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@@ -515,13 +515,14 @@ class ArbitrageProcess:
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# diff 仍然代表未买回的数量, 非常重要, 需要记录
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diff = self.already_sold_amount - self.already_bought_amount
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+ unrealized_cost = diff * dex_price # 使用最后一次获取到的市价 dex_price 更合适
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# 已实现的利润 = 总卖出额 - 总买入额
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- realized_profit = self.sell_value - self.buy_value
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+ realized_profit = (self.sell_value - self.buy_value) - unrealized_cost
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+ realized_profit = realized_profit.quantize(Decimal('1e-4'), rounding=ROUND_DOWN)
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if diff > 0:
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# 如果有未买回的部分, 将其与最后一次的市价相乘, 作为 "浮动亏损" 或 "未平仓成本" 单独记录
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- unrealized_cost = diff * dex_price # 使用最后一次获取到的市价 dex_price 更合适
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msg = f"套利流程完成, 但有 {diff} 的数量未回补。已实现利润: {realized_profit}, 未平仓成本估算: {unrealized_cost} (基于价格 {dex_price})"
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else:
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msg = f"套利流程完成, 全部回补。最终利润: {realized_profit}, 总卖值: {self.sell_value}, 总买值: {self.buy_value}"
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