109 lines
3.5 KiB
Python
109 lines
3.5 KiB
Python
import os
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import sqlite3
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from datetime import datetime, timedelta
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import httpx
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DB_PATH = os.path.join(os.path.dirname(os.path.dirname(__file__)), "arb.db")
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BINANCE_FAPI = "https://fapi.binance.com/fapi/v1"
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SYMBOLS = ["BTCUSDT", "ETHUSDT"]
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DISCORD_TOKEN = os.getenv("DISCORD_BOT_TOKEN", "MTQ3Mjk4NzY1NjczNTU1OTg0Mg.GgeYh5.NYSbivZKBUc5S2iKXeB-hnC33w3SUUPzDDdviM")
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DISCORD_CHANNEL = os.getenv("DISCORD_SIGNAL_CHANNEL", "1472986545635197033")
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BINANCE_HEADERS = {"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36"}
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def ensure_tables(conn):
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conn.execute(
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"""
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CREATE TABLE IF NOT EXISTS signal_logs (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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symbol TEXT NOT NULL,
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rate REAL NOT NULL,
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annualized REAL NOT NULL,
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sent_at TEXT NOT NULL,
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message TEXT NOT NULL
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)
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"""
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)
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conn.commit()
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def annualized_from_7d(symbol: str) -> float:
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end_time = int(datetime.utcnow().timestamp() * 1000)
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start_time = int((datetime.utcnow() - timedelta(days=7)).timestamp() * 1000)
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with httpx.Client(timeout=20, headers=BINANCE_HEADERS) as client:
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r = client.get(
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f"{BINANCE_FAPI}/fundingRate",
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params={"symbol": symbol, "startTime": start_time, "endTime": end_time, "limit": 1000},
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)
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if r.status_code != 200:
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print(f"Binance error {r.status_code} for {symbol}, using fallback")
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# 直接用最新单条费率
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r2 = client.get(f"{BINANCE_FAPI}/fundingRate", params={"symbol": symbol, "limit": 1})
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if r2.status_code != 200:
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return 0.0
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rates = [float(x["fundingRate"]) for x in r2.json()]
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else:
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rates = [float(x["fundingRate"]) for x in r.json()]
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if not rates:
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return 0.0
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mean = sum(rates) / len(rates)
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return mean * 3 * 365 * 100
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def send_discord(content: str):
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headers = {
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"Authorization": f"Bot {DISCORD_TOKEN}",
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"Content-Type": "application/json",
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}
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with httpx.Client(timeout=15) as client:
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resp = client.post(
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f"https://discord.com/api/v10/channels/{DISCORD_CHANNEL}/messages",
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headers=headers,
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json={"content": content},
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)
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if resp.status_code >= 300:
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raise RuntimeError(f"Discord send failed: {resp.status_code} {resp.text}")
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print(f"Discord sent OK: {resp.status_code}")
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def main():
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btc = round(annualized_from_7d("BTCUSDT"), 2)
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eth = round(annualized_from_7d("ETHUSDT"), 2)
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target_symbol = None
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if btc > 10:
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target_symbol = "BTC"
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elif eth > 10:
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target_symbol = "ETH"
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now_utc8 = datetime.utcnow()
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now_str = now_utc8.strftime("%Y-%m-%d %H:%M UTC")
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if not target_symbol:
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print(f"No signal. BTC={btc}% ETH={eth}%")
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return
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msg = (
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f"📊 **套利信号**\n"
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f"BTC 7日年化: **{btc}%**\n"
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f"ETH 7日年化: **{eth}%**\n"
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f"建议：{target_symbol} 现货+永续对冲可开仓\n"
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f"时间: {now_str}"
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)
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print(msg)
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send_discord(msg)
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conn = sqlite3.connect(DB_PATH)
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ensure_tables(conn)
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conn.execute(
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"INSERT INTO signal_logs (symbol, rate, annualized, sent_at, message) VALUES (?, ?, ?, ?, ?)",
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(target_symbol, 0.0, btc if target_symbol == "BTC" else eth, datetime.utcnow().isoformat(), msg),
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)
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conn.commit()
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conn.close()
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if __name__ == "__main__":
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main()
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