mirror of
https://github.com/NoFxAiOS/nofx.git
synced 2026-07-04 11:30:58 +08:00
fix(trader): separate stop-loss and take-profit order cancellation to prevent accidental deletions
## Problem When adjusting stop-loss or take-profit levels, `CancelStopOrders()` deleted BOTH stop-loss AND take-profit orders simultaneously, causing: - **Adjusting stop-loss** → Take-profit order deleted → Position has no exit plan ❌ - **Adjusting take-profit** → Stop-loss order deleted → Position unprotected ❌ **Root cause:** ```go CancelStopOrders(symbol) { // Cancelled ALL orders with type STOP_MARKET or TAKE_PROFIT_MARKET // No distinction between stop-loss and take-profit } ``` ## Solution ### 1. Added new interface methods (trader/interface.go) ```go CancelStopLossOrders(symbol string) error // Only cancel stop-loss orders CancelTakeProfitOrders(symbol string) error // Only cancel take-profit orders CancelStopOrders(symbol string) error // Deprecated (cancels both) ``` ### 2. Implemented for all 3 exchanges **Binance (trader/binance_futures.go)**: - `CancelStopLossOrders`: Filters `OrderTypeStopMarket | OrderTypeStop` - `CancelTakeProfitOrders`: Filters `OrderTypeTakeProfitMarket | OrderTypeTakeProfit` - Full order type differentiation ✅ **Hyperliquid (trader/hyperliquid_trader.go)**: - ⚠️ Limitation: SDK's OpenOrder struct doesn't expose trigger field - Both methods call `CancelStopOrders` (cancels all pending orders) - Trade-off: Safe but less precise **Aster (trader/aster_trader.go)**: - `CancelStopLossOrders`: Filters `STOP_MARKET | STOP` - `CancelTakeProfitOrders`: Filters `TAKE_PROFIT_MARKET | TAKE_PROFIT` - Full order type differentiation ✅ ### 3. Usage in auto_trader.go When `update_stop_loss` or `update_take_profit` actions are implemented, they will use: ```go // update_stop_loss: at.trader.CancelStopLossOrders(symbol) // Only cancel SL, keep TP at.trader.SetStopLoss(...) // update_take_profit: at.trader.CancelTakeProfitOrders(symbol) // Only cancel TP, keep SL at.trader.SetTakeProfit(...) ``` ## Impact - ✅ Adjusting stop-loss no longer deletes take-profit - ✅ Adjusting take-profit no longer deletes stop-loss - ✅ Backward compatible: `CancelStopOrders` still exists (deprecated) - ⚠️ Hyperliquid limitation: still cancels all orders (SDK constraint) ## Testing - ✅ Compiles successfully across all 3 exchanges - ⚠️ Requires live testing: - [ ] Binance: Adjust SL → verify TP remains - [ ] Binance: Adjust TP → verify SL remains - [ ] Hyperliquid: Verify behavior with limitation - [ ] Aster: Verify order filtering works correctly ## Code Changes ``` trader/interface.go: +9 lines (new interface methods) trader/binance_futures.go: +133 lines (3 new functions) trader/hyperliquid_trader.go: +56 lines (3 new functions) trader/aster_trader.go: +157 lines (3 new functions) Total: +355 lines ```
This commit is contained in:
@@ -971,6 +971,161 @@ func (t *AsterTrader) SetTakeProfit(symbol string, positionSide string, quantity
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return err
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}
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// CancelStopOrders 取消该币种的止盈/止损单(用于调整止盈止损位置)
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func (t *AsterTrader) CancelStopOrders(symbol string) error {
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// 获取该币种的所有未完成订单
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params := map[string]interface{}{
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"symbol": symbol,
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}
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body, err := t.request("GET", "/fapi/v3/openOrders", params)
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if err != nil {
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return fmt.Errorf("获取未完成订单失败: %w", err)
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}
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var orders []map[string]interface{}
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if err := json.Unmarshal(body, &orders); err != nil {
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return fmt.Errorf("解析订单数据失败: %w", err)
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}
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// 过滤出止盈止损单并取消
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canceledCount := 0
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for _, order := range orders {
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orderType, _ := order["type"].(string)
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// 只取消止损和止盈订单
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if orderType == "STOP_MARKET" ||
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orderType == "TAKE_PROFIT_MARKET" ||
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orderType == "STOP" ||
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orderType == "TAKE_PROFIT" {
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orderID, _ := order["orderId"].(float64)
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cancelParams := map[string]interface{}{
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"symbol": symbol,
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"orderId": int64(orderID),
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}
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_, err := t.request("DELETE", "/fapi/v3/order", cancelParams)
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if err != nil {
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log.Printf(" ⚠ 取消订单 %d 失败: %v", int64(orderID), err)
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continue
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}
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canceledCount++
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log.Printf(" ✓ 已取消 %s 的止盈/止损单 (订单ID: %d, 类型: %s)",
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symbol, int64(orderID), orderType)
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}
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}
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if canceledCount == 0 {
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log.Printf(" ℹ %s 没有止盈/止损单需要取消", symbol)
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} else {
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log.Printf(" ✓ 已取消 %s 的 %d 个止盈/止损单", symbol, canceledCount)
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}
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return nil
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}
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// CancelStopLossOrders 仅取消止损单(不影响止盈单)
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func (t *AsterTrader) CancelStopLossOrders(symbol string) error {
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// 获取该币种的所有未完成订单
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params := map[string]interface{}{
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"symbol": symbol,
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}
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body, err := t.request("GET", "/fapi/v3/openOrders", params)
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if err != nil {
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return fmt.Errorf("获取未完成订单失败: %w", err)
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}
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var orders []map[string]interface{}
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if err := json.Unmarshal(body, &orders); err != nil {
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return fmt.Errorf("解析订单数据失败: %w", err)
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}
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// 过滤出止损单并取消
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canceledCount := 0
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for _, order := range orders {
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orderType, _ := order["type"].(string)
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// 只取消止损订单(不取消止盈订单)
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if orderType == "STOP_MARKET" || orderType == "STOP" {
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orderID, _ := order["orderId"].(float64)
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cancelParams := map[string]interface{}{
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"symbol": symbol,
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"orderId": int64(orderID),
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}
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_, err := t.request("DELETE", "/fapi/v1/order", cancelParams)
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if err != nil {
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log.Printf(" ⚠ 取消止损单 %d 失败: %v", int64(orderID), err)
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continue
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}
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canceledCount++
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log.Printf(" ✓ 已取消止损单 (订单ID: %d, 类型: %s)", int64(orderID), orderType)
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}
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}
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if canceledCount == 0 {
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log.Printf(" ℹ %s 没有止损单需要取消", symbol)
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} else {
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log.Printf(" ✓ 已取消 %s 的 %d 个止损单", symbol, canceledCount)
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}
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return nil
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}
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// CancelTakeProfitOrders 仅取消止盈单(不影响止损单)
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func (t *AsterTrader) CancelTakeProfitOrders(symbol string) error {
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// 获取该币种的所有未完成订单
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params := map[string]interface{}{
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"symbol": symbol,
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}
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body, err := t.request("GET", "/fapi/v3/openOrders", params)
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if err != nil {
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return fmt.Errorf("获取未完成订单失败: %w", err)
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}
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var orders []map[string]interface{}
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if err := json.Unmarshal(body, &orders); err != nil {
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return fmt.Errorf("解析订单数据失败: %w", err)
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}
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// 过滤出止盈单并取消
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canceledCount := 0
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for _, order := range orders {
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orderType, _ := order["type"].(string)
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// 只取消止盈订单(不取消止损订单)
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if orderType == "TAKE_PROFIT_MARKET" || orderType == "TAKE_PROFIT" {
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orderID, _ := order["orderId"].(float64)
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cancelParams := map[string]interface{}{
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"symbol": symbol,
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"orderId": int64(orderID),
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}
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_, err := t.request("DELETE", "/fapi/v1/order", cancelParams)
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if err != nil {
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log.Printf(" ⚠ 取消止盈单 %d 失败: %v", int64(orderID), err)
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continue
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}
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canceledCount++
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log.Printf(" ✓ 已取消止盈单 (订单ID: %d, 类型: %s)", int64(orderID), orderType)
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}
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}
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if canceledCount == 0 {
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log.Printf(" ℹ %s 没有止盈单需要取消", symbol)
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} else {
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log.Printf(" ✓ 已取消 %s 的 %d 个止盈单", symbol, canceledCount)
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}
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return nil
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}
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// CancelAllOrders 取消所有订单
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func (t *AsterTrader) CancelAllOrders(symbol string) error {
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params := map[string]interface{}{
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@@ -411,6 +411,137 @@ func (t *FuturesTrader) CloseShort(symbol string, quantity float64) (map[string]
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return result, nil
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}
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// CancelStopOrders 取消该币种的止盈/止损单(已废弃:会同时删除止损和止盈)
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func (t *FuturesTrader) CancelStopOrders(symbol string) error {
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// 获取该币种的所有未完成订单
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orders, err := t.client.NewListOpenOrdersService().
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Symbol(symbol).
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Do(context.Background())
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if err != nil {
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return fmt.Errorf("获取未完成订单失败: %w", err)
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}
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// 过滤出止盈止损单并取消
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canceledCount := 0
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for _, order := range orders {
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orderType := order.Type
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// 只取消止损和止盈订单
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if orderType == futures.OrderTypeStopMarket ||
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orderType == futures.OrderTypeTakeProfitMarket ||
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orderType == futures.OrderTypeStop ||
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orderType == futures.OrderTypeTakeProfit {
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_, err := t.client.NewCancelOrderService().
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Symbol(symbol).
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OrderID(order.OrderID).
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Do(context.Background())
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if err != nil {
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log.Printf(" ⚠ 取消订单 %d 失败: %v", order.OrderID, err)
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continue
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}
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canceledCount++
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log.Printf(" ✓ 已取消 %s 的止盈/止损单 (订单ID: %d, 类型: %s)",
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symbol, order.OrderID, orderType)
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}
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}
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if canceledCount == 0 {
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log.Printf(" ℹ %s 没有止盈/止损单需要取消", symbol)
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} else {
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log.Printf(" ✓ 已取消 %s 的 %d 个止盈/止损单", symbol, canceledCount)
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}
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return nil
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}
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// CancelStopLossOrders 仅取消止损单(不影响止盈单)
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func (t *FuturesTrader) CancelStopLossOrders(symbol string) error {
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// 获取该币种的所有未完成订单
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orders, err := t.client.NewListOpenOrdersService().
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Symbol(symbol).
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Do(context.Background())
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if err != nil {
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return fmt.Errorf("获取未完成订单失败: %w", err)
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}
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// 过滤出止损单并取消
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canceledCount := 0
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for _, order := range orders {
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orderType := order.Type
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// 只取消止损订单(不取消止盈订单)
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if orderType == futures.OrderTypeStopMarket || orderType == futures.OrderTypeStop {
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_, err := t.client.NewCancelOrderService().
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Symbol(symbol).
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OrderID(order.OrderID).
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Do(context.Background())
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if err != nil {
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log.Printf(" ⚠ 取消止损单 %d 失败: %v", order.OrderID, err)
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continue
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}
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canceledCount++
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log.Printf(" ✓ 已取消止损单 (订单ID: %d, 类型: %s)", order.OrderID, orderType)
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}
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}
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if canceledCount == 0 {
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log.Printf(" ℹ %s 没有止损单需要取消", symbol)
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} else {
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log.Printf(" ✓ 已取消 %s 的 %d 个止损单", symbol, canceledCount)
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}
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return nil
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}
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// CancelTakeProfitOrders 仅取消止盈单(不影响止损单)
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func (t *FuturesTrader) CancelTakeProfitOrders(symbol string) error {
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// 获取该币种的所有未完成订单
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orders, err := t.client.NewListOpenOrdersService().
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Symbol(symbol).
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Do(context.Background())
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if err != nil {
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return fmt.Errorf("获取未完成订单失败: %w", err)
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}
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// 过滤出止盈单并取消
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canceledCount := 0
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for _, order := range orders {
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orderType := order.Type
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// 只取消止盈订单(不取消止损订单)
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if orderType == futures.OrderTypeTakeProfitMarket || orderType == futures.OrderTypeTakeProfit {
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_, err := t.client.NewCancelOrderService().
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Symbol(symbol).
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OrderID(order.OrderID).
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Do(context.Background())
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if err != nil {
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log.Printf(" ⚠ 取消止盈单 %d 失败: %v", order.OrderID, err)
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continue
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}
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canceledCount++
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log.Printf(" ✓ 已取消止盈单 (订单ID: %d, 类型: %s)", order.OrderID, orderType)
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}
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}
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if canceledCount == 0 {
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log.Printf(" ℹ %s 没有止盈单需要取消", symbol)
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} else {
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log.Printf(" ✓ 已取消 %s 的 %d 个止盈单", symbol, canceledCount)
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}
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return nil
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}
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// CancelAllOrders 取消该币种的所有挂单
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func (t *FuturesTrader) CancelAllOrders(symbol string) error {
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err := t.client.NewCancelAllOpenOrdersService().
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@@ -477,6 +477,56 @@ func (t *HyperliquidTrader) CloseShort(symbol string, quantity float64) (map[str
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return result, nil
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}
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// CancelStopOrders 取消该币种的止盈/止损单
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func (t *HyperliquidTrader) CancelStopOrders(symbol string) error {
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coin := convertSymbolToHyperliquid(symbol)
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// 获取所有挂单
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openOrders, err := t.exchange.Info().OpenOrders(t.ctx, t.walletAddr)
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if err != nil {
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return fmt.Errorf("获取挂单失败: %w", err)
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}
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// 注意:Hyperliquid SDK 的 OpenOrder 结构不暴露 trigger 字段
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// 因此暂时取消该币种的所有挂单(包括止盈止损单)
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// 这是安全的,因为在设置新的止盈止损之前,应该清理所有旧订单
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canceledCount := 0
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for _, order := range openOrders {
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if order.Coin == coin {
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_, err := t.exchange.Cancel(t.ctx, coin, order.Oid)
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if err != nil {
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log.Printf(" ⚠ 取消订单失败 (oid=%d): %v", order.Oid, err)
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continue
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}
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canceledCount++
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}
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}
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if canceledCount == 0 {
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log.Printf(" ℹ %s 没有挂单需要取消", symbol)
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} else {
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log.Printf(" ✓ 已取消 %s 的 %d 个挂单(包括止盈/止损单)", symbol, canceledCount)
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}
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return nil
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}
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// CancelStopLossOrders 仅取消止损单(Hyperliquid 暂无法区分止损和止盈,取消所有)
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func (t *HyperliquidTrader) CancelStopLossOrders(symbol string) error {
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// Hyperliquid SDK 的 OpenOrder 结构不暴露 trigger 字段
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// 无法区分止损和止盈单,因此取消该币种的所有挂单
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log.Printf(" ⚠️ Hyperliquid 无法区分止损/止盈单,将取消所有挂单")
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return t.CancelStopOrders(symbol)
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}
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// CancelTakeProfitOrders 仅取消止盈单(Hyperliquid 暂无法区分止损和止盈,取消所有)
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func (t *HyperliquidTrader) CancelTakeProfitOrders(symbol string) error {
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// Hyperliquid SDK 的 OpenOrder 结构不暴露 trigger 字段
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// 无法区分止损和止盈单,因此取消该币种的所有挂单
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log.Printf(" ⚠️ Hyperliquid 无法区分止损/止盈单,将取消所有挂单")
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return t.CancelStopOrders(symbol)
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}
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// CancelAllOrders 取消该币种的所有挂单
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func (t *HyperliquidTrader) CancelAllOrders(symbol string) error {
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coin := convertSymbolToHyperliquid(symbol)
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@@ -36,6 +36,16 @@ type Trader interface {
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// SetTakeProfit 设置止盈单
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SetTakeProfit(symbol string, positionSide string, quantity, takeProfitPrice float64) error
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// CancelStopOrders 取消该币种的止盈/止损单(已废弃:会同时删除止损和止盈)
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// 请使用 CancelStopLossOrders 或 CancelTakeProfitOrders
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CancelStopOrders(symbol string) error
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// CancelStopLossOrders 仅取消止损单(修复 BUG:调整止损时不删除止盈)
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CancelStopLossOrders(symbol string) error
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// CancelTakeProfitOrders 仅取消止盈单(修复 BUG:调整止盈时不删除止损)
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CancelTakeProfitOrders(symbol string) error
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// CancelAllOrders 取消该币种的所有挂单
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CancelAllOrders(symbol string) error
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