交易所参数参考¶

exchange_kwargs = {
    "BINANCE___SPOT": {
        "api_key": "...",
        "secret": "...",
        "testnet": True,  # 启用测试网络
    }
}

exchange_kwargs = {
    "OKX___SPOT": {
        "api_key": "...",
        "secret": "...",
        "passphrase": "...",
        "testnet": False,
        "simulate": False,  # 是否启用模拟交易
    }
}

from bt_api_py import CtpAuthConfig

exchange_kwargs = {
    "CTP___FUTURE": {
        "auth_config": CtpAuthConfig(
            broker_id="9999",
            user_id="your_user_id",
            password="your_password",
            md_front="tcp://180.168.146.187:10211",  # 电信行情
            td_front="tcp://180.168.146.187:10201",  # 电信交易
        )
    }
}

from bt_api_py import IbWebAuthConfig

exchange_kwargs = {
    "IB_WEB___STK": {
        "auth_config": IbWebAuthConfig(
            account_id="DU1234567",  # IB 账户 ID
            base_url="https://api.interactivebrokers.com"
        )
    }
}

def validate_binance_symbol(symbol: str) -> bool:
    """校验 Binance 交易对格式"""
    if not symbol.isupper():
        raise ValueError("Binance SPOT symbol must be uppercase")
    return True

def validate_binance_period(period: str) -> bool:
    """校验 K 线周期"""
    valid_periods = ["1m", "3m", "5m", "15m", "30m", "1h", "1d"]
    if period not in valid_periods:
        raise ValueError(f"Invalid period. Must be one of {valid_periods}")
    return True

def validate_okx_symbol(symbol: str) -> bool:
    """校验 OKX 交易对格式"""
    if '-' not in symbol:
        raise ValueError("OKX symbol must contain '-'")
    return True

def validate_ctp_offset(offset: str) -> bool:
    """校验 CTP 开平方向"""
    valid_offsets = ["open", "close", "close_today", "close_yesterday"]
    if offset not in valid_offsets:
        raise ValueError(f"Invalid offset. Must be one of {valid_offsets}")
    return True

binance_config = {
    "BINANCE___SPOT": {
        "api_key": os.getenv("BINANCE_API_KEY"),
        "secret": os.getenv("BINANCE_SECRET"),
        "testnet": os.getenv("BINANCE_TESTNET", "false") == "true",
    },
    "BINANCE___SWAP": {
        "api_key": os.getenv("BINANCE_FUTURES_API_KEY"),
        "secret": os.getenv("BINANCE_FUTURES_SECRET"),
        "testnet": os.getenv("BINANCE_TESTNET", "false") == "true",
    }
}

okx_config = {
    "OKX___SPOT": {
        "api_key": os.getenv("OKX_API_KEY"),
        "secret": os.getenv("OKX_SECRET"),
        "passphrase": os.getenv("OKX_PASSPHRASE"),
        "testnet": os.getenv("OKX_TESTNET", "false") == "true",
    },
    "OKX___SWAP": {
        "api_key": os.getenv("OKX_API_KEY"),
        "secret": os.getenv("OKX_SECRET"),
        "passphrase": os.getenv("OKX_PASSPHRASE"),
    }
}

ctp_config = {
    "CTP___FUTURE": {
        "auth_config": CtpAuthConfig(
            broker_id=os.getenv("CTP_BROKER_ID"),
            user_id=os.getenv("CTP_USER_ID"),
            password=os.getenv("CTP_PASSWORD"),
            md_front=os.getenv("CTP_MD_FRONT"),
            td_front=os.getenv("CTP_TD_FRONT"),
            app_id=os.getenv("CTP_APP_ID", ""),  # 生产环境需要
            auth_code=os.getenv("CTP_AUTH_CODE", ""),  # 生产环境需要
        )
    }
}

ib_config = {
    "IB_WEB___STK": {
        "auth_config": IbWebAuthConfig(
            account_id=os.getenv("IB_ACCOUNT_ID"),
            base_url="https://api.interactivebrokers.com"
        )
    },
    "IB_WEB___FUT": {
        "auth_config": IbWebAuthConfig(
            account_id=os.getenv("IB_ACCOUNT_ID"),
        )
    }
}