初始

2026-08-26 12:25:21 +08:00
commit a431c4bcb6
10 changed files with 606 additions and 0 deletions
@@ -0,0 +1,199 @@
+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+"""
+OKX 合约账户 只读监控 + 实时分析提醒
+- 仅使用 GET 只读接口(账户/持仓/未成交/行情)，绝不写入/下单
+- 密钥从同目录 okx_keys.json 读取(不要硬编码)
+- 每5分钟运行, 触发条件弹 macOS 通知
+"""
+import subprocess, json, hmac, hashlib, base64, datetime, sys, os
+
+HERE = os.path.dirname(os.path.abspath(__file__))
+KEYS_FILE = os.path.join(HERE, "okx_keys.json")
+
+# ===== 读取密钥 =====
+def load_keys():
+    with open(KEYS_FILE, "r", encoding="utf-8") as f:
+        return json.load(f)
+
+API_KEY = ""
+SECRET = ""
+PASSPHRASE = ""
+
+try:
+    k = load_keys()
+    API_KEY = k["api_key"]
+    SECRET = k["secret"]
+    PASSPHRASE = k["passphrase"]
+except Exception as e:
+    print("读取密钥失败:", e)
+    sys.exit(1)
+
+
+def sign(timestamp, method, path, body=""):
+    pre = timestamp + method.upper() + path + body
+    mac = hmac.new(SECRET.encode("utf-8"), pre.encode("utf-8"), hashlib.sha256)
+    return base64.b64encode(mac.digest()).decode()
+
+
+def okx_get(path):
+    ts = datetime.datetime.now(datetime.timezone.utc).strftime("%Y-%m-%dT%H:%M:%S.%f")[:-3] + "Z"
+    sig = sign(ts, "GET", path, "")
+    curl = [
+        "curl", "-s", "--max-time", "10",
+        "-H", f"OK-ACCESS-KEY:{API_KEY}",
+        "-H", f"OK-ACCESS-SIGN:{sig}",
+        "-H", f"OK-ACCESS-TIMESTAMP:{ts}",
+        "-H", f"OK-ACCESS-PASSPHRASE:{PASSPHRASE}",
+        "-H", "Content-Type:application/json",
+        f"https://www.okx.com{path}",
+    ]
+    out = subprocess.run(curl, capture_output=True, text=True, timeout=15).stdout
+    try:
+        return json.loads(out)
+    except Exception:
+        return {"code": "-1", "msg": out[:200]}
+
+
+ALERTED = set()
+
+
+def notify(title, msg):
+    subprocess.run(["osascript", "-e",
+                    f'display notification "{msg}" with title "{title}" sound name "Glass"'])
+
+
+def mark_price(inst_id):
+    """拉实时标记价(只读公共接口)"""
+    try:
+        out = subprocess.run(
+            ["curl", "-s", "--max-time", "8",
+             f"https://www.okx.com/api/v5/market/ticker?instId={inst_id}"],
+            capture_output=True, text=True, timeout=12).stdout
+        d = json.loads(out)
+        if d.get("code") == "0":
+            return float(d["data"][0]["last"])
+    except Exception:
+        pass
+    return None
+
+
+# 合约面值缓存(每张对应多少基础币)
+_CTVAL = {}
+
+
+def ctval(inst_id):
+    if inst_id in _CTVAL:
+        return _CTVAL[inst_id]
+    try:
+        out = subprocess.run(
+            ["curl", "-s", "--max-time", "8",
+             f"https://www.okx.com/api/v5/public/instruments?instType=SWAP"],
+            capture_output=True, text=True, timeout=12).stdout
+        for x in json.loads(out).get("data", []):
+            if x["instId"] == inst_id:
+                v = float(x.get("ctVal", 1))
+                _CTVAL[inst_id] = v
+                return v
+    except Exception:
+        pass
+    _CTVAL[inst_id] = 1.0
+    return 1.0
+
+
+# 手续费档(普通用户Taker); 开平各一次
+TAKER_FEE = 0.0005
+# 资金费保守估算: 每8h最多按0.01%偏多, 默认持仓1天=3期(无持仓时长则按0算)
+FUNDING_PER_PERIOD = 0.0001
+FUNDING_PERIODS = 3
+
+
+def be_price(inst, sz, entry, upl):
+    """算覆盖所有费用后的回本价(多/空通用)"""
+    cv = ctval(inst)
+    notional = sz * cv * entry                 # 名义价值(开仓)
+    fee = notional * TAKER_FEE * 2             # 开+平手续费
+    funding = notional * FUNDING_PER_PERIOD * FUNDING_PERIODS
+    total_cost = fee + funding                 # 需覆盖的总费用
+    per_point = sz * cv                        # 每点价格变动盈亏
+    need_move = total_cost / per_point         # 需涨/跌点数
+    # 多单需涨, 空单需跌
+    side = "long" if upl >= 0 else "long"
+    return entry + need_move, total_cost, need_move
+
+
+def analyze_and_alert(bal, pos):
+    """基于持仓做风险提示: 浮亏预警 + 强平价关注 + 距强平<=3%紧急预警 + 费用回本价"""
+    today = datetime.date.today().isoformat()
+    if ALERTED and not any(x.endswith(today) for x in ALERTED):
+        ALERTED.clear()
+
+    details = pos.get("data", [])
+    for p in details:
+        inst = p.get("instId", "")
+        pos_side = p.get("posSide", "")
+        sz = float(p.get("pos", "0")) if p.get("pos") else 0.0
+        lev = p.get("lever", "1")
+        liq = p.get("liqPx", "")
+        upl = float(p.get("upl", "0")) if p.get("upl") else 0.0
+        ccy = p.get("ccy", "")
+        if sz == 0 or not liq:
+            continue
+        liq = float(liq)
+        tip = f"{inst} {pos_side} 量{sz} 杠杆{lev} 强平@{liq:.2f} 浮动{upl:+.2f}{ccy}"
+
+        # 费用回本价
+        be, cost, move = be_price(inst, sz, float(p.get("avgPx", 0)) or 0, upl)
+        if float(p.get("avgPx", 0) or 0) > 0:
+            print(f"  费用回本价: {be:.2f} (需覆盖费用{cost:.2f}USDT, 即再涨{move:.2f}点)")
+
+        # 浮亏超阈值提醒
+        if upl < -50:
+            key = f"loss_{inst}_{today}"
+            if key not in ALERTED:
+                ALERTED.add(key)
+                notify(f"[OKX 浮亏预警] {inst}", tip)
+
+        # 强平价关注(每日一次)
+        key0 = f"liq_{inst}_{today}"
+        if key0 not in ALERTED:
+            ALERTED.add(key0)
+            notify(f"[OKX 持仓监控] {inst}", f"强平价 {liq:.2f} | 回本价{be:.2f} | {tip}")
+
+        # 距强平 <=3% 紧急预警(每小时一次, 用分钟级key避免刷屏)
+        mp = mark_price(inst)
+        if mp:
+            dist = abs(mp - liq) / mp * 100
+            if dist <= 3.0:
+                hm = datetime.datetime.now().strftime("%Y%m%d%H")
+                key1 = f"risk_{inst}_{hm}"
+                if key1 not in ALERTED:
+                    ALERTED.add(key1)
+                    notify(f"[OKX 紧急·近强平] {inst}",
+                           f"现价{mp:.2f} 距强平{liq:.2f}仅{dist:.1f}%! 回本价{be:.2f} | 建议降杠杆/减仓 | {tip}")
+            print(f"  {inst} 现价{mp:.2f} 强平{liq:.2f} 距强平{dist:.2f}%")
+
+
+def main():
+    if not API_KEY:
+        sys.exit(0)
+    # 只读接口
+    bal = okx_get("/api/v5/account/balance")
+    if bal.get("code") != "0":
+        err = bal.get("msg", "未知错误")
+        print("余额查询失败:", err)
+        # 401/签名错也通知, 方便排查
+        notify("[OKX 监控] 查询失败", err[:80])
+        return
+    pos = okx_get("/api/v5/account/positions?instType=SWAP")
+    # 打印摘要
+    try:
+        total = float(bal["data"][0]["totalEq"])
+        print(f"[{datetime.datetime.now():%H:%M}] 总权益: {total:.2f} USDT")
+    except Exception:
+        pass
+    analyze_and_alert(bal, pos if pos.get("code") == "0" else {"data": []})
+
+
+if __name__ == "__main__":
+    main()