247 lines
8.2 KiB
Python
247 lines
8.2 KiB
Python
import os
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import pandas as pd
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from typing import List, Dict, Any, Optional
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from binance.client import Client, HistoricalKlinesType
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from binance.exceptions import BinanceAPIException
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import datetime
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import time
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class BinanceAPI:
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"""Binance API交互类，用于获取市场数据和执行交易"""
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def __init__(self, api_key: str, api_secret: str, test_mode: bool = True):
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"""
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初始化Binance API客户端
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Args:
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api_key: Binance API密钥
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api_secret: Binance API密钥
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test_mode: 是否使用测试模式（不执行实际交易）
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"""
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self.api_key = api_key
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self.api_secret = api_secret
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self.test_mode = test_mode
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self.client = Client(api_key, api_secret)
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# 验证API连接
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try:
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self.client.get_account()
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print("Binance API连接成功")
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except BinanceAPIException as e:
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print(f"Binance API连接失败: {e}")
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def get_all_symbols(self) -> List[str]:
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"""
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获取所有合约交易对
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Returns:
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List[str]: 所有合约交易对列表
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"""
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symbols = self.client.get_exchange_info()['symbols']
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result = []
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# 选择USDT交易对以及 status 为 TRADING 的交易对
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for symbol in symbols:
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if symbol['quoteAsset'] == 'USDT' and symbol['status'] == 'TRADING':
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result.append(symbol['symbol'])
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return result
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def get_top_longshort_position_ratio(self, symbol: str, period: str = '1h') -> float:
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"""
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获取交易对大户持仓多空比
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Args:
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symbol: 交易对符号，例如 'BTCUSDT'
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period: 时间间隔，例如 '1h', '1d'
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Returns:
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大户持仓多空比
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"""
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try:
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response = self.client.futures_top_longshort_position_ratio(symbol=symbol, period=period)
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return response
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except BinanceAPIException as e:
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print(f"获取交易对大户持仓多空比时出错: {e}")
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return 0
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def get_top_longshort_account_ratio(self, symbol: str, period: str = '1h') -> float:
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"""
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获取交易对大户持仓多空比
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Args:
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symbol: 交易对符号，例如 'BTCUSDT'
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period: 时间间隔，例如 '1h', '1d'
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Returns:
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大户持仓多空比
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"""
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try:
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response = self.client.futures_top_longshort_account_ratio(symbol=symbol, period=period)
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return response
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except BinanceAPIException as e:
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print(f"获取交易对大户持仓多空比时出错: {e}")
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return 0
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def get_historical_klines(self, symbol: str, interval: str, start_str: Optional[str] = None, end_str: Optional[str] = None, limit: Optional[int] = None) -> pd.DataFrame:
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"""
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获取历史K线数据
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Args:
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symbol: 交易对符号，例如 'BTCUSDT'
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interval: K线间隔，例如 '1h', '1d'
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start_str: 开始时间，例如 '1 day ago UTC'
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end_str: 结束时间，例如 'now UTC'
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Returns:
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包含历史数据的DataFrame
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"""
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try:
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klines = self.client.get_historical_klines(
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symbol=symbol,
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interval=interval,
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start_str=start_str,
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end_str=end_str,
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limit=limit,
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klines_type=HistoricalKlinesType.FUTURES
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)
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# 转换为DataFrame
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df = pd.DataFrame(klines, columns=[
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'timestamp', 'open', 'high', 'low', 'close', 'volume',
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'close_time', 'quote_asset_volume', 'number_of_trades',
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'taker_buy_base_asset_volume', 'taker_buy_quote_asset_volume', 'ignore'
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])
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df['format_timestamp'] = pd.to_datetime(df['timestamp'], unit='ms', utc=True).map(lambda x: x.tz_convert('Asia/Shanghai'))
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df['format_close_time'] = pd.to_datetime(df['close_time'], unit='ms', utc=True).map(lambda x: x.tz_convert('Asia/Shanghai'))
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for col in ['open', 'high', 'low', 'close', 'volume', 'quote_asset_volume',
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'taker_buy_base_asset_volume', 'taker_buy_quote_asset_volume']:
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df[col] = df[col].astype(float)
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return df
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except BinanceAPIException as e:
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print(f"获取历史K线数据时出错: {e}")
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return pd.DataFrame()
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def get_recent_trades(self, symbol: str, limit: int = 500) -> pd.DataFrame:
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"""
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获取最近的交易
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Args:
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symbol: 交易对符号，例如 'BTCUSDT'
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limit: 返回的交易数量
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Returns:
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包含最近交易的DataFrame
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"""
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try:
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trades = self.client.get_recent_trades(symbol=symbol, limit=limit)
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return pd.DataFrame(trades)
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except BinanceAPIException as e:
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print(f"获取最近交易时出错: {e}")
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return pd.DataFrame()
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def get_order_book(self, symbol: str, limit: int = 100) -> Dict[str, Any]:
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"""
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获取订单簿
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Args:
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symbol: 交易对符号，例如 'BTCUSDT'
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limit: 返回的订单数量
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Returns:
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订单簿数据字典
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"""
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try:
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return self.client.get_order_book(symbol=symbol, limit=limit)
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except BinanceAPIException as e:
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print(f"获取订单簿时出错: {e}")
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return {}
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def get_ticker(self, symbol: str = None) -> Dict[str, Any]:
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"""
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获取当前价格
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Args:
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symbol: 交易对符号，例如 'BTCUSDT'，如果为None，则获取所有交易对
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Returns:
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当前价格数据
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"""
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try:
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if symbol:
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return self.client.get_symbol_ticker(symbol=symbol)
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else:
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return self.client.get_all_tickers()
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except BinanceAPIException as e:
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print(f"获取当前价格时出错: {e}")
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return {}
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def place_order(self, symbol: str, side: str, type: str, quantity: float, price: float = None) -> Dict[str, Any]:
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"""
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下单
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Args:
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symbol: 交易对符号，例如 'BTCUSDT'
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side: 买入或卖出，'BUY' 或 'SELL'
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type: 订单类型，例如 'LIMIT', 'MARKET'
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quantity: 数量
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price: 价格（对于限价单）
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Returns:
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订单响应
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"""
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if self.test_mode:
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print(f"测试模式: 模拟下单 {side} {quantity} {symbol} @ {price if price else 'MARKET'}")
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return {
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"symbol": symbol,
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"orderId": "test_order_id",
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"status": "TEST",
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"side": side,
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"type": type,
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"quantity": quantity,
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"price": price
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}
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try:
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if type == 'LIMIT':
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return self.client.create_order(
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symbol=symbol,
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side=side,
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type=type,
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timeInForce='GTC',
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quantity=quantity,
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price=price
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)
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elif type == 'MARKET':
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return self.client.create_order(
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symbol=symbol,
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side=side,
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type=type,
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quantity=quantity
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)
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except BinanceAPIException as e:
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print(f"下单时出错: {e}")
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return {}
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from cryptoai.utils.config_loader import ConfigLoader
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def get_binance_api() -> BinanceAPI:
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"""
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获取Binance API实例
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Returns:
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BinanceAPI实例
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"""
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config = ConfigLoader()
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api_key = config.get_binance_config()['api_key']
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api_secret = config.get_binance_config()['api_secret']
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test_mode = config.get_binance_config()['test_mode']
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return BinanceAPI(api_key, api_secret, test_mode)
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