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feat: 更新止损订单逻辑，针对Aster期货调整reduceOnly参数处理以符合交易所要求

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discountry
2025-10-11 21:27:37 +08:00
parent f991215d86
commit 8b20e60753
1 changed files with 5 additions and 1 deletions
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src/core/order-coordinator.ts
+5 -1
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@@ -241,18 +241,22 @@ export async function placeStopLossOrder(
} }
const priceTick = opts?.priceTick ?? 0.1; const priceTick = opts?.priceTick ?? 0.1;
const qtyStep = opts?.qtyStep ?? 0.001; const qtyStep = opts?.qtyStep ?? 0.001;
const isAster = String((adapter as any).id ?? "").toLowerCase() === "aster";
const params: CreateOrderParams = { const params: CreateOrderParams = {
symbol, symbol,
side, side,
type, type,
stopPrice: roundDownToTick(stopPrice, priceTick), stopPrice: roundDownToTick(stopPrice, priceTick),
reduceOnly: "true",
closePosition: "true", closePosition: "true",
timeInForce: "GTC", timeInForce: "GTC",
// Do not round down stop quantity here to avoid underflow to exchange min; gateway will quantize precisely // Do not round down stop quantity here to avoid underflow to exchange min; gateway will quantize precisely
quantity, quantity,
triggerType: "STOP_LOSS", triggerType: "STOP_LOSS",
}; };
// For Aster futures, STOP orders must not include reduceOnly; omit it specifically.
if (!isAster) {
params.reduceOnly = "true";
}
// Avoid forcing price for STOP_MARKET globally; keep this exchange-specific in gateways // Avoid forcing price for STOP_MARKET globally; keep this exchange-specific in gateways
await deduplicateOrders(adapter, symbol, openOrders, locks, timers, pendings, type, side, log); await deduplicateOrders(adapter, symbol, openOrders, locks, timers, pendings, type, side, log);
lockOperating(locks, timers, pendings, type, log); lockOperating(locks, timers, pendings, type, log);