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The formula for calculating the number of contracts by price has been changed

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algizn97
2025-10-21 13:59:09 +05:00
parent 5ad69f3f6d
commit e61b7334a4
2 changed files with 7 additions and 33 deletions
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38
app/bybit/open_positions.py
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@@ -25,11 +25,9 @@ async def start_trading_cycle(
:param tg_id: Telegram user ID
"""
try:
client = await get_bybit_client(tg_id=tg_id)
symbol = await rq.get_user_symbol(tg_id=tg_id)
additional_data = await rq.get_user_additional_settings(tg_id=tg_id)
risk_management_data = await rq.get_user_risk_management(tg_id=tg_id)
commission_fee = risk_management_data.commission_fee
user_deals_data = await rq.get_user_deal_by_symbol(
tg_id=tg_id, symbol=symbol
)
@@ -43,6 +41,7 @@ async def start_trading_cycle(
max_bets_in_series = additional_data.max_bets_in_series
take_profit_percent = risk_management_data.take_profit_percent
stop_loss_percent = risk_management_data.stop_loss_percent
total_commission = 0
get_side = "Buy"
@@ -63,34 +62,6 @@ async def start_trading_cycle(
else:
side = "Sell"
# Get fee rates
fee_info = client.get_fee_rates(category="linear", symbol=symbol)
# Check if commission fee is enabled
commission_fee_percent = 0.0
if commission_fee == "Yes_commission_fee":
commission_fee_percent = safe_float(
fee_info["result"]["list"][0]["takerFeeRate"]
)
get_ticker = await get_tickers(tg_id, symbol=symbol)
price_symbol = safe_float(get_ticker.get("lastPrice")) or 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(price_symbol)
decimals = abs(int(round(math.log10(qty_step))))
qty_formatted = math.floor(qty / qty_step) * qty_step
qty_formatted = round(qty_formatted, decimals)
if trigger_price > 0:
po_trigger_price = str(trigger_price)
else:
po_trigger_price = None
price_for_cals = trigger_price if po_trigger_price is not None else price_symbol
total_commission = price_for_cals * qty_formatted * commission_fee_percent
await set_switch_position_mode(
tg_id=tg_id,
symbol=symbol,
@@ -269,7 +240,7 @@ async def open_positions(
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(price_symbol)
qty = (safe_float(order_quantity) * safe_float(leverage)) / safe_float(price_symbol)
decimals = abs(int(round(math.log10(qty_step))))
qty_formatted = math.floor(qty / qty_step) * qty_step
qty_formatted = round(qty_formatted, decimals)
@@ -285,6 +256,9 @@ async def open_positions(
price_for_cals = trigger_price if po_trigger_price is not None else price_symbol
if qty_formatted <= 0:
return "Order does not meet minimum order value"
if margin_type == "ISOLATED_MARGIN":
liq_long, liq_short = await get_liquidation_price(
tg_id=tg_id,
@@ -361,5 +335,5 @@ async def open_positions(
return "InvalidRequestError"
except Exception as e:
logger.error("Error opening position for user %s: %s", tg_id, e)
logger.error("Error opening position for user %s: %s", tg_id, e, exc_info=True)
return None