89 lines
3.7 KiB
Python
89 lines
3.7 KiB
Python
import logging
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from time import sleep
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from core.base import QuantTrader
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from core.strategy import QuantStrategy
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from config import API_KEY, SECRET_KEY, PASSPHRASE, TRADING_CONFIG, TIME_CONFIG
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logging.basicConfig(level=logging.INFO, format='%(asctime)s %(levelname)s: %(message)s')
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class BizMain:
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def __init__(self):
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api_key = API_KEY
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secret_key = SECRET_KEY
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passphrase = PASSPHRASE
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sandbox = TRADING_CONFIG.get("sandbox", True)
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symbol = TRADING_CONFIG.get("symbol", "BTC-USDT")
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position_size = TRADING_CONFIG.get("position_size", 0.001)
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self.trader = QuantTrader(api_key, secret_key, passphrase, sandbox, symbol, position_size)
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# self.strategy = QuantStrategy(api_key, secret_key, passphrase, sandbox, symbol, position_size)
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def start_job(self):
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"""
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1. 合约开空单流程
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1.1. 获取当前价格
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1.2 设置tdmode为cross，张数为1，每张货币单位为0.01，杠杆为1，缓冲比例为0.3
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1.2. 计算保证金
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1.4. 开空单
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2. 现货卖出虚拟货币流程
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2.1 获取当前虚拟货币数量
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2.2 卖出0.01单位虚拟货币
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3. 合约平空单流程
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3.1 设置tdmode为cross，张数为1
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3.2 平空单
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"""
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td_mode = "cross"
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quantity = 1
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try:
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# 1. 合约开空单流程
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logging.info("[1] 合约开空单流程：")
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# price = self.trader.get_current_price(self.trader.symbol_swap)
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# logging.info(f"当前合约价格: {price}")
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slot = 0.01
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leverage = 1
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buffer_ratio = 0.3
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# margin, entry_price = self.trader.calculate_margin(quantity, leverage, slot, buffer_ratio)
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# logging.info(f"所需保证金: {margin}, 开仓价格: {entry_price}")
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order_id, entry_price = self.trader.place_short_order(td_mode, quantity, leverage, slot, buffer_ratio)
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if order_id:
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logging.info(f"开空单成功，订单ID: {order_id}, 开仓价格: {entry_price}")
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else:
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logging.error("开空单失败")
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except Exception as e:
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logging.error(f"合约开空单流程异常: {e}")
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sleep(1)
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try:
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# 2. 现货卖出比特币流程
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logging.info(f"[2] 现货卖出{self.trader.symbol_prefix}流程：")
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balance = self.trader.get_account_balance()
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btc_balance = balance.get(self.trader.symbol_prefix, 0)
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logging.info(f"当前{self.trader.symbol_prefix}余额: {btc_balance}")
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sell_amount = 0.01
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if btc_balance >= sell_amount:
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order_id = self.trader.place_market_order('sell', sell_amount)
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if order_id:
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logging.info(f"现货卖出{sell_amount}{self.trader.symbol_prefix}成功，订单ID: {order_id}")
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else:
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logging.error(f"现货卖出{self.trader.symbol_prefix}失败")
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else:
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logging.error(f"{self.trader.symbol_prefix}余额不足，无法卖出{sell_amount}{self.trader.symbol_prefix}")
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except Exception as e:
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logging.error(f"现货卖出{self.trader.symbol_prefix}流程异常: {e}")
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sleep(1)
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try:
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# 3. 合约平空单流程
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logging.info("[3] 合约平空单流程：")
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result = self.trader.close_short_order(td_mode, quantity)
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if result:
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logging.info("平空单成功")
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else:
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logging.error("平空单失败")
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except Exception as e:
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logging.error(f"合约平空单流程异常: {e}")
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if __name__ == "__main__":
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biz_main = BizMain()
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biz_main.start_job() |