diff --git a/README.md b/README.md index 5bf77bc..93d19cd 100644 --- a/README.md +++ b/README.md @@ -37,6 +37,10 @@ - 自动买入并自动挂止盈止损单 ![合约通知](./img/feature_notice.jpg) + +#### 行情监听 +TODO + ### 使用注意事项 - 网络必须处于大陆之外(因为币安接口大陆正常无法访问) - 申请api_key地址: [币安API管理页面](https://www.binance.com/cn/usercenter/settings/api-management) @@ -171,7 +175,8 @@ bee pack -be GOOS=windows - [X] 添加独立的币种配置收益率 - [X] 添加一键修改所有币种的配置 - [X] 系统首页显示(那些服务开启和关闭) -- [ ] 添加新的交易策略 -- [ ] 添加定时自动交易(吃资金费用) -- [ ] 监听币种在3分钟之内变化幅度大于(2%)，报警通知 -- [ ] 学习蜡烛图结合其它数据，报警通知 \ No newline at end of file +- [ ] 添加新的自动交易策略 +- [ ] 添加定时自动交易(现货买入和一倍合约等价格对冲，吃资金费用) +- [ ] 监听币种的价格突变情况，报警通知 +- [ ] 学习蜡烛图结合其它数据，报警通知 +- [ ] 监控资金流入流出，报警通知 \ No newline at end of file diff --git a/conf/app.conf.example b/conf/app.conf.example index 06f2c15..c3b15f8 100644 --- a/conf/app.conf.example +++ b/conf/app.conf.example @@ -47,6 +47,10 @@ new_enable = 0 # 设定的价格提醒币种 enable = 0 +[listen_coin] +# 监听的币种 +enable = 0 + [web] # 监听端口 port = 3333 diff --git a/controllers/index.go b/controllers/index.go index 3f469fb..f7f0952 100644 --- a/controllers/index.go +++ b/controllers/index.go @@ -27,6 +27,8 @@ func (ctrl *IndexController) GetServiceConfig() { var noticeCoinEnable, _ = config.String("notice_coin::enable") + var listenCoinEnable, _ = config.String("listen_coin::enable") + ctrl.Ctx.Resp(map[string]interface{} { "code": 200, "data": map[string]interface{} { @@ -46,6 +48,8 @@ func (ctrl *IndexController) GetServiceConfig() { "spotNewEnable": spotNewEnable, "noticeCoinEnable": noticeCoinEnable, + + "listenCoinEnable": listenCoinEnable, }, "msg": "success", }) diff --git a/controllers/listenCoin.go b/controllers/listenCoin.go new file mode 100644 index 0000000..41b8b09 --- /dev/null +++ b/controllers/listenCoin.go @@ -0,0 +1,116 @@ +package controllers + +import ( + "strconv" + + "go_binance_futures/models" + "go_binance_futures/utils" + + "github.com/beego/beego/v2/client/orm" + "github.com/beego/beego/v2/server/web" +) + +type ListenCoinController struct { + web.Controller +} + +func (ctrl *ListenCoinController) Get() { + paramsType := ctrl.GetString("type", "") + + o := orm.NewOrm() + var symbols []models.ListenSymbols + query := o.QueryTable("listen_symbols") + if paramsType != "" { + query = query.Filter("Type", paramsType) + } + _, err := query.OrderBy("ID").All(&symbols) + if err != nil { + ctrl.Ctx.Resp(utils.ResJson(400, nil, err.Error())) + } + + ctrl.Ctx.Resp(map[string]interface{} { + "code": 200, + "data": symbols, + "msg": "success", + }) +} + +func (ctrl *ListenCoinController) Edit() { + id := ctrl.Ctx.Input.Param(":id") + var symbols models.ListenSymbols + o := orm.NewOrm() + o.QueryTable("listen_symbols").Filter("Id", id).One(&symbols) + + ctrl.BindJSON(&symbols) + + _, err := o.Update(&symbols) // _ 是受影响的条数 + if err != nil { + // 处理错误 + ctrl.Ctx.Resp(utils.ResJson(400, nil, "修改失败")) + return + } + ctrl.Ctx.Resp(map[string]interface{} { + "code": 200, + "data": symbols, + "msg": "success", + }) +} + +func (ctrl *ListenCoinController) Delete() { + id := ctrl.Ctx.Input.Param(":id") + symbols := new(models.ListenSymbols) + intId, _ := strconv.ParseInt(id, 10, 64) + symbols.ID = intId + o := orm.NewOrm() + + _, err := o.Delete(symbols) + if err != nil { + // 处理错误 + ctrl.Ctx.Resp(utils.ResJson(400, nil, "删除错误")) + return + } + ctrl.Ctx.Resp(map[string]interface{} { + "code": 200, + "msg": "success", + }) +} + +func (ctrl *ListenCoinController) Post() { + symbols := new(models.ListenSymbols) + ctrl.BindJSON(&symbols) + + symbols.Enable = 0 // 默认不开启 + symbols.KlineInterval = "1m" // 默认k线周期 + symbols.ChangePercent = "1.1" // 1.1% 默认变化幅度 + symbols.LastNoticeTime = 0 // 最后一次通知时间 + symbols.NoticeLimitMin = 5 // 最小通知间隔 + + o := orm.NewOrm() + id, err := o.Insert(symbols) + + if err != nil { + // 处理错误 + ctrl.Ctx.Resp(utils.ResJson(400, nil, "新增失败")) + return + } + symbols.ID = id + + ctrl.Ctx.Resp(map[string]interface{} { + "code": 200, + "data": symbols, + "msg": "success", + }) +} + +func (ctrl *ListenCoinController) UpdateEnable() { + flag := ctrl.Ctx.Input.Param(":flag") + + o := orm.NewOrm() + _, err := o.Raw("UPDATE listen_symbols SET enable = ?", flag).Exec() + if err != nil { + // 处理错误 + ctrl.Ctx.Resp(utils.ResJson(400, nil, "更新错误")) + return + } + ctrl.Ctx.Resp(utils.ResJson(200, nil)) +} \ No newline at end of file diff --git a/controllers/noticeCoin.go b/controllers/noticeCoin.go index 782b41b..785d1c5 100644 --- a/controllers/noticeCoin.go +++ b/controllers/noticeCoin.go @@ -132,7 +132,7 @@ func (ctrl *NoticeCoinController) UpdateEnable() { flag := ctrl.Ctx.Input.Param(":flag") o := orm.NewOrm() - _, err := o.Raw("UPDATE newSymbols SET enable = ?", flag).Exec() + _, err := o.Raw("UPDATE notice_symbols SET enable = ?", flag).Exec() if err != nil { // 处理错误 ctrl.Ctx.Resp(utils.ResJson(400, nil, "更新错误")) diff --git a/db/coin.db b/db/coin.db index bbda700..c784482 100644 Binary files a/db/coin.db and b/db/coin.db differ diff --git a/feature/feature_listen.go b/feature/feature_listen.go new file mode 100644 index 0000000..9012ba6 --- /dev/null +++ b/feature/feature_listen.go @@ -0,0 +1,53 @@ +package feature + +import ( + "go_binance_futures/feature/api/binance" + "go_binance_futures/feature/notify" + "go_binance_futures/models" + "strconv" + + "github.com/beego/beego/v2/client/orm" + "github.com/beego/beego/v2/core/logs" +) + +func ListenCoin() { + o := orm.NewOrm() + var coins []models.ListenSymbols + o.QueryTable("listen_symbols").OrderBy("ID").Filter("enable", 1).Filter("type", 2).All(&coins) // 通知币列表 + + for _, coin := range coins { + logs.Info("监听合约币种:", coin.Symbol) + kline_1, err1 := binance.GetKlineData(coin.Symbol, coin.KlineInterval, 10) + if err1 != nil { + logs.Error("k线错误, 合约币种是:", coin.Symbol) + continue + } + + percentLimit, _ := strconv.ParseFloat(coin.ChangePercent, 64) + percentLimit = percentLimit / 100 // 变化幅度 + + lastOpenPrice, _ := strconv.ParseFloat(kline_1[1].Open, 64) // 上一根 k 线的开盘价 + nowPrice, _ := strconv.ParseFloat(kline_1[0].Close, 64) // 当前价格 + + if (nowPrice > lastOpenPrice) && + (nowPrice - lastOpenPrice) / lastOpenPrice >= percentLimit && + ((kline_1[0].CloseTime - coin.LastNoticeTime >= 60 * 1000 * coin.NoticeLimitMin && coin.LastNoticeType == "up") || coin.LastNoticeType != "up") { + // 价格上涨 + coin.LastNoticeTime = kline_1[0].CloseTime + coin.LastNoticeType = "up" + orm.NewOrm().Update(&coin) + + notify.ListenFutureCoin(coin.Symbol, "极速上涨", (nowPrice - lastOpenPrice) / lastOpenPrice) + } + if (nowPrice < lastOpenPrice) && + (lastOpenPrice - nowPrice) / lastOpenPrice >= percentLimit && + ((kline_1[0].CloseTime - coin.LastNoticeTime >= 60 * 1000 * coin.NoticeLimitMin && coin.LastNoticeType == "down") || coin.LastNoticeType != "down") { + // 价格下跌 + coin.LastNoticeTime = kline_1[0].CloseTime + coin.LastNoticeType = "down" + orm.NewOrm().Update(&coin) + + notify.ListenFutureCoin(coin.Symbol, "极速下跌", (lastOpenPrice - nowPrice) / lastOpenPrice) + } + } +} diff --git a/feature/notify/dingding.go b/feature/notify/dingding.go index 71558d8..61b77bb 100644 --- a/feature/notify/dingding.go +++ b/feature/notify/dingding.go @@ -149,4 +149,16 @@ func NoticeFutureCoin(symbol string, side string, price string, autoOrder string > author ` DingDing(fmt.Sprintf(text, symbol, symbol, side, price, autoOrder, time.Now().Format("2006-01-02 15:04:05"))) +} + +func ListenFutureCoin(symbol string, listenType string, percent float64) { + text := ` +## %s合约k线监控通知 +#### **币种**：%s +#### **类型**：%s +#### **当前变化率**：%f +#### **时间**：%s + +> author ` + DingDing(fmt.Sprintf(text, symbol, symbol, listenType, percent, time.Now().Format("2006-01-02 15:04:05"))) } \ No newline at end of file diff --git a/main.go b/main.go index 9304c6f..55afc53 100644 --- a/main.go +++ b/main.go @@ -26,6 +26,7 @@ var tradeEnable, _ = config.String("trade::future_enable") var tradeNewEnable, _ = config.String("trade::new_enable") var spotNewEnable, _ = config.String("spot::new_enable") var noticeCoinEnable, _ = config.String("notice_coin::enable") +var listenCoinEnable, _ = config.String("listen_coin::enable") var taskSleepTimeInt, _ = strconv.Atoi(taskSleepTime) func init() { @@ -42,6 +43,7 @@ func registerModels() { orm.RegisterModel(new(models.Symbols)) orm.RegisterModel(new(models.NewSymbols)) orm.RegisterModel(new(models.NoticeSymbols)) + orm.RegisterModel(new(models.ListenSymbols)) orm.RegisterDriver("sqlite3", orm.DRSqlite) orm.RegisterDataBase("default", "sqlite3", "./db/coin.db") @@ -130,6 +132,19 @@ func main() { }() } + if listenCoinEnable == "1" { + logs.Info("行情监听通知开启") + go func() { + for { + spot.ListenCoin() + feature.ListenCoin() + + // 等待 taskSleepTimeInt 秒再继续执行 + time.Sleep(time.Millisecond * 500) + } + }() + } + // web web.Run(":" + webPort) } diff --git a/models/tableStruct.go b/models/tableStruct.go index 522c0e6..1e249fa 100644 --- a/models/tableStruct.go +++ b/models/tableStruct.go @@ -79,6 +79,20 @@ type NoticeSymbols struct { UpdateTime int64 `orm:"column(updateTime)" json:"updateTime"` } +type ListenSymbols struct { + ID int64 `orm:"column(id)" json:"id"` + Symbol string `orm:"column(symbol)" json:"symbol"` + Enable int `orm:"column(enable)" json:"enable"` // 是否开启 + Type int64 `orm:"column(type)" json:"type"` // 1:币币交易 2:合约交易 + KlineInterval string `orm:"column(kline_interval)" json:"kline_interval"` // 选定的k线周期 + ChangePercent string `orm:"column(change_percent)" json:"change_percent"` // 通知的变化百分比阈值 + LastNoticeTime int64 `orm:"column(last_notice_time)" json:"last_notice_time"` // 上一次通知的时间 + LastNoticeType string `orm:"column(last_notice_type)" json:"last_notice_type"` // 上一次通知的类型(up/down) + NoticeLimitMin int64 `orm:"column(notice_limit_min)" json:"notice_limit_min"` // 通知频率限制(分钟) + CreateTime int64 `orm:"column(createTime)" json:"createTime"` + UpdateTime int64 `orm:"column(updateTime)" json:"updateTime"` +} + func (u *Order) TableName() string { return "order" } @@ -94,3 +108,7 @@ func (u *NewSymbols) TableName() string { func (u *NoticeSymbols) TableName() string { return "notice_symbols" } + +func (u *ListenSymbols) TableName() string { + return "listen_symbols" +} diff --git a/routers/router.go b/routers/router.go index d955682..c9385c6 100644 --- a/routers/router.go +++ b/routers/router.go @@ -24,6 +24,10 @@ func init() { web.Router("/notice/coin/:id", &controllers.NoticeCoinController{}, "delete:Delete;put:Edit") // 更新和删除 web.Router("/notice/coin/enable/:flag", &controllers.NoticeCoinController{}, "put:UpdateEnable") // 修改所有的交易对开启关闭 + web.Router("/listen/coin", &controllers.ListenCoinController{}, "get:Get;post:Post") // 列表查询和新增 + web.Router("/listen/coin/:id", &controllers.ListenCoinController{}, "delete:Delete;put:Edit") // 更新和删除 + web.Router("/listen/coin/enable/:flag", &controllers.ListenCoinController{}, "put:UpdateEnable") // 修改所有的交易对开启关闭 + web.Router("/orders", &controllers.OrderController{}, "get:Get;delete:DeleteAll") // order list 和 删除所有 order web.Router("/config", &controllers.ConfigController{}, "get:Get;put:Edit") // config get and edit diff --git a/spot/api/binance/index.go b/spot/api/binance/index.go index efce421..97b5d4f 100644 --- a/spot/api/binance/index.go +++ b/spot/api/binance/index.go @@ -3,6 +3,7 @@ package binance import ( "context" "go_binance_futures/utils" + "sort" "strconv" "github.com/adshao/go-binance/v2" @@ -37,6 +38,23 @@ func GetExchangeInfo(symbols ...string)(res *binance.ExchangeInfo, err error) { return res, err } +// @param symbol 交易对名称，例如：BTCUSDT +// @param interval K线的时间间隔，例如：1m, 3m, 5m, 15m, 30m, 1h等 +// @param limit 返回的K线数据条数 +// @returns /doc/kine.js +func GetKlineData(symbol string, interval string, limit int) (klines []*binance.Kline, err error) { + klines, err = client.NewKlinesService().Symbol(symbol).Interval(interval).Limit(limit).Do(context.Background()) + if err != nil { + logs.Error(err) + return nil, err + } + sort.Slice(klines, func(i, j int) bool { + return klines[i].OpenTime > klines[j].OpenTime // 按照时间降序() + }) + // logs.Info(utils.ToJson(klines)) + return klines, err +} + // 获取交易价格 func GetTickerPrice(symbol string) (res []*binance.SymbolPrice, err error) { res, err = client.NewListPricesService().Symbol(symbol).Do(context.Background()) diff --git a/spot/notify/dingding.go b/spot/notify/dingding.go index 791bb44..01c6148 100644 --- a/spot/notify/dingding.go +++ b/spot/notify/dingding.go @@ -109,3 +109,14 @@ func NoticeSpotCoin(symbol string, side string, price string, autoOrder string) DingDing(fmt.Sprintf(text, symbol, symbol, side, price, autoOrder, time.Now().Format("2006-01-02 15:04:05"))) } +func ListenSpotCoin(symbol string, listenType string, percent float64) { + text := ` +## %s现货k线监控通知 +#### **币种**：%s +#### **类型**：%s +#### **当前变化率**：%f +#### **时间**：%s + +> author ` + DingDing(fmt.Sprintf(text, symbol, symbol, listenType, percent, time.Now().Format("2006-01-02 15:04:05"))) +} \ No newline at end of file diff --git a/spot/spot.go b/spot/spot.go index bfc6d27..9ccfec4 100644 --- a/spot/spot.go +++ b/spot/spot.go @@ -208,4 +208,46 @@ func trySellMarket(symbol string, quantity string, stepSize string) (res *spot_a notify.SellOrderSuccess(symbol, quantity_float64, res.Price) } return res, err +} + +func ListenCoin() { + o := orm.NewOrm() + var coins []models.ListenSymbols + o.QueryTable("listen_symbols").OrderBy("ID").Filter("enable", 1).Filter("type", 1).All(&coins) // 通知币列表 + + for _, coin := range coins { + logs.Info("监听现货币种:", coin.Symbol) + kline_1, err1 := binance.GetKlineData(coin.Symbol, coin.KlineInterval, 10) + if err1 != nil { + logs.Error("k线错误, 现货币种是:", coin.Symbol) + continue + } + + percentLimit, _ := strconv.ParseFloat(coin.ChangePercent, 64) + percentLimit = percentLimit / 100 // 变化幅度 + + lastOpenPrice, _ := strconv.ParseFloat(kline_1[1].Open, 64) // 上一根 k 线的开盘价 + nowPrice, _ := strconv.ParseFloat(kline_1[0].Close, 64) // 当前价格 + + if (nowPrice > lastOpenPrice) && + (nowPrice - lastOpenPrice) / lastOpenPrice >= percentLimit && + ((kline_1[0].CloseTime - coin.LastNoticeTime >= 60 * 1000 * coin.NoticeLimitMin && coin.LastNoticeType == "up") || coin.LastNoticeType != "up") { + // 价格上涨 + coin.LastNoticeTime = kline_1[0].CloseTime + coin.LastNoticeType = "up" + orm.NewOrm().Update(&coin) + + notify.ListenSpotCoin(coin.Symbol, "极速上涨", (nowPrice - lastOpenPrice) / lastOpenPrice) + } + if (nowPrice < lastOpenPrice) && + (lastOpenPrice - nowPrice) / lastOpenPrice >= percentLimit && + ((kline_1[0].CloseTime - coin.LastNoticeTime >= 60 * 1000 * coin.NoticeLimitMin && coin.LastNoticeType == "down") || coin.LastNoticeType != "down") { + // 价格下跌 + coin.LastNoticeTime = kline_1[0].CloseTime + coin.LastNoticeType = "down" + orm.NewOrm().Update(&coin) + + notify.ListenSpotCoin(coin.Symbol, "极速下跌", (lastOpenPrice - nowPrice) / lastOpenPrice) + } + } } \ No newline at end of file diff --git a/static/css/chunk-005c2717.ba12ce9c.css b/static/css/chunk-005c2717.ba12ce9c.css new file mode 100644 index 0000000..078ef73 --- /dev/null +++ b/static/css/chunk-005c2717.ba12ce9c.css @@ -0,0 +1 @@ +.dashboard-container[data-v-2698e298]{margin:30px}.dashboard-text[data-v-2698e298]{font-size:30px;line-height:46px}.red[data-v-2698e298]{color:red}.green[data-v-2698e298]{color:green} \ No newline at end of file diff --git a/static/css/chunk-467a0df3.08a8cef4.css b/static/css/chunk-467a0df3.08a8cef4.css deleted file mode 100644 index 9bc3e26..0000000 --- a/static/css/chunk-467a0df3.08a8cef4.css +++ /dev/null @@ -1 +0,0 @@ -.dashboard-container[data-v-532243b1]{margin:30px}.dashboard-text[data-v-532243b1]{font-size:30px;line-height:46px}.red[data-v-532243b1]{color:red}.green[data-v-532243b1]{color:green} \ No newline at end of file diff --git a/static/index.html b/static/index.html index 062600f..4422cc2 100644 --- a/static/index.html +++ b/static/index.html @@ -1 +1 @@ -币安量化交易
\ No newline at end of file +币安量化交易
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