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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