crypto_quant/config.py

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# 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": ["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},
],
},
}
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",
}
}
A_STOCK_MONITOR_CONFIG = {
"volume_monitor": {
"symbols": [
"600276.SH",
"002714.SZ",
"600111.SH",
"603019.SH",
"600036.SH",
"300474.SZ",
"600519.SH",
"300750.SZ",
"000858.SZ",
"000651.SZ",
"000333.SZ",
"002230.SZ",
"300308.SZ",
"002475.SZ"
],
"bars": ["1D", "1W", "1M"],
"initial_date": "2015-01-01 00:00:00",
},
}
A_INDEX_MONITOR_CONFIG = {
"volume_monitor": {
"symbols": [
"000001.SH",
"399006.SZ",
"000300.SH",
"399001.SZ",
"000852.SH",
],
"bars": ["1D", "1W", "1M"],
"initial_date": "2015-01-01 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,
}
# COIN_MYSQL_CONFIG = {
# "host": "localhost",
# "port": 3306,
# "user": "xch",
# "password": "xch_okx_2025",
# "database": "okx",
# }
COIN_MYSQL_CONFIG = {
"host": "218.17.89.43",
"port": 11013,
"user": "xch",
"password": "xch_okx_2025",
"database": "okx",
}
A_MYSQL_CONFIG = {
"host": "43.139.95.249",
"port": 3306,
"user": "root",
"password": "bengbu_200!",
"database": "astock",
}
WECHAT_CONFIG = {
"general_key": "11e6f7ac-efa9-418a-904c-9325a9f5d324",
"btc_key": "529e135d-843b-43dc-8aca-677a860f4b4b",
"trump_key": "dabe1166-9faa-49b0-b41e-64c4507a2f5b",
}
ITICK_API_KEY = "dfd4bc0caed148d6bc03b960224754ffb5356349e389431f828702b3a27e8a2b"
# TWITTER_CONFIG = {
# "keys": {
# "api_key": "c3l344o8pgVwy7Aw4yxj7CprT",
# "api_secret": "xjh3RVyyhVr9aDVSq5fFq210R1fmwYt36myBZR7ifuv0wYRWcT",
# "bearer_token": "AAAAAAAAAAAAAAAAAAAAAPoL4wEAAAAAXEMHlBpeR66dtTYWBkFSz1Fp3oI%3DHMoLlCMKNRGr1h6c0lBpZnJulx88fQ0JzZE1zm4jI4qNfSxiRZ",
# "access_token": "1658642847975784449-MR79EAOk8MTKx3zIbCEySaQjxDPK3R",
# "access_token_secret": "2H9RwHzBrWhAbt7RUmGHSg6mcfJEf0Aesx74QFFMeMYMn"
# },
# "user_search_url": "https://api.twitter.com/2/users/by/username/{0}",
# "contents_search_url": "https://api.twitter.com/2/users/{0}/tweets?max_results=100&tweet.fields=text,created_at&exclude=replies,retweets",
# "monitor_accounts": [
# {"name": "FoxNews", "id": ""},
# {"name": "WhiteHouse", "id": "1879644163769335808"},
# {"name": "sama", "id": ""},
# {"name": "PressSec", "id": ""},
# ],
# }
TWITTER_CONFIG = {
"keys": {
"api_key": "FRfhlDHnmYc1PCCrVHZdWtqDENr2",
},
"base_url": "https://api.scrapecreators.com/v1/twitter/user-tweets?handle={0}&trim=false",
"monitor_accounts": [
{"name": "realDonaldTrump"},
{"name": "FoxNews"},
{"name": "WhiteHouse"},
{"name": "sama"},
{"name": "PressSec"},
],
}
TRUTH_SOCIAL_API = {"api_key": "FRfhlDHnmYc1PCCrVHZdWtqDENr2",
"user_id": {"realDonaldTrump": "107780257626128497"}}
ALI_API_KEY = "sk-216039fdd9ee4bc48667418b23e648d0"