499 lines
17 KiB
Python
499 lines
17 KiB
Python
"""
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Hyperliquid 交易服务 - ClawFi 集成
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"""
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import os
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from typing import Dict, Any, Optional, List
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from datetime import datetime
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from app.config import get_settings
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from app.utils.logger import logger
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try:
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from hyperliquid.info import Info
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from hyperliquid.exchange import Exchange
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from eth_account import Account
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HYPERLIQUID_AVAILABLE = True
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except ImportError:
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HYPERLIQUID_AVAILABLE = False
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logger.warning("Hyperliquid SDK 未安装，请运行: npx clawfi-hyperliquid-skill")
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class HyperliquidTradingService:
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"""Hyperliquid 交易服务（ClawFi 集成）"""
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def __init__(self):
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"""初始化 Hyperliquid 交易服务"""
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if not HYPERLIQUID_AVAILABLE:
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raise ImportError("Hyperliquid SDK 未安装")
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self.settings = get_settings()
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# 从 settings 加载认证信息
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self.wallet_address = self.settings.clawfi_wallet_address
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self.private_key = self.settings.clawfi_private_key
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if not self.wallet_address or not self.private_key:
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raise ValueError(
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"缺少 Hyperliquid 认证信息。请在 .env 中设置: "
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"CLAWFI_WALLET_ADDRESS 和 CLAWFI_PRIVATE_KEY"
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)
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# 风控配置
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self.max_total_leverage = self.settings.hyperliquid_max_total_leverage
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self.circuit_breaker_drawdown = self.settings.hyperliquid_circuit_breaker_drawdown
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self.max_single_position = self.settings.hyperliquid_max_single_position
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# 初始化 SDK
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self.info = Info(base_url="https://api.hyperliquid.xyz")
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account = Account.from_key(self.private_key)
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self.exchange = Exchange(account, base_url="https://api.hyperliquid.xyz",
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account_address=self.wallet_address)
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# 初始账户价值（用于熔断检查）
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self.initial_balance: Optional[float] = None
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self._initialize_account()
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logger.info(f"Hyperliquid 交易服务初始化完成")
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logger.info(f" 钱包地址: {self.wallet_address}")
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logger.info(f" 总杠杆上限: {self.max_total_leverage}x")
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logger.info(f" 熔断阈值: {self.circuit_breaker_drawdown * 100}%")
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def _initialize_account(self):
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"""初始化账户信息"""
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try:
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state = self.get_account_state()
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self.initial_balance = state["account_value"]
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logger.info(f" 初始账户价值: ${self.initial_balance:,.2f}")
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except Exception as e:
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logger.error(f"初始化账户失败: {e}")
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raise
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def get_account_state(self) -> Dict[str, Any]:
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"""获取账户状态"""
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try:
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state = self.info.user_state(self.wallet_address)
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margin_summary = state.get("marginSummary", {})
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account_value = float(margin_summary.get("accountValue", 0))
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total_margin_used = float(margin_summary.get("totalMarginUsed", 0))
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return {
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"account_value": account_value,
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"total_margin_used": total_margin_used,
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"available_balance": account_value - total_margin_used,
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"positions": state.get("assetPositions", []),
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"margin_summary": margin_summary
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}
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except Exception as e:
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logger.error(f"获取账户状态失败: {e}")
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raise
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def check_risk_limits(self) -> Dict[str, Any]:
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"""
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检查风险限制（ClawFi 强制规则）
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Returns:
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风险检查结果
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"""
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state = self.get_account_state()
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current_value = state["account_value"]
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# 计算回撤
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if self.initial_balance is None:
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self.initial_balance = current_value
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drawdown = (self.initial_balance - current_value) / self.initial_balance if self.initial_balance > 0 else 0
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# 10% 熔断检查
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circuit_breaker_triggered = drawdown >= self.circuit_breaker_drawdown
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if circuit_breaker_triggered:
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logger.error(f"🚨 触发 10% 熔断！当前回撤: {drawdown * 100:.2f}%")
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# 平掉所有持仓
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self.market_close_all()
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raise Exception(f"触发 10% 熔断 - 所有持仓已平仓（回撤: {drawdown * 100:.2f}%）")
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return {
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"initial_balance": self.initial_balance,
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"current_value": current_value,
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"drawdown": drawdown,
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"drawdown_percent": drawdown * 100,
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"circuit_breaker_triggered": circuit_breaker_triggered,
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"safe_to_trade": not circuit_breaker_triggered
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}
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def update_leverage(self, symbol: str, leverage: int):
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"""
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更新杠杆（必须在开仓前调用）
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Args:
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symbol: 交易对（如 "BTC"）
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leverage: 杠杆倍数（≤10）
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"""
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if leverage > 10:
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raise ValueError(f"杠杆不能超过 10x（ClawFi 规则），当前: {leverage}x")
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try:
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result = self.exchange.update_leverage(leverage, symbol, is_cross=False)
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logger.info(f"更新杠杆: {symbol} → {leverage}x")
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return result
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except Exception as e:
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logger.error(f"更新杠杆失败: {e}")
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raise
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def place_market_order(
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self,
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symbol: str,
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is_buy: bool,
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size: float,
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reduce_only: bool = False
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) -> Dict[str, Any]:
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"""
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下市价单
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Args:
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symbol: 交易对（如 "BTC"）
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is_buy: True=做多，False=做空
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size: 数量
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reduce_only: 是否仅平仓
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"""
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# 风险检查
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self.check_risk_limits()
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try:
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result = self.exchange.market_open(symbol, is_buy, size, reduce_only=reduce_only)
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side = "买入" if is_buy else "卖出"
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logger.info(f"✅ Hyperliquid 市价单: {side} {symbol} {size}")
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return {
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"success": True,
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"symbol": symbol,
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"side": "buy" if is_buy else "sell",
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"size": size,
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"result": result
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}
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except Exception as e:
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logger.error(f"下单失败: {e}")
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return {
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"success": False,
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"error": str(e)
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}
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def place_limit_order(
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self,
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symbol: str,
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is_buy: bool,
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size: float,
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price: float,
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reduce_only: bool = False
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) -> Dict[str, Any]:
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"""下限价单"""
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self.check_risk_limits()
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try:
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result = self.exchange.order(symbol, is_buy, size, price,
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{"limit": {"tif": "Gtc"}},
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reduce_only=reduce_only)
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side = "买入" if is_buy else "卖出"
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logger.info(f"✅ Hyperliquid 限价单: {side} {symbol} {size} @ ${price}")
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return {
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"success": True,
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"symbol": symbol,
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"side": "buy" if is_buy else "sell",
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"size": size,
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"price": price,
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"result": result
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}
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except Exception as e:
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logger.error(f"下单失败: {e}")
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return {
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"success": False,
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"error": str(e)
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}
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def get_open_orders(self, symbol: Optional[str] = None) -> List[Dict[str, Any]]:
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"""
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获取所有挂单（包括止盈止损订单）
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Args:
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symbol: 可选，指定币种
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Returns:
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挂单列表
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"""
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try:
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# Hyperliquid 没有直接的获取挂单 API，需要通过 user_state
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# 注意：这个方法可能需要根据实际 API 调整
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state = self.info.user_state(self.wallet_address)
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open_orders = state.get("openOrders", [])
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orders = []
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for order in open_orders:
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coin = order.get("coin")
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if symbol and coin != symbol:
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continue
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orders.append({
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"order_id": order.get("oid"),
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"symbol": coin,
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"side": order.get("side"),
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"size": float(order.get("totalSz", 0)),
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"price": float(order.get("limitPx", 0)),
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"is_reduce_only": order.get("reduceOnly", False),
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"order_type": order.get("orderType", {})
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})
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return orders
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except Exception as e:
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logger.error(f"获取挂单失败: {e}")
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return []
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def get_tp_sl_prices(self, symbol: str) -> Dict[str, Optional[float]]:
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"""
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获取指定币种的止盈止损价格
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Args:
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symbol: 币种（如 "BTC"）
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Returns:
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{'take_profit': price, 'stop_loss': price}
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"""
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try:
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orders = self.get_open_orders(symbol)
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tp_price = None
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sl_price = None
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for order in orders:
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if not order.get("is_reduce_only"):
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continue
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order_type = order.get("order_type", {})
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# 止盈：限价单
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if "limit" in order_type and order["price"] > 0:
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tp_price = order["price"]
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# 止损：触发单
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if "trigger" in order_type:
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trigger_px = order_type.get("trigger", {}).get("triggerPx")
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if trigger_px:
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sl_price = float(trigger_px)
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return {
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"take_profit": tp_price,
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"stop_loss": sl_price
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}
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except Exception as e:
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logger.error(f"获取止盈止损价格失败: {e}")
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return {"take_profit": None, "stop_loss": None}
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def set_tp_sl(
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self,
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symbol: str,
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is_long: bool,
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size: float,
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tp_price: Optional[float] = None,
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sl_price: Optional[float] = None
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) -> Dict[str, Any]:
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"""
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设置止盈止损（开仓后调用）
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Args:
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symbol: 币种（如 "BTC"）
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is_long: 是否多头
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size: 数量
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tp_price: 止盈价格（可选）
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sl_price: 止损价格（可选）
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Returns:
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执行结果
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"""
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try:
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results = []
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close_is_buy = not is_long # 平多头=卖出，平空头=买入
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# 设置止盈（限价单）
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if tp_price:
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tp_result = self.exchange.order(
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symbol, close_is_buy, size, tp_price,
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{"limit": {"tif": "Gtc"}},
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reduce_only=True
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)
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results.append({"type": "take_profit", "result": tp_result})
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logger.info(f"✅ 设置止盈: {symbol} @ ${tp_price}")
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# 设置止损（触发单）
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if sl_price:
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# 触发价格需要稍微偏离（避免滑点问题）
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exec_px = sl_price * 0.999 if close_is_buy else sl_price * 1.001
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sl_result = self.exchange.order(
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symbol, close_is_buy, size, exec_px,
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{"trigger": {"triggerPx": sl_price, "isMarket": True, "tpsl": "sl"}},
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reduce_only=True
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)
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results.append({"type": "stop_loss", "result": sl_result})
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logger.info(f"✅ 设置止损: {symbol} @ ${sl_price}（触发）")
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return {
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"success": True,
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"results": results
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}
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except Exception as e:
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logger.error(f"设置止盈止损失败: {e}")
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return {
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"success": False,
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"error": str(e)
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}
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def cancel_tp_sl_orders(self, symbol: str) -> Dict[str, Any]:
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"""
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取消指定币种的所有止盈止损订单
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Args:
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symbol: 币种（如 "BTC"）
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Returns:
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取消结果
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"""
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try:
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orders = self.get_open_orders(symbol)
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cancelled_count = 0
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for order in orders:
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if order.get("is_reduce_only"):
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result = self.exchange.cancel(symbol, order["order_id"])
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if result.get("status") == "ok":
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cancelled_count += 1
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logger.info(f"✅ 取消 {symbol} 的止盈止损订单: {cancelled_count} 个")
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return {
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"success": True,
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"cancelled_count": cancelled_count
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}
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except Exception as e:
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logger.error(f"取消止盈止损订单失败: {e}")
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return {
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"success": False,
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"error": str(e)
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}
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def cancel_order(self, symbol: str, order_id: int) -> Dict[str, Any]:
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"""取消订单"""
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try:
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result = self.exchange.cancel(symbol, order_id)
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logger.info(f"取消订单: {symbol} #{order_id}")
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return {"success": True, "result": result}
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except Exception as e:
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logger.error(f"取消订单失败: {e}")
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return {"success": False, "error": str(e)}
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def cancel_all_orders(self, symbol: Optional[str] = None) -> Dict[str, Any]:
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"""取消所有订单"""
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try:
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result = self.exchange.cancel_all_orders(symbol)
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logger.info(f"取消所有订单: {symbol or '全部'}")
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return {"success": True, "result": result}
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except Exception as e:
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logger.error(f"取消所有订单失败: {e}")
|
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return {"success": False, "error": str(e)}
|
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|
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def market_close_all(self) -> Dict[str, Any]:
|
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"""紧急平仓所有持仓（熔断时使用）"""
|
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try:
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state = self.get_account_state()
|
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positions = state["positions"]
|
||
|
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results = []
|
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for pos in positions:
|
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position_data = pos.get("position", {})
|
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coin = position_data.get("coin")
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size = float(position_data.get("szi", 0))
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|
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if size == 0:
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continue
|
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|
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# 取消该币种的所有挂单（包括止盈止损）
|
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self.cancel_all_orders(coin)
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|
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is_long = size > 0
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result = self.place_market_order(
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symbol=coin,
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is_buy=not is_long, # 平多头=卖出，平空头=买入
|
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size=abs(size),
|
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reduce_only=True
|
||
)
|
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results.append(result)
|
||
|
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logger.info(f"🚨 紧急平仓完成，共平仓 {len(results)} 个持仓")
|
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return {"success": True, "closed_positions": len(results), "results": results}
|
||
except Exception as e:
|
||
logger.error(f"紧急平仓失败: {e}")
|
||
return {"success": False, "error": str(e)}
|
||
|
||
def get_open_positions(self) -> List[Dict[str, Any]]:
|
||
"""获取所有持仓"""
|
||
try:
|
||
state = self.get_account_state()
|
||
positions = []
|
||
|
||
for pos in state["positions"]:
|
||
position_data = pos.get("position", {})
|
||
coin = position_data.get("coin")
|
||
size = float(position_data.get("szi", 0))
|
||
|
||
if size == 0:
|
||
continue
|
||
|
||
positions.append({
|
||
"coin": coin,
|
||
"size": size, # 正数=多头，负数=空头
|
||
"entry_price": float(position_data.get("entryPx", 0)),
|
||
"unrealized_pnl": float(position_data.get("unrealizedPnl", 0)),
|
||
"leverage": position_data.get("leverage", {}).get("value"),
|
||
"liquidation_price": position_data.get("liquidationPx"),
|
||
"position": position_data # 保留原始数据
|
||
})
|
||
|
||
return positions
|
||
except Exception as e:
|
||
logger.error(f"获取持仓失败: {e}")
|
||
return []
|
||
|
||
def get_position_for_symbol(self, symbol: str) -> Optional[Dict[str, Any]]:
|
||
"""获取指定币种的持仓"""
|
||
positions = self.get_open_positions()
|
||
for pos in positions:
|
||
if pos["coin"] == symbol:
|
||
return pos
|
||
return None
|
||
|
||
|
||
# 单例
|
||
_hyperliquid_service_instance = None
|
||
|
||
def get_hyperliquid_service() -> Optional[HyperliquidTradingService]:
|
||
"""获取 Hyperliquid 交易服务单例"""
|
||
global _hyperliquid_service_instance
|
||
|
||
settings = get_settings()
|
||
|
||
# 如果未启用，返回 None
|
||
if not settings.hyperliquid_trading_enabled:
|
||
return None
|
||
|
||
if _hyperliquid_service_instance is None:
|
||
try:
|
||
_hyperliquid_service_instance = HyperliquidTradingService()
|
||
except Exception as e:
|
||
logger.error(f"初始化 Hyperliquid 服务失败: {e}")
|
||
return None
|
||
|
||
return _hyperliquid_service_instance
|