mirror of
https://github.com/NoFxAiOS/nofx.git
synced 2026-07-16 09:11:03 +08:00
feat: add multi-exchange order sync and position tracking
- Add order sync implementations for Hyperliquid, Bybit, OKX, Bitget, Aster - Add position snapshot functionality for exchange position reset - Update TraderOrder and TraderFill structures with exchange_type field - Add exchange sync tests - Update frontend charts components - Remove deprecated position_sync.go
This commit is contained in:
tinkle-community
@@ -10,12 +10,13 @@ import (
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type TraderOrder struct {
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ID int64 `json:"id"`
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TraderID string `json:"trader_id"`
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ExchangeID string `json:"exchange_id"` // 交易所账户UUID
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ExchangeOrderID string `json:"exchange_order_id"` // 交易所订单ID
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ClientOrderID string `json:"client_order_id"` // 客户端订单ID
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Symbol string `json:"symbol"` // 交易对
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ExchangeID string `json:"exchange_id"` // Exchange account UUID
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ExchangeType string `json:"exchange_type"` // Exchange type (hyperliquid/lighter/binance/etc)
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ExchangeOrderID string `json:"exchange_order_id"` // Exchange order ID
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ClientOrderID string `json:"client_order_id"` // Client order ID
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Symbol string `json:"symbol"` // Trading pair
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Side string `json:"side"` // BUY/SELL
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PositionSide string `json:"position_side"` // LONG/SHORT (双向持仓模式)
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PositionSide string `json:"position_side"` // LONG/SHORT (hedge mode)
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Type string `json:"type"` // MARKET/LIMIT/STOP/STOP_MARKET/TAKE_PROFIT/TAKE_PROFIT_MARKET
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TimeInForce string `json:"time_in_force"` // GTC/IOC/FOK
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Quantity float64 `json:"quantity"` // 订单数量
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@@ -38,14 +39,15 @@ type TraderOrder struct {
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FilledAt time.Time `json:"filled_at"` // 完全成交时间
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}
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// TraderFill 成交记录（一个订单可能有多次成交）
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// TraderFill trade record (one order may have multiple fills)
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type TraderFill struct {
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ID int64 `json:"id"`
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TraderID string `json:"trader_id"`
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ExchangeID string `json:"exchange_id"`
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OrderID int64 `json:"order_id"` // 关联的订单ID
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ExchangeOrderID string `json:"exchange_order_id"` // 交易所订单ID
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ExchangeTradeID string `json:"exchange_trade_id"` // 交易所成交ID
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ExchangeID string `json:"exchange_id"` // Exchange account UUID
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ExchangeType string `json:"exchange_type"` // Exchange type (hyperliquid/lighter/binance/etc)
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OrderID int64 `json:"order_id"` // Related order ID
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ExchangeOrderID string `json:"exchange_order_id"` // Exchange order ID
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ExchangeTradeID string `json:"exchange_trade_id"` // Exchange trade ID
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Symbol string `json:"symbol"`
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Side string `json:"side"` // BUY/SELL
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Price float64 `json:"price"` // 成交价格
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@@ -76,6 +78,7 @@ func (s *OrderStore) InitTables() error {
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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trader_id TEXT NOT NULL,
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exchange_id TEXT NOT NULL DEFAULT '',
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exchange_type TEXT NOT NULL DEFAULT '',
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exchange_order_id TEXT NOT NULL,
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client_order_id TEXT DEFAULT '',
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symbol TEXT NOT NULL,
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@@ -114,6 +117,7 @@ func (s *OrderStore) InitTables() error {
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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trader_id TEXT NOT NULL,
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exchange_id TEXT NOT NULL DEFAULT '',
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exchange_type TEXT NOT NULL DEFAULT '',
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order_id INTEGER NOT NULL,
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exchange_order_id TEXT NOT NULL,
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exchange_trade_id TEXT NOT NULL,
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@@ -168,16 +172,16 @@ func (s *OrderStore) CreateOrder(order *TraderOrder) error {
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result, err := s.db.Exec(`
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INSERT INTO trader_orders (
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trader_id, exchange_id, exchange_order_id, client_order_id,
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trader_id, exchange_id, exchange_type, exchange_order_id, client_order_id,
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symbol, side, position_side, type, time_in_force,
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quantity, price, stop_price, status,
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filled_quantity, avg_fill_price, commission, commission_asset,
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leverage, reduce_only, close_position, working_type, price_protect,
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order_action, related_position_id,
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created_at, updated_at, filled_at
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) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
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) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
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`,
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order.TraderID, order.ExchangeID, order.ExchangeOrderID, order.ClientOrderID,
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order.TraderID, order.ExchangeID, order.ExchangeType, order.ExchangeOrderID, order.ClientOrderID,
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order.Symbol, order.Side, order.PositionSide, order.Type, order.TimeInForce,
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order.Quantity, order.Price, order.StopPrice, order.Status,
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order.FilledQuantity, order.AvgFillPrice, order.Commission, order.CommissionAsset,
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@@ -244,13 +248,13 @@ func (s *OrderStore) CreateFill(fill *TraderFill) error {
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result, err := s.db.Exec(`
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INSERT INTO trader_fills (
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trader_id, exchange_id, order_id, exchange_order_id, exchange_trade_id,
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trader_id, exchange_id, exchange_type, order_id, exchange_order_id, exchange_trade_id,
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symbol, side, price, quantity, quote_quantity,
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commission, commission_asset, realized_pnl, is_maker,
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created_at
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) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
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) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
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`,
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fill.TraderID, fill.ExchangeID, fill.OrderID, fill.ExchangeOrderID, fill.ExchangeTradeID,
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fill.TraderID, fill.ExchangeID, fill.ExchangeType, fill.OrderID, fill.ExchangeOrderID, fill.ExchangeTradeID,
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fill.Symbol, fill.Side, fill.Price, fill.Quantity, fill.QuoteQuantity,
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fill.Commission, fill.CommissionAsset, fill.RealizedPnL, fill.IsMaker,
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now.Format(time.RFC3339),
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@@ -267,7 +271,7 @@ func (s *OrderStore) CreateFill(fill *TraderFill) error {
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// GetFillByExchangeTradeID 根据交易所成交ID获取成交记录
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func (s *OrderStore) GetFillByExchangeTradeID(exchangeID, exchangeTradeID string) (*TraderFill, error) {
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row := s.db.QueryRow(`
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SELECT id, trader_id, exchange_id, order_id, exchange_order_id, exchange_trade_id,
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SELECT id, trader_id, exchange_id, exchange_type, order_id, exchange_order_id, exchange_trade_id,
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symbol, side, price, quantity, quote_quantity,
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commission, commission_asset, realized_pnl, is_maker,
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created_at
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@@ -278,7 +282,7 @@ func (s *OrderStore) GetFillByExchangeTradeID(exchangeID, exchangeTradeID string
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var fill TraderFill
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var createdAt sql.NullString
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err := row.Scan(
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&fill.ID, &fill.TraderID, &fill.ExchangeID, &fill.OrderID, &fill.ExchangeOrderID, &fill.ExchangeTradeID,
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&fill.ID, &fill.TraderID, &fill.ExchangeID, &fill.ExchangeType, &fill.OrderID, &fill.ExchangeOrderID, &fill.ExchangeTradeID,
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&fill.Symbol, &fill.Side, &fill.Price, &fill.Quantity, &fill.QuoteQuantity,
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&fill.Commission, &fill.CommissionAsset, &fill.RealizedPnL, &fill.IsMaker,
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&createdAt,
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@@ -303,7 +307,7 @@ func (s *OrderStore) GetFillByExchangeTradeID(exchangeID, exchangeTradeID string
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// GetOrderByExchangeID 根据交易所订单ID获取订单
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func (s *OrderStore) GetOrderByExchangeID(exchangeID, exchangeOrderID string) (*TraderOrder, error) {
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row := s.db.QueryRow(`
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SELECT id, trader_id, exchange_id, exchange_order_id, client_order_id,
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SELECT id, trader_id, exchange_id, exchange_type, exchange_order_id, client_order_id,
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symbol, side, position_side, type, time_in_force,
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quantity, price, stop_price, status,
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filled_quantity, avg_fill_price, commission, commission_asset,
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@@ -317,7 +321,7 @@ func (s *OrderStore) GetOrderByExchangeID(exchangeID, exchangeOrderID string) (*
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var order TraderOrder
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var createdAt, updatedAt, filledAt sql.NullString
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err := row.Scan(
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&order.ID, &order.TraderID, &order.ExchangeID, &order.ExchangeOrderID, &order.ClientOrderID,
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&order.ID, &order.TraderID, &order.ExchangeID, &order.ExchangeType, &order.ExchangeOrderID, &order.ClientOrderID,
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&order.Symbol, &order.Side, &order.PositionSide, &order.Type, &order.TimeInForce,
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&order.Quantity, &order.Price, &order.StopPrice, &order.Status,
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&order.FilledQuantity, &order.AvgFillPrice, &order.Commission, &order.CommissionAsset,
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@@ -355,7 +359,7 @@ func (s *OrderStore) GetOrderByExchangeID(exchangeID, exchangeOrderID string) (*
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// GetTraderOrders 获取trader的订单列表
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func (s *OrderStore) GetTraderOrders(traderID string, limit int) ([]*TraderOrder, error) {
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rows, err := s.db.Query(`
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SELECT id, trader_id, exchange_id, exchange_order_id, client_order_id,
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SELECT id, trader_id, exchange_id, exchange_type, exchange_order_id, client_order_id,
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symbol, side, position_side, type, time_in_force,
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quantity, price, stop_price, status,
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filled_quantity, avg_fill_price, commission, commission_asset,
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@@ -377,7 +381,7 @@ func (s *OrderStore) GetTraderOrders(traderID string, limit int) ([]*TraderOrder
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var order TraderOrder
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var createdAt, updatedAt, filledAt sql.NullString
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err := rows.Scan(
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&order.ID, &order.TraderID, &order.ExchangeID, &order.ExchangeOrderID, &order.ClientOrderID,
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&order.ID, &order.TraderID, &order.ExchangeID, &order.ExchangeType, &order.ExchangeOrderID, &order.ClientOrderID,
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&order.Symbol, &order.Side, &order.PositionSide, &order.Type, &order.TimeInForce,
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&order.Quantity, &order.Price, &order.StopPrice, &order.Status,
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&order.FilledQuantity, &order.AvgFillPrice, &order.Commission, &order.CommissionAsset,
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@@ -415,7 +419,7 @@ func (s *OrderStore) GetTraderOrders(traderID string, limit int) ([]*TraderOrder
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// GetOrderFills 获取订单的成交记录
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func (s *OrderStore) GetOrderFills(orderID int64) ([]*TraderFill, error) {
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rows, err := s.db.Query(`
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SELECT id, trader_id, exchange_id, order_id, exchange_order_id, exchange_trade_id,
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SELECT id, trader_id, exchange_id, exchange_type, order_id, exchange_order_id, exchange_trade_id,
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symbol, side, price, quantity, quote_quantity,
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commission, commission_asset, realized_pnl, is_maker,
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created_at
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@@ -433,7 +437,7 @@ func (s *OrderStore) GetOrderFills(orderID int64) ([]*TraderFill, error) {
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var fill TraderFill
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var createdAt sql.NullString
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err := rows.Scan(
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&fill.ID, &fill.TraderID, &fill.ExchangeID, &fill.OrderID, &fill.ExchangeOrderID, &fill.ExchangeTradeID,
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&fill.ID, &fill.TraderID, &fill.ExchangeID, &fill.ExchangeType, &fill.OrderID, &fill.ExchangeOrderID, &fill.ExchangeTradeID,
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&fill.Symbol, &fill.Side, &fill.Price, &fill.Quantity, &fill.QuoteQuantity,
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&fill.Commission, &fill.CommissionAsset, &fill.RealizedPnL, &fill.IsMaker,
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&createdAt,
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