openfund-taker 1.3.10__py3-none-any.whl → 1.3.12__py3-none-any.whl

{openfund_taker-1.3.10.dist-info → openfund_taker-1.3.12.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: openfund-taker
-Version: 1.3.10
+Version: 1.3.12
 Summary: Openfund-taker
 Requires-Python: >=3.9,<4.0
 Classifier: Programming Language :: Python :: 3

{openfund_taker-1.3.10.dist-info → openfund_taker-1.3.12.dist-info}/RECORD

@@ -1,7 +1,7 @@
 taker/MultiAssetOldTradingBot.py,sha256=uBh_BxglvcbaHIsWHM7GI9Qa_QjzsxXaXJAAWEOMO5c,15315
 taker/ThreeLineTradingTaker.py,sha256=ElD9pKDO4nxw5VKNRrvXqyiU0gkV_1Mg_zk-hftfaPs,20553
 taker/TrailingSLAndTPTaker.py,sha256=rx3tw9TwFCpqnz3e0WlTtFVcn8mBbPHtp62n3RF86Kg,1144
-taker/TrailingSLTaker.py,sha256=M7wl2St9l-NHWwbYlELznRL0RnFJ1hmMA32sLykbKQI,42760
+taker/TrailingSLTaker.py,sha256=lT6SrlaVcB89RGo1gUIbmnXC6mqU88wqOh-OiNKYT4E,43502
 taker/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 taker/chua_bitget.py,sha256=YY6XK5Bd-wlArsN5BnAfiqE0h1DPkti6i4TEB4F5zDA,12918
 taker/chua_bn.py,sha256=GnTePWlgDwdHgroBbEp1Ajcsf5_m_Vn_RV63SYzu2jI,10668
@@ -10,7 +10,7 @@ taker/chua_ok_all.py,sha256=2XnZM6QdB3juSE1pqQIJyh2x1XuhlTlnBKNA3owlJ9E,15267
 taker/chua_ok_bot.py,sha256=9SW0ujhi6PfN4yR1JZ9NaA37HtnXJ2QAWUfW52NG68w,13109
 taker/config.py,sha256=YPxghO5i0vgRg9Cja8kGj9O7pgSbbtzOgf3RexqXXwY,1188
 taker/main.py,sha256=QCEjINu3IgwWEGcuquHzeYjKJYAQrPe8ctQhMoIb9SA,2561
-openfund_taker-1.3.10.dist-info/METADATA,sha256=pbct82JuEMaNdf60ASiqaeNOCOzvZoWo2a6QO0LlST0,7528
-openfund_taker-1.3.10.dist-info/WHEEL,sha256=IYZQI976HJqqOpQU6PHkJ8fb3tMNBFjg-Cn-pwAbaFM,88
-openfund_taker-1.3.10.dist-info/entry_points.txt,sha256=a7mG8F7aOA5-Gk2vPWuAR4537faxaHUgM_jwIDBZoEc,50
-openfund_taker-1.3.10.dist-info/RECORD,,
+openfund_taker-1.3.12.dist-info/METADATA,sha256=vZ36nLePnqAhdf3xwLCHGmif8Y8Z78PiWplrSdN64sA,7528
+openfund_taker-1.3.12.dist-info/WHEEL,sha256=IYZQI976HJqqOpQU6PHkJ8fb3tMNBFjg-Cn-pwAbaFM,88
+openfund_taker-1.3.12.dist-info/entry_points.txt,sha256=a7mG8F7aOA5-Gk2vPWuAR4537faxaHUgM_jwIDBZoEc,50
+openfund_taker-1.3.12.dist-info/RECORD,,

taker/TrailingSLTaker.py

@@ -378,7 +378,7 @@ class TrailingSLTaker:
        
     def round_price_to_tick(self,symbol, price):
         tick_size = float(self.exchange.market(symbol)['info']['tickSz'])
-        # 计算 tick_size 的小数位数
+        # 计算 tick_size 的整数倍
         tick_decimals = len(f"{tick_size:.10f}".rstrip('0').split('.')[1]) if '.' in f"{tick_size:.10f}" else 0
 
         # 调整价格为 tick_size 的整数倍
@@ -620,17 +620,34 @@ class TrailingSLTaker:
              
         # 根据持仓方向计算止损价格
         side = position['side'] 
+        mark_price = position['markPrice']
         if side == 'long':
-            sl_price = position['entryPrice'] * (1 - stop_loss_pct/100)
             tp_price = position['entryPrice'] * (1 + stop_loss_pct*2/100)
+            sl_price = position['entryPrice'] * (1 - stop_loss_pct/100)
+  
+            
         elif side == 'short': 
-            sl_price = position['entryPrice'] * (1 + stop_loss_pct/100)
             tp_price = position['entryPrice'] * (1 - stop_loss_pct*2/100)
+            sl_price = position['entryPrice'] * (1 + stop_loss_pct/100)
+       
             
         sl_order_price = float(self.round_price_to_tick(symbol, sl_price))
         tp_order_price = float(self.round_price_to_tick(symbol, tp_price))
- 
-        # 250228 没有指定止损回撤阈值stop_loss_pct，则参考最新的孤立点设置止损价格
+        
+        # 验证止损价格是否合理20250312
+        mark_price = float(position['markPrice'])
+        if side == 'long':
+            if sl_order_price >= mark_price:
+                self.close_all_positions(symbol,position)
+                self.logger.warning(f"{symbol}: !! 多头止损价格= {sl_order_price} 大于等于市场价格= {mark_price}，触发止损")
+                return
+        else:  # side == 'short'
+            if sl_order_price <= mark_price:
+                self.close_all_positions(symbol,position)
+                self.logger.warning(f"{symbol}: !! 空头止损价格= {sl_order_price} 小于等于市场价格= {mark_price}，触发止损")
+                return
+                
+        # 250228 没有指定止损回撤阈值stop_loss_pct...
         if stop_loss_pct is None :
             pair_config = self.trading_pairs_config.get(symbol, {})
             klines_period = str(pair_config.get('klines_period', '1m'))