360 lines
14 KiB
Python
360 lines
14 KiB
Python
"""
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Hyperliquid 实盘交易执行器
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"""
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from typing import Dict, Any, List, Optional
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from app.crypto_agent.executor.base_executor import BaseExecutor
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from app.services.hyperliquid_trading_service import get_hyperliquid_service
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from app.utils.logger import logger
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class HyperliquidExecutor(BaseExecutor):
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"""Hyperliquid 实盘交易执行器"""
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def __init__(self):
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super().__init__("Hyperliquid")
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self.hyperliquid = get_hyperliquid_service()
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# ==================== 核心执行方法 ====================
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async def execute_open(self, decision: Dict[str, Any],
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current_price: float) -> Dict[str, Any]:
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"""执行开仓"""
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try:
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symbol = decision.get('symbol', '').replace('USDT', '')
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action = decision.get('signal_action', decision.get('action')) # buy/sell
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margin = decision.get('margin', decision.get('quantity', 0))
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entry_price = decision.get('entry_price', current_price)
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stop_loss = decision.get('stop_loss')
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take_profit = decision.get('take_profit')
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# 决定订单类型
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order_type, order_reason = self.decide_order_type(decision, current_price)
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logger.info(f" 订单类型: {order_reason}")
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# 获取账户状态
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account_state = self.hyperliquid.get_account_state()
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available = account_state.get('available_balance', 0)
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leverage = min(decision.get('leverage', 10), 10)
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adjusted_margin = self.calculate_effective_margin(available, margin)
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if adjusted_margin <= 0:
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return {
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'success': False,
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'error': f'保证金无效: {adjusted_margin}'
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}
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# 计算仓位大小
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position_size = self._calculate_position_size(symbol, adjusted_margin, entry_price, leverage)
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if position_size <= 0:
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return {
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'success': False,
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'error': f'仓位计算失败: {position_size}'
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}
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# 设置杠杆
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self.hyperliquid.update_leverage(symbol, leverage)
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# 下单
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is_buy = (action == 'buy')
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if order_type == 'market':
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# 市价单
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result = self.hyperliquid.place_market_order(
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symbol=symbol,
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is_buy=is_buy,
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size=position_size,
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reduce_only=False
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)
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else:
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# 限价单
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result = self.hyperliquid.place_limit_order(
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symbol=symbol,
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is_buy=is_buy,
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size=position_size,
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price=entry_price,
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reduce_only=False
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)
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if not result.get('success'):
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return result
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order_id = result.get('order_id')
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order_status = result.get('order_status', 'filled')
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logger.info(f" ✅ 开仓成功: {symbol} {position_size} @ ${order_type}")
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# 设置止盈止损
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if stop_loss or take_profit:
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if order_status == 'filled':
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# 市价单已成交，直接设置 TP/SL
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try:
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tp_sl_result = self.hyperliquid.set_tp_sl(
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symbol=symbol,
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is_long=is_buy,
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size=position_size,
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tp_price=take_profit,
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sl_price=stop_loss
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)
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tp_set = tp_sl_result.get('tp_set', False)
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sl_set = tp_sl_result.get('sl_set', False)
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if tp_set and sl_set:
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logger.info(f" ✅ 止盈止损已设置: TP={take_profit}, SL={stop_loss}")
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elif tp_set or sl_set:
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# 部分成功：记录缺失侧
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set_text = "TP" if tp_set else "SL"
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fail_text = "TP" if not tp_set else "SL"
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logger.warning(f" ⚠️ 止盈止损部分成功: {set_text}已设, {fail_text}失败")
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result['tp_sl_warning'] = f"{fail_text}设置失败: {tp_sl_result.get('errors', [])}"
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else:
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errors = tp_sl_result.get('errors', [])
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logger.warning(f" ⚠️ 止盈止损设置失败: {errors}")
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result['tp_sl_warning'] = f"TP/SL设置失败: {'; '.join(errors)}"
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except Exception as tp_sl_err:
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logger.error(f" ⚠️ 止盈止损设置异常: {tp_sl_err}")
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result['tp_sl_warning'] = str(tp_sl_err)
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else:
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# 限价单未成交，暂时跳过（等成交后再设）
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logger.info(f" 📌 限价单待成交，TP/SL 将在成交后设置: TP={take_profit}, SL={stop_loss}")
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result['tp_sl_warning'] = "限价单未成交，TP/SL 待成交后设置"
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# 发送飞书通知（在止盈止损之后，通知失败不影响交易结果）
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await self.send_execution_notification(
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operation='OPEN',
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symbol=symbol,
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result=result,
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details={
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'size': position_size,
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'price': entry_price,
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'margin': adjusted_margin,
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'leverage': leverage,
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'stop_loss': stop_loss,
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'take_profit': take_profit,
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'order_type': order_type
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}
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)
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return result
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except Exception as e:
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logger.error(f"Hyperliquid 开仓失败: {e}")
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error_result = {'success': False, 'error': str(e)}
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# 发送失败通知
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await self.send_execution_notification(
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operation='OPEN',
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symbol=decision.get('symbol', ''),
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result=error_result
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)
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return error_result
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async def execute_close(self, decision: Dict[str, Any],
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current_price: float) -> Dict[str, Any]:
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"""执行平仓"""
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try:
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symbol = decision.get('symbol', '').replace('USDT', '')
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orders_to_close = decision.get('orders_to_close', [])
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result = self.hyperliquid.market_close_position(symbol)
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if result.get('success'):
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logger.info(f" ✅ 平仓成功: {symbol}")
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else:
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logger.warning(f" ⚠️ 平仓失败: {symbol} - {result.get('error', '未知错误')}")
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if orders_to_close:
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result['requested_order_ids'] = orders_to_close
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# 发送飞书通知
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await self.send_execution_notification(
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operation='CLOSE',
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symbol=symbol,
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result=result
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)
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return result
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except Exception as e:
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logger.error(f"Hyperliquid 平仓失败: {e}")
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error_result = {'success': False, 'error': str(e)}
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# 发送失败通知
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await self.send_execution_notification(
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operation='CLOSE',
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symbol=decision.get('symbol', ''),
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result=error_result
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)
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return error_result
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async def execute_cancel(self, order_id: str, symbol: str) -> Dict[str, Any]:
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"""执行撤单"""
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try:
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result = self.hyperliquid.cancel_order(symbol.replace('USDT', ''), order_id)
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if not result.get('order_id'):
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result['order_id'] = order_id
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logger.info(f" ✅ 撤单成功: {order_id}")
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# 发送飞书通知
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await self.send_execution_notification(
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operation='CANCEL',
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symbol=symbol,
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result=result,
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details={'order_id': order_id}
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)
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return result
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except Exception as e:
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logger.error(f"Hyperliquid 撤单失败: {e}")
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error_result = {'success': False, 'error': str(e), 'order_id': order_id}
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# 发送失败通知
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await self.send_execution_notification(
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operation='CANCEL',
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symbol=symbol,
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result=error_result,
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details={'order_id': order_id}
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)
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return error_result
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async def set_stop_loss_take_profit(self,
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symbol: str,
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order_id: str,
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stop_loss: Optional[float],
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take_profit: Optional[float],
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position_size: float) -> Dict[str, Any]:
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"""设置止盈止损"""
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try:
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# Hyperliquid 的 TP/SL 设置方式可能需要查文档
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# 这里假设有类似的方法
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result = self.hyperliquid.set_tp_sl(
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symbol=symbol.replace('USDT', ''),
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size=position_size,
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tp_price=take_profit,
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sl_price=stop_loss
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)
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if result.get('success'):
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logger.info(f" ✅ 止盈止损设置成功: SL=${stop_loss}, TP={take_profit}")
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return result
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except Exception as e:
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logger.error(f"Hyperliquid 设置止盈止损失败: {e}")
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return {'success': False, 'message': str(e)}
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def should_set_tp_sl_on_order(self) -> bool:
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"""Hyperliquid 支持在下单时设置 TP/SL"""
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return True
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# ==================== 平台特定配置 ====================
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def get_market_order_threshold(self) -> float:
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"""市价单阈值: 0.1% (Hyperliquid 流动性好)"""
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return 0.1
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def get_pending_order_timeout(self) -> float:
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"""挂单超时: 4 小时"""
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return 4.0
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def get_position_exit_rules(self) -> tuple:
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"""持仓退出规则: (目标盈利 2.5%, 无最大持仓时间限制)"""
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return (2.5, float('inf'))
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def get_fee_rate(self) -> float:
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"""手续费率: 0.05% (taker)"""
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return 0.0005
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def get_max_retries(self) -> int:
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"""最大重试次数: 5"""
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return 5
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def is_rate_limit_error(self, error_msg: str) -> bool:
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"""判断是否是限流错误"""
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rate_limit_indicators = [
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'rate limit',
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'too many requests',
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'429',
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'limit exceeded'
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]
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return any(indicator in error_msg.lower() for indicator in rate_limit_indicators)
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def get_rate_limit_wait_time(self, error_msg: str, attempt: int) -> float:
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"""获取限流等待时间"""
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import random
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base_wait = min(2 ** attempt, 30) # 指数退避，最大 30s
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jitter = random.uniform(0.5, 1.5)
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return base_wait * jitter
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def get_price_update_threshold(self) -> float:
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"""价格更新阈值: 0.5%"""
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return 0.5
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# ==================== 辅助方法 ====================
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def _calculate_position_size(self, symbol: str, margin: float, price: float, leverage: int) -> float:
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"""计算仓位大小（按 Hyperliquid szDecimals 精度截断）"""
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try:
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import math
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# Hyperliquid 的仓位计算
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position_value = margin * leverage
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position_size = position_value / price
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# 按 Hyperliquid 要求的精度截断（szDecimals）
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sz_decimals = self.hyperliquid.get_sz_decimals(symbol)
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factor = 10 ** sz_decimals
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position_size = math.floor(position_size * factor) / factor
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logger.info(f" 仓位计算: ${margin:.2f} × {leverage}x = ${position_value:.2f} → {position_size:.6f} {symbol} (精度: {sz_decimals}位)")
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return position_size
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except Exception as e:
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logger.error(f"计算仓位大小失败: {e}")
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return 0
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# ==================== 移动止损 ====================
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async def move_stop_loss(self,
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symbol: str,
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new_stop_loss: float,
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current_stop_loss: Optional[float] = None) -> Dict[str, Any]:
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"""
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移动止损（Hyperliquid）
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Args:
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symbol: 交易对
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new_stop_loss: 新止损价
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current_stop_loss: 当前止损价（可选）
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Returns:
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{'success': bool, 'message': str}
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"""
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try:
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position = self.hyperliquid.get_position_for_symbol(symbol)
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if not position:
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return {'success': False, 'message': f'找不到 {symbol} 的持仓'}
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tp_sl_prices = self.hyperliquid.get_tp_sl_prices(symbol.replace('USDT', ''))
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result = self.hyperliquid.set_tp_sl(
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symbol=symbol.replace('USDT', ''),
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is_long=position['size'] > 0,
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size=abs(position['size']),
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tp_price=tp_sl_prices.get('take_profit'),
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sl_price=new_stop_loss
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)
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if result.get('success', False):
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logger.info(f" ✅ 移动止损成功: {symbol} → ${new_stop_loss:.2f}")
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return {'success': True, 'message': f'移动止损成功: {new_stop_loss:.2f}'}
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else:
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return {'success': False, 'message': result.get('error', result.get('message', '移动止损失败'))}
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except Exception as e:
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logger.error(f"Hyperliquid 移动止损失败: {e}")
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return {'success': False, 'message': str(e)}
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