refactor: rewrite Coin Hunter as short-term trading framework with auto-trading architecture
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scripts/auto_trader.py
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277
scripts/auto_trader.py
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#!/usr/bin/env python3
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"""
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Coin Hunter Auto Trader Template
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全自动妖币猎人 + 币安执行器
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运行前请在 ~/.hermes/.env 配置：
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BINANCE_API_KEY=你的API_KEY
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BINANCE_API_SECRET=你的API_SECRET
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首次运行必须先用 DRY_RUN=true 测试逻辑！
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"""
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import json
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import os
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import sys
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from datetime import datetime, timezone
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from pathlib import Path
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import ccxt
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# ============== 配置 ==============
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COINS_DIR = Path.home() / ".coinhunter"
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POSITIONS_FILE = COINS_DIR / "positions.json"
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ENV_FILE = Path.home() / ".hermes" / ".env"
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# 风控参数
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DRY_RUN = os.getenv("DRY_RUN", "true").lower() == "true" # 默认测试模式
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MAX_POSITIONS = 2 # 最大同时持仓数
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# 资金配置（根据总资产动态计算）
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CAPITAL_ALLOCATION_PCT = 0.95 # 用总资产95%玩这个策略（留95%缓冲给手续费和滑点）
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MIN_POSITION_USDT = 50 # 单次最小下单金额（避免过小）
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MIN_VOLUME_24H = 1_000_000 # 最小24h成交额 ($)
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MIN_PRICE_CHANGE_24H = 0.05 # 最小涨幅 5%
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MAX_PRICE = 1.0 # 只玩低价币（meme特征）
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STOP_LOSS_PCT = -0.07 # 止损 -7%
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TAKE_PROFIT_1_PCT = 0.15 # 止盈1 +15%
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TAKE_PROFIT_2_PCT = 0.30 # 止盈2 +30%
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BLACKLIST = {"USDC", "BUSD", "TUSD", "FDUSD", "USTC", "PAXG", "XRP", "ETH", "BTC"}
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# ============== 工具函数 ==============
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def log(msg: str):
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print(f"[{datetime.now(timezone.utc).strftime('%Y-%m-%d %H:%M:%S')} UTC] {msg}")
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def load_positions() -> list:
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if POSITIONS_FILE.exists():
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return json.loads(POSITIONS_FILE.read_text(encoding="utf-8")).get("positions", [])
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return []
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def save_positions(positions: list):
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COINS_DIR.mkdir(parents=True, exist_ok=True)
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POSITIONS_FILE.write_text(json.dumps({"positions": positions}, indent=2, ensure_ascii=False), encoding="utf-8")
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def load_env():
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if ENV_FILE.exists():
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for line in ENV_FILE.read_text(encoding="utf-8").splitlines():
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line = line.strip()
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if line and not line.startswith("#") and "=" in line:
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key, val = line.split("=", 1)
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os.environ.setdefault(key.strip(), val.strip())
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def calculate_position_size(total_usdt: float, available_usdt: float, open_slots: int) -> float:
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"""
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根据总资产动态计算每次下单金额。
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逻辑：先确定策略总上限，再按剩余开仓位均分。
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"""
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strategy_cap = total_usdt * CAPITAL_ALLOCATION_PCT
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used_in_strategy = max(0, strategy_cap - available_usdt)
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remaining_strategy_cap = max(0, strategy_cap - used_in_strategy)
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if open_slots <= 0 or remaining_strategy_cap < MIN_POSITION_USDT:
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return 0
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size = remaining_strategy_cap / open_slots
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size = min(size, available_usdt)
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size = max(0, round(size, 2))
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return size if size >= MIN_POSITION_USDT else 0
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# ============== 币安客户端 ==============
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class BinanceTrader:
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def __init__(self):
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api_key = os.getenv("BINANCE_API_KEY")
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secret = os.getenv("BINANCE_API_SECRET")
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if not api_key or not secret:
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raise RuntimeError("缺少 BINANCE_API_KEY 或 BINANCE_API_SECRET，请配置 ~/.hermes/.env")
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self.exchange = ccxt.binance({
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"apiKey": api_key,
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"secret": secret,
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"options": {"defaultType": "spot"},
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"enableRateLimit": True,
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})
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self.exchange.load_markets()
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def get_balance(self, asset: str = "USDT") -> float:
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bal = self.exchange.fetch_balance()["free"].get(asset, 0)
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return float(bal)
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def fetch_tickers(self) -> dict:
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return self.exchange.fetch_tickers()
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def create_market_buy_order(self, symbol: str, amount_usdt: float):
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if DRY_RUN:
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log(f"[DRY RUN] 模拟买入 {symbol}，金额 ${amount_usdt}")
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return {"id": "dry-run-buy", "price": None, "amount": amount_usdt}
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ticker = self.exchange.fetch_ticker(symbol)
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price = float(ticker["last"])
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qty = amount_usdt / price
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order = self.exchange.create_market_buy_order(symbol, qty)
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log(f"✅ 买入 {symbol} | 数量 {qty:.4f} | 价格 ~${price}")
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return order
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def create_market_sell_order(self, symbol: str, qty: float):
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if DRY_RUN:
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log(f"[DRY RUN] 模拟卖出 {symbol}，数量 {qty}")
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return {"id": "dry-run-sell"}
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order = self.exchange.create_market_sell_order(symbol, qty)
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log(f"✅ 卖出 {symbol} | 数量 {qty:.4f}")
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return order
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# ============== 选币引擎 ==============
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class CoinPicker:
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def __init__(self, exchange: ccxt.binance):
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self.exchange = exchange
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def scan(self) -> list:
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tickers = self.exchange.fetch_tickers()
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candidates = []
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for symbol, t in tickers.items():
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if not symbol.endswith("/USDT"):
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continue
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base = symbol.replace("/USDT", "")
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if base in BLACKLIST:
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continue
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price = float(t["last"] or 0)
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change = float(t.get("percentage", 0)) / 100
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volume = float(t.get("quoteVolume", 0))
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if price <= 0 or price > MAX_PRICE:
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continue
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if volume < MIN_VOLUME_24H:
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continue
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if change < MIN_PRICE_CHANGE_24H:
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continue
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score = change * (volume / MIN_VOLUME_24H)
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candidates.append({
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"symbol": symbol,
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"base": base,
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"price": price,
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"change_24h": change,
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"volume_24h": volume,
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"score": score,
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})
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candidates.sort(key=lambda x: x["score"], reverse=True)
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return candidates[:5]
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# ============== 主控制器 ==============
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def run_cycle():
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load_env()
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trader = BinanceTrader()
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picker = CoinPicker(trader.exchange)
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positions = load_positions()
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log(f"当前持仓数: {len(positions)} | 最大允许: {MAX_POSITIONS} | DRY_RUN={DRY_RUN}")
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# 1. 检查现有持仓（止盈止损）
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tickers = trader.fetch_tickers()
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new_positions = []
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for pos in positions:
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sym = pos["symbol"]
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qty = float(pos["quantity"])
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cost = float(pos["avg_cost"])
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# ccxt tickers 使用 slash 格式，如 PENGU/USDT
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sym_ccxt = sym.replace("USDT", "/USDT") if "/" not in sym else sym
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ticker = tickers.get(sym_ccxt)
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if not ticker:
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new_positions.append(pos)
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continue
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price = float(ticker["last"])
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pnl_pct = (price - cost) / cost
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log(f"监控 {sym} | 现价 ${price:.8f} | 成本 ${cost:.8f} | 盈亏 {pnl_pct:+.2%}")
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action = None
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if pnl_pct <= STOP_LOSS_PCT:
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action = "STOP_LOSS"
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elif pnl_pct >= TAKE_PROFIT_2_PCT:
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action = "TAKE_PROFIT_2"
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elif pnl_pct >= TAKE_PROFIT_1_PCT:
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sold_pct = float(pos.get("take_profit_1_sold_pct", 0))
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if sold_pct == 0:
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action = "TAKE_PROFIT_1"
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if action == "STOP_LOSS":
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trader.create_market_sell_order(sym, qty)
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log(f"🛑 {sym} 触发止损，全部清仓")
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continue
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if action == "TAKE_PROFIT_1":
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sell_qty = qty * 0.5
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trader.create_market_sell_order(sym, sell_qty)
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pos["quantity"] = qty - sell_qty
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pos["take_profit_1_sold_pct"] = 50
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pos["updated_at"] = datetime.now(timezone.utc).isoformat()
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log(f"🎯 {sym} 触发止盈1，卖出50%，剩余 {pos['quantity']:.4f}")
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new_positions.append(pos)
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continue
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if action == "TAKE_PROFIT_2":
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trader.create_market_sell_order(sym, float(pos["quantity"]))
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log(f"🚀 {sym} 触发止盈2，全部清仓")
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continue
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new_positions.append(pos)
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# 2. 开新仓
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if len(new_positions) < MAX_POSITIONS:
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candidates = picker.scan()
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held_bases = {p["base_asset"] for p in new_positions}
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total_usdt = trader.get_balance("USDT")
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available_usdt = total_usdt
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open_slots = MAX_POSITIONS - len(new_positions)
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position_size = calculate_position_size(total_usdt, available_usdt, open_slots)
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log(f"总资产 USDT: ${total_usdt:.2f} | 策略上限({CAPITAL_ALLOCATION_PCT:.0%}): ${total_usdt*CAPITAL_ALLOCATION_PCT:.2f} | 每仓建议金额: ${position_size:.2f}")
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for cand in candidates:
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if len(new_positions) >= MAX_POSITIONS:
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break
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base = cand["base"]
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if base in held_bases:
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continue
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if position_size <= 0:
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log("策略资金已用完或余额不足，停止开新仓")
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break
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symbol = cand["symbol"]
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order = trader.create_market_buy_order(symbol, position_size)
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avg_price = float(order.get("price") or cand["price"])
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qty = position_size / avg_price if avg_price else 0
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new_positions.append({
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"account_id": "binance-main",
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"symbol": symbol.replace("/", ""),
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"base_asset": base,
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"quote_asset": "USDT",
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"market_type": "spot",
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"quantity": qty,
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"avg_cost": avg_price,
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"opened_at": datetime.now(timezone.utc).isoformat(),
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"updated_at": datetime.now(timezone.utc).isoformat(),
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"note": "Auto-trader entry",
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})
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held_bases.add(base)
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available_usdt -= position_size
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position_size = calculate_position_size(total_usdt, available_usdt, MAX_POSITIONS - len(new_positions))
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log(f"📈 新开仓 {symbol} | 买入价 ${avg_price:.8f} | 数量 {qty:.2f}")
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save_positions(new_positions)
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log("周期结束，持仓已保存")
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if __name__ == "__main__":
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try:
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run_cycle()
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except Exception as e:
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log(f"❌ 错误: {e}")
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sys.exit(1)
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