11
This commit is contained in:
aaron
parent
8533f7c4b4
commit
aeefb21f4e
@ -289,12 +289,18 @@ class BitgetLiveTradingService:
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type='market',
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side=side,
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amount=actual_amount,
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params=self.trading_api._with_account_mode_params({
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'tdMode': 'cross',
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'marginCoin': 'USDT',
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'holdMode': 'oneWay',
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**params
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})
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params=self.trading_api._with_account_mode_params(
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{
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'hedged': True,
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'marginCoin': 'USDT',
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**({'reduceOnly': True} if reduce_only else {}),
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} if self.trading_api.use_unified_account else {
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'tdMode': 'cross',
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'marginCoin': 'USDT',
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'holdMode': 'oneWay',
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**params,
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}
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)
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)
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if not order:
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@ -337,13 +343,22 @@ class BitgetLiveTradingService:
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"""
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try:
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side = 'buy' if is_buy else 'sell'
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params = {
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'tdMode': 'cross',
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'marginCoin': 'USDT',
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'holdMode': 'oneWay',
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}
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if reduce_only:
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params['reduceOnly'] = True
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if self.trading_api.use_unified_account:
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order_params = {
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'hedged': True,
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'marginCoin': 'USDT',
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}
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if reduce_only:
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order_params['reduceOnly'] = True
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else:
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order_params = {
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'tdMode': 'cross',
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'marginCoin': 'USDT',
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'holdMode': 'oneWay',
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}
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if reduce_only:
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order_params['reduceOnly'] = True
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ccxt_symbol = self.trading_api._standardize_symbol(symbol)
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contract_size = self.get_contract_size(symbol)
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@ -355,7 +370,7 @@ class BitgetLiveTradingService:
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side=side,
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amount=actual_amount,
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price=price,
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params=self.trading_api._with_account_mode_params(params)
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params=self.trading_api._with_account_mode_params(order_params)
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)
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if not order:
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@ -626,17 +641,13 @@ class BitgetLiveTradingService:
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return {"success": all_ok, "results": results}
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def _floor_amount(self, symbol: str, amount: float) -> float:
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"""根据交易对精度向下取整数量"""
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"""根据交易对精度向下取整数量（使用 CCXT 内置精度处理）"""
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try:
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ccxt_symbol = self.trading_api._standardize_symbol(symbol)
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market = self.trading_api.exchange.market(ccxt_symbol)
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precision = market.get('precision', {}).get('amount')
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if precision and precision > 0:
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factor = 10 ** precision
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return math.floor(amount * factor) / factor
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return float(self.trading_api.exchange.amount_to_precision(ccxt_symbol, amount))
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except Exception:
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pass
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# fallback: 4 位小数
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# fallback: 4 位小数截断
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return math.floor(amount * 10000) / 10000
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def market_close_position(self, symbol: str) -> Dict[str, Any]:
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@ -658,15 +669,23 @@ class BitgetLiveTradingService:
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try:
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ccxt_symbol = self.trading_api._standardize_symbol(coin + 'USDT')
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side = 'sell' if is_long else 'buy'
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if self.trading_api.use_unified_account:
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close_params = {
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'hedged': True,
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'reduceOnly': True,
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'marginCoin': 'USDT',
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}
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else:
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close_params = {
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'reduceOnly': True,
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'tdMode': 'cross',
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'marginCoin': 'USDT',
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}
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order = self.trading_api.exchange.create_market_order(
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symbol=ccxt_symbol,
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side=side,
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amount=coin_amount,
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params=self.trading_api._with_account_mode_params({
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'reduceOnly': True,
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'tdMode': 'cross',
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'marginCoin': 'USDT',
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})
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params=self.trading_api._with_account_mode_params(close_params)
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)
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if order:
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logger.info(f"✅ Bitget 单币种平仓成功: {coin} {side} {coin_amount}")
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@ -116,12 +116,20 @@ class BitgetTradingAPI:
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actual_amount = size * contract_size
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# 构建订单参数
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# 单向持仓模式 + 联合保证金模式
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params = {
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'tdMode': 'cross', # 联合保证金模式（全仓）
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'marginCoin': 'USDT', # 保证金币种
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'holdMode': 'oneWay', # 单向持仓模式
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}
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# UTA 账户（统一账户）使用双向持仓模式（hedge mode）：
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# hedged=True → CCXT 设置 posSide: 'long'(buy) 或 'short'(sell)
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# 经典账户使用单向持仓模式（holdMode: 'oneWay'）
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if self.use_unified_account:
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params = {
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'hedged': True,
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'marginCoin': 'USDT',
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}
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else:
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params = {
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'tdMode': 'cross',
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'marginCoin': 'USDT',
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'holdMode': 'oneWay',
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}
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params = self._with_account_mode_params(params)
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if client_order_id:
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@ -133,9 +141,6 @@ class BitgetTradingAPI:
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if take_profit:
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params['takeProfit'] = str(take_profit)
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# Bitget 合约交易特殊参数
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params['holdMode'] = 'oneWay' # 单向持仓模式
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# 调试：打印下单参数
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logger.info(f"下单参数: symbol={ccxt_symbol}, type={order_type}, side={side}, 张数={size}, 实际amount={actual_amount}")
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logger.debug(f"完整参数: {params}")
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@ -284,11 +289,18 @@ class BitgetTradingAPI:
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# 直接使用 CCXT 下市价平仓单（绕过 place_order 的张数转换）
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order_type = 'market' if not price else 'limit'
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params = {
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'reduceOnly': True,
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'tdMode': 'cross',
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'marginCoin': 'USDT',
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}
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if self.use_unified_account:
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params = {
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'hedged': True,
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'reduceOnly': True,
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'marginCoin': 'USDT',
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}
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else:
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params = {
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'reduceOnly': True,
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'tdMode': 'cross',
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'marginCoin': 'USDT',
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}
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params = self._with_account_mode_params(params)
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if price:
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@ -353,12 +365,21 @@ class BitgetTradingAPI:
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close_side = 'sell' if pos_side == 'long' else 'buy'
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# 使用 CCXT 统一接口下 trailing stop 条件单
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params = self._with_account_mode_params({
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'tdMode': 'cross',
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'marginCoin': 'USDT',
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'reduceOnly': True,
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'trailingPercent': callback_rate * 100 if callback_rate else None, # CCXT 需要百分比
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})
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if self.use_unified_account:
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ts_params = {
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'hedged': True,
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'reduceOnly': True,
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'marginCoin': 'USDT',
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'trailingPercent': callback_rate * 100 if callback_rate else None,
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}
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else:
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ts_params = {
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'tdMode': 'cross',
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'marginCoin': 'USDT',
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'reduceOnly': True,
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'trailingPercent': callback_rate * 100 if callback_rate else None,
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}
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params = self._with_account_mode_params(ts_params)
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if activation_price:
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params['activationPrice'] = activation_price
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@ -455,20 +476,29 @@ class BitgetTradingAPI:
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sl_side = 'sell' if pos_side == 'long' else 'buy'
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try:
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# 使用普通的 create_order 创建止损市价单
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if self.use_unified_account:
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sl_params = {
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'stopPrice': stop_loss,
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'triggerBy': 'mark_price',
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'hedged': True,
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'reduceOnly': True,
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'marginCoin': 'USDT',
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}
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else:
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sl_params = {
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'stopPrice': stop_loss,
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'triggerBy': 'mark_price',
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'tdMode': 'cross',
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'marginCoin': 'USDT',
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'reduceOnly': True,
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}
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sl_order = self.exchange.create_order(
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symbol=ccxt_symbol,
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type='stop_market',
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side=sl_side,
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amount=btc_amount,
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price=None,
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params={
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'stopPrice': stop_loss,
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'triggerBy': 'mark_price',
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'tdMode': 'cross',
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'marginCoin': 'USDT',
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'reduceOnly': True, # 只平仓
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**self._with_account_mode_params(),
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}
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params=self._with_account_mode_params(sl_params),
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)
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orders_created.append(('止损', sl_order))
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logger.info(f"✅ 止损单已下: {sl_side} {btc_amount} BTC @ ${stop_loss}")
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@ -480,18 +510,25 @@ class BitgetTradingAPI:
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tp_side = 'sell' if pos_side == 'long' else 'buy'
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try:
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# 使用普通的 create_order 创建止盈限价单
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if self.use_unified_account:
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tp_params = {
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'hedged': True,
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'reduceOnly': True,
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'marginCoin': 'USDT',
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}
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else:
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tp_params = {
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'tdMode': 'cross',
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'marginCoin': 'USDT',
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'reduceOnly': True,
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}
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tp_order = self.exchange.create_order(
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symbol=ccxt_symbol,
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type='limit',
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side=tp_side,
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amount=btc_amount,
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price=take_profit,
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params={
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'tdMode': 'cross',
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'marginCoin': 'USDT',
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'reduceOnly': True, # 只平仓
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**self._with_account_mode_params(),
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}
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params=self._with_account_mode_params(tp_params),
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)
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orders_created.append(('止盈', tp_order))
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logger.info(f"✅ 止盈单已下: {tp_side} {btc_amount} BTC @ ${take_profit}")
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@ -904,15 +941,13 @@ class BitgetTradingAPI:
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return 1.0
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def _floor_amount(self, ccxt_symbol: str, amount: float) -> float:
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"""根据交易对精度向下取整数量"""
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"""根据交易对精度向下取整数量（使用 CCXT 内置精度处理）"""
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try:
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market = self.exchange.market(ccxt_symbol)
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precision = market.get('precision', {}).get('amount')
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if precision and precision > 0:
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factor = 10 ** precision
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return math.floor(amount * factor) / factor
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# CCXT amount_to_precision 正确处理 tick_size 和 decimal_places 两种模式
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return float(self.exchange.amount_to_precision(ccxt_symbol, amount))
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except Exception:
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pass
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# 回退：4 位小数截断
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return math.floor(amount * 10000) / 10000
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def _get_min_amount(self, ccxt_symbol: str) -> float:
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@ -950,19 +950,18 @@ class TestUTAParams:
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call_kwargs = mock_api.exchange.create_market_order.call_args[1]
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params = call_kwargs.get('params', {})
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assert params.get('uta') is True, f"market_close_position 缺少 uta 参数: {params}"
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assert params.get('reduceOnly') is True
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assert params.get('hedged') is True, f"market_close_position 缺少 hedged=True: {params}"
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def test_place_market_order_preserves_cross_margin_params(self):
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"""确保 UTA 参数不覆盖其他必要参数"""
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"""确保 UTA V3 hedge mode 参数正确传递"""
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service, mock_api = make_service()
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mock_api.exchange.create_order.return_value = {'id': 'o1', 'status': 'closed'}
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service.place_market_order('BTC', is_buy=True, size=1)
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call_kwargs = mock_api.exchange.create_order.call_args[1]
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params = call_kwargs.get('params', {})
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assert params.get('tdMode') == 'cross'
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assert params.get('hedged') is True
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assert params.get('marginCoin') == 'USDT'
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assert params.get('holdMode') == 'oneWay'
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assert params.get('uta') is True
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@ -972,35 +971,30 @@ class TestFloorAmount:
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"""测试动态精度向下取整"""
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def test_floor_with_market_precision(self):
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"""从 market info 获取精度"""
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"""amount_to_precision 正确截断"""
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service, mock_api = make_service()
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mock_api.exchange.market.return_value = {
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'precision': {'amount': 2}
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}
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mock_api.exchange.amount_to_precision.return_value = '1.23'
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result = service._floor_amount('BTCUSDT', 1.23456)
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assert result == pytest.approx(1.23)
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mock_api.exchange.amount_to_precision.assert_called_once_with('BTC/USDT:USDT', 1.23456)
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def test_floor_with_4_decimal_precision(self):
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service, mock_api = make_service()
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mock_api.exchange.market.return_value = {
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'precision': {'amount': 4}
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}
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mock_api.exchange.amount_to_precision.return_value = '0.1234'
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result = service._floor_amount('BTCUSDT', 0.12345)
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assert result == pytest.approx(0.1234)
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def test_floor_fallback_when_market_unavailable(self):
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"""market info 失败时回退到 4 位小数"""
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"""amount_to_precision 失败时回退到 4 位小数"""
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service, mock_api = make_service()
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mock_api.exchange.market.side_effect = Exception("not found")
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mock_api.exchange.amount_to_precision.side_effect = Exception("not found")
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result = service._floor_amount('UNKNOWN', 1.23456789)
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assert result == pytest.approx(1.2345)
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def test_floor_truncates_not_rounds(self):
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"""必须向下取整，不能四舍五入"""
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service, mock_api = make_service()
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mock_api.exchange.market.return_value = {
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'precision': {'amount': 2}
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}
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mock_api.exchange.amount_to_precision.return_value = '1.99'
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result = service._floor_amount('BTCUSDT', 1.999)
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assert result == pytest.approx(1.99)
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