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fix: consistent safe type helpers in auto_trader, log emergency exit errors

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- Replace all raw pos["key"].(type) assertions with posFloat64/posString/posInt64 helpers
  across auto_trader_decision, auto_trader_grid, auto_trader_grid_orders,
  auto_trader_grid_regime, auto_trader_loop, auto_trader_orders, auto_trader_risk
- Add posInt64 helper for int64 extraction (createdTime etc)
- Fix emergencyExit: log CloseLong/CloseShort errors instead of silently dropping
- Fix emergencyExit: log GetPositions error on failure
- Upgrade closeAllPositions log level from Infof to Warnf for close failures
- Zero raw type assertions remaining in auto_trader_* files
This commit is contained in:
shinchan-zhai
2026-03-23 12:29:21 +08:00
parent ed9230d38b
commit 3c39d1efbe
8 changed files with 78 additions and 51 deletions
Download Patch File Download Diff File Expand all files Collapse all files

4
trader/auto_trader_decision.go
View File

@@ -142,7 +142,7 @@ func (at *AutoTrader) GetAccountInfo() (map[string]interface{}, error) {
totalUnrealizedPnLCalculated += unrealizedPnl
leverage := 10
if lev, ok := pos["leverage"].(float64); ok {
if lev := posFloat64(pos, "leverage"); lev > 0 {
leverage = int(lev)
}
marginUsed := (quantity * markPrice) / float64(leverage)
@@ -211,7 +211,7 @@ func (at *AutoTrader) GetPositions() ([]map[string]interface{}, error) {
liquidationPrice := posFloat64(pos, "liquidationPrice")
leverage := 10
if lev, ok := pos["leverage"].(float64); ok {
if lev := posFloat64(pos, "leverage"); lev > 0 {
leverage = int(lev)
}

33
trader/auto_trader_grid.go
View File

@@ -231,16 +231,26 @@ func (at *AutoTrader) emergencyExit(reason string) error {
positions, err := at.trader.GetPositions()
if err == nil {
for _, pos := range positions {
if sym, ok := pos["symbol"].(string); ok && sym == gridConfig.Symbol {
if size, ok := pos["positionAmt"].(float64); ok && size != 0 {
if size > 0 {
at.trader.CloseLong(gridConfig.Symbol, size)
} else {
at.trader.CloseShort(gridConfig.Symbol, -size)
}
}
sym := posString(pos, "symbol")
if sym != gridConfig.Symbol {
continue
}
size := posFloat64(pos, "positionAmt")
if size == 0 {
continue
}
var closeErr error
if size > 0 {
_, closeErr = at.trader.CloseLong(gridConfig.Symbol, size)
} else {
_, closeErr = at.trader.CloseShort(gridConfig.Symbol, -size)
}
if closeErr != nil {
logger.Errorf("[Grid] EMERGENCY: failed to close position (size=%.6f): %v", size, closeErr)
}
}
} else {
logger.Errorf("[Grid] EMERGENCY: failed to get positions: %v", err)
}
// Pause grid
@@ -504,10 +514,9 @@ func (at *AutoTrader) buildGridContext() (*kernel.GridContext, error) {
positions, err := at.trader.GetPositions()
if err == nil {
for _, pos := range positions {
if sym, ok := pos["symbol"].(string); ok && sym == gridConfig.Symbol {
if size, ok := pos["positionAmt"].(float64); ok {
ctx.CurrentPosition = size
}
if posString(pos, "symbol") == gridConfig.Symbol {
ctx.CurrentPosition = posFloat64(pos, "positionAmt")
break
}
}
}

26
trader/auto_trader_grid_orders.go
View File

@@ -26,13 +26,12 @@ func (at *AutoTrader) checkTotalPositionLimit(symbol string, additionalValue flo
positions, err := at.trader.GetPositions()
if err == nil {
for _, pos := range positions {
if sym, ok := pos["symbol"].(string); ok && sym == symbol {
if size, ok := pos["positionAmt"].(float64); ok {
if price, ok := pos["markPrice"].(float64); ok {
currentPositionValue = math.Abs(size) * price
} else if entryPrice, ok := pos["entryPrice"].(float64); ok {
currentPositionValue = math.Abs(size) * entryPrice
}
if posString(pos, "symbol") == symbol {
size := posFloat64(pos, "positionAmt")
if price := posFloat64(pos, "markPrice"); price > 0 {
currentPositionValue = math.Abs(size) * price
} else if entryPrice := posFloat64(pos, "entryPrice"); entryPrice > 0 {
currentPositionValue = math.Abs(size) * entryPrice
}
}
}
@@ -267,10 +266,9 @@ func (at *AutoTrader) syncGridState() {
logger.Warnf("[Grid] Failed to get positions for state sync: %v", err)
} else {
for _, pos := range positions {
if sym, ok := pos["symbol"].(string); ok && sym == gridConfig.Symbol {
if size, ok := pos["positionAmt"].(float64); ok {
currentPositionSize = size
}
if posString(pos, "symbol") == gridConfig.Symbol {
currentPositionSize = posFloat64(pos, "positionAmt")
break
}
}
}
@@ -333,12 +331,12 @@ func (at *AutoTrader) closeAllPositions() error {
}
for _, pos := range positions {
symbol, _ := pos["symbol"].(string)
symbol := posString(pos, "symbol")
if symbol != gridConfig.Symbol {
continue
}
size, _ := pos["positionAmt"].(float64)
size := posFloat64(pos, "positionAmt")
if size == 0 {
continue
}
@@ -349,7 +347,7 @@ func (at *AutoTrader) closeAllPositions() error {
_, err = at.trader.CloseShort(symbol, -size)
}
if err != nil {
logger.Infof("Failed to close position: %v", err)
logger.Warnf("[Grid] Failed to close position (size=%.6f): %v", size, err)
}
}

6
trader/auto_trader_grid_regime.go
View File

@@ -245,9 +245,9 @@ func (at *AutoTrader) GetGridRiskInfo() *GridRiskInfo {
var currentPositionValue float64
var currentPositionSize float64
for _, pos := range positions {
if sym, _ := pos["symbol"].(string); sym == gridConfig.Symbol {
size, _ := pos["positionAmt"].(float64)
entry, _ := pos["entryPrice"].(float64)
if posString(pos, "symbol") == gridConfig.Symbol {
size := posFloat64(pos, "positionAmt")
entry := posFloat64(pos, "entryPrice")
currentPositionValue = math.Abs(size * entry)
currentPositionSize = size
break

4
trader/auto_trader_loop.go
View File

@@ -350,7 +350,7 @@ func (at *AutoTrader) buildTradingContext() (*kernel.Context, error) {
// Calculate margin used (estimated)
leverage := 10 // Default value, should actually be fetched from position info
if lev, ok := pos["leverage"].(float64); ok {
if lev := posFloat64(pos, "leverage"); lev > 0 {
leverage = int(lev)
}
marginUsed := (quantity * markPrice) / float64(leverage)
@@ -374,7 +374,7 @@ func (at *AutoTrader) buildTradingContext() (*kernel.Context, error) {
}
// Priority 2: Get from exchange API (Bybit: createdTime, OKX: createdTime)
if updateTime == 0 {
if createdTime, ok := pos["createdTime"].(int64); ok && createdTime > 0 {
if createdTime := posInt64(pos, "createdTime"); createdTime > 0 {
updateTime = createdTime
}
}

20
trader/auto_trader_orders.go
View File

@@ -45,7 +45,7 @@ func (at *AutoTrader) executeOpenLongWithRecord(decision *kernel.Decision, actio
// Check if there's already a position in the same symbol and direction
for _, pos := range positions {
if pos["symbol"] == decision.Symbol && pos["side"] == "long" {
if posString(pos, "symbol") == decision.Symbol && posString(pos, "side") == "long" {
return fmt.Errorf("❌ %s already has long position, close it first", decision.Symbol)
}
}
@@ -162,7 +162,7 @@ func (at *AutoTrader) executeOpenShortWithRecord(decision *kernel.Decision, acti
// Check if there's already a position in the same symbol and direction
for _, pos := range positions {
if pos["symbol"] == decision.Symbol && pos["side"] == "short" {
if posString(pos, "symbol") == decision.Symbol && posString(pos, "side") == "short" {
return fmt.Errorf("❌ %s already has short position, close it first", decision.Symbol)
}
}
@@ -294,11 +294,9 @@ func (at *AutoTrader) executeCloseLongWithRecord(decision *kernel.Decision, acti
positions, err := at.trader.GetPositions()
if err == nil {
for _, pos := range positions {
if pos["symbol"] == decision.Symbol && pos["side"] == "long" {
if ep, ok := pos["entryPrice"].(float64); ok {
entryPrice = ep
}
if amt, ok := pos["positionAmt"].(float64); ok && amt > 0 {
if posString(pos, "symbol") == decision.Symbol && posString(pos, "side") == "long" {
entryPrice = posFloat64(pos, "entryPrice")
if amt := posFloat64(pos, "positionAmt"); amt > 0 {
quantity = amt
}
break
@@ -358,11 +356,9 @@ func (at *AutoTrader) executeCloseShortWithRecord(decision *kernel.Decision, act
positions, err := at.trader.GetPositions()
if err == nil {
for _, pos := range positions {
if pos["symbol"] == decision.Symbol && pos["side"] == "short" {
if ep, ok := pos["entryPrice"].(float64); ok {
entryPrice = ep
}
if amt, ok := pos["positionAmt"].(float64); ok {
if posString(pos, "symbol") == decision.Symbol && posString(pos, "side") == "short" {
entryPrice = posFloat64(pos, "entryPrice")
if amt := posFloat64(pos, "positionAmt"); amt != 0 {
quantity = -amt // positionAmt is negative for short
}
break

12
trader/auto_trader_risk.go
View File

@@ -41,11 +41,11 @@ func (at *AutoTrader) checkPositionDrawdown() {
}
for _, pos := range positions {
symbol, _ := pos["symbol"].(string)
side, _ := pos["side"].(string)
entryPrice, _ := pos["entryPrice"].(float64)
markPrice, _ := pos["markPrice"].(float64)
quantity, _ := pos["positionAmt"].(float64)
symbol := posString(pos, "symbol")
side := posString(pos, "side")
entryPrice := posFloat64(pos, "entryPrice")
markPrice := posFloat64(pos, "markPrice")
quantity := posFloat64(pos, "positionAmt")
if symbol == "" || side == "" || entryPrice == 0 {
continue // skip malformed position data
}
@@ -55,7 +55,7 @@ func (at *AutoTrader) checkPositionDrawdown() {
// Calculate current P&L percentage
leverage := 10 // Default value
if lev, ok := pos["leverage"].(float64); ok {
if lev := posFloat64(pos, "leverage"); lev > 0 {
leverage = int(lev)
}

24
trader/helpers.go
View File

@@ -18,6 +18,30 @@ func posString(pos map[string]interface{}, key string) string {
return v
}
// posInt64 extracts an int64 from a position map, returning 0 on failure.
func posInt64(pos map[string]interface{}, key string) int64 {
value, ok := pos[key]
if !ok {
return 0
}
switch v := value.(type) {
case int64:
return v
case int:
return int64(v)
case float64:
return int64(v)
case string:
parsed, err := strconv.ParseInt(v, 10, 64)
if err != nil {
return 0
}
return parsed
default:
return 0
}
}
// SafeFloat64 Safely extract float64 value from map
func SafeFloat64(data map[string]interface{}, key string) (float64, error) {
value, ok := data[key]