mike
657dc41c46
- OKX交易自动化 (okx-auto-position, okx-crypto, okx-exchange) - 交易信号处理 (signal-confirmation-templates, trading-signal-aggregator) - 量化因子挖掘 (quant-factor-mining) - 长桥集成 (longbridge-cli, longbridge-python-sdk) - 六合彩分析 (lottery-hk) - 股息投资 (dividend-investing, dividend-scanner) - 日内交易 (intraday-trading) - 同花顺 (tonghuashun)
114 lines
3.9 KiB
Markdown
114 lines
3.9 KiB
Markdown
# Semi-Automatic T-Trading Setup
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## Architecture
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```
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┌─────────────────────────────────────────────┐
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│ Cron (every 10 min, market hours only) │
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│ ┌─────────────────────────────────────┐ │
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│ │ rgti_auto_monitor.py │ │
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│ │ 1. Get quote (Python SDK) │ │
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│ │ 2. Check position availability │ │
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│ │ 3. Check pending orders │ │
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│ │ 4. If price in zone + no orders: │ │
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│ │ → Auto place limit order │ │
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│ │ 5. If price moved away: │ │
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│ │ → Auto cancel stale order │ │
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│ │ 6. Print message → WeChat delivery │ │
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│ └─────────────────────────────────────┘ │
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└─────────────────────────────────────────────┘
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```
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## Required SDK Calls
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```python
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import os
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from longport import openapi
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# Load env
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bashrc = open(os.path.expanduser("~/.bashrc")).read()
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for line in bashrc.splitlines():
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if line.startswith("export LONGPORT_") or line.startswith("export LONGBRIDGE_"):
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parts = line.replace("export ", "").split("=", 1)
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if len(parts) == 2:
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os.environ[parts[0]] = parts[1].strip('"').strip("'")
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os.environ["LONGBRIDGE_TRADE_ENABLED"] = "true"
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cfg = openapi.Config.from_env()
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trade_ctx = openapi.TradeContext(config=cfg)
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quote_ctx = openapi.QuoteContext(config=cfg)
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# Quote
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resp = quote_ctx.quote(["SYMBOL.US"])
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price = float(resp[0].last_done)
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# Position (check available_quantity for sellable qty)
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pos = trade_ctx.stock_positions()
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for ch in pos.channels:
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for p in ch.positions:
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avail = int(p.available_quantity)
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total = int(p.quantity)
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# Pending orders
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orders = trade_ctx.today_orders()
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for o in orders:
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status = str(o.status) # "NotReported", "PendingStatus", etc.
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# Place order (GTC + outside RTH = works pre/regular/post market)
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resp = trade_ctx.submit_order(
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symbol="RGTI.US",
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order_type=openapi.OrderType.LO,
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side=openapi.OrderSide.Sell,
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submitted_quantity=15,
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time_in_force=openapi.TimeInForceType.GoodTilCanceled,
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submitted_price=21.00,
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outside_rth=openapi.OutsideRTH.AnyTime,
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)
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# Cancel
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trade_ctx.cancel_order(order_id)
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```
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## State File Pattern
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Track active orders and cooldowns to prevent spam:
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```python
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STATE_FILE = "~/.hermes/scripts/rgti_t_state.json"
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def load_state():
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try:
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return json.load(open(STATE_FILE))
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except:
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return {"active_orders": [], "last_action_time": None, "trades_today": 0}
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# Cooldown: 5 min between actions
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last_t = state.get("last_action_time")
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if last_t:
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diff = (now - datetime.fromisoformat(last_t)).total_seconds()
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if diff < 300:
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sys.exit(0) # silent exit
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```
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## Cron Job Setup
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```python
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# Via Hermes cronjob tool:
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cronjob(action="create",
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name="RGTI半自动做T挂单",
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no_agent=True, # Script-only, no LLM
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schedule="*/10 9-15 * * 1-5", # Every 10 min, 9-15 ET, Mon-Fri
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deliver="weixin",
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script="rgti_auto_monitor.py") # Relative to ~/.hermes/scripts/
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```
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## Key Design Decisions
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1. **No agent (no_agent=True)**: Script runs directly, prints output → delivered as message. No LLM tokens wasted.
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2. **Empty stdout = silent**: If nothing to report, print nothing → no message sent.
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3. **GTC + AnyTime**: Orders persist across days and work in pre/post market.
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4. **5-min cooldown**: Prevents rapid-fire order spam on volatile stocks.
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5. **Auto-cancel stale orders**: If price moves >$1.50 from order price, cancel and re-evaluate.
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6. **State file for order tracking**: Prevents duplicate orders and tracks today's trade count.
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