123 lines
3.9 KiB
Go
123 lines
3.9 KiB
Go
package logic
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import (
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"context"
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"fmt"
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"log"
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"strconv"
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"git.apinb.com/quant/coin/internal/models"
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"github.com/adshao/go-binance/v2"
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)
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// trySpotInitialEntry 视为空仓时按配置 OrderQty（基础币）市价买入，数量按 LOT_SIZE 向下取整。
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func trySpotInitialEntry(ctx context.Context, client *binance.Client, balances []binance.Balance, w spotSymbol, st *models.SpotPosition, price float64) error {
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want := w.OrderQty
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order, qtyStr, err := executeSpotMarketBuy(ctx, client, balances, w, price)
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if err != nil {
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return err
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}
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applyBuyFill(st, order)
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log.Printf("logic: %s 反弹≥%.2f%% 后初始建仓数量 %s (配置 %.8f), 成交均价约 %.4f", w.Symbol, buyReboundPct*100, qtyStr, want, st.AvgCostUSDT)
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return nil
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}
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// trySpotDipAdd 相对当前均价达到第 (DipAddsDone+1) 档跌幅（5%/15%/30%/50%）且未锁波段时，先等反弹 buyReboundPct 再按 OrderQty 买入；最多加仓 maxDipAdds 次。
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func trySpotDipAdd(ctx context.Context, client *binance.Client, balances []binance.Balance, w spotSymbol, price float64, st *models.SpotPosition) error {
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if st.DipAddsDone >= maxDipAdds {
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return nil
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}
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cost := st.AvgCostUSDT
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if cost <= 0 {
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return nil
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}
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draw := dipAddDrawdowns[st.DipAddsDone]
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dipLine := cost * (1 - draw)
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if price > dipLine {
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st.DipReboundLow = 0
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return nil
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}
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if st.DipLegLocked {
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return nil
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}
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if !spotReboundReady(&st.DipReboundLow, price) {
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return nil
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}
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want := w.OrderQty
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order, qtyStr, err := executeSpotMarketBuy(ctx, client, balances, w, price)
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if err != nil {
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return err
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}
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applyBuyFill(st, order)
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st.DipAddsDone++
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st.DipLegLocked = true
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st.DipReboundLow = 0
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resetSpotTrail(st)
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log.Printf("logic: %s 第 %d 次超跌(跌幅%.0f%%)反弹≥%.2f%% 后加仓数量 %s (配置 %.8f), 新成本约 %.4f", w.Symbol, st.DipAddsDone, draw*100, buyReboundPct*100, qtyStr, want, st.AvgCostUSDT)
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return nil
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}
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// executeSpotMarketBuy 校验 USDT 后下市价买单（FULL），返回成交回报与已取整数量字符串。
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func executeSpotMarketBuy(ctx context.Context, client *binance.Client, balances []binance.Balance, w spotSymbol, price float64) (*binance.CreateOrderResponse, string, error) {
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qtyStr, _, err := spotBuyQtyString(w)
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if err != nil {
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return nil, "", err
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}
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usdtFree, err := balanceFree(balances, "USDT")
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if err != nil {
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return nil, "", err
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}
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est := parseFloat(qtyStr) * price
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if usdtFree < est {
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return nil, "", fmt.Errorf("USDT 余额不足，约需 %.2f USDT（数量 %s × 价 %.6f）", est, qtyStr, price)
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}
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order, err := client.NewCreateOrderService().
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Symbol(w.Symbol).
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Side(binance.SideTypeBuy).
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Type(binance.OrderTypeMarket).
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Quantity(qtyStr).
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NewOrderRespType(binance.NewOrderRespTypeFULL).
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Do(ctx)
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if err != nil {
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return nil, "", err
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}
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return order, qtyStr, nil
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}
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// spotBuyQtyString 将配置的 OrderQty 按交易对 LOT_SIZE 向下取整为下单字符串；want 为配置原值。
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func spotBuyQtyString(w spotSymbol) (qtyStr string, want float64, err error) {
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want = w.OrderQty
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step := spotLotStep(w.Symbol)
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ok := false
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qtyStr, ok, err = formatQtyToLotStep(want, step)
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if err != nil {
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return "", want, err
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}
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if !ok {
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return "", want, fmt.Errorf("%s: OrderQty=%g 按 LOT_SIZE(%s) 取整后为 0，请调大数量或检查交易对", w.Symbol, want, step)
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}
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return qtyStr, want, nil
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}
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// applyBuyFill 根据市价买单成交回报更新加权成本与数量（首笔建仓与加仓共用）。
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func applyBuyFill(st *models.SpotPosition, order *binance.CreateOrderResponse) {
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execQty, _ := strconv.ParseFloat(order.ExecutedQuantity, 64)
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quote, _ := strconv.ParseFloat(order.CummulativeQuoteQuantity, 64)
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if execQty <= 0 || quote <= 0 {
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return
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}
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oldQty := st.Quantity
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oldCost := st.AvgCostUSDT
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newQty := oldQty + execQty
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if newQty <= 0 {
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return
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}
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if oldQty <= 0 || oldCost <= 0 {
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st.AvgCostUSDT = quote / execQty
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} else {
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st.AvgCostUSDT = (oldQty*oldCost + quote) / newQty
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}
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st.Quantity = newQty
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markSpotPortfolioDirty()
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}
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