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

# API_KEY = "12d911b6-f28a-4595-b177-70cb8fbdc369"
# SECRET_KEY = "C32DF88A975EE08631D0BE6B6B5A33E7"
# 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
}

OKX_MONITOR_CONFIG = {
    "volume_monitor": {
        "symbols": [
            "XCH-USDT",
            "BTC-USDT",
            "SOL-USDT",
            "ETH-USDT",
            "DOGE-USDT",
        ],
        "bars": ["5m", "15m", "30m", "1H"],
        "initial_date": "2025-05-15 00:00:00",
    },
    "price_monitor": {
        "symbols": ["XCH-USDT"],
        "bats": [
            {"bar": "5m", "threshold": 0.025},
            {"bar": "15m", "threshold": 0.5},
            {"bar": "1H", "threshold": 0.1},
        ],
    },
}

OKX_REALTIME_MONITOR_CONFIG = {
    "volume_monitor": {
        "symbols": [
            "XCH-USDT",
            "BTC-USDT",
            "SOL-USDT",
            "ETH-USDT",
            "DOGE-USDT",
        ],
        "bars": ["1m", "5m", "15m", "30m", "1H"],
        "initial_date": "2025-05-15 00:00:00",
    },
    "price_monitor": {
        "symbols": ["XCH-USDT"],
        "bats": [
            {"bar": "5m", "threshold": 0.025},
            {"bar": "15m", "threshold": 0.5},
            {"bar": "1H", "threshold": 0.1},
        ],
    },
}

BINANCE_MONITOR_CONFIG = {
    "volume_monitor": {
        "symbols": [
            "BTC-USDT",
            "ETH-USDT",
            "SOL-USDT",
            "DOGE-USDT",
            "XRP-USDT",
            "BNB-USDT",
        ],
        "bars": ["5m", "30m", "1H"],
        "initial_date": "2017-08-16 00:00:00",
    },
}

US_STOCK_MONITOR_CONFIG = {
    "volume_monitor": {
        "symbols": [
            # "QQQ",
            # "TQQQ",
            # "MSFT",
            # "AAPL",
            # "GOOG",
            # "NVDA",
            # "META",
            # "AMZN",
            # "AVGO",
            # "TSLA",
            "PLTR",
            "COIN",
            "MSTR",
            "HOOD",
            "MARA",
            "CVNA",
            "XYZ",
        ],
        "bars": ["5m", "15m", "30m", "1H"],
        "initial_date": "2014-11-30 00:00:00",
    }
}

WINDOW_SIZE = {"window_sizes": [50, 80, 100, 120]}

BAR_THRESHOLD = {
    "1m": 1000 * 60,
    "5m": 1000 * 60 * 5,
    "15m": 1000 * 60 * 15,
    "30m": 1000 * 60 * 30,
    "1H": 1000 * 60 * 60,
    "4H": 1000 * 60 * 60 * 4,
    "1D": 1000 * 60 * 60 * 24,
}

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

MYSQL_CONFIG = {
    "host": "218.17.89.43",
    "port": 11013,
    "user": "xch",
    "password": "xch_okx_2025",
    "database": "okx",
}

WECHAT_CONFIG = {
    "general_key": "11e6f7ac-efa9-418a-904c-9325a9f5d324",
    "btc_key": "529e135d-843b-43dc-8aca-677a860f4b4b",
}

ITICK_API_KEY = "dfd4bc0caed148d6bc03b960224754ffb5356349e389431f828702b3a27e8a2b"