用python写一个网格交易策略代码

好的，以下是一个简单的Python代码实现网格交易策略的示例：

import ccxt
import time

# 初始化交易所
exchange = ccxt.binance({
    'apiKey': 'YOUR_API_KEY',
    'secret': 'YOUR_SECRET_KEY',
    'enableRateLimit': True
})

# 定义交易对和参数
symbol = 'BTC/USDT'
grid_size = 10  # 网格数量
grid_amount = 0.001  # 每格交易量

# 获取当前价格
ticker = exchange.fetch_ticker(symbol)
price = ticker['last']

# 计算网格价格
grid_prices = []
for i in range(grid_size):
    grid_price = price * (1 - 0.02 * (i - grid_size // 2))
    grid_prices.append(grid_price)

# 开始交易
while True:
    # 获取当前价格
    ticker = exchange.fetch_ticker(symbol)
    price = ticker['last']

    # 判断是否需要交易
    if price <= grid_prices[0]:
        # 买入
        order = exchange.create_order(symbol, 'limit', 'buy', grid_amount, grid_prices[0])
        print('Buy Order Created: ', order)
        # 更新网格价格
        grid_prices.pop(0)
        grid_price = price * (1 + 0.02 * (grid_size // 2))
        grid_prices.append(grid_price)
    elif price >= grid_prices[-1]:
        # 卖出
        order = exchange.create_order(symbol, 'limit', 'sell', grid_amount, grid_prices[-1])
        print('Sell Order Created: ', order)
        # 更新网格价格
        grid_prices.pop(-1)
        grid_price = price * (1 - 0.02 * (grid_size // 2))
        grid_prices.insert(0, grid_price)

    # 休眠1分钟
    time.sleep(60)

上述代码使用CCXT库连接Binance交易所，并使用BTC/USDT交易对实现网格交易策略。其中，`grid_size`表示网格数量，`grid_amount`表示每格交易量，代码中以0.001BTC为例。在运行代码前，需要将`YOUR_API_KEY`和`YOUR_SECRET_KEY`替换为您自己的API密钥。运行代码后，程序会自动进行网格交易，当价格达到网格价格时，程序会自动下单买入或卖出。