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