forked from kodorvan/stcs
Fixed
This commit is contained in:
@@ -172,7 +172,7 @@ def parse_pnl_from_msg(msg) -> float:
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return 0.0
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async def calculate_total_budget(starting_quantity, martingale_factor, max_steps, commission_fee_percent, leverage, current_price):
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async def calculate_total_budget(starting_quantity, martingale_factor, max_steps, commission_fee_percent):
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"""
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Вычисляет общий бюджет серии ставок с учётом цены пары, комиссии и кредитного плеча.
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@@ -189,22 +189,16 @@ async def calculate_total_budget(starting_quantity, martingale_factor, max_steps
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"""
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total = 0
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for step in range(max_steps):
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quantity = starting_quantity * (martingale_factor ** step) # размер ставки на текущем шаге в USDT
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base_quantity = starting_quantity * (martingale_factor ** step)
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if commission_fee_percent == 0:
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# Комиссия уже включена в сумму ставки, поэтому реальный размер позиции меньше
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quantity = base_quantity / (1 + commission_fee_percent)
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else:
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# Комиссию добавляем сверху
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quantity = base_quantity * (1 + commission_fee_percent)
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# Переводим ставку из USDT в количество актива по текущей цене
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quantity_in_asset = quantity / current_price
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# Учитываем комиссию за вход и выход (умножаем на 2)
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quantity_with_fee = quantity * (1 + 2 * commission_fee_percent / 100)
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# Учитываем кредитное плечо - реальные собственные вложения меньше
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effective_quantity = quantity_with_fee / leverage
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total += effective_quantity
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# Возвращаем бюджет в USDT
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total_usdt = total * current_price
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return total_usdt
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total += quantity
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return total
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async def handle_execution_message(message, msg):
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@@ -248,12 +242,12 @@ async def handle_execution_message(message, msg):
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await rq.set_last_series_info(tg_id, last_side="Sell")
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if trigger == "Автоматический" and closed_size > 0:
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if pnl < 0:
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if trading_mode == 'Switch':
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side = data_main_stgs.get("last_side")
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else:
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side = "Buy" if trading_mode == "Long" else "Sell"
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if trading_mode == 'Switch':
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side = data_main_stgs.get("last_side")
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else:
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side = "Buy" if trading_mode == "Long" else "Sell"
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if pnl < 0:
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current_martingale = await rq.get_martingale_step(tg_id)
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current_martingale_step = int(current_martingale)
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@@ -262,6 +256,7 @@ async def handle_execution_message(message, msg):
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float(martingale_factor) ** current_martingale_step
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)
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await rq.update_martingale_step(tg_id, current_martingale)
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await rq.update_starting_quantity(tg_id=tg_id, num=next_quantity)
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await message.answer(
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f"❗️ Сделка закрылась в минус, открываю новую сделку с увеличенной ставкой.\n"
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)
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@@ -276,8 +271,11 @@ async def handle_execution_message(message, msg):
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elif pnl > 0:
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await rq.update_martingale_step(tg_id, 0)
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num = data_main_stgs.get("base_quantity")
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await rq.update_starting_quantity(tg_id=tg_id, num=num)
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await message.answer(
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"❗️ Прибыль достигнута, шаг мартингейла сброшен."
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"❗️ Прибыль достигнута, шаг мартингейла сброшен. "
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"Возврат к начальной ставке."
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)
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@@ -348,8 +346,6 @@ async def open_position(
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max_risk_percent = safe_float(data_risk_stgs.get("max_risk_deal"))
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loss_profit = safe_float(data_risk_stgs.get("price_loss"))
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commission_fee = data_risk_stgs.get("commission_fee")
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starting_quantity = safe_float(data_main_stgs.get('starting_quantity'))
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martingale_factor = safe_float(data_main_stgs.get('martingale_factor'))
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fee_info = client.get_fee_rates(category='linear', symbol=symbol)
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instruments_resp = client.get_instruments_info(category="linear", symbol=symbol)
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instrument = instruments_resp.get("result", {}).get("list", [])
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@@ -359,33 +355,19 @@ async def open_position(
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else:
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commission_fee_percent = 0.0
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total_budget = await calculate_total_budget(
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starting_quantity=starting_quantity,
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martingale_factor=martingale_factor,
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max_steps=max_martingale_steps,
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commission_fee_percent=commission_fee_percent,
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leverage=leverage,
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current_price=entry_price,
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)
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if commission_fee_percent > 0:
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# Добавляем к тейк-профиту процент комиссии
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tp_multiplier = 1 + (loss_profit / 100) + commission_fee_percent
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else:
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tp_multiplier = 1 + (loss_profit / 100)
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balance = await balance_g.get_balance(tg_id, message)
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if safe_float(balance) < total_budget:
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logger.error(
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f"Недостаточно средств для серии из {max_martingale_steps} шагов с текущими параметрами. "
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f"Требуемый бюджет: {total_budget:.2f} USDT, доступно: {balance} USDT."
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)
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await message.answer(
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f"Недостаточно средств для серии из {max_martingale_steps} шагов с текущими параметрами. "
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f"Требуемый бюджет: {total_budget:.2f} USDT, доступно: {balance} USDT.",
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reply_markup=inline_markup.back_to_main,
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)
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return
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if order_type == "Limit" and limit_price:
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price_for_calc = limit_price
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else:
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price_for_calc = entry_price
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balance = await balance_g.get_balance(tg_id, message)
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potential_loss = safe_float(quantity) * price_for_calc * (loss_profit / 100)
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adjusted_loss = potential_loss / leverage
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allowed_loss = safe_float(balance) * (max_risk_percent / 100)
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@@ -465,6 +447,8 @@ async def open_position(
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timeInForce="GTC",
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orderLinkId=f"deal_{symbol}_{int(time.time())}",
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)
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if response.get("retCode", -1) == 0:
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return True
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if response.get("retCode", -1) != 0:
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logger.error(f"Ошибка открытия ордера: {response}")
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await message.answer(
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@@ -480,9 +464,11 @@ async def open_position(
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if liq_price > 0 and avg_price > 0:
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if side.lower() == "buy":
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take_profit_price = avg_price + (avg_price - liq_price)
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base_tp = avg_price + (avg_price - liq_price)
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take_profit_price = base_tp * (1 + commission_fee_percent)
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else:
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take_profit_price = avg_price - (liq_price - avg_price)
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base_tp = avg_price - (liq_price - avg_price)
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take_profit_price = base_tp * (1 - commission_fee_percent)
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take_profit_price = max(take_profit_price, 0)
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@@ -531,10 +517,10 @@ async def open_position(
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base_price = limit_price
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if side.lower() == "buy":
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take_profit_price = base_price * (1 + loss_profit / 100)
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take_profit_price = base_price * tp_multiplier
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stop_loss_price = base_price * (1 - loss_profit / 100)
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else:
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take_profit_price = base_price * (1 - loss_profit / 100)
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take_profit_price = base_price * (1 - (loss_profit / 100) - (commission_fee_percent))
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stop_loss_price = base_price * (1 + loss_profit / 100)
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take_profit_price = max(take_profit_price, 0)
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@@ -10,6 +10,7 @@ from app.services.Bybit.functions.Futures import (close_user_trade, set_take_pro
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get_active_positions_by_symbol, get_active_orders_by_symbol,
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get_active_positions, get_active_orders, cancel_all_tp_sl_orders,
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open_position, close_trade_after_delay, safe_float,
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calculate_total_budget, get_bybit_client,
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)
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from app.services.Bybit.functions.balance import get_balance
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import app.telegram.Keyboards.inline_keyboards as inline_markup
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@@ -17,6 +18,7 @@ import app.telegram.Keyboards.inline_keyboards as inline_markup
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import app.telegram.database.requests as rq
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from aiogram.types import Message, CallbackQuery
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from app.services.Bybit.functions.price_symbol import get_price
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import app.services.Bybit.functions.balance as balance_g
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from app.states.States import (state_update_entry_type, state_update_symbol, state_limit_price,
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SetTP_SL_State, CloseTradeTimerState)
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@@ -196,11 +198,18 @@ async def start_trading_process(callback: CallbackQuery) -> None:
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tg_id = callback.from_user.id
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message = callback.message
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data_main_stgs = await rq.get_user_main_settings(tg_id)
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data_risk_stgs = await rq.get_user_risk_management_settings(tg_id)
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client = await get_bybit_client(tg_id)
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symbol = await rq.get_symbol(tg_id)
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margin_mode = data_main_stgs.get('margin_type', 'Isolated')
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trading_mode = data_main_stgs.get('trading_mode')
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starting_quantity = safe_float(data_main_stgs.get('starting_quantity'))
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switch_state = data_main_stgs.get("switch_state", "По направлению")
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martingale_factor = safe_float(data_main_stgs.get('martingale_factor'))
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max_martingale_steps = int(data_main_stgs.get("maximal_quantity", 0))
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commission_fee = data_risk_stgs.get("commission_fee")
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fee_info = client.get_fee_rates(category='linear', symbol=symbol)
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if trading_mode == 'Switch':
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if switch_state == "По направлению":
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@@ -221,7 +230,33 @@ async def start_trading_process(callback: CallbackQuery) -> None:
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reply_markup=inline_markup.back_to_main)
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return
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if commission_fee == "Да":
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commission_fee_percent = safe_float(fee_info['result']['list'][0]['takerFeeRate'])
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else:
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commission_fee_percent = 0.0
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total_budget = await calculate_total_budget(
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starting_quantity=starting_quantity,
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martingale_factor=martingale_factor,
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max_steps=max_martingale_steps,
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commission_fee_percent=commission_fee_percent,
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)
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balance = await balance_g.get_balance(tg_id, message)
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if safe_float(balance) < total_budget:
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logger.error(
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f"Недостаточно средств для серии из {max_martingale_steps} шагов с текущими параметрами. "
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f"Требуемый бюджет: {total_budget:.2f} USDT, доступно: {balance} USDT."
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)
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await message.answer(
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f"Недостаточно средств для серии из {max_martingale_steps} шагов с текущими параметрами. "
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f"Требуемый бюджет: {total_budget:.2f} USDT, доступно: {balance} USDT.",
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reply_markup=inline_markup.back_to_main,
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)
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return
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await message.answer("Начинаю торговлю с использованием текущих настроек...")
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await rq.update_trigger(tg_id=tg_id, trigger="Автоматический")
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timer_data = await rq.get_user_timer(tg_id)
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if isinstance(timer_data, dict):
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@@ -259,6 +294,7 @@ async def cancel_start_trading(callback: CallbackQuery):
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pass
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user_trade_tasks.pop(tg_id, None)
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await rq.update_user_timer(tg_id, minutes=0)
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await rq.update_trigger(tg_id, "Ручной")
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await callback.message.answer("Запуск торговли отменён.", reply_markup=inline_markup.back_to_main)
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await callback.message.edit_reply_markup(reply_markup=None)
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else:
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@@ -505,9 +541,13 @@ async def stop_immediately(callback: CallbackQuery):
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Останавливает торговлю немедленно.
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"""
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tg_id = callback.from_user.id
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symbol = await rq.get_symbol(tg_id)
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await close_user_trade(tg_id, symbol)
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await rq.update_trigger(tg_id, "Ручной")
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await callback.message.answer("Автоматическая торговля остановлена.", reply_markup=inline_markup.back_to_main)
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await rq.update_martingale_step(tg_id, 1)
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await callback.message.answer("Торговля остановлена.", reply_markup=inline_markup.back_to_main)
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await callback.answer()
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@@ -543,8 +583,13 @@ async def process_stop_delay(message: Message, state: FSMContext):
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await message.answer(f"Торговля будет остановлена через {delay_minutes} минут.",
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reply_markup=inline_markup.back_to_main)
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await asyncio.sleep(delay_seconds)
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symbol = await rq.get_symbol(tg_id)
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await close_user_trade(tg_id, symbol)
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await rq.update_trigger(tg_id, "Ручной")
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await message.answer("Автоматическая торговля остановлена.", reply_markup=inline_markup.back_to_main)
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await rq.update_martingale_step(tg_id, 1)
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await message.answer("Торговля остановлена.", reply_markup=inline_markup.back_to_main)
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await state.clear()
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@@ -559,4 +604,4 @@ async def cancel(callback: CallbackQuery, state: FSMContext) -> None:
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await callback.message.answer("Отменено!", reply_markup=inline_markup.back_to_main)
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await callback.answer()
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except Exception as e:
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logger.error("Ошибка при обработке отмены: %s", e)
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logger.error("Ошибка при обработке отмены: %s", e)
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