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feat: add fixed RR stop-loss mode for manual live orders on all instances

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Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-06-08 20:57:29 +08:00
parent 38f4280bb8
commit a5c6e0c5b6
10 changed files with 555 additions and 310 deletions
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crypto_monitor_gate_bot/app.py
+22 -56
View File
@@ -40,6 +40,11 @@ from ai_review_lib import (
collect_images_for_ai_review,
journal_row_lines_for_ai,
)
from manual_sltp_lib import (
normalize_open_sltp_mode,
resolve_entrust_sltp_prices,
resolve_open_sltp_prices,
)
from position_sizing_lib import (
assert_open_source_allowed,
compute_full_margin_sizing,
@@ -3351,33 +3356,14 @@ def cancel_gate_tpsl_slot(exchange_symbol, slot):
def _resolve_tpsl_prices_for_manual(
direction, live_price, sltp_mode, data, *, fallback_sl=None, fallback_tp=None
):
sltp_mode = (sltp_mode or "price").strip().lower()
if sltp_mode == "pct":
sl_pct = float(data.get("sl_pct") or 0)
tp_pct = float(data.get("tp_pct") or 0)
if sl_pct <= 0 or tp_pct <= 0:
raise ValueError("百分比止盈止损须为正数")
sl_ratio = sl_pct / 100.0
tp_ratio = tp_pct / 100.0
entry = float(live_price)
if direction == "short":
stop_loss = entry * (1 + sl_ratio)
take_profit = entry * (1 - tp_ratio)
else:
stop_loss = entry * (1 - sl_ratio)
take_profit = entry * (1 + tp_ratio)
else:
stop_loss = float(data.get("sl") or data.get("stop_loss") or 0)
take_profit = float(data.get("tp") or data.get("take_profit") or data.get("tgt") or 0)
if stop_loss <= 0 and fallback_sl is not None:
stop_loss = float(fallback_sl)
if take_profit <= 0 and fallback_tp is not None:
take_profit = float(fallback_tp)
if stop_loss <= 0:
raise ValueError("止损价格须大于 0")
if take_profit <= 0:
raise ValueError("请填写止盈价格，或保留原计划止盈")
return stop_loss, take_profit
return resolve_entrust_sltp_prices(
direction,
live_price,
sltp_mode,
data,
fallback_sl=fallback_sl,
fallback_tp=fallback_tp,
)
def cancel_all_open_orders_for_symbol(exchange_symbol):
@@ -6345,35 +6331,15 @@ def add_order():
conn.close()
flash("获取交易所实时价格失败，请稍后重试")
return redirect("/")
sltp_mode = (d.get("sltp_mode") or "price").strip().lower()
if sltp_mode not in ("price", "pct"):
sltp_mode = "price"
if sltp_mode == "pct":
try:
sl_pct = float(d.get("sl_pct") or 0)
tp_pct = float(d.get("tp_pct") or 0)
if sl_pct <= 0 or tp_pct <= 0:
raise ValueError("pct")
sl_ratio = sl_pct / 100.0
tp_ratio = tp_pct / 100.0
if direction == "short":
stop_loss = float(live_price) * (1 + sl_ratio)
take_profit = float(live_price) * (1 - tp_ratio)
else:
stop_loss = float(live_price) * (1 - sl_ratio)
take_profit = float(live_price) * (1 + tp_ratio)
except Exception:
conn.close()
flash("百分比止盈止损参数错误，请填写正数百分比")
return redirect("/")
else:
try:
stop_loss = float(d["sl"])
take_profit = float(d["tgt"])
except Exception:
conn.close()
flash("价格参数格式错误")
return redirect("/")
sltp_mode = normalize_open_sltp_mode(d.get("sltp_mode"))
try:
stop_loss, take_profit = resolve_open_sltp_prices(
direction, live_price, sltp_mode, d
)
except ValueError as e:
conn.close()
flash(str(e) or "止盈止损参数错误")
return redirect("/")
if stop_loss <= 0 or take_profit <= 0:
conn.close()
flash("价格参数必须大于0")
crypto_monitor_gate_bot/templates/index.html
+80 -35
View File
@@ -399,6 +399,7 @@
<option value="">方向</option><option value="long">做多</option><option value="short">做空</option>
</select>
<select id="sltp-mode" name="sltp_mode">
<option value="fixed_rr" selected>止盈止损：固定盈亏比</option>
<option value="price">止盈止损：价格模式</option>
<option value="pct">止盈止损：百分比模式</option>
</select>
@@ -417,7 +418,9 @@
</label>
<span style="display:flex;align-items:center;padding:0 10px;font-size:.8rem;color:#8fc8ff">成交价自动取交易所实时+成交回报</span>
<input id="order-sl" name="sl" step="any" placeholder="止损价格" required>
<input id="order-tp" name="tgt" step="any" placeholder="止盈价格" required>
<input id="order-fixed-rr" name="fixed_rr" type="number" min="0.01" step="0.01" placeholder="盈亏比(默认1.5)" value="1.5" title="止盈距离=止损距离×盈亏比">
<span id="order-tp-preview" style="display:none;font-size:.8rem;color:#8fc8ff;align-self:center">预估止盈：—</span>
<input id="order-tp" name="tgt" step="any" placeholder="止盈价格" style="display:none">
<input id="order-sl-pct" name="sl_pct" type="number" min="0.01" step="0.01" placeholder="止损%" style="display:none">
<input id="order-tp-pct" name="tp_pct" type="number" min="0.01" step="0.01" placeholder="止盈%" style="display:none">
<button type="submit">{{ open_position_button_label }}</button>
@@ -1616,6 +1619,49 @@ setTimeout(() => {
let latestAvailableUsdt = null;
const lastPriceMap = {};
const MANUAL_MIN_PLANNED_RR = {{ manual_min_planned_rr }};
const MANUAL_FIXED_RR_DEFAULT = 1.5;
const FIXED_RR_LS_KEY = "manualFixedRr";
function loadFixedRrPref(){
try{
const raw = localStorage.getItem(FIXED_RR_LS_KEY);
const el = document.getElementById("order-fixed-rr");
if(!el || raw == null || raw === "") return;
const v = Number(raw);
if(Number.isFinite(v) && v > 0) el.value = raw;
}catch(_){}
}
function saveFixedRrPref(){
try{
const el = document.getElementById("order-fixed-rr");
if(el && el.value) localStorage.setItem(FIXED_RR_LS_KEY, el.value);
}catch(_){}
}
function calcTpFromFixedRr(direction, entry, sl, rr){
const e = Number(entry), s = Number(sl), r = Number(rr);
if(!Number.isFinite(e) || !Number.isFinite(s) || !Number.isFinite(r) || r <= 0) return null;
if(direction === "short"){
if(s <= e) return null;
return e - (s - e) * r;
}
if(s >= e) return null;
return e + (e - s) * r;
}
function refreshOrderTpPreview(entryPx){
const mode = (document.getElementById("sltp-mode")||{}).value || "fixed_rr";
const preview = document.getElementById("order-tp-preview");
if(!preview) return;
if(mode !== "fixed_rr"){
preview.style.display = "none";
return;
}
preview.style.display = "";
const direction = (document.getElementById("order-direction")||{}).value || "long";
const sl = Number((document.getElementById("order-sl")||{}).value);
const rr = Number((document.getElementById("order-fixed-rr")||{}).value) || MANUAL_FIXED_RR_DEFAULT;
const entry = entryPx != null && Number.isFinite(Number(entryPx)) ? Number(entryPx) : sl;
const tp = calcTpFromFixedRr(direction, entry, sl, rr);
preview.textContent = tp == null ? "预估止盈：—" : ("预估止盈：" + formatPriceForInput(tp));
}
function calcClientRr(direction, entry, sl, tp){
const e = Number(entry), s = Number(sl), t = Number(tp);
if(!Number.isFinite(e) || !Number.isFinite(s) || !Number.isFinite(t)) return null;
@@ -1724,15 +1770,11 @@ function submitTpslEntrust(){
if(mode === 'pct'){
body.sl_pct = Number((document.getElementById('tpsl-modal-sl-pct')||{}).value);
body.tp_pct = Number((document.getElementById('tpsl-modal-tp-pct')||{}).value);
if(rejectManualOrderRr(calcClientRrFromPct(body.sl_pct, body.tp_pct))) return;
}else{
body.sl = (document.getElementById('tpsl-modal-sl')||{}).value;
body.tp = (document.getElementById('tpsl-modal-tp')||{}).value;
}
const card = document.getElementById(`order-row-${orderId}`);
const direction = (card && card.getAttribute('data-direction')) || 'long';
const post = ()=>{
fetch(`/api/order/${orderId}/place_tpsl`, { method:'POST', headers:{'Content-Type':'application/json'}, body: JSON.stringify(body) })
fetch(`/api/order/${orderId}/place_tpsl`, { method:'POST', headers:{'Content-Type':'application/json'}, body: JSON.stringify(body) })
.then(r=>r.json()).then(data=>{
if(!data.ok){ alert(data.msg || '委托失败'); return; }
alert(data.msg || '已提交');
@@ -1747,31 +1789,6 @@ function submitTpslEntrust(){
});
refreshPriceSnapshotConditional();
}).catch(()=>alert('委托请求失败'));
};
if(mode === 'pct'){ post(); return; }
let sl = Number(body.sl);
let tp = Number(body.tp);
const planTp = card && card.getAttribute('data-plan-tp');
if((!Number.isFinite(tp) || tp <= 0) && planTp){
const pt = Number(planTp);
if(Number.isFinite(pt) && pt > 0) tp = pt;
}
if(!Number.isFinite(sl) || sl <= 0){ alert('请填写止损价格'); return; }
if(!Number.isFinite(tp) || tp <= 0){ alert('请填写止盈价格，或保留原计划止盈'); return; }
let entry = entryPriceFromOrderCard(card);
const sym = (card && card.getAttribute('data-symbol')) || '';
const finishRr = (entryPx)=>{
const e = entryPx != null ? entryPx : entry;
if(!tpslRrCheckPasses(direction, e, sl, tp)) return;
post();
};
if(entry != null){ finishRr(entry); return; }
if(!sym){ finishRr(sl); return; }
fetch(`/api/order_defaults?symbol=${encodeURIComponent(sym)}&direction=${encodeURIComponent(direction)}`)
.then(r=>r.json()).then(data=>{
const px = data.last_price || data.price;
finishRr(px ? Number(px) : null);
}).catch(()=>alert('无法校验盈亏比'));
}
function relinkOrphanPosition(symbol, direction){
if(!confirm(`恢复 ${symbol} ${direction} 的本地监控？（接回最近一条已停止记录）`)) return;
@@ -1937,6 +1954,8 @@ function refreshOrderDefaults(){
marginEl.value = m;
}
}
const px = data.last_price || data.price;
if(px) refreshOrderTpPreview(px);
}).catch(()=>{});
}
@@ -1979,26 +1998,37 @@ if(fullMarginEl){
const sltpModeEl = document.getElementById("sltp-mode");
function toggleSltpMode(){
const mode = sltpModeEl ? sltpModeEl.value : "price";
const mode = sltpModeEl ? sltpModeEl.value : "fixed_rr";
const slEl = document.getElementById("order-sl");
const tpEl = document.getElementById("order-tp");
const fixedRrEl = document.getElementById("order-fixed-rr");
const slPctEl = document.getElementById("order-sl-pct");
const tpPctEl = document.getElementById("order-tp-pct");
if(!slEl || !tpEl || !slPctEl || !tpPctEl){ return; }
const pct = mode === "pct";
const fixed = mode === "fixed_rr";
slEl.style.display = pct ? "none" : "";
tpEl.style.display = pct ? "none" : "";
tpEl.style.display = (pct || fixed) ? "none" : "";
if(fixedRrEl) fixedRrEl.style.display = fixed ? "" : "none";
slEl.required = !pct;
tpEl.required = !pct;
tpEl.required = !pct && !fixed;
if(fixedRrEl) fixedRrEl.required = fixed;
slPctEl.style.display = pct ? "" : "none";
tpPctEl.style.display = pct ? "" : "none";
slPctEl.required = pct;
tpPctEl.required = pct;
refreshOrderTpPreview();
}
if(sltpModeEl){
sltpModeEl.addEventListener("change", toggleSltpMode);
loadFixedRrPref();
toggleSltpMode();
}
["order-sl","order-fixed-rr","order-direction"].forEach(function(id){
const el = document.getElementById(id);
if(el) el.addEventListener("input", function(){ refreshOrderTpPreview(); });
if(el) el.addEventListener("change", function(){ refreshOrderTpPreview(); });
});
refreshAccountSnapshot();
const _journalFormEl = document.getElementById("journal-form");
@@ -2020,8 +2050,23 @@ if(addOrderForm){
ev.preventDefault();
if(window.FormSubmitGuard && FormSubmitGuard.isLocked(addOrderForm)) return;
const direction = (document.getElementById("order-direction")||{}).value || "long";
const mode = (document.getElementById("sltp-mode")||{}).value || "price";
const mode = (document.getElementById("sltp-mode")||{}).value || "fixed_rr";
const symbol = ((document.getElementById("order-symbol")||{}).value || "").trim();
if(mode === "fixed_rr"){
saveFixedRrPref();
const rr = Number((document.getElementById("order-fixed-rr")||{}).value);
if(!Number.isFinite(rr) || rr <= 0){
alert("请填写正数盈亏比");
return;
}
if(window.FormSubmitGuard) FormSubmitGuard.lock(addOrderForm, "校验盈亏比…");
if(rejectManualOrderRr(rr)){
if(window.FormSubmitGuard) FormSubmitGuard.unlock(addOrderForm);
return;
}
allowManualOrderSubmit(addOrderForm);
return;
}
if(mode === "pct"){
if(window.FormSubmitGuard) FormSubmitGuard.lock(addOrderForm, "校验盈亏比…");
const rr = calcClientRrFromPct(