1

datasource/crypto.py

@@ -1,12 +1,15 @@
 import requests
 from binance.spot import Spot
 import pandas as pd
+from binance.cm_futures import CMFutures
+
 import urllib3
 
 api_key = "HCpeel8g6fsTK2630b7BvGBcS09Z3qfXkLVcAY2JkpaiMm1J6DWRvoQZBQlElDJg"
 api_secret= "TySs6onlHOTrGzV8fMdDxLKTWWYnQ4rCHVAmjrcHby17acKflmo7xVTWVsbqtxe7"
 
 client = Spot(api_key, api_secret)
+future_client = CMFutures(api_key, api_secret)
 
 # 获取市值前top的币种
 def _get_top_coins_by_market_cap(top):
@@ -58,17 +61,29 @@ def get_symbols():
     # 创建DataFrame
     columns = ['symbol', 'status', 'baseAsset', 'quoteAsset']
     df = pd.DataFrame(data, columns=columns)
+    df = df[(df['status'] == 'TRADING') & (df['quoteAsset'] == 'USDT')]
 
-    # 过滤出在架交易对
+    return df['symbol']
-    df_in_trade = df[df['status'] == 'TRADING']
-    df_in_USDT = df_in_trade[df_in_trade['quoteAsset'] == 'USDT']
 
-    return df_in_USDT['symbol']
+def get_future_symbols():
+    data = future_client.exchange_info()["symbols"]
+
+    # 创建DataFrame
+    columns = ['symbol', 'contractStatus','contractType', 'baseAsset', 'quoteAsset']
+    df = pd.DataFrame(data, columns=columns)
+    # 过滤出交易对
+    df = df[(df['contractStatus'] == 'TRADING') & (df['quoteAsset'] == 'USD') & (df['contractType'] == 'PERPETUAL')]
+
+    return df['symbol']
 
 ## 根据交易对和周期获取数据集
-def get_klines(symbol,interval , limit=1000):
+def get_klines(symbol,interval, future = False,limit=1000):
     # 获取 k 线数据
-    data = client.klines(symbol, interval,limit=limit)
+    data = {}
+    if future == True:
+        data = future_client.klines(symbol, interval, limit=limit)
+    else:
+        data = client.klines(symbol, interval,limit=limit)
 
     # 将数据转换为DataFrame
     columns = ['timestamp', 'open', 'high', 'low', 'close', 'volume', 

monitors/macd_boll.py

@@ -68,8 +68,8 @@ def stratergy_run(symbol, interval, df, debug):
 def run_crypto(interval, debug=False):
     print('Vegas策略运行.')
 
-    for s in setting.symbols:
+    for s in crypto.get_future_symbols():
-        df = crypto.get_klines(s, interval)
+        df = crypto.get_klines(s, interval, True)
         stratergy_run(s,interval, df, debug)
         
         time.sleep(1)

monitors/vegas_cross.py

@@ -58,12 +58,11 @@ def stratergy_run(symbol, interval, df, debug):
             print(message)
     
 
-
 def run_crypto(interval, debug=False):
     print('Vegas策略运行.')
 
-    for s in setting.symbols:
+    for s in crypto.get_future_symbols():
-        df = crypto.get_klines(s, interval)
+        df = crypto.get_klines(s, interval,True)
         stratergy_run(s,interval, df, debug)
         
         time.sleep(1)

test.py

@@ -1,4 +1,5 @@
 import requests
+import datasource.crypto
 from monitors import move
 from datasource import crypto
 import talib
@@ -7,6 +8,13 @@ from binance.cm_futures import CMFutures
 from monitors import vegas_cross
 from datasource import crypto
 from monitors import macd_boll
+import datasource
+from binance.cm_futures import CMFutures
+
+# client = CMFutures()
+# print(client.exchange_info()['symbols'])
+
+# print(datasource.crypto.get_future_symbols())
 
 macd_boll.run_crypto('15m', debug=True)