572 lines
17 KiB
Python
572 lines
17 KiB
Python
"""
|
||
Bitget 实盘交易 API (基于 CCXT SDK)
|
||
|
||
处理 Bitget 合约交易的所有 API 调用，包括：
|
||
- 下单（开仓/平仓）
|
||
- 撤单
|
||
- 查询订单
|
||
- 查询持仓
|
||
- 查询账户余额
|
||
- 设置杠杆
|
||
|
||
使用 CCXT 统一交易所接口，提供更稳定的 API 交互。
|
||
"""
|
||
import ccxt
|
||
from typing import Dict, List, Optional, Any
|
||
from datetime import datetime
|
||
from app.utils.logger import logger
|
||
|
||
|
||
class BitgetTradingAPI:
|
||
"""Bitget 实盘交易 API (基于 CCXT)"""
|
||
|
||
def __init__(self, api_key: str, api_secret: str, passphrase: str = "", use_testnet: bool = True):
|
||
"""
|
||
初始化 Bitget 交易 API
|
||
|
||
Args:
|
||
api_key: API Key
|
||
api_secret: API Secret
|
||
passphrase: API Passphrase (Bitget 不需要，保留兼容性)
|
||
use_testnet: 是否使用测试网
|
||
"""
|
||
self.api_key = api_key
|
||
self.api_secret = api_secret
|
||
self.use_testnet = use_testnet
|
||
|
||
# 创建 CCXT Bitget 实例
|
||
config = {
|
||
'apiKey': api_key,
|
||
'secret': api_secret,
|
||
'enableRateLimit': True, # 启用速率限制
|
||
'options': {
|
||
'defaultType': 'swap', # 使用永续合约 API
|
||
}
|
||
}
|
||
|
||
# CCXT Bitget 使用 password 字段存储 passphrase
|
||
# 如果提供了 passphrase，添加到配置中
|
||
if passphrase:
|
||
config['password'] = passphrase
|
||
|
||
self.exchange = ccxt.bitget(config)
|
||
|
||
# 设置测试网（sandbox 模式）
|
||
if use_testnet:
|
||
if hasattr(self.exchange, 'set_sandbox_mode'):
|
||
self.exchange.set_sandbox_mode(True)
|
||
logger.info("✅ Bitget 测试网模式已启用")
|
||
|
||
logger.info(f"Bitget 交易 API 初始化完成 ({'测试网' if use_testnet else '生产网'})")
|
||
|
||
# ==================== 订单操作 ====================
|
||
|
||
def place_order(self, symbol: str, side: str, order_type: str,
|
||
size: float, price: float = None, client_order_id: str = None) -> Optional[Dict]:
|
||
"""
|
||
下单
|
||
|
||
Args:
|
||
symbol: 交易对 (如 BTC/USDT:USDT)
|
||
side: 订单方向 (buy/sell)
|
||
order_type: 订单类型 (limit/market)
|
||
size: 数量（张数）
|
||
price: 价格（限价单必需）
|
||
client_order_id: 自定义订单ID
|
||
|
||
Returns:
|
||
订单信息
|
||
"""
|
||
try:
|
||
# CCXT 标准化交易对格式
|
||
ccxt_symbol = self._standardize_symbol(symbol)
|
||
|
||
# 构建订单参数
|
||
params = {}
|
||
if client_order_id:
|
||
params['clientOrderId'] = client_order_id
|
||
|
||
# 下单
|
||
if order_type == 'market':
|
||
order = self.exchange.create_market_order(
|
||
symbol=ccxt_symbol,
|
||
side=side,
|
||
amount=size,
|
||
params=params
|
||
)
|
||
else: # limit
|
||
if not price:
|
||
logger.error("限价单必须指定价格")
|
||
return None
|
||
order = self.exchange.create_limit_order(
|
||
symbol=ccxt_symbol,
|
||
side=side,
|
||
amount=size,
|
||
price=price,
|
||
params=params
|
||
)
|
||
|
||
logger.info(f"✅ 下单成功: {symbol} {side} {size}张 @ {price or '市价'}")
|
||
logger.debug(f"订单详情: {order}")
|
||
return order
|
||
|
||
except ccxt.BaseError as e:
|
||
logger.error(f"❌ 下单失败: {e}")
|
||
return None
|
||
except Exception as e:
|
||
logger.error(f"❌ 下单异常: {e}")
|
||
return None
|
||
|
||
def cancel_order(self, symbol: str, order_id: str = None, client_order_id: str = None) -> bool:
|
||
"""
|
||
撤单
|
||
|
||
Args:
|
||
symbol: 交易对
|
||
order_id: 订单ID
|
||
client_order_id: 自定义订单ID
|
||
|
||
Returns:
|
||
是否成功
|
||
"""
|
||
try:
|
||
ccxt_symbol = self._standardize_symbol(symbol)
|
||
|
||
if order_id:
|
||
self.exchange.cancel_order(order_id, ccxt_symbol)
|
||
elif client_order_id:
|
||
self.exchange.cancel_order_by_client_order_id(client_order_id, ccxt_symbol)
|
||
else:
|
||
logger.error("必须提供 order_id 或 client_order_id")
|
||
return False
|
||
|
||
logger.info(f"✅ 撤单成功: {symbol} order_id={order_id or client_order_id}")
|
||
return True
|
||
|
||
except ccxt.BaseError as e:
|
||
logger.error(f"❌ 撤单失败: {e}")
|
||
return False
|
||
except Exception as e:
|
||
logger.error(f"❌ 撤单异常: {e}")
|
||
return False
|
||
|
||
def cancel_all_orders(self, symbol: str) -> bool:
|
||
"""
|
||
撤销所有挂单
|
||
|
||
Args:
|
||
symbol: 交易对
|
||
|
||
Returns:
|
||
是否成功
|
||
"""
|
||
try:
|
||
ccxt_symbol = self._standardize_symbol(symbol)
|
||
self.exchange.cancel_all_orders(ccxt_symbol)
|
||
|
||
logger.info(f"✅ 撤销所有挂单成功: {symbol}")
|
||
return True
|
||
|
||
except ccxt.BaseError as e:
|
||
logger.error(f"❌ 撤销所有挂单失败: {e}")
|
||
return False
|
||
except Exception as e:
|
||
logger.error(f"❌ 撤销所有挂单异常: {e}")
|
||
return False
|
||
|
||
def close_position(self, symbol: str, side: str, size: float = None,
|
||
price: float = None) -> Optional[Dict]:
|
||
"""
|
||
平仓
|
||
|
||
Args:
|
||
symbol: 交易对
|
||
side: 平仓方向 (buy=平空仓/sell=平多仓)
|
||
size: 平仓数量（不传则全部平仓）
|
||
price: 平仓价格（不传则市价）
|
||
|
||
Returns:
|
||
订单信息
|
||
"""
|
||
try:
|
||
ccxt_symbol = self._standardize_symbol(symbol)
|
||
|
||
# 获取当前持仓
|
||
positions = self.get_position(symbol)
|
||
if not positions:
|
||
logger.warning(f"没有找到 {symbol} 的持仓")
|
||
return None
|
||
|
||
position = positions[0]
|
||
current_size = abs(float(position.get('contracts', 0)))
|
||
|
||
if current_size == 0:
|
||
logger.warning(f"{symbol} 持仓数量为 0，无需平仓")
|
||
return None
|
||
|
||
# 如果没有指定平仓数量，则全部平仓
|
||
close_size = size if size else current_size
|
||
|
||
# 执行平仓
|
||
order_type = 'limit' if price else 'market'
|
||
order = self.place_order(
|
||
symbol=symbol,
|
||
side=side,
|
||
order_type=order_type,
|
||
size=close_size,
|
||
price=price
|
||
)
|
||
|
||
if order:
|
||
logger.info(f"✅ 平仓成功: {symbol} {side} {close_size}张")
|
||
return order
|
||
|
||
return None
|
||
|
||
except Exception as e:
|
||
logger.error(f"❌ 平仓异常: {e}")
|
||
return None
|
||
|
||
# ==================== 查询操作 ====================
|
||
|
||
def get_order(self, symbol: str, order_id: str = None, client_order_id: str = None) -> Optional[Dict]:
|
||
"""
|
||
查询订单
|
||
|
||
Args:
|
||
symbol: 交易对
|
||
order_id: 订单ID
|
||
client_order_id: 自定义订单ID
|
||
|
||
Returns:
|
||
订单信息
|
||
"""
|
||
try:
|
||
ccxt_symbol = self._standardize_symbol(symbol)
|
||
|
||
if order_id:
|
||
order = self.exchange.fetch_order(order_id, ccxt_symbol)
|
||
elif client_order_id:
|
||
order = self.exchange.fetch_order_by_client_order_id(client_order_id, ccxt_symbol)
|
||
else:
|
||
logger.error("必须提供 order_id 或 client_order_id")
|
||
return None
|
||
|
||
return order
|
||
|
||
except ccxt.BaseError as e:
|
||
logger.error(f"❌ 查询订单失败: {e}")
|
||
return None
|
||
except Exception as e:
|
||
logger.error(f"❌ 查询订单异常: {e}")
|
||
return None
|
||
|
||
def get_open_orders(self, symbol: str = None) -> List[Dict]:
|
||
"""
|
||
查询当前挂单
|
||
|
||
Args:
|
||
symbol: 交易对（不传则查询所有）
|
||
|
||
Returns:
|
||
挂单列表
|
||
"""
|
||
try:
|
||
ccxt_symbol = self._standardize_symbol(symbol) if symbol else None
|
||
orders = self.exchange.fetch_open_orders(ccxt_symbol)
|
||
|
||
logger.debug(f"查询到 {len(orders)} 个挂单")
|
||
return orders
|
||
|
||
except ccxt.BaseError as e:
|
||
logger.error(f"❌ 查询挂单失败: {e}")
|
||
return []
|
||
except Exception as e:
|
||
logger.error(f"❌ 查询挂单异常: {e}")
|
||
return []
|
||
|
||
def get_history_orders(self, symbol: str, limit: int = 100) -> List[Dict]:
|
||
"""
|
||
查询历史订单
|
||
|
||
Args:
|
||
symbol: 交易对
|
||
limit: 返回数量
|
||
|
||
Returns:
|
||
历史订单列表
|
||
"""
|
||
try:
|
||
ccxt_symbol = self._standardize_symbol(symbol)
|
||
orders = self.exchange.fetch_my_trades(ccxt_symbol, limit=limit)
|
||
|
||
logger.debug(f"查询到 {len(orders)} 条历史订单")
|
||
return orders
|
||
|
||
except ccxt.BaseError as e:
|
||
logger.error(f"❌ 查询历史订单失败: {e}")
|
||
return []
|
||
except Exception as e:
|
||
logger.error(f"❌ 查询历史订单异常: {e}")
|
||
return []
|
||
|
||
# ==================== 持仓操作 ====================
|
||
|
||
def get_position(self, symbol: str = None) -> List[Dict]:
|
||
"""
|
||
查询持仓
|
||
|
||
Args:
|
||
symbol: 交易对（不传则查询所有）
|
||
|
||
Returns:
|
||
持仓列表
|
||
"""
|
||
try:
|
||
# 获取所有持仓
|
||
positions = self.exchange.fetch_positions()
|
||
|
||
# 筛选非零持仓
|
||
active_positions = []
|
||
for pos in positions:
|
||
size = float(pos.get('contracts', 0))
|
||
if size != 0:
|
||
# 如果指定了交易对，进行过滤
|
||
if symbol:
|
||
ccxt_symbol = self._standardize_symbol(symbol)
|
||
if pos['symbol'] == ccxt_symbol:
|
||
active_positions.append(pos)
|
||
else:
|
||
active_positions.append(pos)
|
||
|
||
logger.debug(f"查询到 {len(active_positions)} 个持仓")
|
||
return active_positions
|
||
|
||
except ccxt.BaseError as e:
|
||
logger.error(f"❌ 查询持仓失败: {e}")
|
||
return []
|
||
except Exception as e:
|
||
logger.error(f"❌ 查询持仓异常: {e}")
|
||
return []
|
||
|
||
def get_single_position(self, symbol: str) -> Optional[Dict]:
|
||
"""
|
||
查询单个交易对的持仓
|
||
|
||
Args:
|
||
symbol: 交易对
|
||
|
||
Returns:
|
||
持仓信息
|
||
"""
|
||
positions = self.get_position(symbol)
|
||
if positions:
|
||
return positions[0]
|
||
return None
|
||
|
||
def get_closed_orders(self, symbol: str = None, limit: int = 100) -> List[Dict]:
|
||
"""
|
||
查询历史成交订单（从交易所获取）
|
||
|
||
Args:
|
||
symbol: 交易对（不传则查询所有）
|
||
limit: 返回数量
|
||
|
||
Returns:
|
||
历史订单列表
|
||
"""
|
||
try:
|
||
# 使用 CCXT 的 fetch_closed_orders 或 fetch_my_trades
|
||
if symbol:
|
||
ccxt_symbol = self._standardize_symbol(symbol)
|
||
orders = self.exchange.fetch_closed_orders(ccxt_symbol, limit=limit)
|
||
else:
|
||
orders = self.exchange.fetch_closed_orders(limit=limit)
|
||
|
||
logger.debug(f"查询到 {len(orders)} 条历史订单")
|
||
return orders
|
||
|
||
except ccxt.BaseError as e:
|
||
logger.error(f"❌ 查询历史订单失败: {e}")
|
||
return []
|
||
except Exception as e:
|
||
logger.error(f"❌ 查询历史订单异常: {e}")
|
||
return []
|
||
|
||
# ==================== 账户操作 ====================
|
||
|
||
def get_balance(self) -> Dict:
|
||
"""
|
||
查询账户余额
|
||
|
||
Returns:
|
||
余额信息 {USDT: {available: "...", frozen: "...", locked: "..."}}
|
||
"""
|
||
try:
|
||
balance = self.exchange.fetch_balance()
|
||
|
||
# 转换为统一格式
|
||
result = {}
|
||
for currency, info in balance.get('total', {}).items():
|
||
if info and info > 0: # 只返回有余额的币种
|
||
result[currency] = {
|
||
'available': str(balance.get('free', {}).get(currency, 0)),
|
||
'frozen': str(balance.get('used', {}).get(currency, 0)),
|
||
'locked': '0'
|
||
}
|
||
|
||
logger.debug(f"账户余额: {result}")
|
||
return result
|
||
|
||
except ccxt.BaseError as e:
|
||
logger.error(f"❌ 查询余额失败: {e}")
|
||
return {}
|
||
except Exception as e:
|
||
logger.error(f"❌ 查询余额异常: {e}")
|
||
return {}
|
||
|
||
def get_account_info(self) -> Dict:
|
||
"""
|
||
查询账户信息
|
||
|
||
Returns:
|
||
账户信息
|
||
"""
|
||
try:
|
||
balance = self.exchange.fetch_balance()
|
||
return balance
|
||
except ccxt.BaseError as e:
|
||
logger.error(f"❌ 查询账户信息失败: {e}")
|
||
return {}
|
||
except Exception as e:
|
||
logger.error(f"❌ 查询账户信息异常: {e}")
|
||
return {}
|
||
|
||
def set_leverage(self, symbol: str, leverage: int, hold_side: str = "long") -> bool:
|
||
"""
|
||
设置杠杆倍数
|
||
|
||
Args:
|
||
symbol: 交易对
|
||
leverage: 杠杆倍数 (1-125)
|
||
hold_side: 持仓方向 (long/short) - CCXT 通常设置为 both
|
||
|
||
Returns:
|
||
是否成功
|
||
"""
|
||
try:
|
||
ccxt_symbol = self._standardize_symbol(symbol)
|
||
|
||
# CCXT 设置杠杆
|
||
self.exchange.set_leverage(leverage, ccxt_symbol)
|
||
|
||
logger.info(f"✅ 设置杠杆成功: {symbol} {leverage}x")
|
||
return True
|
||
|
||
except ccxt.BaseError as e:
|
||
logger.error(f"❌ 设置杠杆失败: {e}")
|
||
return False
|
||
except Exception as e:
|
||
logger.error(f"❌ 设置杠杆异常: {e}")
|
||
return False
|
||
|
||
# ==================== 辅助方法 ====================
|
||
|
||
def _standardize_symbol(self, symbol: str) -> str:
|
||
"""
|
||
标准化交易对格式为 CCXT 格式
|
||
|
||
Args:
|
||
symbol: 原始交易对 (如 BTCUSDT)
|
||
|
||
Returns:
|
||
CCXT 标准格式 (如 BTC/USDT:USDT)
|
||
"""
|
||
# 如果已经是 CCXT 格式，直接返回
|
||
if '/' in symbol:
|
||
return symbol
|
||
|
||
# 简单的转换逻辑（可以根据实际情况扩展）
|
||
# 例如：BTCUSDT -> BTC/USDT:USDT
|
||
if symbol.endswith('USDT'):
|
||
base = symbol[:-4] # 去掉 USDT
|
||
return f"{base}/USDT:USDT"
|
||
|
||
# 默认返回原值
|
||
return symbol
|
||
|
||
def test_connection(self) -> bool:
|
||
"""
|
||
测试 API 连接
|
||
|
||
Returns:
|
||
是否连接成功
|
||
"""
|
||
try:
|
||
balance = self.get_balance()
|
||
if balance is not None:
|
||
usdt_balance = balance.get('USDT', {}).get('available', 'N/A')
|
||
logger.info(f"✅ API 连接成功，USDT 余额: {usdt_balance}")
|
||
return True
|
||
return False
|
||
except Exception as e:
|
||
logger.error(f"❌ API 连接失败: {e}")
|
||
return False
|
||
|
||
def close(self):
|
||
"""关闭连接"""
|
||
if self.exchange:
|
||
# CCXT exchange 对象不需要显式关闭
|
||
# 但可以清理 WebSocket 连接（如果有的话）
|
||
try:
|
||
if hasattr(self.exchange, 'close'):
|
||
self.exchange.close()
|
||
except Exception as e:
|
||
logger.debug(f"关闭连接时出错（可忽略）: {e}")
|
||
logger.info("Bitget API 连接已关闭")
|
||
|
||
|
||
# 全局实例（延迟初始化）
|
||
_trading_api: Optional[BitgetTradingAPI] = None
|
||
|
||
|
||
def get_bitget_trading_api() -> Optional[BitgetTradingAPI]:
|
||
"""
|
||
获取 Bitget 交易 API 实例（单例）
|
||
|
||
Returns:
|
||
BitgetTradingAPI 实例或 None（如果未配置）
|
||
"""
|
||
global _trading_api
|
||
|
||
if _trading_api:
|
||
return _trading_api
|
||
|
||
from app.config import get_settings
|
||
|
||
settings = get_settings()
|
||
|
||
# 检查是否配置了 API Key
|
||
if not settings.bitget_api_key or not settings.bitget_api_secret:
|
||
logger.warning("Bitget API Key 未配置，实盘交易功能不可用")
|
||
return None
|
||
|
||
# 创建实例
|
||
_trading_api = BitgetTradingAPI(
|
||
api_key=settings.bitget_api_key,
|
||
api_secret=settings.bitget_api_secret,
|
||
passphrase=settings.bitget_passphrase,
|
||
use_testnet=settings.bitget_use_testnet
|
||
)
|
||
|
||
return _trading_api
|
||
|
||
|
||
def reset_bitget_trading_api():
|
||
"""重置全局实例（用于测试或配置更新）"""
|
||
global _trading_api
|
||
if _trading_api:
|
||
_trading_api.close()
|
||
_trading_api = None
|
||
logger.info("Bitget API 实例已重置")
|