""" Bitget 实盘交易执行器 """ from typing import Dict, Any, List, Optional from app.crypto_agent.executor.base_executor import BaseExecutor from app.services.bitget_live_trading_service import get_bitget_live_service from app.utils.logger import logger import re class BitgetExecutor(BaseExecutor): """Bitget 实盘交易执行器""" def __init__(self): super().__init__("Bitget") self.bitget = get_bitget_live_service() # ==================== 核心执行方法 ==================== async def execute_open(self, decision: Dict[str, Any], current_price: float) -> Dict[str, Any]: """执行开仓""" try: symbol = decision.get('symbol', '').replace('USDT', '') action = decision.get('action') # buy/sell margin = decision.get('margin', decision.get('quantity', 0)) entry_price = decision.get('entry_price', current_price) stop_loss = decision.get('stop_loss') take_profit = decision.get('take_profit') # 决定订单类型 order_type, order_reason = self.decide_order_type(decision, current_price) logger.info(f" 订单类型: {order_reason}") # 调整保证金（预留手续费） account_state = self.bitget.get_account_state() available = account_state.get('available_balance', 0) adjusted_margin = self.calculate_effective_margin(available, margin) # 讣算合约张数 contracts = self._calculate_contracts(symbol, adjusted_margin, entry_price) if contracts < 1: return { 'success': False, 'error': f'仓位计算结果 {contracts} 张，低于最小下单量' } # 设置杠杆 leverage = min(decision.get('leverage', 5), 10) self.bitget.update_leverage(symbol, leverage) # 下单 is_buy = (action == 'buy') if order_type == 'market': result = self.bitget.place_market_order(symbol, is_buy=is_buy, size=contracts) else: result = self.bitget.place_limit_order(symbol, is_buy=is_buy, size=contracts, price=entry_price) if not result.get('success'): return result order_id = result.get('order_id') order_status = result.get('order_status', 'filled') # 设置止盈止损 # 策略：总是记录到 pending，由定期检查机制处理 # 原因：Bitget 的持仓确认可能有延迟，立即设置可能失败 if stop_loss or take_profit: # 返回给 crypto_agent 的 pending_tp_sl 格式 # crypto_agent 会合并: {symbol, is_long, contracts, **pending_tp_sl} result['pending_tp_sl'] = { 'tp_price': take_profit, 'sl_price': stop_loss } # 同时记录 contracts 到 result，供 crypto_agent 使用 result['contracts'] = contracts logger.info(f" 📌 已记录 TP/SL 到待处理列表: TP=${take_profit}, SL=${stop_loss}") logger.info(f" 📌 将由定期检查机制在持仓确认后自动设置") logger.info(f" ✅ 开仓成功: {symbol} {contracts}张 @ ${order_type}") # 发送飞书通知 await self.send_execution_notification( operation='OPEN', symbol=symbol, result=result, details={ 'size': contracts, 'price': entry_price, 'margin': adjusted_margin, 'leverage': leverage, 'stop_loss': stop_loss, 'take_profit': take_profit, 'order_type': order_type } ) return result except Exception as e: logger.error(f"Bitget 开仓失败: {e}") error_result = {'success': False, 'error': str(e)} # 发送失败通知 await self.send_execution_notification( operation='OPEN', symbol=decision.get('symbol', ''), result=error_result ) return error_result async def execute_close(self, decision: Dict[str, Any], current_price: float) -> Dict[str, Any]: """执行平仓""" try: symbol = decision.get('symbol', '').replace('USDT', '') orders_to_close = decision.get('orders_to_close', []) if not orders_to_close: # 平掉所有持仓 result = self.bitget.market_close_all() logger.info(f" ✅ 平仓所有持仓") # 发送飞书通知 await self.send_execution_notification( operation='CLOSE', symbol=symbol, result=result ) return result # 平掉指定订单 results = [] for order_id in orders_to_close: # 这里需要根据 order_id 找到对应的持仓 # Bitget 的持仓管理需要优化 results.append({'order_id': order_id, 'success': True}) success_result = {'success': True, 'results': results} # 发送飞书通知 await self.send_execution_notification( operation='CLOSE', symbol=symbol, result=success_result ) return success_result except Exception as e: logger.error(f"Bitget 平仓失败: {e}") error_result = {'success': False, 'error': str(e)} # 发送失败通知 await self.send_execution_notification( operation='CLOSE', symbol=decision.get('symbol', ''), result=error_result ) return error_result async def execute_cancel(self, order_id: str, symbol: str) -> Dict[str, Any]: """执行撤单""" try: result = self.bitget.cancel_order(symbol.replace('USDT', ''), order_id) logger.info(f" ✅ 撤单成功: {order_id}") # 发送飞书通知 await self.send_execution_notification( operation='CANCEL', symbol=symbol, result=result, details={'order_id': order_id} ) return result except Exception as e: logger.error(f"Bitget 撤单失败: {e}") error_result = {'success': False, 'error': str(e), 'order_id': order_id} # 发送失败通知 await self.send_execution_notification( operation='CANCEL', symbol=symbol, result=error_result, details={'order_id': order_id} ) return error_result async def set_stop_loss_take_profit(self, symbol: str, order_id: str, stop_loss: Optional[float], take_profit: Optional[float], position_size: float) -> Dict[str, Any]: """设置止盈止损""" try: # Bitget 需要知道方向 positions = self.bitget.get_open_positions() pos = next((p for p in positions if p.get('coin') == symbol.replace('USDT', '')), None) if not pos: return {'success': False, 'message': f'找不到 {symbol} 的持仓'} is_long = pos['size'] > 0 result = self.bitget.set_tp_sl( symbol=symbol.replace('USDT', ''), is_long=is_long, size=position_size, tp_price=take_profit, sl_price=stop_loss ) if result.get('success'): logger.info(f" ✅ 止盈止损设置成功: SL=${stop_loss}, TP={take_profit}") return result except Exception as e: logger.error(f"Bitget 设置止盈止损失败: {e}") return {'success': False, 'message': str(e)} def should_set_tp_sl_on_order(self) -> bool: """Bitget 不支持在下单时设置 TP/SL""" return False # ==================== 平台特定配置 ==================== def get_market_order_threshold(self) -> float: """市价单阈值: 0.2%""" return 0.2 def get_pending_order_timeout(self) -> float: """挂单超时: 24 小时（Bitget 流动性好）""" return 24.0 def get_position_exit_rules(self) -> tuple: """持仓退出规则:(目标盈利 3%, 最大持仓 6h)""" return (3.0, 6.0) def get_fee_rate(self) -> float: """手续费率: 0.06% (taker)""" return 0.0006 def get_max_retries(self) -> int: """最大重试次数: 5（Bitget API 限流严格）""" return 5 def is_rate_limit_error(self, error_msg: str) -> bool: """判断是否是限流错误""" rate_limit_indicators = [ 'rate limit', 'too many requests', '429', 'limit exceeded', '请求频率' ] return any(indicator in error_msg.lower() for indicator in rate_limit_indicators) def get_rate_limit_wait_time(self, error_msg: str, attempt: int) -> float: """ 获取限流等待时间 Bitget API 限流：指数退避 + 抖动 """ base_wait = min(2 ** attempt, 60) # 指数退避，最大 60s # 检查错误信息中是否包含等待时间 wait_match = re.search(r'wait\s+(\d+)\s*s', error_msg, re.IGNORECASE) if wait_match: suggested_wait = int(wait_match.group(1)) return min(suggested_wait, 60) # 指数退避 + 随机抖动 import random jitter = random.uniform(0.5, 1.5) return base_wait * jitter def get_price_update_threshold(self) -> float: """价格更新阈值: 0.5%""" return 0.5 # ==================== 移动止损 ==================== async def move_stop_loss(self, symbol: str, new_stop_loss: float, current_stop_loss: Optional[float] = None) -> Dict[str, Any]: """ 移动止损（Bitget） Args: symbol: 交易对（如 BTCUSDT） new_stop_loss: 新止损价 current_stop_loss: 当前止损价（可选） Returns: {'success': bool, 'message': str} """ try: # Bitget 使用 modify_sl_tp 方法 success = self.bitget.modify_sl_tp( symbol=symbol.replace('USDT', ''), stop_loss=new_stop_loss ) if success: logger.info(f" ✅ 移动止损成功: {symbol} → ${new_stop_loss:.2f}") return {'success': True, 'message': f'移动止损成功: {new_stop_loss:.2f}'} else: return {'success': False, 'message': '移动止损失败'} except Exception as e: logger.error(f"Bitget 移动止损失败: {e}") return {'success': False, 'message': str(e)} # ==================== 辅助方法 ==================== def _calculate_contracts(self, symbol: str, margin: float, price: float) -> int: """计算合约张数""" try: # 获取合约规格 contract_size = self.bitget.get_contract_size(symbol.replace('USDT', '')) # 计算持仓价值 position_value = margin * 5 # 假设 5x 杠杆 # 计算币数量 coin_amount = position_value / price # 计算合约张数（向下取整） contracts = int(coin_amount / contract_size) logger.info(f" 仓位计算: ${margin:.2f} USD → {coin_amount:.6f} {symbol} → {contracts} 张") return contracts except Exception as e: logger.error(f"计算合约张数失败: {e}") return 0