Order Failed，Code: 400, Msg：{"code":-4014,"msg":"Price not increased …

gridtrader/trader/strategies/future_grid_strategy.py

@@ -6,7 +6,7 @@
 from gridtrader.trader.object import OrderData, TickData, TradeData, ContractData
 from .template import CtaTemplate
 from gridtrader.trader.utility import GridPositionCalculator
-
+from utils.contract_handler import ContractHandler
 
 class FutureGridStrategy(CtaTemplate):
     """
@@ -148,6 +148,8 @@ def on_tick(self, tick: TickData):
 
                 for i in range(self.max_open_orders):
                     price = self.bottom_price + (mid_count - i - 1) * self.step_price
+                    _ContractHandler = ContractHandler(self.contract_data.price_tick)
+                    price = _ContractHandler.process_price(price)
                     if price < self.bottom_price:
                         return
 
@@ -158,6 +160,8 @@ def on_tick(self, tick: TickData):
             if len(self.short_orders_dict.keys()) == 0:
                 for i in range(self.max_open_orders):
                     price = self.bottom_price + (mid_count + i + 1) * self.step_price
+                    _ContractHandler = ContractHandler(self.contract_data.price_tick)
+                    price = _ContractHandler.process_price(price)
                     if price > self.upper_price:
                         return
 

utils/contract_handler.py

@@ -0,0 +1,20 @@
+from decimal import Decimal, ROUND_DOWN
+
+
+class ContractHandler:
+    def __init__(self, price_tick_str:str=None,price_tick:Decimal=None):
+        # 假设 price_tick 是 Decimal 类型
+        if price_tick_str is not None:
+            self.price_tick = Decimal(price_tick_str)
+        elif price_tick is not None:
+            self.price_tick = price_tick
+
+    def process_price(self, price):
+        # 确保 price 也转换为 Decimal 类型
+        price = Decimal(price)
+
+        # 将 price 按照 price_tick 进行舍入
+        processed_price = (price // self.price_tick) * self.price_tick
+
+        # 返回处理后的价格（保留原始精度）
+        return processed_price