2
0
forked from kodorvan/stcs

The logic of the trading cycle has been changed, fixed errors when setting TP and SL

This commit is contained in:
algizn97
2025-11-09 13:10:13 +05:00
parent 39bbe8d997
commit 7c85c03d10
4 changed files with 178 additions and 158 deletions

View File

@@ -75,6 +75,12 @@ async def start_trading_cycle(
commission_place=commission_place, commission_place=commission_place,
pnl_series=0 pnl_series=0
) )
await rq.set_total_fee_user_auto_trading(
tg_id=tg_id, symbol=symbol, total_fee=0
)
await rq.set_fee_user_auto_trading(
tg_id=tg_id, symbol=symbol, fee=0
)
res = await open_positions( res = await open_positions(
tg_id=tg_id, tg_id=tg_id,
@@ -343,7 +349,6 @@ async def open_positions(
"triggerBy": "LastPrice", "triggerBy": "LastPrice",
"timeInForce": "GTC", "timeInForce": "GTC",
"positionIdx": 0, "positionIdx": 0,
"tpslMode": "Full",
} }
response = client.place_order(**order_params) response = client.place_order(**order_params)

View File

@@ -13,7 +13,7 @@ async def set_tp_sl_for_position(
take_profit_price: float, take_profit_price: float,
stop_loss_price: float, stop_loss_price: float,
position_idx: int, position_idx: int,
) -> bool: ) -> bool | str:
""" """
Set take profit and stop loss for a symbol. Set take profit and stop loss for a symbol.
:param tg_id: Telegram user ID :param tg_id: Telegram user ID
@@ -21,7 +21,7 @@ async def set_tp_sl_for_position(
:param take_profit_price: Take profit price :param take_profit_price: Take profit price
:param stop_loss_price: Stop loss price :param stop_loss_price: Stop loss price
:param position_idx: Position index :param position_idx: Position index
:return: bool :return: bool or str
""" """
try: try:
client = await get_bybit_client(tg_id) client = await get_bybit_client(tg_id)
@@ -40,8 +40,18 @@ async def set_tp_sl_for_position(
logger.info("TP/SL for %s has been set", symbol) logger.info("TP/SL for %s has been set", symbol)
return True return True
else: else:
logger.error("Error setting TP/SL for %s: %s", symbol, resp.get("retMsg")) error_msg = resp.get("retMsg")
return False if "not modified" in error_msg.lower():
logger.info("TP/SL for %s not modified: %s", symbol, error_msg)
return "not modified"
else:
logger.error("Error setting TP/SL for %s: %s", symbol, error_msg)
return False
except Exception as e: except Exception as e:
logger.error("Error setting TP/SL for %s: %s", symbol, e) error_msg = str(e)
return False if "not modified" in error_msg.lower():
logger.info("TP/SL for %s not modified: %s", symbol, error_msg)
return "not modified"
else:
logger.error("Error set TP/SL for %s: %s", symbol, e)
return False

View File

@@ -16,10 +16,13 @@ logger = logging.getLogger("telegram_message_handler")
class TelegramMessageHandler: class TelegramMessageHandler:
def __init__(self, telegram_bot): def __init__(self, telegram_bot):
"""Initialize the TelegramMessageHandler class."""
self.telegram_bot = telegram_bot self.telegram_bot = telegram_bot
async def format_order_update(self, message, tg_id): async def format_order_update(self, message, tg_id):
"""Handle order updates."""
try: try:
# logger.info("Order update: %s", json.dumps(message))
user_additional_data = await rq.get_user_additional_settings(tg_id=tg_id) user_additional_data = await rq.get_user_additional_settings(tg_id=tg_id)
trigger_price = safe_float(user_additional_data.trigger_price) trigger_price = safe_float(user_additional_data.trigger_price)
if trigger_price > 0: if trigger_price > 0:
@@ -56,6 +59,7 @@ class TelegramMessageHandler:
logger.error("Error in format_order_update: %s", e) logger.error("Error in format_order_update: %s", e)
async def format_execution_update(self, message, tg_id): async def format_execution_update(self, message, tg_id):
"""Handle execution updates without duplicate processing."""
try: try:
# logger.info("Execution update: %s", json.dumps(message)) # logger.info("Execution update: %s", json.dumps(message))
execution = message.get("data", [{}])[0] execution = message.get("data", [{}])[0]
@@ -68,6 +72,9 @@ class TelegramMessageHandler:
exec_fees = format_value(execution.get("execFee")) exec_fees = format_value(execution.get("execFee"))
fee_rate = format_value(execution.get("feeRate")) fee_rate = format_value(execution.get("feeRate"))
side = format_value(execution.get("side")) side = format_value(execution.get("side"))
exec_pnl = format_value(execution.get("execPnl"))
stop_order_type = format_value(execution.get("stopOrderType"))
create_type = format_value(execution.get("createType"))
user_auto_trading = await rq.get_user_auto_trading( user_auto_trading = await rq.get_user_auto_trading(
tg_id=tg_id, symbol=symbol tg_id=tg_id, symbol=symbol
@@ -76,175 +83,154 @@ class TelegramMessageHandler:
user_auto_trading.auto_trading if user_auto_trading else False user_auto_trading.auto_trading if user_auto_trading else False
) )
side_rus = ( if auto_trading:
"Покупка" side_rus = (
if side == "Buy" "Покупка"
else "Продажа" if side == "Sell" else "Нет данных" if side == "Buy"
) else "Продажа" if side == "Sell" else "Нет данных"
if safe_float(exec_fees) == 0:
exec_fee = safe_float(exec_price) * safe_float(exec_qty) * safe_float(
fee_rate
) )
else: if safe_float(exec_fees) == 0:
exec_fee = safe_float(exec_fees) exec_fee = safe_float(exec_price) * safe_float(exec_qty) * safe_float(
fee_rate
if safe_float(closed_size) == 0: )
await rq.set_fee_user_auto_trading(
tg_id=tg_id, symbol=symbol, fee=safe_float(exec_fee)
)
get_total_fee = 0
if user_auto_trading is not None:
get_total_fee = user_auto_trading.total_fee
total_fee = safe_float(exec_fee) + safe_float(get_total_fee)
exec_pnl = format_value(execution.get("execPnl"))
ex_pnl = safe_float(exec_pnl)
pnl = safe_float(exec_pnl)
header = (
"Сделка закрыта:" if safe_float(closed_size) > 0 else "Сделка открыта:"
)
text = f"{header}\n" f"Торговая пара: {symbol}\n"
user_deals_data = await rq.get_user_deal_by_symbol(
tg_id=tg_id, symbol=symbol
)
if user_deals_data is None:
commission_fee = "Yes_commission_fee"
commission_place = "Commission_for_qty"
else:
commission_fee = user_deals_data.commission_fee or "Yes_commission_fee"
commission_place = user_deals_data.commission_place or "Commission_for_qty"
current_series = user_deals_data.current_series
current_step = user_deals_data.current_step
order_quantity = user_deals_data.order_quantity
pnl_series = user_deals_data.pnl_series
margin_type = user_deals_data.margin_type
take_profit_percent = user_deals_data.take_profit_percent
stop_loss_percent = user_deals_data.stop_loss_percent
fee = safe_float(user_auto_trading.fee)
total_pnl = safe_float(exec_pnl) - safe_float(exec_fee) - fee
leverage = safe_float(user_deals_data.leverage)
if commission_fee == "Yes_commission_fee":
if commission_place == "Commission_for_qty":
total_quantity = safe_float(order_quantity) + safe_float(
total_fee
) * 2
else: else:
total_quantity = safe_float(order_quantity) exec_fee = safe_float(exec_fees)
else:
total_quantity = safe_float(order_quantity)
if user_deals_data is not None and auto_trading and safe_float(closed_size) == 0: if safe_float(closed_size) == 0:
await rq.set_total_fee_user_auto_trading( await rq.set_fee_user_auto_trading(
tg_id=tg_id, symbol=symbol, total_fee=total_fee tg_id=tg_id, symbol=symbol, fee=safe_float(exec_fee)
)
get_total_fee = 0
if user_auto_trading is not None:
get_total_fee = user_auto_trading.total_fee
total_fee = safe_float(exec_fee) + safe_float(get_total_fee)
ex_pnl = safe_float(exec_pnl)
header = (
"Сделка закрыта:" if safe_float(closed_size) > 0 else "Сделка открыта:"
)
text = f"{header}\n" f"Торговая пара: {symbol}\n"
user_deals_data = await rq.get_user_deal_by_symbol(
tg_id=tg_id, symbol=symbol
) )
text += f"Текущая ставка: {total_quantity:.2f} USDT\n"
text += f"Серия №: {current_series}\n"
text += f"Сделка №: {current_step}\n"
text += ( commission_fee = user_deals_data.commission_fee
f"Цена исполнения: {exec_price}\n" commission_place = user_deals_data.commission_place
f"Комиссия: {exec_fee:.8f}\n" current_series = user_deals_data.current_series
) current_step = user_deals_data.current_step
order_quantity = user_deals_data.order_quantity
if safe_float(closed_size) == 0: pnl_series = user_deals_data.pnl_series
instruments_info = await get_instruments_info(tg_id=tg_id, symbol=symbol) margin_type = user_deals_data.margin_type
qty_step_str = instruments_info.get("lotSizeFilter").get("qtyStep") take_profit_percent = user_deals_data.take_profit_percent
qty_step = safe_float(qty_step_str) stop_loss_percent = user_deals_data.stop_loss_percent
qty = (safe_float(order_quantity) * safe_float(leverage)) / safe_float(exec_price) leverage = safe_float(user_deals_data.leverage)
decimals = abs(int(round(math.log10(qty_step)))) fee = safe_float(user_auto_trading.fee)
qty_format = math.floor(qty / qty_step) * qty_step total_pnl = safe_float(exec_pnl) - safe_float(exec_fee) - fee
qty_formatted = round(qty_format, decimals)
total_commission = 0
if commission_fee == "Yes_commission_fee": if commission_fee == "Yes_commission_fee":
if commission_place == "Commission_for_tp": if commission_place == "Commission_for_qty":
total_commission = safe_float(total_fee) / qty_formatted total_quantity = safe_float(order_quantity) + safe_float(
total_fee
if margin_type == "ISOLATED_MARGIN": ) * 2
if side == "Buy":
take_profit_price = safe_float(exec_price) * (
1 + take_profit_percent / 100) + total_commission
stop_loss_price = None
else: else:
take_profit_price = safe_float(exec_price) * ( total_quantity = safe_float(order_quantity)
1 - take_profit_percent / 100) - total_commission
stop_loss_price = None
else: else:
if side == "Buy": total_quantity = safe_float(order_quantity)
take_profit_price = safe_float(exec_price) * (
1 + take_profit_percent / 100) + total_commission if user_deals_data is not None and safe_float(closed_size) == 0:
stop_loss_price = safe_float(exec_price) * (1 - stop_loss_percent / 100) await rq.set_total_fee_user_auto_trading(
tg_id=tg_id, symbol=symbol, total_fee=total_fee
)
text += f"Текущая ставка: {total_quantity:.2f} USDT\n"
text += f"Серия №: {current_series}\n"
text += f"Сделка №: {current_step}\n"
text += (
f"Цена исполнения: {exec_price}\n"
f"Комиссия: {exec_fee:.8f}\n"
)
if safe_float(closed_size) == 0:
instruments_info = await get_instruments_info(tg_id=tg_id, symbol=symbol)
qty_step_str = instruments_info.get("lotSizeFilter").get("qtyStep")
qty_step = safe_float(qty_step_str)
qty = (safe_float(order_quantity) * safe_float(leverage)) / safe_float(exec_price)
decimals = abs(int(round(math.log10(qty_step))))
qty_format = math.floor(qty / qty_step) * qty_step
qty_formatted = round(qty_format, decimals)
total_commission = 0
if commission_fee == "Yes_commission_fee":
if commission_place == "Commission_for_tp":
total_commission = safe_float(total_fee) / qty_formatted
if margin_type == "ISOLATED_MARGIN":
if side == "Buy":
take_profit_price = safe_float(exec_price) * (
1 + take_profit_percent / 100) + total_commission
stop_loss_price = None
else:
take_profit_price = safe_float(exec_price) * (
1 - take_profit_percent / 100) - total_commission
stop_loss_price = None
else: else:
take_profit_price = safe_float(exec_price) * ( if side == "Buy":
1 - take_profit_percent / 100) - total_commission take_profit_price = safe_float(exec_price) * (
stop_loss_price = safe_float(exec_price) * (1 + stop_loss_percent / 100) 1 + take_profit_percent / 100) + total_commission
stop_loss_price = safe_float(exec_price) * (1 - stop_loss_percent / 100)
else:
take_profit_price = safe_float(exec_price) * (
1 - take_profit_percent / 100) - total_commission
stop_loss_price = safe_float(exec_price) * (1 + stop_loss_percent / 100)
ress = await set_tp_sl_for_position(tg_id=tg_id,
symbol=symbol,
take_profit_price=take_profit_price,
stop_loss_price=stop_loss_price,
position_idx=0)
if ress or ress == "not modified":
take_profit_truncated = await truncate_float(take_profit_price, 6)
text += (f"Движение: {side_rus}\n"
f"Тейк-профит: {take_profit_truncated}\n"
)
if stop_loss_price is not None:
stop_loss_truncated = await truncate_float(stop_loss_price, 6)
else:
stop_loss_truncated = None
if stop_loss_truncated is not None:
text += f"Стоп-лосс: {stop_loss_truncated}\n"
else:
deals = await get_active_positions_by_symbol(
tg_id=tg_id, symbol=symbol
)
position = next((d for d in deals if d.get("symbol") == symbol), None)
if position:
liq_price = position.get("liqPrice", 0)
text += f"Цена ликвидации: {liq_price}\n"
take_profit_price = max(take_profit_price, 0)
stop_loss_price = max(stop_loss_price, 0)
ress = await set_tp_sl_for_position(tg_id=tg_id,
symbol=symbol,
take_profit_price=take_profit_price,
stop_loss_price=stop_loss_price,
position_idx=0)
if ress:
take_profit_truncated = await truncate_float(take_profit_price, 6)
text += (f"Движение: {side_rus}\n"
f"Тейк-профит: {take_profit_truncated}\n"
)
if stop_loss_price is not None:
stop_loss_truncated = await truncate_float(stop_loss_price, 6)
else: else:
stop_loss_truncated = None text += (f"Движение: {side_rus}\n"
"Не удалось установить ТП и СЛ\n")
if stop_loss_truncated is not None: elif safe_float(closed_size) > 0 and auto_trading:
text += f"Стоп-лосс: {stop_loss_truncated}\n"
else:
deals = await get_active_positions_by_symbol(
tg_id=tg_id, symbol=symbol
)
position = next((d for d in deals if d.get("symbol") == symbol), None)
if position:
liq_price = position.get("liqPrice", 0)
text += f"Цена ликвидации: {liq_price}\n"
else:
text += (f"Движение: {side_rus}\n"
"Не удалось установить ТП и СЛ\n")
else:
if auto_trading:
new_pnl = safe_float(pnl_series) + total_pnl new_pnl = safe_float(pnl_series) + total_pnl
await rq.set_pnl_series_by_symbol( await rq.set_pnl_series_by_symbol(
tg_id=tg_id, symbol=symbol, pnl_series=new_pnl) tg_id=tg_id, symbol=symbol, pnl_series=new_pnl)
text += f"\nПрибыль без комиссии: {ex_pnl:.4f}\n" text += f"\nПрибыль без комиссии: {ex_pnl:.4f}\n"
text += f"Реализованная прибыль: {total_pnl:.4f}\n" text += f"Реализованная прибыль: {total_pnl:.4f}\n"
text += f"Прибыль серии: {safe_float(new_pnl):.4f}\n" text += f"Прибыль серии: {safe_float(new_pnl):.4f}\n"
else:
text += f"\nПрибыль без комиссии: {ex_pnl:.4f}\n"
text += f"Реализованная прибыль: {total_pnl:.4f}\n"
await self.telegram_bot.send_message( await self.telegram_bot.send_message(
chat_id=tg_id, text=text, reply_markup=kbi.profile_bybit chat_id=tg_id, text=text, reply_markup=kbi.profile_bybit
) )
user_symbols = user_auto_trading.symbol if user_auto_trading else None if stop_order_type == "TakeProfit":
if (
auto_trading
and safe_float(closed_size) > 0
and user_symbols is not None
):
if safe_float(pnl) > 0:
profit_text = "📈 Начинаю новую серию с базовой ставки\n" profit_text = "📈 Начинаю новую серию с базовой ставки\n"
await self.telegram_bot.send_message( await self.telegram_bot.send_message(
chat_id=tg_id, text=profit_text, reply_markup=kbi.profile_bybit chat_id=tg_id, text=profit_text, reply_markup=kbi.profile_bybit
@@ -297,7 +283,8 @@ class TelegramMessageHandler:
text=error_text, text=error_text,
reply_markup=kbi.profile_bybit, reply_markup=kbi.profile_bybit,
) )
else:
elif stop_order_type == "StopLoss" or exec_type == "BustTrade":
open_order_text = "\n❗️ Открываю новую сделку с увеличенной ставкой.\n" open_order_text = "\n❗️ Открываю новую сделку с увеличенной ставкой.\n"
await self.telegram_bot.send_message( await self.telegram_bot.send_message(
chat_id=tg_id, text=open_order_text chat_id=tg_id, text=open_order_text
@@ -321,7 +308,7 @@ class TelegramMessageHandler:
"ab not enough for new order": "❗️ Недостаточно средств для продолжения торговли", "ab not enough for new order": "❗️ Недостаточно средств для продолжения торговли",
"InvalidRequestError": "❗️ Недостаточно средств для размещения нового ордера с заданным количеством и плечом.", "InvalidRequestError": "❗️ Недостаточно средств для размещения нового ордера с заданным количеством и плечом.",
"The number of contracts exceeds maximum limit allowed": "❗️ Превышен максимальный лимит ставки", "The number of contracts exceeds maximum limit allowed": "❗️ Превышен максимальный лимит ставки",
"Order placement failed as your position may exceed the max": "❗️ Превышен максимальный лимит ставки", "Order placement failed as your position may exceed the max": "❗️ Превышен максимальный лимит ставки с текущим плечом",
} }
error_text = errors.get( error_text = errors.get(
res, "❗️ Не удалось открыть новую сделку" res, "❗️ Не удалось открыть новую сделку"
@@ -341,5 +328,23 @@ class TelegramMessageHandler:
text=error_text, text=error_text,
reply_markup=kbi.profile_bybit, reply_markup=kbi.profile_bybit,
) )
elif create_type == "CreateByClosing":
await self.telegram_bot.send_message(
chat_id=tg_id,
text=f"❗️ Торговля для {symbol} остановлена",
reply_markup=kbi.profile_bybit,
)
await rq.set_auto_trading(
tg_id=tg_id, symbol=symbol, auto_trading=False
)
await rq.set_total_fee_user_auto_trading(
tg_id=tg_id, symbol=symbol, total_fee=0
)
await rq.set_fee_user_auto_trading(
tg_id=tg_id, symbol=symbol, fee=0
)
logger.info("Stop trading for symbol: %s, create_type: %s, stop_order_type: %s: %s",
symbol, create_type, stop_order_type, tg_id)
except Exception as e: except Exception as e:
logger.error("Error in telegram_message_handler: %s", e, exc_info=True) logger.error("Error in telegram_message_handler: %s", e, exc_info=True)

View File

@@ -39,13 +39,13 @@ async def stop_all_trading(callback_query: CallbackQuery, state: FSMContext):
await rq.set_stop_timer(tg_id=callback_query.from_user.id, timer_end=0) await rq.set_stop_timer(tg_id=callback_query.from_user.id, timer_end=0)
await asyncio.sleep(timer_end * 60) await asyncio.sleep(timer_end * 60)
await close_position_by_symbol(
tg_id=callback_query.from_user.id, symbol=symbol)
await rq.set_auto_trading( await rq.set_auto_trading(
tg_id=callback_query.from_user.id, tg_id=callback_query.from_user.id,
symbol=symbol, symbol=symbol,
auto_trading=False, auto_trading=False,
) )
await close_position_by_symbol(
tg_id=callback_query.from_user.id, symbol=symbol)
await callback_query.message.edit_text(text=f"Торговля для {symbol} остановлена", reply_markup=kbi.profile_bybit) await callback_query.message.edit_text(text=f"Торговля для {symbol} остановлена", reply_markup=kbi.profile_bybit)