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fix stoploss

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discountry
2025-12-07 23:35:10 +08:00
parent 061a8dd8f1
commit 819ce93a90
1 changed files with 14 additions and 1 deletions
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src/strategy/offset-maker-engine.ts
+14 -1
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@@ -84,6 +84,7 @@ export class OffsetMakerEngine {
private lastSpotWallet = 0; private lastSpotWallet = 0;
private spotKlineUp: boolean | null = null; private spotKlineUp: boolean | null = null;
private lastSpotBuyGuardLogged = false; private lastSpotBuyGuardLogged = false;
private lastSpotStopSkipped = false;
private timer: ReturnType<typeof setInterval> | null = null; private timer: ReturnType<typeof setInterval> | null = null;
private processing = false; private processing = false;
@@ -774,7 +775,19 @@ export class OffsetMakerEngine {
// For spot: use balance-derived size; if loss exceeds threshold, market sell to exit. // For spot: use balance-derived size; if loss exceeds threshold, market sell to exit.
if (this.marketType === "spot") { if (this.marketType === "spot") {
const absPosition = Math.abs(position.positionAmt); const absPosition = Math.abs(position.positionAmt);
if (absPosition < EPS) return; if (absPosition < EPS) {
this.lastSpotStopSkipped = false;
return;
}
const minStopQty = Number.isFinite(this.minBaseAmount) ? this.minBaseAmount! : null;
if (minStopQty != null && minStopQty > 0 && absPosition + EPS < minStopQty) {
if (!this.lastSpotStopSkipped) {
this.tradeLog.push("info", "现货持仓低于最小平仓数量，跳过止损检查");
this.lastSpotStopSkipped = true;
}
return;
}
this.lastSpotStopSkipped = false;
const pnl = computePositionPnl(position, bidPrice, askPrice); const pnl = computePositionPnl(position, bidPrice, askPrice);
const triggerStop = shouldStopLoss(position, bidPrice, askPrice, this.config.lossLimit); const triggerStop = shouldStopLoss(position, bidPrice, askPrice, this.config.lossLimit);
if (!triggerStop) return; if (!triggerStop) return;