96 lines
2.4 KiB
Go
96 lines
2.4 KiB
Go
package logic
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import (
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"context"
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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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"github.com/shopspring/decimal"
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)
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// 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；
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// 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。
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func trySpotRallySell(ctx context.Context, client *binance.Client, w spotSymbol, price float64, st *models.SpotPosition, free float64) error {
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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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armLine := cost * (1 + profitArmPct)
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if !st.TrailArmed {
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if price >= armLine {
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st.TrailArmed = true
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st.TrailPeakUSDT = price
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}
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return nil
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}
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if price > st.TrailPeakUSDT {
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st.TrailPeakUSDT = price
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}
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sellLine := st.TrailPeakUSDT * (1 - trailPullbackPct)
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if price >= sellLine {
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return nil
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}
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qtyStr, ok, err := formatQtyToLotStep(free, spotLotStep(w.Symbol))
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if err != nil {
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return err
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}
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if !ok || parseFloat(qtyStr)*price < minSellNotional {
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return nil
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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.SideTypeSell).
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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 err
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}
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sold, _ := strconv.ParseFloat(order.ExecutedQuantity, 64)
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st.Quantity = free - sold
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if st.Quantity < 0 {
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st.Quantity = 0
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}
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peak := st.TrailPeakUSDT
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resetSpotTrail(st)
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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)
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return nil
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}
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// spotLotStep 返回交易对 LOT_SIZE 步长；未加载 exchangeInfo 时用保守默认。
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func spotLotStep(symbol string) string {
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if s := stepSizes[symbol]; s != "" {
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return s
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}
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return "0.00001"
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}
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// 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。
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func formatQtyToLotStep(qty float64, stepSize string) (string, bool, error) {
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if qty <= 0 {
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return "", false, nil
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}
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step, err := decimal.NewFromString(stepSize)
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if err != nil {
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return "", false, err
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}
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q := decimal.NewFromFloat(qty)
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n := q.Div(step).Floor()
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out := n.Mul(step)
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if out.LessThanOrEqual(decimal.Zero) {
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return "", false, nil
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}
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return out.String(), true, nil
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}
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func parseFloat(s string) float64 {
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v, _ := strconv.ParseFloat(s, 64)
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return v
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}
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