bifitnex-trading/slack_notifier.py
kroutony c473a581b0 Add realized P&L reporting, stop-loss fill detection, and balance margin
- Show realized P&L (USDT + %) in Slack for all SELL trades (TP, LLM, stop-loss)
- Detect filled stop-loss orders via stop_orders.json persistence and report as [止損觸發]
- Deduct 1 USDT margin from available balance to prevent exchange insufficient balance errors

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-03-14 02:44:46 +00:00

156 lines
5.5 KiB
Python

import logging
import time
import requests
import config
logger = logging.getLogger(__name__)
def _send(payload: dict):
"""Send a message to Slack via webhook."""
url = config.SLACK_WEBHOOK_URL
if not url:
logger.debug("Slack webhook not configured, skipping notification")
return
try:
resp = requests.post(url, json=payload, timeout=10)
if resp.status_code != 200:
logger.warning("Slack webhook returned %d: %s", resp.status_code, resp.text)
except Exception as e:
logger.error("Failed to send Slack notification: %s", e)
def send_trade_alert(trade: dict):
"""Send a trade execution notification."""
sym = trade.get("symbol", "?")
name = config.SYMBOL_NAMES.get(sym, sym)
action = trade.get("action", "?")
emoji = "🟢 BUY" if action == "BUY" else "🔴 SELL"
mode = trade.get("mode", "paper").upper()
text = (
f"{emoji} *{name}* [{mode}]\n"
f"Amount: {trade.get('amount', 0):.6f} (~{trade.get('amount_usdt', 0):.2f} USDT)\n"
f"Price: {trade.get('price', 0):.6g}\n"
f"Confidence: {trade.get('confidence', 0):.0%}\n"
f"Reason: {trade.get('reason', 'N/A')}\n"
f"Status: {trade.get('status', 'unknown')}"
)
_send({"text": text})
def send_status_update(summary: str):
"""Send periodic portfolio status update."""
_send({"text": summary})
def send_error_alert(error_msg: str):
"""Send an error alert."""
_send({"text": f"⚠️ *Trading Bot Error*\n```{error_msg}```"})
def send_cycle_report(
cycle_number: int,
signals: list[dict],
executed: list[dict],
rejected: list[dict],
tp_closed: list[dict],
portfolio_summary: str,
):
"""Send a unified cycle report combining analysis, execution, and portfolio status."""
lines = [f"📊 *Trading Cycle Report #{cycle_number}*\n"]
# --- Take-profit / auto actions ---
if tp_closed:
lines.append("⚡ *自動操作:*")
for tp in tp_closed:
name = config.SYMBOL_NAMES.get(tp["symbol"], tp["symbol"])
pnl = tp.get("reason", "")
amount_usdt = tp.get("amount_usdt", 0)
pnl_str = ""
if tp.get("realized_pnl") is not None:
sign = "+" if tp["realized_pnl"] >= 0 else ""
pnl_str = f",收益 {sign}{tp['realized_pnl']:.2f} USDT ({sign}{tp['realized_pnl_pct']:.2f}%)"
lines.append(f" 🔴 SELL {name}{pnl},平倉 {amount_usdt:.1f} USDT{pnl_str}")
lines.append("")
# --- LLM signals ---
buys = [s for s in signals if s.get("action") == "BUY"]
sells = [s for s in signals if s.get("action") == "SELL"]
holds = [s for s in signals if s.get("action") == "HOLD"]
lines.append("🤖 *LLM 分析結果:*")
if buys:
for s in buys:
name = config.SYMBOL_NAMES.get(s["symbol"], s["symbol"])
lines.append(
f" 🟢 BUY {name} — conf {s.get('confidence', 0):.0%}, {s.get('reason', '')}"
)
if sells:
for s in sells:
name = config.SYMBOL_NAMES.get(s["symbol"], s["symbol"])
lines.append(
f" 🔴 SELL {name} — conf {s.get('confidence', 0):.0%}, {s.get('reason', '')}"
)
if holds:
lines.append(f" ⏸️ 其餘 {len(holds)} 幣種 HOLD")
if not buys and not sells:
lines.append(" All symbols → HOLD, no action this cycle.")
lines.append("")
# --- Executed trades ---
has_trades = bool(executed)
if executed:
lines.append("✅ *實際執行:*")
for t in executed:
name = config.SYMBOL_NAMES.get(t["symbol"], t["symbol"])
action = t.get("action", "?")
emoji = "🟢 BUY" if action == "BUY" else "🔴 SELL"
amount = t.get("amount", 0)
price = t.get("price", 0)
amount_usdt = t.get("amount_usdt", 0)
detail = f"{amount:.4f} @ {price:.6g} ({amount_usdt:.1f} USDT)"
extra = ""
if action == "BUY" and t.get("stop_price"):
extra = f" — 止損掛 {t['stop_price']:.6g}"
elif action == "SELL" and t.get("realized_pnl") is not None:
sign = "+" if t["realized_pnl"] >= 0 else ""
extra = f" — 收益 {sign}{t['realized_pnl']:.2f} USDT ({sign}{t['realized_pnl_pct']:.2f}%)"
tag = " [止損觸發]" if t.get("is_stop_loss") else ""
lines.append(f" {emoji} {name}{detail}{extra}{tag}")
lines.append("")
# --- Rejected signals ---
if rejected:
lines.append("❌ *未執行:*")
for r in rejected:
name = config.SYMBOL_NAMES.get(r["symbol"], r["symbol"])
action = r.get("action", "?")
emoji = "🟢 BUY" if action == "BUY" else "🔴 SELL"
lines.append(f" {emoji} {name}{r.get('reject_reason', '未知原因')}")
lines.append("")
# --- Portfolio summary ---
lines.append(f"💰 {portfolio_summary}")
text = "\n".join(lines)
# @channel when actual trades were executed
if has_trades:
text = f"<!channel>\n{text}"
_send({"text": text})
def send_startup_message():
"""Notify that the bot has started."""
mode = "PAPER" if config.PAPER_TRADING else "LIVE"
_send({
"text": (
f"🚀 *Trading Bot Started* [{mode} mode]\n"
f"Monitoring {len(config.TOP_15_SYMBOLS)} symbols\n"
f"Interval: {config.RUN_INTERVAL_MINUTES}min"
)
})