mirror of
https://github.com/NoFxAiOS/nofx.git
synced 2026-06-06 05:51:19 +08:00
f6539eb750
修改market/data.go Get函数获取K线为流式获取(可以解决传入币种比较多的情况下耗时问题) market目录下新增文件 main.go 新增运行入口 通过inside_coins=true控制 该评分默认初始化大约需要2分钟左右(因为币种列表比较多，api有限速) 使用时应该注意engine.go下的流动性过滤问题
456 lines
11 KiB
Go
456 lines
11 KiB
Go
package market
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import (
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"encoding/json"
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"fmt"
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"io/ioutil"
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"math"
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"net/http"
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"strconv"
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"strings"
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)
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// Get 获取指定代币的市场数据
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func Get(symbol string) (*Data, error) {
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var klines3m, klines4h []Kline
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var err error
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// 标准化symbol
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symbol = Normalize(symbol)
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// 获取3分钟K线数据 (最近10个)
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klines3m, err = WSMonitorCli.GetCurrentKlines(symbol, "3m") // 多获取一些用于计算
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if err != nil {
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return nil, fmt.Errorf("获取3分钟K线失败: %v", err)
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}
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// 获取4小时K线数据 (最近10个)
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klines4h, err = WSMonitorCli.GetCurrentKlines(symbol, "4h") // 多获取用于计算指标
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if err != nil {
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return nil, fmt.Errorf("获取4小时K线失败: %v", err)
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}
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// 计算当前指标 (基于3分钟最新数据)
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currentPrice := klines3m[len(klines3m)-1].Close
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currentEMA20 := calculateEMA(klines3m, 20)
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currentMACD := calculateMACD(klines3m)
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currentRSI7 := calculateRSI(klines3m, 7)
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// 计算价格变化百分比
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// 1小时价格变化 = 20个3分钟K线前的价格
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priceChange1h := 0.0
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if len(klines3m) >= 21 { // 至少需要21根K线 (当前 + 20根前)
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price1hAgo := klines3m[len(klines3m)-21].Close
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if price1hAgo > 0 {
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priceChange1h = ((currentPrice - price1hAgo) / price1hAgo) * 100
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}
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}
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// 4小时价格变化 = 1个4小时K线前的价格
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priceChange4h := 0.0
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if len(klines4h) >= 2 {
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price4hAgo := klines4h[len(klines4h)-2].Close
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if price4hAgo > 0 {
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priceChange4h = ((currentPrice - price4hAgo) / price4hAgo) * 100
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}
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}
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// 获取OI数据
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oiData, err := getOpenInterestData(symbol)
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if err != nil {
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// OI失败不影响整体,使用默认值
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oiData = &OIData{Latest: 0, Average: 0}
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}
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// 获取Funding Rate
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fundingRate, _ := getFundingRate(symbol)
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// 计算日内系列数据
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intradayData := calculateIntradaySeries(klines3m)
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// 计算长期数据
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longerTermData := calculateLongerTermData(klines4h)
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return &Data{
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Symbol: symbol,
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CurrentPrice: currentPrice,
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PriceChange1h: priceChange1h,
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PriceChange4h: priceChange4h,
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CurrentEMA20: currentEMA20,
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CurrentMACD: currentMACD,
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CurrentRSI7: currentRSI7,
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OpenInterest: oiData,
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FundingRate: fundingRate,
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IntradaySeries: intradayData,
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LongerTermContext: longerTermData,
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}, nil
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}
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// calculateEMA 计算EMA
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func calculateEMA(klines []Kline, period int) float64 {
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if len(klines) < period {
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return 0
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}
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// 计算SMA作为初始EMA
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sum := 0.0
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for i := 0; i < period; i++ {
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sum += klines[i].Close
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}
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ema := sum / float64(period)
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// 计算EMA
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multiplier := 2.0 / float64(period+1)
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for i := period; i < len(klines); i++ {
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ema = (klines[i].Close-ema)*multiplier + ema
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}
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return ema
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}
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// calculateMACD 计算MACD
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func calculateMACD(klines []Kline) float64 {
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if len(klines) < 26 {
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return 0
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}
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// 计算12期和26期EMA
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ema12 := calculateEMA(klines, 12)
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ema26 := calculateEMA(klines, 26)
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// MACD = EMA12 - EMA26
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return ema12 - ema26
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}
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// calculateRSI 计算RSI
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func calculateRSI(klines []Kline, period int) float64 {
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if len(klines) <= period {
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return 0
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}
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gains := 0.0
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losses := 0.0
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// 计算初始平均涨跌幅
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for i := 1; i <= period; i++ {
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change := klines[i].Close - klines[i-1].Close
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if change > 0 {
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gains += change
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} else {
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losses += -change
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}
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}
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avgGain := gains / float64(period)
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avgLoss := losses / float64(period)
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// 使用Wilder平滑方法计算后续RSI
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for i := period + 1; i < len(klines); i++ {
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change := klines[i].Close - klines[i-1].Close
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if change > 0 {
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avgGain = (avgGain*float64(period-1) + change) / float64(period)
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avgLoss = (avgLoss * float64(period-1)) / float64(period)
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} else {
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avgGain = (avgGain * float64(period-1)) / float64(period)
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avgLoss = (avgLoss*float64(period-1) + (-change)) / float64(period)
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}
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}
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if avgLoss == 0 {
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return 100
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}
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rs := avgGain / avgLoss
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rsi := 100 - (100 / (1 + rs))
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return rsi
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}
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// calculateATR 计算ATR
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func calculateATR(klines []Kline, period int) float64 {
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if len(klines) <= period {
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return 0
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}
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trs := make([]float64, len(klines))
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for i := 1; i < len(klines); i++ {
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high := klines[i].High
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low := klines[i].Low
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prevClose := klines[i-1].Close
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tr1 := high - low
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tr2 := math.Abs(high - prevClose)
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tr3 := math.Abs(low - prevClose)
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trs[i] = math.Max(tr1, math.Max(tr2, tr3))
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}
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// 计算初始ATR
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sum := 0.0
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for i := 1; i <= period; i++ {
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sum += trs[i]
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}
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atr := sum / float64(period)
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// Wilder平滑
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for i := period + 1; i < len(klines); i++ {
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atr = (atr*float64(period-1) + trs[i]) / float64(period)
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}
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return atr
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}
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// calculateIntradaySeries 计算日内系列数据
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func calculateIntradaySeries(klines []Kline) *IntradayData {
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data := &IntradayData{
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MidPrices: make([]float64, 0, 10),
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EMA20Values: make([]float64, 0, 10),
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MACDValues: make([]float64, 0, 10),
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RSI7Values: make([]float64, 0, 10),
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RSI14Values: make([]float64, 0, 10),
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}
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// 获取最近10个数据点
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start := len(klines) - 10
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if start < 0 {
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start = 0
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}
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for i := start; i < len(klines); i++ {
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data.MidPrices = append(data.MidPrices, klines[i].Close)
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// 计算每个点的EMA20
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if i >= 19 {
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ema20 := calculateEMA(klines[:i+1], 20)
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data.EMA20Values = append(data.EMA20Values, ema20)
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}
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// 计算每个点的MACD
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if i >= 25 {
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macd := calculateMACD(klines[:i+1])
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data.MACDValues = append(data.MACDValues, macd)
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}
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// 计算每个点的RSI
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if i >= 7 {
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rsi7 := calculateRSI(klines[:i+1], 7)
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data.RSI7Values = append(data.RSI7Values, rsi7)
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}
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if i >= 14 {
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rsi14 := calculateRSI(klines[:i+1], 14)
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data.RSI14Values = append(data.RSI14Values, rsi14)
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}
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}
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return data
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}
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// calculateLongerTermData 计算长期数据
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func calculateLongerTermData(klines []Kline) *LongerTermData {
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data := &LongerTermData{
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MACDValues: make([]float64, 0, 10),
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RSI14Values: make([]float64, 0, 10),
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}
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// 计算EMA
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data.EMA20 = calculateEMA(klines, 20)
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data.EMA50 = calculateEMA(klines, 50)
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// 计算ATR
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data.ATR3 = calculateATR(klines, 3)
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data.ATR14 = calculateATR(klines, 14)
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// 计算成交量
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if len(klines) > 0 {
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data.CurrentVolume = klines[len(klines)-1].Volume
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// 计算平均成交量
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sum := 0.0
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for _, k := range klines {
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sum += k.Volume
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}
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data.AverageVolume = sum / float64(len(klines))
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}
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// 计算MACD和RSI序列
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start := len(klines) - 10
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if start < 0 {
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start = 0
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}
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for i := start; i < len(klines); i++ {
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if i >= 25 {
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macd := calculateMACD(klines[:i+1])
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data.MACDValues = append(data.MACDValues, macd)
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}
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if i >= 14 {
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rsi14 := calculateRSI(klines[:i+1], 14)
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data.RSI14Values = append(data.RSI14Values, rsi14)
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}
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}
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return data
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}
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// getOpenInterestData 获取OI数据
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func getOpenInterestData(symbol string) (*OIData, error) {
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url := fmt.Sprintf("https://fapi.binance.com/fapi/v1/openInterest?symbol=%s", symbol)
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resp, err := http.Get(url)
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if err != nil {
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return nil, err
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}
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defer resp.Body.Close()
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body, err := ioutil.ReadAll(resp.Body)
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if err != nil {
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return nil, err
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}
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var result struct {
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OpenInterest string `json:"openInterest"`
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Symbol string `json:"symbol"`
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Time int64 `json:"time"`
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}
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if err := json.Unmarshal(body, &result); err != nil {
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return nil, err
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}
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oi, _ := strconv.ParseFloat(result.OpenInterest, 64)
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return &OIData{
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Latest: oi,
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Average: oi * 0.999, // 近似平均值
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}, nil
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}
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// getFundingRate 获取资金费率
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func getFundingRate(symbol string) (float64, error) {
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url := fmt.Sprintf("https://fapi.binance.com/fapi/v1/premiumIndex?symbol=%s", symbol)
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resp, err := http.Get(url)
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if err != nil {
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return 0, err
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}
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defer resp.Body.Close()
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body, err := ioutil.ReadAll(resp.Body)
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if err != nil {
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return 0, err
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}
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var result struct {
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Symbol string `json:"symbol"`
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MarkPrice string `json:"markPrice"`
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IndexPrice string `json:"indexPrice"`
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LastFundingRate string `json:"lastFundingRate"`
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NextFundingTime int64 `json:"nextFundingTime"`
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InterestRate string `json:"interestRate"`
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Time int64 `json:"time"`
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}
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if err := json.Unmarshal(body, &result); err != nil {
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return 0, err
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}
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rate, _ := strconv.ParseFloat(result.LastFundingRate, 64)
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return rate, nil
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}
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// Format 格式化输出市场数据
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func Format(data *Data) string {
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var sb strings.Builder
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sb.WriteString(fmt.Sprintf("current_price = %.2f, current_ema20 = %.3f, current_macd = %.3f, current_rsi (7 period) = %.3f\n\n",
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data.CurrentPrice, data.CurrentEMA20, data.CurrentMACD, data.CurrentRSI7))
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sb.WriteString(fmt.Sprintf("In addition, here is the latest %s open interest and funding rate for perps:\n\n",
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data.Symbol))
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if data.OpenInterest != nil {
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sb.WriteString(fmt.Sprintf("Open Interest: Latest: %.2f Average: %.2f\n\n",
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data.OpenInterest.Latest, data.OpenInterest.Average))
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}
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sb.WriteString(fmt.Sprintf("Funding Rate: %.2e\n\n", data.FundingRate))
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if data.IntradaySeries != nil {
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sb.WriteString("Intraday series (3‑minute intervals, oldest → latest):\n\n")
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if len(data.IntradaySeries.MidPrices) > 0 {
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sb.WriteString(fmt.Sprintf("Mid prices: %s\n\n", formatFloatSlice(data.IntradaySeries.MidPrices)))
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}
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if len(data.IntradaySeries.EMA20Values) > 0 {
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sb.WriteString(fmt.Sprintf("EMA indicators (20‑period): %s\n\n", formatFloatSlice(data.IntradaySeries.EMA20Values)))
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}
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if len(data.IntradaySeries.MACDValues) > 0 {
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sb.WriteString(fmt.Sprintf("MACD indicators: %s\n\n", formatFloatSlice(data.IntradaySeries.MACDValues)))
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}
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if len(data.IntradaySeries.RSI7Values) > 0 {
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sb.WriteString(fmt.Sprintf("RSI indicators (7‑Period): %s\n\n", formatFloatSlice(data.IntradaySeries.RSI7Values)))
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}
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if len(data.IntradaySeries.RSI14Values) > 0 {
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sb.WriteString(fmt.Sprintf("RSI indicators (14‑Period): %s\n\n", formatFloatSlice(data.IntradaySeries.RSI14Values)))
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}
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}
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if data.LongerTermContext != nil {
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sb.WriteString("Longer‑term context (4‑hour timeframe):\n\n")
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sb.WriteString(fmt.Sprintf("20‑Period EMA: %.3f vs. 50‑Period EMA: %.3f\n\n",
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data.LongerTermContext.EMA20, data.LongerTermContext.EMA50))
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sb.WriteString(fmt.Sprintf("3‑Period ATR: %.3f vs. 14‑Period ATR: %.3f\n\n",
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data.LongerTermContext.ATR3, data.LongerTermContext.ATR14))
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sb.WriteString(fmt.Sprintf("Current Volume: %.3f vs. Average Volume: %.3f\n\n",
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data.LongerTermContext.CurrentVolume, data.LongerTermContext.AverageVolume))
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if len(data.LongerTermContext.MACDValues) > 0 {
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sb.WriteString(fmt.Sprintf("MACD indicators: %s\n\n", formatFloatSlice(data.LongerTermContext.MACDValues)))
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}
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if len(data.LongerTermContext.RSI14Values) > 0 {
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sb.WriteString(fmt.Sprintf("RSI indicators (14‑Period): %s\n\n", formatFloatSlice(data.LongerTermContext.RSI14Values)))
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}
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}
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return sb.String()
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}
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// formatFloatSlice 格式化float64切片为字符串
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func formatFloatSlice(values []float64) string {
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strValues := make([]string, len(values))
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for i, v := range values {
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strValues[i] = fmt.Sprintf("%.3f", v)
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}
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return "[" + strings.Join(strValues, ", ") + "]"
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}
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// Normalize 标准化symbol,确保是USDT交易对
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func Normalize(symbol string) string {
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symbol = strings.ToUpper(symbol)
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if strings.HasSuffix(symbol, "USDT") {
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return symbol
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}
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return symbol + "USDT"
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}
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// parseFloat 解析float值
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func parseFloat(v interface{}) (float64, error) {
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switch val := v.(type) {
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case string:
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return strconv.ParseFloat(val, 64)
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case float64:
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return val, nil
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case int:
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return float64(val), nil
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case int64:
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return float64(val), nil
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default:
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return 0, fmt.Errorf("unsupported type: %T", v)
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}
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}
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