中控增加条件单委托
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dekun
@@ -1,8 +1,10 @@
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"""
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中控子代理：拉取交易所挂单/条件单并规范化展示；撤销单笔或按合约批量撤销。
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中控子代理：拉取交易所挂单/条件单并规范化展示；撤销单笔或按合约批量撤销；挂止盈止损（先撤条件单再挂）。
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"""
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from __future__ import annotations
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import os
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import time
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from typing import Any
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@@ -353,3 +355,281 @@ def cancel_orders_for_symbol(
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except Exception:
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pass
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return n
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def _binance_cancel_algo_open(ex: Any, symbol: str) -> None:
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try:
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market = ex.market(symbol)
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cid = market.get("id")
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if cid and hasattr(ex, "fapiPrivateDeleteAlgoOpenOrders"):
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ex.fapiPrivateDeleteAlgoOpenOrders({"symbol": cid})
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except Exception:
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pass
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def _binance_trigger_params() -> dict[str, Any]:
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wt = (os.getenv("BINANCE_TRIGGER_WORKING_TYPE") or "CONTRACT_PRICE").strip().upper()
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if wt not in ("CONTRACT_PRICE", "MARK_PRICE"):
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wt = "CONTRACT_PRICE"
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return {"workingType": wt}
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def _binance_place_tp_sl(
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ex: Any,
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symbol: str,
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direction: str,
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amount: float,
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stop_loss: float,
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take_profit: float,
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*,
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position_mode: str = "hedge",
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) -> None:
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ex.load_markets()
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market = ex.market(symbol)
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if not market.get("swap"):
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raise RuntimeError("仅支持永续合约")
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close_side = "sell" if direction == "long" else "buy"
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amt = float(ex.amount_to_precision(symbol, float(amount)))
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if amt <= 0:
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raise RuntimeError("止盈止损：可平数量经精度舍入后为 0")
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sl_px = ex.price_to_precision(symbol, float(stop_loss))
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tp_px = ex.price_to_precision(symbol, float(take_profit))
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common = dict(_binance_trigger_params())
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if (position_mode or "hedge").lower() in ("hedge", "dual", "double", "hedged"):
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common["positionSide"] = "LONG" if direction == "long" else "SHORT"
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last_err: Exception | None = None
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for attempt in range(6):
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try:
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ex.create_order(
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symbol, "STOP_MARKET", close_side, amt, None, dict(common, stopPrice=sl_px)
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)
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time.sleep(0.05)
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ex.create_order(
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symbol,
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"TAKE_PROFIT_MARKET",
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close_side,
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amt,
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None,
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dict(common, stopPrice=tp_px),
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)
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return
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except Exception as e:
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last_err = e
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cancel_orders_for_symbol(ex, "binance", symbol, scope="conditional")
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_binance_cancel_algo_open(ex, symbol)
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time.sleep(0.2 * (attempt + 1))
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raise RuntimeError(f"Binance 未接受止盈/止损：{last_err}")
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def _okx_order_params(direction: str, *, reduce_only: bool, pos_mode: str, td_mode: str) -> dict:
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params: dict[str, Any] = {"tdMode": td_mode or "cross"}
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if (pos_mode or "hedge").lower() in ("hedge", "long_short_mode", "dual"):
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params["posSide"] = "long" if direction == "long" else "short"
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if reduce_only:
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params["reduceOnly"] = True
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return params
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def _okx_place_tp_sl(
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ex: Any,
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symbol: str,
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direction: str,
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amount: float,
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stop_loss: float,
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take_profit: float,
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*,
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pos_mode: str = "hedge",
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td_mode: str = "cross",
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) -> None:
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ex.load_markets()
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close_side = "sell" if direction == "long" else "buy"
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amt = float(ex.amount_to_precision(symbol, float(amount)))
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if amt <= 0:
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raise RuntimeError("止盈止损：可平数量经精度舍入后为 0")
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params = _okx_order_params(direction, reduce_only=True, pos_mode=pos_mode, td_mode=td_mode)
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sl_s = ex.price_to_precision(symbol, float(stop_loss))
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tp_s = ex.price_to_precision(symbol, float(take_profit))
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params["stopLoss"] = {"triggerPrice": sl_s, "type": "market"}
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params["takeProfit"] = {"triggerPrice": tp_s, "type": "market"}
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ex.create_order(symbol, "market", close_side, amt, None, params)
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def _gate_tpsl_env() -> tuple[bool, int, int, str]:
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use_pos = (os.getenv("GATE_TPSL_USE_POSITION_ORDER") or "true").lower() in ("1", "true", "yes")
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exp = int(os.getenv("GATE_TPSL_TRIGGER_EXPIRATION", str(7 * 86400)))
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pt = int(os.getenv("GATE_TPSL_PRICE_TYPE", "0"))
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if pt < 0 or pt > 2:
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pt = 0
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pos_mode = (os.getenv("GATE_POS_MODE") or "hedge").strip().lower()
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return use_pos, exp, pt, pos_mode
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def _gate_place_tp_sl_position(
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ex: Any,
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symbol: str,
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direction: str,
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stop_loss: float,
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take_profit: float,
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*,
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pos_mode: str,
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price_type: int,
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expiration: int,
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) -> None:
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ex.load_markets()
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market = ex.market(symbol)
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if not market.get("swap"):
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raise RuntimeError("仅支持永续合约")
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settle = market["settleId"]
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contract = market["id"]
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order_type = "close-long-position" if direction == "long" else "close-short-position"
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close_side = "sell" if direction == "long" else "buy"
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sl_rule, tp_rule = (2, 1) if close_side == "sell" else (1, 2)
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initial: dict[str, Any] = {
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"contract": contract,
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"size": 0,
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"price": "0",
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"close": True,
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"reduce_only": True,
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"tif": "ioc",
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"text": "api",
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}
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if pos_mode in ("hedge", "dual", "double"):
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initial["auto_size"] = "close_long" if direction == "long" else "close_short"
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sl_s = ex.price_to_precision(symbol, float(stop_loss))
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tp_s = ex.price_to_precision(symbol, float(take_profit))
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def _payload(trigger_price: str, rule: int) -> dict:
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trig: dict[str, Any] = {
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"strategy_type": 0,
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"price_type": price_type,
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"price": trigger_price,
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"rule": rule,
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}
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if expiration > 0:
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trig["expiration"] = expiration
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return {
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"settle": settle,
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"initial": dict(initial),
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"trigger": trig,
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"order_type": order_type,
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}
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last_err: Exception | None = None
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for attempt in range(6):
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try:
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ex.privateFuturesPostSettlePriceOrders(_payload(sl_s, sl_rule))
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try:
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ex.privateFuturesPostSettlePriceOrders(_payload(tp_s, tp_rule))
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except Exception:
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cancel_orders_for_symbol(ex, "gate", symbol, scope="conditional")
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raise
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return
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except Exception as e:
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last_err = e
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time.sleep(0.2 * (attempt + 1))
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raise RuntimeError(f"Gate 仓位类止盈/止损未接受：{last_err}")
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def _gate_place_tp_sl_legacy(
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ex: Any,
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symbol: str,
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direction: str,
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amount: float,
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stop_loss: float,
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take_profit: float,
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) -> None:
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ex.load_markets()
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close_side = "sell" if direction == "long" else "buy"
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base = {"reduceOnly": True}
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last_err: Exception | None = None
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for attempt in range(6):
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try:
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ex.create_order(
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symbol,
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"market",
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close_side,
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amount,
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None,
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dict(base, stopLossPrice=float(stop_loss)),
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)
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ex.create_order(
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symbol,
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"market",
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close_side,
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amount,
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None,
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dict(base, takeProfitPrice=float(take_profit)),
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)
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return
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except Exception as e:
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last_err = e
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time.sleep(0.2 * (attempt + 1))
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raise RuntimeError(f"Gate 条件止盈/止损未接受：{last_err}")
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def _gate_place_tp_sl(
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ex: Any,
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symbol: str,
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direction: str,
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amount: float,
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stop_loss: float,
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take_profit: float,
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) -> None:
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use_pos, exp, pt, pos_mode = _gate_tpsl_env()
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if use_pos:
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try:
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_gate_place_tp_sl_position(
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ex, symbol, direction, stop_loss, take_profit,
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pos_mode=pos_mode, price_type=pt, expiration=exp,
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)
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return
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except Exception:
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pass
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_gate_place_tp_sl_legacy(ex, symbol, direction, amount, stop_loss, take_profit)
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def replace_position_tpsl(
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ex: Any,
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exchange_kind: str,
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symbol: str,
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direction: str,
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amount: float,
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stop_loss: float,
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take_profit: float,
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) -> dict[str, Any]:
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"""
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先撤销该合约全部条件单，再挂止盈+止损。与四实例策略页逻辑对齐（读各目录 .env 中 GATE_/BINANCE_/OKX_ 参数）。
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"""
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kind = (exchange_kind or "binance").lower()
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direction = (direction or "long").strip().lower()
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if direction not in ("long", "short"):
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raise ValueError("direction 须为 long 或 short")
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sl = float(stop_loss)
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tp = float(take_profit)
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if sl <= 0 or tp <= 0:
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raise ValueError("止损、止盈价格须大于 0")
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ex.load_markets()
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cancelled = cancel_orders_for_symbol(ex, kind, symbol, scope="conditional")
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if kind == "binance":
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_binance_cancel_algo_open(ex, symbol)
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time.sleep(0.08)
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amt = float(amount)
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if amt <= 0:
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raise ValueError("持仓数量无效")
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if kind == "binance":
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pm = (os.getenv("BINANCE_POSITION_MODE") or "hedge").strip().lower()
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_binance_place_tp_sl(ex, symbol, direction, amt, sl, tp, position_mode=pm)
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elif kind == "okx":
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pm = (os.getenv("OKX_POS_MODE") or "hedge").strip().lower()
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td = (os.getenv("OKX_TD_MODE") or "cross").strip()
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_okx_place_tp_sl(ex, symbol, direction, amt, sl, tp, pos_mode=pm, td_mode=td)
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else:
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_gate_place_tp_sl(ex, symbol, direction, amt, sl, tp)
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return {
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"symbol": symbol,
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"direction": direction,
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"amount": amt,
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"stop_loss": sl,
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"take_profit": tp,
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"cancelled_conditional": cancelled,
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}
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