1

test/mytest.py

@@ -0,0 +1,207 @@
+import asyncio
+import ccxt.pro as ccxt
+from typing import List
+from ccxt.base.types import Any, Balances, Bool, Int, Liquidation, Num, Order, OrderBook, OrderSide, OrderType, Position, Str, Strings, Ticker, Tickers, Trade
+
+
+CONFIG: dict = {
+    'apiKey': 'rFdbMs40biKImtwGnQ',
+    'secret': 'JOuEiGT1uCX9l2qbn9uZuZrVFraAZAA59mqY',
+    # 'verbose': True,  # 启用详细日志
+    'enableRateLimit': True,
+    'options': {
+        'loadAllOptions': True, #要添加这行，让市场数据完全加载，否则期权拿不到完整的市场数据
+    },
+}
+
+class Test:
+    def __init__(self):
+        self.exchange = ccxt.bybit(CONFIG)
+        self.exchange.enable_demo_trading(True)  # 模拟交易
+        # await self.exchange.set_position_mode(True) # 设置双向持仓
+        self.symbol = 'BTC/USDT:USDT'  # BTC永续合约
+        self.book = List[Order]
+
+    def get_position_idx(self,side:str, reduce_only:bool=False) -> int:
+        position_idx = 0
+        if side == 'buy':
+            position_idx = 1
+            if reduce_only:
+                position_idx = 2 # 双向持仓平空
+        else:
+            if reduce_only:
+                position_idx = 1 # 双向持仓平多
+            else:
+                position_idx = 2
+        return position_idx
+
+    async def open_limit(self,price:float=0,side:str='buy',reduce_only:bool=False):
+        # 创建限价单
+
+        # side = 'buy'
+        # reduce_only = False
+        position_idx = self.get_position_idx(side,reduce_only)
+        order = await self.exchange.create_order(
+            self.symbol ,
+            'limit',
+            side,
+            0.001,  # 更合理的数量
+            price,  # 市价单不需要价格
+            {
+                'timeInForce': 'GTC',  # GTC:一直有效至取消 IOC:立即成交或取消 FOK:完全成交或取消
+                'positionIdx': position_idx,  # 0: 单向模式
+                'reduceOnly': reduce_only,
+            }
+        )
+        print("开仓订单:", order)
+
+    async def open_option_order(self):
+        # await self.exchange.set_position_mode(True) # 设置双向持仓
+        # print(self.exchange.markets)
+        res = await self.exchange.load_markets(True)
+        # return
+        # btc_keys = [key for key in res.keys() if key.startswith('BTC/USDT:USDT')]
+        # print(btc_keys)
+        # return
+        self.symbol = 'BTC/USDT:USDT-251120-92500-C'  # BTC/USDT:USDT-251125-92500-C
+        # aa = res[self.symbol]
+        # market = self.exchange.markets[self.symbol]
+        # market = self.markets[self.symbol]
+        # all_market = self.exchange.market()
+        # exchange.markets['ETH/BTC']
+        # market = self.exchange.market(self.symbol)
+        # print(market)
+        try:
+            side = 'buy'
+            reduce_only = False
+            position_idx = self.get_position_idx(side,reduce_only)
+
+            # 创建市价单
+            order = await self.exchange.create_order(
+                self.symbol,
+                'market',
+                side,
+                0.01,  # 更合理的数量
+                None,  # 市价单不需要价格
+                {
+                    'timeInForce': 'GTC',  # GTC:一直有效至取消 IOC:立即成交或取消 FOK:完全成交或取消
+                    'positionIdx': position_idx,  # 0: 单向模式
+                    'reduceOnly': reduce_only,
+                    # 'orderLinkId': '1763518435252a_option'
+                }
+            )
+            # map[
+            # category:option 
+            # orderLinkId:1763518435252_option 
+            # orderType:Market 
+            # positionIdx:0 
+            # qty:0.01 
+            # side:Sell 
+            # symbol:BTC-20NOV25-92500-C-USDT
+            # ]
+            # {
+            # 'symbol': 'BTC-20NOV25-92500-C', 
+            # 'side': 'Buy', 
+            # 'orderType': 'Market', 
+            # 'orderLinkId': 'fdc3a5bee004b6a9', 
+            # 'category': 'option', 
+            # 'qty': '0.01', 
+            # 'positionIdx': 0
+            # }
+            print("开仓订单:", order)
+            
+        except Exception as e:
+            print(f"错误: {e}")
+
+    async def open_and_limit_close(self):
+        # 暂停5秒
+        await asyncio.sleep(5)
+        # 使用正确的合约符号
+        
+        # res = await self.exchange.load_markets()
+        # aa = res[symbol]
+        
+        try:
+            
+            # if body["side"] == "Buy":
+            #     body["positionIdx"] = 1
+            # else:
+            #     body["positionIdx"] = 2
+
+            # if body["reduceOnly"] == True:
+            #     if body["positionIdx"] == 1:
+            #         body["positionIdx"] = 2  # 双向持仓平空
+            #     else:
+            #         body["positionIdx"] = 1  # 双向持仓平多
+
+            side = 'buy'
+            reduce_only = False
+            position_idx = self.get_position_idx(side,reduce_only)
+
+            if side == 'buy':
+                position_idx = 1
+                if reduce_only:
+                    position_idx = 2
+            else:
+                if reduce_only:
+                    position_idx = 1
+                else:
+                    position_idx = 2
+            # 创建市价单
+            order = await self.exchange.create_order(
+                self.symbol,
+                'market',
+                side,
+                0.001,  # 更合理的数量
+                None,  # 市价单不需要价格
+                {
+                    'timeInForce': 'FOK',  # 对于市价单，FOK可能不适用
+                    'positionIdx': position_idx,  # 0: 单向模式
+                    'reduceOnly': reduce_only,
+                }
+            )
+            print("开仓订单:", order)
+            
+        except Exception as e:
+            print(f"错误: {e}")
+            
+    async def close_connection(self):
+        await self.exchange.close()
+
+    async def orderbook(self):
+        # async def watch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook:
+        self.book = await self.exchange.watch_order_book(self.symbol,limit=1)
+        # print(self.book)
+        
+
+    async def res_order(self):
+        run = True
+        while True:
+        # async def watch_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
+            res = await self.exchange.watch_orders(self.symbol,limit=1)
+            for item in res:
+                # print(item)
+                if run:
+                    print("开始挂平仓单")
+                    del item['info']
+                    # print(item)
+                    await self.open_limit(item['average'] + 20,'sell',True)
+                    run = False
+            print(res)
+
+async def main():
+    strategy = Test()
+    try:
+        await asyncio.gather(
+            strategy.open_option_order(),
+            # strategy.orderbook(),
+            # strategy.res_order(),
+            # strategy.open_and_limit_close(),
+            # strategy.monitor_orders()
+        )
+        # await strategy.open_and_limit_close()
+    finally:
+        await strategy.close_connection()
+
+if __name__ == "__main__":
+    asyncio.run(main())

test/mytest2.py

@@ -0,0 +1,77 @@
+import ccxt
+
+# 使用您的配置
+CONFIG = {
+    'apiKey': 'rFdbMs40biKImtwGnQ',
+    'secret': 'JOuEiGT1uCX9l2qbn9uZuZrVFraAZAA59mqY',
+    'verbose': False,
+    'enableRateLimit': True,
+    'enableDemoTrading': True,
+    # 'defaultType': 'swap',  # 'swap', 'future', 'option', 'spot'
+    # 'options': {
+    #     'defaultType': 'swap',  # 使用合约交易
+    #     'fetchMarkets': {
+    #         'types': ['linear'],
+    #     },
+    #     'defaultSubType': 'linear',  # 'linear', 'inverse'
+    # },
+}
+
+def place_market_order(symbol, side, amount):
+    """
+    在Bybit下市价单
+    
+    Args:
+        symbol: 交易对，例如 'BTC/USDT'
+        side: 方向 'buy' 或 'sell'
+        amount: 数量
+    """
+    try:
+        # 创建交易所实例
+        exchange = ccxt.bybit({
+            'apiKey': CONFIG['apiKey'],
+            'secret': CONFIG['secret'],
+            'sandbox': False,  # 使用实盘，如果是测试网改为 True
+            'verbose': CONFIG['verbose'],
+            'enableRateLimit': CONFIG['enableRateLimit'],
+        })
+        exchange.enable_demo_trading(True)  # 模拟交易
+        exchange.set_position_mode(True) # 设置双向持仓
+        # 下市价单
+        order = exchange.create_order(
+            symbol=symbol,
+            type='market',
+            side=side,
+            amount=amount,
+            params={
+                'timeInForce': 'FOK',  # 对于市价单，FOK可能不适用
+                'positionIdx': 1  # 0: 单向模式
+            }  # 额外参数
+        )
+        
+        print("订单创建成功!")
+        print(f"订单ID: {order['id']}")
+        print(f"状态: {order['status']}")
+        print(f"数量: {order['amount']}")
+        print(f"成交数量: {order['filled']}")
+        
+        return order
+        
+    except Exception as e:
+        print(f"下单失败: {e}")
+        return None
+
+# 使用示例
+if __name__ == "__main__":
+    # 示例：市价买入 0.001 BTC
+    symbol = 'BTC/USDT:USDT'
+    side = 'buy'  # 'buy' 或 'sell'
+    amount = 0.001
+    
+    order_result = place_market_order(symbol, side, amount)
+    
+    if order_result:
+        print("\n订单详情:")
+        print(order_result)
+        # for key, value in order_result.items():
+        #     print(f"{key}: {value}")

test/test3.py

@@ -0,0 +1,119 @@
+import ccxt
+
+# 使用您的配置
+CONFIG = {
+    'apiKey': 'rFdbMs40biKImtwGnQ',
+    'secret': 'JOuEiGT1uCX9l2qbn9uZuZrVFraAZAA59mqY',
+    'verbose': False,
+    'enableRateLimit': True,
+}
+
+def place_contract_market_order(symbol, side, amount, position_side=None, leverage=10):
+    """
+    在Bybit合约市场下市价单
+    
+    Args:
+        symbol: 交易对，例如 'BTC/USDT:USDT'
+        side: 方向 'buy' 或 'sell'
+        amount: 合约数量
+        position_side: 持仓方向 'long' 或 'short'，None为自动判断
+        leverage: 杠杆倍数
+    """
+    try:
+        # 创建交易所实例
+        exchange = ccxt.bybit({
+            'apiKey': CONFIG['apiKey'],
+            'secret': CONFIG['secret'],
+            'sandbox': False,  # 使用实盘，测试网改为 True
+            'verbose': CONFIG['verbose'],
+            'enableRateLimit': CONFIG['enableRateLimit'],
+            'options': {
+                'defaultType': 'swap',  # 使用合约交易
+            }
+        })
+        exchange.enable_demo_trading(True)  # 模拟交易
+        
+        # 设置杠杆
+        exchange.set_leverage(leverage, symbol)
+        
+        # 下市价单
+        params = {}
+        if position_side:
+            params['positionSide'] = position_side
+            
+        order = exchange.create_order(
+            symbol=symbol,
+            type='market',
+            side=side,
+            amount=amount,
+            params=params
+        )
+        
+        print("合约市价单创建成功!")
+        print(f"订单ID: {order['id']}")
+        print(f"交易对: {order['symbol']}")
+        print(f"方向: {order['side']}")
+        print(f"数量: {order['amount']}")
+        print(f"状态: {order['status']}")
+        
+        return order
+        
+    except Exception as e:
+        print(f"合约下单失败: {e}")
+        return None
+
+def place_contract_market_order_with_cost(symbol, side, cost, leverage=10):
+    """
+    按金额下合约市价单
+    
+    Args:
+        symbol: 交易对
+        side: 方向
+        cost: 投入金额(USDT)
+        leverage: 杠杆倍数
+    """
+    try:
+        exchange = ccxt.bybit({
+            'apiKey': CONFIG['apiKey'],
+            'secret': CONFIG['secret'],
+            'sandbox': False,
+            'options': {'defaultType': 'swap'}
+        })
+        
+        # 获取当前价格
+        ticker = exchange.fetch_ticker(symbol)
+        current_price = ticker['last']
+        
+        # 计算合约数量
+        amount = cost * leverage / current_price
+        
+        return place_contract_market_order(symbol, side, amount, leverage=leverage)
+        
+    except Exception as e:
+        print(f"按金额下单失败: {e}")
+        return None
+
+# 使用示例
+if __name__ == "__main__":
+    # 示例1：直接按数量下单
+    print("=== 按数量下单 ===")
+    symbol = 'BTC/USDT:USDT'  # 永续合约
+    side = 'buy'  # 开多单
+    amount = 0.01  # 合约数量
+    
+    order_result = place_contract_market_order(symbol, side, amount, leverage=20)
+    
+    # 示例2：按金额下单
+    print("\n=== 按金额下单 ===")
+    cost = 100  # 投入100 USDT
+    order_result2 = place_contract_market_order_with_cost(symbol, 'sell', cost, leverage=10)
+    
+    # 示例3：指定持仓方向
+    print("\n=== 指定持仓方向下单 ===")
+    order_result3 = place_contract_market_order(
+        symbol='ETH/USDT:USDT',
+        side='buy',
+        amount=0.1,
+        position_side='long',  # 明确开多仓
+        leverage=15
+    )

test/test_mt5_tools.py

@@ -119,6 +119,9 @@ async def websocket_quick_test():
             while True:
                 # print("111111111")
                 res = await exchange.watch_ticker(symbol='BTCUSD')
+                logger.error("aaa")
+                logger.warning("bbb")
+                logger.debug("ccc")
                 print("===========================收到信息")
                 print(res)
                 # for order in res:

test/test_mt5_websocket_orders.py

@@ -440,6 +440,7 @@ async def main():
         print("1. 完整测试 (包含测试订单)")
         print("2. 实时监控模式")
         print("3. 仅测试连接")
+        logger.error(f"测试执行错误: ")
         
         choice = input("请输入选择 (1-3, 默认1): ").strip()