feat.

etc/coin_prod.yaml

@@ -19,6 +19,14 @@ BinanceApiSecret: "YqTpRybnBWllS0fA1yk0T1MEx0RxRazc2bH2iZuPEI8QJKesUueq3saCDdDj7
 SpotWatchList:
   - Symbol: BTCUSDT
     OrderQtyUsdt: 10
+  - Symbol: ETHUSDT
+    OrderQtyUsdt: 10
+  - Symbol: SOLUSDT
+    OrderQtyUsdt: 10
+  - Symbol: ADAUSDT
+    OrderQtyUsdt: 10
+  - Symbol: XRPUSDT
+    OrderQtyUsdt: 10
 
 # 日志配置
 Log:

internal/logic/close.go

@@ -7,6 +7,7 @@ import (
 	"git.apinb.com/quant/coin/internal/impl"
 	"git.apinb.com/quant/coin/internal/models"
 	"github.com/adshao/go-binance/v2"
+	"github.com/shopspring/decimal"
 )
 
 var (
@@ -15,7 +16,7 @@ var (
 
 // trySpotRallySell 跟踪止盈：浮盈≥profitArmPct 后记录阶段峰值 PnL；继续上涨则刷新峰值；
 // 当未实现盈亏较峰值回落≥gridStartPct 时市价卖出（数量来自 RefreshAccount 写入的 account[sym]）。
-func trySpotRallySell(pos *models.SpotPosition, pnlPct float64) error {
+func trySpotRallySell(pos *models.SpotPosition, pnlPct float64, price float64) error {
 	if val, ok := CloseCache[pos.Symbol]; !ok || val == 0 {
 		CloseCache[pos.Symbol] = pnlPct
 		return nil
@@ -45,9 +46,9 @@ func trySpotRallySell(pos *models.SpotPosition, pnlPct float64) error {
 	if err != nil {
 		return err
 	}
-	orderPrice, err := strconv.ParseFloat(order.Price, 64)
+
 	pos.SellQuantity += parseFloat(order.ExecutedQuantity)
-	pos.SellPrice = (pos.SellQuantity*pos.SellPrice + parseFloat(order.ExecutedQuantity)*orderPrice) / pos.SellQuantity
+	pos.SellPrice = decimal.NewFromFloat(price).Round(2).InexactFloat64()
 	pos.Status = 1
 	impl.DBService.Save(pos)
 

internal/logic/open.go

@@ -10,6 +10,7 @@ import (
 	"git.apinb.com/quant/coin/internal/impl"
 	"git.apinb.com/quant/coin/internal/models"
 	binance "github.com/adshao/go-binance/v2"
+	"github.com/shopspring/decimal"
 )
 
 var (
@@ -31,7 +32,7 @@ func CreateNewSpotPosition(symbol string) error {
 		}
 	}
 
-	qty, err := CalculateQty(symbol)
+	qty, price, err := CalculateQty(symbol)
 	if err != nil {
 		return err
 	}
@@ -50,7 +51,7 @@ func CreateNewSpotPosition(symbol string) error {
 	position := &models.SpotPosition{
 		Symbol:       symbol,
 		BuyQuantity:  parseFloat(order.ExecutedQuantity),
-		BuyCostPrice: parseFloat(order.Price),
+		BuyCostPrice: decimal.NewFromFloat(price).Round(2).InexactFloat64(),
 	}
 
 	if err := impl.DBService.Create(position).Error; err != nil {
@@ -95,9 +96,9 @@ func AddSpotPosition(pos *models.SpotPosition, pnlPct, price float64) error {
 	}
 
 	// 更新数据库
-	orderPrice, err := strconv.ParseFloat(order.Price, 64)
+	price = decimal.NewFromFloat(price).Round(2).InexactFloat64()
 	pos.BuyQuantity += parseFloat(order.ExecutedQuantity)
-	pos.BuyCostPrice = (pos.BuyQuantity*pos.BuyCostPrice + parseFloat(order.ExecutedQuantity)*orderPrice) / pos.BuyQuantity
+	pos.BuyCostPrice = decimal.NewFromFloat((pos.BuyCostPrice + price) / 2).Round(2).InexactFloat64()
 	pos.DipAddsDone++
 	impl.DBService.Save(pos)
 
@@ -109,34 +110,34 @@ func AddSpotPosition(pos *models.SpotPosition, pnlPct, price float64) error {
 	return nil
 }
 
-func CalculateQty(symbol string) (string, error) {
+func CalculateQty(symbol string) (string, float64, error) {
 	ctx, cancel := context.WithTimeout(context.Background(), 45*time.Second)
 	defer cancel()
 	prices, err := BinanceClient.NewListPricesService().Symbol(symbol).Do(ctx)
 	if err != nil || len(prices) == 0 {
-		return "", err
+		return "", 0, err
 	}
 	price, err := strconv.ParseFloat(prices[0].Price, 64)
 	if err != nil || price <= 0 {
-		return "", errors.New("现价无效")
+		return "", 0, errors.New("现价无效")
 	}
 	cfg := getSymbolInfo(symbol)
 	if cfg == nil {
-		return "", errors.New("交易对不存在")
+		return "", 0, errors.New("交易对不存在")
 	}
 	want := InvestUsdt[cfg.Symbol] / price
 	lot := cfg.LotSizeFilter()
 	if lot == nil {
-		return "", errors.New("交易对无 LOT_SIZE 规则")
+		return "", 0, errors.New("交易对无 LOT_SIZE 规则")
 	}
 	qtyStr, ok, err := formatQtyToLotStep(want, lot.StepSize)
 	if err != nil {
-		return "", err
+		return "", 0, err
 	}
 	if !ok {
-		return "", errors.New("数量不足")
+		return "", 0, errors.New("数量不足")
 	}
-	return qtyStr, nil
+	return qtyStr, price, nil
 }
 
 func CalculateQtyByPrice(symbol string, price float64) string {

internal/logic/run.go

@@ -61,7 +61,7 @@ func Run(ctx context.Context) error {
 		pnl := spotUnrealizedPnLPct(pos, price)
 
 		if pnl >= profitArmPct {
-			trySpotRallySell(pos, pnl)
+			trySpotRallySell(pos, pnl, price)
 			continue
 		}
 		if pos.DipAddsDone >= maxDipAdds {