fix: HL size 动态格式化(从 Meta 取 szDecimals)

- 新增 HyperLiquidTrade.GetSize(),从 HL Meta.Universe 获取
  每个币的 SzDecimals 运行时格式化订单数量
- 替代硬编码的 exchange.GetHLSize() switch case
- trader.go 中 placeOrder/placeOrderAt 两处调用切换为新方法
- 新增 TryEntry 价格<=0 检查,过滤异常数据
This commit is contained in:
jackyu66git
2026-05-04 22:50:24 +08:00
parent 292669fb0d
commit 9d942e9dee
2 changed files with 56 additions and 3 deletions
+8 -2
View File
@@ -488,6 +488,12 @@ func (t *Trader) TryEntry(opp *ArbOpportunity, store *PriceStore, notifier *Noti
return false
}
// Data quality: reject if either price is zero or negative (stale/fake data)
if opp.BuyPrice <= 0 || opp.SellPrice <= 0 {
log.Printf("[Trader] %s: skip entry (price=%v/%v <= 0), likely stale/delisted coin", opp.Coin, opp.BuyPrice, opp.SellPrice)
return false
}
t.mu.Lock()
if t.shuttingDown {
t.mu.Unlock()
@@ -1159,7 +1165,7 @@ func (t *Trader) placeOrder(leg *PositionLeg, side string, store *PriceStore) (s
}
return "", fee
} else {
size := exchange.GetHLSize(leg.Coin, t.cfg.TradeAmountUSD, leg.EntryPrice)
size := t.hyperliquid.GetSize(leg.Coin, t.cfg.TradeAmountUSD, leg.EntryPrice)
resp, err := t.hyperliquid.PlaceMarketOrder(leg.Coin, side, size)
if err != nil {
return fmt.Sprintf("HL %s error: %v", side, err), 0
@@ -1544,7 +1550,7 @@ func (t *Trader) placeOrderAt(leg *PositionLeg, side string, store *PriceStore,
return fmt.Sprintf("BG %s error: %v", side, err)
}
} else {
size := exchange.GetHLSize(leg.Coin, t.cfg.TradeAmountUSD, price)
size := t.hyperliquid.GetSize(leg.Coin, t.cfg.TradeAmountUSD, price)
_, err := t.hyperliquid.PlaceMarketOrder(leg.Coin, side, size)
if err != nil {
return fmt.Sprintf("HL %s error: %v", side, err)