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正常持仓 → 风险警告 → 清算触发 → 清算中 → 清算完成┌─────────────────────────────────────┐
│ ⚫ 仓位清算中 │
├─────────────────────────────────────┤
│ 您的仓位正在被清算... │
│ │
│ 清算信息: │
│ - 仓位: 100 SOL 多仓 @ $200 │
│ - 触发价格: $180.50 │
│ - 触发时间: 2025-10-07 18:30:45 │
│ - 预计完成: 5-10秒 │
│ │
│ Liquidation Keeper 已接管您的仓位, │
│ 正在以市价平仓... │
│ │
│ ⏳ 请稍候... │
└─────────────────────────────────────┘class LiquidationKeeper:
def monitor_positions(self):
"""每10秒扫描所有持仓"""
while True:
positions = get_all_positions()
for position in positions:
margin_ratio = calculate_margin_ratio(position)
if margin_ratio < 1.1: # 110%
self.liquidate(position)
sleep(10)
def liquidate(self, position):
"""执行清算"""
# 1. 获取清算锁(防止重复清算)
if not acquire_liquidation_lock(position.id):
return
# 2. 标记状态
position.status = "LIQUIDATING"
# 3. 计算清算订单
liquidation_order = {
"symbol": position.symbol,
"side": "SELL" if position.side == "LONG" else "BUY",
"quantity": position.quantity,
"type": "MARKET",
"reduce_only": True
}
# 4. 提交订单
order_id = submit_order(liquidation_order)
# 5. 等待成交(最多重试3次)
for i in range(3):
if check_order_filled(order_id):
break
sleep(1)
# 6. 结算资金
self.settle_liquidation(position, order_id)
# 7. 释放锁
release_liquidation_lock(position.id)仓位: 100 SOL @ $200 = $20,000
清算价格: $180
清算价值: 100 × $180 = $18,000
清算费用: $18,000 × 1% = $180
资金结算:
- 用户保证金: $2,000
- 亏损: $20,000 - $18,000 = -$2,000
- 清算费用: -$180
- 剩余: $2,000 - $2,000 - $180 = -$180
结果:
- 穿仓 $180
- 保险基金补偿 $180
- 用户损失全部 $2,000def settle_liquidation(position, fill_price):
"""清算后资金结算"""
# 计算盈亏
pnl = (fill_price - position.entry_price) * position.quantity * position.direction
# 计算清算费用
liquidation_fee = abs(position.quantity * fill_price) * 0.01
# 计算剩余保证金
remaining = position.margin + pnl - liquidation_fee
if remaining > 0:
# 正常清算
user_return = remaining * 0.5
insurance_contribution = remaining * 0.5
user.balance += user_return
insurance_fund.add(insurance_contribution)
else:
# 穿仓
bankruptcy_amount = abs(remaining)
insurance_fund.subtract(bankruptcy_amount)
log_bankruptcy({
"position_id": position.id,
"user_id": user.id,
"amount": bankruptcy_amount,
"timestamp": now()
})