> Name BTCUSDT量化交易执行体 > Author zomo > Strategy Description ``` https://github.com/Find-Dream/BTCUSDT ``` > 目前仅支持欧易API接口，BTCUSDT永续合约交易，量化交易追求的是稳定收益，所以请勿设置高杠杆，建议杠杆倍数在5倍及以下。 - Windows版本为界面版，下载后首先通过set_api配置交易所API，然后再运行btcusdt程序开始自动交易即可； - Python源代码界面版可运行在任意桌面版的操作系统上，只要安装并配置好Python环境即可，推荐使用Python3.7.7版本，需要安装requests库，使用方法与Windows版本为界面版类似； - Python源代码命令行版可运行在任意操作系统上，只要安装并配置好Python环境即可，推荐使用Python3.7.7版本，需要安装requests库，通过手动修改`okex_api.json`文件配置交易所API，在CentOS下通过以下命令可以使执行体在后台自动执行： ``` nohup python3 start.py & ``` 通过以下命令终止进程，停止交易： ``` ps -aux | grep start.py kill -9 获取到的进程号 ``` ### API注意事项： - 如果你不是运行在固定IP的云主机上的话，请不要设置绑定IP，否则无法使用； - 为了你的账号安全申请API时，请勾选只读和交易权限，请勿勾选提现权限； - `okex_api.json`中的flag为交易盘选项，0为真实盘，1为模拟盘； ### 常见问题 ##### 开始交易后卡住不动 - API设置不正确，请检查API是否配置正确，真实盘和模拟盘的API是不同的，需要分别设置； - 国内网络无法访问交易所，请使用境外云主机运行执行体，推荐使用香港云主机； - 请勿在国内使用翻墙软件开启执行体，由于兼容性的问题，使用翻墙软件很大概率会无法运行； > Source (python) ``` python from okex.trade import trade,pos_info,acc_info,select_last import okex.api as api import okex.Trade_api as Trade import time import json from okex.log import log # 策略源码完整版下载地址 https://github.com/Find-Dream/BTCUSDT def main(): nowtime = time.time() st = time.localtime(nowtime) update = time.strftime('%Y-%m-%d',st) filenamedate = time.strftime('%Y%m%d',st) logfilename = 'mark_'+ str(filenamedate) log(logfilename,'========================【获取基础信息开始】========================') btcusdt_api_data = api.btcusdt_api() log(logfilename,'btcusdt_api_data：'+str(btcusdt_api_data)) btcusdt_api = btcusdt_api_data['rule'] log(logfilename,'btcusdt_api'+str(btcusdt_api)) pos_api = btcusdt_api_data['pos'] log(logfilename,'pos_api'+str(pos_api)) pos_okex = {} acc_okex = {} try: acc_api = api.select_acc() log(logfilename,'读取本地保存的账户信息'+str(acc_api)) except: acc_okex['lever'] = 1 acc_info_data = acc_info()[0]['details'] for i in acc_info_data: if i['ccy'] == 'USDT': acc_okex['ccy'] = i['cashBal'] log(logfilename,'读取接口账户余额'+str(i['cashBal'])) for i in pos_info(): if i['mgnMode'] == 'cross' and i['posSide'] == 'long': pos_okex['long'] = i['pos'] if i['pos'] != '0': acc_okex['lever'] = i['lever'] log(logfilename,'读取接口long账户杠杆倍数：'+str(i['lever'])) else: acc_okex['lever'] = acc_api['lever'] log(logfilename,'读取本地long账户杠杆倍数：'+str(acc_api['lever'])) elif i['mgnMode'] == 'cross' and i['posSide'] == 'short': pos_okex['short'] = i['pos'] if i['pos'] != '0': acc_okex['lever'] = i['lever'] log(logfilename,'读取接口short账户杠杆倍数：'+str(i['lever'])) api.set_acc(json.dumps(acc_okex)) log(logfilename,'写入本地账户信息：'+str(acc_okex)) last = float(select_last()) log(logfilename,'读取当前价格：'+str(last)) max_sz = int(float(acc_okex['ccy']) * float(acc_okex['lever']) / last * 100) log(logfilename,'最大交易量：'+str(max_sz)) sz_r = max_sz / 20 log(logfilename,'交易量系数：'+str(sz_r)) pos_api_id = int(btcusdt_api['id']) pos_api_posSide = btcusdt_api['posside'] pos_api_side = btcusdt_api['side'] pos_api_sz = int(int(btcusdt_api['sz']) * sz_r) pos_api_uptime = int(btcusdt_api['uptime']) pos_api_long = int(int(pos_api['long']) * sz_r) pos_api_short = int(int(pos_api['short']) * sz_r) log(logfilename,'pos_api_long：'+str(pos_api_long)+',pos_api_short:'+str(pos_api_short)+',pos_api_sz:'+str(pos_api_sz)) log(logfilename,'本地仓位信息pos_okex：'+str(pos_okex)) try: pos_log_done = int(api.pos_log_done()) except: pos_log_done = api.pos_log_done() log(logfilename,'pos_log_done:'+str(pos_log_done)) log(logfilename,'========================【获取基础信息结束】========================') log(logfilename,'========================【mark任务开始】========================') log(logfilename,'判断pos_log_done_id是否为int型:'+str(type(pos_log_done))) if isinstance(pos_log_done,int): log(logfilename,'pos_log_done_id为int型，判断pos_log_done_id与pos_log_id,pos_api_id:'+str(pos_api_id)+',pos_log_done:'+str(pos_log_done)) if pos_api_id > pos_log_done: log(logfilename,'API的pos_log_id大于pos_log_done_id，判断API更新时间是否在10秒以内,nowtime:'+str(nowtime)+',pos_api_uptime:'+str(pos_api_uptime)) if nowtime < (pos_api_uptime + 13): log(logfilename,'api更新时间在10秒内，判断api交易方向,pos_api_posSide'+str(pos_api_posSide)+',pos_api_side:'+str(pos_api_side)) if pos_api_posSide == 'long' and pos_api_side == 'buy': log(logfilename,'api交易方向：long-buy，判断当前持仓信息与api是否一致') if int(pos_okex['long']) + int(pos_api_sz) == int(pos_api_long): log(logfilename,'当前持仓信息与api一致，执行交易,当前持仓：'+str(pos_okex['long'])+',API持仓：'+str(pos_api_long)+',API交易数量：'+str(pos_api_sz)) trade_ok = trade(pos_api_side,pos_api_posSide,pos_api_sz,pos_api_id) log(logfilename,'执行结果：'+str(trade_ok)) elif int(pos_okex['long']) + int(pos_api_sz) < int(pos_api_long): log(logfilename,'当前持仓信息与api一致，执行交易,当前持仓：'+str(pos_okex['long'])+',API持仓：'+str(pos_api_long)+',API交易数量：'+str(pos_api_sz)) trade_ok = trade(pos_api_side,pos_api_posSide,pos_api_sz,pos_api_id) log(logfilename,'执行结果：'+str(trade_ok)) else: log(logfilename,'long仓信息不一致，请将long仓手动平仓后再进行自动交易,当前持仓：'+str(pos_okex['long'])+',API持仓：'+str(pos_api_long)+',API交易数量：'+str(pos_api_sz)) elif pos_api_posSide == 'long' and pos_api_side == 'sell': log(logfilename,'api交易方向：long-sell，判断是否符合平仓条件') if int(pos_okex['long']) > 0: log(logfilename,'符合平仓条件，当前持仓：'+str(pos_okex['long'])+',API持仓：'+str(pos_api_short)+',API交易数量：'+str(pos_api_sz)) trade_ok = trade(pos_api_side,pos_api_posSide,int(pos_okex['long']),pos_api_id) log(logfilename,'执行结果：'+str(trade_ok)) else: log(logfilename,'long仓信息不一致，请将long仓手动平仓后再进行自动交易,当前持仓：'+str(pos_okex['long'])+',API持仓：'+str(pos_api_short)+',API交易数量：'+str(pos_api_sz)) elif pos_api_posSide == 'short' and pos_api_side == 'sell': log(logfilename,'api交易方向：short-sell，判断当前持仓信息与api是否一致') if int(pos_okex['short']) + int(pos_api_sz) == int(pos_api_short): log(logfilename,'符合开仓条件，执行交易,当前持仓：'+str(pos_okex['short'])+',API持仓：'+str(pos_api_short)+',API交易数量：'+str(pos_api_sz)) trade_ok = trade(pos_api_side,pos_api_posSide,pos_api_sz,pos_api_id) log(logfilename,'执行结果：'+str(trade_ok)) elif int(pos_okex['short']) + int(pos_api_sz) < int(pos_api_short): log(logfilename,'符合开仓条件，执行交易,当前持仓：'+str(pos_okex['short'])+',API持仓：'+str(pos_api_short)+',API交易数量：'+str(pos_api_sz)) trade_ok = trade(pos_api_side,pos_api_posSide,pos_api_sz,pos_api_id) log(logfilename,'执行结果：'+str(trade_ok)) else: log(logfilename,'short仓信息不一致，请将short仓手动平仓后再进行自动交易,当前持仓：'+str(pos_okex['short'])+',API持仓：'+str(pos_api_short)+',API交易数量：'+str(pos_api_sz)) elif pos_api_posSide == 'short' and pos_api_side == 'buy': log(logfilename,'api交易方向：short-buy，判断是否符合平仓条件') if int(pos_okex['short']) > 0: log(logfilename,'符合平仓条件，当前持仓：'+str(pos_okex['short'])+',API持仓：'+str(pos_api_short)+',API交易数量：'+str(pos_api_sz)) trade_ok = trade(pos_api_side,pos_api_posSide,pos_okex['short'],pos_api_id) log(logfilename,'执行结果：'+str(trade_ok)) else: log(logfilename,'short仓信息不一致，请将short仓手动平仓后再进行自动交易,当前持仓：'+str(pos_okex['short'])+',API持仓：'+str(pos_api_short)+',API交易数量：'+str(pos_api_sz)) else: log(logfilename,'api更新时间超过10秒内，已错过最佳交易时间,nowtime:'+str(nowtime)+',pos_api_uptime:'+str(pos_api_uptime)) else: log(logfilename,'API的pos_log_id不大于pos_log_done_id，api无新数据，继续执行监控,pos_api_id:'+str(pos_api_id)+',pos_log_done:'+str(pos_log_done)) else: log(logfilename,'pos_log_done_id不为int型') api.set_pos_log_done(pos_api_id) log(logfilename,'========================【mark任务结束】========================') ``` > Detail https://www.fmz.com/strategy/321120 > Last Modified 2021-10-03 09:32:41