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)
103 lines
2.7 KiB
Markdown
103 lines
2.7 KiB
Markdown
# OKX自动开仓工作流
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## 概述
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当用户没有仓位且信号性价比合理时，自动执行开仓操作，无需等待Y/N确认。
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## 前置检查
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1. **查账户余额**：`GET /api/v5/account/balance` → 获取USDT可用余额
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2. **查当前持仓**：`GET /api/v5/account/positions` → 确认无持仓
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3. **查当前价格**：`GET /api/v5/market/ticker?instId={币种}-USDT-SWAP`
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## 性价比评估
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- **入场价差距**：当前价与信号源入场价差距 <5%
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- **ATR检查**：4H ATR值合理（SL宽度 ≥ ATR）
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- **强平距离**：强平价与当前价距离 >3%
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## 仓位计算
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```python
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# 合约规格
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ct_val = 0.1 # ETH: 1张 = 0.1 ETH
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leverage = 25 # 默认25x
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# 计算
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max_contracts = balance / (ct_val * price / leverage)
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recommended_contracts = int(max_contracts * 0.5) # 50%安全边际
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margin_per_contract = (ct_val * price) / leverage
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total_margin = recommended_contracts * margin_per_contract
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```
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## 执行步骤
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1. **设置杠杆**：`POST /api/v5/account/set-leverage`
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```json
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{
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"instId": "ETH-USDT-SWAP",
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"lever": "25",
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"mgnMode": "cross"
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}
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```
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2. **市价开仓**：`POST /api/v5/trade/order`
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```json
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{
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"instId": "ETH-USDT-SWAP",
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"tdMode": "cross",
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"side": "buy",
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"ordType": "market",
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"sz": "9"
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}
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```
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3. **查询成交价**：`GET /api/v5/trade/order?instId={instId}&ordId={ordId}`
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4. **设置OCO止盈止损**：`POST /api/v5/trade/order-algo`
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```json
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{
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"instId": "ETH-USDT-SWAP",
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"tdMode": "cross",
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"side": "sell",
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"sz": "9",
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"ordType": "oco",
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"tpTriggerPx": "1851.28",
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"tpOrdPx": "-1",
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"tpTriggerPxType": "last",
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"slTriggerPx": "1674.96",
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"slOrdPx": "-1",
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"slTriggerPxType": "last"
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}
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```
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## 止损止盈计算
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- **止损**：入场价 × 0.95（-5%）
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- **止盈**：入场价 × 1.05（+5%）
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- **盈亏比**：1:1（默认）
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## 推送格式
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开仓完成后，推送结果到QQ：
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```
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✅ 自动开仓完成！
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📊 交易执行结果：
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| 步骤 | 结果 |
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|------|------|
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| ✅ 杠杆 | 25x |
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| ✅ 开仓 | 9张 (0.9 ETH) @ $1,763.12 |
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| ✅ 止损 | $1,674.96 (-5%) |
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| ✅ 止盈 | $1,851.28 (+5%) |
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| ✅ 强平价 | $1,622.07 |
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| ✅ 盈亏比 | 1:1 |
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💰 账户状态：
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• 权益：$133.46
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• 可用：$69.99
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• 持仓：9张 ETH 多单
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📈 跟单麻吉大哥：
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• 麻吉：9,350 ETH @ $1,720.83（浮盈+$481k）
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• 您：0.9 ETH @ $1,763.12（轻仓试水）
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```
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## 注意事项
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1. **posMode=net_mode**：不能传posSide，side=buy即开多
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2. **OCO合并**：一个持仓对应一个OCO，SL/TP取最新推荐的值
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3. **余额不足**：如果余额不足，减少仓位或跳过开仓
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4. **强平风险**：25x杠杆下，价格下跌5%即触发强平，务必设置止损 |