def create_pfhl_order(self, data):
stp_p = float(data['price'])
sym = data['symbol']
pside = data['positionSide']
for an in data['vas']:
pp = brkrs.sym_infos[sym]['pp']
qp = brkrs.sym_infos[sym]['qp']
close_rate = 0.5
pos_amt = 0
brkrs.fetch_postion(an)
for pos in brkrs.all_valid_pos[an]:
if pos['symbol'] == sym and pos['positionSide'] == pside:
pos_amt = float(pos['positionAmt'])
entry_p = float(pos['entryPrice'])
if not pos_amt:
Lgr.log('bnews', f"账户 {an} {sym} 没有 {pside} 仓位")
continue
if pside == 'LONG':
price = round(
abs(entry_p - stp_p) + entry_p *
(1 + Settings['slippage']), pp)
else:
price = round(
entry_p * (1 - Settings['slippage']) -
abs(entry_p - stp_p), pp)
qty = round(abs(pos_amt) * close_rate, qp)
qty = max(qty, 1 / pow(10, qp))
rstr = base62.encode(int(datetime.now().timestamp()))
param = {
'symbol': sym,
'side': data['side'],
'positionSide': pside,
'price': price,
'type': 'LIMIT',
'timeInForce': 'GTC',
'quantity': qty,
'newClientOrderId': f"{app}_{data['op']}_{rstr}",
}
res = brkrs.place_order(an, param)
if res['orderId']:
op_ch = get_op(data['op'])
Lgr.log(data['op'], f"账户:{an} {op_ch}: {param}")
else:
Lgr.log('ERROR', 'place order has error')
def get_order_param(event,values):
estrs = event.split('-')
coin = estrs[1]
op_ch = get_op(estrs[2]) # operation: ol,os,cl,cs
vas = get_valid_accts(values) # acct list
mr = get_mr(values)
lev = get_lev(values)
sym = f"{coin}USDT"
if lev == 0:
lev_str = ''
for v in vas:
lev_str += f"{v}-{output.levs[v][sym]}; "
else:
lev_str = lev
cr = get_cr(values) # close position ratio
price_str = '市价' if not values[f"{coin}-p"] else values[f"{coin}-p"]
if event[-2] == 'o':
pstr1 = f"操作账户: {vas} \n\n交易对: {sym} \n\n方向: {op_ch} \n\n保证金使用比例: {mr}"
pstr2 = f" \n\n杠杆倍数: {lev_str}\n\n价格: {price_str}\n"
pstr = pstr1+pstr2
param = {
'symbol': sym,
'side': 'BUY' if event[-1]=='l' else 'SELL',
'positionSide': 'LONG' if event[-1]=='l' else 'SHORT',
'vas': vas,
'mr': mr,
'lev': lev,
'op': estrs[2],
'price': price_str
}
if event[-2] == 'c':
pstr = f"操作账户: {vas} \n\n交易对: {sym} \n\n方向: {op_ch} \n\n关仓比例: {cr}\n\n价格: {price_str}\n"
param = {
'symbol': sym,
'side': 'SELL' if event[-1]=='l' else 'BUY',
'positionSide': 'LONG' if event[-1]=='l' else 'SHORT',
'vas': vas,
'cr': cr,
'op': estrs[2],
'price': price_str
}
return pstr,param
def create_stop_order(self, data):
sym = data['symbol']
for an in data['vas']:
rstr = base62.encode(int(datetime.now().timestamp()))
param = {
'symbol': sym,
'side': data['side'],
'positionSide': data['positionSide'],
'type': 'STOP_MARKET',
'newClientOrderId': f"{app}_stplos_{rstr}",
'stopPrice': data['price'],
'closePosition': True,
'workingType': 'MARK_PRICE'
}
res = brkrs.place_order(an, param)
if res['orderId']:
op_ch = get_op(data['op'])
Lgr.log(data['op'], f"账户:{an} {op_ch}: {param}")
else:
Lgr.log('ERROR', 'place order has error')
def close_pos(self, data):
sym = data['symbol']
if data['price'] == '市价':
res = brkrs.fetch_symbol_price(sym)
price = float(res['price'])
order_type = 'MARKET'
else:
price = float(data['price']) #fix price
order_type = 'LIMIT'
for an in data['vas']:
qp = brkrs.sym_infos[sym]['qp']
close_rate = float(data['cr'][:-1]) / 100
pos_amt = 0
for pos in brkrs.all_valid_pos[an]:
if pos['symbol'] == sym and pos['positionSide'] == data[
'positionSide']:
pos_amt = float(pos['positionAmt'])
if not pos_amt:
Lgr.log('bnews', f'账户 {an} 没有找到对应仓位')
return
qty = round(abs(pos_amt) * close_rate, qp)
qty = max(qty, 1 / pow(10, qp))
rstr = base62.encode(int(datetime.now().timestamp()))
param = {
'symbol': sym,
'side': data['side'],
'positionSide': data['positionSide'],
'type': order_type,
'quantity': qty,
'newClientOrderId': f"{app}_{data['op']}_{rstr}",
}
if order_type == 'LIMIT':
param['price'] = price
param['timeInForce'] = 'GTC'
res = brkrs.place_order(an, param)
if res['orderId']:
op_ch = get_op(data['op'])
Lgr.log(data['op'], f"账户:{an} {op_ch}: {param}")
else:
Lgr.log('ERROR', 'place order has error')
def get_plan_order_param(event,values):
estrs = event.split('-')
coin = estrs[1]
op_ch = get_op(estrs[2]) # operation: ol,os,cl,cs
vas = get_valid_accts(values) # acct list
price = values[f"{coin}-stp"]
if not price:
Lgr.log('bnews','必须设置止损价')
return None,None
pstr = f"操作账户: {vas} \n\n币: {coin} \n\n方向: {op_ch} \n\n止损价格: {price}\n"
param = {
'symbol': f"{coin}USDT",
'side': 'SELL' if event[-1]=='l' else 'BUY',
'positionSide': 'LONG' if event[-1]=='l' else 'SHORT',
'vas': vas,
'op': estrs[2],
'price': price
}
return pstr,param
def create_pos(self, data):
sym = data['symbol']
if data['price'] == '市价':
res = brkrs.fetch_symbol_price(sym)
price = float(res['price'])
order_type = 'MARKET'
else:
price = float(data['price']) #fix price
order_type = 'LIMIT'
for an in data['vas']:
self._set_lev(an, data)
acct_equ = brkrs.all_equ[an]
margin_rate = float(data['mr'][:-1]) / 100
margin = acct_equ * margin_rate
quote = margin * float(data['lev'])
qp = brkrs.sym_infos[sym]['qp']
qty = round(quote / price, qp)
qty = max(qty, 1 / pow(10, qp))
rstr = base62.encode(int(datetime.now().timestamp()))
param = {
'symbol': sym,
'side': data['side'],
'positionSide': data['positionSide'],
'type': order_type,
'quantity': qty,
'newClientOrderId': f"{app}_{data['op']}_{rstr}",
}
if order_type == 'LIMIT':
param['price'] = price
param['timeInForce'] = 'GTC'
res = brkrs.place_order(an, param)
if res['orderId']:
op_ch = get_op(data['op'])
Lgr.log(data['op'], f"账户:{an} {op_ch}: {param}")
else:
Lgr.log('ERROR', 'place order has error')