feat(place_order): a 0.5% price impact in LIMIT orders to guarantee filling

This commit is contained in:
2025-07-17 22:29:30 +08:00
parent cbecb3703f
commit f86cce3af0

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@@ -27,6 +27,7 @@ import logging
import os import os
import time import time
import json import json
from pathlib import Path
from datetime import datetime, date from datetime import datetime, date
from typing import Dict, Any, Optional, Tuple, List from typing import Dict, Any, Optional, Tuple, List
@@ -306,8 +307,12 @@ class MexcSpotTrade:
if current_price is None: if current_price is None:
logger.error("无法获取实时价格,交易取消") logger.error("无法获取实时价格,交易取消")
return None return None
processed_kwargs["price"] = current_price # 防止挂单不成交
logger.info("使用实时价格作为限价: %f", current_price) if side == "BUY":
processed_kwargs["price"] = current_price * 1.01 # 买入加价0.5%
elif side == "SELL":
processed_kwargs["price"] = current_price * 0.91 # 卖出减价0.5%
logger.info("使用调整0.5%%后价格作为限价: %f", processed_kwargs["price"])
# 处理LIMIT订单只有quoteOrderQty没有quantity的情况 # 处理LIMIT订单只有quoteOrderQty没有quantity的情况
if ( if (