104 lines
2.9 KiB
Python
104 lines
2.9 KiB
Python
# OKX API 配置
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# 请将以下信息替换为你的实际API密钥
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# API密钥配置
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# API_KEY = "7286d434-225b-401f-b3af-fd595e15d23f"
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# SECRET_KEY = "80B95C5757F9208F70282A85C9DDBC86"
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# PASSPHRASE = "Bengbu_2001"
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# SANDBOX = False
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# 实盘读取API密钥配置
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API_KEY = "a73f9096-8e76-49ff-947c-a4f4edf657ec"
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SECRET_KEY = "F7AD69272FBF7C44E69CC110D2EDDB7A"
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PASSPHRASE = "Bengbu!2001"
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SANDBOX = False
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# 模拟盘API密钥配置
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# API_KEY = "f309e789-3497-4ed3-896f-d18bdc4d9817"
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# SECRET_KEY = "9152809391B110E2E647FDE12A37E96D"
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# PASSPHRASE = "Bengbu@2001"
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# SANDBOX = True
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# 交易配置
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TRADING_CONFIG = {
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"symbol": "BTC-USDT", # 交易对
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"position_size": 0.001, # 每次交易数量（BTC）
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# 策略参数
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"sma_short_period": 5, # 短期移动平均线周期
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"sma_long_period": 20, # 长期移动平均线周期
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"rsi_period": 14, # RSI计算周期
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"rsi_oversold": 30, # RSI超卖阈值
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"rsi_overbought": 70, # RSI超买阈值
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# 网格交易参数
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"grid_levels": 5, # 网格数量
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"grid_range": 0.005, # 网格范围（0.5%）
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# 风险控制
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"max_position": 0.01, # 最大持仓量（BTC）
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"stop_loss_pct": 0.005, # 止损百分比（0.5%）
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"take_profit_pct": 0.01, # 止盈百分比（1%）
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}
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# 时间间隔配置
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TIME_CONFIG = {
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"strategy_interval": 30, # 策略执行间隔（秒）
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"kline_interval": "5m", # K线数据间隔
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"kline_limit": 100, # K线数据条数
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}
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OKX_MONITOR_CONFIG = {
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"volume_monitor":{
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"symbols": ["XCH-USDT","SOL-USDT",
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"BTC-USDT", "ETH-USDT", "DOGE-USDT"],
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"bars": ["5m", "15m", "30m", "1H"],
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"initial_date": "2025-05-15 00:00:00"
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},
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# "volume_monitor":{
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# "symbols": ["BTC-USDT"],
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# "bars": ["5m"],
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# "initial_date": "2025-05-01 00:00:00"
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# },
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"price_monitor":{
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"symbols": ["XCH-USDT"],
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"bats": [
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{"bar": "5m", "threshold": 0.025},
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{"bar": "15m", "threshold": 0.5},
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{"bar": "1H", "threshold": 0.1}
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]
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}
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}
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US_STOCK_MONITOR_CONFIG = {
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"volume_monitor":{
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"symbols": ["QQQ", "TQQQ", "MSFT", "AAPL", "GOOG", "NVDA", "META", "AMZN", "TSLA", "AVGO"],
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"bars": ["5m"],
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"initial_date": "2015-08-31 00:00:00"
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}
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}
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WINDOW_SIZE = {"window_sizes":[50, 80, 100, 120]}
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BAR_THRESHOLD = {
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"5m": 1000 * 60 * 5,
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"15m": 1000 * 60 * 15,
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"30m": 1000 * 60 * 30,
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"1H": 1000 * 60 * 60,
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"4H": 1000 * 60 * 60 * 4,
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"1D": 1000 * 60 * 60 * 24
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}
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MYSQL_CONFIG = {
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"host": "localhost",
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"port": 3306,
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"user": "xch",
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"password": "xch_okx_2025",
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"database": "okx"
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}
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WECHAT_CONFIG = {
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"key": "11e6f7ac-efa9-418a-904c-9325a9f5d324"
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}
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ITICK_API_KEY = "dfd4bc0caed148d6bc03b960224754ffb5356349e389431f828702b3a27e8a2b" |