增加趋势回调

strategy_trend_exchange.py

@@ -0,0 +1,87 @@
+"""趋势回调：各交易所止损刷新、市价加/平仓（通过 app 模块能力探测）。"""
+from __future__ import annotations
+
+import time
+from typing import Any
+
+
+def _m(cfg: dict) -> Any:
+    return cfg["app_module"]
+
+
+def trend_refresh_stop_only(cfg: dict, exchange_symbol: str, direction: str, stop_loss: float) -> None:
+    m = _m(cfg)
+    if hasattr(m, "_gate_place_stop_loss_only_position"):
+        if hasattr(m, "cancel_gate_swap_trigger_orders"):
+            m.cancel_gate_swap_trigger_orders(exchange_symbol)
+        m._gate_place_stop_loss_only_position(exchange_symbol, direction, stop_loss)
+        return
+    if hasattr(m, "_binance_place_stop_loss_only"):
+        m._binance_place_stop_loss_only(exchange_symbol, direction, stop_loss)
+        return
+    if hasattr(m, "_okx_place_stop_loss_only"):
+        m._okx_place_stop_loss_only(exchange_symbol, direction, stop_loss)
+        return
+    raise RuntimeError("当前实例未配置趋势回调止损挂单能力")
+
+
+def trend_market_add(cfg: dict, exchange_symbol: str, direction: str, contracts: float, leverage: int):
+    m = _m(cfg)
+    ex = m.exchange
+    m.ensure_markets_loaded()
+    ex.set_leverage(int(leverage), exchange_symbol)
+    side = "buy" if direction == "long" else "sell"
+    if hasattr(m, "build_gate_order_params"):
+        params = m.build_gate_order_params(direction, reduce_only=False)
+    elif hasattr(m, "build_binance_order_params"):
+        params = m.build_binance_order_params(direction, reduce_only=False)
+    elif hasattr(m, "build_okx_order_params"):
+        params = m.build_okx_order_params(direction, reduce_only=False)
+    else:
+        params = {}
+    return ex.create_order(exchange_symbol, "market", side, float(contracts), None, params or None)
+
+
+def trend_market_close(cfg: dict, exchange_symbol: str, direction: str, pos_qty: float, leverage: int):
+    m = _m(cfg)
+    ex = m.exchange
+    m.ensure_markets_loaded()
+    ex.set_leverage(int(leverage), exchange_symbol)
+    side = "sell" if direction == "long" else "buy"
+    amt = float(ex.amount_to_precision(exchange_symbol, float(pos_qty)))
+    if hasattr(m, "close_exchange_order"):
+        row = {
+            "exchange_symbol": exchange_symbol,
+            "symbol": exchange_symbol,
+            "direction": direction,
+            "order_amount": amt,
+        }
+        return m.close_exchange_order(row)
+    if hasattr(m, "build_gate_order_params"):
+        params = m.build_gate_order_params(direction, reduce_only=True)
+        return ex.create_order(exchange_symbol, "market", side, amt, None, params)
+    if hasattr(m, "build_binance_order_params"):
+        for params in m._binance_market_close_param_candidates(direction):
+            try:
+                return ex.create_order(exchange_symbol, "market", side, amt, None, params)
+            except Exception as e:
+                if not m._is_binance_close_param_retryable(str(e)):
+                    raise
+        raise RuntimeError("平仓失败")
+    if hasattr(m, "build_okx_order_params"):
+        params = m.build_okx_order_params(direction, reduce_only=True)
+        return ex.create_order(exchange_symbol, "market", side, amt, None, params)
+    return ex.create_order(exchange_symbol, "market", side, amt, None, {"reduceOnly": True})
+
+
+def cancel_symbol_orders(cfg: dict, exchange_symbol: str) -> None:
+    m = _m(cfg)
+    if hasattr(m, "cancel_all_open_orders_for_symbol"):
+        m.cancel_all_open_orders_for_symbol(exchange_symbol)
+        return
+    if hasattr(m, "cancel_gate_swap_trigger_orders"):
+        m.cancel_gate_swap_trigger_orders(exchange_symbol)
+    if hasattr(m, "cancel_binance_futures_open_orders"):
+        m.cancel_binance_futures_open_orders(exchange_symbol)
+    if hasattr(m, "cancel_okx_swap_open_orders"):
+        m.cancel_okx_swap_open_orders(exchange_symbol)