Hummingbot 2026：开源加密货币交易机器人支持50+交易所连接器 — 安装与策略指南

# 创建Hummingbot文件目录
mkdir -p hummingbot_files/hummingbot_conf
mkdir -p hummingbot_files/hummingbot_logs
mkdir -p hummingbot_files/hummingbot_data

# 拉取最新Docker镜像
docker pull hummingbot/hummingbot:latest

# 以交互模式运行Hummingbot
docker run -it --name hummingbot \
  --mount "type=bind,source=$(pwd)/hummingbot_files/hummingbot_conf,destination=/conf" \
  --mount "type=bind,source=$(pwd)/hummingbot_files/hummingbot_logs,destination=/logs" \
  --mount "type=bind,source=$(pwd)/hummingbot_files/hummingbot_data,destination=/data" \
  hummingbot/hummingbot:latest

# 在Hummingbot CLI中
>>> connect binance

# 输入你的API密钥
Enter your Binance API key >>> YOUR_API_KEY

# 输入你的API密钥
Enter your Binance API secret >>> YOUR_API_SECRET

# 验证连接
>>> balance

# 创建新策略配置
>>> create

# 选择策略
What is your market making strategy? (pure_market_making/cross_exchange_market_making/arbitrage) >>> pure_market_making

# 选择交易对
Enter the token trading pair you would like to trade on binance (e.g., BTC-USDT) >>> BTC-USDT

# 设置买卖价差（0.5%）
What is the bid spread? (Enter 0.01 for 1%) >>> 0.005
What is the ask spread? (Enter 0.01 for 1%) >>> 0.005

# 设置订单刷新时间
How often do you want to cancel and replace orders (in seconds)? >>> 30

# 设置订单数量
What is the amount of BTC per order? >>> 0.001

# 确认配置
>>> config

# 启动策略
>>> start

# 退出Hummingbot但保持容器运行
Ctrl+P then Ctrl+Q

# 或从一开始就使用分离模式启动
docker run -d --name hummingbot \
  --mount "type=bind,source=$(pwd)/hummingbot_files/hummingbot_conf,destination=/conf" \
  --mount "type=bind,source=$(pwd)/hummingbot_files/hummingbot_logs,destination=/logs" \
  --mount "type=bind,source=$(pwd)/hummingbot_files/hummingbot_data,destination=/data" \
  hummingbot/hummingbot:latest

# 附加到容器查看状态
docker attach hummingbot
# 然后再次使用 Ctrl+P, Ctrl+Q 分离

# conf/connectors/binance.yml
connector: binance
api_key: ${BINANCE_API_KEY}
api_secret: ${BINANCE_API_SECRET}
rate_limit: adaptive
timeout: 10
use_futures: false

>>> connect coinbase_advanced_trade
Enter your Coinbase API key (UUID format) >>> xxxxxxxx-xxxx-xxxx-xxxx-xxxxxxxxxxxx
Enter your Coinbase API secret >>> YOUR_PRIVATE_KEY

# 拉取并运行Gateway
docker pull hummingbot/gateway:latest

docker run -d --name gateway \
  -p 15888:15888 \
  --env GATEWAY_PASSPHRASE=your_secure_passphrase \
  hummingbot/gateway:latest

# 在Hummingbot中连接到Gateway
>>> gateway connect uniswap_ethereum_mainnet

# Gateway配置：以太坊主网上的Uniswap
networks:
  ethereum:
    rpc_url: https://mainnet.infura.io/v3/YOUR_INFURA_KEY
    chain_id: 1
    token_list_type: FILE
    token_list_source: /home/gateway/conf/lists/ethereum_token_list.json

connectors:
  uniswap:
    contract_addresses:
      v3: 0xE592427A0AEce92De3Edee1F18E0157C05861564

# conf/telegram.yml
telegram_enabled: true
telegram_token: "YOUR_BOT_TOKEN"
telegram_chat_id: "YOUR_CHAT_ID"
notify_events:
  - order_filled
  - trade_completed
  - strategy_error

# SQLite查询示例
sqlite3 hummingbot_files/hummingbot_data/hummingbot_trades.db \
  "SELECT timestamp, trading_pair, order_type, amount, price FROM trades ORDER BY timestamp DESC LIMIT 10;"

# strategies/my_custom_mm.py
from decimal import Decimal
from hummingbot.strategy.script_strategy_base import ScriptStrategyBase
from hummingbot.core.data_type.common import OrderType, TradeType

class CustomMarketMaker(ScriptStrategyBase):
    """
    Dynamic spread market maker that adjusts based on volatility.
    """
    spread_base = Decimal("0.005")      # 0.5% base spread
    spread_multiplier = Decimal("2.0")   # 波动大时价差加倍
    order_amount = Decimal("0.001")     # 每笔订单BTC数量
    order_refresh_time = 30.0           # 秒
    volatility_threshold = Decimal("0.02")  # 2%价格变动=高波动

    def __init__(self):
        super().__init__()
        self.last_mid_price = None
        self.is_volatile = False

    def on_tick(self):
        mid_price = self.connectors["binance"].get_mid_price("BTC-USDT")
        
        # Detect volatility
        if self.last_mid_price:
            change = abs(mid_price - self.last_mid_price) / self.last_mid_price
            self.is_volatile = change > self.volatility_threshold
        
        self.last_mid_price = mid_price
        
        # Adjust spread
        spread = self.spread_base
        if self.is_volatile:
            spread *= self.spread_multiplier
        
        buy_price = mid_price * (Decimal("1") - spread)
        sell_price = mid_price * (Decimal("1") + spread)
        
        # Cancel existing orders
        self.cancel_all_orders()
        
        # Place new orders
        self.buy("binance", "BTC-USDT", self.order_amount, OrderType.LIMIT, buy_price)
        self.sell("binance", "BTC-USDT", self.order_amount, OrderType.LIMIT, sell_price)

    def cancel_all_orders(self):
        for order in self.get_active_orders("binance"):
            self.cancel(order)

# 添加到你的策略中实现库存偏移
    def calculate_inventory_skew(self):
        """Adjust order sizes based on inventory ratio."""
        base_balance = self.connectors["binance"].get_balance("BTC")
        quote_balance = self.connectors["binance"].get_balance("USDT")
        
        mid_price = self.connectors["binance"].get_mid_price("BTC-USDT")
        base_value = base_balance * mid_price
        total_value = base_value + quote_balance
        
        inventory_ratio = base_value / total_value
        target_ratio = Decimal("0.5")  # 50/50目标
        
        # Skew orders based on inventory
        if inventory_ratio > target_ratio:
            # BTC持仓过多，减少买单
            self.buy_multiplier = Decimal("0.5")
            self.sell_multiplier = Decimal("1.5")
        else:
            self.buy_multiplier = Decimal("1.5")
            self.sell_multiplier = Decimal("0.5")

# 下载历史交易数据
python scripts/download_historical_data.py \
  --exchange binance \
  --trading-pair BTC-USDT \
  --start-date 2026-01-01 \
  --end-date 2026-03-31 \
  --interval 1m

# 运行回测
python scripts/backtest.py \
  --strategy pure_market_making \
  --config conf/strategies/pmm_btc.yml \
  --data data/binance_BTC-USDT_1m.csv \
  --output results/btc_pmm_backtest.html

# 在配置中启用模拟交易
paper_trade_enabled: true
paper_trade_account_balance:
  BTC: 1.0
  USDT: 50000.0

# 模拟交易会显示[PAPER]前缀
>>> status
  Markets:
    [PAPER] binance  BTC-USDT  67,234.50  67,245.00  67,239.75

# docker-compose.yml
version: '3.8'

services:
  hummingbot:
    image: hummingbot/hummingbot:2.0.0
    container_name: hummingbot_prod
    restart: unless-stopped
    volumes:
      - ./conf:/conf
      - ./logs:/logs
      - ./data:/data
    environment:
      - CONFIG_PASSWORD=${HBOT_PASSWORD}
      - STRATEGY=pure_market_making
      - CONFIG_FILE=pmm_btc_usdt.yml
    logging:
      driver: "json-file"
      options:
        max-size: "50m"
        max-file: "5"
    deploy:
      resources:
        limits:
          memory: 2G
          cpus: '1.0'
    healthcheck:
      test: ["CMD", "python", "-c", "import urllib.request; urllib.request.urlopen('http://localhost:15888/')"]
      interval: 30s
      timeout: 10s
      retries: 3

# 1. 使用IP白名单API密钥（Binance支持）
# 2. 在API密钥上启用提币限制
# 3. 在隔离的Docker网络中运行
# 4. 加密配置文件

# 加密敏感配置
openssl enc -aes-256-cbc -salt -in secrets.yml -out secrets.yml.enc

# 拉取最新镜像
docker pull hummingbot/hummingbot:latest

# 停止并删除旧容器
docker stop hummingbot && docker rm hummingbot

# 使用相同的卷挂载重新启动
docker run -it --name hummingbot \
  --mount "type=bind,source=$(pwd)/hummingbot_files/hummingbot_conf,destination=/conf" \
  --mount "type=bind,source=$(pwd)/hummingbot_files/hummingbot_logs,destination=/logs" \
  hummingbot/hummingbot:latest