Merge pull request 'devel' (#27) from Alex/stcs:devel into stable

Reviewed-on: #27
This commit is contained in:
2025-10-30 12:28:18 +07:00
11 changed files with 303 additions and 149 deletions

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@@ -0,0 +1,44 @@
"""Added TP_SL and PNL
Revision ID: 3fca121b7554
Revises: adf3d2991896
Create Date: 2025-10-29 11:07:45.350771
"""
from typing import Sequence, Union
from alembic import op
import sqlalchemy as sa
from sqlalchemy import inspect
# revision identifiers, used by Alembic.
revision: str = '3fca121b7554'
down_revision: Union[str, Sequence[str], None] = 'adf3d2991896'
branch_labels: Union[str, Sequence[str], None] = None
depends_on: Union[str, Sequence[str], None] = None
def upgrade() -> None:
"""Upgrade schema."""
conn = op.get_bind()
inspector = inspect(conn)
columns = [col['name'] for col in inspector.get_columns('user_deals')]
if 'pnl_series' not in columns:
op.add_column('user_deals', sa.Column('pnl_series', sa.Float(), nullable=True))
if 'take_profit' not in columns:
op.add_column('user_deals', sa.Column('take_profit', sa.Boolean(), nullable=False, server_default=sa.false()))
if 'stop_loss' not in columns:
op.add_column('user_deals', sa.Column('stop_loss', sa.Boolean(), nullable=False, server_default=sa.false()))
# ### end Alembic commands ###
def downgrade() -> None:
"""Downgrade schema."""
# ### commands auto generated by Alembic - please adjust! ###
op.drop_column('user_deals', 'stop_loss')
op.drop_column('user_deals', 'take_profit')
op.drop_column('user_deals', 'pnl_series')
# ### end Alembic commands ###

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@@ -0,0 +1,49 @@
"""Fixed TP_SL type
Revision ID: 8329c0994b26
Revises: 3fca121b7554
Create Date: 2025-10-29 13:07:52.161139
"""
from typing import Sequence, Union
from alembic import op
import sqlalchemy as sa
# revision identifiers, used by Alembic.
revision: str = '8329c0994b26'
down_revision: Union[str, Sequence[str], None] = '3fca121b7554'
branch_labels: Union[str, Sequence[str], None] = None
depends_on: Union[str, Sequence[str], None] = None
def upgrade():
with op.batch_alter_table('user_deals', recreate='always') as batch_op:
# Добавляем новую колонку с нужным типом
batch_op.add_column(sa.Column('take_profit_new', sa.Float(), nullable=False, server_default='0'))
# После закрытия batch создается и переименовывается таблица.
# Теперь мы можем обновить данные.
op.execute(
"UPDATE user_deals SET take_profit_new = CAST(take_profit AS FLOAT)"
)
with op.batch_alter_table('user_deals', recreate='always') as batch_op:
# Удаляем старую колонку
batch_op.drop_column('take_profit')
# Меняем имя новой колонки на старое
batch_op.alter_column('take_profit_new', new_column_name='take_profit')
def downgrade():
# Аналогично, но в обратном порядке и типе
with op.batch_alter_table('user_deals', recreate='always') as batch_op:
batch_op.add_column(sa.Column('take_profit_old', sa.Boolean(), nullable=False, server_default='0'))
op.execute(
"UPDATE user_deals SET take_profit_old = CAST(take_profit AS BOOLEAN)"
)
with op.batch_alter_table('user_deals', recreate='always') as batch_op:
batch_op.drop_column('take_profit')
batch_op.alter_column('take_profit_old', new_column_name='take_profit')

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@@ -78,7 +78,8 @@ async def start_trading_cycle(
stop_loss_percent=stop_loss_percent,
base_quantity=order_quantity,
commission_fee=commission_fee,
commission_place=commission_place
commission_place=commission_place,
pnl_series=0
)
res = await open_positions(
@@ -87,10 +88,7 @@ async def start_trading_cycle(
side=side,
order_quantity=order_quantity,
trigger_price=trigger_price,
margin_type=margin_type,
leverage=leverage,
take_profit_percent=take_profit_percent,
stop_loss_percent=stop_loss_percent,
leverage=leverage
)
if res == "OK":
@@ -171,7 +169,8 @@ async def trading_cycle_profit(
stop_loss_percent=stop_loss_percent,
base_quantity=base_quantity,
commission_fee=commission_fee,
commission_place=commission_place
commission_place=commission_place,
pnl_series=0
)
res = await open_positions(
@@ -180,10 +179,7 @@ async def trading_cycle_profit(
side=s_side,
order_quantity=base_quantity,
trigger_price=trigger_price,
margin_type=margin_type,
leverage=leverage,
take_profit_percent=take_profit_percent,
stop_loss_percent=stop_loss_percent,
leverage=leverage
)
if res == "OK":
@@ -227,6 +223,7 @@ async def trading_cycle(
base_quantity = user_deals_data.base_quantity
side_mode = user_deals_data.side_mode
current_series = user_deals_data.current_series
pnl_series = user_deals_data.pnl_series
next_quantity = safe_float(order_quantity) * (
safe_float(martingale_factor)
@@ -272,7 +269,8 @@ async def trading_cycle(
stop_loss_percent=stop_loss_percent,
base_quantity=base_quantity,
commission_fee=commission_fee,
commission_place=commission_place
commission_place=commission_place,
pnl_series=pnl_series
)
res = await open_positions(
@@ -281,10 +279,7 @@ async def trading_cycle(
side=r_side,
order_quantity=total_quantity,
trigger_price=trigger_price,
margin_type=margin_type,
leverage=leverage,
take_profit_percent=take_profit_percent,
stop_loss_percent=stop_loss_percent,
leverage=leverage
)
if res == "OK":
@@ -313,18 +308,10 @@ async def open_positions(
symbol: str,
order_quantity: float,
trigger_price: float,
margin_type: str,
leverage: str,
take_profit_percent: float,
stop_loss_percent: float
leverage: str
) -> str | None:
try:
client = await get_bybit_client(tg_id=tg_id)
user_deals_data = await rq.get_user_deal_by_symbol(tg_id=tg_id, symbol=symbol)
commission_fee = user_deals_data.commission_fee
commission_place = user_deals_data.commission_place
user_auto_trading_data = await rq.get_user_auto_trading(tg_id=tg_id, symbol=symbol)
total_fee = user_auto_trading_data.total_fee
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)
@@ -342,38 +329,6 @@ async def open_positions(
po_trigger_price = None
trigger_direction = None
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"
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 = price_for_cals * (
1 + take_profit_percent / 100) + total_commission
stop_loss_price = None
else:
take_profit_price = price_for_cals * (
1 - take_profit_percent / 100) - total_commission
stop_loss_price = None
else:
if side == "Buy":
take_profit_price = price_for_cals * (
1 + take_profit_percent / 100) + total_commission
stop_loss_price = price_for_cals * (1 - stop_loss_percent / 100)
else:
take_profit_price = price_for_cals * (
1 - take_profit_percent / 100) - total_commission
stop_loss_price = price_for_cals * (1 + stop_loss_percent / 100)
take_profit_price = max(take_profit_price, 0)
stop_loss_price = max(stop_loss_price, 0)
# Place order
order_params = {
"category": "linear",
@@ -387,8 +342,6 @@ async def open_positions(
"timeInForce": "GTC",
"positionIdx": 0,
"tpslMode": "Full",
"takeProfit": str(take_profit_price) if take_profit_price else None,
"stopLoss": str(stop_loss_price) if stop_loss_price else None,
}
response = client.place_order(**order_params)

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@@ -1,10 +1,13 @@
import logging.config
import math
import app.telegram.keyboards.inline as kbi
import database.request as rq
from app.bybit.get_functions.get_instruments_info import get_instruments_info
from app.bybit.logger_bybit.logger_bybit import LOGGING_CONFIG
from app.bybit.open_positions import trading_cycle, trading_cycle_profit
from app.helper_functions import format_value, safe_float
from app.bybit.set_functions.set_tp_sl import set_tp_sl_for_position
from app.helper_functions import format_value, safe_float, truncate_float
logging.config.dictConfig(LOGGING_CONFIG)
logger = logging.getLogger("telegram_message_handler")
@@ -14,65 +17,40 @@ class TelegramMessageHandler:
def __init__(self, telegram_bot):
self.telegram_bot = telegram_bot
async def format_position_update(self, message):
pass
async def format_order_update(self, message, tg_id):
try:
order_data = message.get("data", [{}])[0]
symbol = format_value(order_data.get("symbol"))
qty = format_value(order_data.get("qty"))
side = format_value(order_data.get("side"))
side_rus = (
"Покупка"
if side == "Buy"
else "Продажа" if side == "Sell" else "Нет данных"
)
order_status = format_value(order_data.get("orderStatus"))
price = format_value(order_data.get("price"))
trigger_price = format_value(order_data.get("triggerPrice"))
take_profit = format_value(order_data.get("takeProfit"))
stop_loss = format_value(order_data.get("stopLoss"))
user_additional_data = await rq.get_user_additional_settings(tg_id=tg_id)
trigger_price = safe_float(user_additional_data.trigger_price)
if trigger_price > 0:
order_data = message.get("data", [{}])[0]
symbol = format_value(order_data.get("symbol"))
side = format_value(order_data.get("side"))
side_rus = (
"Покупка"
if side == "Buy"
else "Продажа" if side == "Sell" else "Нет данных"
)
order_status = format_value(order_data.get("orderStatus"))
tr_price = format_value(order_data.get("triggerPrice"))
status_map = {
"Untriggered": "Условный ордер выставлен",
}
status_map = {
"Untriggered": "Условный ордер выставлен",
}
if order_status == "Filled" or order_status not in status_map:
return None
if order_status == "Filled" or order_status not in status_map:
return None
user_auto_trading = await rq.get_user_auto_trading(
tg_id=tg_id, symbol=symbol
)
auto_trading = (
user_auto_trading.auto_trading if user_auto_trading else False
)
user_deals_data = await rq.get_user_deal_by_symbol(
tg_id=tg_id, symbol=symbol
)
text = (
f"Торговая пара: {symbol}\n"
f"Движение: {side_rus}\n"
)
if tr_price and tr_price != "Нет данных":
text += f"Триггер цена: {tr_price}\n"
text = (
f"Торговая пара: {symbol}\n"
f"Движение: {side_rus}\n"
)
if user_deals_data is not None and auto_trading:
text += f"Текущая ставка: {user_deals_data.order_quantity} USDT\n"
else:
text += f"Количество: {qty}\n"
if price and price != "0":
text += f"Цена: {price}\n"
if take_profit and take_profit != "Нет данных":
text += f"Тейк-профит: {take_profit}\n"
if stop_loss and stop_loss != "Нет данных":
text += f"Стоп-лосс: {stop_loss}\n"
if trigger_price and trigger_price != "Нет данных":
text += f"Триггер цена: {trigger_price}\n"
await self.telegram_bot.send_message(
chat_id=tg_id, text=text, reply_markup=kbi.profile_bybit
)
await self.telegram_bot.send_message(
chat_id=tg_id, text=text, reply_markup=kbi.profile_bybit
)
await rq.set_trigger_price(tg_id=tg_id, trigger_price=0)
except Exception as e:
logger.error("Error in format_order_update: %s", e)
@@ -111,6 +89,7 @@ class TelegramMessageHandler:
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 = (
@@ -127,24 +106,33 @@ class TelegramMessageHandler:
commission_fee = user_deals_data.commission_fee
commission_place = user_deals_data.commission_place
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(user_deals_data.order_quantity) + safe_float(
total_quantity = safe_float(order_quantity) + safe_float(
total_fee
)
) * 2
else:
total_quantity = safe_float(user_deals_data.order_quantity)
total_quantity = safe_float(order_quantity)
else:
total_quantity = safe_float(user_deals_data.order_quantity)
total_quantity = safe_float(order_quantity)
if user_deals_data is not None and auto_trading and safe_float(closed_size) == 0:
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 №: {user_deals_data.current_series}\n"
text += f"Сделка №: {user_deals_data.current_step}\n"
text += f"Серия №: {current_series}\n"
text += f"Сделка №: {current_step}\n"
text += (
f"Цена исполнения: {exec_price}\n"
@@ -152,9 +140,61 @@ class TelegramMessageHandler:
)
if safe_float(closed_size) == 0:
text += f"Движение: {side_rus}\n"
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:
if side == "Buy":
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)
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)
take_profit_price = max(take_profit_price, 0)
stop_loss_price = max(stop_loss_price, 0)
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)
take_profit_truncated = await truncate_float(take_profit_price, 4)
stop_loss_truncated = await truncate_float(stop_loss_price, 4)
text += (f"Движение: {side_rus}\n"
f"Тейк-профит: {take_profit_truncated}\n"
f"Стоп-лосс: {stop_loss_truncated}\n"
)
else:
text += f"\nПрибыль: {pnl:.7f}\n"
new_pnl = safe_float(pnl_series) + total_pnl
await rq.set_pnl_series_by_symbol(
tg_id=tg_id, symbol=symbol, pnl_series=new_pnl)
text += f"\nДоход: {ex_pnl:.4f}\n"
text += f"Реализованный PNL: {total_pnl:.4f}\n"
text += f"Прибыль серии: {safe_float(new_pnl):.4f}\n"
await self.telegram_bot.send_message(
chat_id=tg_id, text=text, reply_markup=kbi.profile_bybit
@@ -186,6 +226,7 @@ class TelegramMessageHandler:
await rq.set_fee_user_auto_trading(
tg_id=tg_id, symbol=symbol, fee=0
)
await rq.set_pnl_series_by_symbol(tg_id=tg_id, symbol=symbol, pnl_series=0)
res = await trading_cycle_profit(
tg_id=tg_id, symbol=symbol, side=r_side
@@ -263,4 +304,4 @@ class TelegramMessageHandler:
)
except Exception as e:
logger.error("Error in telegram_message_handler: %s", e)
logger.error("Error in telegram_message_handler: %s", e, exc_info=True)

View File

@@ -25,6 +25,7 @@ class WebSocketBot:
self.user_keys = {}
self.loop = None
self.message_handler = TelegramMessageHandler(telegram_bot)
self.last_execution_seq = {}
async def run_user_check_loop(self):
"""Run a loop to check for users and connect them to the WebSocket."""
@@ -83,12 +84,6 @@ class WebSocketBot:
self.user_sockets[tg_id] = self.ws_private
# Connect to the WebSocket private channel
# Handle position updates
self.ws_private.position_stream(
lambda msg: self.loop.call_soon_threadsafe(
asyncio.create_task, self.handle_position_update(msg)
)
)
# Handle order updates
self.ws_private.order_stream(
lambda msg: self.loop.call_soon_threadsafe(
@@ -106,17 +101,23 @@ class WebSocketBot:
logger.error("Error connecting user %s: %s", tg_id, e)
return False
async def handle_position_update(self, message):
"""Handle position updates."""
await self.message_handler.format_position_update(message)
async def handle_order_update(self, message, tg_id):
"""Handle order updates."""
await self.message_handler.format_order_update(message, tg_id)
async def handle_execution_update(self, message, tg_id):
"""Handle execution updates."""
await self.message_handler.format_execution_update(message, tg_id)
data_items = message.get('data', [])
if not data_items:
return
for exec_data in data_items:
seq = exec_data.get('seq')
if tg_id not in self.last_execution_seq:
self.last_execution_seq[tg_id] = -1
if seq <= self.last_execution_seq[tg_id]:
continue
self.last_execution_seq[tg_id] = seq
await self.message_handler.format_execution_update(message, tg_id)
@staticmethod
async def get_users_from_db():

View File

@@ -179,3 +179,9 @@ async def calculate_total_budget(
total += r_quantity
return total
async def truncate_float(f, decimals=4):
factor = 10 ** decimals
return int(f * factor) / factor

View File

@@ -121,7 +121,7 @@ async def set_symbol(message: Message, state: FSMContext) -> None:
)
await rq.set_leverage(tg_id=message.from_user.id, leverage=str(max_leverage))
risk_percent = 100 / safe_float(max_leverage)
risk_percent = 10 / safe_float(max_leverage)
await rq.set_stop_loss_percent(
tg_id=message.from_user.id, stop_loss_percent=risk_percent)
await rq.set_take_profit_percent(

View File

@@ -660,7 +660,7 @@ async def set_leverage_handler(message: Message, state: FSMContext) -> None:
text=f"Кредитное плечо успешно установлено на {leverage_float}",
reply_markup=kbi.back_to_additional_settings,
)
risk_percent = 100 / safe_float(leverage_float)
risk_percent = 10 / safe_float(leverage_float)
await rq.set_stop_loss_percent(
tg_id=message.from_user.id, stop_loss_percent=risk_percent)
await rq.set_take_profit_percent(

View File

@@ -39,21 +39,15 @@ 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 asyncio.sleep(timer_end * 60)
user_auto_trading = await rq.get_user_auto_trading(
tg_id=callback_query.from_user.id, symbol=symbol
await rq.set_auto_trading(
tg_id=callback_query.from_user.id,
symbol=symbol,
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)
if user_auto_trading and user_auto_trading.auto_trading:
await rq.set_auto_trading(
tg_id=callback_query.from_user.id,
symbol=symbol,
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)
else:
await callback_query.message.edit_text(text=f"Нет активной торговли для {symbol}", reply_markup=kbi.profile_bybit)
task = asyncio.create_task(delay_start())
await add_stop_task(user_id=callback_query.from_user.id, task=task)

View File

@@ -160,6 +160,9 @@ class UserDeals(Base):
current_series = Column(Integer, nullable=True)
commission_fee = Column(String, nullable=True)
commission_place = Column(String, nullable=True)
pnl_series = Column(Float, nullable=True)
take_profit = Column(Float, nullable=False, default=0.0)
stop_loss = Column(Float, nullable=False, default=0.0)
user = relationship("User", back_populates="user_deals")

View File

@@ -200,6 +200,8 @@ async def create_user_additional_settings(tg_id: int) -> None:
user=user,
trade_mode="Long", # Default value
switch_side="По направлению",
side="Buy",
trigger_price=0.0,
margin_type="ISOLATED_MARGIN",
leverage="10",
order_quantity=1.0,
@@ -990,7 +992,8 @@ async def set_user_deal(
stop_loss_percent: int,
base_quantity: float,
commission_fee: str,
commission_place: str
commission_place: str,
pnl_series: float
):
"""
Set the user deal in the database.
@@ -1011,6 +1014,7 @@ async def set_user_deal(
:param base_quantity: Base quantity
:param commission_fee: Commission fee
:param commission_place: Commission place
:param pnl_series: PNL series
:return: bool
"""
try:
@@ -1043,6 +1047,7 @@ async def set_user_deal(
deal.base_quantity = base_quantity
deal.commission_fee = commission_fee
deal.commission_place = commission_place
deal.pnl_series = pnl_series
else:
# Creating new record
new_deal = UserDeals(
@@ -1062,7 +1067,8 @@ async def set_user_deal(
stop_loss_percent=stop_loss_percent,
base_quantity=base_quantity,
commission_fee=commission_fee,
commission_place=commission_place
commission_place=commission_place,
pnl_series=pnl_series
)
session.add(new_deal)
@@ -1199,6 +1205,63 @@ async def set_current_series(tg_id: int, symbol: str, current_series: int):
return False
async def set_tp_sl_by_symbol(tg_id: int, symbol: str, tp: float, sl: float):
"""Set tp and sl for a user deal by symbol in the database."""
try:
async with async_session() as session:
result = await session.execute(select(User).filter_by(tg_id=tg_id))
user = result.scalars().first()
if user is None:
logger.error(f"User with tg_id={tg_id} not found")
return False
result = await session.execute(
select(UserDeals).filter_by(user_id=user.id, symbol=symbol)
)
record = result.scalars().first()
if record:
record.take_profit = tp
record.stop_loss = sl
else:
logger.error(f"User deal with user_id={user.id} and symbol={symbol} not found")
return False
await session.commit()
logger.info("Set tp and sl for user %s and symbol %s", tg_id, symbol)
return True
except Exception as e:
logger.error("Error setting user deal tp and sl for user %s and symbol %s: %s", tg_id, symbol, e)
return False
async def set_pnl_series_by_symbol(tg_id: int, symbol: str, pnl_series: float):
"""Set pnl series for a user deal by symbol in the database."""
try:
async with async_session() as session:
result = await session.execute(select(User).filter_by(tg_id=tg_id))
user = result.scalars().first()
if user is None:
logger.error(f"User with tg_id={tg_id} not found")
return False
result = await session.execute(
select(UserDeals).filter_by(user_id=user.id, symbol=symbol)
)
record = result.scalars().first()
if record:
record.pnl_series = pnl_series
else:
logger.error(f"User deal with user_id={user.id} and symbol={symbol} not found")
return False
await session.commit()
logger.info("Set pnl series for user %s and symbol %s", tg_id, symbol)
return True
except Exception as e:
logger.error("Error setting user deal pnl series for user %s and symbol %s: %s", tg_id, symbol, e)
return False
# USER AUTO TRADING
async def get_all_user_auto_trading(tg_id: int):