This commit is contained in:
algizn97
2025-09-17 20:51:30 +05:00
parent 17dba19078
commit 4c9901c14a
8 changed files with 104 additions and 112 deletions

View File

@@ -172,7 +172,7 @@ def parse_pnl_from_msg(msg) -> float:
return 0.0
async def calculate_total_budget(starting_quantity, martingale_factor, max_steps, commission_fee_percent, leverage, current_price):
async def calculate_total_budget(starting_quantity, martingale_factor, max_steps, commission_fee_percent):
"""
Вычисляет общий бюджет серии ставок с учётом цены пары, комиссии и кредитного плеча.
@@ -189,22 +189,16 @@ async def calculate_total_budget(starting_quantity, martingale_factor, max_steps
"""
total = 0
for step in range(max_steps):
quantity = starting_quantity * (martingale_factor ** step) # размер ставки на текущем шаге в USDT
base_quantity = starting_quantity * (martingale_factor ** step)
if commission_fee_percent == 0:
# Комиссия уже включена в сумму ставки, поэтому реальный размер позиции меньше
quantity = base_quantity / (1 + commission_fee_percent)
else:
# Комиссию добавляем сверху
quantity = base_quantity * (1 + commission_fee_percent)
# Переводим ставку из USDT в количество актива по текущей цене
quantity_in_asset = quantity / current_price
# Учитываем комиссию за вход и выход (умножаем на 2)
quantity_with_fee = quantity * (1 + 2 * commission_fee_percent / 100)
# Учитываем кредитное плечо - реальные собственные вложения меньше
effective_quantity = quantity_with_fee / leverage
total += effective_quantity
# Возвращаем бюджет в USDT
total_usdt = total * current_price
return total_usdt
total += quantity
return total
async def handle_execution_message(message, msg):
@@ -248,12 +242,12 @@ async def handle_execution_message(message, msg):
await rq.set_last_series_info(tg_id, last_side="Sell")
if trigger == "Автоматический" and closed_size > 0:
if pnl < 0:
if trading_mode == 'Switch':
side = data_main_stgs.get("last_side")
else:
side = "Buy" if trading_mode == "Long" else "Sell"
if trading_mode == 'Switch':
side = data_main_stgs.get("last_side")
else:
side = "Buy" if trading_mode == "Long" else "Sell"
if pnl < 0:
current_martingale = await rq.get_martingale_step(tg_id)
current_martingale_step = int(current_martingale)
@@ -262,6 +256,7 @@ async def handle_execution_message(message, msg):
float(martingale_factor) ** current_martingale_step
)
await rq.update_martingale_step(tg_id, current_martingale)
await rq.update_starting_quantity(tg_id=tg_id, num=next_quantity)
await message.answer(
f"❗️ Сделка закрылась в минус, открываю новую сделку с увеличенной ставкой.\n"
)
@@ -276,8 +271,11 @@ async def handle_execution_message(message, msg):
elif pnl > 0:
await rq.update_martingale_step(tg_id, 0)
num = data_main_stgs.get("base_quantity")
await rq.update_starting_quantity(tg_id=tg_id, num=num)
await message.answer(
"❗️ Прибыль достигнута, шаг мартингейла сброшен."
"❗️ Прибыль достигнута, шаг мартингейла сброшен. "
"Возврат к начальной ставке."
)
@@ -348,8 +346,6 @@ async def open_position(
max_risk_percent = safe_float(data_risk_stgs.get("max_risk_deal"))
loss_profit = safe_float(data_risk_stgs.get("price_loss"))
commission_fee = data_risk_stgs.get("commission_fee")
starting_quantity = safe_float(data_main_stgs.get('starting_quantity'))
martingale_factor = safe_float(data_main_stgs.get('martingale_factor'))
fee_info = client.get_fee_rates(category='linear', symbol=symbol)
instruments_resp = client.get_instruments_info(category="linear", symbol=symbol)
instrument = instruments_resp.get("result", {}).get("list", [])
@@ -359,33 +355,19 @@ async def open_position(
else:
commission_fee_percent = 0.0
total_budget = await calculate_total_budget(
starting_quantity=starting_quantity,
martingale_factor=martingale_factor,
max_steps=max_martingale_steps,
commission_fee_percent=commission_fee_percent,
leverage=leverage,
current_price=entry_price,
)
if commission_fee_percent > 0:
# Добавляем к тейк-профиту процент комиссии
tp_multiplier = 1 + (loss_profit / 100) + commission_fee_percent
else:
tp_multiplier = 1 + (loss_profit / 100)
balance = await balance_g.get_balance(tg_id, message)
if safe_float(balance) < total_budget:
logger.error(
f"Недостаточно средств для серии из {max_martingale_steps} шагов с текущими параметрами. "
f"Требуемый бюджет: {total_budget:.2f} USDT, доступно: {balance} USDT."
)
await message.answer(
f"Недостаточно средств для серии из {max_martingale_steps} шагов с текущими параметрами. "
f"Требуемый бюджет: {total_budget:.2f} USDT, доступно: {balance} USDT.",
reply_markup=inline_markup.back_to_main,
)
return
if order_type == "Limit" and limit_price:
price_for_calc = limit_price
else:
price_for_calc = entry_price
balance = await balance_g.get_balance(tg_id, message)
potential_loss = safe_float(quantity) * price_for_calc * (loss_profit / 100)
adjusted_loss = potential_loss / leverage
allowed_loss = safe_float(balance) * (max_risk_percent / 100)
@@ -465,6 +447,8 @@ async def open_position(
timeInForce="GTC",
orderLinkId=f"deal_{symbol}_{int(time.time())}",
)
if response.get("retCode", -1) == 0:
return True
if response.get("retCode", -1) != 0:
logger.error(f"Ошибка открытия ордера: {response}")
await message.answer(
@@ -480,9 +464,11 @@ async def open_position(
if liq_price > 0 and avg_price > 0:
if side.lower() == "buy":
take_profit_price = avg_price + (avg_price - liq_price)
base_tp = avg_price + (avg_price - liq_price)
take_profit_price = base_tp * (1 + commission_fee_percent)
else:
take_profit_price = avg_price - (liq_price - avg_price)
base_tp = avg_price - (liq_price - avg_price)
take_profit_price = base_tp * (1 - commission_fee_percent)
take_profit_price = max(take_profit_price, 0)
@@ -531,10 +517,10 @@ async def open_position(
base_price = limit_price
if side.lower() == "buy":
take_profit_price = base_price * (1 + loss_profit / 100)
take_profit_price = base_price * tp_multiplier
stop_loss_price = base_price * (1 - loss_profit / 100)
else:
take_profit_price = base_price * (1 - loss_profit / 100)
take_profit_price = base_price * (1 - (loss_profit / 100) - (commission_fee_percent))
stop_loss_price = base_price * (1 + loss_profit / 100)
take_profit_price = max(take_profit_price, 0)

View File

@@ -10,6 +10,7 @@ from app.services.Bybit.functions.Futures import (close_user_trade, set_take_pro
get_active_positions_by_symbol, get_active_orders_by_symbol,
get_active_positions, get_active_orders, cancel_all_tp_sl_orders,
open_position, close_trade_after_delay, safe_float,
calculate_total_budget, get_bybit_client,
)
from app.services.Bybit.functions.balance import get_balance
import app.telegram.Keyboards.inline_keyboards as inline_markup
@@ -17,6 +18,7 @@ import app.telegram.Keyboards.inline_keyboards as inline_markup
import app.telegram.database.requests as rq
from aiogram.types import Message, CallbackQuery
from app.services.Bybit.functions.price_symbol import get_price
import app.services.Bybit.functions.balance as balance_g
from app.states.States import (state_update_entry_type, state_update_symbol, state_limit_price,
SetTP_SL_State, CloseTradeTimerState)
@@ -196,11 +198,18 @@ async def start_trading_process(callback: CallbackQuery) -> None:
tg_id = callback.from_user.id
message = callback.message
data_main_stgs = await rq.get_user_main_settings(tg_id)
data_risk_stgs = await rq.get_user_risk_management_settings(tg_id)
client = await get_bybit_client(tg_id)
symbol = await rq.get_symbol(tg_id)
margin_mode = data_main_stgs.get('margin_type', 'Isolated')
trading_mode = data_main_stgs.get('trading_mode')
starting_quantity = safe_float(data_main_stgs.get('starting_quantity'))
switch_state = data_main_stgs.get("switch_state", "По направлению")
martingale_factor = safe_float(data_main_stgs.get('martingale_factor'))
max_martingale_steps = int(data_main_stgs.get("maximal_quantity", 0))
commission_fee = data_risk_stgs.get("commission_fee")
fee_info = client.get_fee_rates(category='linear', symbol=symbol)
if trading_mode == 'Switch':
if switch_state == "По направлению":
@@ -221,7 +230,33 @@ async def start_trading_process(callback: CallbackQuery) -> None:
reply_markup=inline_markup.back_to_main)
return
if commission_fee == "Да":
commission_fee_percent = safe_float(fee_info['result']['list'][0]['takerFeeRate'])
else:
commission_fee_percent = 0.0
total_budget = await calculate_total_budget(
starting_quantity=starting_quantity,
martingale_factor=martingale_factor,
max_steps=max_martingale_steps,
commission_fee_percent=commission_fee_percent,
)
balance = await balance_g.get_balance(tg_id, message)
if safe_float(balance) < total_budget:
logger.error(
f"Недостаточно средств для серии из {max_martingale_steps} шагов с текущими параметрами. "
f"Требуемый бюджет: {total_budget:.2f} USDT, доступно: {balance} USDT."
)
await message.answer(
f"Недостаточно средств для серии из {max_martingale_steps} шагов с текущими параметрами. "
f"Требуемый бюджет: {total_budget:.2f} USDT, доступно: {balance} USDT.",
reply_markup=inline_markup.back_to_main,
)
return
await message.answer("Начинаю торговлю с использованием текущих настроек...")
await rq.update_trigger(tg_id=tg_id, trigger="Автоматический")
timer_data = await rq.get_user_timer(tg_id)
if isinstance(timer_data, dict):
@@ -259,6 +294,7 @@ async def cancel_start_trading(callback: CallbackQuery):
pass
user_trade_tasks.pop(tg_id, None)
await rq.update_user_timer(tg_id, minutes=0)
await rq.update_trigger(tg_id, "Ручной")
await callback.message.answer("Запуск торговли отменён.", reply_markup=inline_markup.back_to_main)
await callback.message.edit_reply_markup(reply_markup=None)
else:
@@ -505,9 +541,13 @@ async def stop_immediately(callback: CallbackQuery):
Останавливает торговлю немедленно.
"""
tg_id = callback.from_user.id
symbol = await rq.get_symbol(tg_id)
await close_user_trade(tg_id, symbol)
await rq.update_trigger(tg_id, "Ручной")
await callback.message.answer("Автоматическая торговля остановлена.", reply_markup=inline_markup.back_to_main)
await rq.update_martingale_step(tg_id, 1)
await callback.message.answer("Торговля остановлена.", reply_markup=inline_markup.back_to_main)
await callback.answer()
@@ -543,8 +583,13 @@ async def process_stop_delay(message: Message, state: FSMContext):
await message.answer(f"Торговля будет остановлена через {delay_minutes} минут.",
reply_markup=inline_markup.back_to_main)
await asyncio.sleep(delay_seconds)
symbol = await rq.get_symbol(tg_id)
await close_user_trade(tg_id, symbol)
await rq.update_trigger(tg_id, "Ручной")
await message.answer("Автоматическая торговля остановлена.", reply_markup=inline_markup.back_to_main)
await rq.update_martingale_step(tg_id, 1)
await message.answer("Торговля остановлена.", reply_markup=inline_markup.back_to_main)
await state.clear()
@@ -559,4 +604,4 @@ async def cancel(callback: CallbackQuery, state: FSMContext) -> None:
await callback.message.answer("Отменено!", reply_markup=inline_markup.back_to_main)
await callback.answer()
except Exception as e:
logger.error("Ошибка при обработке отмены: %s", e)
logger.error("Ошибка при обработке отмены: %s", e)

View File

@@ -62,7 +62,7 @@ entry_order_type_markup = InlineKeyboardMarkup(
inline_keyboard=[
[
InlineKeyboardButton(text="Market (текущая цена)", callback_data="entry_order_type:Market"),
InlineKeyboardButton(text="Limit (фиксированная цена)", callback_data="entry_order_type:Limit"),
InlineKeyboardButton(text="Limit (триггер цена)", callback_data="entry_order_type:Limit"),
], back_btn_to_main
]
)

View File

@@ -148,12 +148,14 @@ class User_Main_Settings(Base):
switch_state = mapped_column(String(10), default='По направлению')
size_leverage = mapped_column(Integer(), default=1)
starting_quantity = mapped_column(Integer(), default=1)
base_quantity = mapped_column(Integer(), default=1)
martingale_factor = mapped_column(Integer(), default=1)
martingale_step = mapped_column(Integer(), default=1)
maximal_quantity = mapped_column(Integer(), default=10)
entry_order_type = mapped_column(String(10), default='Market')
limit_order_price = mapped_column(Numeric(18, 15), nullable=True)
last_side = mapped_column(String(10), default='Buy')
trading_start_stop = mapped_column(Integer(), default=0)
class User_Risk_Management_Settings(Base):

View File

@@ -320,6 +320,8 @@ async def get_user_main_settings(tg_id):
'limit_order_price': user.limit_order_price,
'martingale_step': user.martingale_step,
'last_side': user.last_side,
'trading_start_stop': user.trading_start_stop,
'base_quantity': user.base_quantity,
}
return data
@@ -368,15 +370,23 @@ async def update_size_leverange(tg_id, num):
async def update_starting_quantity(tg_id, num):
"""Обновить размер левеража пользователя."""
"""Обновить размер начальной ставки пользователя."""
async with async_session() as session:
await session.execute(update(UMS).where(UMS.tg_id == tg_id).values(starting_quantity=num))
await session.commit()
async def update_base_quantity(tg_id, num):
"""Обновить размер следующей ставки пользователя."""
async with async_session() as session:
await session.execute(update(UMS).where(UMS.tg_id == tg_id).values(base_quantity=num))
await session.commit()
async def update_martingale_factor(tg_id, num):
"""Обновить размер левеража пользователя."""
"""Обновить шаг мартингейла пользователя."""
async with async_session() as session:
await session.execute(update(UMS).where(UMS.tg_id == tg_id).values(martingale_factor=num))
@@ -384,7 +394,7 @@ async def update_martingale_factor(tg_id, num):
async def update_maximal_quantity(tg_id, num):
"""Обновить размер левеража пользователя."""
"""Обновить размер максимальной ставки пользователя."""
async with async_session() as session:
await session.execute(update(UMS).where(UMS.tg_id == tg_id).values(maximal_quantity=num))
@@ -582,4 +592,4 @@ async def set_last_series_info(tg_id: int, last_side: str):
last_side=last_side,
)
session.add(new_entry)
await session.commit()
await session.commit()

View File

@@ -23,42 +23,12 @@ async def reg_new_user_default_condition_settings(id):
async def main_settings_message(id, message):
tg_id = id
trigger = await rq.get_for_registration_trigger(tg_id)
text = f""" <b>Условия запуска</b>
<b>- Режим торговли:</b> {trigger}
<b>- Таймер: </b> установить таймер / удалить таймер
"""
await message.answer(text=text, parse_mode='html', reply_markup=inline_markup.condition_settings_markup)
async def trigger_message(id, message, state: FSMContext):
await state.set_state(condition_settings.trigger)
text = '''
<b>- Автоматический:</b> торговля будет происходить в рамках серии ставок.
<b>- Ручной:</b> торговля будет происходить только в ручном режиме.
<em>- Выберите тип триггера:</em>'''
await message.answer(text=text, parse_mode='html', reply_markup=inline_markup.trigger_markup)
@condition_settings_router.callback_query(F.data == "clb_trigger_manual")
async def trigger_manual_callback(callback: CallbackQuery, state: FSMContext):
await state.set_state(condition_settings.trigger)
await rq.update_trigger(tg_id=callback.from_user.id, trigger="Ручной")
await main_settings_message(callback.from_user.id, callback.message)
await callback.answer()
@condition_settings_router.callback_query(F.data == "clb_trigger_auto")
async def trigger_manual_callback(callback: CallbackQuery, state: FSMContext):
await state.set_state(condition_settings.trigger)
await rq.update_trigger(tg_id=callback.from_user.id, trigger="Автоматический")
await main_settings_message(callback.from_user.id, callback.message)
await callback.answer()
async def timer_message(id, message: Message, state: FSMContext):
await state.set_state(condition_settings.timer)
@@ -140,4 +110,4 @@ async def ai_analytics_message(message, state):
Описание... '''
await message.answer(text=text, parse_mode='html', reply_markup=inline_markup.buttons_yes_no_markup)
await message.answer(text=text, parse_mode='html', reply_markup=inline_markup.buttons_yes_no_markup)

View File

@@ -6,7 +6,6 @@ from pybit.unified_trading import HTTP
import app.telegram.database.requests as rq
from aiogram.types import Message, CallbackQuery
from app.services.Bybit.functions.price_symbol import get_price
from app.services.Bybit.functions.Futures import safe_float, calculate_total_budget, get_bybit_client
from app.states.States import update_main_settings
from logger_helper.logger_helper import LOGGING_CONFIG
@@ -40,9 +39,6 @@ async def main_settings_message(id, message):
starting_quantity = safe_float((data_main_stgs or {}).get('starting_quantity'))
martingale_factor = safe_float((data_main_stgs or {}).get('martingale_factor'))
fee_info = client.get_fee_rates(category='linear', symbol=symbol)
leverage = safe_float((data_main_stgs or {}).get('size_leverage'))
price = await get_price(tg_id, symbol=symbol)
entry_price = safe_float(price)
if commission_fee == "Да":
commission_fee_percent = safe_float(fee_info['result']['list'][0]['takerFeeRate'])
@@ -54,8 +50,6 @@ async def main_settings_message(id, message):
martingale_factor=martingale_factor,
max_steps=max_martingale_steps,
commission_fee_percent=commission_fee_percent,
leverage=leverage,
current_price=entry_price,
)
await message.answer(f"""<b>Основные настройки</b>
@@ -267,26 +261,7 @@ async def state_margin_type(callback: CallbackQuery, state):
callback_data = callback.data
if callback_data in ['margin_type_isolated', 'margin_type_cross']:
tg_id = callback.from_user.id
api_key = await rq.get_bybit_api_key(tg_id)
secret_key = await rq.get_bybit_secret_key(tg_id)
data_settings = await rq.get_user_main_settings(tg_id)
symbol = await rq.get_symbol(tg_id)
client = HTTP(api_key=api_key, api_secret=secret_key)
try:
active_positions = client.get_positions(category='linear', settleCoin="USDT")
positions = active_positions.get('result', {}).get('list', [])
except Exception as e:
logger.error("Ошибка при получении активных позиций: %s", e)
positions = []
for pos in positions:
size = pos.get('size')
if float(size) > 0:
await callback.answer(
"⚠️ Маржинальный режим нельзя менять при открытой позиции"
)
return
try:
match callback.data:
@@ -333,6 +308,7 @@ async def state_starting_quantity(message: Message, state):
await message.answer(f"✅ Изменено: {data_settings['starting_quantity']}{data['starting_quantity']}")
await rq.update_starting_quantity(message.from_user.id, data['starting_quantity'])
await rq.update_base_quantity(tg_id=message.from_user.id, num=data['starting_quantity'])
await main_settings_message(message.from_user.id, message)
await state.clear()

View File

@@ -4,6 +4,7 @@ aiohappyeyeballs==2.6.1
aiohttp==3.12.15
aiosignal==1.4.0
aiosqlite==0.21.0
alembic==1.16.5
annotated-types==0.7.0
attrs==25.3.0
black==25.1.0
@@ -20,7 +21,9 @@ greenlet==3.2.4
idna==3.10
isort==6.0.1
magic-filter==1.0.12
Mako==1.3.10
mando==0.7.1
MarkupSafe==3.0.2
mccabe==0.7.0
multidict==6.6.4
mypy_extensions==1.1.0