feat

internal/logic/spot_binance_close.go

@@ -0,0 +1,95 @@
+package logic
+
+import (
+	"context"
+	"log"
+	"strconv"
+
+	"git.apinb.com/quant/coin/internal/models"
+	"github.com/adshao/go-binance/v2"
+	"github.com/shopspring/decimal"
+)
+
+// trySpotRallySell 跟踪止盈：浮盈≥profitArmPct 后记录阶段最高价，不在该涨幅直接平仓；
+// 仅当现价从本轮高点回撤≥trailPullbackPct 时市价卖出全部可用基础资产。
+func trySpotRallySell(ctx context.Context, client *binance.Client, w spotSymbol, price float64, st *models.SpotPosition, free float64) error {
+	cost := st.AvgCostUSDT
+	if cost <= 0 {
+		return nil
+	}
+	armLine := cost * (1 + profitArmPct)
+
+	if !st.TrailArmed {
+		if price >= armLine {
+			st.TrailArmed = true
+			st.TrailPeakUSDT = price
+		}
+		return nil
+	}
+
+	if price > st.TrailPeakUSDT {
+		st.TrailPeakUSDT = price
+	}
+	sellLine := st.TrailPeakUSDT * (1 - trailPullbackPct)
+	if price >= sellLine {
+		return nil
+	}
+
+	qtyStr, ok, err := formatQtyToLotStep(free, spotLotStep(w.Symbol))
+	if err != nil {
+		return err
+	}
+	if !ok || parseFloat(qtyStr)*price < minSellNotional {
+		return nil
+	}
+	order, err := client.NewCreateOrderService().
+		Symbol(w.Symbol).
+		Side(binance.SideTypeSell).
+		Type(binance.OrderTypeMarket).
+		Quantity(qtyStr).
+		NewOrderRespType(binance.NewOrderRespTypeFULL).
+		Do(ctx)
+	if err != nil {
+		return err
+	}
+	sold, _ := strconv.ParseFloat(order.ExecutedQuantity, 64)
+	st.Quantity = free - sold
+	if st.Quantity < 0 {
+		st.Quantity = 0
+	}
+	peak := st.TrailPeakUSDT
+	resetSpotTrail(st)
+	log.Printf("logic: %s 从跟踪高点 %.6f 回撤≥%.1f%% 全平, 卖出数量 %s", w.Symbol, peak, trailPullbackPct*100, qtyStr)
+	return nil
+}
+
+// spotLotStep 返回交易对 LOT_SIZE 步长；未加载 exchangeInfo 时用保守默认。
+func spotLotStep(symbol string) string {
+	if s := stepSizes[symbol]; s != "" {
+		return s
+	}
+	return "0.00001"
+}
+
+// formatQtyToLotStep 将数量按 stepSize 向下取整，满足 Binance LOT_SIZE（买卖共用）；过小则返回 ok=false。
+func formatQtyToLotStep(qty float64, stepSize string) (string, bool, error) {
+	if qty <= 0 {
+		return "", false, nil
+	}
+	step, err := decimal.NewFromString(stepSize)
+	if err != nil {
+		return "", false, err
+	}
+	q := decimal.NewFromFloat(qty)
+	n := q.Div(step).Floor()
+	out := n.Mul(step)
+	if out.LessThanOrEqual(decimal.Zero) {
+		return "", false, nil
+	}
+	return out.String(), true, nil
+}
+
+func parseFloat(s string) float64 {
+	v, _ := strconv.ParseFloat(s, 64)
+	return v
+}