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fix: Bybit order quantity precision and position fields

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- Get qtyStep from Bybit API for each symbol and cache it
- Format quantity based on actual qtyStep (e.g., BEATUSDT requires integers)
- Add missing fields to GetPositions: markPrice, unRealizedProfit, liquidationPrice
- Fix panic in buildTradingContext due to nil interface conversion
This commit is contained in:
tinkle-community
2025-12-07 15:17:46 +08:00
parent 7bd5ca0a55
commit a1211153ee
1 changed files with 146 additions and 18 deletions
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trader/bybit_trader.go
+146 -18
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@@ -2,7 +2,10 @@ package trader
import (
"context"
"encoding/json"
"fmt"
"io"
"math"
"nofx/logger"
"net/http"
"strconv"
@@ -27,6 +30,10 @@ type BybitTrader struct {
positionsCacheTime time.Time
positionsCacheMutex sync.RWMutex
// 交易对精度缓存 (symbol -> qtyStep)
qtyStepCache map[string]float64
qtyStepCacheMutex sync.RWMutex
// 缓存有效期（15秒）
cacheDuration time.Duration
}
@@ -53,6 +60,7 @@ func NewBybitTrader(apiKey, secretKey string) *BybitTrader {
trader := &BybitTrader{
client: client,
cacheDuration: 15 * time.Second,
qtyStepCache: make(map[string]float64),
}
logger.Infof("🔵 [Bybit] 交易器已初始化")
@@ -104,7 +112,7 @@ func (t *BybitTrader) GetBalance() (map[string]interface{}, error) {
list, _ := resultData["list"].([]interface{})
var totalEquity, availableBalance float64 = 0, 0
var totalEquity, availableBalance, totalWalletBalance, totalPerpUPL float64 = 0, 0, 0, 0
if len(list) > 0 {
account, _ := list[0].(map[string]interface{})
@@ -114,12 +122,27 @@ func (t *BybitTrader) GetBalance() (map[string]interface{}, error) {
if availStr, ok := account["totalAvailableBalance"].(string); ok {
availableBalance, _ = strconv.ParseFloat(availStr, 64)
}
// Bybit UNIFIED 账户的钱包余额字段
if walletStr, ok := account["totalWalletBalance"].(string); ok {
totalWalletBalance, _ = strconv.ParseFloat(walletStr, 64)
}
// Bybit 永续合约未实现盈亏
if uplStr, ok := account["totalPerpUPL"].(string); ok {
totalPerpUPL, _ = strconv.ParseFloat(uplStr, 64)
}
}
// 如果没有 totalWalletBalance，使用 totalEquity
if totalWalletBalance == 0 {
totalWalletBalance = totalEquity
}
balance := map[string]interface{}{
"totalEquity": totalEquity,
"availableBalance": availableBalance,
"balance": totalEquity, // 兼容其他交易所格式
"totalEquity": totalEquity,
"totalWalletBalance": totalWalletBalance,
"availableBalance": availableBalance,
"totalUnrealizedProfit": totalPerpUPL,
"balance": totalEquity, // 兼容其他交易所格式
}
// 更新缓存
@@ -189,6 +212,14 @@ func (t *BybitTrader) GetPositions() ([]map[string]interface{}, error) {
leverageStr, _ := pos["leverage"].(string)
leverage, _ := strconv.ParseFloat(leverageStr, 64)
// 标记价格
markPriceStr, _ := pos["markPrice"].(string)
markPrice, _ := strconv.ParseFloat(markPriceStr, 64)
// 强平价格
liqPriceStr, _ := pos["liqPrice"].(string)
liqPrice, _ := strconv.ParseFloat(liqPriceStr, 64)
positionSide, _ := pos["side"].(string) // Buy = LONG, Sell = SHORT
// 转换为统一格式
@@ -200,12 +231,15 @@ func (t *BybitTrader) GetPositions() ([]map[string]interface{}, error) {
}
position := map[string]interface{}{
"symbol": pos["symbol"],
"side": side,
"positionAmt": positionAmt,
"entryPrice": entryPrice,
"unrealizedPnL": unrealisedPnl,
"leverage": int(leverage),
"symbol": pos["symbol"],
"side": side,
"positionAmt": positionAmt,
"entryPrice": entryPrice,
"markPrice": markPrice,
"unRealizedProfit": unrealisedPnl,
"unrealizedPnL": unrealisedPnl,
"liquidationPrice": liqPrice,
"leverage": leverage,
}
positions = append(positions, position)
@@ -227,12 +261,15 @@ func (t *BybitTrader) OpenLong(symbol string, quantity float64, leverage int) (m
logger.Infof("⚠️ [Bybit] 设置杠杆失败: %v", err)
}
// 使用 FormatQuantity 格式化数量
qtyStr, _ := t.FormatQuantity(symbol, quantity)
params := map[string]interface{}{
"category": "linear",
"symbol": symbol,
"side": "Buy",
"orderType": "Market",
"qty": fmt.Sprintf("%v", quantity),
"qty": qtyStr,
"positionIdx": 0, // 单向持仓模式
}
@@ -254,12 +291,15 @@ func (t *BybitTrader) OpenShort(symbol string, quantity float64, leverage int) (
logger.Infof("⚠️ [Bybit] 设置杠杆失败: %v", err)
}
// 使用 FormatQuantity 格式化数量
qtyStr, _ := t.FormatQuantity(symbol, quantity)
params := map[string]interface{}{
"category": "linear",
"symbol": symbol,
"side": "Sell",
"orderType": "Market",
"qty": fmt.Sprintf("%v", quantity),
"qty": qtyStr,
"positionIdx": 0, // 单向持仓模式
}
@@ -294,12 +334,15 @@ func (t *BybitTrader) CloseLong(symbol string, quantity float64) (map[string]int
return nil, fmt.Errorf("没有多仓可平")
}
// 使用 FormatQuantity 格式化数量
qtyStr, _ := t.FormatQuantity(symbol, quantity)
params := map[string]interface{}{
"category": "linear",
"symbol": symbol,
"side": "Sell", // 平多用 Sell
"orderType": "Market",
"qty": fmt.Sprintf("%v", quantity),
"qty": qtyStr,
"positionIdx": 0,
"reduceOnly": true,
}
@@ -335,12 +378,15 @@ func (t *BybitTrader) CloseShort(symbol string, quantity float64) (map[string]in
return nil, fmt.Errorf("没有空仓可平")
}
// 使用 FormatQuantity 格式化数量
qtyStr, _ := t.FormatQuantity(symbol, quantity)
params := map[string]interface{}{
"category": "linear",
"symbol": symbol,
"side": "Buy", // 平空用 Buy
"orderType": "Market",
"qty": fmt.Sprintf("%v", quantity),
"qty": qtyStr,
"positionIdx": 0,
"reduceOnly": true,
}
@@ -464,12 +510,15 @@ func (t *BybitTrader) SetStopLoss(symbol string, positionSide string, quantity,
triggerDirection = 1 // 价格上涨触发（空单止损）
}
// 使用 FormatQuantity 格式化数量
qtyStr, _ := t.FormatQuantity(symbol, quantity)
params := map[string]interface{}{
"category": "linear",
"symbol": symbol,
"side": side,
"orderType": "Market",
"qty": fmt.Sprintf("%v", quantity),
"qty": qtyStr,
"triggerPrice": fmt.Sprintf("%v", stopPrice),
"triggerDirection": triggerDirection,
"triggerBy": "LastPrice",
@@ -507,12 +556,15 @@ func (t *BybitTrader) SetTakeProfit(symbol string, positionSide string, quantity
triggerDirection = 2 // 价格下跌触发（空单止盈）
}
// 使用 FormatQuantity 格式化数量
qtyStr, _ := t.FormatQuantity(symbol, quantity)
params := map[string]interface{}{
"category": "linear",
"symbol": symbol,
"side": side,
"orderType": "Market",
"qty": fmt.Sprintf("%v", quantity),
"qty": qtyStr,
"triggerPrice": fmt.Sprintf("%v", takeProfitPrice),
"triggerDirection": triggerDirection,
"triggerBy": "LastPrice",
@@ -568,10 +620,86 @@ func (t *BybitTrader) CancelStopOrders(symbol string) error {
return nil
}
// getQtyStep 获取交易对的数量步长
func (t *BybitTrader) getQtyStep(symbol string) float64 {
// 先检查缓存
t.qtyStepCacheMutex.RLock()
if step, ok := t.qtyStepCache[symbol]; ok {
t.qtyStepCacheMutex.RUnlock()
return step
}
t.qtyStepCacheMutex.RUnlock()
// 直接调用公开 API 获取合约信息
url := fmt.Sprintf("https://api.bybit.com/v5/market/instruments-info?category=linear&symbol=%s", symbol)
resp, err := http.Get(url)
if err != nil {
logger.Infof("⚠️ [Bybit] 获取 %s 精度信息失败: %v", symbol, err)
return 1 // 默认整数
}
defer resp.Body.Close()
body, err := io.ReadAll(resp.Body)
if err != nil {
return 1
}
var result struct {
RetCode int `json:"retCode"`
Result struct {
List []struct {
LotSizeFilter struct {
QtyStep string `json:"qtyStep"`
} `json:"lotSizeFilter"`
} `json:"list"`
} `json:"result"`
}
if err := json.Unmarshal(body, &result); err != nil {
return 1
}
if result.RetCode != 0 || len(result.Result.List) == 0 {
return 1
}
qtyStep, _ := strconv.ParseFloat(result.Result.List[0].LotSizeFilter.QtyStep, 64)
if qtyStep <= 0 {
qtyStep = 1
}
// 缓存结果
t.qtyStepCacheMutex.Lock()
t.qtyStepCache[symbol] = qtyStep
t.qtyStepCacheMutex.Unlock()
logger.Infof("🔵 [Bybit] %s qtyStep: %v", symbol, qtyStep)
return qtyStep
}
// FormatQuantity 格式化数量
func (t *BybitTrader) FormatQuantity(symbol string, quantity float64) (string, error) {
// Bybit 通常使用 3 位小数
return fmt.Sprintf("%.3f", quantity), nil
// 获取该币种的 qtyStep
qtyStep := t.getQtyStep(symbol)
// 根据 qtyStep 对齐数量（向下取整到最近的 step）
alignedQty := math.Floor(quantity/qtyStep) * qtyStep
// 计算需要的小数位数
decimals := 0
if qtyStep < 1 {
stepStr := strconv.FormatFloat(qtyStep, 'f', -1, 64)
if idx := strings.Index(stepStr, "."); idx >= 0 {
decimals = len(stepStr) - idx - 1
}
}
// 格式化
format := fmt.Sprintf("%%.%df", decimals)
formatted := fmt.Sprintf(format, alignedQty)
return formatted, nil
}
// 辅助方法