kodorvan/stcs
7
0
Fork 2
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Merge pull request 'Fixed websocket' (#29) from Alex/stcs:devel into stable

Browse Source 
Reviewed-on: #29
This commit is contained in:
Arsen Mirzaev Tatyano-Muradovich
2025-11-02 19:55:17 +07:00
parent a7a23a4662 3ba32660ea
commit 88c358b90e
4 changed files with 265 additions and 246 deletions
Download Patch File Download Diff File Expand all files Collapse all files

13
app/bybit/open_positions.py
View File

@@ -54,12 +54,6 @@ async def start_trading_cycle(
tg_id=tg_id, tg_id=tg_id,
symbol=symbol, symbol=symbol,
mode=0) mode=0)
await set_margin_mode(tg_id=tg_id, margin_mode=margin_type)
await set_leverage(
tg_id=tg_id,
symbol=symbol,
leverage=leverage,
)
await rq.set_user_deal( await rq.set_user_deal(
tg_id=tg_id, tg_id=tg_id,
@@ -316,7 +310,12 @@ async def open_positions(
try: try:
client = await get_bybit_client(tg_id=tg_id) client = await get_bybit_client(tg_id=tg_id)
get_ticker = await get_tickers(tg_id, symbol=symbol) get_ticker = await get_tickers(tg_id, symbol=symbol)
price_symbol = safe_float(get_ticker.get("lastPrice")) or 0
if get_ticker is None:
price_symbol = 0
else:
price_symbol = safe_float(get_ticker.get("lastPrice"))
instruments_info = await get_instruments_info(tg_id=tg_id, symbol=symbol) instruments_info = await get_instruments_info(tg_id=tg_id, symbol=symbol)
qty_step_str = instruments_info.get("lotSizeFilter").get("qtyStep") qty_step_str = instruments_info.get("lotSizeFilter").get("qtyStep")
qty_step = safe_float(qty_step_str) qty_step = safe_float(qty_step_str)

6
app/bybit/set_functions/set_tp_sl.py
View File

@@ -25,11 +25,13 @@ async def set_tp_sl_for_position(
""" """
try: try:
client = await get_bybit_client(tg_id) client = await get_bybit_client(tg_id)
take_profit = round(take_profit_price, 6) if take_profit_price is not None else None
stop_loss = round(stop_loss_price, 6) if stop_loss_price is not None else None
resp = client.set_trading_stop( resp = client.set_trading_stop(
category="linear", category="linear",
symbol=symbol, symbol=symbol,
takeProfit=str(round(take_profit_price, 5)), takeProfit=str(take_profit) if take_profit is not None else None,
stopLoss=str(round(stop_loss_price, 5)), stopLoss=str(stop_loss) if stop_loss is not None else None,
positionIdx=position_idx, positionIdx=position_idx,
tpslMode="Full", tpslMode="Full",
) )

477
app/bybit/telegram_message_handler.py
View File

@@ -1,9 +1,10 @@
import logging.config import logging.config
import math import math
# import json
import app.telegram.keyboards.inline as kbi import app.telegram.keyboards.inline as kbi
import database.request as rq import database.request as rq
from app.bybit.get_functions.get_instruments_info import get_instruments_info from app.bybit.get_functions.get_instruments_info import get_instruments_info
from app.bybit.get_functions.get_positions import get_active_positions_by_symbol
from app.bybit.logger_bybit.logger_bybit import LOGGING_CONFIG from app.bybit.logger_bybit.logger_bybit import LOGGING_CONFIG
from app.bybit.open_positions import trading_cycle, trading_cycle_profit from app.bybit.open_positions import trading_cycle, trading_cycle_profit
from app.bybit.set_functions.set_tp_sl import set_tp_sl_for_position from app.bybit.set_functions.set_tp_sl import set_tp_sl_for_position
@@ -56,261 +57,289 @@ class TelegramMessageHandler:
async def format_execution_update(self, message, tg_id): async def format_execution_update(self, message, tg_id):
try: try:
# logger.info("Execution update: %s", json.dumps(message))
execution = message.get("data", [{}])[0] execution = message.get("data", [{}])[0]
closed_size = format_value(execution.get("closedSize")) exec_type = format_value(execution.get("execType"))
symbol = format_value(execution.get("symbol")) if exec_type == "Trade" or exec_type == "BustTrade":
exec_price = format_value(execution.get("execPrice")) closed_size = format_value(execution.get("closedSize"))
exec_qty = format_value(execution.get("execQty")) symbol = format_value(execution.get("symbol"))
exec_fees = format_value(execution.get("execFee")) exec_price = format_value(execution.get("execPrice"))
fee_rate = format_value(execution.get("feeRate")) exec_qty = format_value(execution.get("execQty"))
side = format_value(execution.get("side")) exec_fees = format_value(execution.get("execFee"))
fee_rate = format_value(execution.get("feeRate"))
side = format_value(execution.get("side"))
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
)
auto_trading = (
user_auto_trading.auto_trading if user_auto_trading else False
)
side_rus = (
"Покупка"
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: auto_trading = (
exec_fee = safe_float(exec_fees) user_auto_trading.auto_trading if user_auto_trading else False
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 = user_auto_trading.total_fee side_rus = (
total_fee = safe_float(exec_fee) + safe_float(get_total_fee) "Покупка"
if side == "Buy"
exec_pnl = format_value(execution.get("execPnl")) else "Продажа" if side == "Sell" else "Нет данных"
ex_pnl = safe_float(exec_pnl) )
pnl = safe_float(exec_pnl) if safe_float(exec_fees) == 0:
exec_fee = safe_float(exec_price) * safe_float(exec_qty) * safe_float(
header = ( fee_rate
"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
)
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)
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"Текущая ставка: {total_quantity:.2f} USDT\n" text = f"{header}\n" f"Торговая пара: {symbol}\n"
text += f"Серия №: {current_series}\n" user_deals_data = await rq.get_user_deal_by_symbol(
text += f"Сделка №: {current_step}\n" tg_id=tg_id, symbol=symbol
)
if user_deals_data is None:
commission_fee = "Yes_commission_fee"
commission_place = "Commission_for_qty"
text += ( else:
f"Цена исполнения: {exec_price}\n" commission_fee = user_deals_data.commission_fee or "Yes_commission_fee"
f"Комиссия: {exec_fee:.8f}\n" commission_place = user_deals_data.commission_place or "Commission_for_qty"
)
if safe_float(closed_size) == 0: current_series = user_deals_data.current_series
instruments_info = await get_instruments_info(tg_id=tg_id, symbol=symbol) current_step = user_deals_data.current_step
qty_step_str = instruments_info.get("lotSizeFilter").get("qtyStep") order_quantity = user_deals_data.order_quantity
qty_step = safe_float(qty_step_str) pnl_series = user_deals_data.pnl_series
qty = (safe_float(order_quantity) * safe_float(leverage)) / safe_float(exec_price) margin_type = user_deals_data.margin_type
decimals = abs(int(round(math.log10(qty_step)))) take_profit_percent = user_deals_data.take_profit_percent
qty_format = math.floor(qty / qty_step) * qty_step stop_loss_percent = user_deals_data.stop_loss_percent
qty_formatted = round(qty_format, decimals) fee = safe_float(user_auto_trading.fee)
total_commission = 0 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_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
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) if user_deals_data is not None and auto_trading and safe_float(closed_size) == 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)
stop_loss_truncated = await truncate_float(stop_loss_price, 6)
text += (f"Движение: {side_rus}\n"
f"Тейк-профит: {take_profit_truncated}\n"
f"Стоп-лосс: {stop_loss_truncated}\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
await rq.set_pnl_series_by_symbol(
tg_id=tg_id, symbol=symbol, pnl_series=new_pnl)
text += f"\nПрибыль без комиссии: {ex_pnl:.4f}\n"
text += f"Реализованная прибыль: {total_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(
chat_id=tg_id, text=text, reply_markup=kbi.profile_bybit
)
user_symbols = user_auto_trading.symbol if user_auto_trading else None
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"
await self.telegram_bot.send_message(
chat_id=tg_id, text=profit_text, reply_markup=kbi.profile_bybit
)
if side == "Buy":
r_side = "Sell"
else:
r_side = "Buy"
await rq.set_last_side_by_symbol(
tg_id=tg_id, symbol=symbol, last_side=r_side)
await rq.set_total_fee_user_auto_trading( await rq.set_total_fee_user_auto_trading(
tg_id=tg_id, symbol=symbol, total_fee=0 tg_id=tg_id, symbol=symbol, total_fee=total_fee
) )
await rq.set_fee_user_auto_trading( text += f"Текущая ставка: {total_quantity:.2f} USDT\n"
tg_id=tg_id, symbol=symbol, fee=0 text += f"Серия №: {current_series}\n"
) text += f"Сделка №: {current_step}\n"
await rq.set_pnl_series_by_symbol(tg_id=tg_id, symbol=symbol, pnl_series=0)
res = await trading_cycle_profit( text += (
tg_id=tg_id, symbol=symbol, side=r_side f"Цена исполнения: {exec_price}\n"
) f"Комиссия: {exec_fee:.8f}\n"
if res == "OK": )
pass
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:
errors = { if side == "Buy":
"Max bets in series": "❗️ Максимальное количество сделок в серии достигнуто", take_profit_price = safe_float(exec_price) * (
"Risk is too high for this trade": "❗️ Риск сделки слишком высок для продолжения", 1 + take_profit_percent / 100) + total_commission
"ab not enough for new order": "❗️ Недостаточно средств для продолжения торговли", stop_loss_price = safe_float(exec_price) * (1 - stop_loss_percent / 100)
"InvalidRequestError": "❗️ Недостаточно средств для размещения нового ордера с заданным количеством и плечом.", else:
"The number of contracts exceeds maximum limit allowed": "❗️ Превышен максимальный лимит ставки", take_profit_price = safe_float(exec_price) * (
"Order placement failed as your position may exceed the max": "❗️ Превышен максимальный лимит ставки", 1 - take_profit_percent / 100) - total_commission
} stop_loss_price = safe_float(exec_price) * (1 + stop_loss_percent / 100)
error_text = errors.get(
res, "❗️ Не удалось открыть новую сделку" take_profit_price = max(take_profit_price, 0)
) stop_loss_price = max(stop_loss_price, 0)
await rq.set_auto_trading(
tg_id=tg_id, symbol=symbol, auto_trading=False 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:
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"
else:
text += (f"Движение: {side_rus}\n"
"Не удалось установить ТП и СЛ\n")
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
)
await self.telegram_bot.send_message(
chat_id=tg_id,
text=error_text,
reply_markup=kbi.profile_bybit,
)
else: else:
open_order_text = "\n❗️ Открываю новую сделку с увеличенной ставкой.\n" if auto_trading:
await self.telegram_bot.send_message( new_pnl = safe_float(pnl_series) + total_pnl
chat_id=tg_id, text=open_order_text await rq.set_pnl_series_by_symbol(
) tg_id=tg_id, symbol=symbol, pnl_series=new_pnl)
text += f"\nПрибыль без комиссии: {ex_pnl:.4f}\n"
if side == "Buy": text += f"Реализованная прибыль: {total_pnl:.4f}\n"
r_side = "Sell" text += f"Прибыль серии: {safe_float(new_pnl):.4f}\n"
else: else:
r_side = "Buy" text += f"\nПрибыль без комиссии: {ex_pnl:.4f}\n"
text += f"Реализованная прибыль: {total_pnl:.4f}\n"
res = await trading_cycle( await self.telegram_bot.send_message(
tg_id=tg_id, symbol=symbol, side=r_side chat_id=tg_id, text=text, reply_markup=kbi.profile_bybit
) )
if res == "OK": user_symbols = user_auto_trading.symbol if user_auto_trading else None
pass
else: if (
errors = { auto_trading
"Max bets in series": "❗️ Максимальное количество сделок в серии достигнуто", and safe_float(closed_size) > 0
"Risk is too high for this trade": "❗️ Риск сделки слишком высок для продолжения", and user_symbols is not None
"ab not enough for new order": "❗️ Недостаточно средств для продолжения торговли", ):
"InvalidRequestError": "❗️ Недостаточно средств для размещения нового ордера с заданным количеством и плечом.", if safe_float(pnl) > 0:
"The number of contracts exceeds maximum limit allowed": "❗️ Превышен максимальный лимит ставки", profit_text = "📈 Начинаю новую серию с базовой ставки\n"
"Order placement failed as your position may exceed the max": "❗️ Превышен максимальный лимит ставки", await self.telegram_bot.send_message(
} chat_id=tg_id, text=profit_text, reply_markup=kbi.profile_bybit
error_text = errors.get(
res, "❗️ Не удалось открыть новую сделку"
)
await rq.set_auto_trading(
tg_id=tg_id, symbol=symbol, auto_trading=False
) )
if side == "Buy":
r_side = "Sell"
else:
r_side = "Buy"
await rq.set_last_side_by_symbol(
tg_id=tg_id, symbol=symbol, last_side=r_side)
await rq.set_total_fee_user_auto_trading( await rq.set_total_fee_user_auto_trading(
tg_id=tg_id, symbol=symbol, total_fee=0 tg_id=tg_id, symbol=symbol, total_fee=0
) )
await rq.set_fee_user_auto_trading( await rq.set_fee_user_auto_trading(
tg_id=tg_id, symbol=symbol, fee=0 tg_id=tg_id, symbol=symbol, fee=0
) )
await self.telegram_bot.send_message( await rq.set_pnl_series_by_symbol(tg_id=tg_id, symbol=symbol, pnl_series=0)
chat_id=tg_id,
text=error_text, res = await trading_cycle_profit(
reply_markup=kbi.profile_bybit, tg_id=tg_id, symbol=symbol, side=r_side
) )
if res == "OK":
pass
else:
errors = {
"Max bets in series": "❗️ Максимальное количество сделок в серии достигнуто",
"Risk is too high for this trade": "❗️ Риск сделки слишком высок для продолжения",
"ab not enough for new order": "❗️ Недостаточно средств для продолжения торговли",
"InvalidRequestError": "❗️ Недостаточно средств для размещения нового ордера с заданным количеством и плечом.",
"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",
}
error_text = errors.get(
res, "❗️ Не удалось открыть новую сделку"
)
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
)
await self.telegram_bot.send_message(
chat_id=tg_id,
text=error_text,
reply_markup=kbi.profile_bybit,
)
else:
open_order_text = "\n❗️ Открываю новую сделку с увеличенной ставкой.\n"
await self.telegram_bot.send_message(
chat_id=tg_id, text=open_order_text
)
if side == "Buy":
r_side = "Sell"
else:
r_side = "Buy"
res = await trading_cycle(
tg_id=tg_id, symbol=symbol, side=r_side
)
if res == "OK":
pass
else:
errors = {
"Max bets in series": "❗️ Максимальное количество сделок в серии достигнуто",
"Risk is too high for this trade": "❗️ Риск сделки слишком высок для продолжения",
"ab not enough for new order": "❗️ Недостаточно средств для продолжения торговли",
"InvalidRequestError": "❗️ Недостаточно средств для размещения нового ордера с заданным количеством и плечом.",
"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",
}
error_text = errors.get(
res, "❗️ Не удалось открыть новую сделку"
)
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
)
await self.telegram_bot.send_message(
chat_id=tg_id,
text=error_text,
reply_markup=kbi.profile_bybit,
)
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)

15
app/bybit/web_socket.py
View File

@@ -25,7 +25,6 @@ class WebSocketBot:
self.user_keys = {} self.user_keys = {}
self.loop = None self.loop = None
self.message_handler = TelegramMessageHandler(telegram_bot) self.message_handler = TelegramMessageHandler(telegram_bot)
self.last_execution_seq = {}
async def run_user_check_loop(self): async def run_user_check_loop(self):
"""Run a loop to check for users and connect them to the WebSocket.""" """Run a loop to check for users and connect them to the WebSocket."""
@@ -106,18 +105,8 @@ class WebSocketBot:
await self.message_handler.format_order_update(message, tg_id) await self.message_handler.format_order_update(message, tg_id)
async def handle_execution_update(self, message, tg_id): async def handle_execution_update(self, message, tg_id):
"""Handle execution updates.""" """Handle execution updates without duplicate processing."""
data_items = message.get('data', []) await self.message_handler.format_execution_update(message, tg_id)
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 @staticmethod
async def get_users_from_db(): async def get_users_from_db():