止损挂单

Binance.TradeRobot.Business/Business/ExchangeBusiness.cs

@@ -46,14 +46,17 @@ namespace Binance.TradeRobot.Business
                 if (!symbol.EndsWith("USDT"))
                     continue;
                 var stepSize = jtoken_symbol["filters"]?.FirstOrDefault(jtoken_filters => jtoken_filters.Value<string>("filterType") == "LOT_SIZE")?.Value<decimal>("stepSize") ?? 0M;
+                var tickSize = jtoken_symbol["filters"]?.FirstOrDefault(jtoken_filters => jtoken_filters.Value<string>("filterType") == "PRICE_FILTER")?.Value<decimal>("tickSize") ?? 0M;
                 var saleAccuracy = stepSize != 0 ? (1 / stepSize).ToString().Length - 1 : 0;
+                var priceAccuracy = tickSize != 0 ? (1 / tickSize).ToString().Length - 1 : 0;
                 var symbolInfo = new SymbolInfo()
                 {
                     Id = idGenerator.NewLong(),
                     ExchangeId = Enums.Exchange.Binance,
                     CreateTime = DateTime.Now,
                     Symbol = symbol,
-                    SaleQuantityAccuracy = saleAccuracy
+                    SaleQuantityAccuracy = saleAccuracy,
+                    PriceAccuracy = priceAccuracy
                 };
                 symbolList.Add(symbolInfo);
             }
@@ -79,7 +82,6 @@ namespace Binance.TradeRobot.Business
             return fsql.Select<SymbolInfo>().Where(s => s.ExchangeId == exchange && s.Symbol == symbol).ToOne<SymbolInfoResponse>();
         }
 
-
         public void AddExchangeAccount(AddExchangeAccountRequest addExchangeAccountRequest)
         {
             if (addExchangeAccountRequest.Id == 0 ||

Binance.TradeRobot.Business/Business/OrderPublishBusiness/Spot/D21OrderPublishBusiness.cs

@@ -276,7 +276,7 @@ namespace Binance.TradeRobot.Business
             var positionStopLossRatio = (isFirstStopLoss ? d21Robot.D21Policy.Level1PositionStopLossRatio : d21Robot.D21Policy.Level2PositionStopLossRatio) / 100;
             var priceStopLossRatio = (isFirstStopLoss ? d21Robot.D21Policy.Level1PriceStopLossRatio : d21Robot.D21Policy.Level2PriceStopLossRatio) / 100;
 
-            var stopPrice = avgTradePrice - avgTradePrice * priceStopLossRatio;
+            var stopPrice = (avgTradePrice - avgTradePrice * priceStopLossRatio).CutDecimal(symbolInfo.PriceAccuracy);
             var stopQuantity = (buyQuantity * positionStopLossRatio).CutDecimal(symbolInfo.SaleQuantityAccuracy);
             var stopLossClientOrderId = CreateClientOrderId(d21Robot.Id, d21Robot.TradePolicy);
             var stopOrderId = baseAPIClient.IsolatedMarginPlaceOrder(d21Robot.Symbol,

Binance.TradeRobot.Model/Db/Exchange/SymbolInfo.cs

@@ -24,6 +24,12 @@ namespace Binance.TradeRobot.Model.Db
         [Column(DbType = "int")]
         public int SaleQuantityAccuracy { get; set; }
 
+        /// <summary>
+        /// 价格精度
+        /// </summary>
+        [Column(DbType = "int")]
+        public int PriceAccuracy { get; set; }
+
         [Column(StringLength = 50)]
         public string Symbol { get; set; }