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This commit is contained in:
薇薇安
parent
f8058083e3
commit
d97363e3d4
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@ -101,7 +101,7 @@ class GlobalStrategyConfigManager:
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self._cache = {}
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self._redis_client: Optional[redis.Redis] = None
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self._redis_connected = False
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self._redis_hash_key = "global_strategy_config_v3" # 独立的Redis键 (v3: 强制刷新缓存 - 2025-02-13)
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self._redis_hash_key = "global_strategy_config_v5" # 独立的Redis键 (v5: 强制刷新缓存 - 2025-02-14)
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self._init_redis()
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self._load_from_db()
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@ -1,93 +0,0 @@
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import asyncio
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import sys
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import os
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from datetime import datetime
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# Add path
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sys.path.insert(0, '/Users/vivian/work/python/auto_trade_sys')
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sys.path.insert(0, '/Users/vivian/work/python/auto_trade_sys/backend')
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from trading_system.binance_client import BinanceClient
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from config_manager import ConfigManager
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async def check_account(account_id):
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print(f"\n{'='*20} Checking Account {account_id} {'='*20}")
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try:
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# Initialize ConfigManager for this account
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config_manager = ConfigManager(account_id=account_id)
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api_key = config_manager.get('BINANCE_API_KEY')
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api_secret = config_manager.get('BINANCE_API_SECRET')
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if not api_key or not api_secret:
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print(f"Skipping Account {account_id}: Missing API keys")
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return
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# Initialize client with specific keys
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client = BinanceClient(api_key=api_key, api_secret=api_secret)
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# Connect
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await client.connect()
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# Get account information
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# Access the underlying AsyncClient
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if not client.client:
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print(f"Failed to connect to Binance for Account {account_id}")
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return
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# Check positions
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print("=== Current Positions ===")
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positions = await client.client.futures_position_information()
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has_positions = False
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for pos in positions:
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symbol = pos['symbol']
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amt = float(pos['positionAmt'])
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if amt != 0:
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has_positions = True
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entry_price = float(pos['entryPrice'])
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mark_price = float(pos['markPrice'])
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unrealized_profit = float(pos['unRealizedProfit'])
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# Calculate percentage
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if entry_price > 0:
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if amt > 0:
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pnl_pct = (mark_price - entry_price) / entry_price * 100
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else:
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pnl_pct = (entry_price - mark_price) / entry_price * 100
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else:
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pnl_pct = 0
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print(f"Symbol: {symbol}")
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print(f" Amount: {amt}")
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print(f" Entry Price: {entry_price}")
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print(f" Mark Price: {mark_price}")
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print(f" Unrealized PnL: {unrealized_profit:.2f} USDT ({pnl_pct:.2f}%)")
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print("-" * 30)
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if not has_positions:
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print("No open positions.")
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# Check open orders
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print("\n=== Open Orders (for active positions) ===")
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if has_positions:
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for pos in positions:
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if float(pos['positionAmt']) != 0:
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symbol = pos['symbol']
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orders = await client.get_open_orders(symbol)
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if orders:
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print(f"Orders for {symbol}:")
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for order in orders:
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print(f" Type: {order['type']}, Side: {order['side']}, Price: {order['price']}, StopPrice: {order.get('stopPrice', 'N/A')}")
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else:
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print(f"No open orders for {symbol}")
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await client.close()
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except Exception as e:
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print(f"Error checking Account {account_id}: {e}")
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async def main():
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for account_id in [1, 2, 3, 4]:
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await check_account(account_id)
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if __name__ == "__main__":
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asyncio.run(main())
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35
check_db.py
35
check_db.py
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@ -1,35 +0,0 @@
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import os
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import sys
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import pymysql
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from pathlib import Path
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from dotenv import load_dotenv
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# Load env
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backend_dir = Path(__file__).parent / 'backend'
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load_dotenv(backend_dir / '.env', override=True)
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host = os.getenv('DB_HOST', 'localhost')
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port = int(os.getenv('DB_PORT', 3306))
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user = os.getenv('DB_USER', 'root')
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password = os.getenv('DB_PASSWORD', '')
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print(f"Connecting to {host}:{port} as {user}")
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try:
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conn = pymysql.connect(
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host=host,
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port=port,
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user=user,
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password=password,
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charset='utf8mb4'
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)
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cursor = conn.cursor()
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cursor.execute("SHOW DATABASES")
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dbs = cursor.fetchall()
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print("Databases:")
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for db in dbs:
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print(db)
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conn.close()
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except Exception as e:
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print(f"Error: {e}")
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@ -1,24 +0,0 @@
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import sys
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import os
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from pathlib import Path
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# Add backend to sys.path
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backend_dir = Path(__file__).parent / 'backend'
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sys.path.insert(0, str(backend_dir))
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from database.models import GlobalStrategyConfig, TradingConfig
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from database.connection import db
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print("Checking DB values...")
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keys = ['TAKE_PROFIT_PERCENT', 'TAKE_PROFIT_1_PERCENT', 'STOP_LOSS_PERCENT']
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print("--- GlobalStrategyConfig ---")
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for key in keys:
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val = GlobalStrategyConfig.get_value(key)
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print(f"{key}: {val} (Type: {type(val)})")
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print("\n--- TradingConfig (All Accounts) ---")
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rows = db.execute_query("SELECT account_id, config_key, config_value FROM trading_config WHERE config_key IN ('TAKE_PROFIT_PERCENT', 'TAKE_PROFIT_1_PERCENT', 'STOP_LOSS_PERCENT') ORDER BY account_id")
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for row in rows:
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print(f"Account {row['account_id']} - {row['config_key']}: {row['config_value']}")
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@ -1,29 +0,0 @@
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import sys
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import os
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from pathlib import Path
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# Add project root to path
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project_root = Path(__file__).parent
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sys.path.insert(0, str(project_root))
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from backend.database.models import Trade, TradeRecommendation, get_db_context
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def check_strange_symbols():
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with get_db_context() as db:
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# Check Trades
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trades = db.query(Trade).all()
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print(f"Checking {len(trades)} trades...")
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for t in trades:
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if not t.symbol.isascii() or len(t.symbol) > 15:
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print(f"Suspicious Trade Symbol: {t.symbol} (ID: {t.id})")
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# Check Recommendations
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recs = db.query(TradeRecommendation).all()
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print(f"Checking {len(recs)} recommendations...")
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for r in recs:
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if not r.symbol.isascii() or len(r.symbol) > 15:
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print(f"Suspicious Rec Symbol: {r.symbol} (ID: {r.id})")
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if __name__ == "__main__":
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check_strange_symbols()
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@ -1,52 +0,0 @@
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import pymysql
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import os
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from datetime import datetime
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# DB Config
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DB_HOST = 'localhost'
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DB_USER = 'root'
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DB_PASSWORD = '12345678'
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DB_NAME = 'auto_trade_sys_new'
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def connect_db():
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return pymysql.connect(
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host=DB_HOST,
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user=DB_USER,
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password=DB_PASSWORD,
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database=DB_NAME,
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charset='utf8mb4',
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cursorclass=pymysql.cursors.DictCursor
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)
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def main():
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try:
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conn = connect_db()
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cursor = conn.cursor()
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print(f"Connected to {DB_NAME}")
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# Search for Trade ID 3507
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print("\n=== Search for Trade ID 3507 ===")
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cursor.execute("SELECT * FROM trades WHERE id = 3507")
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trade = cursor.fetchone()
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if trade:
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print(f"Found Trade 3507:")
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for k, v in trade.items():
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print(f" {k}: {v}")
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else:
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print("Trade 3507 not found in DB.")
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# Check latest trades across all accounts
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print("\n=== Latest 5 Trades (All Accounts) ===")
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cursor.execute("SELECT id, account_id, symbol, status, pnl, pnl_percent, exit_reason, created_at FROM trades ORDER BY id DESC LIMIT 5")
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trades = cursor.fetchall()
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for t in trades:
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print(t)
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conn.close()
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except Exception as e:
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print(f"Error: {e}")
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if __name__ == "__main__":
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main()
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@ -1,51 +0,0 @@
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import os
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import sys
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from sqlalchemy import create_engine, text
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import json
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from datetime import datetime
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# Database connection
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DB_USER = os.getenv('DB_USER', 'root')
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DB_PASSWORD = os.getenv('DB_PASSWORD', '12345678')
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DB_HOST = os.getenv('DB_HOST', 'localhost')
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DB_PORT = os.getenv('DB_PORT', '3306')
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DB_NAME = 'auto_trade_sys_new'
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DATABASE_URL = f"mysql+pymysql://{DB_USER}:{DB_PASSWORD}@{DB_HOST}:{DB_PORT}/{DB_NAME}"
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def check_today_trades():
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try:
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engine = create_engine(DATABASE_URL)
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with engine.connect() as conn:
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# Query trades from today (2026-02-13)
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query = text("""
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SELECT id, symbol, side, entry_price, exit_price, pnl, pnl_percent, exit_reason, exit_time, entry_time
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FROM trades
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WHERE DATE(entry_time) = '2026-02-13' OR DATE(exit_time) = '2026-02-13'
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ORDER BY exit_time DESC
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LIMIT 10
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""")
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result = conn.execute(query)
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trades = []
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for row in result:
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trades.append({
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"id": row[0],
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"symbol": row[1],
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"side": row[2],
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"entry_price": float(row[3]) if row[3] else None,
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"exit_price": float(row[4]) if row[4] else None,
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"pnl": float(row[5]) if row[5] else None,
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"pnl_percent": float(row[6]) if row[6] else None,
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"exit_reason": row[7],
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"exit_time": str(row[8]) if row[8] else None,
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"entry_time": str(row[9]) if row[9] else None
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})
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print(json.dumps(trades, indent=2))
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except Exception as e:
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print(f"Error: {e}")
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if __name__ == "__main__":
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check_today_trades()
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@ -203,13 +203,13 @@ DEFAULT_TRADING_CONFIG = {
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'MIN_STOP_LOSS_PRICE_PCT': 0.025, # 最小止损价格变动2.5%
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'MIN_TAKE_PROFIT_PRICE_PCT': 0.02, # 最小止盈价格变动2%
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'USE_ATR_STOP_LOSS': True, # 使用ATR动态止损
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'ATR_STOP_LOSS_MULTIPLIER': 3.0, # ATR止损倍数3.0（2026-02-12：减少噪音止损，配合止盈拉远）
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'ATR_STOP_LOSS_MULTIPLIER': 0.5, # ATR止损倍数0.5（2026-02-14：收紧止损，与ATR_MULTIPLIER_MAX一致）
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'ATR_TAKE_PROFIT_MULTIPLIER': 6.0, # ATR止盈倍数6.0（追求更高盈亏比）
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'RISK_REWARD_RATIO': 3.0, # 盈亏比3:1
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'ATR_PERIOD': 14, # ATR计算周期14
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'USE_DYNAMIC_ATR_MULTIPLIER': False, # 不使用动态ATR
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'ATR_MULTIPLIER_MIN': 1.5, # 动态ATR倍数最小值
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'ATR_MULTIPLIER_MAX': 2.5, # 动态ATR倍数最大值
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'ATR_MULTIPLIER_MIN': 0.5, # 动态ATR倍数最小值
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'ATR_MULTIPLIER_MAX': 0.5, # 动态ATR倍数最大值
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'SCAN_INTERVAL': 900, # 扫描间隔15分钟（900秒），快速验证模式：提高扫描频率以增加交易机会
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'KLINE_INTERVAL': '1h',
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'PRIMARY_INTERVAL': '4h', # 主周期4小时，过滤噪音
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@ -213,20 +213,43 @@ class MarketScanner:
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logger.info(f"扫描完成，找到 {len(top_n)} 个符合条件的交易对")
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# 打印结果（包含技术指标）
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for i, symbol_info in enumerate(top_n, 1):
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rsi_str = f"RSI:{symbol_info.get('rsi', 0):.1f}" if symbol_info.get('rsi') else "RSI:N/A"
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regime_str = symbol_info.get('marketRegime', 'unknown')
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# ⚠️ 2026-01-27优化：显示真实的signal_strength，而不是signalScore
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strength_str = f"信号:{symbol_info.get('signal_strength', symbol_info.get('signalScore', 0))}"
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logger.info(
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f"{i}. {symbol_info['symbol']}: "
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f"{symbol_info['changePercent']:.2f}% | "
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f"{rsi_str} | {regime_str} | {strength_str} | "
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f"价格: {symbol_info['price']:.4f}"
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)
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# 分组打印：优先展示有信号的交易对，然后是高波动/成交量的观察对象
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signals_found = [s for s in top_n if s.get('signal_strength', 0) > 0 or s.get('signalScore', 0) > 0]
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others = [s for s in top_n if s not in signals_found]
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if signals_found:
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logger.info(f"===== 发现潜在交易信号 ({len(signals_found)}) =====")
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for i, symbol_info in enumerate(signals_found, 1):
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self._log_single_symbol(i, symbol_info)
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if others:
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logger.info(f"===== 其它活跃交易对 (高波动/无明确信号) ({len(others)}) =====")
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for i, symbol_info in enumerate(others, 1):
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self._log_single_symbol(i, symbol_info)
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return top_n
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def _log_single_symbol(self, index: int, symbol_info: Dict):
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"""打印单个交易对信息"""
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rsi_str = f"RSI:{symbol_info.get('rsi', 0):.1f}" if symbol_info.get('rsi') else "RSI:N/A"
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regime_str = symbol_info.get('marketRegime', 'unknown')
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strength = symbol_info.get('signal_strength', symbol_info.get('signalScore', 0))
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strength_str = f"信号:{strength}" if strength > 0 else ""
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log_parts = [
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f"{index}. {symbol_info['symbol']}:",
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f"{symbol_info['changePercent']:.2f}%",
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rsi_str,
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regime_str
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]
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if strength_str:
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log_parts.append(strength_str)
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log_parts.append(f"价格: {symbol_info['price']:.4f}")
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logger.info(" | ".join(log_parts))
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async def _get_symbol_change(self, symbol: str, ticker_data: Optional[Dict] = None) -> Optional[Dict]:
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"""
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52
update_atr_config.py
Normal file
52
update_atr_config.py
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import sys
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import os
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# Add project root to path
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sys.path.append(os.path.dirname(os.path.abspath(__file__)))
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from backend.database.connection import db
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def update_atr_config():
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print("Updating ATR configuration...")
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# 1. Update ATR_STOP_LOSS_MULTIPLIER
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sql_check = "SELECT config_value FROM global_strategy_config WHERE config_key = 'ATR_STOP_LOSS_MULTIPLIER'"
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try:
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rows = db.execute_query(sql_check)
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if rows:
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print(f"Current ATR_STOP_LOSS_MULTIPLIER: {rows[0]['config_value']}")
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sql_update = "UPDATE global_strategy_config SET config_value = '0.5' WHERE config_key = 'ATR_STOP_LOSS_MULTIPLIER'"
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db.execute_update(sql_update)
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print("Updated ATR_STOP_LOSS_MULTIPLIER to 0.5")
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else:
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sql_insert = "INSERT INTO global_strategy_config (config_key, config_value, config_type, category) VALUES ('ATR_STOP_LOSS_MULTIPLIER', '0.5', 'float', 'risk')"
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db.execute_update(sql_insert)
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print("Created ATR_STOP_LOSS_MULTIPLIER: 0.5")
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except Exception as e:
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print(f"Error updating ATR_STOP_LOSS_MULTIPLIER: {e}")
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import traceback
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traceback.print_exc()
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# 2. Ensure USE_ATR_STOP_LOSS is True
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try:
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sql_check_use = "SELECT config_value FROM global_strategy_config WHERE config_key = 'USE_ATR_STOP_LOSS'"
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rows_use = db.execute_query(sql_check_use)
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if rows_use:
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if rows_use[0]['config_value'] != 'true':
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sql_update_use = "UPDATE global_strategy_config SET config_value = 'true' WHERE config_key = 'USE_ATR_STOP_LOSS'"
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db.execute_update(sql_update_use)
|
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print("Enabled USE_ATR_STOP_LOSS")
|
||||
else:
|
||||
sql_insert_use = "INSERT INTO global_strategy_config (config_key, config_value, config_type, category) VALUES ('USE_ATR_STOP_LOSS', 'true', 'boolean', 'risk')"
|
||||
db.execute_update(sql_insert_use)
|
||||
print("Created USE_ATR_STOP_LOSS: true")
|
||||
|
||||
except Exception as e:
|
||||
print(f"Error updating USE_ATR_STOP_LOSS: {e}")
|
||||
|
||||
print("Database update complete.")
|
||||
|
||||
if __name__ == "__main__":
|
||||
update_atr_config()
|
||||
214
update_stop_loss_orders.py
Normal file
214
update_stop_loss_orders.py
Normal file
|
|
@ -0,0 +1,214 @@
|
|||
|
||||
import asyncio
|
||||
import logging
|
||||
import sys
|
||||
import os
|
||||
from pathlib import Path
|
||||
from typing import List, Dict, Optional
|
||||
|
||||
# Add project root to sys.path
|
||||
project_root = Path(__file__).parent
|
||||
sys.path.insert(0, str(project_root))
|
||||
sys.path.insert(0, str(project_root / 'trading_system'))
|
||||
sys.path.insert(0, str(project_root / 'backend'))
|
||||
|
||||
# Configure logging
|
||||
logging.basicConfig(
|
||||
level=logging.INFO,
|
||||
format='%(asctime)s - %(name)s - %(levelname)s - %(message)s'
|
||||
)
|
||||
logger = logging.getLogger("UpdateSL")
|
||||
|
||||
# Import system modules
|
||||
try:
|
||||
from trading_system.binance_client import BinanceClient
|
||||
from trading_system.risk_manager import RiskManager
|
||||
from trading_system import config
|
||||
from backend.database.connection import Database
|
||||
from backend.security.crypto import decrypt_str
|
||||
|
||||
# Ensure config is loaded (defaults updated to 0.5)
|
||||
from trading_system.config import _init_config_manager
|
||||
_init_config_manager()
|
||||
except ImportError as e:
|
||||
logger.error(f"Import failed: {e}")
|
||||
sys.exit(1)
|
||||
|
||||
async def process_account(account_id, name, api_key, api_secret):
|
||||
logger.info(f"=== Processing Account {account_id}: {name} ===")
|
||||
|
||||
if not api_key or not api_secret:
|
||||
logger.warning(f"Account {name} missing keys. Skipping.")
|
||||
return
|
||||
|
||||
# Initialize Client with explicit keys
|
||||
client = BinanceClient(api_key=api_key, api_secret=api_secret)
|
||||
|
||||
# Connect to Binance
|
||||
try:
|
||||
# Debug proxy settings
|
||||
logger.info(f"Proxy Settings - HTTP: {os.environ.get('HTTP_PROXY')}, HTTPS: {os.environ.get('HTTPS_PROXY')}")
|
||||
|
||||
# Increase timeout to 60s and retries
|
||||
await client.connect(timeout=60, retries=5)
|
||||
except Exception as e:
|
||||
logger.error(f"Failed to connect to Binance for account {name}: {e}")
|
||||
return
|
||||
|
||||
# Initialize RiskManager
|
||||
# Note: RiskManager uses global config for ATR settings.
|
||||
# Since we updated config.py default ATR_STOP_LOSS_MULTIPLIER to 0.5,
|
||||
# and account 1 DB config is also 0.5, this is safe.
|
||||
risk_manager = RiskManager(client)
|
||||
|
||||
try:
|
||||
atr_multiplier = float(config.TRADING_CONFIG.get('ATR_STOP_LOSS_MULTIPLIER', 0.5))
|
||||
logger.info(f"Target ATR Multiplier: {atr_multiplier}")
|
||||
|
||||
# Get Open Positions
|
||||
try:
|
||||
positions = await client.get_open_positions()
|
||||
logger.info(f"Found {len(positions)} open positions.")
|
||||
except Exception as e:
|
||||
logger.error(f"Failed to get positions: {e}")
|
||||
return
|
||||
|
||||
for position in positions:
|
||||
symbol = position['symbol']
|
||||
amt = float(position['positionAmt'])
|
||||
|
||||
if amt == 0:
|
||||
continue
|
||||
|
||||
# Determine side from amount
|
||||
if amt > 0:
|
||||
real_side = 'BUY'
|
||||
else:
|
||||
real_side = 'SELL'
|
||||
|
||||
entry_price = float(position['entryPrice'])
|
||||
mark_price = float(position['markPrice'])
|
||||
leverage = int(position['leverage'])
|
||||
quantity = abs(amt)
|
||||
|
||||
logger.info(f"Processing {symbol} ({real_side}): Entry={entry_price}, Mark={mark_price}, Amt={amt}")
|
||||
|
||||
# Fetch Klines for ATR
|
||||
try:
|
||||
# Get 1h klines for ATR calculation
|
||||
klines = await client.get_klines(symbol, '1h', limit=100)
|
||||
if not klines:
|
||||
logger.warning(f"{symbol} - Failed to get klines, skipping.")
|
||||
continue
|
||||
|
||||
new_stop_loss = risk_manager.get_stop_loss_price(
|
||||
entry_price=entry_price,
|
||||
side=real_side,
|
||||
quantity=quantity,
|
||||
leverage=leverage,
|
||||
stop_loss_pct=None, # Force ATR usage
|
||||
klines=klines
|
||||
)
|
||||
|
||||
if not new_stop_loss:
|
||||
logger.warning(f"{symbol} - Could not calculate new stop loss.")
|
||||
continue
|
||||
|
||||
logger.info(f"{symbol} - New ATR Stop Loss Price: {new_stop_loss}")
|
||||
|
||||
# Check if triggered
|
||||
triggered = False
|
||||
if real_side == 'BUY':
|
||||
if mark_price <= new_stop_loss:
|
||||
triggered = True
|
||||
else: # SELL
|
||||
if mark_price >= new_stop_loss:
|
||||
triggered = True
|
||||
|
||||
if triggered:
|
||||
logger.warning(f"{symbol} - Price already beyond new stop loss! Executing MARKET CLOSE.")
|
||||
try:
|
||||
await client.place_order(
|
||||
symbol=symbol,
|
||||
side='SELL' if real_side == 'BUY' else 'BUY',
|
||||
type='MARKET',
|
||||
quantity=quantity,
|
||||
reduceOnly=True
|
||||
)
|
||||
logger.info(f"{symbol} - Market Close Order Placed.")
|
||||
await client.cancel_all_orders(symbol)
|
||||
logger.info(f"{symbol} - Cancelled all open orders.")
|
||||
except Exception as e:
|
||||
logger.error(f"{symbol} - Failed to close position: {e}")
|
||||
else:
|
||||
# Update Stop Loss Order
|
||||
logger.info(f"{symbol} - Updating Stop Loss Order to {new_stop_loss}")
|
||||
|
||||
# Cancel existing STOP_MARKET orders
|
||||
try:
|
||||
open_orders = await client.get_open_orders(symbol)
|
||||
for order in open_orders:
|
||||
if order['type'] == 'STOP_MARKET':
|
||||
await client.cancel_order(symbol, order['orderId'])
|
||||
logger.info(f"{symbol} - Cancelled old STOP_MARKET order {order['orderId']}")
|
||||
except Exception as e:
|
||||
logger.error(f"{symbol} - Failed to cancel orders: {e}")
|
||||
|
||||
# Place new STOP_MARKET order
|
||||
try:
|
||||
stop_side = 'SELL' if real_side == 'BUY' else 'BUY'
|
||||
await client.place_order(
|
||||
symbol=symbol,
|
||||
side=stop_side,
|
||||
type='STOP_MARKET',
|
||||
stopPrice=new_stop_loss,
|
||||
quantity=quantity,
|
||||
reduceOnly=True,
|
||||
workingType='MARK_PRICE'
|
||||
)
|
||||
logger.info(f"{symbol} - Placed new STOP_MARKET order at {new_stop_loss}")
|
||||
except Exception as e:
|
||||
logger.error(f"{symbol} - Failed to place new stop loss: {e}")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error processing {symbol}: {e}")
|
||||
import traceback
|
||||
traceback.print_exc()
|
||||
|
||||
finally:
|
||||
await client.close()
|
||||
|
||||
async def main():
|
||||
logger.info("Starting Multi-Account Stop Loss Update Script...")
|
||||
|
||||
db = Database()
|
||||
with db.get_connection() as conn:
|
||||
with conn.cursor() as cursor:
|
||||
# Get active accounts
|
||||
cursor.execute("SELECT id, name, api_key_enc, api_secret_enc FROM accounts WHERE status='active'")
|
||||
accounts = cursor.fetchall()
|
||||
|
||||
logger.info(f"Found {len(accounts)} active accounts.")
|
||||
|
||||
for acc in accounts:
|
||||
# Assuming fetchall returns dicts because Database uses DictCursor usually,
|
||||
# or we check type. backend/database/connection.py ensures DictCursor if possible?
|
||||
# Let's handle both dict and tuple/list just in case, but based on previous tools, it returns dicts.
|
||||
# But wait, previous `check_atr_db` output showed dicts.
|
||||
|
||||
acc_id = acc['id']
|
||||
name = acc['name']
|
||||
api_key_enc = acc['api_key_enc']
|
||||
api_secret_enc = acc['api_secret_enc']
|
||||
|
||||
api_key = decrypt_str(api_key_enc)
|
||||
api_secret = decrypt_str(api_secret_enc)
|
||||
|
||||
await process_account(acc_id, name, api_key, api_secret)
|
||||
|
||||
logger.info("All accounts processed.")
|
||||
|
||||
if __name__ == "__main__":
|
||||
loop = asyncio.new_event_loop()
|
||||
asyncio.set_event_loop(loop)
|
||||
loop.run_until_complete(main())
|
||||
Loading…
Reference in New Issue
Block a user