(f"当前价格: {current_price:.2f}, 上一根实体: {prev_entity:.4f}")
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logger.info(f"上一根实体上边: {prev_entity_upper:.2f}, 下边: {prev_entity_lower:.2f}")
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logger.info(f"做多触发价(下1/3): {long_trigger:.2f}, 做空触发价(上1/3): {short_trigger:.2f}")
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# 无持仓时检查开仓信号
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if self.start == 0:
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if current_price >= long_trigger:
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logger.info(f"触发做多信号！价格 {current_price:.2f} >= 触发价(下1/3) {long_trigger:.2f}")
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return ('long', long_trigger)
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elif current_price <= short_trigger:
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logger.info(f"触发做空信号！价格 {current_price:.2f} <= 触发价(上1/3) {short_trigger:.2f}")
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return ('short', short_trigger)
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# 持仓时检查反手信号
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elif self.start == 1: # 持多仓
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# 反手条件1: 价格跌到上一根K线的上三分之一处（做空触发价）
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if current_price <= short_trigger:
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logger.info(f"持多反手做空！价格 {current_price:.2f} <= 触发价(上1/3) {short_trigger:.2f}")
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return ('reverse_short', short_trigger)
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# 反手条件2: 上一根K线上阴线涨幅>0.01%，当前跌到上一根实体下边
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upper_shadow_pct = self.calculate_upper_shadow(prev_kline)
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if upper_shadow_pct > 0.01 and current_price <= prev_entity_lower:
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logger.info(f"持多反手做空！上阴线涨幅 {upper_shadow_pct:.4f}% > 0.01%，"
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f"价格 {current_price:.2f} <= 实体下边 {prev_entity_lower:.2f}")
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return ('reverse_short', prev_entity_lower)
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elif self.start == -1: # 持空仓
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# 反手条件1: 价格涨到上一根K线的下三分之一处（做多触发价）
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if current_price >= long_trigger:
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logger.info(f"持空反手做多！价格 {current_price:.2f} >= 触发价(下1/3) {long_trigger:.2f}")
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return ('reverse_long', long_trigger)
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# 反手条件2: 上一根K线下阴线跌幅>0.01%，当前涨到上一根实体上边
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lower_shadow_pct = self.calculate_lower_shadow(prev_kline)
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if lower_shadow_pct > 0.01 and current_price >= prev_entity_upper:
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logger.info(f"持空反手做多！下阴线跌幅 {lower_shadow_pct:.4f}% > 0.01%，"
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f"价格 {current_price:.2f} >= 实体上边 {prev_entity_upper:.2f}")
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return ('reverse_long', prev_entity_upper)
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return None
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def execute_trade(self, signal, size=1):
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"""执行交易"""
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signal_type, trigger_price = signal
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size= 25
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if signal_type == 'long':
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# 开多
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logger.info(f"执行开多，触发价: {trigger_price:.2f}")
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self.开单(marketPriceLongOrder=1, size=size)
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self.start = 1
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elif signal_type == 'short':
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# 开空
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logger.info(f"执行开空，触发价: {trigger_price:.2f}")
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self.开单(marketPriceLongOrder=-1, size=size)
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self.start = -1
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elif signal_type == 'reverse_long':
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# 平空 + 开多（反手做多）
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logger.info(f"执行反手做多，触发价: {trigger_price:.2f}")
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self.平仓()
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time.sleep(1)
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self.开单(marketPriceLongOrder=1, size=size)
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self.start = 1
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elif signal_type == 'reverse_short':
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# 平多 + 开空（反手做空）
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logger.info(f"执行反手做空，触发价: {trigger_price:.2f}")
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self.平仓()
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time.sleep(1)
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self.开单(marketPriceLongOrder=-1, size=size)
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self.start = -1
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def action(self):
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"""主循环"""
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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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# 打开浏览器
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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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# 进入交易页面
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self.page.get("https://derivatives.bitmart.com/zh-CN/futures/ETHUSDT")
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time.sleep(3)
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logger.info("开始运行三分之一策略交易...")
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# 标记是否刚执行过交易（用于跳过从交易所获取持仓状态，避免延迟问题）
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just_traded = False
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while True:
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try:
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# 1. 获取K线数据（当前K线和上一根K线）
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prev_kline, current_kline = self.get_klines()
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if not prev_kline or not current_kline:
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logger.warning("获取K线失败，等待重试...")
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time.sleep(5)
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continue
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# 2. 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.warning("获取价格失败，等待重试...")
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time.sleep(2)
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continue
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# 3. 获取持仓状态（如果刚交易过，信任本地状态，跳过API查询避免延迟）
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if not just_traded:
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if not self.get_position_status():
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logger.warning("获取持仓状态失败，等待重试...")
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time.sleep(2)
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continue
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else:
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logger.info(f"刚执行交易，信任本地持仓状态: {self.start}")
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just_traded = False # 重置标记
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# 4. 检查信号
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signal = self.check_signal(current_price, prev_kline, current_kline)
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# 5. 有信号则执行交易
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if signal:
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self.execute_trade(signal, size=1)
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logger.success(f"交易执行完成: {signal[0]}, 当前持仓状态: {self.start}")
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just_traded = True # 标记刚执行过交易
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# 交易后立即再次检查是否有反手信号（同一根K线内可能多次反手）
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time.sleep(1) # 短暂等待
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# 重新获取价格，检查是否需要再次反手
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new_price = self.get_current_price()
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if new_price:
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new_signal = self.check_signal(new_price, prev_kline, current_kline)
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if new_signal:
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logger.info(f"检测到连续反手信号！当前价格: {new_price:.2f}")
|
||
self.execute_trade(new_signal, size=1)
|
||
logger.success(f"连续反手执行完成: {new_signal[0]}, 当前持仓状态: {self.start}")
|
||
|
||
time.sleep(1) # 交易后稍等
|
||
continue # 立即进入下一次循环继续监控
|
||
|
||
# 6. 短暂等待后继续循环（同一根K线遇到信号就操作）
|
||
time.sleep(3)
|
||
|
||
except KeyboardInterrupt:
|
||
logger.info("用户中断，程序退出")
|
||
break
|
||
except Exception as e:
|
||
logger.error(f"主循环异常: {e}")
|
||
time.sleep(5)
|
||
|
||
|
||
if __name__ == '__main__':
|
||
BitmartFuturesTransaction(bit_id="f2320f57e24c45529a009e1541e25961").action()
|