crypto_quant/config.py

# OKX API 配置
# 请将以下信息替换为你的实际API密钥
# API密钥配置
# API_KEY = "7286d434-225b-401f-b3af-fd595e15d23f"
# SECRET_KEY = "80B95C5757F9208F70282A85C9DDBC86"
# PASSPHRASE = "Bengbu_2001"
# SANDBOX = False

# 实盘读取API密钥配置
API_KEY = "a73f9096-8e76-49ff-947c-a4f4edf657ec"
SECRET_KEY = "F7AD69272FBF7C44E69CC110D2EDDB7A"
PASSPHRASE = "Bengbu!2001"
SANDBOX = False

# 模拟盘API密钥配置
# API_KEY = "f309e789-3497-4ed3-896f-d18bdc4d9817"
# SECRET_KEY = "9152809391B110E2E647FDE12A37E96D"
# PASSPHRASE = "Bengbu@2001"
# SANDBOX = True

# 交易配置
TRADING_CONFIG = {
    "symbol": "BTC-USDT",           # 交易对
    "position_size": 0.001,         # 每次交易数量（BTC）
    
    # 策略参数
    "sma_short_period": 5,          # 短期移动平均线周期
    "sma_long_period": 20,          # 长期移动平均线周期

    "rsi_period": 14,               # RSI计算周期
    "rsi_oversold": 30,             # RSI超卖阈值
    "rsi_overbought": 70,           # RSI超买阈值
    
    # 网格交易参数
    "grid_levels": 5,               # 网格数量
    "grid_range": 0.005,             # 网格范围（0.5%）
    
    # 风险控制
    "max_position": 0.01,           # 最大持仓量（BTC）
    "stop_loss_pct": 0.005,          # 止损百分比（0.5%）
    "take_profit_pct": 0.01,        # 止盈百分比（1%）
}

# 时间间隔配置
TIME_CONFIG = {
    "strategy_interval": 30,        # 策略执行间隔（秒）
    "kline_interval": "5m",         # K线数据间隔
    "kline_limit": 100,             # K线数据条数
}

MONITOR_CONFIG = {
    "volume_monitor":{
        "symbols": ["XCH-USDT", "BTC-USDT", "ETH-USDT", "SOL-USDT", "DOGE-USDT", 
        "XCH-USDT-SWAP", "BTC-USDT-SWAP", "ETH-USDT-SWAP", "SOL-USDT-SWAP", "DOGE-USDT-SWAP"],
        "intervals": ["5m", "15m", "1H", "4H", "1D"],
        "initial_date": "2025-07-01 00:00:00"
    },
    "price_monitor":{
        "symbols": ["XCH-USDT"],
        "intervals": [
            {"interval": "5m", "threshold": 0.025},
            {"interval": "15m", "threshold": 0.5}, 
            {"interval": "1H", "threshold": 0.1}
            ]
    }
}

MYSQL_CONFIG = {
    "host": "localhost",
    "port": 3306,
    "user": "xch",
    "password": "xch_okx_2025",
    "database": "okx"
}