openfund-maker 1.2.13__tar.gz → 1.3.2__tar.gz

{openfund_maker-1.2.13 → openfund_maker-1.3.2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: openfund-maker
-Version: 1.2.13
+Version: 1.3.2
 Summary: Openfund-maker.
 Requires-Python: >=3.9,<4.0
 Classifier: Programming Language :: Python :: 3
@@ -9,7 +9,8 @@ Classifier: Programming Language :: Python :: 3.10
 Classifier: Programming Language :: Python :: 3.11
 Classifier: Programming Language :: Python :: 3.12
 Classifier: Programming Language :: Python :: 3.13
-Requires-Dist: TA-Lib (>=0.6.0,<0.7.0)
+Requires-Dist: TA-Lib (>=0.5.1,<0.6.0)
+Requires-Dist: apscheduler (>=3.11.0,<4.0.0)
 Requires-Dist: ccxt (>=4.4.26,<5.0.0)
 Requires-Dist: pandas (>=2.2.3,<3.0.0)
 Requires-Dist: pyyaml (>=6.0.2,<7.0.0)

{openfund_maker-1.2.13 → openfund_maker-1.3.2}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "openfund-maker"
-version = "1.2.13"
+version = "1.3.2"
 description = "Openfund-maker."
 authors = []
 readme = "README.md"
@@ -12,8 +12,9 @@ packages = [
 python = "^3.9"
 ccxt = "^4.4.26"
 pandas = "^2.2.3"
-TA-Lib = "^0.6.0"
+TA-Lib = "^0.5.1"
 pyyaml = "^6.0.2"
+apscheduler = "^3.11.0"
 
 
 [tool.poetry.group.dev.dependencies]

{openfund_maker-1.2.13 → openfund_maker-1.3.2}/src/maker/MACDOrderBot.py

@@ -15,7 +15,7 @@ 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:
+    def judge_order_side(self, symbol, pair_config, kLines) -> str:
         order_side = 'none'
 
         '''
@@ -31,8 +31,15 @@ class MACDOrdergBot(ThreeLineOrdergBot):
         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
+        
+        macd = pd.DataFrame(kLines, columns=['timestamp', 'open', 'high', 'low', 'close', 'volume'])
+        # 将时间戳转换为日期时间格式
+        macd['timestamp'] = pd.to_datetime(macd['timestamp'], unit='ms').dt.strftime('%m-%d %H:%M')
+            
+        # 使用 TA-Lib 计算 MACD
+        macd[['macd', 'signal', 'hist']] = pd.DataFrame(ta.MACD(macd['close'], fastperiod=12, slowperiod=26, signalperiod=9)).T
+        
+        # 从最新K(排除最后一根K线可能没走完)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                 
@@ -116,7 +123,9 @@ class MACDOrdergBot(ThreeLineOrdergBot):
         # 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。")
+            self.logger.info("-" * 60)
             return 
+        
         self.cancel_all_orders(symbol=symbol)  
         klines_period = str(pair_config.get('klines_period', '1m')) 
         
@@ -124,20 +133,17 @@ class MACDOrdergBot(ThreeLineOrdergBot):
             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)
+ 
+            # self.logger.debug(f"{symbol} : MACD Values = \n {df.tail(5)}")
+            side = self.judge_order_side(symbol, pair_config , kLines)
             
             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]
+    
+            # order_price = df['close'].iloc[-1]
+            order_price = float(kLines[-1][4])
             if side == 'none' :
                 self.logger.debug(f"{symbol} : 没有触发下单条件。")
                 return 
@@ -164,13 +170,13 @@ class MACDOrdergBot(ThreeLineOrdergBot):
     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:
+        # 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
+        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)
+            # time.sleep(self.monitor_interval)

{openfund_maker-1.2.13 → openfund_maker-1.3.2}/src/maker/ThreeLineOrderBot.py

@@ -397,9 +397,9 @@ class ThreeLineOrdergBot:
         except Exception as e:
             self.logger.error(f"{symbol} Error setting leverage: {e}")
     # 
-    def check_position(self,symbol) -> bool:
+    def check_position(self, symbol) -> bool:
         """
-        检查指定交易对是否有持仓
+        检查指定交易对是否有持仓，失败时最多重试3次
         
         Args:
             symbol: 交易对ID
@@ -407,15 +407,23 @@ class ThreeLineOrdergBot:
         Returns:
             bool: 是否有持仓
         """
-        try:
-            position = self.exchange.fetch_position(symbol=symbol)
-            if position and position['contracts']> 0:
-                self.logger.debug(f"{symbol} 有持仓合约数: {position['contracts']}")
-                return True
-            return False
-        except Exception as e:
-            self.logger.error(f"{symbol} 检查持仓失败: {str(e)}")
-            return False
+        max_retries = 3
+        retry_count = 0
+        
+        while retry_count < max_retries:
+            try:
+                position = self.exchange.fetch_position(symbol=symbol)
+                if position and position['contracts'] > 0:
+                    self.logger.debug(f"{symbol} 有持仓合约数: {position['contracts']}")
+                    return True
+                return False
+            except Exception as e:
+                retry_count += 1
+                if retry_count == max_retries:
+                    self.logger.warning(f"{symbol} 检查持仓失败(重试{retry_count}次): {str(e)}")
+                    return True
+                self.logger.warning(f"{symbol} 检查持仓失败，正在进行第{retry_count}次重试: {str(e)}")
+                time.sleep(0.1)  # 重试前等待0.1秒
 
     def place_order(self,symbol, price, amount_usdt, side,order_type='limit'):
 
@@ -478,27 +486,42 @@ class ThreeLineOrdergBot:
                 self.logger.error(f"{symbol} Failed to place order: {e}")
         self.logger.info(f"--------- ++ {symbol} Order placed done! --------")         
   
-    def cancel_all_orders(self,symbol):
-        try:
-            # 获取所有未完成订单
-            params = {
-                # 'instId': instId
-            }
-            open_orders = self.exchange.fetch_open_orders(symbol=symbol,params=params)
-            
-            # 取消每个订单
-            for order in open_orders:
-                self.exchange.cancel_order(order['id'], symbol,params=params)
-                
-            self.logger.info(f"{symbol} 挂单取消成功.")
-        except Exception as e:
-            self.logger.error(f"{symbol} 取消订单失败: {str(e)}")
+    def cancel_all_orders(self, symbol):
+        max_retries = 3
+        retry_count = 0
         
+        while retry_count < max_retries:
+            try:
+                # 获取所有未完成订单
+                params = {
+                    # 'instId': instId
+                }
+                open_orders = self.exchange.fetch_open_orders(symbol=symbol, params=params)
+                
+                # 批量取消所有订单
+                if open_orders:
+                    order_ids = [order['id'] for order in open_orders]
+                    self.exchange.cancel_orders(order_ids, symbol, params=params)
+                    
+                    self.logger.info(f"{symbol}: {order_ids} 挂单取消成功.")
+                else:
+                    self.logger.info(f"{symbol}: 没有未完成订单.")
+                return True
+                
+            except Exception as e:
+                retry_count += 1
+                if retry_count == max_retries:
+                    self.logger.warning(f"{symbol} 取消订单失败(重试{retry_count}次): {str(e)}")
+                    return False
+                self.logger.warning(f"{symbol} 取消订单失败，正在进行第{retry_count}次重试: {str(e)}")
+                time.sleep(0.1)  # 重试前等待0.1秒
+
     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。")
+            self.logger.info("-" * 60)  
             return 
         # 取消之前的挂单
         self.cancel_all_orders(symbol=symbol)  
@@ -635,7 +658,9 @@ class ThreeLineOrdergBot:
             self.logger.error(error_message,exc_info=True)
             traceback.print_exc()
             self.send_feishu_notification(error_message)
-        self.logger.info("=" * 60)    
+            
+        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
@@ -648,4 +673,4 @@ class ThreeLineOrdergBot:
                     for future in as_completed(futures):
                         future.result()  # Raise any exceptions caught during execution
 
-            time.sleep(self.monitor_interval)
+            # time.sleep(self.monitor_interval)

openfund_maker-1.3.2/src/maker/main.py

@@ -0,0 +1,105 @@
+import logging
+import yaml
+from logging.handlers import TimedRotatingFileHandler
+from apscheduler.triggers.interval import IntervalTrigger
+from apscheduler.schedulers.blocking import BlockingScheduler
+from datetime import datetime
+
+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"
+        log_file = log_config["file"] 
+        logger = logging.getLogger(__name__)
+        logger.setLevel(log_config["level"])
+
+        file_handler = TimedRotatingFileHandler(log_file, when='midnight', interval=1, backupCount=7, encoding='utf-8')
+        file_handler.suffix = "%Y-%m-%d"
+        formatter = logging.Formatter('%(asctime)s - %(name)s - %(lineno)d - %(levelname)s - %(message)s')
+        file_handler.setFormatter(formatter)
+        logger.addHandler(file_handler)
+
+        console_handler = logging.StreamHandler()
+        console_handler.setFormatter(formatter)
+        logger.addHandler(console_handler)
+        
+        return logger
+    
+def read_config_file(file_path):
+    try:
+        # 打开 YAML 文件
+        with open(file_path, 'r', encoding='utf-8') as file:
+            # 使用 yaml.safe_load 方法解析 YAML 文件内容
+            data = yaml.safe_load(file)
+            return data
+    except FileNotFoundError:
+        raise Exception(f"文件 {file_path} 未找到。")
+    except yaml.YAMLError as e:
+        raise Exception(f"解析 {file_path} 文件时出错: {e}")
+    
+def run_bot(bot, logger):
+    try:
+
+        bot.monitor_klines()
+    except Exception as e:
+        logger.error(f"执行任务时发生错误: {str(e)}", exc_info=True)
+
+def main():   
+    import importlib.metadata
+    version = importlib.metadata.version("openfund-maker")
+    
+    maker_config_path = 'maker_config.yaml'
+    config_data = read_config_file(maker_config_path)
+        
+    platform_config = config_data['okx']
+    feishu_webhook_url = config_data['feishu_webhook']
+    logger = build_logger(config_data["Logger"])
+    package_name = __package__ or "maker"
+    logger.info(f" ++ {package_name}:{version} is doing...")
+    logger.info("开始执行交易任务...")
+    bot = MACDOrdergBot(config_data, platform_config, feishu_webhook=feishu_webhook_url, logger=logger)
+    
+    # 获取计划配置
+    schedule_config = config_data.get('schedule', {})
+    if schedule_config.get('enabled', False):
+        scheduler = BlockingScheduler()
+        
+        # 设置每5分钟执行一次的任务，从整点开始
+        monitor_interval = int(schedule_config.get('monitor_interval', 4)) 
+        
+        # 计算下一个整点分钟
+        now = datetime.now()
+        # 将当前时间的秒和微秒设置为0
+        next_run = now.replace(second=59, microsecond=0)
+        # 计算下一个周期的开始时间
+        current_minute = next_run.minute
+        # 向上取整到下一个周期时间点
+        next_interval = ((current_minute // monitor_interval) + 1) * monitor_interval -1
+        # 如果下一个周期时间点超过60分钟，需要调整为下一个小时的对应分钟数
+        if next_interval >= 60:
+            next_interval = next_interval % 60
+            next_run = next_run.replace(hour=next_run.hour + 1)
+        next_run = next_run.replace(minute=next_interval)
+        
+        scheduler.add_job(
+            run_bot,
+            IntervalTrigger(minutes=monitor_interval),
+            args=[bot, logger],
+            next_run_time=next_run  # 从下一个周期整点开始
+        )
+        
+        try:
+            logger.info(f"启动定时任务调度器，从 {next_run} 开始每5分钟执行一次...")
+            scheduler.start()
+        except (KeyboardInterrupt, SystemExit):
+            logger.info("程序收到中断信号，正在退出...")
+            scheduler.shutdown()
+    else:
+        # 如果未启用计划，直接运行
+        run_bot(bot, logger)
+
+if __name__ == "__main__":
+    main()

openfund_maker-1.2.13/src/maker/main.py

@@ -1,59 +0,0 @@
-import logging
-import yaml
-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"
-        log_file = log_config["file"] 
-        logger = logging.getLogger(__name__)
-        logger.setLevel(log_config["level"])
-
-        file_handler = TimedRotatingFileHandler(log_file, when='midnight', interval=1, backupCount=7, encoding='utf-8')
-        file_handler.suffix = "%Y-%m-%d"
-        formatter = logging.Formatter('%(asctime)s - %(name)s - %(lineno)d - %(levelname)s - %(message)s')
-        file_handler.setFormatter(formatter)
-        logger.addHandler(file_handler)
-
-        console_handler = logging.StreamHandler()
-        console_handler.setFormatter(formatter)
-        logger.addHandler(console_handler)
-        
-        return logger
-    
-def read_config_file(file_path):
-    try:
-        # 打开 YAML 文件
-        with open(file_path, 'r', encoding='utf-8') as file:
-            # 使用 yaml.safe_load 方法解析 YAML 文件内容
-            data = yaml.safe_load(file)
-            return data
-    except FileNotFoundError:
-        raise Exception(f"文件 {file_path} 未找到。")
-    except yaml.YAMLError as e:
-        raise Exception(f"解析 {file_path} 文件时出错: {e}")
-    
-def main():   
-    import importlib.metadata
-    version = importlib.metadata.version("openfund-maker")
-    
-    maker_config_path = 'maker_config.yaml'
-    config_data = read_config_file(maker_config_path)
-        
-    platform_config = config_data['okx']
-    feishu_webhook_url = config_data['feishu_webhook']
-    # monitor_interval = config_data.get("monitor_interval", 4)  # 默认值为60秒
-    logger = build_logger(config_data["Logger"])
-    # 获取当前包名
-    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 = MACDOrdergBot(config_data,platform_config, feishu_webhook=feishu_webhook_url,logger=logger)
-    bot.monitor_klines()
-
-if __name__ == "__main__":
-    main()