openfund-maker 1.1.5__py3-none-any.whl → 1.2.3__py3-none-any.whl

maker/MACDOrderBot.py

@@ -0,0 +1,172 @@
+# -*- coding: utf-8 -*-
+import time
+import ccxt
+import traceback
+import requests
+import pandas as pd
+import talib as ta
+
+from logging.handlers import TimedRotatingFileHandler
+from concurrent.futures import ThreadPoolExecutor, as_completed
+from maker.ThreeLineOrderBot import ThreeLineOrdergBot
+
+
+class MACDOrdergBot(ThreeLineOrdergBot):
+    def __init__(self, config, platform_config, feishu_webhook=None,logger=None):
+        super().__init__(config, platform_config, feishu_webhook, logger)
+        
+    def judge_order_side(self, symbol, pair_config, macd:pd.DataFrame) -> str:
+        order_side = 'none'
+
+        '''
+        零轴之上的macd与signal形成金叉
+        零轴之下的死叉
+        零轴之上的死叉-金叉-死叉
+        零轴之下的金叉-死叉-金叉
+        '''
+
+           
+        # 计算最近三个交叉点
+        last_up_crosses = []
+        last_down_crosses = []
+        other_crosses = []
+        all_cross = []
+        # 遍历MACD数据 FIXME macd 要有根数限制，太久之前的无效
+        # 从最新数据开始往前遍历
+        for i in range(len(macd)-1, 2, -1):
+            # 检查是否发生死叉（MACD从上方穿过Signal）
+            if (macd.iloc[i-1]['macd'] <= macd.iloc[i-1]['signal'] and                 
+                macd.iloc[i]['macd'] > macd.iloc[i]['signal'] 
+                ):
+                all_cross.append(('golden', i))
+                
+                # 判断如果都在零轴之上加入last_up_crosses , 判断如果都在零轴之下加入last_down_crosses
+                if macd.iloc[i]['macd'] > 0 and macd.iloc[i]['signal'] > 0 :
+                    last_up_crosses.append(('golden', i))
+                elif macd.iloc[i]['macd'] < 0 and macd.iloc[i]['signal'] < 0 :
+                    last_down_crosses.append(('golden', i))
+                else:
+                    other_crosses.append(('golden', i))
+   
+            # 检查是否发生死叉（MACD从上方穿过Signal）
+            elif macd.iloc[i-1]['macd'] >= macd.iloc[i-1]['signal'] and macd.iloc[i]['macd'] < macd.iloc[i]['signal']:
+                all_cross.append(('death', i))
+                # 判断如果都在零轴之上加入last_up_crosses , 判断如果都在零轴之下加入last_down_crosses
+                if macd.iloc[i]['macd'] > 0 and macd.iloc[i]['signal'] > 0 :
+                    last_up_crosses.append(('death', i))
+                elif macd.iloc[i]['macd'] < 0 and macd.iloc[i]['signal'] < 0 :
+                    last_down_crosses.append(('death', i))
+                else:
+                    other_crosses.append(('golden', i))
+            # 只保留最后三个交叉点
+            if len(last_up_crosses) == 3 or len(last_down_crosses) == 3:
+                break
+            
+        self.logger.debug(f"{symbol} : \n- 所有cross {all_cross} \n- 零轴之上cross {last_up_crosses} \n- 零轴之下cross {last_down_crosses} \n- 其他corss {other_crosses}。")
+        valid_klines = pair_config.get('valid_klines', 3)
+        # 如果最新的交叉是金叉，且又是零轴上方的金叉
+        if all_cross[0][0] == 'golden' and all_cross[0][1] == last_up_crosses[0][1] and len(macd) - all_cross[0][1] <= valid_klines:
+            order_side =  'buy'
+            self.logger.debug(f"{symbol} : 零轴之上的macd与signal形成金叉{all_cross[0]} 。") 
+            
+        # 如果最新的交叉是死叉，且又是零轴下方的死叉
+        elif all_cross[0][0] == 'death' and all_cross[0][1] == last_down_crosses[0][1] and len(macd) - all_cross[0][1] <= valid_klines:
+            order_side ='sell'
+            self.logger.debug(f"{symbol} : 零轴之下的macd与signal形成死叉{all_cross[0]} 。")
+        # 分析交叉点模式，要满足连续的三个交叉都是零上
+        elif len(last_up_crosses) == 3 and len(all_cross) == 3:
+      
+           # 零轴之上的死叉-金叉-死叉模式
+            if (last_up_crosses[0][0] == 'death' and 
+                last_up_crosses[1][0] == 'golden' and 
+                last_up_crosses[2][0] == 'death'):
+                order_side = 'sell'
+                self.logger.debug(f"{symbol} : 零轴之上的死叉-金叉-死叉模式 {order_side}。")
+            
+        elif len(last_down_crosses) == 3 and len(all_cross) == 3:
+            # 零轴之下的金叉-死叉-金叉模式
+            if (last_down_crosses[0][0] == 'golden' and 
+                  last_down_crosses[1][0] == 'death' and 
+                  last_down_crosses[2][0] == 'golden'):
+                order_side = 'buy'
+                self.logger.debug(f"{symbol} : 零轴之下的金叉-死叉-金叉模式 {order_side}。")
+                
+        
+        
+        # # 零轴之上的macd与signal形成金叉
+        # if macd.iloc[-1]['macd'] > 0 and macd.iloc[-1]['signal'] > 0 and macd.iloc[-1]['macd'] >= macd.iloc[-1]['signal'] and macd.iloc[-2]['macd'] < macd.iloc[-2]['signal']:
+        #     order_side =  'buy'
+        #     self.logger.debug(f"{symbol} : 零轴之上的macd与signal形成金叉 {order_side}。")
+        # elif macd.iloc[-1]['macd'] < 0 and macd.iloc[-1]['signal'] < 0 and macd.iloc[-1]['macd'] <= macd.iloc[-1]['signal'] and macd.iloc[-2]['macd'] > macd.iloc[-2]['signal']:
+        #     order_side = 'sell'
+        #     self.logger.debug(f"{symbol} : 零轴之下的macd与signal形成死叉 {order_side}。")
+        # else:
+        #     order_side = 'none'
+        
+        
+        return order_side
+
+       
+    def process_pair(self,symbol,pair_config):
+        self.logger.info("=" * 60)
+        # 检查是否有持仓，有持仓不进行下单
+        if self.check_position(symbol=symbol) :
+            self.logger.info(f"{symbol} 有持仓合约，不进行下单。")
+            return 
+        self.cancel_all_orders(symbol=symbol)  
+        klines_period = str(pair_config.get('klines_period', '1m')) 
+        
+        try:
+            kLines = self.get_historical_klines(symbol=symbol, bar=klines_period)
+            self.logger.debug(f"开始监控 {symbol} : klines {klines_period} - {len(kLines)}")
+            
+            df = pd.DataFrame(kLines, columns=['timestamp', 'open', 'high', 'low', 'close', 'volume'])
+            # 将时间戳转换为日期时间格式
+            df['timestamp'] = pd.to_datetime(df['timestamp'], unit='ms').dt.strftime('%m-%d %H:%M')
+            
+            # 使用 TA-Lib 计算 MACD
+            df[['macd', 'signal', 'hist']] = pd.DataFrame(ta.MACD(df['close'], fastperiod=12, slowperiod=26, signalperiod=9)).T
+            self.logger.debug(f"{symbol} : MACD Values = \n {df.tail(5)}")
+            side = self.judge_order_side(symbol, pair_config , df)
+            
+            long_amount_usdt = pair_config.get('long_amount_usdt', 5)
+            short_amount_usdt = pair_config.get('short_amount_usdt', 5) 
+            order_amount_usdt = 5
+            order_type='optimal_limit_ioc'
+            order_price = df['close'].iloc[-1]
+            if side == 'none' :
+                self.logger.debug(f"{symbol} : 没有触发下单条件。")
+                return 
+            elif side == 'sell' :
+                self.logger.debug(f"{symbol} : 触发做空下单条件。")
+                order_amount_usdt = short_amount_usdt
+            elif side == 'buy' :
+                self.logger.debug(f"{symbol} : 触发做多下单条件。")
+                order_amount_usdt = long_amount_usdt
+            # 下单    
+            self.place_order(symbol=symbol, price=order_price, amount_usdt=order_amount_usdt, side=side,order_type=order_type)
+            
+            
+        except KeyboardInterrupt:
+            self.logger.info("程序收到中断信号，开始退出...")
+        except Exception as e:
+            error_message = f"程序异常退出: {str(e)}"
+            self.logger.error(error_message,exc_info=True)
+            traceback.print_exc()
+            self.send_feishu_notification(error_message)
+            
+        self.logger.info("-" * 60)    
+        
+    def monitor_klines(self):
+        symbols = list(self.trading_pairs_config.keys())  # 获取所有币对的ID
+        batch_size = 5  # 每批处理的数量
+        while True:
+
+            for i in range(0, len(symbols), batch_size):
+                batch = symbols[i:i + batch_size]
+                with ThreadPoolExecutor(max_workers=batch_size) as executor:
+                    futures = [executor.submit(self.process_pair, symbol,self.trading_pairs_config[symbol]) for symbol in batch]
+                    for future in as_completed(futures):
+                        future.result()  # Raise any exceptions caught during execution
+
+            time.sleep(self.monitor_interval)

maker/ThreeLineOrderBot.py

@@ -45,6 +45,27 @@ class ThreeLineOrdergBot:
     def get_tick_size(self,symbol):
         return float(self.getMarket(symbol)['precision']['price'])
     
+    def convert_contract(self, symbol, amount, price:float, direction='cost_to_contract'):
+        """
+        进行合约与币的转换
+        :param symbol: 交易对符号，如 'BTC/USDT:USDT'
+        :param amount: 输入的数量，可以是合约数量或币的数量
+        :param direction: 转换方向，'amount_to_contract' 表示从数量转换为合约，'cost_to_contract' 表示从金额转换为合约
+        :return: 转换后的数量
+        """
+
+        # 获取合约规模
+        market_contractSize = self.getMarket(symbol)['contractSize']
+        if direction == 'amount_to_contract':
+            contract_size = float(amount) / float(market_contractSize)
+        elif direction == 'cost_to_contract':
+            contract_size = float(amount) / float(price) / float(market_contractSize)
+        else:
+            raise Exception(f"{symbol}:{direction} 是无效的转换方向，请输入 'amount_to_contract' 或 'cost_to_contract'。")
+        
+        return self.exchange.amount_to_precision(symbol, contract_size)
+   
+    
     # 获取价格精度
     def get_precision_length(self,symbol) -> int:
         tick_size = self.get_tick_size(symbol)
@@ -91,24 +112,6 @@ class ThreeLineOrdergBot:
                 self.logger.debug("飞书通知发送成功")
             else:
                 self.logger.error(f"飞书通知发送失败: {response.text}")
-    # 获取K线收盘价格            
-    def get_close_price(self,symbol):
-        '''
-        bar = 
-        时间粒度，默认值1m
-        如 [1m/3m/5m/15m/30m/1H/2H/4H]
-        香港时间开盘价k线：[6H/12H/1D/2D/3D/1W/1M/3M]
-        UTC时间开盘价k线：[/6Hutc/12Hutc/1Dutc/2Dutc/3Dutc/1Wutc/1Mutc/3Mutc]
-        '''
-        # response = market_api.get_candlesticks(instId=instId,bar='1m')
-        klines = self.exchange.fetch_ohlcv(symbol, timeframe='1m',limit=3)
-        if klines:
-            # close_price = response['data'][0][4]
-            # 获取前一个K线 close price
-            close_price = klines[-1][4]
-            return float(close_price)
-        else:
-            raise ValueError("Unexpected response structure or missing 'c' value")
 
     def get_mark_price(self,symbol):
         # response = market_api.get_ticker(instId)
@@ -414,7 +417,7 @@ class ThreeLineOrdergBot:
             self.logger.error(f"{symbol} 检查持仓失败: {str(e)}")
             return False
 
-    def place_order(self,symbol, price, amount_usdt, side):
+    def place_order(self,symbol, price, amount_usdt, side,order_type='limit'):
 
         
         markets = self.exchange.load_markets()
@@ -433,12 +436,15 @@ class ThreeLineOrdergBot:
                 pos_side = 'short'   
             # 设置杠杆 
             self.set_leverage(symbol=symbol, leverage=self.leverage_value, mgnMode='isolated',posSide=pos_side)  
+            # 20250220 SWAP类型计算合约数量 
+            contract_size = self.convert_contract(symbol=symbol, price = adjusted_price ,amount=amount_usdt)
+    
             params = {
                 
                 "tdMode": 'isolated',
                 "side": side,
-                "ordType": 'limit',
-                # "sz": amount_usdt,
+                "ordType": order_type,
+                "sz": contract_size,
                 "px": str(adjusted_price)
             } 
             
@@ -452,7 +458,7 @@ class ThreeLineOrdergBot:
                     'symbol': symbol,
                     'side': side,
                     'type': 'limit',
-                    'amount': amount_usdt,
+                    'amount': contract_size,
                     'price': float(adjusted_price),
                     'params': params
                 }
@@ -496,9 +502,9 @@ class ThreeLineOrdergBot:
             return 
         # 取消之前的挂单
         self.cancel_all_orders(symbol=symbol)  
-           
+        klines_period = str(pair_config.get('klines_period', '1m'))   
         try:
-            klines = self.get_historical_klines(symbol=symbol)
+            klines = self.get_historical_klines(symbol=symbol,bar=klines_period)
             # 提取收盘价数据用于计算 EMA
             # 从K线数据中提取收盘价，按时间顺序排列（新数据在后）
             # close_prices = [float(kline[4]) for kline in klines]

maker/main.py

@@ -5,6 +5,7 @@ from logging.handlers import TimedRotatingFileHandler
 
 from maker.WickReversalOrderBot import WickReversalOrderBot
 from maker.ThreeLineOrderBot import ThreeLineOrdergBot
+from maker.MACDOrderBot import MACDOrdergBot
 def build_logger(log_config) -> logging.Logger:
             # 配置日志
         # log_file = "log/okx_MultiAssetNewTradingBot.log"
@@ -40,7 +41,8 @@ def main():
     package_name = __package__ or "maker"
     logger.info(f" ++ {package_name}:{version} is doing...")
     # bot = WickReversalOrderBot(config_data,platform_config, feishu_webhook=feishu_webhook_url)
-    bot =ThreeLineOrdergBot(config_data,platform_config, feishu_webhook=feishu_webhook_url,logger=logger)
+    # bot =ThreeLineOrdergBot(config_data,platform_config, feishu_webhook=feishu_webhook_url,logger=logger)
+    bot = MACDOrdergBot(config_data,platform_config, feishu_webhook=feishu_webhook_url,logger=logger)
     bot.monitor_klines()
 
 if __name__ == "__main__":

{openfund_maker-1.1.5.dist-info → openfund_maker-1.2.3.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: openfund-maker
-Version: 1.1.5
+Version: 1.2.3
 Summary: Openfund-maker.
 Requires-Python: >=3.9,<4.0
 Classifier: Programming Language :: Python :: 3

{openfund_maker-1.1.5.dist-info → openfund_maker-1.2.3.dist-info}/RECORD

@@ -1,13 +1,14 @@
-maker/ThreeLineOrderBot.py,sha256=opXUnSIOnGS_bL1ykkMe0mFT0JpL_pjoxTSUNn_F0O4,28516
+maker/MACDOrderBot.py,sha256=4H82wAmTvXNcv9JloJD9bVf-TLyJyfUumVcB8C1IY0k,8722
+maker/ThreeLineOrderBot.py,sha256=I-Y-bMUfBKUB00rNF1UtTc08T5IND1LEBVjHUzG89vU,29064
 maker/WickReversalOrderBot.py,sha256=Oc6wChdWu39lfWh3NRHM8BqvaRIYDNZiDR6PDnE9XUM,17374
 maker/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 maker/config.py,sha256=YPxghO5i0vgRg9Cja8kGj9O7pgSbbtzOgf3RexqXXwY,1188
-maker/main.py,sha256=Ad1LpVfoP0JHTaKpDPku2sVqb1vvbKczwf9eIEIAU0c,1874
+maker/main.py,sha256=qnf212MFvcbqAUHWfV0pNDoGrDZMVhGoMWNBOamKOjg,2023
 maker/main_m.py,sha256=0PzDTnuBrxfpy5WDfsIHKAzZ_7pkuvuqqeWik0vpWio,15522
 maker/okxapi.py,sha256=_9G0U_o0ZC8NxaT6PqpiLgxBm9gPobC9PsFHZE1c5w0,553
 maker/zhen.py.bak,sha256=HNkrQbJts8G9umE9chEFsc0cLQApcM9KOVNMYPpkBXM,10918
 maker/zhen_2.py,sha256=4IaHVtTCMSlrLGSTZrWpW2q-f7HZsUNRkW_-5QgWv24,10509
-openfund_maker-1.1.5.dist-info/METADATA,sha256=Kpwy3U1SpnyaxECKTrP1u20_WkKAn0vX53oCKX980g8,1965
-openfund_maker-1.1.5.dist-info/WHEEL,sha256=IYZQI976HJqqOpQU6PHkJ8fb3tMNBFjg-Cn-pwAbaFM,88
-openfund_maker-1.1.5.dist-info/entry_points.txt,sha256=gKMytICEKcMRFQDFkHZLnIpID7UQFoTIM_xcpiiV6Ns,50
-openfund_maker-1.1.5.dist-info/RECORD,,
+openfund_maker-1.2.3.dist-info/METADATA,sha256=O5Fnst4_dQnjVXuvxv5X6_XiA7KoVt26whJi7gyzgdY,1965
+openfund_maker-1.2.3.dist-info/WHEEL,sha256=IYZQI976HJqqOpQU6PHkJ8fb3tMNBFjg-Cn-pwAbaFM,88
+openfund_maker-1.2.3.dist-info/entry_points.txt,sha256=gKMytICEKcMRFQDFkHZLnIpID7UQFoTIM_xcpiiV6Ns,50
+openfund_maker-1.2.3.dist-info/RECORD,,