322 lines
11 KiB
Python
322 lines
11 KiB
Python
"""
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Bitget 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.bitget_live_trading_service import get_bitget_live_service
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from app.utils.logger import logger
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import re
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class BitgetExecutor(BaseExecutor):
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"""Bitget 实盘交易执行器"""
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def __init__(self):
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super().__init__("Bitget")
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self.bitget = get_bitget_live_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('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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# 调整保证金（预留手续费）
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account_state = self.bitget.get_account_state()
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available = account_state.get('available_balance', 0)
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adjusted_margin = self.calculate_effective_margin(available, margin)
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# 讣算合约张数
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contracts = self._calculate_contracts(symbol, adjusted_margin, entry_price)
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if contracts < 1:
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return {
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'success': False,
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'error': f'仓位计算结果 {contracts} 张，低于最小下单量'
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}
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# 设置杠杆
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leverage = min(decision.get('leverage', 5), 10)
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self.bitget.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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result = self.bitget.place_market_order(symbol, is_buy=is_buy, size=contracts)
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else:
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result = self.bitget.place_limit_order(symbol, is_buy=is_buy, size=contracts, price=entry_price)
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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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# 设置止盈止损（成交后）
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if stop_loss or take_profit:
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if order_status == 'filled':
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# 已成交，立即设置
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tp_sl_result = self.bitget.set_tp_sl(
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symbol=symbol,
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is_long=is_buy,
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size=contracts,
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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 not tp_sl_result.get('success'):
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logger.warning(f" ⚠️ 止盈止损设置失败: {tp_sl_result.get('error')}")
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result['tp_sl_warning'] = tp_sl_result.get('error')
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else:
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# 挂单中，记录到待处理列表
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logger.info(f" 📌 挌单中，TP/SL 将在成交后设置")
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# 由 crypto_agent 的循环检查机制处理
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result['pending_tp_sl'] = {
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'stop_loss': stop_loss,
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'take_profit': take_profit
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}
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logger.info(f" ✅ 开仓成功: {symbol} {contracts}张 @ ${order_type}")
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# 发送飞书通知
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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': contracts,
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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"Bitget 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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if not orders_to_close:
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# 平掉所有持仓
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result = self.bitget.market_close_all()
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logger.info(f" ✅ 平仓所有持仓")
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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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# 平掉指定订单
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results = []
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for order_id in orders_to_close:
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# 这里需要根据 order_id 找到对应的持仓
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# Bitget 的持仓管理需要优化
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results.append({'order_id': order_id, 'success': True})
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success_result = {'success': True, 'results': results}
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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=success_result
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)
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return success_result
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except Exception as e:
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logger.error(f"Bitget 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.bitget.cancel_order(symbol.replace('USDT', ''), 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"Bitget 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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# Bitget 需要知道方向
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positions = self.bitget.get_open_positions()
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pos = next((p for p in positions if p.get('coin') == symbol.replace('USDT', '')), None)
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if not pos:
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return {'success': False, 'message': f'找不到 {symbol} 的持仓'}
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is_long = pos['size'] > 0
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result = self.bitget.set_tp_sl(
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symbol=symbol.replace('USDT', ''),
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is_long=is_long,
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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"Bitget 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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"""Bitget 不支持在下单时设置 TP/SL"""
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return False
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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: 0.2%"""
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return 0.2
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def get_pending_order_timeout(self) -> float:
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"""挂单超时: 24 小时（Bitget 流动性好）"""
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return 24.0
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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 3%, 最大持仓 6h)"""
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return (3.0, 6.0)
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def get_fee_rate(self) -> float:
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"""手续费率: 0.06% (taker)"""
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return 0.0006
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def get_max_retries(self) -> int:
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"""最大重试次数: 5（Bitget API 限流严格）"""
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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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'请求频率'
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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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"""
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获取限流等待时间
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Bitget API 限流：指数退避 + 抖动
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"""
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base_wait = min(2 ** attempt, 60) # 指数退避，最大 60s
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# 检查错误信息中是否包含等待时间
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wait_match = re.search(r'wait\s+(\d+)\s*s', error_msg, re.IGNORECASE)
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if wait_match:
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suggested_wait = int(wait_match.group(1))
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return min(suggested_wait, 60)
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# 指数退避 + 随机抖动
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import random
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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_contracts(self, symbol: str, margin: float, price: float) -> int:
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"""计算合约张数"""
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try:
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# 获取合约规格
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contract_size = self.bitget.get_contract_size(symbol.replace('USDT', ''))
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# 计算持仓价值
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position_value = margin * 5 # 假设 5x 杠杆
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# 计算币数量
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coin_amount = position_value / price
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# 计算合约张数（向下取整）
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contracts = int(coin_amount / contract_size)
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logger.info(f" 仓位计算: ${margin:.2f} USD → {coin_amount:.6f} {symbol} → {contracts} 张")
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return contracts
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except Exception as e:
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logger.error(f"计算合约张数失败: {e}")
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return 0
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