crypto trading plugin

.gitignore

@@ -35,6 +35,8 @@ models/
 
 # 配置文件（包含敏感信息）
 config/llm.yml
+.env
+.env.*
 
 # 虚拟环境
 venv/
@@ -76,3 +78,4 @@ config/llm.yml.backup*
 reports/*
 docker/.env
 vertex_flow/plugins/wechat/.env
+vertex_flow/plugins/crypto_trading/.env

pyproject.toml

@@ -57,6 +57,10 @@ dependencies = [
     "socksio>=1.0.0",
     "pywebview>=5.4",
     "nest-asyncio>=1.6.0",
+    "websocket-client>=1.8.0",
+    "pandas>=2.3.2",
+    "numpy>=2.0.2",
+    "ta-lib>=0.6.7",
 ]
 
 [project.urls]

vertex_flow/plugins/crypto_trading/.env.example

@@ -0,0 +1,25 @@
+# Copy this file to .env and replace the placeholder values with your credentials
+
+# OKX configuration
+OKX_API_KEY=YOUR_OKX_API_KEY
+OKX_SECRET_KEY=YOUR_OKX_SECRET_KEY
+OKX_PASSPHRASE=YOUR_OKX_PASSPHRASE
+OKX_SANDBOX=true
+
+# Binance configuration
+BINANCE_API_KEY=YOUR_BINANCE_API_KEY
+BINANCE_SECRET_KEY=YOUR_BINANCE_SECRET_KEY
+BINANCE_SANDBOX=true
+
+# Trading parameters
+DEFAULT_SYMBOL=BTC-USDT
+MAX_POSITION_SIZE=1000.0
+RISK_PERCENTAGE=0.02
+STOP_LOSS_PERCENTAGE=0.05
+TAKE_PROFIT_PERCENTAGE=0.10
+
+# Execution & risk limits
+SLIPPAGE_BUFFER=0.0005
+MAX_ORDER_NOTIONAL=5000.0
+MAX_DRAWDOWN=0.2
+MAX_DAILY_LOSS=200.0

vertex_flow/plugins/crypto_trading/AGENTS.md

@@ -0,0 +1,42 @@
+# Repository Guidelines
+
+## Project Structure & Module Organization
+- `client.py`: main entry for exchange operations; keep orchestration here.
+- `trading.py`: trading engine plus risk helpers reused by demos.
+- `exchanges.py`: adapter base classes and OKX/Binance clients; extend for new venues.
+- `config.py`: dataclasses for credentials, risk defaults, and feature flags.
+- `execution_controls.py`, `risk_manager.py`, `monitoring.py`: execution limits, risk checks, and alert fan-out.
+- `scheduler.py`, `backtester.py`: reusable automation hooks and reference strategies for simulations.
+- `persistence.py`: JSONL datastore for trades, metrics, configs.
+- `indicators.py`, `position_metrics.py`: analytics utilities; add metrics here to stay reusable.
+- Scripts `example.py` and `show_indicators.py` demonstrate workflows; keep CLI experiments separate from library code.
+- Plan future tests in `tests/` mirroring module names (for example, `tests/test_trading.py`).
+
+## Setup, Build & Run
+- `python3 -m venv .venv && source .venv/bin/activate` isolates dependencies.
+- `pip install -r requirements.txt` installs exchange SDKs, TA libraries, and logging deps.
+- `python example.py` runs a full account→signal→trade sample.
+- `python show_indicators.py` prints OKX positions with indicator summaries; mock network calls when offline.
+
+## Coding Style & Naming Conventions
+- Follow PEP 8 with 4-space indentation, snake_case functions, and PascalCase classes.
+- Keep modules typed and mirror the concise docstrings used in `client.py`.
+- Order imports as stdlib / third-party / local and keep them alphabetical.
+- Surface reusable constants in `config.py` or clearly named enums instead of magic literals.
+
+## Testing Guidelines
+- Prefer `pytest`; stage fixtures in `tests/conftest.py` so exchange mocks and timestamps are shared.
+- Name tests `test_<behavior>` and focus on deterministic paths by stubbing HTTP clients.
+- Cover branch-heavy risk logic in `trading.py` and adapter fallbacks in `exchanges.py`.
+- Document the exact `pytest` invocation and result in every PR.
+
+## Commit & Pull Request Guidelines
+- Match existing history: `<type>: <short summary>` (`fix: adjust fee rounding`, `lint`).
+- Keep subjects ≤72 chars; explain config or data contract changes in the body.
+- Reference related issues with `(#123)` and call out manual test commands in the PR description.
+- PRs should outline intent, risk, and screenshots or console snippets when behavior shifts.
+
+## Security & Configuration Tips
+- Secrets live in `.env`; never check concrete keys into the repo or fixtures.
+- Default to sandbox credentials (`sandbox=True`) during manual runs and signal when production access is required.
+- Sanitize recorded responses before storing them in tests or logs.

vertex_flow/plugins/crypto_trading/README.md

@@ -0,0 +1,293 @@
+# Crypto Trading Plugin
+
+数字货币量化交易插件，支持OKX和Binance交易所的API集成，提供账户管理、技术分析和自动化交易功能。
+
+## 功能特性
+
+- **多交易所支持**: 支持OKX和Binance交易所
+- **账户管理**: 获取账户信息、余额、交易费率
+- **技术分析**: 计算多种技术指标（RSI、MACD、布林带等）
+- **自动交易**: 基于技术分析信号的自动买卖
+- **风险管理**: 内置止损止盈和仓位管理
+- **实时数据**: 获取实时价格、K线数据
+
+## 安装依赖
+
+```bash
+pip install -r requirements.txt
+```
+
+## 配置设置
+
+### 1. 环境变量配置
+
+复制 `.env.example` 到 `.env` 并填入你的API密钥：
+
+```bash
+cp .env.example .env
+```
+
+编辑 `.env` 文件：
+
+```env
+# OKX配置
+OKX_API_KEY=your_okx_api_key
+OKX_SECRET_KEY=your_okx_secret_key
+OKX_PASSPHRASE=your_okx_passphrase
+OKX_SANDBOX=true  # 测试环境
+
+# Binance配置
+BINANCE_API_KEY=your_binance_api_key
+BINANCE_SECRET_KEY=your_binance_secret_key
+BINANCE_SANDBOX=true  # 测试环境
+```
+
+### 2. 程序化配置
+
+```python
+from crypto_trading.config import CryptoTradingConfig
+
+config = CryptoTradingConfig()
+
+# 设置OKX配置
+config.set_okx_config(
+    api_key="your_api_key",
+    secret_key="your_secret_key",
+    passphrase="your_passphrase",
+    sandbox=True
+)
+
+# 设置Binance配置
+config.set_binance_config(
+    api_key="your_api_key",
+    secret_key="your_secret_key",
+    sandbox=True
+)
+```
+
+### 3. 风控与执行参数
+
+`config.py` 支持通过环境变量覆盖交易风控阈值：
+
+```env
+# 交易参数
+DEFAULT_SYMBOL=BTC-USDT
+MAX_POSITION_SIZE=1000.0
+RISK_PERCENTAGE=0.02
+STOP_LOSS_PERCENTAGE=0.05
+TAKE_PROFIT_PERCENTAGE=0.10
+
+# 执行与风控开关
+SLIPPAGE_BUFFER=0.0005     # 买卖滑点缓冲（5bps）
+MAX_ORDER_NOTIONAL=5000.0  # 单笔委托最大名义金额
+MAX_DRAWDOWN=0.2           # 账户最大回撤（20%）
+MAX_DAILY_LOSS=200.0       # 当日最大亏损（USDT）
+```
+
+## 基本使用
+
+### 1. 初始化客户端
+
+```python
+from crypto_trading import CryptoTradingClient, TradingEngine
+
+# 初始化客户端
+client = CryptoTradingClient()
+
+# 初始化交易引擎
+trading_engine = TradingEngine(client)
+```
+
+### 2. 获取账户信息
+
+```python
+# 获取所有交易所账户信息
+all_accounts = client.get_all_account_info()
+
+# 获取特定交易所账户信息
+okx_account = client.get_account_info("okx")
+binance_account = client.get_account_info("binance")
+
+# 获取余额
+usdt_balance = client.get_balance("okx", "USDT")
+all_balances = client.get_balance("okx")
+```
+
+### 3. 获取市场数据
+
+```python
+# 获取价格信息
+ticker = client.get_ticker("okx", "BTC-USDT")
+print(f"当前价格: ${ticker['price']}")
+
+# 获取K线数据
+klines = client.get_klines("okx", "BTC-USDT", "1h", 100)
+
+# 获取交易费率
+fees = client.get_trading_fees("okx", "BTC-USDT")
+print(f"挂单费率: {fees['maker_fee']}")
+print(f"吃单费率: {fees['taker_fee']}")
+```
+
+### 4. 技术分析
+
+```python
+from crypto_trading.indicators import TechnicalIndicators
+
+# 获取K线数据
+klines = client.get_klines("okx", "BTC-USDT", "1h", 100)
+
+# 计算所有技术指标
+indicators = TechnicalIndicators.calculate_all_indicators(klines)
+
+print(f"RSI: {indicators['rsi']}")
+print(f"MACD: {indicators['macd']}")
+print(f"布林带: {indicators['bollinger_bands']}")
+
+# 生成交易信号
+signals = TechnicalIndicators.get_trading_signals(indicators)
+print(f"整体信号: {signals['overall']}")
+```
+
+### 5. 手动交易
+
+```python
+# 市价买入
+buy_result = trading_engine.buy_market("okx", "BTC-USDT", 100.0)  # 买入$100
+print(f"买入结果: {buy_result}")
+
+# 市价卖出
+sell_result = trading_engine.sell_market("okx", "BTC-USDT", 0.001)  # 卖出0.001 BTC
+print(f"卖出结果: {sell_result}")
+
+# 限价买入
+limit_buy = trading_engine.buy_limit("okx", "BTC-USDT", 0.001, 50000.0)
+
+# 限价卖出
+limit_sell = trading_engine.sell_limit("okx", "BTC-USDT", 0.001, 60000.0)
+```
+
+### 6. 自动交易
+
+```python
+# 基于技术分析信号自动交易
+auto_result = trading_engine.auto_trade_by_signals("okx", "BTC-USDT", 100.0)
+print(f"自动交易结果: {auto_result}")
+
+# 获取交易摘要
+summary = trading_engine.get_trading_summary("okx", "BTC-USDT")
+print(f"推荐信号: {summary['technical_analysis']['overall_signal']}")
+print(f"推荐仓位: ${summary['risk_management']['recommended_position_size_usdt']}")
+```
+
+## 回测与策略调度
+
+- 使用 `TradingEngine.run_backtest(exchange, symbol, strategy)` 快速评估策略，默认提供 `MovingAverageCrossStrategy` 示例。
+- `TradingEngine.schedule_strategy(name, interval, callback)` 可注册定时任务，结合 `run_scheduler`/`run_pending` 实现多策略轮询。
+- 运行 `python example.py` 可查看回测结果和调度任务在控制台输出的示例。
+
+## 风控监控与告警
+
+- 核心风控由 `RiskMonitor` 驱动，自动跟踪账户权益、回撤与当日亏损，触发 `kill switch` 时会拒绝新订单。
+- `ExecutionControls` 为每笔委托应用滑点缓冲与名义金额上限，避免过量下单。
+- `EventLogger` 与 `AlertManager` 会将订单、风控、告警记录写入 `data/` 目录下的 JSONL 文件，便于后续审计。
+
+## 技术指标说明
+
+插件支持以下技术指标：
+
+- **移动平均线**: SMA, EMA
+- **动量指标**: RSI, Williams %R
+- **趋势指标**: MACD, 布林带
+- **波动率指标**: ATR, 布林带
+- **成交量指标**: OBV
+- **震荡指标**: 随机指标, CCI
+- **支撑阻力**: 自动识别支撑阻力位
+
+## 风险管理
+
+插件内置多种风险管理功能：
+
+- **仓位管理**: 基于账户余额和风险比例计算仓位
+- **止损止盈**: 自动计算止损止盈价位
+- **风险控制**: 限制单笔交易、监控回撤并触发Kill Switch
+
+```python
+# 风险管理配置
+config.trading_config.risk_percentage = 0.02  # 每笔交易风险2%
+config.trading_config.max_position_size = 1000.0  # 最大仓位$1000
+config.trading_config.stop_loss_percentage = 0.05  # 止损5%
+config.trading_config.take_profit_percentage = 0.10  # 止盈10%
+```
+
+## 注意事项
+
+⚠️ **重要提醒**:
+
+1. **测试环境**: 首次使用请务必在沙盒/测试环境中测试
+2. **API权限**: 确保API密钥有足够的交易权限
+3. **资金安全**: 不要在生产环境中使用未经充分测试的策略
+4. **风险控制**: 始终设置合理的止损和仓位管理
+5. **监控**: 定期监控交易结果和账户状态
+
+## 示例代码
+
+运行示例代码：
+
+```bash
+python example.py
+```
+
+示例包含：
+- 基本功能演示
+- 技术分析示例
+- 交易操作示例
+- 风险管理示例
+
+合约订单辅助脚本：
+
+```bash
+# 查看当前合约持仓并关联订单ID
+python manage_futures_orders.py --show-positions --symbol BTC-USDT-SWAP
+
+# 列出指定合约的未完成订单（可用 state=filled 等历史状态）
+python manage_futures_orders.py --list --symbol BTC-USDT-SWAP --state open
+
+# 查询单个订单（ordId或clOrdId）并按需平仓，终端会二次确认
+python manage_futures_orders.py --symbol BTC-USDT-SWAP --order-id <ordId> --close --position-side long
+```
+
+## 故障排除
+
+### 常见问题
+
+1. **API连接失败**
+   - 检查API密钥是否正确
+   - 确认网络连接正常
+   - 验证API权限设置
+
+2. **交易失败**
+   - 检查账户余额是否充足
+   - 确认交易对格式正确
+   - 验证最小交易数量要求
+
+3. **技术指标计算错误**
+   - 确保K线数据充足（至少50根）
+   - 检查数据格式是否正确
+
+### 调试模式
+
+启用调试模式获取详细日志：
+
+```python
+import logging
+logging.basicConfig(level=logging.DEBUG)
+```
+
+## 许可证
+
+本插件遵循MIT许可证。
+
+## 免责声明
+
+本插件仅供学习和研究使用。数字货币交易存在高风险，可能导致资金损失。使用本插件进行实际交易的风险由用户自行承担。