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