fix: 修复按比例跟单金额精度问题,对金额进行向上取整处理

- 修复按比例计算的订单金额因精度问题导致低于最小限制的问题
- 对按比例计算的金额进行向上取整到2位小数(USDC精度)
- 如果向上取整后的金额仍低于最小限制,调整 buyQuantity 以满足最小限制
- 优化 BigDecimal.div 扩展函数,支持精度和舍入模式参数(带默认值)

修复的文件:
- MathExt.kt: 添加 div 扩展函数的重载版本,支持精度和舍入模式参数
- CopyOrderTrackingService.kt: 修复订单金额精度处理逻辑

问题:
订单金额 0.000999999860888892000000 因精度问题低于最小限制 1.00000000,
导致订单被错误跳过。

解决方案:
1. 对按比例计算的金额向上取整到2位小数
2. 如果向上取整后仍低于最小限制,调整数量以满足最小限制
3. 确保调整后的订单金额 >= minOrderSize
This commit is contained in:
WrBug
2026-01-04 12:46:35 +08:00
parent d9443e0d56
commit 185cade11d
2 changed files with 49 additions and 16 deletions
@@ -376,15 +376,46 @@ open class CopyOrderTrackingService(
// 验证订单数量限制(仅比例模式)
var finalBuyQuantity = buyQuantity
if (copyTrading.copyMode == "RATIO") {
val orderAmount = buyQuantity.multi(trade.price.toSafeBigDecimal())
if (orderAmount.lt(copyTrading.minOrderSize)) {
logger.warn("订单金额低于最小限制,跳过: copyTradingId=${copyTrading.id}, amount=$orderAmount, min=${copyTrading.minOrderSize}")
continue
val tradePrice = trade.price.toSafeBigDecimal()
val rawOrderAmount = buyQuantity.multi(tradePrice)
// 对按比例计算的金额进行向上取整处理(确保满足最小限制)
// 向上取整到 2 位小数(USDC 精度)
val roundedOrderAmount = rawOrderAmount.setScale(2, java.math.RoundingMode.CEILING)
// 如果原始金额或向上取整后的金额小于最小限制,调整 buyQuantity 以满足最小限制
// 这样可以避免精度问题导致订单被错误地跳过
if (roundedOrderAmount.lt(copyTrading.minOrderSize)) {
logger.debug("订单金额(向上取整后)低于最小限制,调整数量以满足最小限制: copyTradingId=${copyTrading.id}, rawAmount=$rawOrderAmount, roundedAmount=$roundedOrderAmount, min=${copyTrading.minOrderSize}")
// 计算满足最小限制所需的数量(向上取整)
val minQuantity = copyTrading.minOrderSize.div(tradePrice, 8, java.math.RoundingMode.CEILING)
if (minQuantity.lte(BigDecimal.ZERO)) {
logger.warn("计算出的最小数量为0或负数,跳过: copyTradingId=${copyTrading.id}")
continue
}
// 使用调整后的数量
finalBuyQuantity = minQuantity
logger.debug("已调整数量以满足最小限制: copyTradingId=${copyTrading.id}, originalQuantity=$buyQuantity, adjustedQuantity=$finalBuyQuantity, adjustedAmount=${finalBuyQuantity.multi(tradePrice)}")
} else if (rawOrderAmount.lt(copyTrading.minOrderSize)) {
// 原始金额小于最小限制,但向上取整后满足,调整数量以满足最小限制
logger.debug("订单金额(精度处理后)低于最小限制,调整数量以满足最小限制: copyTradingId=${copyTrading.id}, rawAmount=$rawOrderAmount, min=${copyTrading.minOrderSize}")
// 计算满足最小限制所需的数量(向上取整)
val minQuantity = copyTrading.minOrderSize.div(tradePrice, 8, java.math.RoundingMode.CEILING)
if (minQuantity.lte(BigDecimal.ZERO)) {
logger.warn("计算出的最小数量为0或负数,跳过: copyTradingId=${copyTrading.id}")
continue
}
// 使用调整后的数量
finalBuyQuantity = minQuantity
logger.debug("已调整数量以满足最小限制: copyTradingId=${copyTrading.id}, originalQuantity=$buyQuantity, adjustedQuantity=$finalBuyQuantity, adjustedAmount=${finalBuyQuantity.multi(tradePrice)}")
}
if (orderAmount.gt(copyTrading.maxOrderSize)) {
logger.warn("订单金额超过最大限制,调整数量: copyTradingId=${copyTrading.id}, amount=$orderAmount, max=${copyTrading.maxOrderSize}")
// 检查最大限制(使用调整后的数量)
val finalOrderAmount = finalBuyQuantity.multi(tradePrice)
if (finalOrderAmount.gt(copyTrading.maxOrderSize)) {
logger.warn("订单金额超过最大限制,调整数量: copyTradingId=${copyTrading.id}, amount=$finalOrderAmount, max=${copyTrading.maxOrderSize}")
// 调整数量到最大值
val adjustedQuantity = copyTrading.maxOrderSize.div(trade.price.toSafeBigDecimal())
val adjustedQuantity = copyTrading.maxOrderSize.div(tradePrice, 8, java.math.RoundingMode.DOWN)
if (adjustedQuantity.lte(BigDecimal.ZERO)) {
logger.warn("调整后的数量为0或负数,跳过: copyTradingId=${copyTrading.id}")
continue
@@ -26,21 +26,23 @@ fun BigDecimal.multi(value: Any): BigDecimal {
return BigDecimal.ZERO
}
/**
* BigDecimal除法扩展函数
* BigDecimal除法扩展函数(带精度和舍入模式)
* 安全地将BigDecimal与任意数值类型相除
* @param value 除数,支持BigDecimal、BigInteger类型或可转换为BigDecimal的字符串
* @return 除法结果,精度为18位小数,使用四舍五入模式,如果转换失败返回IllegalBigDecimal
* @param scale 精度(小数位数)
* @param roundingMode 舍入模式
* @return 除法结果,如果转换失败返回IllegalBigDecimal
*/
fun BigDecimal.div(value: Any): BigDecimal {
fun BigDecimal.div(value: Any, scale: Int = 18, roundingMode: RoundingMode = RoundingMode.HALF_UP): BigDecimal {
kotlin.runCatching {
if (value is BigDecimal) {
return divide(value, 18, RoundingMode.HALF_UP).stripTrailingZeros()
val divisor = when (value) {
is BigDecimal -> value
is BigInteger -> value.toBigDecimal()
else -> BigDecimal(value.toString())
}
if (value is BigInteger) {
return divide(value.toSafeBigDecimal(), 18, RoundingMode.HALF_UP).stripTrailingZeros()
}
return divide(BigDecimal(value.toString()), 18, RoundingMode.HALF_UP).stripTrailingZeros()
return divide(divisor, scale, roundingMode)
}
return IllegalBigDecimal
}