// Package logic 提供 Binance 现货策略;本组文件为定时轮询(非 WebSocket)的建仓、超跌加仓与跟踪止盈全平。 package logic import ( "context" "log" "strconv" "strings" "sync" "time" "git.apinb.com/quant/coin/internal/config" "git.apinb.com/quant/coin/internal/models" "github.com/adshao/go-binance/v2" ) // 以下为可调参数,改数值即可调整策略行为(改后重新编译运行)。 const ( // pollInterval 两次完整轮询之间的间隔(拉余额、价格、判单、写库) pollInterval = 60 * time.Second // maxDipAdds 相对当前均价最多加仓次数(不含首仓) maxDipAdds = 4 // profitArmPct 浮盈达到该比例后进入「跟踪高点」:继续上涨不平仓,仅从高点回撤 trailPullbackPct 时全平 profitArmPct = 0.05 // trailPullbackPct 从跟踪期内最高价回撤本比例则触发市价全仓卖出 trailPullbackPct = 0.005 // minHoldUSDT 持仓市值低于此值(USDT)视为「无仓」,会按配置 OrderQty 市价买基础币建首笔 minHoldUSDT = 10.0 // minSellNotional 单笔卖出名义价值下限,低于则不下单(贴近交易所 minNotional) minSellNotional = 10.0 // dipRecoverPct 超跌加仓后,现价需高于「成本×(1+本值)」才解除加仓锁,避免同一低位反复买 dipRecoverPct = 0.03 // buyReboundPct 开仓/加仓前须相对阶段低点反弹超过本比例才市价买入(持续创新低则不买) buyReboundPct = 0.0039 ) // spotSymbol 单标的运行时视图:基础资产、交易对、每笔买入的基础币数量(来自配置 SpotWatchList)。 type spotSymbol struct { Base string Symbol string // 如 BTCUSDT OrderQty float64 // 开仓与加仓共用(枚) } // spotWatchesFromConfig 从 Spec.SpotWatchList 解析有效项;Symbol 空或 OrderQty≤0 的条目会被跳过。 func spotWatchesFromConfig() []spotSymbol { items := config.Spec.SpotWatchList out := make([]spotSymbol, 0, len(items)) for _, it := range items { sym := strings.TrimSpace(it.Symbol) if sym == "" || it.OrderQty <= 0 { continue } us := strings.ToUpper(sym) out = append(out, spotSymbol{ Base: spotBaseFromSymbol(us), Symbol: us, OrderQty: it.OrderQty, }) } return out } // spotBaseFromSymbol 由 USDT 现货交易对推导基础资产名(如 BTCUSDT → BTC);非 *USDT 后缀则整体大写作为键。 func spotBaseFromSymbol(symbolUpper string) string { if strings.HasSuffix(symbolUpper, "USDT") && len(symbolUpper) > 4 { return strings.TrimSuffix(symbolUpper, "USDT") } return symbolUpper } // dipAddDrawdowns[k] 为已完成 k 次加仓后,下一次加仓须达到的相对当前加权均价的跌幅(第 1 次 5%、第 2 次 15%…)。 var dipAddDrawdowns = [...]float64{0.05, 0.15, 0.30, 0.50} var ( portfolioMu sync.Mutex // 保护 portfolio 与数据库写入,避免并发轮询(若以后拆协程) portfolio = models.NewSpotPortfolioSnapshot() // stepSizes 各交易对 LOT_SIZE 的 stepSize,用于卖出数量按交易所步长向下取整 stepSizes = map[string]string{} ) // runBinanceSpotStrategy 入口:校验配置 → 连通性 → 死循环定时执行 spotTick。 // 若 Key/Secret 为空或 API 失败会直接 return,不再占用协程(由 Boot 调用方决定是否在 goroutine 里跑)。 func runBinanceSpotStrategy() { ctx := context.Background() key := config.Spec.BinanceApiKey secret := config.Spec.BinanceApiSecret if key == "" || secret == "" { log.Printf("logic: 未配置 BinanceApiKey 或 BinanceApiSecret,跳过现货策略") return } client := binance.NewClient(key, secret) if err := client.NewPingService().Do(ctx); err != nil { log.Printf("logic: Binance Ping 失败: %v", err) return } acct, err := client.NewGetAccountService().Do(ctx) if err != nil { log.Printf("logic: Binance 账户校验失败: %v", err) return } if !acct.CanTrade { log.Printf("logic: Binance 账户未开启现货交易权限") return } if len(spotWatchesFromConfig()) == 0 { log.Printf("logic: SpotWatchList 未配置或无效,跳过现货策略") return } log.Printf("logic: Binance 已连接,CanTrade=%v", acct.CanTrade) if err := loadPortfolio(); err != nil { log.Printf("logic: 从数据库加载现货持仓失败(将使用空档): %v", err) } if err := refreshStepSizes(ctx, client); err != nil { log.Printf("logic: 加载交易对精度失败: %v", err) } ticker := time.NewTicker(pollInterval) defer ticker.Stop() for { if err := spotTick(ctx, client); err != nil { log.Printf("logic: 现货策略轮询错误: %v", err) } <-ticker.C } } // spotTick 单次轮询:拉账户 + 批量现价 → 对每个配置标的执行 processOne → 持久化到库。 func spotTick(ctx context.Context, client *binance.Client) error { ctx, cancel := context.WithTimeout(ctx, 45*time.Second) defer cancel() watch := spotWatchesFromConfig() if len(watch) == 0 { return nil } acct, err := client.NewGetAccountService().Do(ctx) if err != nil { return err } symbols := make([]string, len(watch)) for i, w := range watch { symbols[i] = w.Symbol } prices, err := client.NewListPricesService().Symbols(symbols).Do(ctx) if err != nil { return err } priceBySymbol := make(map[string]float64, len(prices)) for _, p := range prices { v, err := strconv.ParseFloat(p.Price, 64) if err != nil { continue } priceBySymbol[p.Symbol] = v } portfolioMu.Lock() defer portfolioMu.Unlock() for _, w := range watch { px, ok := priceBySymbol[w.Symbol] if !ok { continue } if err := processOne(ctx, client, acct.Balances, w, px); err != nil { log.Printf("logic: %s 处理失败: %v", w.Symbol, err) } } return savePortfolioLocked() } // getOrCreateState 按基础资产取状态;不存在则新建并挂到 portfolio 上(首轮 Save 时插入表)。 func getOrCreateState(base, symbol string) *models.SpotPosition { st, ok := portfolio.Positions[base] if !ok { st = &models.SpotPosition{ BaseAsset: base, Symbol: symbol, } portfolio.Positions[base] = st } return st } // processOne 单标的一轮决策:无仓建仓 → 有仓则判超跌买 / 冲高卖,并维护锁与成本。 func processOne(ctx context.Context, client *binance.Client, balances []binance.Balance, w spotSymbol, price float64) error { free, err := balanceFree(balances, w.Base) if err != nil { return err } st := getOrCreateState(w.Base, w.Symbol) positionUSDT := free * price if positionUSDT >= minHoldUSDT { st.OpenReboundLow = 0 } if positionUSDT < minHoldUSDT { st.DipAddsDone = 0 st.DipLegLocked = false st.RallyLegLocked = false resetSpotTrail(st) if !spotReboundReady(&st.OpenReboundLow, price) { return nil } err = trySpotInitialEntry(ctx, client, balances, w, st, price) if err == nil { st.OpenReboundLow = 0 } return err } if st.AvgCostUSDT <= 0 { st.AvgCostUSDT = price } st.Quantity = free if err := trySpotDipAdd(ctx, client, balances, w, price, st); err != nil { return err } if st.DipLegLocked && price >= st.AvgCostUSDT*(1+dipRecoverPct) { st.DipLegLocked = false } if err := trySpotRallySell(ctx, client, w, price, st, free); err != nil { return err } return nil } // resetSpotTrail 清除跟踪止盈状态(空仓、加仓后成本变化时调用)。 func resetSpotTrail(st *models.SpotPosition) { st.TrailArmed = false st.TrailPeakUSDT = 0 } // spotReboundReady 用 *latch 跟踪阶段低价:创新低则只下移 latch 不通过;现价相对 latch 反弹≥buyReboundPct 时返回 true。 // *latch≤0 时锚定 latch=price 并返回 false(首根 K 不直接买)。 func spotReboundReady(latch *float64, price float64) bool { if *latch <= 0 { *latch = price return false } if price < *latch { *latch = price return false } return price >= *latch*(1+buyReboundPct) }