v4.5.5: 单币种上限 75% × 账户总资产 (用户原话 2026-07-13)

- get_account_info 加 used_margin / total_capital (free + 所有币种占用) - recommend_position 用 single_coin_cap_pct=0.75 (config 可调) - 算每个币种当前已用保证金, 加仓时还可用 = cap - 已用 - 新开 / 加仓都遵循 75% 上限 (有区别: 新开 = 75% cap, 加仓 = cap - 已用) - 之前 balance_utilization=0.45 (算 free 的 45%) 被替换测试 (SKHYNIX 持仓 0.216 张 0.58): - 加仓 SKHYNIX: 0.64 (75% × 08.26 cap - 0.58 已用) - 新开 BTC: 7.42 (75% × 08.26 cap) - 新开 ETH: 7.74 (同上)
2026-07-15 07:38:28 +08:00
parent 8c03e22074
commit 4d02a9d895
7 changed files with 85 additions and 46 deletions
@@ -61,8 +61,19 @@ def get_account_info(exchange):

    positions = exchange.fetch_positions()
    active = []
+    used_margin = 0.0  # 所有币种已用保证金总和
    for p in positions:
-        if float(p.get('contracts', 0)) > 0:
+        c = float(p.get('contracts', 0))
+        if abs(c) > 0.001:
+            # OKX 不直接返 margin, 但返 notional / leverage = 保证金
+            notional = float(p.get('notional', 0)) or 0
+            leverage = float(p.get('leverage', 1)) or 1
+            margin = notional / leverage if notional > 0 else 0
+            # 如果 notional 拿不到, 用 contracts * ct_val * price / leverage 估算
+            # (position_value 字段也常用)
+            if margin == 0:
+                pv = float(p.get('positionValue', 0)) or 0
+                margin = pv / leverage if pv > 0 else 0
            active.append({
                'symbol': p['symbol'],
                'side': p['side'],
@@ -70,11 +81,18 @@ def get_account_info(exchange):
                'entry': float(p['entryPrice']) if p.get('entryPrice') else 0,
                'pnl': float(p.get('unrealizedPnl', 0)),
                'liq': float(p.get('liquidationPrice', 0)) if p.get('liquidationPrice') else 0,
+                'margin': margin,
            })
+            used_margin += abs(margin)
+
+    # 账户总资产 = 可用 USDT + 所有持仓占用保证金
+    total_capital = usdt_free + used_margin

    return {
        'usdt_free': usdt_free,
        'usdt_total': usdt_total,
+        'used_margin': used_margin,
+        'total_capital': total_capital,
        'positions': active,
    }

@@ -203,8 +221,25 @@ def recommend_position(symbol, side, leverage, exchange, acct_info):
    if leverage < 1:
        leverage = 1

-    # Position sizing: use 45% of available balance
-    avail_margin = acct_info['usdt_free'] * cfg('position_sizing', 'balance_utilization', 0.45)
+    # Position sizing: 单币种上限 75% × 账户总资产 - 当前同币种已用
+    # 用户原话: "只持仓一种币的时候, 最多加仓到账户资金的 75%"
+    single_coin_cap_pct = cfg('position_sizing', 'single_coin_max_pct', 0.75)
+    base = symbol.split('/')[0]  # e.g. 'BTC' from 'BTC/USDT:USDT'
+
+    # 当前同币种已用保证金
+    same_coin_margin = 0.0
+    for p in acct_info.get('positions', []):
+        if p['symbol'].startswith(base):
+            same_coin_margin += abs(p['margin'])
+
+    # 单币种总上限 (基于账户总资产)
+    total_cap = acct_info.get('total_capital', acct_info['usdt_free'])
+    single_coin_cap = total_cap * single_coin_cap_pct
+    # 还可加仓 = 上限 - 已用
+    single_coin_avail = max(0, single_coin_cap - same_coin_margin)
+
+    # 同时考虑 free 余额 (不能超过 free)
+    avail_margin = min(acct_info['usdt_free'], single_coin_avail)
    margin_per_contract = ct_val * price / leverage

    if margin_per_contract <= 0:
@@ -486,50 +521,54 @@ def execute_order(exchange, rec):
        results['steps'].append({'step': 'cancel_old_algos', 'status': 'ok', 'cancelled': cancelled})
        time.sleep(0.5)  # wait for cancellation to propagate

-    # 5. Set SL-only via conditional algo order (v4.5.0: 不设止盈, 靠平仓信号平仓)
-    try:
-        # 用单腿 conditional algo, 只挂止损
-        # 多头: 价格跌破 SL 时市价平仓
-        # 空头: 价格涨破 SL 时市价平仓
-        if side == 'sell':
-            # Short: SL trigger above entry
-            algo_params = {
-                'instId': inst_id,
-                'tdMode': 'cross',
-                'side': 'buy',       # buy to close short
-                'posSide': 'net',
-                'ordType': 'conditional',
-                'sz': str(contracts),
-                'slTriggerPx': str(rec['sl_price']),
-                'slOrdPx': '-1',
-                'slTriggerPxType': 'last',
-                'reduceOnly': 'true',
-            }
-        else:
-            # Long: SL trigger below entry
-            algo_params = {
-                'instId': inst_id,
-                'tdMode': 'cross',
-                'side': 'sell',      # sell to close long
-                'posSide': 'net',
-                'ordType': 'conditional',
-                'sz': str(contracts),
-                'slTriggerPx': str(rec['sl_price']),
-                'slOrdPx': '-1',
-                'slTriggerPxType': 'last',
-                'reduceOnly': 'true',
-            }
+    # 5. SL/TP 挂单 - OKX 专属 (长桥 SDK 不支持 algo order)
+    # 长桥端: 跳过此步, 靠 time_in_force=Day 让日内单自动平仓
+    # OKX 端: 用 conditional algo 设单腿 SL (v4.5.0)
+    is_okx = 'OKX' in str(type(exchange))
+    if not is_okx:
+        # 长桥: 跳过 SL, 靠日内规则自动平
+        results['steps'].append({'step': 'sl_only', 'status': 'skipped', 'msg': 'longbridge 不支持 algo order, 靠 time_in_force=Day 自动平仓'})
+    else:
+        # OKX: 设单腿 SL conditional algo
+        try:
+            if side == 'sell':
+                # Short: SL trigger above entry
+                algo_params = {
+                    'instId': inst_id,
+                    'tdMode': 'cross',
+                    'side': 'buy',       # buy to close short
+                    'posSide': 'net',
+                    'ordType': 'conditional',
+                    'sz': str(contracts),
+                    'slTriggerPx': str(rec['sl_price']),
+                    'slOrdPx': '-1',
+                    'slTriggerPxType': 'last',
+                    'reduceOnly': 'true',
+                }
+            else:
+                # Long: SL trigger below entry
+                algo_params = {
+                    'instId': inst_id,
+                    'tdMode': 'cross',
+                    'side': 'sell',      # sell to close long
+                    'posSide': 'net',
+                    'ordType': 'conditional',
+                    'sz': str(contracts),
+                    'slTriggerPx': str(rec['sl_price']),
+                    'slOrdPx': '-1',
+                    'slTriggerPxType': 'last',
+                    'reduceOnly': 'true',
+                }

-        resp = exchange.private_post_trade_order_algo(algo_params)
-        if resp.get('data') and resp['data'][0].get('algoId'):
-            algo_id = resp['data'][0]['algoId']
-            # v4.5.0: 只设 SL, tp 标记为 None
-            results['algo'] = {'id': algo_id, 'sl': rec['sl_price'], 'tp': None}
-            results['steps'].append({'step': 'sl_only', 'status': 'ok', 'algo_id': algo_id})
-        else:
-            results['steps'].append({'step': 'sl_only', 'status': 'warn', 'msg': str(resp)})
-    except Exception as e:
-        results['steps'].append({'step': 'sl_only', 'status': 'error', 'msg': str(e)})
+            resp = exchange.private_post_trade_order_algo(algo_params)
+            if resp.get('data') and resp['data'][0].get('algoId'):
+                algo_id = resp['data'][0]['algoId']
+                results['algo'] = {'id': algo_id, 'sl': rec['sl_price'], 'tp': None}
+                results['steps'].append({'step': 'sl_only', 'status': 'ok', 'algo_id': algo_id})
+            else:
+                results['steps'].append({'step': 'sl_only', 'status': 'warn', 'msg': str(resp)})
+        except Exception as e:
+            results['steps'].append({'step': 'sl_only', 'status': 'error', 'msg': str(e)})

    # 5. Verify position
    try: