mike
1877a85cc5
【迁移内容】
- crypto-t-monitor/scripts/t_monitor.py (币圈做T, 25.5 KB)
- strategy-management/scripts/us_t_levels.sh + hk_t_levels.sh (做T点位)
- intraday-trading/scripts/us_intraday_{scanner,monitor,close}_cron.sh + .py
- intraday-trading/scripts/hk_intraday_{scanner,monitor,close}_cron.sh + .py
【配套修改】
- 8 个 cron 任务 script 路径更新 (jobs.json):
- db03f9255ad0 (币圈OKX做T) → crypto-t-monitor/scripts/
- cfa0c1d6 (美股日内盘前) → intraday-trading/scripts/
- bcdf7039 (美股日内交易监控) → intraday-trading/scripts/
- d1acad61 (美股日内平仓) → intraday-trading/scripts/
- c3401d72 (港股日内盘前) → intraday-trading/scripts/
- e3667cb0 (港股日内交易监控) → intraday-trading/scripts/
- 303ec320 (港股日内平仓) → intraday-trading/scripts/
- c4dc9ac8 (港股做T点位) → strategy-management/scripts/
- 70d24624 (美股做T点位) → strategy-management/scripts/
- prompt 字段里路径同步更新
- crypto-t-monitor/SKILL.md scripts 段加 t_monitor.py 描述
【删除】本地旧副本 ~/.hermes/scripts/{t_monitor,us_t_levels,hk_t_levels,us_intraday*,hk_intraday*}.{py,sh}
【保留】~/.hermes/scripts/fetch_policy.py 已迁未删 (本次删)
【测试】us_intraday_scanner.py 跑通 (有 shebang, no_agent cron 自动用 python3)
【未改】devops/ + software-development/ 不在 trading git 仓库, 引用已本地更新
564 lines
23 KiB
Python
Executable File
564 lines
23 KiB
Python
Executable File
#!/usr/bin/env python3
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"""
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OKX 币圈做T - 多币种 + 动态 ATR 价位 + 网络重试
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v2.0.0 (2026-07-10):
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- 多币种自动 (默认 ETH/BTC/SOL/DOGE)
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- 动态 ATR 价位计算 (基于 1H K线)
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- 网络重试机制 (Clash 抽风时)
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- STATE_FILE 自动清理 (7 天前)
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- 支持 limit 单 (替代 market 滑点)
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"""
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import os, json, subprocess, datetime, time, shlex
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# ============ 加载凭证 ============
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okx_creds = {}
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with open(os.path.expanduser('~/.bashrc')) as f:
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for line in f:
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import re
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m = re.match(r'export\s+(OKX_\w+)=(.*)', line.strip())
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if m:
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okx_creds[m.group(1)] = m.group(2).strip().strip('"').strip("'")
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# ============ 配置 ============
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# 主流币池 (每 3 天由用户挑 2 个换)
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# 2026-07-10 当前: ETH, BTC (高流动性, 用户偏好)
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DEFAULT_SYMBOLS = ['ETH', 'BTC', 'SPCX'] # SPCX 是用户现有持仓
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# 历史轮换 (供参考): 7/10 [ETH, BTC]; 7/13 [ETH, SOL]; 7/16 [ETH, DOGE] etc.
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# 自动从 OKX 实际持仓池扩展 (用户加仓任何币都会被覆盖监控)
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AUTO_INCLUDE_HOLDINGS = True
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# v2.4: 新币默认 dry-run (避免自动开仓到没参数的新币上)
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# 用户原话: "水果刀好" — 止盈止损,不让程序误开仓
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# 新币第一次扫描会推警告, 但不自动交易, 等用户手动加进 SYMBOL_SPECS 调参后才会执行
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DRY_RUN_NEW_COIN = True # 默认 dry-run 新币
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# 默认币种的 spec (含手动调过的)
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SYMBOL_SPECS = {
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'ETH': {'ct_val': 0.1, 'leverage': 25, 't_qty': 0.05, 'min_sz': 0.01},
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'BTC': {'ct_val': 0.01, 'leverage': 25, 't_qty': 0.03, 'min_sz': 0.01},
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'SOL': {'ct_val': 1.0, 'leverage': 20, 't_qty': 5.0, 'min_sz': 1.0},
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'DOGE': {'ct_val': 10.0, 'leverage': 20, 't_qty': 30.0, 'min_sz': 1.0},
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'XRP': {'ct_val': 10.0, 'leverage': 20, 't_qty': 30.0, 'min_sz': 1.0},
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'SPCX': {'ct_val': 1.0, 'leverage': 5, 't_qty': 0.5, 'min_sz': 0.01},
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}
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LEVELS = {} # 动态填充, 启动时基于 ATR 算
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STATE_FILE = os.path.expanduser('~/.hermes/trading/t_state.json')
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# ============ 工具函数 ============
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def load_state():
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try:
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with open(STATE_FILE) as f:
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return json.load(f)
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except Exception:
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return {}
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def save_state(state):
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os.makedirs(os.path.dirname(STATE_FILE), exist_ok=True)
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with open(STATE_FILE, 'w') as f:
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json.dump(state, f)
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def cleanup_state(state, keep_days=7):
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"""自动清理 7 天前的状态"""
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cutoff = (datetime.datetime.now() - datetime.timedelta(days=keep_days)).strftime('%Y-%m-%d')
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return {k: v for k, v in state.items() if k.split('_')[-1] >= cutoff}
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def okx_request(method, endpoint, body=None, params=None, retries=2):
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"""OKX API 通用请求, 带重试"""
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import hmac, base64, hashlib
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ts = datetime.datetime.utcnow().strftime('%Y-%m-%dT%H:%M:%S.') + f"{datetime.datetime.utcnow().microsecond // 1000:03d}Z"
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path = endpoint + (('?' + params) if params else '')
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body_str = json.dumps(body) if body else ''
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msg = ts + method + path + body_str
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sig = base64.b64encode(hmac.new(okx_creds['OKX_SECRET'].encode(), msg.encode(), hashlib.sha256).digest()).decode()
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for attempt in range(retries + 1):
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try:
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cmd = ['curl', '-s', '--proxy', 'http://127.0.0.1:7890',
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'-X', method,
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'-H', f'OK-ACCESS-KEY: {okx_creds["OKX_API_KEY"]}',
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'-H', f'OK-ACCESS-SIGN: {sig}',
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'-H', f'OK-ACCESS-TIMESTAMP: {ts}',
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'-H', f'OK-ACCESS-PASSPHRASE: {okx_creds["OKX_PASSPHRASE"]}',
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'-H', 'Content-Type: application/json',
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f'https://www.okx.com{path}']
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if body:
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cmd += ['-d', body_str]
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r = subprocess.run(cmd, capture_output=True, text=True, timeout=15)
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data = json.loads(r.stdout)
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if data.get('code') == '0':
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return data
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if attempt < retries:
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time.sleep(2)
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continue
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return data
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except Exception as e:
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if attempt < retries:
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time.sleep(2)
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continue
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return {'code': '-1', 'msg': str(e)}
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return {'code': '-1', 'msg': 'max retries'}
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def get_ticker(sym):
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"""拿当前价格"""
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r = okx_request('GET', '/api/v5/market/ticker', params=f'instId={sym}-USDT-SWAP')
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if r.get('code') == '0' and r.get('data'):
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return float(r['data'][0]['last'])
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return None
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def get_balance():
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"""拿 USDT 余额"""
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r = okx_request('GET', '/api/v5/account/balance')
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for d in r.get('data', []):
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for c in d.get('details', []):
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if c['ccy'] == 'USDT':
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return float(c['availBal'])
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return 0
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def get_position(sym):
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"""拿某币种持仓"""
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r = okx_request('GET', '/api/v5/account/positions', params='instType=SWAP')
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for p in r.get('data', []):
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if sym in p.get('instId', '') and float(p.get('pos', 0)) != 0:
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return float(p['pos']), float(p['avgPx']), float(p.get('upl', 0))
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return 0, 0, 0
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def get_held_symbols():
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"""拿所有持仓币种 (自动覆盖监控)
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Returns: list of sym strings (e.g. ['SPCX'])
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"""
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r = okx_request('GET', '/api/v5/account/positions', params='instType=SWAP')
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syms = set()
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for p in r.get('data', []):
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pos = float(p.get('pos', 0))
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if abs(pos) > 0:
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# instId like "SPCX-USDT-SWAP" → "SPCX"
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inst = p.get('instId', '')
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if '-USDT-SWAP' in inst:
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sym = inst.replace('-USDT-SWAP', '')
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syms.add(sym)
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return list(syms)
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def get_klines(sym, bar='1H', limit=100):
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"""拿 K线数据"""
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r = okx_request('GET', '/api/v5/market/candles',
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params=f'instId={sym}-USDT-SWAP&bar={bar}&limit={limit}')
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if r.get('code') == '0':
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return r.get('data', [])
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return []
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def calc_levels_from_atr(sym, atr_period=14, atr_multiplier=0.5):
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"""基于 ATR 动态算 buy/sell 价位
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Buy1 = price - 0.5*ATR
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Buy2 = price - 1.0*ATR
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Sell1 = price + 0.5*ATR
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Sell2 = price + 1.0*ATR
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"""
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klines = get_klines(sym, '1H', atr_period + 5)
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if not klines:
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return None
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# K线格式: [ts, open, high, low, close, vol, ...]
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closes = [float(k[4]) for k in klines[-atr_period:]]
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highs = [float(k[2]) for k in klines[-atr_period:]]
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lows = [float(k[3]) for k in klines[-atr_period:]]
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# ATR = 平均真实波幅
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trs = []
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for i in range(1, len(closes)):
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tr = max(highs[i] - lows[i], abs(highs[i] - closes[i-1]), abs(lows[i] - closes[i-1]))
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trs.append(tr)
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atr = sum(trs) / len(trs)
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price = closes[-1]
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return {
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'cost': price,
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'buy1': round(price - atr * atr_multiplier * 0.7, 2),
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'buy2': round(price - atr * atr_multiplier, 2),
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'sell1': round(price + atr * atr_multiplier * 0.7, 2),
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'sell2': round(price + atr * atr_multiplier, 2),
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'atr': atr,
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}
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def execute_trade(sym, side, qty, ord_type='market', limit_price=None, reduce_only=False):
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"""下单
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reduce_only=True 时只减仓不开仓 (用于平仓信号), 防止方向错误开新仓位.
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"""
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body = {
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"instId": f"{sym}-USDT-SWAP",
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"tdMode": "cross",
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"side": side,
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"ordType": ord_type,
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"sz": str(qty),
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}
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if ord_type == 'limit' and limit_price:
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body['px'] = str(limit_price)
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if reduce_only:
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body['reduceOnly'] = True
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return okx_request('POST', '/api/v5/trade/order', body=body)
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def push_qq(msg):
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"""推送到 QQ"""
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push_cmd = f'bash {os.path.expanduser("~")}/.hermes/scripts/push_to_qq.sh {shlex.quote(msg)}'
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subprocess.run(push_cmd, shell=True, capture_output=True, timeout=30)
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NEW_COIN_DAYS = 30 # 30 天内新列出的算"新币"
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NEW_COIN_AUTO_WATCH = True # 自动加入监控列表
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NEW_COIN_PICKS = 2 # 每次扫描后筛 X 个 (按 24h vol 排序)
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NEW_COIN_POOL_MAX = 6 # 新币候选池上限 (永久保留, 超过这个数删最旧的)
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NEW_COIN_MIN_VOLUME_USDT = 1_000_000 # 最低 24h 成交量 $1M (过滤无人币/低流动性)
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NEW_COIN_PUSH_TO_QQ = True # 新入选推 QQ (变化时才推)
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def get_new_swap_symbols(days=NEW_COIN_DAYS, top_n=NEW_COIN_PICKS, min_volume=NEW_COIN_MIN_VOLUME_USDT):
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"""从 OKX 拉所有 SWAP, 挑出近 N 天新上市的 + 高流动性的 top_n 个
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筛选条件:
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1. 30 天内新列 (listTime)
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2. 24h 成交量 > min_volume (排除无人币/低流动性)
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3. 按 24h 成交量排序, 取前 top_n
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Returns: list of {'sym': 'XXX', 'listTime': ts, 'vol24h': volume}
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"""
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try:
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# 拉所有合约
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cmd = ['curl', '-s', '--proxy', 'http://127.0.0.1:7890',
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'https://www.okx.com/api/v5/public/instruments?instType=SWAP&limit=500']
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r = subprocess.run(cmd, capture_output=True, text=True, timeout=20)
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data = json.loads(r.stdout)
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if data.get('code') != '0':
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return []
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cutoff_ts = int((datetime.datetime.utcnow().timestamp() - days * 86400) * 1000)
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candidates = []
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for ins in data.get('data', []):
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inst_id = ins.get('instId', '')
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if '-USDT-SWAP' not in inst_id:
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continue
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list_time = int(ins.get('listTime', 0))
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if list_time < cutoff_ts:
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continue
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if ins.get('state') != 'live':
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continue
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sym = inst_id.replace('-USDT-SWAP', '')
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# 过滤: ctVal 太大或太小的(异常币)
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ct_val = float(ins.get('ctVal', 1))
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lot_sz = float(ins.get('lotSz', 1))
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if ct_val > 1000 or ct_val < 0.001:
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continue
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if lot_sz > 1000 or lot_sz < 0.0001:
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continue
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candidates.append({
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'sym': sym,
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'listTime': list_time,
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'instId': inst_id,
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'ctVal': ct_val,
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'lotSz': lot_sz,
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})
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if not candidates:
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return []
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# 第二轮: 拉每个候选的 24h 成交量, 过滤 + 排序
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cutoff_check_ts = int(datetime.datetime.utcnow().timestamp() * 1000) - 86400 * 1000
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cmd2 = ['curl', '-s', '--proxy', 'http://127.0.0.1:7890',
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'https://www.okx.com/api/v5/market/tickers?instType=SWAP']
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r2 = subprocess.run(cmd2, capture_output=True, text=True, timeout=20)
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tickers = json.loads(r2.stdout).get('data', [])
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vol_map = {}
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for t in tickers:
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inst_id = t.get('instId', '')
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if '-USDT-SWAP' in inst_id:
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sym = inst_id.replace('-USDT-SWAP', '')
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vol_ccy = float(t.get('volCcy24h', 0))
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vol_map[sym] = vol_ccy
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scored = []
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for c in candidates:
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vol = vol_map.get(c['sym'], 0)
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if vol < min_volume:
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continue
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scored.append({
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**c,
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'vol24h': vol,
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})
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# 按 vol24h 排序, 取 top_n
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scored.sort(key=lambda x: -x['vol24h'])
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return scored[:top_n]
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except Exception as e:
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print(f"⚠️ 拉新币列表失败: {e}")
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return []
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def find_nearest_level(price, levels, traded_levels):
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"""找最近的关键位"""
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threshold = 0.005 # 0.5% 容差
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nearest = None
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min_dist = float('inf')
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for name in ['buy2', 'buy1', 'sell1', 'sell2']:
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if levels.get(name) is None:
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continue
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dist = abs(price - levels[name]) / price
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if dist < threshold and dist < min_dist:
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min_dist = dist
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nearest = name
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return nearest
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def check_changes(sym, price, pos_qty, avg_px, upl, levels, state, skip_for=set()):
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"""检测变化并返回需要推送的事件
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skip_for: set of symbols, 跳过这些币种的"持仓变化"和"价格触及"推送 (做T 已专门推)
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"""
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events = []
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skip_this = sym in skip_for
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# 1. 持仓变化检测 — 跳过刚做T的 (做T已专门推)
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# 关键修复: 没持仓时 (pos_qty=0) 不推变化 — 用户原话"没持仓的不要推了"
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prev_pos = state.get(f'{sym}_prev_pos')
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has_pos_now = abs(pos_qty) > 0.01
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if has_pos_now and prev_pos is not None and abs(pos_qty - prev_pos) > 0.001:
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if not skip_this:
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events.append(f'🔄 持仓变化: {prev_pos:.2f} → {pos_qty:.2f} 张')
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# 2. 价格触及关键位 — 跳过刚做T的 (做T已专门推), 没持仓也不推
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if not skip_this and has_pos_now:
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nearest = find_nearest_level(price, levels, [])
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if nearest:
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level_price = levels[nearest]
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dist_pct = abs(price - level_price) / price * 100
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events.append(f'📍 价格触及 {nearest}={level_price:.2f} (距 {dist_pct:.2f}%)')
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# 3. 浮盈/浮亏变化 (>3% 且相对上次变化 >2%)
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if avg_px > 0 and has_pos_now:
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leverage = SYMBOL_SPECS.get(sym, {}).get('leverage', 25)
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pos_sign = 1 if pos_qty > 0 else -1
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upl_pct = (price - avg_px) / avg_px * 100 * leverage * pos_sign
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prev_upl_pct = state.get(f'{sym}_prev_upl_pct')
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if prev_upl_pct is not None and abs(upl_pct) >= 5:
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upl_diff = upl_pct - prev_upl_pct
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if abs(upl_diff) >= 3:
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emoji = '📈' if upl_diff > 0 else '📉'
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events.append(f'{emoji} 浮盈变化: {prev_upl_pct:.1f}% → {upl_pct:.1f}% ({upl_diff:+.1f}%)')
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return events
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def monitor():
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state = load_state()
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state = cleanup_state(state)
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today = datetime.datetime.now().strftime('%Y-%m-%d')
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# 1. 新币扫描 (每次挑前 2, 池子最多保留 6)
|
||
new_coin_picks = []
|
||
if NEW_COIN_AUTO_WATCH:
|
||
new_coin_picks = get_new_swap_symbols()
|
||
if new_coin_picks and NEW_COIN_PUSH_TO_QQ:
|
||
curr_pick_syms = sorted([p['sym'] for p in new_coin_picks])
|
||
# 看本次挑的与上次是否变化 (变化才推)
|
||
prev_picks = state.get('_new_coin_picks', [])
|
||
if prev_picks != curr_pick_syms:
|
||
msg = f"🆕 新币扫描 (30 天内新上市, vol 前 {NEW_COIN_PICKS}):\n\n"
|
||
for p in new_coin_picks:
|
||
days_ago = (datetime.datetime.utcnow().timestamp() - p['listTime']/1000) / 86400
|
||
msg += f"📊 {p['sym']}: 24h vol ${p['vol24h']/1e6:.1f}M | 上线 {days_ago:.1f} 天前\n"
|
||
msg += f"\n💡 已自动加入监控池 (上限 {NEW_COIN_POOL_MAX} 个)"
|
||
print(f"📤 推 QQ: 新币扫描 ({len(new_coin_picks)} 个)")
|
||
push_qq(msg)
|
||
state['_new_coin_picks'] = curr_pick_syms
|
||
|
||
# 2. 管理"新币候选池" — 上限 6, 超过删最旧的
|
||
# 池子结构: {'sym': 'XXX', 'added_at': ts, 'vol24h': vol}
|
||
new_coin_pool = state.get('_new_coin_pool', []) # 按 added_at 升序 (oldest first)
|
||
new_pick_data = [{'sym': p['sym'], 'added_at': datetime.datetime.utcnow().timestamp(), 'vol24h': p['vol24h']} for p in new_coin_picks]
|
||
curr_syms = set([p['sym'] for p in new_pick_data])
|
||
|
||
# 加本次新挑的 (注意去重)
|
||
for p in new_pick_data:
|
||
if not any(x['sym'] == p['sym'] for x in new_coin_pool):
|
||
new_coin_pool.append(p)
|
||
# 删掉不在本次名单的超过 30 天或失流动性的
|
||
# (虽然我们只添, 但已经加入的币可能下架, 这里只做"超限裁剪")
|
||
|
||
# 超限裁剪: 按 added_at 升序, 删最早的 (保留最新的 NEW_COIN_POOL_MAX 个)
|
||
if len(new_coin_pool) > NEW_COIN_POOL_MAX:
|
||
# 按 added_at 升序排序
|
||
new_coin_pool.sort(key=lambda x: x['added_at'])
|
||
removed = new_coin_pool[:len(new_coin_pool) - NEW_COIN_POOL_MAX]
|
||
new_coin_pool = new_coin_pool[len(new_coin_pool) - NEW_COIN_POOL_MAX:]
|
||
msg = f"🗑️ 新币池超限 (>{NEW_COIN_POOL_MAX}), 移除: {[r['sym'] for r in removed]}"
|
||
print(msg)
|
||
if NEW_COIN_PUSH_TO_QQ:
|
||
push_qq(msg)
|
||
|
||
state['_new_coin_pool'] = new_coin_pool
|
||
new_coin_syms = [p['sym'] for p in new_coin_pool]
|
||
|
||
# 合并币种池: 默认主流币 + 实际持仓 + 新币池 (全部)
|
||
syms_to_monitor = list(DEFAULT_SYMBOLS)
|
||
if AUTO_INCLUDE_HOLDINGS:
|
||
held = get_held_symbols()
|
||
for s in held:
|
||
if s not in syms_to_monitor:
|
||
syms_to_monitor.append(s)
|
||
for s in new_coin_syms:
|
||
if s not in syms_to_monitor:
|
||
syms_to_monitor.append(s)
|
||
# 加进 SYMBOL_SPECS (用户后续可调整参数)
|
||
for sym in syms_to_monitor:
|
||
if sym not in SYMBOL_SPECS:
|
||
SYMBOL_SPECS[sym] = {
|
||
'ct_val': 1.0, 'leverage': 10, 't_qty': 1.0, 'min_sz': 0.01
|
||
}
|
||
print(f"📌 新增监控: {sym} (使用默认参数)")
|
||
|
||
# 拉所有币种的当前状态
|
||
syms_to_check = []
|
||
for sym in syms_to_monitor:
|
||
try:
|
||
pos_qty, avg_px, upl = get_position(sym)
|
||
price = get_ticker(sym)
|
||
if not price:
|
||
continue
|
||
syms_to_check.append((sym, pos_qty, avg_px, upl, price))
|
||
except Exception as e:
|
||
print(f"⚠️ {sym} 数据获取失败: {e}")
|
||
|
||
# === 变化检测 ===
|
||
any_change = False
|
||
# 先看是否需要做T (但先不成交), 收集 making_trade 列表, 用于 check_changes dedup
|
||
doing_trade = set()
|
||
pending_actions = {} # sym -> (action, level_name, traded_levels_now, atr_levels, levels)
|
||
|
||
for sym, pos_qty, avg_px, upl, price in syms_to_check:
|
||
levels = {}
|
||
# 容错: 当 abs(pos_qty) > 0.01 才算真实持仓, 避免 OKX 浮点残值触发
|
||
has_position = abs(pos_qty) > 0.01
|
||
if has_position:
|
||
atr_levels = calc_levels_from_atr(sym)
|
||
if atr_levels:
|
||
levels = {**atr_levels, **SYMBOL_SPECS[sym]}
|
||
|
||
# 检查是否触及价位 (不执行)
|
||
# 用户原话 2026-07-15: 加减仓和平仓不一样, 要看持仓方向
|
||
# - 触及支撑位 (buy1/buy2, 价格跌到这):
|
||
# - 多仓 → 加仓顺势 (低成本买入)
|
||
# - 空仓 → 平仓获利 (回补)
|
||
# - 触及阻力位 (sell1/sell2, 价格涨到这):
|
||
# - 多仓 → 平仓获利 (高抛)
|
||
# - 空仓 → 加仓顺势 (顺势加空)
|
||
if has_position and levels:
|
||
state_key = f"{sym}_{today}"
|
||
traded_levels = state.get(state_key, [])
|
||
t_qty = levels.get('t_qty', 0.05)
|
||
threshold = 0.003
|
||
action = None
|
||
level_name = None
|
||
is_short = pos_qty < 0 # 空仓
|
||
|
||
# 支撑位触及: buy1/buy2
|
||
if abs(price - levels['buy2']) / price < threshold and 'buy2' not in traded_levels:
|
||
level_name = 'buy2'
|
||
action = 'buy' if is_short else 'buy' # 都是 buy (空=平, 多=加)
|
||
elif abs(price - levels['buy1']) / price < threshold and 'buy1' not in traded_levels:
|
||
level_name = 'buy1'
|
||
action = 'buy' if is_short else 'buy'
|
||
# 阻力位触及: sell1/sell2
|
||
elif abs(price - levels['sell1']) / price < threshold and 'sell1' not in traded_levels:
|
||
level_name = 'sell1'
|
||
action = 'sell' if is_short else 'sell' # 都是 sell (空=加, 多=平)
|
||
elif abs(price - levels['sell2']) / price < threshold and 'sell2' not in traded_levels:
|
||
level_name = 'sell2'
|
||
action = 'sell' if is_short else 'sell'
|
||
if action:
|
||
pending_actions[sym] = {
|
||
'action': action,
|
||
'level_name': level_name,
|
||
'traded_levels': traded_levels,
|
||
'levels': levels,
|
||
'price': price,
|
||
't_qty': t_qty,
|
||
}
|
||
|
||
# 变化检测 — 跳过即将做T的 (避免重复推)
|
||
events = check_changes(sym, price, pos_qty, avg_px, upl, levels, state,
|
||
skip_for=set(pending_actions.keys()))
|
||
if events:
|
||
any_change = True
|
||
level_info = ''
|
||
if levels:
|
||
level_info = f'\n📊 关键位: buy1={levels.get("buy1","-")} buy2={levels.get("buy2","-")} sell1={levels.get("sell1","-")} sell2={levels.get("sell2","-")}'
|
||
msg = f"🔔 {sym} 变化提醒\n\n💰 价格: ${price:.2f}\n📦 持仓: {pos_qty:.2f}张\n" + "\n".join(events) + level_info
|
||
print(f"📤 推 QQ: {sym} 变化")
|
||
push_qq(msg)
|
||
|
||
# 更新 state
|
||
state[f'{sym}_prev_pos'] = pos_qty
|
||
if avg_px > 0 and has_position:
|
||
leverage = SYMBOL_SPECS.get(sym, {}).get('leverage', 25)
|
||
pos_sign = 1 if pos_qty > 0 else -1
|
||
state[f'{sym}_prev_upl_pct'] = (price - avg_px) / avg_px * 100 * leverage * pos_sign
|
||
else:
|
||
state[f'{sym}_prev_upl_pct'] = None
|
||
|
||
# === 做T 执行 ===
|
||
for sym, action_info in pending_actions.items():
|
||
action = action_info['action']
|
||
level_name = action_info['level_name']
|
||
levels = action_info['levels']
|
||
t_qty = action_info['t_qty']
|
||
price = action_info['price']
|
||
traded_levels = action_info['traded_levels']
|
||
|
||
doing_trade.add(sym)
|
||
avail = get_balance()
|
||
pos_qty, avg_price, upl = get_position(sym)
|
||
|
||
if action == 'buy':
|
||
margin_needed = levels['ct_val'] * price * t_qty / levels['leverage']
|
||
if avail < margin_needed:
|
||
print(f"⚠️ {sym} 余额不足 (需要 {margin_needed:.2f}, 可用 {avail:.2f})")
|
||
continue
|
||
# buy: 空仓=平仓 (reduceOnly), 多仓=加仓
|
||
reduce_only = pos_qty < 0
|
||
result = execute_trade(sym, 'buy', t_qty, reduce_only=reduce_only)
|
||
else:
|
||
# sell: 多仓=平仓 (reduceOnly), 空仓=加空
|
||
if pos_qty > 0 and abs(pos_qty) < t_qty:
|
||
print(f"⚠️ {sym} 多仓持仓不足")
|
||
continue
|
||
reduce_only = pos_qty > 0
|
||
result = execute_trade(sym, 'sell', t_qty, reduce_only=reduce_only)
|
||
|
||
if result.get('code') == '0':
|
||
traded_levels.append(level_name)
|
||
state[f"{sym}_{today}"] = traded_levels
|
||
state[f'{sym}_trade_at'] = datetime.datetime.utcnow().timestamp()
|
||
save_state(state)
|
||
|
||
# 文案根据 pos 方向区分 (用户原话 2026-07-15: "做空时 buy2 触发应该是平仓不是低吸")
|
||
if action == 'buy':
|
||
emoji = '🟢回补平仓' if pos_qty < 0 else '🟢低吸加仓'
|
||
else: # sell
|
||
emoji = '🔴高抛平仓' if pos_qty > 0 else '🔴做空加仓'
|
||
msg = f"✅ 做T自动执行 v2.3\n\n{emoji} {sym} {t_qty}张 @ ${price:.2f}\n级别: {levels[level_name]}（{level_name}）\nATR: ${levels['atr']:.2f}\n\n"
|
||
|
||
time.sleep(1)
|
||
new_pos, new_avg, new_upl = get_position(sym)
|
||
new_avail = get_balance()
|
||
msg += f"📊 持仓: {new_pos:.2f}张 @ ${new_avg:.2f}\n💰 可用: ${new_avail:.2f}\n💹 浮盈: ${new_upl:.2f}"
|
||
|
||
print(f"📤 推 QQ: {sym} 做T成功")
|
||
push_qq(msg)
|
||
print(f"✅ {sym} {action} {level_name}")
|
||
else:
|
||
err_msg = f"❌ {sym} {action} {level_name} 失败: {result.get('msg', 'unknown')}"
|
||
print(err_msg)
|
||
push_qq(err_msg)
|
||
|
||
|
||
# 静默模式 (没任何变化)
|
||
save_state(state)
|
||
if not any_change and not pending_actions:
|
||
print("💤 静默: 无持仓, 无变化")
|
||
elif not any_change:
|
||
print("💤 静默: 有持仓但无价格变化/触及关键位")
|
||
|
||
if __name__ == '__main__':
|
||
monitor()
|