70 lines
2.5 KiB
Python
70 lines
2.5 KiB
Python
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from cryptoai.api.binance_api import BinanceAPI
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from cryptoai.utils.config_loader import ConfigLoader
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import logging
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from datetime import datetime, timedelta
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from cryptoai.models.data_processor import DataProcessor
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from cryptoai.utils.discord_bot import DiscordBot
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import time
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class VolumeGrowupMonitor:
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"""
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成交量增长监控
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"""
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def __init__(self):
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self.config_loader = ConfigLoader()
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self.binance_config = self.config_loader.get_binance_config()
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self.discord_config = self.config_loader.get_discord_config()
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self.binance_api = BinanceAPI(
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api_key=self.binance_config['api_key'],
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api_secret=self.binance_config['api_secret'],
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test_mode=self.binance_config['test_mode']
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)
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self.discord_bot = DiscordBot(
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webhook_url=self.discord_config['volume_growup_webhook_url']
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)
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def run(self, time_interval: str = "5m"):
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binance_symbols = self.binance_api.get_all_symbols()
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# 计算开始时间
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start_time = datetime.now() - timedelta(days=1) # 3天前
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start_str = start_time.strftime("%Y-%m-%d")
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# 获取所有symbol的klines 数据
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for symbol in binance_symbols:
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data = self.binance_api.get_historical_klines(symbol, time_interval, start_str)
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data_processor = DataProcessor()
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processed_data = data_processor.preprocess_market_data(symbol, data)
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# 计算过去 30 根 K 线的平均交易量
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average_volume = processed_data['volume'].tail(30).mean()
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# 用上一根 k 线和过去 30 根 k 线的平均交易量计算增长率
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volume_growth = processed_data['volume'].iloc[-2] / average_volume
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print(f"{symbol} 过去 30 根 K 线的平均交易量为 {average_volume:.2f}，当前交易量为 {processed_data['volume'].iloc[-1]:.2f}，增长率为 {volume_growth:.2%}")
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# 如果增加 10倍以上，则发送消息
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if volume_growth >= 10:
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# markdown 格式，带上emoji
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message = f"""## 🚨 交易量暴涨提醒 - {symbol}
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**周期**: `{time_interval}`
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**30根K线平均量**: `{average_volume:.2f}`
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**当前量**: `{processed_data['volume'].iloc[-2]:.2f}`
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**增长倍数**: **{volume_growth:.2f} 倍**
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"""
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self.discord_bot.send_message(message)
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print(f"发送交易量上涨提醒消息到discord")
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time.sleep(1)
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