Hermes-Skills/longbridge-cli/scripts/t_monitor.py

#!/usr/bin/env python3
"""
持仓做T价格监控 - 支撑位低吸、阻力位高抛
监控所有持仓（OKX+长桥），价格接近关键位时提醒
无提醒时静默输出（cron no_agent模式不推送）
"""
import os, sys, json, math, subprocess, re
from datetime import datetime

# Load creds
okx_creds = {}
with open(os.path.expanduser('~/.bashrc')) as f:
    for line in f:
        m = re.match(r'export\s+(OKX_\w+)=(.*)', line.strip())
        if m:
            okx_creds[m.group(1)] = m.group(2).strip().strip('"').strip("'")
        line = line.strip()
        if line.startswith('export LONGPORT_') or line.startswith('export LONGBRIDGE_'):
            parts = line.replace('export ', '').split('=', 1)
            if len(parts) == 2:
                os.environ[parts[0]] = parts[1]

def okx_get(endpoint, params=""):
    import hmac, base64, hashlib
    ts = datetime.utcnow().strftime('%Y-%m-%dT%H:%M:%S.') + f"{datetime.utcnow().microsecond // 1000:03d}Z"
    path = endpoint + ('?' + params if params else '')
    msg = ts + 'GET' + path
    sig = base64.b64encode(hmac.new(okx_creds['OKX_SECRET'].encode(), msg.encode(), hashlib.sha256).digest()).decode()
    cmd = ['curl', '-s', '--proxy', 'http://127.0.0.1:7890',
        '-H', f'OK-ACCESS-KEY: {okx_creds["OKX_API_KEY"]}', '-H', f'OK-ACCESS-SIGN: {sig}',
        '-H', f'OK-ACCESS-TIMESTAMP: {ts}', '-H', f'OK-ACCESS-PASSPHRASE: {okx_creds["OKX_PASSPHRASE"]}',
        '-H', 'Content-Type: application/json', f'https://www.okx.com{path}']
    r = subprocess.run(cmd, capture_output=True, text=True, timeout=15)
    return json.loads(r.stdout)

def monitor():
    alerts = []

    # OKX positions
    try:
        pos = okx_get('/api/v5/account/positions', 'instType=SWAP')
        for p in pos.get('data', []):
            if float(p.get('pos', 0)) == 0:
                continue
            sym = p['instId'].replace('-USDT-SWAP', '')
            try:
                ticker = okx_get('/api/v5/market/ticker', f'instId={sym}-USDT-SWAP')
                price = float(ticker['data'][0]['last'])
                candles = okx_get('/api/v5/market/candles', f'instId={sym}-USDT-SWAP&bar=4H&limit=20')
                data = candles.get('data', [])
                if len(data) >= 10:
                    closes = [float(d[4]) for d in data]
                    highs = [float(d[2]) for d in data]
                    lows = [float(d[3]) for d in data]
                    atr_sum = sum(max(highs[-i]-lows[-i], abs(highs[-i]-closes[-i-1]), abs(lows[-i]-closes[-i-1])) for i in range(1, min(15, len(data))))
                    atr = atr_sum / min(14, len(data)-1)
                    support = min(lows[-5:])
                    resistance = max(highs[-5:])
                    sma20 = sum(closes) / len(closes)
                    buy_zone = min(support, sma20) + atr * 0.2
                    sell_zone = max(resistance, sma20) - atr * 0.2

                    dist_buy = abs(price - buy_zone) / price * 100
                    dist_sell = abs(price - sell_zone) / price * 100

                    if dist_buy < 1.5:
                        alerts.append(f"🟢 {sym} 接近低吸位! 现价{price:.2f} → 低吸{buy_zone:.2f} (差{dist_buy:.1f}%)")
                    elif dist_sell < 1.5:
                        alerts.append(f"🔴 {sym} 接近高抛位! 现价{price:.2f} → 高抛{sell_zone:.2f} (差{dist_sell:.1f}%)")
                    elif price < support:
                        alerts.append(f"⚠️ {sym} 跌破支撑! 现价{price:.2f} < 支撑{support:.2f}")
                    elif price > resistance:
                        alerts.append(f"🚀 {sym} 突破阻力! 现价{price:.2f} > 阻力{resistance:.2f}")
            except:
                pass
    except:
        pass

    # LongBridge positions
    try:
        from longport import openapi
        cfg = openapi.Config.from_env()
        trade_ctx = openapi.TradeContext(config=cfg)
        quote_ctx = openapi.QuoteContext(config=cfg)
        resp = trade_ctx.stock_positions()
        lb_syms = []
        lb_pos = {}
        for ch in resp.channels:
            for p in ch.positions:
                if int(p.quantity) > 0:
                    lb_syms.append(p.symbol)
                    lb_pos[p.symbol] = {'cost': float(p.cost_price), 'qty': int(p.quantity)}
        if lb_syms:
            quotes = quote_ctx.quote(lb_syms)
            for q in quotes:
                price = float(q.last_done)
                cost = lb_pos[q.symbol]['cost']
                buy_zone = cost * 0.95
                sell_zone = cost * 1.05
                dist_buy = abs(price - buy_zone) / price * 100
                dist_sell = abs(price - sell_zone) / price * 100
                if dist_buy < 2:
                    alerts.append(f"🟢 {q.symbol} 接近低吸位! 现价{price:.2f} → 低吸{buy_zone:.2f}")
                elif dist_sell < 2:
                    alerts.append(f"🔴 {q.symbol} 接近高抛位! 现价{price:.2f} → 高抛{sell_zone:.2f}")
    except:
        pass

    if alerts:
        print("📊 做T监控提醒\n")
        print("\n".join(alerts))
        print(f"\n⏰ {datetime.now().strftime('%H:%M')}")
    # 无输出=静默

if __name__ == '__main__':
    monitor()