416 lines
19 KiB
Python
416 lines
19 KiB
Python
import asyncio
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import functools
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import time
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import logging.config
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from pybit import exceptions
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from pybit.unified_trading import HTTP
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from logger_helper.logger_helper import LOGGING_CONFIG
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import app.services.Bybit.functions.price_symbol as price_symbol
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import app.services.Bybit.functions.balance as balance_g
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import app.telegram.database.requests as rq
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import app.telegram.Keyboards.inline_keyboards as inline_markup
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logging.config.dictConfig(LOGGING_CONFIG)
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logger = logging.getLogger("futures")
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active_start_tasks = {}
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active_close_tasks = {}
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def safe_float(val):
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try:
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if val is None or val == '':
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return 0.0
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return float(val)
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except (ValueError, TypeError):
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return 0.0
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async def info_access_open_deal(message, symbol, trade_mode, margin_mode, leverage, qty, tp, sl, entry_price, limit_price, order_type):
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human_margin_mode = 'Isolated' if margin_mode == 'ISOLATED_MARGIN' else 'Cross'
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text = f'''{'Позиция была успешна открыта' if order_type == 'Market' else 'Лимитный ордер установлен'}!
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Торговая пара: {symbol}
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Цена входа: {entry_price if order_type == 'Market' else round(limit_price, 5)}
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Движение: {trade_mode}
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Тип-маржи: {human_margin_mode}
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Кредитное плечо: {leverage}x
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Количество: {qty}
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Тейк-профит: {round(tp, 5)}
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Стоп-лосс: {round(sl, 5)}
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'''
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await message.answer(text=text, parse_mode='html', reply_markup=inline_markup.create_close_deal_markup(symbol))
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async def error_max_step(message):
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logger.error('Сделка не была совершена, превышен лимит максимального количества ставок в серии.')
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await message.answer('Сделка не была совершена, превышен лимит максимального количества ставок в серии.',
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reply_markup=inline_markup.back_to_main)
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async def error_max_risk(message):
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logger.error('Сделка не была совершена, риск убытка превышает допустимый лимит.')
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await message.answer('Сделка не была совершена, риск убытка превышает допустимый лимит.',
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reply_markup=inline_markup.back_to_main)
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async def open_position(tg_id, message, side: str, margin_mode: str, tpsl_mode='Full'):
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api_key = await rq.get_bybit_api_key(tg_id)
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secret_key = await rq.get_bybit_secret_key(tg_id)
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symbol = await rq.get_symbol(tg_id)
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data_main_stgs = await rq.get_user_main_settings(tg_id)
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order_type = data_main_stgs.get('entry_order_type')
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limit_price = None
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if order_type == 'Limit':
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limit_price = await rq.get_limit_price(tg_id)
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data_risk_stgs = await rq.get_user_risk_management_settings(tg_id)
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bybit_margin_mode = 'ISOLATED_MARGIN' if margin_mode == 'Isolated' else 'REGULAR_MARGIN'
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client = HTTP(api_key=api_key, api_secret=secret_key)
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try:
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client.set_tp_sl_mode(symbol=symbol, category='linear', tpSlMode='Full')
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except exceptions.InvalidRequestError as e:
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if 'same tp sl mode' in str(e):
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logger.info("Режим TP/SL уже установлен - пропускаем")
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else:
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raise
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try:
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balance = await balance_g.get_balance(tg_id, message)
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price = await price_symbol.get_price(tg_id)
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client.set_margin_mode(setMarginMode=bybit_margin_mode)
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martingale_factor = safe_float(data_main_stgs.get('martingale_factor'))
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max_martingale_steps = int(data_main_stgs.get('maximal_quantity', 0))
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starting_quantity = safe_float(data_main_stgs.get('starting_quantity'))
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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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take_profit = safe_float(data_risk_stgs.get('price_profit'))
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commission_fee = safe_float(data_risk_stgs.get('commission_fee', 0))
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positions_resp = client.get_positions(category='linear', symbol=symbol)
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positions_list = positions_resp.get('result', {}).get('list', [])
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if positions_list:
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position = positions_list[0]
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size = safe_float(position.get('size', 0))
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side_pos = position.get('side', '')
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if size > 0 and side_pos:
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entry_price = safe_float(position.get('avgPrice', price))
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else:
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entry_price = price
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else:
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entry_price = price
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if order_type == 'Market':
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base_price = entry_price
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else:
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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 + take_profit / 100)
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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 - take_profit / 100)
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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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stop_loss_price = max(stop_loss_price, 0)
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current_martingale_step = 0
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next_quantity = starting_quantity
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realised_pnl = 0.0
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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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if positions_list:
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if realised_pnl > 0:
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current_martingale_step = 0
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next_quantity = starting_quantity
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else:
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current_martingale_step += 1
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if current_martingale_step > max_martingale_steps:
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await error_max_step(message)
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return
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next_quantity = float(starting_quantity) * (float(martingale_factor) ** current_martingale_step)
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else:
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next_quantity = starting_quantity
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current_martingale_step = 0
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potential_loss = safe_float(next_quantity) * safe_float(price) * (loss_profit / 100)
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allowed_loss = safe_float(balance) * (max_risk_percent / 100)
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if potential_loss > allowed_loss:
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await error_max_risk(message)
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return
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instruments_resp = client.get_instruments_info(category='linear', symbol=symbol)
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if instruments_resp.get('retCode') == 0:
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instrument_info = instruments_resp.get('result', {}).get('list', [])
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if instrument_info:
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instrument = instrument_info[0]
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min_order_qty = float(instrument.get('minOrderQty', 0))
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min_order_value_api = float(instrument.get('minOrderValue', 0))
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if min_order_value_api == 0:
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min_order_value_api = 5.0
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# Рассчитываем по формуле:
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min_order_value_calc = min_order_qty * price if min_order_qty > 0 else 0
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# Минимальное значение из значений параметров на бирже
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min_order_value = max(min_order_value_calc, min_order_value_api)
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else:
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min_order_value = 5.0
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order_value = float(next_quantity) * float(price)
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if order_value < min_order_value:
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await message.answer(
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f"Сумма ордера слишком мала: {order_value:.2f} USDT. "
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f"Минимум для торговли — {min_order_value} USDT. "
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f"Пожалуйста, увеличьте количество позиций.")
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return False
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leverage = int(data_main_stgs.get('size_leverage', 1))
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try:
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resp = client.set_leverage(
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category='linear',
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symbol=symbol,
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buyLeverage=str(leverage),
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sellLeverage=str(leverage)
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)
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except exceptions.InvalidRequestError as e:
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if "110043" in str(e):
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# Плечо уже установлено с таким значением, можем игнорировать
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logger.info(f"Leverage already set to {leverage} for {symbol}")
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else:
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raise e
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if tpsl_mode == 'Full':
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tp_order_type = 'Market'
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sl_order_type = 'Market'
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tp_limit_price = None
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sl_limit_price = None
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else: # Partial
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tp_order_type = 'Limit'
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sl_order_type = 'Limit'
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tp_limit_price = take_profit_price
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sl_limit_price = stop_loss_price
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response = client.place_order(
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category='linear',
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symbol=symbol,
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side=side,
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orderType=order_type, # Market или Limit
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qty=str(next_quantity),
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price=str(limit_price) if order_type == 'Limit' and limit_price else None,
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takeProfit=str(take_profit_price),
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tpOrderType=tp_order_type,
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tpLimitPrice=str(tp_limit_price) if tp_limit_price else None,
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stopLoss=str(stop_loss_price),
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slOrderType=sl_order_type,
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slLimitPrice=str(sl_limit_price) if sl_limit_price else None,
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tpslMode=tpsl_mode,
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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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await info_access_open_deal(message, symbol, data_main_stgs.get('trading_mode', ''),
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bybit_margin_mode,
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data_main_stgs.get('size_leverage', 1), next_quantity, take_profit_price,
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stop_loss_price, entry_price, limit_price, order_type=order_type)
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await rq.update_martingale_step(tg_id, current_martingale_step)
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return True
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else:
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logger.error(f"Ошибка открытия ордера: {response}")
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await message.answer(f"Ошибка открытия ордера", reply_markup=inline_markup.back_to_main)
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return False
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except exceptions.InvalidRequestError as e:
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logger.error(f"InvalidRequestError: {e}")
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await message.answer('Недостаточно средств для размещения нового ордера с заданным количеством и плечом.',
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reply_markup=inline_markup.back_to_main)
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except Exception as e:
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logger.error(f"Ошибка при совершении сделки: {e}")
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await message.answer('Возникла ошибка при попытке открыть позицию.', reply_markup=inline_markup.back_to_main)
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async def trading_cycle(tg_id, message):
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try:
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timer_data = await rq.get_user_timer(tg_id)
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timer_min = 0
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if isinstance(timer_data, dict):
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timer_min = timer_data.get('timer_minutes') or timer_data.get('timer') or 0
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else:
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timer_min = timer_data or 0
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timer_sec = timer_min * 60
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if timer_sec > 0:
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await asyncio.sleep(timer_sec)
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data_main_stgs = await rq.get_user_main_settings(tg_id)
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side = 'Buy' if data_main_stgs.get('trading_mode', '') == 'Long' else 'Sell'
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margin_mode = data_main_stgs.get('margin_type', 'Isolated')
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await open_position(tg_id, message, side=side, margin_mode=margin_mode)
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except asyncio.CancelledError:
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logger.info(f"Торговый цикл для пользователя {tg_id} был отменён.")
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async def fetch_positions_async(client, symbol):
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loop = asyncio.get_running_loop()
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# запускаем блокирующий вызов get_positions в отдельном потоке
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return await loop.run_in_executor(None, functools.partial(client.get_positions, category='linear', symbol=symbol))
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async def get_active_positions(message, api_key, secret_key):
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client = HTTP(
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api_key=api_key,
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api_secret=secret_key
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)
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instruments_resp = client.get_instruments_info(category='linear')
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if instruments_resp.get('retCode') != 0:
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return []
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symbols = [item['symbol'] for item in instruments_resp.get('result', {}).get('list', [])]
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active_positions = []
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for sym in symbols:
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try:
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resp = await fetch_positions_async(client, sym)
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if resp.get('retCode') == 0:
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positions = resp.get('result', {}).get('list', [])
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for pos in positions:
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if pos.get('size') and safe_float(pos['size']) > 0:
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active_positions.append(pos)
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except Exception as e:
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logger.error(f"Ошибка при получении позиций: {e}")
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await message.answer('⚠️ Ошибка при получении позиций', reply_markup=inline_markup.back_to_main)
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return active_positions
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async def close_user_trade(tg_id: int, symbol: str, message=None) -> bool:
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try:
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api_key = await rq.get_bybit_api_key(tg_id)
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secret_key = await rq.get_bybit_secret_key(tg_id)
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client = HTTP(api_key=api_key, api_secret=secret_key)
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# Получаем текущие открытые позиции
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positions_resp = client.get_positions(category="linear", symbol=symbol)
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if positions_resp.get('retCode') != 0:
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return False
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positions_list = positions_resp.get('result', {}).get('list', [])
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if not positions_list:
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return False
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position = positions_list[0]
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qty = abs(safe_float(position.get('size')))
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side = position.get('side')
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entry_price = safe_float(position.get('avgPrice'))
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if qty == 0:
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return False
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# Получаем настройки пользователя
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data_main_stgs = await rq.get_user_main_settings(tg_id)
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order_type = data_main_stgs.get('entry_order_type')
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limit_price = await rq.get_limit_price(tg_id)
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# Получаем открытые ордера
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orders = client.get_open_orders(category='linear', symbol=symbol)
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open_orders_list = orders.get('result', {}).get('list', [])
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order_id = open_orders_list[0].get('orderId') if open_orders_list else None
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close_side = "Sell" if side == "Buy" else "Buy"
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# Получаем текущую цену
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ticker_resp = client.get_tickers(category="linear", symbol=symbol)
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current_price = 0.0
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if ticker_resp.get('retCode') == 0:
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result = ticker_resp.get('result', {})
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# поддержать оба варианта: result это dict с key 'list', или list
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ticker_list = []
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if isinstance(result, dict):
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ticker_list = result.get('list', [])
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elif isinstance(result, list):
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ticker_list = result
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if ticker_list:
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current_price = float(ticker_list[0].get('lastPrice', 0.0))
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if order_type == 'Limit':
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# Если есть открытый лимитный ордер – отменяем его
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if order_id:
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cancel_resp = client.cancel_order(category='linear', symbol=symbol, orderId=order_id)
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if cancel_resp.get('retCode') != 0:
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if message:
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await message.answer("Ошибка при отмене лимитного ордера.",
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reply_markup=inline_markup.back_to_main)
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return False
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# Можно здесь добавить логику выставления лимитного ордера на закрытие, если нужно
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# В текущем коде отсутствует
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if message:
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await message.answer(f"Лимитный ордер отменён, позиция не закрыта автоматически.",
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reply_markup=inline_markup.back_to_main)
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return False
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else:
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# Рыночный ордер для закрытия позиции
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place_resp = client.place_order(
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category="linear",
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symbol=symbol,
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side=close_side,
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orderType="Market",
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qty=str(qty),
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timeInForce="GTC",
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reduceOnly=True
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)
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if place_resp.get('retCode', -1) == 0:
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if message:
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pnl = (current_price - entry_price) * qty if side == "Buy" else (entry_price - current_price) * qty
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pnl_percent = (pnl / (entry_price * qty)) * 100 if entry_price * qty > 0 else 0
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text = (f"Сделка {symbol} успешно закрыта.\n"
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f"Цена входа: {entry_price if entry_price else limit_price}\n"
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f"Цена закрытия: {current_price}\n"
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f"Результат: {pnl:.4f} USDT ({pnl_percent:.2f}%)")
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await message.answer(text, reply_markup=inline_markup.back_to_main)
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return True
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else:
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if message:
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await message.answer(f"Ошибка закрытия сделки {symbol}.", reply_markup=inline_markup.back_to_main)
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return False
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except Exception as e:
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logger.error(f"Ошибка закрытия сделки {symbol} для пользователя {tg_id}: {e}", exc_info=True)
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if message:
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await message.answer("Произошла ошибка при закрытии сделки.", reply_markup=inline_markup.back_to_main)
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return False
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async def close_trade_after_delay(tg_id: int, message, symbol: str, delay_sec: int):
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try:
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await asyncio.sleep(delay_sec)
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result = await close_user_trade(tg_id, symbol)
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if result:
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await message.answer(f"Сделка {symbol} успешно закрыта по таймеру.",
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reply_markup=inline_markup.back_to_main)
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else:
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await message.answer(f"Не удалось закрыть сделку {symbol} по таймеру.",
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reply_markup=inline_markup.back_to_main)
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except asyncio.CancelledError:
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await message.answer(f"Закрытие сделки {symbol} по таймеру отменено.", reply_markup=inline_markup.back_to_main)
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finally:
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active_close_tasks.pop(tg_id, None)
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def get_positive_percent(negative_percent: float, manual_positive_percent: float | None) -> float:
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if manual_positive_percent and manual_positive_percent > 0:
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return manual_positive_percent
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return abs(negative_percent)
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