Fix Gate/Binance memory regression and roll stop offset from avg.

Stop fetch_tickers fallback for volume rank and keep stale cache on failed refresh. Compute roll unified stop as merge-average plus offset percent instead of break-even.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-06-24 00:21:07 +08:00
parent 7f8ae97a98
commit f63f8810e6
9 changed files with 343 additions and 37 deletions
+23 -2
View File
@@ -4,6 +4,7 @@ from __future__ import annotations
from typing import Any, Optional
from fib_key_monitor_lib import fib_invalidate_by_mark
from strategy_roll_lib import unified_stop_from_avg
from strategy_db import init_strategy_tables
ROLL_LEG_STATUS_LABELS = {
@@ -218,11 +219,31 @@ def _finalize_roll_leg_fill(
leg_id = int(leg["id"])
gid = int(group["id"])
new_sl = float(leg.get("new_stop_loss") or 0)
stop_offset_pct = leg.get("stop_offset_pct")
tp0 = float(group.get("initial_take_profit") or 0)
fill_px = float(leg.get("limit_price") or mark)
add_qty = float(leg.get("amount") or 0)
if stop_offset_pct not in (None, ""):
try:
offset_pct = float(stop_offset_pct)
except (TypeError, ValueError):
offset_pct = 0.0
if offset_pct > 0:
pos = cfg["get_position"](ex_sym, direction) or {}
avg = float(pos.get("entry_price") or 0)
if avg <= 0 and add_qty > 0:
avg = fill_px
if avg > 0:
new_sl = unified_stop_from_avg(direction, avg, offset_pct)
px_fn = cfg.get("price_to_precision")
if callable(px_fn):
try:
new_sl = float(px_fn(ex_sym, new_sl) or new_sl)
except Exception:
pass
conn.execute(
"UPDATE roll_legs SET status='filled', fill_price=? WHERE id=? AND status='pending'",
(fill_px, leg_id),
"UPDATE roll_legs SET status='filled', fill_price=?, new_stop_loss=? WHERE id=? AND status='pending'",
(fill_px, new_sl, leg_id),
)
if new_sl > 0:
conn.execute(