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feat: add AI grid trading and market regime classification
- Add GridTrader interface with PlaceLimitOrder, CancelOrder, GetOrderBook - Implement GridTrader for all exchanges (Binance, Bybit, OKX, Bitget, Hyperliquid, Aster, Lighter) - Add grid engine with ATR-based boundary calculation and fund distribution - Add market regime classification documents (Chinese/English) - Add GridConfigEditor component for frontend configuration
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tinkle-community
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docs/market-regime-classification-en.md
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# Market Regime Classification Framework
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> A comprehensive market state identification system for quantitative trading strategy matching
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---
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## 1. Classification Dimensions Overview
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Market state identification requires analysis across multiple dimensions:
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| Dimension | Sub-dimensions | Description |
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|-----------|---------------|-------------|
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| **Trend** | Direction, Strength | Determine market movement direction and momentum |
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| **Volatility** | Amplitude, Frequency | Measure price fluctuation characteristics |
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| **Structure** | Pattern, Phase | Identify market structure and cycle position |
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---
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## 2. Primary Classification (5 Categories)
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### 2.1 Classification Overview
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| Code | Name | Key Characteristics | Suitable Strategies |
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|------|------|---------------------|---------------------|
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| `TREND_UP` | Uptrend | Higher highs & higher lows | Trend following, Breakout |
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| `TREND_DOWN` | Downtrend | Lower highs & lower lows | Trend following, Short selling |
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| `RANGE` | Range-bound | Price oscillates within bounds | Grid trading, Mean reversion |
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| `TRANSITION` | Transition | Uncertain directional period | Wait & watch, Small positions |
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| `BREAKOUT` | Breakout | Price breaks key levels | Breakout trading |
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### 2.2 Identification Indicators
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- **ADX (Average Directional Index)**: Measures trend strength
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- ADX > 25: Clear trend exists
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- ADX < 20: Range-bound market
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- **EMA Alignment**: Determines trend direction
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- EMA20 > EMA50 > EMA200: Bullish alignment
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- EMA20 < EMA50 < EMA200: Bearish alignment
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---
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## 3. Secondary Classification (18 Sub-categories)
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### 3.1 Uptrend Sub-categories (5 Types)
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| Code | Name | Technical Features | Quantitative Indicators |
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|------|------|-------------------|------------------------|
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| `TU_STRONG_LOW_VOL` | Strong Uptrend · Low Vol | Steady rise, shallow pullbacks | ADX>40, ATR%<2%, Pullback<38.2% |
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| `TU_STRONG_HIGH_VOL` | Strong Uptrend · High Vol | Rapid surge, high volatility | ADX>40, ATR%>4%, MACD histogram expanding |
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| `TU_WEAK_CHOPPY` | Weak Uptrend · Choppy | Two steps forward, one back | ADX 20-30, RSI oscillating 50-70 |
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| `TU_PARABOLIC` | Parabolic Acceleration | Exponential price increase | Price far from MA, RSI>80, Volume surge |
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| `TU_EXHAUSTION` | Uptrend Exhaustion | New highs but weakening momentum | Price new high + MACD/RSI divergence |
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**Strategy Matching:**
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- Strong Low Vol: Heavy trend following, pyramid adding
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- Strong High Vol: Medium position, trailing stops
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- Weak Choppy: Light swing trading
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- Parabolic: Cautious, prepare to exit
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- Exhaustion: Reduce positions, prepare for reversal
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### 3.2 Downtrend Sub-categories (5 Types)
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| Code | Name | Technical Features | Quantitative Indicators |
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|------|------|-------------------|------------------------|
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| `TD_STRONG_LOW_VOL` | Strong Downtrend · Low Vol | Steady decline, weak bounces | ADX>40, ATR%<2%, Bounce<38.2% |
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| `TD_STRONG_HIGH_VOL` | Strong Downtrend · High Vol | Panic selling, wild swings | ADX>40, ATR%>5%, VIX spike |
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| `TD_WEAK_CHOPPY` | Weak Downtrend · Choppy | Grinding lower with bounces | ADX 20-30, RSI oscillating 30-50 |
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| `TD_CAPITULATION` | Capitulation | High volume crash, extreme fear | RSI<20, Volume>3x average |
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| `TD_EXHAUSTION` | Downtrend Exhaustion | New lows but selling pressure fading | Price new low + MACD/RSI divergence |
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**Strategy Matching:**
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- Strong Low Vol: Short trend following
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- Strong High Vol: Stay flat or light hedge
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- Weak Choppy: Wait for stabilization
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- Capitulation: Light bottom fishing possible
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- Exhaustion: Gradually build long positions
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### 3.3 Range Sub-categories (4 Types)
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| Code | Name | Technical Features | Quantitative Indicators |
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|------|------|-------------------|------------------------|
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| `RG_TIGHT_LOW_VOL` | Tight Range · Low Vol | Extreme contraction, coiling | BB Width<2%, ATR at new lows |
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| `RG_TIGHT_HIGH_VOL` | Tight Range · High Vol | Violent swings within range | BB Width<3%, ATR%>3% |
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| `RG_WIDE_LOW_VOL` | Wide Range · Low Vol | Large range, slow movement | BB Width>5%, ATR%<2% |
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| `RG_WIDE_HIGH_VOL` | Wide Range · High Vol | Large range, fast movement | BB Width>5%, ATR%>3% |
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**Strategy Matching:**
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- Tight Low Vol: Dense grid, wait for breakout
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- Tight High Vol: Fast grid, small frequent profits
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- Wide Low Vol: Sparse grid, patient holding
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- Wide High Vol: Swing trading, high profit targets
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### 3.4 Transition (2 Types)
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| Code | Name | Technical Features | Quantitative Indicators |
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|------|------|-------------------|------------------------|
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| `TR_BOTTOM_FORMING` | Bottom Forming | Decline slowing, testing support | Price stabilizing + Volume drying up + RSI divergence |
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| `TR_TOP_FORMING` | Top Forming | Rally slowing, testing resistance | Price stalling + Volume drying up + RSI divergence |
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### 3.5 Breakout (2 Types)
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| Code | Name | Technical Features | Quantitative Indicators |
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|------|------|-------------------|------------------------|
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| `BK_UPWARD` | Upward Breakout | Breaking resistance with volume | Price>Previous high, Volume>2x, BB breakout |
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| `BK_DOWNWARD` | Downward Breakout | Breaking support with volume | Price<Previous low, Volume>2x, BB breakdown |
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---
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## 4. Tertiary Classification (36 Ultra-fine Categories)
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### 4.1 Trend Phase Classification
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Uptrend lifecycle consists of 5 phases:
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| Phase Code | Name | Description | Quantitative Criteria |
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|------------|------|-------------|----------------------|
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| `TU_S1_INITIATION` | Uptrend Initiation | First break above MA or previous high | MACD bullish cross, Price>EMA20 |
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| `TU_S2_ACCELERATION` | Uptrend Acceleration | Momentum increasing, slope steepening | MACD histogram expanding, ADX rising |
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| `TU_S3_MAIN_WAVE` | Main Wave | Sustained rise, shallow pullbacks | RSI 60-80, Pullbacks hold EMA20 |
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| `TU_S4_EXHAUSTION` | Uptrend Exhaustion | Slowing momentum, divergences appearing | RSI divergence, MACD divergence |
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| `TU_S5_REVERSAL` | Trend Reversal | Breakdown, trend ending | Break below EMA50, MACD bearish cross |
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Downtrend phases follow same pattern: `TD_S1` through `TD_S5`
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### 4.2 Range Position Classification
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| Position Code | Name | Description | Strategy Suggestion |
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|---------------|------|-------------|---------------------|
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| `RG_UPPER` | Upper Range | Price near resistance | Bias toward short |
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| `RG_MIDDLE` | Mid Range | Price near middle band | Neutral grid trading |
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| `RG_LOWER` | Lower Range | Price near support | Bias toward long |
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| `RG_SQUEEZE` | Squeeze Pattern | Highs and lows converging | Wait for direction |
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| `RG_EXPAND` | Expanding Pattern | Highs and lows diverging | Boundary reversal |
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### 4.3 Volatility Grades
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| Code | Name | ATR% | BB Width | Strategy Suggestion |
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|------|------|------|----------|---------------------|
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| `VOL_EXTREME_LOW` | Extreme Low Vol | <1% | <1.5% | Option selling |
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| `VOL_LOW` | Low Volatility | 1-2% | 1.5-2.5% | Grid / Mean reversion |
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| `VOL_NORMAL` | Normal Volatility | 2-3% | 2.5-4% | Trend following |
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| `VOL_HIGH` | High Volatility | 3-5% | 4-6% | Momentum / Breakout |
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| `VOL_EXTREME_HIGH` | Extreme High Vol | >5% | >6% | Reduce exposure / Hedge |
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---
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## 5. Complete State Encoding Rules
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### 5.1 Encoding Format
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```
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{Primary}_{Volatility}_{Phase}_{Position}
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```
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### 5.2 Encoding Examples
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| Full Code | Interpretation |
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|-----------|----------------|
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| `TU_LV_S3_M` | Uptrend_LowVol_MainWave_Middle |
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| `TD_HV_S2_L` | Downtrend_HighVol_Acceleration_Lower |
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| `RG_NV_SQ_U` | Range_NormalVol_Squeeze_Upper |
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| `BK_HV_UP_M` | Breakout_HighVol_Upward_Middle |
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---
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## 6. Core Identification Indicators
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### 6.1 Trend Indicators
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| Indicator | Calculation | Criteria |
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|-----------|-------------|----------|
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| ADX | 14-period Average Directional Index | >40 Strong, 25-40 Medium, <25 Weak/Range |
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| Trend Score | Composite EMA/MACD/Price structure | -100 to +100, Positive=Bullish, Negative=Bearish |
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| EMA Alignment | Relative position of EMA20/50/200 | Bullish/Bearish/Mixed alignment |
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### 6.2 Volatility Indicators
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| Indicator | Calculation | Purpose |
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|-----------|-------------|---------|
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| ATR Percent | ATR(14) / Current Price × 100% | Measure relative volatility |
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| BB Width | (Upper - Lower) / Middle × 100% | Measure price range |
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| Volatility Rank | Current vol percentile in history | Determine vol level |
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### 6.3 Momentum Indicators
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| Indicator | Calculation | Criteria |
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|-----------|-------------|----------|
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| RSI | 14-period Relative Strength Index | >70 Overbought, <30 Oversold, 50 Neutral |
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| MACD Histogram | MACD - Signal | Positive=Bullish momentum, Negative=Bearish |
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| Momentum Score | Composite RSI/MACD/Volume | Measure current momentum |
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### 6.4 Structure Indicators
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| Indicator | Description | Purpose |
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|-----------|-------------|---------|
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| Swing Structure | HH/HL/LH/LL sequence | Determine trend structure |
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| Support/Resistance | Key price levels | Define trading range |
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| Volume Profile | Volume-price relationship | Validate price action |
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---
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## 7. Strategy Matching Matrix
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### 7.1 Regime-Strategy Mapping
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| Regime Type | Recommended Strategy | Position Size | Stop Loss |
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|-------------|---------------------|---------------|-----------|
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| Strong Uptrend · Low Vol | Trend following + Pyramid | 60-80% | ATR×2 |
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| Strong Uptrend · High Vol | Momentum + Quick profit | 40-60% | ATR×1.5 |
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| Uptrend Exhaustion | Reduce + Reversal short | 20-30% | Previous high |
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| Panic Decline | Wait or light bottom fish | 10-20% | Wide stop |
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| Low Vol Range | Grid trading | 50-70% | Range boundary |
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| High Vol Range | Swing trading | 30-50% | ATR×2 |
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| Squeeze Pattern | Wait for breakout | 10-20% | - |
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| Upward Breakout | Chase + Add on pullback | 50-70% | Breakout level |
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| Bottom Formation | Scale in gradually | 20-40% | New low |
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### 7.2 Grid Strategy Parameter Matching
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| Range Type | Grid Levels | Grid Spacing | Other Parameters |
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|------------|-------------|--------------|------------------|
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| Tight Low Vol | 30-50 levels | Small spacing | Enable Maker Only |
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| Tight High Vol | 15-25 levels | Small spacing | Fast execution mode |
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| Wide Low Vol | 10-20 levels | Large spacing | Patient execution |
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| Wide High Vol | 15-25 levels | Large spacing | High profit targets |
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| Squeeze Pattern | Pause grid | - | Wait for breakout signal |
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| Upper Range | Short bias | Medium | Increase sell weight |
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| Lower Range | Long bias | Medium | Increase buy weight |
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---
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## 8. Real-time Monitoring Guidelines
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### 8.1 State Transition Triggers
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| Current State | Trigger Condition | Transitions To |
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|---------------|-------------------|----------------|
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| Range | Price breakout + Volume + ADX rising | Breakout |
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| Uptrend | RSI divergence + Volume decline | Exhaustion |
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| Downtrend | RSI divergence + Volume decline | Exhaustion |
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| Breakout | Failed breakout, price returns | Range |
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| Exhaustion | Confirmed reversal breakout | Opposite trend |
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### 8.2 Risk Control Rules
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| Regime State | Max Position | Risk Per Trade | Special Rules |
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|--------------|--------------|----------------|---------------|
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| Strong Trend | 80% | 2% | Adding allowed |
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| Weak Trend | 50% | 1.5% | No adding |
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| Range | 60% | 1% | Diversified holding |
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| Transition | 30% | 1% | Reduce activity |
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| High Volatility | 40% | 0.5% | Wide stops |
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---
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## 9. Appendix
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### 9.1 Abbreviation Reference
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| Abbrev | Full Form | Description |
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|--------|-----------|-------------|
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| TU | Trend Up | Upward trend |
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| TD | Trend Down | Downward trend |
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| RG | Range | Range-bound market |
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| TR | Transition | Trend transition |
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| BK | Breakout | Breakout pattern |
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| LV | Low Volatility | Low volatility regime |
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| HV | High Volatility | High volatility regime |
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| NV | Normal Volatility | Normal volatility regime |
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| XLV | Extreme Low Vol | Extremely low volatility |
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| XHV | Extreme High Vol | Extremely high volatility |
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### 9.2 Document Information
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- Version: v1.0
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- Created: January 2026
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- Applicable: Cryptocurrency, Forex, Stocks, and other financial markets
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---
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*This document is designed for market state identification and strategy matching in quantitative trading systems*
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281
docs/market-regime-classification-zh.md
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# 市场行情精细分类体系
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> 用于量化交易策略匹配的市场状态识别框架
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---
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## 一、分类维度概览
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市场状态识别需要从多个维度进行分析：
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| 维度 | 子维度 | 说明 |
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|------|--------|------|
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| **趋势维度** | 方向、强度 | 判断市场运动方向和力度 |
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| **波动维度** | 幅度、频率 | 衡量价格波动特征 |
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| **结构维度** | 形态、阶段 | 识别市场结构和所处周期 |
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---
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## 二、一级分类（5大类）
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### 2.1 分类总览
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| 代码 | 名称 | 核心特征 | 适合策略 |
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|------|------|----------|----------|
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| `TREND_UP` | 上涨趋势 | 高点/低点持续抬升 | 趋势跟踪、突破追涨 |
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| `TREND_DOWN` | 下跌趋势 | 高点/低点持续降低 | 趋势跟踪、做空策略 |
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| `RANGE` | 震荡区间 | 价格在区间内波动 | 网格交易、均值回归 |
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| `TRANSITION` | 趋势转换 | 方向不明确的过渡期 | 观望、小仓位试探 |
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| `BREAKOUT` | 突破行情 | 价格突破关键位置 | 突破追踪策略 |
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### 2.2 识别指标
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- **ADX（平均方向指数）**：衡量趋势强度
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- ADX > 25：存在明确趋势
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- ADX < 20：震荡市场
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- **EMA排列**：判断趋势方向
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- EMA20 > EMA50 > EMA200：多头排列
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- EMA20 < EMA50 < EMA200：空头排列
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---
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## 三、二级分类（18细分类）
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### 3.1 上涨趋势细分（5种）
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| 代码 | 名称 | 技术特征 | 量化指标 |
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|------|------|----------|----------|
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| `TU_STRONG_LOW_VOL` | 强势上涨·低波动 | 稳步上涨，回调幅度小 | ADX>40, ATR%<2%, 回调<38.2% |
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| `TU_STRONG_HIGH_VOL` | 强势上涨·高波动 | 快速拉升，波动剧烈 | ADX>40, ATR%>4%, MACD柱放大 |
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| `TU_WEAK_CHOPPY` | 弱势上涨·震荡 | 涨三退二，反复磨蹭 | ADX 20-30, RSI在50-70震荡 |
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| `TU_PARABOLIC` | 抛物线加速 | 指数级加速上涨 | 价格远离均线, RSI>80, 成交量放大 |
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| `TU_EXHAUSTION` | 上涨衰竭 | 创新高但动能减弱 | 价格新高 + MACD/RSI顶背离 |
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**策略匹配：**
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- 强势低波动：重仓趋势跟踪，金字塔加仓
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- 强势高波动：中等仓位，设置移动止盈
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- 弱势震荡：轻仓波段，高抛低吸
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- 抛物线加速：谨慎追涨，准备离场
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- 上涨衰竭：减仓观望，准备反转做空
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### 3.2 下跌趋势细分（5种）
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| 代码 | 名称 | 技术特征 | 量化指标 |
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|------|------|----------|----------|
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| `TD_STRONG_LOW_VOL` | 强势下跌·低波动 | 稳步下跌，反弹无力 | ADX>40, ATR%<2%, 反弹<38.2% |
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| `TD_STRONG_HIGH_VOL` | 强势下跌·高波动 | 恐慌抛售，波动剧烈 | ADX>40, ATR%>5%, 恐慌指数飙升 |
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| `TD_WEAK_CHOPPY` | 弱势下跌·震荡 | 跌跌涨涨，磨底过程 | ADX 20-30, RSI在30-50震荡 |
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| `TD_CAPITULATION` | 恐慌投降 | 放量暴跌，情绪极端 | RSI<20, 成交量>3倍均量 |
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| `TD_EXHAUSTION` | 下跌衰竭 | 创新低但卖压减弱 | 价格新低 + MACD/RSI底背离 |
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**策略匹配：**
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- 强势低波动：空头趋势跟踪
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- 强势高波动：观望或轻仓对冲
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- 弱势震荡：等待企稳信号
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- 恐慌投降：极端情况可轻仓抄底
|
||||
- 下跌衰竭：逐步建立多头仓位
|
||||
|
||||
### 3.3 震荡区间细分（4种）
|
||||
|
||||
| 代码 | 名称 | 技术特征 | 量化指标 |
|
||||
|------|------|----------|----------|
|
||||
| `RG_TIGHT_LOW_VOL` | 窄幅震荡·低波动 | 极度收敛，蓄势待发 | 布林带宽度<2%, ATR创新低 |
|
||||
| `RG_TIGHT_HIGH_VOL` | 窄幅震荡·高波动 | 区间内剧烈波动 | 布林带宽度<3%, ATR%>3% |
|
||||
| `RG_WIDE_LOW_VOL` | 宽幅震荡·低波动 | 大区间慢速波动 | 布林带宽度>5%, ATR%<2% |
|
||||
| `RG_WIDE_HIGH_VOL` | 宽幅震荡·高波动 | 大区间快速波动 | 布林带宽度>5%, ATR%>3% |
|
||||
|
||||
**策略匹配：**
|
||||
- 窄幅低波动：密集网格，等待突破
|
||||
- 窄幅高波动：快速网格，小利润多次
|
||||
- 宽幅低波动：稀疏网格，耐心持有
|
||||
- 宽幅高波动：波段交易，高利润目标
|
||||
|
||||
### 3.4 转换过渡（2种）
|
||||
|
||||
| 代码 | 名称 | 技术特征 | 量化指标 |
|
||||
|------|------|----------|----------|
|
||||
| `TR_BOTTOM_FORMING` | 底部形成中 | 下跌放缓，试探支撑 | 价格止跌 + 成交量萎缩 + RSI底背离 |
|
||||
| `TR_TOP_FORMING` | 顶部形成中 | 上涨放缓，试探压力 | 价格滞涨 + 成交量萎缩 + RSI顶背离 |
|
||||
|
||||
### 3.5 突破行情（2种）
|
||||
|
||||
| 代码 | 名称 | 技术特征 | 量化指标 |
|
||||
|------|------|----------|----------|
|
||||
| `BK_UPWARD` | 向上突破 | 突破阻力位并放量 | 价格>前高, 成交量>2倍, 布林带突破 |
|
||||
| `BK_DOWNWARD` | 向下突破 | 跌破支撑位并放量 | 价格<前低, 成交量>2倍, 布林带跌破 |
|
||||
|
||||
---
|
||||
|
||||
## 四、三级分类（36超细分类）
|
||||
|
||||
### 4.1 趋势阶段细分
|
||||
|
||||
上涨趋势生命周期分为5个阶段：
|
||||
|
||||
| 阶段代码 | 名称 | 特征描述 | 量化判断标准 |
|
||||
|----------|------|----------|--------------|
|
||||
| `TU_S1_INITIATION` | 上涨启动期 | 首次突破均线或前高 | MACD金叉, 价格突破EMA20 |
|
||||
| `TU_S2_ACCELERATION` | 上涨加速期 | 动能增强，斜率加大 | MACD柱持续增大, ADX上升 |
|
||||
| `TU_S3_MAIN_WAVE` | 主升浪阶段 | 持续上涨，回调幅度浅 | RSI维持60-80, 回调不破EMA20 |
|
||||
| `TU_S4_EXHAUSTION` | 上涨衰竭期 | 涨速放缓，出现背离 | RSI顶背离, MACD顶背离 |
|
||||
| `TU_S5_REVERSAL` | 趋势反转期 | 破位下跌，趋势结束 | 跌破EMA50, MACD死叉 |
|
||||
|
||||
下跌趋势同理，代码为 `TD_S1` 至 `TD_S5`
|
||||
|
||||
### 4.2 震荡位置细分
|
||||
|
||||
| 位置代码 | 名称 | 特征描述 | 策略建议 |
|
||||
|----------|------|----------|----------|
|
||||
| `RG_UPPER` | 区间上沿震荡 | 价格接近阻力位 | 偏空操作为主 |
|
||||
| `RG_MIDDLE` | 区间中部震荡 | 价格在中轨附近 | 双向网格交易 |
|
||||
| `RG_LOWER` | 区间下沿震荡 | 价格接近支撑位 | 偏多操作为主 |
|
||||
| `RG_SQUEEZE` | 收敛三角震荡 | 高低点逐渐收窄 | 等待方向选择 |
|
||||
| `RG_EXPAND` | 扩散三角震荡 | 高低点逐渐扩张 | 边界反转操作 |
|
||||
|
||||
### 4.3 波动率等级
|
||||
|
||||
| 代码 | 名称 | ATR百分比 | 布林带宽度 | 策略建议 |
|
||||
|------|------|-----------|------------|----------|
|
||||
| `VOL_EXTREME_LOW` | 极低波动 | <1% | <1.5% | 期权卖方策略 |
|
||||
| `VOL_LOW` | 低波动 | 1-2% | 1.5-2.5% | 网格/均值回归 |
|
||||
| `VOL_NORMAL` | 正常波动 | 2-3% | 2.5-4% | 趋势跟踪 |
|
||||
| `VOL_HIGH` | 高波动 | 3-5% | 4-6% | 动量/突破 |
|
||||
| `VOL_EXTREME_HIGH` | 极高波动 | >5% | >6% | 减仓/对冲 |
|
||||
|
||||
---
|
||||
|
||||
## 五、完整状态编码规则
|
||||
|
||||
### 5.1 编码格式
|
||||
|
||||
```
|
||||
{一级分类}_{波动等级}_{阶段}_{位置}
|
||||
```
|
||||
|
||||
### 5.2 编码示例
|
||||
|
||||
| 完整代码 | 含义解释 |
|
||||
|----------|----------|
|
||||
| `TU_LV_S3_M` | 上涨趋势_低波动_主升浪_中部位置 |
|
||||
| `TD_HV_S2_L` | 下跌趋势_高波动_加速期_下部位置 |
|
||||
| `RG_NV_SQ_U` | 震荡区间_正常波动_收敛形态_上沿位置 |
|
||||
| `BK_HV_UP_M` | 突破行情_高波动_向上突破_中部位置 |
|
||||
|
||||
---
|
||||
|
||||
## 六、核心识别指标
|
||||
|
||||
### 6.1 趋势指标
|
||||
|
||||
| 指标 | 计算方法 | 判断标准 |
|
||||
|------|----------|----------|
|
||||
| ADX | 14周期平均方向指数 | >40强趋势, 25-40中等, <25弱/震荡 |
|
||||
| 趋势评分 | 综合EMA/MACD/价格结构 | -100到+100, 正数多头，负数空头 |
|
||||
| EMA排列 | EMA20/50/200相对位置 | 多头排列/空头排列/混乱 |
|
||||
|
||||
### 6.2 波动指标
|
||||
|
||||
| 指标 | 计算方法 | 用途 |
|
||||
|------|----------|------|
|
||||
| ATR百分比 | ATR(14) / 当前价格 × 100% | 衡量相对波动幅度 |
|
||||
| 布林带宽度 | (上轨-下轨) / 中轨 × 100% | 衡量价格波动区间 |
|
||||
| 波动率排名 | 当前波动在历史中的分位 | 判断波动率高低 |
|
||||
|
||||
### 6.3 动量指标
|
||||
|
||||
| 指标 | 计算方法 | 判断标准 |
|
||||
|------|----------|----------|
|
||||
| RSI | 14周期相对强弱指数 | >70超买, <30超卖, 50中性 |
|
||||
| MACD柱 | MACD - Signal | 正数多头动能，负数空头动能 |
|
||||
| 动量评分 | 综合RSI/MACD/成交量 | 衡量当前动能强弱 |
|
||||
|
||||
### 6.4 结构指标
|
||||
|
||||
| 指标 | 说明 | 用途 |
|
||||
|------|------|------|
|
||||
| 高低点结构 | HH/HL/LH/LL序列 | 判断趋势结构 |
|
||||
| 支撑阻力位 | 关键价格水平 | 确定交易区间 |
|
||||
| 成交量形态 | 量价配合关系 | 验证价格走势 |
|
||||
|
||||
---
|
||||
|
||||
## 七、策略匹配矩阵
|
||||
|
||||
### 7.1 行情类型与策略对应
|
||||
|
||||
| 行情类型 | 推荐策略 | 建议仓位 | 止损设置 |
|
||||
|----------|----------|----------|----------|
|
||||
| 强势上涨·低波动 | 趋势跟踪+金字塔加仓 | 60-80% | ATR×2 |
|
||||
| 强势上涨·高波动 | 动量突破+快速止盈 | 40-60% | ATR×1.5 |
|
||||
| 上涨衰竭期 | 减仓+反转信号做空 | 20-30% | 前高 |
|
||||
| 恐慌下跌 | 观望或轻仓抄底 | 10-20% | 宽止损 |
|
||||
| 低波动震荡 | 网格交易 | 50-70% | 区间边界 |
|
||||
| 高波动震荡 | 波段高抛低吸 | 30-50% | ATR×2 |
|
||||
| 收敛等待 | 蓄势等突破 | 10-20% | - |
|
||||
| 向上突破 | 追涨+回踩加仓 | 50-70% | 突破位 |
|
||||
| 底部形成 | 分批建仓 | 20-40% | 新低 |
|
||||
|
||||
### 7.2 网格策略参数匹配
|
||||
|
||||
| 震荡类型 | 网格层数 | 网格间距 | 其他参数 |
|
||||
|----------|----------|----------|----------|
|
||||
| 窄幅低波动 | 30-50层 | 小间距 | 启用Maker Only |
|
||||
| 窄幅高波动 | 15-25层 | 小间距 | 快速成交模式 |
|
||||
| 宽幅低波动 | 10-20层 | 大间距 | 耐心等待成交 |
|
||||
| 宽幅高波动 | 15-25层 | 大间距 | 高利润目标 |
|
||||
| 收敛形态 | 暂停网格 | - | 等待突破信号 |
|
||||
| 区间上沿 | 偏空配置 | 中等 | 卖单权重增加 |
|
||||
| 区间下沿 | 偏多配置 | 中等 | 买单权重增加 |
|
||||
|
||||
---
|
||||
|
||||
## 八、实时监控建议
|
||||
|
||||
### 8.1 状态转换触发条件
|
||||
|
||||
| 当前状态 | 触发条件 | 转换到 |
|
||||
|----------|----------|--------|
|
||||
| 震荡区间 | 价格突破+放量+ADX上升 | 突破行情 |
|
||||
| 上涨趋势 | RSI顶背离+成交量萎缩 | 上涨衰竭 |
|
||||
| 下跌趋势 | RSI底背离+成交量萎缩 | 下跌衰竭 |
|
||||
| 突破行情 | 突破失败回落 | 震荡区间 |
|
||||
| 趋势衰竭 | 反向突破确认 | 反向趋势 |
|
||||
|
||||
### 8.2 风险控制规则
|
||||
|
||||
| 行情状态 | 最大仓位 | 单笔风险 | 特殊规则 |
|
||||
|----------|----------|----------|----------|
|
||||
| 强趋势 | 80% | 2% | 可加仓 |
|
||||
| 弱趋势 | 50% | 1.5% | 不加仓 |
|
||||
| 震荡 | 60% | 1% | 分散持仓 |
|
||||
| 转换期 | 30% | 1% | 减少操作 |
|
||||
| 高波动 | 40% | 0.5% | 宽止损 |
|
||||
|
||||
---
|
||||
|
||||
## 九、附录
|
||||
|
||||
### 9.1 缩写对照表
|
||||
|
||||
| 缩写 | 英文全称 | 中文含义 |
|
||||
|------|----------|----------|
|
||||
| TU | Trend Up | 上涨趋势 |
|
||||
| TD | Trend Down | 下跌趋势 |
|
||||
| RG | Range | 震荡区间 |
|
||||
| TR | Transition | 趋势转换 |
|
||||
| BK | Breakout | 突破行情 |
|
||||
| LV | Low Volatility | 低波动 |
|
||||
| HV | High Volatility | 高波动 |
|
||||
| NV | Normal Volatility | 正常波动 |
|
||||
| XLV | Extreme Low Vol | 极低波动 |
|
||||
| XHV | Extreme High Vol | 极高波动 |
|
||||
|
||||
### 9.2 版本信息
|
||||
|
||||
- 文档版本：v1.0
|
||||
- 创建日期：2026年1月
|
||||
- 适用范围：加密货币、外汇、股票等金融市场
|
||||
|
||||
---
|
||||
|
||||
*本文档用于量化交易系统的市场状态识别和策略匹配*
|
||||
@@ -130,7 +130,8 @@ type Context struct {
|
||||
// Decision AI trading decision
|
||||
type Decision struct {
|
||||
Symbol string `json:"symbol"`
|
||||
Action string `json:"action"` // "open_long", "open_short", "close_long", "close_short", "hold", "wait"
|
||||
Action string `json:"action"` // Standard: "open_long", "open_short", "close_long", "close_short", "hold", "wait"
|
||||
// Grid actions: "place_buy_limit", "place_sell_limit", "cancel_order", "cancel_all_orders", "pause_grid", "resume_grid", "adjust_grid"
|
||||
|
||||
// Opening position parameters
|
||||
Leverage int `json:"leverage,omitempty"`
|
||||
@@ -138,6 +139,12 @@ type Decision struct {
|
||||
StopLoss float64 `json:"stop_loss,omitempty"`
|
||||
TakeProfit float64 `json:"take_profit,omitempty"`
|
||||
|
||||
// Grid trading parameters
|
||||
Price float64 `json:"price,omitempty"` // Limit order price (for grid)
|
||||
Quantity float64 `json:"quantity,omitempty"` // Order quantity (for grid)
|
||||
LevelIndex int `json:"level_index,omitempty"` // Grid level index
|
||||
OrderID string `json:"order_id,omitempty"` // Order ID (for cancel)
|
||||
|
||||
// Common parameters
|
||||
Confidence int `json:"confidence,omitempty"` // Confidence level (0-100)
|
||||
RiskUSD float64 `json:"risk_usd,omitempty"` // Maximum USD risk
|
||||
|
||||
514
kernel/grid_engine.go
Normal file
514
kernel/grid_engine.go
Normal file
@@ -0,0 +1,514 @@
|
||||
package kernel
|
||||
|
||||
import (
|
||||
"encoding/json"
|
||||
"fmt"
|
||||
"nofx/logger"
|
||||
"nofx/market"
|
||||
"nofx/mcp"
|
||||
"nofx/store"
|
||||
"strings"
|
||||
"time"
|
||||
)
|
||||
|
||||
// ============================================================================
|
||||
// Grid Trading Context and Types
|
||||
// ============================================================================
|
||||
|
||||
// GridLevelInfo represents a single grid level's current state
|
||||
type GridLevelInfo struct {
|
||||
Index int `json:"index"` // Level index (0 = lowest)
|
||||
Price float64 `json:"price"` // Target price for this level
|
||||
State string `json:"state"` // "empty", "pending", "filled"
|
||||
Side string `json:"side"` // "buy" or "sell"
|
||||
OrderID string `json:"order_id"` // Current order ID (if pending)
|
||||
OrderQuantity float64 `json:"order_quantity"` // Order quantity
|
||||
PositionSize float64 `json:"position_size"` // Position size (if filled)
|
||||
PositionEntry float64 `json:"position_entry"` // Entry price (if filled)
|
||||
AllocatedUSD float64 `json:"allocated_usd"` // USD allocated to this level
|
||||
UnrealizedPnL float64 `json:"unrealized_pnl"` // Unrealized P&L (if filled)
|
||||
}
|
||||
|
||||
// GridContext contains all information needed for AI grid decision making
|
||||
type GridContext struct {
|
||||
// Basic info
|
||||
Symbol string `json:"symbol"`
|
||||
CurrentTime string `json:"current_time"`
|
||||
CurrentPrice float64 `json:"current_price"`
|
||||
|
||||
// Grid configuration
|
||||
GridCount int `json:"grid_count"`
|
||||
TotalInvestment float64 `json:"total_investment"`
|
||||
Leverage int `json:"leverage"`
|
||||
UpperPrice float64 `json:"upper_price"`
|
||||
LowerPrice float64 `json:"lower_price"`
|
||||
GridSpacing float64 `json:"grid_spacing"`
|
||||
Distribution string `json:"distribution"`
|
||||
|
||||
// Grid state
|
||||
Levels []GridLevelInfo `json:"levels"`
|
||||
ActiveOrderCount int `json:"active_order_count"`
|
||||
FilledLevelCount int `json:"filled_level_count"`
|
||||
IsPaused bool `json:"is_paused"`
|
||||
|
||||
// Market data
|
||||
ATR14 float64 `json:"atr14"`
|
||||
BollingerUpper float64 `json:"bollinger_upper"`
|
||||
BollingerMiddle float64 `json:"bollinger_middle"`
|
||||
BollingerLower float64 `json:"bollinger_lower"`
|
||||
BollingerWidth float64 `json:"bollinger_width"` // Percentage
|
||||
EMA20 float64 `json:"ema20"`
|
||||
EMA50 float64 `json:"ema50"`
|
||||
EMADistance float64 `json:"ema_distance"` // Percentage
|
||||
RSI14 float64 `json:"rsi14"`
|
||||
MACD float64 `json:"macd"`
|
||||
MACDSignal float64 `json:"macd_signal"`
|
||||
MACDHistogram float64 `json:"macd_histogram"`
|
||||
FundingRate float64 `json:"funding_rate"`
|
||||
Volume24h float64 `json:"volume_24h"`
|
||||
PriceChange1h float64 `json:"price_change_1h"`
|
||||
PriceChange4h float64 `json:"price_change_4h"`
|
||||
|
||||
// Account info
|
||||
TotalEquity float64 `json:"total_equity"`
|
||||
AvailableBalance float64 `json:"available_balance"`
|
||||
CurrentPosition float64 `json:"current_position"` // Net position size
|
||||
UnrealizedPnL float64 `json:"unrealized_pnl"`
|
||||
|
||||
// Performance
|
||||
TotalProfit float64 `json:"total_profit"`
|
||||
TotalTrades int `json:"total_trades"`
|
||||
WinningTrades int `json:"winning_trades"`
|
||||
MaxDrawdown float64 `json:"max_drawdown"`
|
||||
DailyPnL float64 `json:"daily_pnl"`
|
||||
}
|
||||
|
||||
// ============================================================================
|
||||
// Grid Prompt Building
|
||||
// ============================================================================
|
||||
|
||||
// BuildGridSystemPrompt builds the system prompt for grid trading AI
|
||||
func BuildGridSystemPrompt(config *store.GridStrategyConfig, lang string) string {
|
||||
if lang == "zh" {
|
||||
return buildGridSystemPromptZh(config)
|
||||
}
|
||||
return buildGridSystemPromptEn(config)
|
||||
}
|
||||
|
||||
func buildGridSystemPromptZh(config *store.GridStrategyConfig) string {
|
||||
return fmt.Sprintf(`# 你是一个专业的网格交易AI
|
||||
|
||||
## 角色定义
|
||||
你是一个经验丰富的网格交易专家，负责管理 %s 的网格交易策略。你的任务是：
|
||||
1. 判断当前市场状态（震荡/趋势/高波动）
|
||||
2. 决定是否需要调整网格或暂停交易
|
||||
3. 管理每个网格层级的订单
|
||||
|
||||
## 网格配置
|
||||
- 交易对: %s
|
||||
- 网格层数: %d
|
||||
- 总投资: %.2f USDT
|
||||
- 杠杆: %dx
|
||||
- 价格分布: %s
|
||||
|
||||
## 决策规则
|
||||
|
||||
### 市场状态判断
|
||||
- **震荡市场** (适合网格): 布林带宽度 < 3%%, EMA20/50 距离 < 1%%, 价格在布林带中轨附近
|
||||
- **趋势市场** (暂停网格): 布林带宽度 > 4%%, EMA20/50 距离 > 2%%, 价格持续突破布林带
|
||||
- **高波动市场** (谨慎): ATR异常放大, 价格剧烈波动
|
||||
|
||||
### 可执行的操作
|
||||
- place_buy_limit: 在指定价格下买入限价单
|
||||
- place_sell_limit: 在指定价格下卖出限价单
|
||||
- cancel_order: 取消指定订单
|
||||
- cancel_all_orders: 取消所有订单
|
||||
- pause_grid: 暂停网格交易（趋势市场时）
|
||||
- resume_grid: 恢复网格交易（震荡市场时）
|
||||
- adjust_grid: 调整网格边界
|
||||
- hold: 保持当前状态不操作
|
||||
|
||||
## 输出格式
|
||||
输出JSON数组，每个决策包含:
|
||||
- symbol: 交易对
|
||||
- action: 操作类型
|
||||
- price: 价格（限价单用）
|
||||
- quantity: 数量
|
||||
- level_index: 网格层级索引
|
||||
- order_id: 订单ID（取消订单用）
|
||||
- confidence: 置信度 0-100
|
||||
- reasoning: 决策理由
|
||||
|
||||
示例:
|
||||
[
|
||||
{"symbol": "BTCUSDT", "action": "place_buy_limit", "price": 94000, "quantity": 0.01, "level_index": 2, "confidence": 85, "reasoning": "第2层价格接近，下买单"},
|
||||
{"symbol": "BTCUSDT", "action": "hold", "confidence": 90, "reasoning": "市场震荡，保持当前网格"}
|
||||
]
|
||||
`, config.Symbol, config.Symbol, config.GridCount, config.TotalInvestment, config.Leverage, config.Distribution)
|
||||
}
|
||||
|
||||
func buildGridSystemPromptEn(config *store.GridStrategyConfig) string {
|
||||
return fmt.Sprintf(`# You are a Professional Grid Trading AI
|
||||
|
||||
## Role Definition
|
||||
You are an experienced grid trading expert managing a grid strategy for %s. Your tasks are:
|
||||
1. Assess current market regime (ranging/trending/volatile)
|
||||
2. Decide whether to adjust grid or pause trading
|
||||
3. Manage orders at each grid level
|
||||
|
||||
## Grid Configuration
|
||||
- Symbol: %s
|
||||
- Grid Levels: %d
|
||||
- Total Investment: %.2f USDT
|
||||
- Leverage: %dx
|
||||
- Distribution: %s
|
||||
|
||||
## Decision Rules
|
||||
|
||||
### Market Regime Assessment
|
||||
- **Ranging Market** (ideal for grid): Bollinger width < 3%%, EMA20/50 distance < 1%%, price near middle band
|
||||
- **Trending Market** (pause grid): Bollinger width > 4%%, EMA20/50 distance > 2%%, price breaking bands
|
||||
- **High Volatility** (caution): ATR spike, erratic price movement
|
||||
|
||||
### Available Actions
|
||||
- place_buy_limit: Place buy limit order at specified price
|
||||
- place_sell_limit: Place sell limit order at specified price
|
||||
- cancel_order: Cancel specific order
|
||||
- cancel_all_orders: Cancel all orders
|
||||
- pause_grid: Pause grid trading (in trending market)
|
||||
- resume_grid: Resume grid trading (in ranging market)
|
||||
- adjust_grid: Adjust grid boundaries
|
||||
- hold: Maintain current state
|
||||
|
||||
## Output Format
|
||||
Output JSON array, each decision contains:
|
||||
- symbol: Trading pair
|
||||
- action: Action type
|
||||
- price: Price (for limit orders)
|
||||
- quantity: Quantity
|
||||
- level_index: Grid level index
|
||||
- order_id: Order ID (for cancel)
|
||||
- confidence: Confidence 0-100
|
||||
- reasoning: Decision reason
|
||||
|
||||
Example:
|
||||
[
|
||||
{"symbol": "BTCUSDT", "action": "place_buy_limit", "price": 94000, "quantity": 0.01, "level_index": 2, "confidence": 85, "reasoning": "Level 2 price approaching, place buy order"},
|
||||
{"symbol": "BTCUSDT", "action": "hold", "confidence": 90, "reasoning": "Market ranging, maintain current grid"}
|
||||
]
|
||||
`, config.Symbol, config.Symbol, config.GridCount, config.TotalInvestment, config.Leverage, config.Distribution)
|
||||
}
|
||||
|
||||
// BuildGridUserPrompt builds the user prompt with current grid context
|
||||
func BuildGridUserPrompt(ctx *GridContext, lang string) string {
|
||||
if lang == "zh" {
|
||||
return buildGridUserPromptZh(ctx)
|
||||
}
|
||||
return buildGridUserPromptEn(ctx)
|
||||
}
|
||||
|
||||
func buildGridUserPromptZh(ctx *GridContext) string {
|
||||
var sb strings.Builder
|
||||
|
||||
sb.WriteString(fmt.Sprintf("## 当前时间: %s\n\n", ctx.CurrentTime))
|
||||
|
||||
// Market data section
|
||||
sb.WriteString("## 市场数据\n")
|
||||
sb.WriteString(fmt.Sprintf("- 当前价格: $%.2f\n", ctx.CurrentPrice))
|
||||
sb.WriteString(fmt.Sprintf("- 1小时涨跌: %.2f%%\n", ctx.PriceChange1h))
|
||||
sb.WriteString(fmt.Sprintf("- 4小时涨跌: %.2f%%\n", ctx.PriceChange4h))
|
||||
sb.WriteString(fmt.Sprintf("- ATR14: $%.2f (%.2f%%)\n", ctx.ATR14, ctx.ATR14/ctx.CurrentPrice*100))
|
||||
sb.WriteString(fmt.Sprintf("- 布林带: 上轨 $%.2f, 中轨 $%.2f, 下轨 $%.2f\n", ctx.BollingerUpper, ctx.BollingerMiddle, ctx.BollingerLower))
|
||||
sb.WriteString(fmt.Sprintf("- 布林带宽度: %.2f%%\n", ctx.BollingerWidth))
|
||||
sb.WriteString(fmt.Sprintf("- EMA20: $%.2f, EMA50: $%.2f, 距离: %.2f%%\n", ctx.EMA20, ctx.EMA50, ctx.EMADistance))
|
||||
sb.WriteString(fmt.Sprintf("- RSI14: %.1f\n", ctx.RSI14))
|
||||
sb.WriteString(fmt.Sprintf("- MACD: %.4f, Signal: %.4f, Histogram: %.4f\n", ctx.MACD, ctx.MACDSignal, ctx.MACDHistogram))
|
||||
sb.WriteString(fmt.Sprintf("- 资金费率: %.4f%%\n", ctx.FundingRate*100))
|
||||
sb.WriteString("\n")
|
||||
|
||||
// Account section
|
||||
sb.WriteString("## 账户状态\n")
|
||||
sb.WriteString(fmt.Sprintf("- 总权益: $%.2f\n", ctx.TotalEquity))
|
||||
sb.WriteString(fmt.Sprintf("- 可用余额: $%.2f\n", ctx.AvailableBalance))
|
||||
sb.WriteString(fmt.Sprintf("- 当前持仓: %.4f (净头寸)\n", ctx.CurrentPosition))
|
||||
sb.WriteString(fmt.Sprintf("- 未实现盈亏: $%.2f\n", ctx.UnrealizedPnL))
|
||||
sb.WriteString("\n")
|
||||
|
||||
// Grid state section
|
||||
sb.WriteString("## 网格状态\n")
|
||||
sb.WriteString(fmt.Sprintf("- 网格范围: $%.2f - $%.2f\n", ctx.LowerPrice, ctx.UpperPrice))
|
||||
sb.WriteString(fmt.Sprintf("- 网格间距: $%.2f\n", ctx.GridSpacing))
|
||||
sb.WriteString(fmt.Sprintf("- 活跃订单数: %d\n", ctx.ActiveOrderCount))
|
||||
sb.WriteString(fmt.Sprintf("- 已成交层数: %d\n", ctx.FilledLevelCount))
|
||||
sb.WriteString(fmt.Sprintf("- 网格已暂停: %v\n", ctx.IsPaused))
|
||||
sb.WriteString("\n")
|
||||
|
||||
// Grid levels detail
|
||||
sb.WriteString("## 网格层级详情\n")
|
||||
sb.WriteString("| 层级 | 价格 | 状态 | 方向 | 订单数量 | 持仓数量 | 未实现盈亏 |\n")
|
||||
sb.WriteString("|------|------|------|------|----------|----------|------------|\n")
|
||||
for _, level := range ctx.Levels {
|
||||
sb.WriteString(fmt.Sprintf("| %d | $%.2f | %s | %s | %.4f | %.4f | $%.2f |\n",
|
||||
level.Index, level.Price, level.State, level.Side,
|
||||
level.OrderQuantity, level.PositionSize, level.UnrealizedPnL))
|
||||
}
|
||||
sb.WriteString("\n")
|
||||
|
||||
// Performance section
|
||||
sb.WriteString("## 绩效统计\n")
|
||||
sb.WriteString(fmt.Sprintf("- 总利润: $%.2f\n", ctx.TotalProfit))
|
||||
sb.WriteString(fmt.Sprintf("- 总交易次数: %d\n", ctx.TotalTrades))
|
||||
sb.WriteString(fmt.Sprintf("- 胜率: %.1f%%\n", float64(ctx.WinningTrades)/float64(max(ctx.TotalTrades, 1))*100))
|
||||
sb.WriteString(fmt.Sprintf("- 最大回撤: %.2f%%\n", ctx.MaxDrawdown))
|
||||
sb.WriteString(fmt.Sprintf("- 今日盈亏: $%.2f\n", ctx.DailyPnL))
|
||||
sb.WriteString("\n")
|
||||
|
||||
sb.WriteString("## 请分析以上数据，做出网格交易决策\n")
|
||||
sb.WriteString("输出JSON数组格式的决策列表。\n")
|
||||
|
||||
return sb.String()
|
||||
}
|
||||
|
||||
func buildGridUserPromptEn(ctx *GridContext) string {
|
||||
var sb strings.Builder
|
||||
|
||||
sb.WriteString(fmt.Sprintf("## Current Time: %s\n\n", ctx.CurrentTime))
|
||||
|
||||
// Market data section
|
||||
sb.WriteString("## Market Data\n")
|
||||
sb.WriteString(fmt.Sprintf("- Current Price: $%.2f\n", ctx.CurrentPrice))
|
||||
sb.WriteString(fmt.Sprintf("- 1h Change: %.2f%%\n", ctx.PriceChange1h))
|
||||
sb.WriteString(fmt.Sprintf("- 4h Change: %.2f%%\n", ctx.PriceChange4h))
|
||||
sb.WriteString(fmt.Sprintf("- ATR14: $%.2f (%.2f%%)\n", ctx.ATR14, ctx.ATR14/ctx.CurrentPrice*100))
|
||||
sb.WriteString(fmt.Sprintf("- Bollinger Bands: Upper $%.2f, Middle $%.2f, Lower $%.2f\n", ctx.BollingerUpper, ctx.BollingerMiddle, ctx.BollingerLower))
|
||||
sb.WriteString(fmt.Sprintf("- Bollinger Width: %.2f%%\n", ctx.BollingerWidth))
|
||||
sb.WriteString(fmt.Sprintf("- EMA20: $%.2f, EMA50: $%.2f, Distance: %.2f%%\n", ctx.EMA20, ctx.EMA50, ctx.EMADistance))
|
||||
sb.WriteString(fmt.Sprintf("- RSI14: %.1f\n", ctx.RSI14))
|
||||
sb.WriteString(fmt.Sprintf("- MACD: %.4f, Signal: %.4f, Histogram: %.4f\n", ctx.MACD, ctx.MACDSignal, ctx.MACDHistogram))
|
||||
sb.WriteString(fmt.Sprintf("- Funding Rate: %.4f%%\n", ctx.FundingRate*100))
|
||||
sb.WriteString("\n")
|
||||
|
||||
// Account section
|
||||
sb.WriteString("## Account Status\n")
|
||||
sb.WriteString(fmt.Sprintf("- Total Equity: $%.2f\n", ctx.TotalEquity))
|
||||
sb.WriteString(fmt.Sprintf("- Available Balance: $%.2f\n", ctx.AvailableBalance))
|
||||
sb.WriteString(fmt.Sprintf("- Current Position: %.4f (net)\n", ctx.CurrentPosition))
|
||||
sb.WriteString(fmt.Sprintf("- Unrealized PnL: $%.2f\n", ctx.UnrealizedPnL))
|
||||
sb.WriteString("\n")
|
||||
|
||||
// Grid state section
|
||||
sb.WriteString("## Grid Status\n")
|
||||
sb.WriteString(fmt.Sprintf("- Grid Range: $%.2f - $%.2f\n", ctx.LowerPrice, ctx.UpperPrice))
|
||||
sb.WriteString(fmt.Sprintf("- Grid Spacing: $%.2f\n", ctx.GridSpacing))
|
||||
sb.WriteString(fmt.Sprintf("- Active Orders: %d\n", ctx.ActiveOrderCount))
|
||||
sb.WriteString(fmt.Sprintf("- Filled Levels: %d\n", ctx.FilledLevelCount))
|
||||
sb.WriteString(fmt.Sprintf("- Grid Paused: %v\n", ctx.IsPaused))
|
||||
sb.WriteString("\n")
|
||||
|
||||
// Grid levels detail
|
||||
sb.WriteString("## Grid Levels Detail\n")
|
||||
sb.WriteString("| Level | Price | State | Side | Order Qty | Position | Unrealized PnL |\n")
|
||||
sb.WriteString("|-------|-------|-------|------|-----------|----------|----------------|\n")
|
||||
for _, level := range ctx.Levels {
|
||||
sb.WriteString(fmt.Sprintf("| %d | $%.2f | %s | %s | %.4f | %.4f | $%.2f |\n",
|
||||
level.Index, level.Price, level.State, level.Side,
|
||||
level.OrderQuantity, level.PositionSize, level.UnrealizedPnL))
|
||||
}
|
||||
sb.WriteString("\n")
|
||||
|
||||
// Performance section
|
||||
sb.WriteString("## Performance Stats\n")
|
||||
sb.WriteString(fmt.Sprintf("- Total Profit: $%.2f\n", ctx.TotalProfit))
|
||||
sb.WriteString(fmt.Sprintf("- Total Trades: %d\n", ctx.TotalTrades))
|
||||
sb.WriteString(fmt.Sprintf("- Win Rate: %.1f%%\n", float64(ctx.WinningTrades)/float64(max(ctx.TotalTrades, 1))*100))
|
||||
sb.WriteString(fmt.Sprintf("- Max Drawdown: %.2f%%\n", ctx.MaxDrawdown))
|
||||
sb.WriteString(fmt.Sprintf("- Daily PnL: $%.2f\n", ctx.DailyPnL))
|
||||
sb.WriteString("\n")
|
||||
|
||||
sb.WriteString("## Please analyze the data above and make grid trading decisions\n")
|
||||
sb.WriteString("Output a JSON array of decisions.\n")
|
||||
|
||||
return sb.String()
|
||||
}
|
||||
|
||||
// ============================================================================
|
||||
// Grid Decision Functions
|
||||
// ============================================================================
|
||||
|
||||
// GetGridDecisions gets AI decisions for grid trading
|
||||
func GetGridDecisions(ctx *GridContext, mcpClient mcp.AIClient, config *store.GridStrategyConfig, lang string) (*FullDecision, error) {
|
||||
startTime := time.Now()
|
||||
|
||||
// Build prompts
|
||||
systemPrompt := BuildGridSystemPrompt(config, lang)
|
||||
userPrompt := BuildGridUserPrompt(ctx, lang)
|
||||
|
||||
logger.Infof("🤖 [Grid] Calling AI for grid decisions...")
|
||||
|
||||
// Call AI
|
||||
response, err := mcpClient.CallWithMessages(systemPrompt, userPrompt)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("AI call failed: %w", err)
|
||||
}
|
||||
|
||||
// Parse decisions from response
|
||||
decisions, err := parseGridDecisions(response, ctx.Symbol)
|
||||
if err != nil {
|
||||
logger.Warnf("Failed to parse grid decisions: %v", err)
|
||||
// Return hold decision as fallback
|
||||
decisions = []Decision{{
|
||||
Symbol: ctx.Symbol,
|
||||
Action: "hold",
|
||||
Confidence: 50,
|
||||
Reasoning: "Failed to parse AI response, holding current state",
|
||||
}}
|
||||
}
|
||||
|
||||
duration := time.Since(startTime).Milliseconds()
|
||||
logger.Infof("⏱️ [Grid] AI call duration: %d ms, decisions: %d", duration, len(decisions))
|
||||
|
||||
// Extract chain of thought from response
|
||||
cotTrace := extractCoTTrace(response)
|
||||
|
||||
return &FullDecision{
|
||||
SystemPrompt: systemPrompt,
|
||||
UserPrompt: userPrompt,
|
||||
CoTTrace: cotTrace,
|
||||
Decisions: decisions,
|
||||
RawResponse: response,
|
||||
AIRequestDurationMs: duration,
|
||||
Timestamp: time.Now(),
|
||||
}, nil
|
||||
}
|
||||
|
||||
// parseGridDecisions parses AI response into grid decisions
|
||||
func parseGridDecisions(response string, symbol string) ([]Decision, error) {
|
||||
// Try to find JSON array in response
|
||||
jsonStr := extractJSONArray(response)
|
||||
if jsonStr == "" {
|
||||
return nil, fmt.Errorf("no JSON array found in response")
|
||||
}
|
||||
|
||||
var decisions []Decision
|
||||
if err := json.Unmarshal([]byte(jsonStr), &decisions); err != nil {
|
||||
return nil, fmt.Errorf("failed to parse JSON: %w", err)
|
||||
}
|
||||
|
||||
// Validate and set default symbol
|
||||
for i := range decisions {
|
||||
if decisions[i].Symbol == "" {
|
||||
decisions[i].Symbol = symbol
|
||||
}
|
||||
// Validate action
|
||||
if !isValidGridAction(decisions[i].Action) {
|
||||
logger.Warnf("Invalid grid action: %s", decisions[i].Action)
|
||||
}
|
||||
}
|
||||
|
||||
return decisions, nil
|
||||
}
|
||||
|
||||
// extractJSONArray extracts JSON array from AI response
|
||||
func extractJSONArray(response string) string {
|
||||
// Try to find ```json code block first
|
||||
matches := reJSONFence.FindStringSubmatch(response)
|
||||
if len(matches) > 1 {
|
||||
return matches[1]
|
||||
}
|
||||
|
||||
// Try to find raw JSON array
|
||||
matches = reJSONArray.FindStringSubmatch(response)
|
||||
if len(matches) > 0 {
|
||||
return matches[0]
|
||||
}
|
||||
|
||||
return ""
|
||||
}
|
||||
|
||||
// isValidGridAction checks if action is a valid grid action
|
||||
func isValidGridAction(action string) bool {
|
||||
validActions := map[string]bool{
|
||||
"place_buy_limit": true,
|
||||
"place_sell_limit": true,
|
||||
"cancel_order": true,
|
||||
"cancel_all_orders": true,
|
||||
"pause_grid": true,
|
||||
"resume_grid": true,
|
||||
"adjust_grid": true,
|
||||
"hold": true,
|
||||
// Also support standard actions for compatibility
|
||||
"open_long": true,
|
||||
"open_short": true,
|
||||
"close_long": true,
|
||||
"close_short": true,
|
||||
}
|
||||
return validActions[action]
|
||||
}
|
||||
|
||||
// ============================================================================
|
||||
// Grid Context Builder Helpers
|
||||
// ============================================================================
|
||||
|
||||
// BuildGridContextFromMarketData builds grid context from market data
|
||||
func BuildGridContextFromMarketData(mktData *market.Data, config *store.GridStrategyConfig) *GridContext {
|
||||
ctx := &GridContext{
|
||||
Symbol: config.Symbol,
|
||||
CurrentTime: time.Now().Format("2006-01-02 15:04:05"),
|
||||
CurrentPrice: mktData.CurrentPrice,
|
||||
|
||||
// Grid config
|
||||
GridCount: config.GridCount,
|
||||
TotalInvestment: config.TotalInvestment,
|
||||
Leverage: config.Leverage,
|
||||
Distribution: config.Distribution,
|
||||
|
||||
// Market data
|
||||
PriceChange1h: mktData.PriceChange1h,
|
||||
PriceChange4h: mktData.PriceChange4h,
|
||||
FundingRate: mktData.FundingRate,
|
||||
}
|
||||
|
||||
// Extract indicators from timeframe data
|
||||
if mktData.TimeframeData != nil {
|
||||
if tf5m, ok := mktData.TimeframeData["5m"]; ok {
|
||||
if len(tf5m.BOLLUpper) > 0 {
|
||||
ctx.BollingerUpper = tf5m.BOLLUpper[len(tf5m.BOLLUpper)-1]
|
||||
ctx.BollingerMiddle = tf5m.BOLLMiddle[len(tf5m.BOLLMiddle)-1]
|
||||
ctx.BollingerLower = tf5m.BOLLLower[len(tf5m.BOLLLower)-1]
|
||||
if ctx.BollingerMiddle > 0 {
|
||||
ctx.BollingerWidth = (ctx.BollingerUpper - ctx.BollingerLower) / ctx.BollingerMiddle * 100
|
||||
}
|
||||
}
|
||||
ctx.ATR14 = tf5m.ATR14
|
||||
if len(tf5m.RSI14Values) > 0 {
|
||||
ctx.RSI14 = tf5m.RSI14Values[len(tf5m.RSI14Values)-1]
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Extract longer term context
|
||||
if mktData.LongerTermContext != nil {
|
||||
if ctx.ATR14 == 0 {
|
||||
ctx.ATR14 = mktData.LongerTermContext.ATR14
|
||||
}
|
||||
ctx.EMA50 = mktData.LongerTermContext.EMA50
|
||||
}
|
||||
|
||||
ctx.EMA20 = mktData.CurrentEMA20
|
||||
ctx.MACD = mktData.CurrentMACD
|
||||
|
||||
// Calculate EMA distance
|
||||
if ctx.EMA50 > 0 {
|
||||
ctx.EMADistance = (ctx.EMA20 - ctx.EMA50) / ctx.EMA50 * 100
|
||||
}
|
||||
|
||||
return ctx
|
||||
}
|
||||
|
||||
// Helper function for max
|
||||
func max(a, b int) int {
|
||||
if a > b {
|
||||
return a
|
||||
}
|
||||
return b
|
||||
}
|
||||
548
store/grid.go
Normal file
548
store/grid.go
Normal file
@@ -0,0 +1,548 @@
|
||||
package store
|
||||
|
||||
import (
|
||||
"fmt"
|
||||
"time"
|
||||
|
||||
"gorm.io/gorm"
|
||||
)
|
||||
|
||||
// ==================== Grid Store Models ====================
|
||||
// These models mirror the grid package types but are defined here
|
||||
// to avoid import cycles between store and grid packages.
|
||||
|
||||
// GridConfigModel GORM model for grid_configs table
|
||||
type GridConfigModel struct {
|
||||
ID string `json:"id" gorm:"primaryKey"`
|
||||
UserID string `json:"user_id" gorm:"index"`
|
||||
TraderID string `json:"trader_id" gorm:"index"`
|
||||
Symbol string `json:"symbol" gorm:"not null"`
|
||||
CreatedAt time.Time `json:"created_at" gorm:"autoCreateTime"`
|
||||
UpdatedAt time.Time `json:"updated_at" gorm:"autoUpdateTime"`
|
||||
|
||||
GridCount int `json:"grid_count" gorm:"default:10"`
|
||||
TotalInvestment float64 `json:"total_investment" gorm:"not null"`
|
||||
Leverage int `json:"leverage" gorm:"default:5"`
|
||||
UpperPrice float64 `json:"upper_price"`
|
||||
LowerPrice float64 `json:"lower_price"`
|
||||
UseATRBounds bool `json:"use_atr_bounds" gorm:"default:true"`
|
||||
ATRMultiplier float64 `json:"atr_multiplier" gorm:"default:2.0"`
|
||||
Distribution string `json:"distribution" gorm:"default:gaussian"`
|
||||
|
||||
MaxDrawdownPct float64 `json:"max_drawdown_pct" gorm:"default:15.0"`
|
||||
StopLossPct float64 `json:"stop_loss_pct" gorm:"default:5.0"`
|
||||
DailyLossLimitPct float64 `json:"daily_loss_limit_pct" gorm:"default:10"`
|
||||
MaxPositionSizePct float64 `json:"max_position_size_pct" gorm:"default:30"`
|
||||
|
||||
RegimeCheckInterval int `json:"regime_check_interval" gorm:"default:30"`
|
||||
AutoPauseOnTrend bool `json:"auto_pause_on_trend" gorm:"default:true"`
|
||||
MinRangingScore int `json:"min_ranging_score" gorm:"default:60"`
|
||||
TrendResumeThreshold int `json:"trend_resume_threshold" gorm:"default:70"`
|
||||
|
||||
OrderRefreshSec int `json:"order_refresh_sec" gorm:"default:300"`
|
||||
UseMakerOnly bool `json:"use_maker_only" gorm:"default:true"`
|
||||
SlippageTolerPct float64 `json:"slippage_toler_pct" gorm:"default:0.1"`
|
||||
|
||||
AIProvider string `json:"ai_provider" gorm:"default:deepseek"`
|
||||
AIModel string `json:"ai_model" gorm:"default:deepseek-chat"`
|
||||
IsActive bool `json:"is_active" gorm:"default:false"`
|
||||
}
|
||||
|
||||
func (GridConfigModel) TableName() string {
|
||||
return "grid_configs"
|
||||
}
|
||||
|
||||
// GridInstanceModel GORM model for grid_instances table
|
||||
type GridInstanceModel struct {
|
||||
ID string `json:"id" gorm:"primaryKey"`
|
||||
ConfigID string `json:"config_id" gorm:"index;not null"`
|
||||
Symbol string `json:"symbol" gorm:"not null"`
|
||||
State string `json:"state" gorm:"not null"`
|
||||
StartedAt time.Time `json:"started_at"`
|
||||
StoppedAt *time.Time `json:"stopped_at,omitempty"`
|
||||
UpdatedAt time.Time `json:"updated_at" gorm:"autoUpdateTime"`
|
||||
|
||||
CurrentUpperPrice float64 `json:"current_upper_price"`
|
||||
CurrentLowerPrice float64 `json:"current_lower_price"`
|
||||
CurrentGridSpacing float64 `json:"current_grid_spacing"`
|
||||
ActiveLevelCount int `json:"active_level_count"`
|
||||
CurrentRegime string `json:"current_regime"`
|
||||
RegimeScore int `json:"regime_score"`
|
||||
LastRegimeCheck time.Time `json:"last_regime_check"`
|
||||
ConsecutiveTrending int `json:"consecutive_trending"`
|
||||
|
||||
TotalProfit float64 `json:"total_profit" gorm:"default:0"`
|
||||
TotalFees float64 `json:"total_fees" gorm:"default:0"`
|
||||
TotalTrades int `json:"total_trades" gorm:"default:0"`
|
||||
WinningTrades int `json:"winning_trades" gorm:"default:0"`
|
||||
MaxDrawdown float64 `json:"max_drawdown" gorm:"default:0"`
|
||||
CurrentDrawdown float64 `json:"current_drawdown" gorm:"default:0"`
|
||||
PeakEquity float64 `json:"peak_equity" gorm:"default:0"`
|
||||
DailyProfit float64 `json:"daily_profit" gorm:"default:0"`
|
||||
DailyLoss float64 `json:"daily_loss" gorm:"default:0"`
|
||||
LastDailyReset time.Time `json:"last_daily_reset"`
|
||||
}
|
||||
|
||||
func (GridInstanceModel) TableName() string {
|
||||
return "grid_instances"
|
||||
}
|
||||
|
||||
// GridLevelModel GORM model for grid_levels table
|
||||
type GridLevelModel struct {
|
||||
ID string `json:"id" gorm:"primaryKey"`
|
||||
InstanceID string `json:"instance_id" gorm:"index;not null"`
|
||||
LevelIndex int `json:"level_index" gorm:"not null"`
|
||||
Price float64 `json:"price" gorm:"not null"`
|
||||
State string `json:"state" gorm:"not null"`
|
||||
Side string `json:"side"`
|
||||
OrderID string `json:"order_id,omitempty"`
|
||||
OrderPrice float64 `json:"order_price,omitempty"`
|
||||
OrderQuantity float64 `json:"order_quantity,omitempty"`
|
||||
OrderCreatedAt *time.Time `json:"order_created_at,omitempty"`
|
||||
PositionSize float64 `json:"position_size,omitempty"`
|
||||
PositionEntry float64 `json:"position_entry,omitempty"`
|
||||
PositionOpenAt *time.Time `json:"position_open_at,omitempty"`
|
||||
AllocationWeight float64 `json:"allocation_weight"`
|
||||
AllocatedUSD float64 `json:"allocated_usd"`
|
||||
UpdatedAt time.Time `json:"updated_at" gorm:"autoUpdateTime"`
|
||||
}
|
||||
|
||||
func (GridLevelModel) TableName() string {
|
||||
return "grid_levels"
|
||||
}
|
||||
|
||||
// GridEventModel GORM model for grid_events table
|
||||
type GridEventModel struct {
|
||||
ID string `json:"id" gorm:"primaryKey"`
|
||||
InstanceID string `json:"instance_id" gorm:"index;not null"`
|
||||
LevelID string `json:"level_id,omitempty" gorm:"index"`
|
||||
EventType string `json:"event_type" gorm:"not null"`
|
||||
EventTime time.Time `json:"event_time" gorm:"autoCreateTime"`
|
||||
Price float64 `json:"price,omitempty"`
|
||||
Quantity float64 `json:"quantity,omitempty"`
|
||||
Side string `json:"side,omitempty"`
|
||||
PnL float64 `json:"pnl,omitempty"`
|
||||
Fee float64 `json:"fee,omitempty"`
|
||||
Message string `json:"message,omitempty"`
|
||||
OldRegime string `json:"old_regime,omitempty"`
|
||||
NewRegime string `json:"new_regime,omitempty"`
|
||||
TriggerType string `json:"trigger_type,omitempty"`
|
||||
RawData string `json:"raw_data,omitempty" gorm:"type:text"`
|
||||
}
|
||||
|
||||
func (GridEventModel) TableName() string {
|
||||
return "grid_events"
|
||||
}
|
||||
|
||||
// GridRegimeAssessmentModel GORM model for grid_regime_assessments table
|
||||
type GridRegimeAssessmentModel struct {
|
||||
ID string `json:"id" gorm:"primaryKey"`
|
||||
InstanceID string `json:"instance_id" gorm:"index;not null"`
|
||||
AssessedAt time.Time `json:"assessed_at" gorm:"autoCreateTime"`
|
||||
Regime string `json:"regime" gorm:"not null"`
|
||||
Score int `json:"score" gorm:"not null"`
|
||||
Confidence float64 `json:"confidence"`
|
||||
BollingerSignal int `json:"bollinger_signal"`
|
||||
EMASignal int `json:"ema_signal"`
|
||||
MACDSignal int `json:"macd_signal"`
|
||||
VolumeSignal int `json:"volume_signal"`
|
||||
OISignal int `json:"oi_signal"`
|
||||
FundingSignal int `json:"funding_signal"`
|
||||
CandleSignal int `json:"candle_signal"`
|
||||
ATR14 float64 `json:"atr14"`
|
||||
BollingerWidth float64 `json:"bollinger_width"`
|
||||
EMADistance float64 `json:"ema_distance"`
|
||||
CurrentPrice float64 `json:"current_price"`
|
||||
AIReasoning string `json:"ai_reasoning" gorm:"type:text"`
|
||||
}
|
||||
|
||||
func (GridRegimeAssessmentModel) TableName() string {
|
||||
return "grid_regime_assessments"
|
||||
}
|
||||
|
||||
// ==================== Grid Store ====================
|
||||
|
||||
// GridStore provides database operations for grid trading
|
||||
type GridStore struct {
|
||||
db *gorm.DB
|
||||
}
|
||||
|
||||
// NewGridStore creates a new grid store
|
||||
func NewGridStore(db *gorm.DB) *GridStore {
|
||||
return &GridStore{db: db}
|
||||
}
|
||||
|
||||
// InitTables initializes grid-related tables
|
||||
func (s *GridStore) InitTables() error {
|
||||
// For PostgreSQL with existing tables, skip AutoMigrate to avoid type conflicts
|
||||
if s.db.Dialector.Name() == "postgres" {
|
||||
var tableExists int64
|
||||
s.db.Raw(`SELECT COUNT(*) FROM information_schema.tables WHERE table_name = 'grid_configs'`).Scan(&tableExists)
|
||||
|
||||
if tableExists > 0 {
|
||||
// Tables exist, just ensure indexes
|
||||
s.db.Exec(`CREATE INDEX IF NOT EXISTS idx_grid_configs_user_id ON grid_configs(user_id)`)
|
||||
s.db.Exec(`CREATE INDEX IF NOT EXISTS idx_grid_configs_trader_id ON grid_configs(trader_id)`)
|
||||
s.db.Exec(`CREATE INDEX IF NOT EXISTS idx_grid_instances_config_id ON grid_instances(config_id)`)
|
||||
s.db.Exec(`CREATE INDEX IF NOT EXISTS idx_grid_levels_instance_id ON grid_levels(instance_id)`)
|
||||
s.db.Exec(`CREATE INDEX IF NOT EXISTS idx_grid_events_instance_id ON grid_events(instance_id)`)
|
||||
s.db.Exec(`CREATE INDEX IF NOT EXISTS idx_grid_events_level_id ON grid_events(level_id)`)
|
||||
s.db.Exec(`CREATE INDEX IF NOT EXISTS idx_grid_regime_assessments_instance_id ON grid_regime_assessments(instance_id)`)
|
||||
return nil
|
||||
}
|
||||
}
|
||||
|
||||
// AutoMigrate all grid tables
|
||||
if err := s.db.AutoMigrate(
|
||||
&GridConfigModel{},
|
||||
&GridInstanceModel{},
|
||||
&GridLevelModel{},
|
||||
&GridEventModel{},
|
||||
&GridRegimeAssessmentModel{},
|
||||
); err != nil {
|
||||
return fmt.Errorf("failed to migrate grid tables: %w", err)
|
||||
}
|
||||
|
||||
return nil
|
||||
}
|
||||
|
||||
// ==================== Config Operations ====================
|
||||
|
||||
// SaveGridConfig saves or updates a grid configuration
|
||||
func (s *GridStore) SaveGridConfig(config *GridConfigModel) error {
|
||||
config.UpdatedAt = time.Now()
|
||||
if config.CreatedAt.IsZero() {
|
||||
config.CreatedAt = time.Now()
|
||||
}
|
||||
return s.db.Save(config).Error
|
||||
}
|
||||
|
||||
// LoadGridConfig loads a grid configuration by ID
|
||||
func (s *GridStore) LoadGridConfig(id string) (*GridConfigModel, error) {
|
||||
var config GridConfigModel
|
||||
err := s.db.Where("id = ?", id).First(&config).Error
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return &config, nil
|
||||
}
|
||||
|
||||
// LoadGridConfigByTrader loads a grid configuration by trader ID
|
||||
func (s *GridStore) LoadGridConfigByTrader(traderID string) (*GridConfigModel, error) {
|
||||
var config GridConfigModel
|
||||
err := s.db.Where("trader_id = ? AND is_active = true", traderID).First(&config).Error
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return &config, nil
|
||||
}
|
||||
|
||||
// ListGridConfigs lists all grid configurations for a user
|
||||
func (s *GridStore) ListGridConfigs(userID string) ([]GridConfigModel, error) {
|
||||
var configs []GridConfigModel
|
||||
err := s.db.Where("user_id = ?", userID).Order("created_at DESC").Find(&configs).Error
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return configs, nil
|
||||
}
|
||||
|
||||
// DeleteGridConfig deletes a grid configuration and all related data
|
||||
func (s *GridStore) DeleteGridConfig(id string) error {
|
||||
return s.db.Transaction(func(tx *gorm.DB) error {
|
||||
// Get all instances for this config
|
||||
var instances []GridInstanceModel
|
||||
if err := tx.Where("config_id = ?", id).Find(&instances).Error; err != nil {
|
||||
return err
|
||||
}
|
||||
|
||||
// Delete related data for each instance
|
||||
for _, instance := range instances {
|
||||
if err := tx.Where("instance_id = ?", instance.ID).Delete(&GridLevelModel{}).Error; err != nil {
|
||||
return err
|
||||
}
|
||||
if err := tx.Where("instance_id = ?", instance.ID).Delete(&GridEventModel{}).Error; err != nil {
|
||||
return err
|
||||
}
|
||||
if err := tx.Where("instance_id = ?", instance.ID).Delete(&GridRegimeAssessmentModel{}).Error; err != nil {
|
||||
return err
|
||||
}
|
||||
}
|
||||
|
||||
// Delete instances
|
||||
if err := tx.Where("config_id = ?", id).Delete(&GridInstanceModel{}).Error; err != nil {
|
||||
return err
|
||||
}
|
||||
|
||||
// Delete config
|
||||
return tx.Where("id = ?", id).Delete(&GridConfigModel{}).Error
|
||||
})
|
||||
}
|
||||
|
||||
// ==================== Instance Operations ====================
|
||||
|
||||
// SaveGridInstance saves or updates a grid instance
|
||||
func (s *GridStore) SaveGridInstance(instance *GridInstanceModel) error {
|
||||
instance.UpdatedAt = time.Now()
|
||||
return s.db.Save(instance).Error
|
||||
}
|
||||
|
||||
// LoadGridInstance loads a grid instance by config ID
|
||||
func (s *GridStore) LoadGridInstance(configID string) (*GridInstanceModel, error) {
|
||||
var instance GridInstanceModel
|
||||
err := s.db.Where("config_id = ?", configID).
|
||||
Order("started_at DESC").
|
||||
First(&instance).Error
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return &instance, nil
|
||||
}
|
||||
|
||||
// LoadGridInstanceByID loads a grid instance by ID
|
||||
func (s *GridStore) LoadGridInstanceByID(id string) (*GridInstanceModel, error) {
|
||||
var instance GridInstanceModel
|
||||
err := s.db.Where("id = ?", id).First(&instance).Error
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return &instance, nil
|
||||
}
|
||||
|
||||
// ListGridInstances lists all instances for a config
|
||||
func (s *GridStore) ListGridInstances(configID string) ([]GridInstanceModel, error) {
|
||||
var instances []GridInstanceModel
|
||||
err := s.db.Where("config_id = ?", configID).
|
||||
Order("started_at DESC").
|
||||
Find(&instances).Error
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return instances, nil
|
||||
}
|
||||
|
||||
// ==================== Level Operations ====================
|
||||
|
||||
// SaveGridLevel saves or updates a grid level
|
||||
func (s *GridStore) SaveGridLevel(level *GridLevelModel) error {
|
||||
level.UpdatedAt = time.Now()
|
||||
return s.db.Save(level).Error
|
||||
}
|
||||
|
||||
// SaveGridLevels saves multiple grid levels
|
||||
func (s *GridStore) SaveGridLevels(levels []GridLevelModel) error {
|
||||
if len(levels) == 0 {
|
||||
return nil
|
||||
}
|
||||
now := time.Now()
|
||||
for i := range levels {
|
||||
levels[i].UpdatedAt = now
|
||||
}
|
||||
return s.db.Save(&levels).Error
|
||||
}
|
||||
|
||||
// LoadGridLevels loads all levels for an instance
|
||||
func (s *GridStore) LoadGridLevels(instanceID string) ([]GridLevelModel, error) {
|
||||
var levels []GridLevelModel
|
||||
err := s.db.Where("instance_id = ?", instanceID).
|
||||
Order("level_index ASC").
|
||||
Find(&levels).Error
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return levels, nil
|
||||
}
|
||||
|
||||
// DeleteGridLevels deletes all levels for an instance
|
||||
func (s *GridStore) DeleteGridLevels(instanceID string) error {
|
||||
return s.db.Where("instance_id = ?", instanceID).Delete(&GridLevelModel{}).Error
|
||||
}
|
||||
|
||||
// ==================== Event Operations ====================
|
||||
|
||||
// SaveGridEvent saves a grid event
|
||||
func (s *GridStore) SaveGridEvent(event *GridEventModel) error {
|
||||
if event.EventTime.IsZero() {
|
||||
event.EventTime = time.Now()
|
||||
}
|
||||
return s.db.Create(event).Error
|
||||
}
|
||||
|
||||
// LoadRecentGridEvents loads recent events for an instance
|
||||
func (s *GridStore) LoadRecentGridEvents(instanceID string, limit int) ([]GridEventModel, error) {
|
||||
var events []GridEventModel
|
||||
query := s.db.Where("instance_id = ?", instanceID).
|
||||
Order("event_time DESC")
|
||||
if limit > 0 {
|
||||
query = query.Limit(limit)
|
||||
}
|
||||
err := query.Find(&events).Error
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return events, nil
|
||||
}
|
||||
|
||||
// LoadGridEventsByType loads events of a specific type
|
||||
func (s *GridStore) LoadGridEventsByType(instanceID, eventType string, limit int) ([]GridEventModel, error) {
|
||||
var events []GridEventModel
|
||||
query := s.db.Where("instance_id = ? AND event_type = ?", instanceID, eventType).
|
||||
Order("event_time DESC")
|
||||
if limit > 0 {
|
||||
query = query.Limit(limit)
|
||||
}
|
||||
err := query.Find(&events).Error
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return events, nil
|
||||
}
|
||||
|
||||
// CountGridEvents counts events for an instance
|
||||
func (s *GridStore) CountGridEvents(instanceID string) (int64, error) {
|
||||
var count int64
|
||||
err := s.db.Model(&GridEventModel{}).
|
||||
Where("instance_id = ?", instanceID).
|
||||
Count(&count).Error
|
||||
return count, err
|
||||
}
|
||||
|
||||
// ==================== Regime Assessment Operations ====================
|
||||
|
||||
// SaveGridRegimeAssessment saves a regime assessment
|
||||
func (s *GridStore) SaveGridRegimeAssessment(assessment *GridRegimeAssessmentModel) error {
|
||||
if assessment.AssessedAt.IsZero() {
|
||||
assessment.AssessedAt = time.Now()
|
||||
}
|
||||
return s.db.Create(assessment).Error
|
||||
}
|
||||
|
||||
// LoadLatestGridRegime loads the latest regime assessment
|
||||
func (s *GridStore) LoadLatestGridRegime(instanceID string) (*GridRegimeAssessmentModel, error) {
|
||||
var assessment GridRegimeAssessmentModel
|
||||
err := s.db.Where("instance_id = ?", instanceID).
|
||||
Order("assessed_at DESC").
|
||||
First(&assessment).Error
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return &assessment, nil
|
||||
}
|
||||
|
||||
// LoadGridRegimeHistory loads regime assessment history
|
||||
func (s *GridStore) LoadGridRegimeHistory(instanceID string, limit int) ([]GridRegimeAssessmentModel, error) {
|
||||
var assessments []GridRegimeAssessmentModel
|
||||
query := s.db.Where("instance_id = ?", instanceID).
|
||||
Order("assessed_at DESC")
|
||||
if limit > 0 {
|
||||
query = query.Limit(limit)
|
||||
}
|
||||
err := query.Find(&assessments).Error
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return assessments, nil
|
||||
}
|
||||
|
||||
// ==================== Statistics Operations ====================
|
||||
|
||||
// GetGridInstanceStatistics returns statistics for an instance
|
||||
func (s *GridStore) GetGridInstanceStatistics(instanceID string) (map[string]interface{}, error) {
|
||||
var instance GridInstanceModel
|
||||
if err := s.db.Where("id = ?", instanceID).First(&instance).Error; err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
// Count events by type
|
||||
var eventCounts []struct {
|
||||
EventType string
|
||||
Count int64
|
||||
}
|
||||
s.db.Model(&GridEventModel{}).
|
||||
Select("event_type, count(*) as count").
|
||||
Where("instance_id = ?", instanceID).
|
||||
Group("event_type").
|
||||
Find(&eventCounts)
|
||||
|
||||
eventCountMap := make(map[string]int64)
|
||||
for _, ec := range eventCounts {
|
||||
eventCountMap[ec.EventType] = ec.Count
|
||||
}
|
||||
|
||||
// Get latest regime
|
||||
var latestRegime GridRegimeAssessmentModel
|
||||
s.db.Where("instance_id = ?", instanceID).
|
||||
Order("assessed_at DESC").
|
||||
First(&latestRegime)
|
||||
|
||||
winRate := 0.0
|
||||
if instance.TotalTrades > 0 {
|
||||
winRate = float64(instance.WinningTrades) / float64(instance.TotalTrades) * 100
|
||||
}
|
||||
|
||||
return map[string]interface{}{
|
||||
"instance_id": instance.ID,
|
||||
"state": instance.State,
|
||||
"started_at": instance.StartedAt,
|
||||
"stopped_at": instance.StoppedAt,
|
||||
"total_profit": instance.TotalProfit,
|
||||
"total_fees": instance.TotalFees,
|
||||
"total_trades": instance.TotalTrades,
|
||||
"winning_trades": instance.WinningTrades,
|
||||
"win_rate": winRate,
|
||||
"max_drawdown": instance.MaxDrawdown,
|
||||
"current_drawdown": instance.CurrentDrawdown,
|
||||
"peak_equity": instance.PeakEquity,
|
||||
"active_level_count": instance.ActiveLevelCount,
|
||||
"current_regime": instance.CurrentRegime,
|
||||
"regime_score": instance.RegimeScore,
|
||||
"event_counts": eventCountMap,
|
||||
"latest_regime_score": latestRegime.Score,
|
||||
}, nil
|
||||
}
|
||||
|
||||
// GetGridPerformanceMetrics returns performance metrics for a time period
|
||||
func (s *GridStore) GetGridPerformanceMetrics(instanceID string, from, to time.Time) (map[string]interface{}, error) {
|
||||
// Count trades in period
|
||||
var tradeCounts struct {
|
||||
TotalFills int64
|
||||
BuyFills int64
|
||||
SellFills int64
|
||||
}
|
||||
s.db.Model(&GridEventModel{}).
|
||||
Select("count(*) as total_fills, "+
|
||||
"sum(case when side = 'buy' then 1 else 0 end) as buy_fills, "+
|
||||
"sum(case when side = 'sell' then 1 else 0 end) as sell_fills").
|
||||
Where("instance_id = ? AND event_type = 'order_filled' AND event_time BETWEEN ? AND ?",
|
||||
instanceID, from, to).
|
||||
Scan(&tradeCounts)
|
||||
|
||||
// Sum profit/loss
|
||||
var pnlSum struct {
|
||||
TotalPnL float64
|
||||
TotalFee float64
|
||||
}
|
||||
s.db.Model(&GridEventModel{}).
|
||||
Select("coalesce(sum(pnl), 0) as total_pnl, coalesce(sum(fee), 0) as total_fee").
|
||||
Where("instance_id = ? AND event_time BETWEEN ? AND ?", instanceID, from, to).
|
||||
Scan(&pnlSum)
|
||||
|
||||
// Count regime changes
|
||||
var regimeChanges int64
|
||||
s.db.Model(&GridEventModel{}).
|
||||
Where("instance_id = ? AND event_type = 'regime_change' AND event_time BETWEEN ? AND ?",
|
||||
instanceID, from, to).
|
||||
Count(®imeChanges)
|
||||
|
||||
return map[string]interface{}{
|
||||
"period_start": from,
|
||||
"period_end": to,
|
||||
"total_fills": tradeCounts.TotalFills,
|
||||
"buy_fills": tradeCounts.BuyFills,
|
||||
"sell_fills": tradeCounts.SellFills,
|
||||
"total_pnl": pnlSum.TotalPnL,
|
||||
"total_fees": pnlSum.TotalFee,
|
||||
"net_pnl": pnlSum.TotalPnL - pnlSum.TotalFee,
|
||||
"regime_changes": regimeChanges,
|
||||
}, nil
|
||||
}
|
||||
@@ -28,6 +28,7 @@ type Store struct {
|
||||
strategy *StrategyStore
|
||||
equity *EquityStore
|
||||
order *OrderStore
|
||||
grid *GridStore
|
||||
|
||||
mu sync.RWMutex
|
||||
}
|
||||
@@ -156,6 +157,9 @@ func (s *Store) initTables() error {
|
||||
if err := s.Order().InitTables(); err != nil {
|
||||
return fmt.Errorf("failed to initialize order tables: %w", err)
|
||||
}
|
||||
if err := s.Grid().InitTables(); err != nil {
|
||||
return fmt.Errorf("failed to initialize grid tables: %w", err)
|
||||
}
|
||||
return nil
|
||||
}
|
||||
|
||||
@@ -279,6 +283,16 @@ func (s *Store) Order() *OrderStore {
|
||||
return s.order
|
||||
}
|
||||
|
||||
// Grid gets grid trading storage
|
||||
func (s *Store) Grid() *GridStore {
|
||||
s.mu.Lock()
|
||||
defer s.mu.Unlock()
|
||||
if s.grid == nil {
|
||||
s.grid = NewGridStore(s.gdb)
|
||||
}
|
||||
return s.grid
|
||||
}
|
||||
|
||||
// Close closes database connection
|
||||
func (s *Store) Close() error {
|
||||
if s.driver != nil {
|
||||
|
||||
@@ -32,6 +32,9 @@ func (Strategy) TableName() string { return "strategies" }
|
||||
|
||||
// StrategyConfig strategy configuration details (JSON structure)
|
||||
type StrategyConfig struct {
|
||||
// Strategy type: "ai_trading" (default) or "grid_trading"
|
||||
StrategyType string `json:"strategy_type,omitempty"`
|
||||
|
||||
// language setting: "zh" for Chinese, "en" for English
|
||||
// This determines the language used for data formatting and prompt generation
|
||||
Language string `json:"language,omitempty"`
|
||||
@@ -45,6 +48,39 @@ type StrategyConfig struct {
|
||||
RiskControl RiskControlConfig `json:"risk_control"`
|
||||
// editable sections of System Prompt
|
||||
PromptSections PromptSectionsConfig `json:"prompt_sections,omitempty"`
|
||||
|
||||
// Grid trading configuration (only used when StrategyType == "grid_trading")
|
||||
GridConfig *GridStrategyConfig `json:"grid_config,omitempty"`
|
||||
}
|
||||
|
||||
// GridStrategyConfig grid trading specific configuration
|
||||
type GridStrategyConfig struct {
|
||||
// Trading pair (e.g., "BTCUSDT")
|
||||
Symbol string `json:"symbol"`
|
||||
// Number of grid levels (5-50)
|
||||
GridCount int `json:"grid_count"`
|
||||
// Total investment in USDT
|
||||
TotalInvestment float64 `json:"total_investment"`
|
||||
// Leverage (1-20)
|
||||
Leverage int `json:"leverage"`
|
||||
// Upper price boundary (0 = auto-calculate from ATR)
|
||||
UpperPrice float64 `json:"upper_price"`
|
||||
// Lower price boundary (0 = auto-calculate from ATR)
|
||||
LowerPrice float64 `json:"lower_price"`
|
||||
// Use ATR to auto-calculate bounds
|
||||
UseATRBounds bool `json:"use_atr_bounds"`
|
||||
// ATR multiplier for bound calculation (default 2.0)
|
||||
ATRMultiplier float64 `json:"atr_multiplier"`
|
||||
// Position distribution: "uniform" | "gaussian" | "pyramid"
|
||||
Distribution string `json:"distribution"`
|
||||
// Maximum drawdown percentage before emergency exit
|
||||
MaxDrawdownPct float64 `json:"max_drawdown_pct"`
|
||||
// Stop loss percentage per position
|
||||
StopLossPct float64 `json:"stop_loss_pct"`
|
||||
// Daily loss limit percentage
|
||||
DailyLossLimitPct float64 `json:"daily_loss_limit_pct"`
|
||||
// Use maker-only orders for lower fees
|
||||
UseMakerOnly bool `json:"use_maker_only"`
|
||||
}
|
||||
|
||||
// PromptSectionsConfig editable sections of System Prompt
|
||||
|
||||
@@ -1420,3 +1420,144 @@ func (t *AsterTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
|
||||
// TODO: Implement Aster open orders
|
||||
return []OpenOrder{}, nil
|
||||
}
|
||||
|
||||
// PlaceLimitOrder places a limit order for grid trading
|
||||
func (t *AsterTrader) PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderResult, error) {
|
||||
// Format price and quantity to correct precision
|
||||
formattedPrice, err := t.formatPrice(req.Symbol, req.Price)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to format price: %w", err)
|
||||
}
|
||||
formattedQty, err := t.formatQuantity(req.Symbol, req.Quantity)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to format quantity: %w", err)
|
||||
}
|
||||
|
||||
// Get precision information
|
||||
prec, err := t.getPrecision(req.Symbol)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to get precision: %w", err)
|
||||
}
|
||||
|
||||
// Convert to string with correct precision format
|
||||
priceStr := t.formatFloatWithPrecision(formattedPrice, prec.PricePrecision)
|
||||
qtyStr := t.formatFloatWithPrecision(formattedQty, prec.QuantityPrecision)
|
||||
|
||||
// Determine side
|
||||
side := "BUY"
|
||||
if req.Side == "SELL" || req.Side == "Sell" || req.Side == "sell" {
|
||||
side = "SELL"
|
||||
}
|
||||
|
||||
params := map[string]interface{}{
|
||||
"symbol": req.Symbol,
|
||||
"positionSide": "BOTH",
|
||||
"type": "LIMIT",
|
||||
"side": side,
|
||||
"timeInForce": "GTC",
|
||||
"quantity": qtyStr,
|
||||
"price": priceStr,
|
||||
}
|
||||
|
||||
// Add reduceOnly if specified
|
||||
if req.ReduceOnly {
|
||||
params["reduceOnly"] = "true"
|
||||
}
|
||||
|
||||
body, err := t.request("POST", "/fapi/v3/order", params)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to place limit order: %w", err)
|
||||
}
|
||||
|
||||
var result map[string]interface{}
|
||||
if err := json.Unmarshal(body, &result); err != nil {
|
||||
return nil, fmt.Errorf("failed to parse order response: %w", err)
|
||||
}
|
||||
|
||||
// Extract order ID
|
||||
orderID := ""
|
||||
if id, ok := result["orderId"].(float64); ok {
|
||||
orderID = fmt.Sprintf("%.0f", id)
|
||||
} else if id, ok := result["orderId"].(string); ok {
|
||||
orderID = id
|
||||
}
|
||||
|
||||
// Extract client order ID
|
||||
clientOrderID := ""
|
||||
if cid, ok := result["clientOrderId"].(string); ok {
|
||||
clientOrderID = cid
|
||||
}
|
||||
|
||||
return &LimitOrderResult{
|
||||
OrderID: orderID,
|
||||
ClientID: clientOrderID,
|
||||
Symbol: req.Symbol,
|
||||
Side: side,
|
||||
Price: formattedPrice,
|
||||
Quantity: formattedQty,
|
||||
Status: "NEW",
|
||||
}, nil
|
||||
}
|
||||
|
||||
// CancelOrder cancels a specific order by order ID
|
||||
func (t *AsterTrader) CancelOrder(symbol, orderID string) error {
|
||||
params := map[string]interface{}{
|
||||
"symbol": symbol,
|
||||
"orderId": orderID,
|
||||
}
|
||||
|
||||
_, err := t.request("DELETE", "/fapi/v3/order", params)
|
||||
if err != nil {
|
||||
return fmt.Errorf("failed to cancel order %s: %w", orderID, err)
|
||||
}
|
||||
|
||||
return nil
|
||||
}
|
||||
|
||||
// GetOrderBook gets the order book for a symbol
|
||||
func (t *AsterTrader) GetOrderBook(symbol string, depth int) (bids, asks [][]float64, err error) {
|
||||
if depth <= 0 {
|
||||
depth = 20
|
||||
}
|
||||
|
||||
// Aster uses public endpoint (no signature required)
|
||||
resp, err := t.client.Get(fmt.Sprintf("%s/fapi/v3/depth?symbol=%s&limit=%d", t.baseURL, symbol, depth))
|
||||
if err != nil {
|
||||
return nil, nil, fmt.Errorf("failed to fetch order book: %w", err)
|
||||
}
|
||||
defer resp.Body.Close()
|
||||
|
||||
body, _ := io.ReadAll(resp.Body)
|
||||
if resp.StatusCode != http.StatusOK {
|
||||
return nil, nil, fmt.Errorf("HTTP %d: %s", resp.StatusCode, string(body))
|
||||
}
|
||||
|
||||
var result struct {
|
||||
Bids [][]string `json:"bids"` // [[price, qty], ...]
|
||||
Asks [][]string `json:"asks"` // [[price, qty], ...]
|
||||
}
|
||||
if err := json.Unmarshal(body, &result); err != nil {
|
||||
return nil, nil, fmt.Errorf("failed to parse order book: %w", err)
|
||||
}
|
||||
|
||||
// Convert string arrays to float64 arrays
|
||||
bids = make([][]float64, len(result.Bids))
|
||||
for i, bid := range result.Bids {
|
||||
if len(bid) >= 2 {
|
||||
price, _ := strconv.ParseFloat(bid[0], 64)
|
||||
qty, _ := strconv.ParseFloat(bid[1], 64)
|
||||
bids[i] = []float64{price, qty}
|
||||
}
|
||||
}
|
||||
|
||||
asks = make([][]float64, len(result.Asks))
|
||||
for i, ask := range result.Asks {
|
||||
if len(ask) >= 2 {
|
||||
price, _ := strconv.ParseFloat(ask[0], 64)
|
||||
qty, _ := strconv.ParseFloat(ask[1], 64)
|
||||
asks[i] = []float64{price, qty}
|
||||
}
|
||||
}
|
||||
|
||||
return bids, asks, nil
|
||||
}
|
||||
|
||||
@@ -123,6 +123,7 @@ type AutoTrader struct {
|
||||
peakPnLCacheMutex sync.RWMutex // Cache read-write lock
|
||||
lastBalanceSyncTime time.Time // Last balance sync time
|
||||
userID string // User ID
|
||||
gridState *GridState // Grid trading state (only used when StrategyType == "grid_trading")
|
||||
}
|
||||
|
||||
// NewAutoTrader creates an automatic trader
|
||||
@@ -419,9 +420,25 @@ func (at *AutoTrader) Run() error {
|
||||
ticker := time.NewTicker(at.config.ScanInterval)
|
||||
defer ticker.Stop()
|
||||
|
||||
// Check if this is a grid trading strategy
|
||||
isGridStrategy := at.IsGridStrategy()
|
||||
if isGridStrategy {
|
||||
logger.Infof("🔲 [%s] Grid trading strategy detected, initializing grid...", at.name)
|
||||
if err := at.InitializeGrid(); err != nil {
|
||||
logger.Errorf("❌ [%s] Failed to initialize grid: %v", at.name, err)
|
||||
return fmt.Errorf("grid initialization failed: %w", err)
|
||||
}
|
||||
}
|
||||
|
||||
// Execute immediately on first run
|
||||
if err := at.runCycle(); err != nil {
|
||||
logger.Infof("❌ Execution failed: %v", err)
|
||||
if isGridStrategy {
|
||||
if err := at.RunGridCycle(); err != nil {
|
||||
logger.Infof("❌ Grid execution failed: %v", err)
|
||||
}
|
||||
} else {
|
||||
if err := at.runCycle(); err != nil {
|
||||
logger.Infof("❌ Execution failed: %v", err)
|
||||
}
|
||||
}
|
||||
|
||||
for {
|
||||
@@ -435,8 +452,14 @@ func (at *AutoTrader) Run() error {
|
||||
|
||||
select {
|
||||
case <-ticker.C:
|
||||
if err := at.runCycle(); err != nil {
|
||||
logger.Infof("❌ Execution failed: %v", err)
|
||||
if isGridStrategy {
|
||||
if err := at.RunGridCycle(); err != nil {
|
||||
logger.Infof("❌ Grid execution failed: %v", err)
|
||||
}
|
||||
} else {
|
||||
if err := at.runCycle(); err != nil {
|
||||
logger.Infof("❌ Execution failed: %v", err)
|
||||
}
|
||||
}
|
||||
case <-at.stopMonitorCh:
|
||||
logger.Infof("[%s] ⏹ Stop signal received, exiting automatic trading main loop", at.name)
|
||||
@@ -1365,6 +1388,12 @@ func (at *AutoTrader) GetID() string {
|
||||
return at.id
|
||||
}
|
||||
|
||||
// GetUnderlyingTrader returns the underlying Trader interface implementation
|
||||
// This is used by grid trading and other components that need direct exchange access
|
||||
func (at *AutoTrader) GetUnderlyingTrader() Trader {
|
||||
return at.trader
|
||||
}
|
||||
|
||||
// GetName gets trader name
|
||||
func (at *AutoTrader) GetName() string {
|
||||
return at.name
|
||||
@@ -1471,7 +1500,7 @@ func (at *AutoTrader) GetStatus() map[string]interface{} {
|
||||
isRunning := at.isRunning
|
||||
at.isRunningMutex.RUnlock()
|
||||
|
||||
return map[string]interface{}{
|
||||
result := map[string]interface{}{
|
||||
"trader_id": at.id,
|
||||
"trader_name": at.name,
|
||||
"ai_model": at.aiModel,
|
||||
@@ -1486,6 +1515,16 @@ func (at *AutoTrader) GetStatus() map[string]interface{} {
|
||||
"last_reset_time": at.lastResetTime.Format(time.RFC3339),
|
||||
"ai_provider": aiProvider,
|
||||
}
|
||||
|
||||
// Add strategy info
|
||||
if at.config.StrategyConfig != nil {
|
||||
result["strategy_type"] = at.config.StrategyConfig.StrategyType
|
||||
if at.config.StrategyConfig.GridConfig != nil {
|
||||
result["grid_symbol"] = at.config.StrategyConfig.GridConfig.Symbol
|
||||
}
|
||||
}
|
||||
|
||||
return result
|
||||
}
|
||||
|
||||
// GetAccountInfo gets account information (for API)
|
||||
|
||||
579
trader/auto_trader_grid.go
Normal file
579
trader/auto_trader_grid.go
Normal file
@@ -0,0 +1,579 @@
|
||||
package trader
|
||||
|
||||
import (
|
||||
"encoding/json"
|
||||
"fmt"
|
||||
"math"
|
||||
"nofx/kernel"
|
||||
"nofx/logger"
|
||||
"nofx/market"
|
||||
"nofx/store"
|
||||
"sync"
|
||||
"time"
|
||||
)
|
||||
|
||||
// ============================================================================
|
||||
// Grid Trading State Management
|
||||
// ============================================================================
|
||||
|
||||
// GridState holds the runtime state for grid trading
|
||||
type GridState struct {
|
||||
mu sync.RWMutex
|
||||
|
||||
// Configuration
|
||||
Config *store.GridStrategyConfig
|
||||
|
||||
// Grid levels
|
||||
Levels []kernel.GridLevelInfo
|
||||
|
||||
// Calculated bounds
|
||||
UpperPrice float64
|
||||
LowerPrice float64
|
||||
GridSpacing float64
|
||||
|
||||
// State flags
|
||||
IsPaused bool
|
||||
IsInitialized bool
|
||||
|
||||
// Performance tracking
|
||||
TotalProfit float64
|
||||
TotalTrades int
|
||||
WinningTrades int
|
||||
MaxDrawdown float64
|
||||
PeakEquity float64
|
||||
DailyPnL float64
|
||||
LastDailyReset time.Time
|
||||
|
||||
// Order tracking
|
||||
OrderBook map[string]int // OrderID -> LevelIndex
|
||||
}
|
||||
|
||||
// NewGridState creates a new grid state
|
||||
func NewGridState(config *store.GridStrategyConfig) *GridState {
|
||||
return &GridState{
|
||||
Config: config,
|
||||
Levels: make([]kernel.GridLevelInfo, 0),
|
||||
OrderBook: make(map[string]int),
|
||||
}
|
||||
}
|
||||
|
||||
// ============================================================================
|
||||
// AutoTrader Grid Methods
|
||||
// ============================================================================
|
||||
|
||||
// InitializeGrid initializes the grid state and calculates levels
|
||||
func (at *AutoTrader) InitializeGrid() error {
|
||||
if at.config.StrategyConfig == nil || at.config.StrategyConfig.GridConfig == nil {
|
||||
return fmt.Errorf("grid configuration not found")
|
||||
}
|
||||
|
||||
gridConfig := at.config.StrategyConfig.GridConfig
|
||||
at.gridState = NewGridState(gridConfig)
|
||||
|
||||
// Get current market price
|
||||
price, err := at.trader.GetMarketPrice(gridConfig.Symbol)
|
||||
if err != nil {
|
||||
return fmt.Errorf("failed to get market price: %w", err)
|
||||
}
|
||||
|
||||
// Calculate grid bounds
|
||||
if gridConfig.UseATRBounds {
|
||||
// Get ATR for bound calculation
|
||||
mktData, err := market.GetWithTimeframes(gridConfig.Symbol, []string{"4h"}, "4h", 20)
|
||||
if err != nil {
|
||||
logger.Warnf("Failed to get market data for ATR: %v, using default bounds", err)
|
||||
at.calculateDefaultBounds(price, gridConfig)
|
||||
} else {
|
||||
at.calculateATRBounds(price, mktData, gridConfig)
|
||||
}
|
||||
} else {
|
||||
// Use manual bounds
|
||||
at.gridState.UpperPrice = gridConfig.UpperPrice
|
||||
at.gridState.LowerPrice = gridConfig.LowerPrice
|
||||
}
|
||||
|
||||
// Calculate grid spacing
|
||||
at.gridState.GridSpacing = (at.gridState.UpperPrice - at.gridState.LowerPrice) / float64(gridConfig.GridCount-1)
|
||||
|
||||
// Initialize grid levels
|
||||
at.initializeGridLevels(price, gridConfig)
|
||||
|
||||
at.gridState.IsInitialized = true
|
||||
logger.Infof("📊 [Grid] Initialized: %d levels, $%.2f - $%.2f, spacing $%.2f",
|
||||
gridConfig.GridCount, at.gridState.LowerPrice, at.gridState.UpperPrice, at.gridState.GridSpacing)
|
||||
|
||||
return nil
|
||||
}
|
||||
|
||||
// calculateDefaultBounds calculates default bounds based on price
|
||||
func (at *AutoTrader) calculateDefaultBounds(price float64, config *store.GridStrategyConfig) {
|
||||
// Default: ±3% from current price
|
||||
multiplier := 0.03 * float64(config.GridCount) / 10
|
||||
at.gridState.UpperPrice = price * (1 + multiplier)
|
||||
at.gridState.LowerPrice = price * (1 - multiplier)
|
||||
}
|
||||
|
||||
// calculateATRBounds calculates bounds using ATR
|
||||
func (at *AutoTrader) calculateATRBounds(price float64, mktData *market.Data, config *store.GridStrategyConfig) {
|
||||
atr := 0.0
|
||||
if mktData.LongerTermContext != nil {
|
||||
atr = mktData.LongerTermContext.ATR14
|
||||
}
|
||||
|
||||
if atr <= 0 {
|
||||
at.calculateDefaultBounds(price, config)
|
||||
return
|
||||
}
|
||||
|
||||
multiplier := config.ATRMultiplier
|
||||
if multiplier <= 0 {
|
||||
multiplier = 2.0
|
||||
}
|
||||
|
||||
halfRange := atr * multiplier
|
||||
at.gridState.UpperPrice = price + halfRange
|
||||
at.gridState.LowerPrice = price - halfRange
|
||||
}
|
||||
|
||||
// initializeGridLevels creates the grid level structure
|
||||
func (at *AutoTrader) initializeGridLevels(currentPrice float64, config *store.GridStrategyConfig) {
|
||||
levels := make([]kernel.GridLevelInfo, config.GridCount)
|
||||
totalWeight := 0.0
|
||||
weights := make([]float64, config.GridCount)
|
||||
|
||||
// Calculate weights based on distribution
|
||||
for i := 0; i < config.GridCount; i++ {
|
||||
switch config.Distribution {
|
||||
case "gaussian":
|
||||
// Gaussian distribution - more weight in the middle
|
||||
center := float64(config.GridCount-1) / 2
|
||||
sigma := float64(config.GridCount) / 4
|
||||
weights[i] = math.Exp(-math.Pow(float64(i)-center, 2) / (2 * sigma * sigma))
|
||||
case "pyramid":
|
||||
// Pyramid - more weight at bottom
|
||||
weights[i] = float64(config.GridCount - i)
|
||||
default: // uniform
|
||||
weights[i] = 1.0
|
||||
}
|
||||
totalWeight += weights[i]
|
||||
}
|
||||
|
||||
// Create levels
|
||||
for i := 0; i < config.GridCount; i++ {
|
||||
price := at.gridState.LowerPrice + float64(i)*at.gridState.GridSpacing
|
||||
allocatedUSD := config.TotalInvestment * weights[i] / totalWeight
|
||||
|
||||
// Determine initial side (below current price = buy, above = sell)
|
||||
side := "buy"
|
||||
if price > currentPrice {
|
||||
side = "sell"
|
||||
}
|
||||
|
||||
levels[i] = kernel.GridLevelInfo{
|
||||
Index: i,
|
||||
Price: price,
|
||||
State: "empty",
|
||||
Side: side,
|
||||
AllocatedUSD: allocatedUSD,
|
||||
}
|
||||
}
|
||||
|
||||
at.gridState.Levels = levels
|
||||
}
|
||||
|
||||
// RunGridCycle executes one grid trading cycle
|
||||
func (at *AutoTrader) RunGridCycle() error {
|
||||
if at.gridState == nil || !at.gridState.IsInitialized {
|
||||
if err := at.InitializeGrid(); err != nil {
|
||||
return fmt.Errorf("failed to initialize grid: %w", err)
|
||||
}
|
||||
}
|
||||
|
||||
gridConfig := at.config.StrategyConfig.GridConfig
|
||||
lang := at.config.StrategyConfig.Language
|
||||
if lang == "" {
|
||||
lang = "en"
|
||||
}
|
||||
|
||||
// Build grid context
|
||||
gridCtx, err := at.buildGridContext()
|
||||
if err != nil {
|
||||
return fmt.Errorf("failed to build grid context: %w", err)
|
||||
}
|
||||
|
||||
// Get AI decisions
|
||||
decision, err := kernel.GetGridDecisions(gridCtx, at.mcpClient, gridConfig, lang)
|
||||
if err != nil {
|
||||
return fmt.Errorf("failed to get grid decisions: %w", err)
|
||||
}
|
||||
|
||||
// Execute decisions
|
||||
for _, d := range decision.Decisions {
|
||||
if err := at.executeGridDecision(&d); err != nil {
|
||||
logger.Warnf("[Grid] Failed to execute decision %s: %v", d.Action, err)
|
||||
}
|
||||
}
|
||||
|
||||
// Sync state with exchange
|
||||
at.syncGridState()
|
||||
|
||||
// Save decision record
|
||||
at.saveGridDecisionRecord(decision)
|
||||
|
||||
return nil
|
||||
}
|
||||
|
||||
// buildGridContext builds the context for AI grid decisions
|
||||
func (at *AutoTrader) buildGridContext() (*kernel.GridContext, error) {
|
||||
gridConfig := at.config.StrategyConfig.GridConfig
|
||||
|
||||
// Get market data
|
||||
mktData, err := market.GetWithTimeframes(gridConfig.Symbol, []string{"5m", "4h"}, "5m", 50)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to get market data: %w", err)
|
||||
}
|
||||
|
||||
// Build base context from market data
|
||||
ctx := kernel.BuildGridContextFromMarketData(mktData, gridConfig)
|
||||
|
||||
// Add grid state
|
||||
at.gridState.mu.RLock()
|
||||
ctx.Levels = at.gridState.Levels
|
||||
ctx.UpperPrice = at.gridState.UpperPrice
|
||||
ctx.LowerPrice = at.gridState.LowerPrice
|
||||
ctx.GridSpacing = at.gridState.GridSpacing
|
||||
ctx.IsPaused = at.gridState.IsPaused
|
||||
ctx.TotalProfit = at.gridState.TotalProfit
|
||||
ctx.TotalTrades = at.gridState.TotalTrades
|
||||
ctx.WinningTrades = at.gridState.WinningTrades
|
||||
ctx.MaxDrawdown = at.gridState.MaxDrawdown
|
||||
ctx.DailyPnL = at.gridState.DailyPnL
|
||||
|
||||
// Count active orders and filled levels
|
||||
for _, level := range at.gridState.Levels {
|
||||
if level.State == "pending" {
|
||||
ctx.ActiveOrderCount++
|
||||
} else if level.State == "filled" {
|
||||
ctx.FilledLevelCount++
|
||||
}
|
||||
}
|
||||
at.gridState.mu.RUnlock()
|
||||
|
||||
// Get account info
|
||||
balance, err := at.trader.GetBalance()
|
||||
if err == nil {
|
||||
if equity, ok := balance["total_equity"].(float64); ok {
|
||||
ctx.TotalEquity = equity
|
||||
}
|
||||
if available, ok := balance["availableBalance"].(float64); ok {
|
||||
ctx.AvailableBalance = available
|
||||
}
|
||||
if unrealized, ok := balance["totalUnrealizedProfit"].(float64); ok {
|
||||
ctx.UnrealizedPnL = unrealized
|
||||
}
|
||||
}
|
||||
|
||||
// Get current position
|
||||
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
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
return ctx, nil
|
||||
}
|
||||
|
||||
// executeGridDecision executes a single grid decision
|
||||
func (at *AutoTrader) executeGridDecision(d *kernel.Decision) error {
|
||||
switch d.Action {
|
||||
case "place_buy_limit":
|
||||
return at.placeGridLimitOrder(d, "BUY")
|
||||
case "place_sell_limit":
|
||||
return at.placeGridLimitOrder(d, "SELL")
|
||||
case "cancel_order":
|
||||
return at.cancelGridOrder(d)
|
||||
case "cancel_all_orders":
|
||||
return at.cancelAllGridOrders()
|
||||
case "pause_grid":
|
||||
return at.pauseGrid(d.Reasoning)
|
||||
case "resume_grid":
|
||||
return at.resumeGrid()
|
||||
case "adjust_grid":
|
||||
return at.adjustGrid(d)
|
||||
case "hold":
|
||||
logger.Infof("[Grid] Holding current state: %s", d.Reasoning)
|
||||
return nil
|
||||
// Support standard actions for closing positions
|
||||
case "close_long":
|
||||
_, err := at.trader.CloseLong(d.Symbol, d.Quantity)
|
||||
return err
|
||||
case "close_short":
|
||||
_, err := at.trader.CloseShort(d.Symbol, d.Quantity)
|
||||
return err
|
||||
default:
|
||||
logger.Warnf("[Grid] Unknown action: %s", d.Action)
|
||||
return nil
|
||||
}
|
||||
}
|
||||
|
||||
// placeGridLimitOrder places a limit order for grid trading
|
||||
func (at *AutoTrader) placeGridLimitOrder(d *kernel.Decision, side string) error {
|
||||
// Check if trader supports GridTrader interface
|
||||
gridTrader, ok := at.trader.(GridTrader)
|
||||
if !ok {
|
||||
// Fallback to adapter
|
||||
gridTrader = NewGridTraderAdapter(at.trader)
|
||||
}
|
||||
|
||||
gridConfig := at.config.StrategyConfig.GridConfig
|
||||
|
||||
req := &LimitOrderRequest{
|
||||
Symbol: d.Symbol,
|
||||
Side: side,
|
||||
Price: d.Price,
|
||||
Quantity: d.Quantity,
|
||||
Leverage: gridConfig.Leverage,
|
||||
PostOnly: gridConfig.UseMakerOnly,
|
||||
ReduceOnly: false,
|
||||
ClientID: fmt.Sprintf("grid-%d-%d", d.LevelIndex, time.Now().UnixNano()%1000000),
|
||||
}
|
||||
|
||||
result, err := gridTrader.PlaceLimitOrder(req)
|
||||
if err != nil {
|
||||
return fmt.Errorf("failed to place limit order: %w", err)
|
||||
}
|
||||
|
||||
// Update grid level state
|
||||
at.gridState.mu.Lock()
|
||||
if d.LevelIndex >= 0 && d.LevelIndex < len(at.gridState.Levels) {
|
||||
at.gridState.Levels[d.LevelIndex].State = "pending"
|
||||
at.gridState.Levels[d.LevelIndex].OrderID = result.OrderID
|
||||
at.gridState.Levels[d.LevelIndex].OrderQuantity = d.Quantity
|
||||
at.gridState.OrderBook[result.OrderID] = d.LevelIndex
|
||||
}
|
||||
at.gridState.mu.Unlock()
|
||||
|
||||
logger.Infof("[Grid] Placed %s limit order at $%.2f, qty=%.4f, level=%d, orderID=%s",
|
||||
side, d.Price, d.Quantity, d.LevelIndex, result.OrderID)
|
||||
|
||||
return nil
|
||||
}
|
||||
|
||||
// cancelGridOrder cancels a specific grid order
|
||||
func (at *AutoTrader) cancelGridOrder(d *kernel.Decision) error {
|
||||
gridTrader, ok := at.trader.(GridTrader)
|
||||
if !ok {
|
||||
gridTrader = NewGridTraderAdapter(at.trader)
|
||||
}
|
||||
|
||||
if err := gridTrader.CancelOrder(d.Symbol, d.OrderID); err != nil {
|
||||
return fmt.Errorf("failed to cancel order: %w", err)
|
||||
}
|
||||
|
||||
// Update state
|
||||
at.gridState.mu.Lock()
|
||||
if levelIdx, ok := at.gridState.OrderBook[d.OrderID]; ok {
|
||||
if levelIdx >= 0 && levelIdx < len(at.gridState.Levels) {
|
||||
at.gridState.Levels[levelIdx].State = "empty"
|
||||
at.gridState.Levels[levelIdx].OrderID = ""
|
||||
at.gridState.Levels[levelIdx].OrderQuantity = 0
|
||||
}
|
||||
delete(at.gridState.OrderBook, d.OrderID)
|
||||
}
|
||||
at.gridState.mu.Unlock()
|
||||
|
||||
logger.Infof("[Grid] Cancelled order: %s", d.OrderID)
|
||||
return nil
|
||||
}
|
||||
|
||||
// cancelAllGridOrders cancels all grid orders
|
||||
func (at *AutoTrader) cancelAllGridOrders() error {
|
||||
gridConfig := at.config.StrategyConfig.GridConfig
|
||||
|
||||
if err := at.trader.CancelAllOrders(gridConfig.Symbol); err != nil {
|
||||
return fmt.Errorf("failed to cancel all orders: %w", err)
|
||||
}
|
||||
|
||||
// Reset all pending levels
|
||||
at.gridState.mu.Lock()
|
||||
for i := range at.gridState.Levels {
|
||||
if at.gridState.Levels[i].State == "pending" {
|
||||
at.gridState.Levels[i].State = "empty"
|
||||
at.gridState.Levels[i].OrderID = ""
|
||||
at.gridState.Levels[i].OrderQuantity = 0
|
||||
}
|
||||
}
|
||||
at.gridState.OrderBook = make(map[string]int)
|
||||
at.gridState.mu.Unlock()
|
||||
|
||||
logger.Infof("[Grid] Cancelled all orders")
|
||||
return nil
|
||||
}
|
||||
|
||||
// pauseGrid pauses grid trading
|
||||
func (at *AutoTrader) pauseGrid(reason string) error {
|
||||
at.cancelAllGridOrders()
|
||||
|
||||
at.gridState.mu.Lock()
|
||||
at.gridState.IsPaused = true
|
||||
at.gridState.mu.Unlock()
|
||||
|
||||
logger.Infof("[Grid] Paused: %s", reason)
|
||||
return nil
|
||||
}
|
||||
|
||||
// resumeGrid resumes grid trading
|
||||
func (at *AutoTrader) resumeGrid() error {
|
||||
at.gridState.mu.Lock()
|
||||
at.gridState.IsPaused = false
|
||||
at.gridState.mu.Unlock()
|
||||
|
||||
logger.Infof("[Grid] Resumed")
|
||||
return nil
|
||||
}
|
||||
|
||||
// adjustGrid adjusts grid parameters
|
||||
func (at *AutoTrader) adjustGrid(d *kernel.Decision) error {
|
||||
// Cancel existing orders first
|
||||
at.cancelAllGridOrders()
|
||||
|
||||
gridConfig := at.config.StrategyConfig.GridConfig
|
||||
|
||||
// Get current price
|
||||
price, err := at.trader.GetMarketPrice(gridConfig.Symbol)
|
||||
if err != nil {
|
||||
return fmt.Errorf("failed to get market price: %w", err)
|
||||
}
|
||||
|
||||
// Reinitialize grid levels
|
||||
at.initializeGridLevels(price, gridConfig)
|
||||
|
||||
logger.Infof("[Grid] Adjusted grid bounds around price $%.2f", price)
|
||||
return nil
|
||||
}
|
||||
|
||||
// syncGridState syncs grid state with exchange
|
||||
func (at *AutoTrader) syncGridState() {
|
||||
gridConfig := at.config.StrategyConfig.GridConfig
|
||||
|
||||
// Get open orders from exchange
|
||||
openOrders, err := at.trader.GetOpenOrders(gridConfig.Symbol)
|
||||
if err != nil {
|
||||
logger.Warnf("[Grid] Failed to get open orders: %v", err)
|
||||
return
|
||||
}
|
||||
|
||||
// Build set of active order IDs
|
||||
activeOrderIDs := make(map[string]bool)
|
||||
for _, order := range openOrders {
|
||||
activeOrderIDs[order.OrderID] = true
|
||||
}
|
||||
|
||||
// Update levels based on order status
|
||||
at.gridState.mu.Lock()
|
||||
for i := range at.gridState.Levels {
|
||||
level := &at.gridState.Levels[i]
|
||||
if level.State == "pending" && level.OrderID != "" {
|
||||
if !activeOrderIDs[level.OrderID] {
|
||||
// Order no longer exists - might be filled or cancelled
|
||||
// Mark as filled (we'll need to verify with position data)
|
||||
level.State = "filled"
|
||||
level.PositionEntry = level.Price
|
||||
at.gridState.TotalTrades++
|
||||
logger.Infof("[Grid] Level %d order filled at $%.2f", i, level.Price)
|
||||
}
|
||||
}
|
||||
}
|
||||
at.gridState.mu.Unlock()
|
||||
|
||||
// Update position info
|
||||
positions, err := at.trader.GetPositions()
|
||||
if err != nil {
|
||||
return
|
||||
}
|
||||
|
||||
var totalPosition float64
|
||||
for _, pos := range positions {
|
||||
if sym, ok := pos["symbol"].(string); ok && sym == gridConfig.Symbol {
|
||||
if size, ok := pos["positionAmt"].(float64); ok {
|
||||
totalPosition = size
|
||||
}
|
||||
if pnl, ok := pos["unRealizedProfit"].(float64); ok {
|
||||
// Update unrealized PnL for filled levels
|
||||
at.gridState.mu.Lock()
|
||||
for i := range at.gridState.Levels {
|
||||
if at.gridState.Levels[i].State == "filled" {
|
||||
// Distribute PnL (simplified - in production, track per-level)
|
||||
at.gridState.Levels[i].UnrealizedPnL = pnl / float64(at.gridState.TotalTrades)
|
||||
}
|
||||
}
|
||||
at.gridState.mu.Unlock()
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
logger.Debugf("[Grid] Synced state: position=%.4f, orders=%d", totalPosition, len(openOrders))
|
||||
}
|
||||
|
||||
// saveGridDecisionRecord saves the grid decision to database
|
||||
func (at *AutoTrader) saveGridDecisionRecord(decision *kernel.FullDecision) {
|
||||
if at.store == nil {
|
||||
return
|
||||
}
|
||||
|
||||
at.cycleNumber++
|
||||
|
||||
record := &store.DecisionRecord{
|
||||
TraderID: at.id,
|
||||
CycleNumber: at.cycleNumber,
|
||||
Timestamp: time.Now().UTC(),
|
||||
SystemPrompt: decision.SystemPrompt,
|
||||
InputPrompt: decision.UserPrompt,
|
||||
CoTTrace: decision.CoTTrace,
|
||||
RawResponse: decision.RawResponse,
|
||||
AIRequestDurationMs: decision.AIRequestDurationMs,
|
||||
Success: true,
|
||||
}
|
||||
|
||||
if len(decision.Decisions) > 0 {
|
||||
decisionJSON, _ := json.MarshalIndent(decision.Decisions, "", " ")
|
||||
record.DecisionJSON = string(decisionJSON)
|
||||
|
||||
// Convert kernel.Decision to store.DecisionAction for frontend display
|
||||
for _, d := range decision.Decisions {
|
||||
actionRecord := store.DecisionAction{
|
||||
Action: d.Action,
|
||||
Symbol: d.Symbol,
|
||||
Quantity: d.Quantity,
|
||||
Leverage: d.Leverage,
|
||||
Price: d.Price,
|
||||
StopLoss: d.StopLoss,
|
||||
TakeProfit: d.TakeProfit,
|
||||
Confidence: d.Confidence,
|
||||
Reasoning: d.Reasoning,
|
||||
Timestamp: time.Now().UTC(),
|
||||
Success: true, // Grid decisions are executed inline
|
||||
}
|
||||
record.Decisions = append(record.Decisions, actionRecord)
|
||||
}
|
||||
}
|
||||
|
||||
record.ExecutionLog = append(record.ExecutionLog, fmt.Sprintf("Grid cycle completed with %d decisions", len(decision.Decisions)))
|
||||
|
||||
if err := at.store.Decision().LogDecision(record); err != nil {
|
||||
logger.Warnf("[Grid] Failed to save decision record: %v", err)
|
||||
}
|
||||
}
|
||||
|
||||
// IsGridStrategy returns true if current strategy is grid trading
|
||||
func (at *AutoTrader) IsGridStrategy() bool {
|
||||
if at.config.StrategyConfig == nil {
|
||||
return false
|
||||
}
|
||||
return at.config.StrategyConfig.StrategyType == "grid_trading" && at.config.StrategyConfig.GridConfig != nil
|
||||
}
|
||||
@@ -716,6 +716,125 @@ func (t *FuturesTrader) CancelAllOrders(symbol string) error {
|
||||
return nil
|
||||
}
|
||||
|
||||
// PlaceLimitOrder places a limit order for grid trading
|
||||
// This implements the GridTrader interface for FuturesTrader
|
||||
func (t *FuturesTrader) PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderResult, error) {
|
||||
// Format quantity to correct precision
|
||||
quantityStr, err := t.FormatQuantity(req.Symbol, req.Quantity)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to format quantity: %w", err)
|
||||
}
|
||||
|
||||
// Format price to correct precision
|
||||
priceStr, err := t.FormatPrice(req.Symbol, req.Price)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to format price: %w", err)
|
||||
}
|
||||
|
||||
// Set leverage if specified
|
||||
if req.Leverage > 0 {
|
||||
if err := t.SetLeverage(req.Symbol, req.Leverage); err != nil {
|
||||
logger.Warnf("Failed to set leverage: %v", err)
|
||||
}
|
||||
}
|
||||
|
||||
// Determine side and position side
|
||||
var side futures.SideType
|
||||
var positionSide futures.PositionSideType
|
||||
|
||||
if req.Side == "BUY" {
|
||||
side = futures.SideTypeBuy
|
||||
positionSide = futures.PositionSideTypeLong
|
||||
} else {
|
||||
side = futures.SideTypeSell
|
||||
positionSide = futures.PositionSideTypeShort
|
||||
}
|
||||
|
||||
// Build order service with broker ID
|
||||
orderService := t.client.NewCreateOrderService().
|
||||
Symbol(req.Symbol).
|
||||
Side(side).
|
||||
PositionSide(positionSide).
|
||||
Type(futures.OrderTypeLimit).
|
||||
TimeInForce(futures.TimeInForceTypeGTC).
|
||||
Quantity(quantityStr).
|
||||
Price(priceStr).
|
||||
NewClientOrderID(getBrOrderID())
|
||||
|
||||
// Execute order
|
||||
order, err := orderService.Do(context.Background())
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to place limit order: %w", err)
|
||||
}
|
||||
|
||||
logger.Infof("✓ [Grid] Placed limit order: %s %s %s @ %s, qty=%s, orderID=%d",
|
||||
req.Symbol, req.Side, positionSide, priceStr, quantityStr, order.OrderID)
|
||||
|
||||
return &LimitOrderResult{
|
||||
OrderID: fmt.Sprintf("%d", order.OrderID),
|
||||
ClientID: order.ClientOrderID,
|
||||
Symbol: order.Symbol,
|
||||
Side: string(order.Side),
|
||||
PositionSide: string(order.PositionSide),
|
||||
Price: req.Price,
|
||||
Quantity: req.Quantity,
|
||||
Status: string(order.Status),
|
||||
}, nil
|
||||
}
|
||||
|
||||
// CancelOrder cancels a specific order by ID
|
||||
// This implements the GridTrader interface for FuturesTrader
|
||||
func (t *FuturesTrader) CancelOrder(symbol, orderID string) error {
|
||||
// Parse order ID to int64
|
||||
orderIDInt, err := strconv.ParseInt(orderID, 10, 64)
|
||||
if err != nil {
|
||||
return fmt.Errorf("invalid order ID: %w", err)
|
||||
}
|
||||
|
||||
_, err = t.client.NewCancelOrderService().
|
||||
Symbol(symbol).
|
||||
OrderID(orderIDInt).
|
||||
Do(context.Background())
|
||||
|
||||
if err != nil {
|
||||
return fmt.Errorf("failed to cancel order: %w", err)
|
||||
}
|
||||
|
||||
logger.Infof("✓ [Grid] Cancelled order: %s/%s", symbol, orderID)
|
||||
return nil
|
||||
}
|
||||
|
||||
// GetOrderBook gets the order book for a symbol
|
||||
// This implements the GridTrader interface for FuturesTrader
|
||||
func (t *FuturesTrader) GetOrderBook(symbol string, depth int) (bids, asks [][]float64, err error) {
|
||||
book, err := t.client.NewDepthService().
|
||||
Symbol(symbol).
|
||||
Limit(depth).
|
||||
Do(context.Background())
|
||||
|
||||
if err != nil {
|
||||
return nil, nil, fmt.Errorf("failed to get order book: %w", err)
|
||||
}
|
||||
|
||||
// Convert bids
|
||||
bids = make([][]float64, len(book.Bids))
|
||||
for i, bid := range book.Bids {
|
||||
price, _ := strconv.ParseFloat(bid.Price, 64)
|
||||
qty, _ := strconv.ParseFloat(bid.Quantity, 64)
|
||||
bids[i] = []float64{price, qty}
|
||||
}
|
||||
|
||||
// Convert asks
|
||||
asks = make([][]float64, len(book.Asks))
|
||||
for i, ask := range book.Asks {
|
||||
price, _ := strconv.ParseFloat(ask.Price, 64)
|
||||
qty, _ := strconv.ParseFloat(ask.Quantity, 64)
|
||||
asks[i] = []float64{price, qty}
|
||||
}
|
||||
|
||||
return bids, asks, nil
|
||||
}
|
||||
|
||||
// CancelStopOrders cancels take-profit/stop-loss orders for this symbol (used to adjust TP/SL positions)
|
||||
// Now uses both legacy API and new Algo Order API (Binance migrated stop orders to Algo system)
|
||||
func (t *FuturesTrader) CancelStopOrders(symbol string) error {
|
||||
@@ -1035,6 +1154,42 @@ func (t *FuturesTrader) FormatQuantity(symbol string, quantity float64) (string,
|
||||
return fmt.Sprintf(format, quantity), nil
|
||||
}
|
||||
|
||||
// GetSymbolPricePrecision gets the price precision for a trading pair
|
||||
func (t *FuturesTrader) GetSymbolPricePrecision(symbol string) (int, error) {
|
||||
exchangeInfo, err := t.client.NewExchangeInfoService().Do(context.Background())
|
||||
if err != nil {
|
||||
return 0, fmt.Errorf("failed to get trading rules: %w", err)
|
||||
}
|
||||
|
||||
for _, s := range exchangeInfo.Symbols {
|
||||
if s.Symbol == symbol {
|
||||
// Get precision from PRICE_FILTER filter
|
||||
for _, filter := range s.Filters {
|
||||
if filter["filterType"] == "PRICE_FILTER" {
|
||||
tickSize := filter["tickSize"].(string)
|
||||
precision := calculatePrecision(tickSize)
|
||||
return precision, nil
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Default to 2 decimal places for price
|
||||
return 2, nil
|
||||
}
|
||||
|
||||
// FormatPrice formats price to correct precision
|
||||
func (t *FuturesTrader) FormatPrice(symbol string, price float64) (string, error) {
|
||||
precision, err := t.GetSymbolPricePrecision(symbol)
|
||||
if err != nil {
|
||||
// If retrieval fails, use default format
|
||||
return fmt.Sprintf("%.2f", price), nil
|
||||
}
|
||||
|
||||
format := fmt.Sprintf("%%.%df", precision)
|
||||
return fmt.Sprintf(format, price), nil
|
||||
}
|
||||
|
||||
// Helper functions
|
||||
func contains(s, substr string) bool {
|
||||
return len(s) >= len(substr) && stringContains(s, substr)
|
||||
|
||||
@@ -1102,3 +1102,134 @@ func (t *BitgetTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
|
||||
// TODO: Implement Bitget open orders
|
||||
return []OpenOrder{}, nil
|
||||
}
|
||||
|
||||
// PlaceLimitOrder places a limit order for grid trading
|
||||
// Implements GridTrader interface
|
||||
func (t *BitgetTrader) PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderResult, error) {
|
||||
symbol := t.convertSymbol(req.Symbol)
|
||||
|
||||
// Set leverage if specified
|
||||
if req.Leverage > 0 {
|
||||
if err := t.SetLeverage(symbol, req.Leverage); err != nil {
|
||||
logger.Warnf("[Bitget] Failed to set leverage: %v", err)
|
||||
}
|
||||
}
|
||||
|
||||
// Format quantity
|
||||
qtyStr, _ := t.FormatQuantity(symbol, req.Quantity)
|
||||
|
||||
// Determine side
|
||||
side := "buy"
|
||||
if req.Side == "SELL" {
|
||||
side = "sell"
|
||||
}
|
||||
|
||||
body := map[string]interface{}{
|
||||
"symbol": symbol,
|
||||
"productType": "USDT-FUTURES",
|
||||
"marginMode": "crossed",
|
||||
"marginCoin": "USDT",
|
||||
"side": side,
|
||||
"orderType": "limit",
|
||||
"size": qtyStr,
|
||||
"price": fmt.Sprintf("%.8f", req.Price),
|
||||
"force": "GTC", // Good Till Cancel
|
||||
"clientOid": genBitgetClientOid(),
|
||||
}
|
||||
|
||||
// Add reduce only if specified
|
||||
if req.ReduceOnly {
|
||||
body["reduceOnly"] = "YES"
|
||||
}
|
||||
|
||||
logger.Infof("[Bitget] PlaceLimitOrder: %s %s @ %.4f, qty=%s", symbol, side, req.Price, qtyStr)
|
||||
|
||||
data, err := t.doRequest("POST", bitgetOrderPath, body)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to place limit order: %w", err)
|
||||
}
|
||||
|
||||
var order struct {
|
||||
OrderId string `json:"orderId"`
|
||||
ClientOid string `json:"clientOid"`
|
||||
}
|
||||
|
||||
if err := json.Unmarshal(data, &order); err != nil {
|
||||
return nil, fmt.Errorf("failed to parse order response: %w", err)
|
||||
}
|
||||
|
||||
logger.Infof("✓ [Bitget] Limit order placed: %s %s @ %.4f, orderID=%s",
|
||||
symbol, side, req.Price, order.OrderId)
|
||||
|
||||
return &LimitOrderResult{
|
||||
OrderID: order.OrderId,
|
||||
ClientID: order.ClientOid,
|
||||
Symbol: req.Symbol,
|
||||
Side: req.Side,
|
||||
PositionSide: req.PositionSide,
|
||||
Price: req.Price,
|
||||
Quantity: req.Quantity,
|
||||
Status: "NEW",
|
||||
}, nil
|
||||
}
|
||||
|
||||
// CancelOrder cancels a specific order by ID
|
||||
// Implements GridTrader interface
|
||||
func (t *BitgetTrader) CancelOrder(symbol, orderID string) error {
|
||||
symbol = t.convertSymbol(symbol)
|
||||
|
||||
body := map[string]interface{}{
|
||||
"symbol": symbol,
|
||||
"productType": "USDT-FUTURES",
|
||||
"orderId": orderID,
|
||||
}
|
||||
|
||||
_, err := t.doRequest("POST", "/api/v2/mix/order/cancel-order", body)
|
||||
if err != nil {
|
||||
return fmt.Errorf("failed to cancel order: %w", err)
|
||||
}
|
||||
|
||||
logger.Infof("✓ [Bitget] Order cancelled: %s %s", symbol, orderID)
|
||||
return nil
|
||||
}
|
||||
|
||||
// GetOrderBook gets the order book for a symbol
|
||||
// Implements GridTrader interface
|
||||
func (t *BitgetTrader) GetOrderBook(symbol string, depth int) (bids, asks [][]float64, err error) {
|
||||
symbol = t.convertSymbol(symbol)
|
||||
path := fmt.Sprintf("/api/v2/mix/market/depth?symbol=%s&productType=USDT-FUTURES&limit=%d", symbol, depth)
|
||||
|
||||
data, err := t.doRequest("GET", path, nil)
|
||||
if err != nil {
|
||||
return nil, nil, fmt.Errorf("failed to get order book: %w", err)
|
||||
}
|
||||
|
||||
var result struct {
|
||||
Bids [][]string `json:"bids"`
|
||||
Asks [][]string `json:"asks"`
|
||||
}
|
||||
|
||||
if err := json.Unmarshal(data, &result); err != nil {
|
||||
return nil, nil, fmt.Errorf("failed to parse order book: %w", err)
|
||||
}
|
||||
|
||||
// Parse bids
|
||||
for _, b := range result.Bids {
|
||||
if len(b) >= 2 {
|
||||
price, _ := strconv.ParseFloat(b[0], 64)
|
||||
qty, _ := strconv.ParseFloat(b[1], 64)
|
||||
bids = append(bids, []float64{price, qty})
|
||||
}
|
||||
}
|
||||
|
||||
// Parse asks
|
||||
for _, a := range result.Asks {
|
||||
if len(a) >= 2 {
|
||||
price, _ := strconv.ParseFloat(a[0], 64)
|
||||
qty, _ := strconv.ParseFloat(a[1], 64)
|
||||
asks = append(asks, []float64{price, qty})
|
||||
}
|
||||
}
|
||||
|
||||
return bids, asks, nil
|
||||
}
|
||||
|
||||
@@ -1105,3 +1105,159 @@ func (t *BybitTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
|
||||
|
||||
return result, nil
|
||||
}
|
||||
|
||||
// PlaceLimitOrder places a limit order for grid trading
|
||||
// Implements GridTrader interface
|
||||
func (t *BybitTrader) PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderResult, error) {
|
||||
// Format quantity
|
||||
qtyStr, err := t.FormatQuantity(req.Symbol, req.Quantity)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to format quantity: %w", err)
|
||||
}
|
||||
|
||||
// Format price
|
||||
priceStr := fmt.Sprintf("%.8f", req.Price)
|
||||
|
||||
// Set leverage if specified
|
||||
if req.Leverage > 0 {
|
||||
if err := t.SetLeverage(req.Symbol, req.Leverage); err != nil {
|
||||
logger.Warnf("[Bybit] Failed to set leverage: %v", err)
|
||||
}
|
||||
}
|
||||
|
||||
// Determine side
|
||||
side := "Buy"
|
||||
if req.Side == "SELL" {
|
||||
side = "Sell"
|
||||
}
|
||||
|
||||
params := map[string]interface{}{
|
||||
"category": "linear",
|
||||
"symbol": req.Symbol,
|
||||
"side": side,
|
||||
"orderType": "Limit",
|
||||
"qty": qtyStr,
|
||||
"price": priceStr,
|
||||
"timeInForce": "GTC", // Good Till Cancel
|
||||
"positionIdx": 0, // One-way position mode
|
||||
}
|
||||
|
||||
// Add reduce only if specified
|
||||
if req.ReduceOnly {
|
||||
params["reduceOnly"] = true
|
||||
}
|
||||
|
||||
logger.Infof("[Bybit] PlaceLimitOrder: %s %s @ %s, qty=%s", req.Symbol, side, priceStr, qtyStr)
|
||||
|
||||
result, err := t.client.NewUtaBybitServiceWithParams(params).PlaceOrder(context.Background())
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to place limit order: %w", err)
|
||||
}
|
||||
|
||||
// Parse result
|
||||
orderID := ""
|
||||
if result.RetCode == 0 {
|
||||
if resultData, ok := result.Result.(map[string]interface{}); ok {
|
||||
if id, ok := resultData["orderId"].(string); ok {
|
||||
orderID = id
|
||||
}
|
||||
}
|
||||
} else {
|
||||
return nil, fmt.Errorf("Bybit order failed: %s", result.RetMsg)
|
||||
}
|
||||
|
||||
logger.Infof("✓ [Bybit] Limit order placed: %s %s @ %s, qty=%s, orderID=%s",
|
||||
req.Symbol, side, priceStr, qtyStr, orderID)
|
||||
|
||||
return &LimitOrderResult{
|
||||
OrderID: orderID,
|
||||
ClientID: req.ClientID,
|
||||
Symbol: req.Symbol,
|
||||
Side: req.Side,
|
||||
PositionSide: req.PositionSide,
|
||||
Price: req.Price,
|
||||
Quantity: req.Quantity,
|
||||
Status: "NEW",
|
||||
}, nil
|
||||
}
|
||||
|
||||
// CancelOrder cancels a specific order by ID
|
||||
// Implements GridTrader interface
|
||||
func (t *BybitTrader) CancelOrder(symbol, orderID string) error {
|
||||
params := map[string]interface{}{
|
||||
"category": "linear",
|
||||
"symbol": symbol,
|
||||
"orderId": orderID,
|
||||
}
|
||||
|
||||
result, err := t.client.NewUtaBybitServiceWithParams(params).CancelOrder(context.Background())
|
||||
if err != nil {
|
||||
return fmt.Errorf("failed to cancel order: %w", err)
|
||||
}
|
||||
|
||||
if result.RetCode != 0 {
|
||||
return fmt.Errorf("Bybit cancel order failed: %s", result.RetMsg)
|
||||
}
|
||||
|
||||
logger.Infof("✓ [Bybit] Order cancelled: %s %s", symbol, orderID)
|
||||
return nil
|
||||
}
|
||||
|
||||
// GetOrderBook gets the order book for a symbol
|
||||
// Implements GridTrader interface
|
||||
func (t *BybitTrader) GetOrderBook(symbol string, depth int) (bids, asks [][]float64, err error) {
|
||||
if depth <= 0 {
|
||||
depth = 25
|
||||
}
|
||||
|
||||
// Use HTTP request directly since the SDK doesn't expose GetOrderbook
|
||||
url := fmt.Sprintf("https://api.bybit.com/v5/market/orderbook?category=linear&symbol=%s&limit=%d", symbol, depth)
|
||||
resp, err := http.Get(url)
|
||||
if err != nil {
|
||||
return nil, nil, fmt.Errorf("failed to get order book: %w", err)
|
||||
}
|
||||
defer resp.Body.Close()
|
||||
|
||||
body, _ := io.ReadAll(resp.Body)
|
||||
if resp.StatusCode != http.StatusOK {
|
||||
return nil, nil, fmt.Errorf("HTTP %d: %s", resp.StatusCode, string(body))
|
||||
}
|
||||
|
||||
var result struct {
|
||||
RetCode int `json:"retCode"`
|
||||
RetMsg string `json:"retMsg"`
|
||||
Result struct {
|
||||
S string `json:"s"` // symbol
|
||||
B [][]string `json:"b"` // bids [[price, size], ...]
|
||||
A [][]string `json:"a"` // asks [[price, size], ...]
|
||||
} `json:"result"`
|
||||
}
|
||||
|
||||
if err := json.Unmarshal(body, &result); err != nil {
|
||||
return nil, nil, fmt.Errorf("failed to parse order book: %w", err)
|
||||
}
|
||||
|
||||
if result.RetCode != 0 {
|
||||
return nil, nil, fmt.Errorf("Bybit get orderbook failed: %s", result.RetMsg)
|
||||
}
|
||||
|
||||
// Parse bids
|
||||
for _, b := range result.Result.B {
|
||||
if len(b) >= 2 {
|
||||
price, _ := strconv.ParseFloat(b[0], 64)
|
||||
qty, _ := strconv.ParseFloat(b[1], 64)
|
||||
bids = append(bids, []float64{price, qty})
|
||||
}
|
||||
}
|
||||
|
||||
// Parse asks
|
||||
for _, a := range result.Result.A {
|
||||
if len(a) >= 2 {
|
||||
price, _ := strconv.ParseFloat(a[0], 64)
|
||||
qty, _ := strconv.ParseFloat(a[1], 64)
|
||||
asks = append(asks, []float64{price, qty})
|
||||
}
|
||||
}
|
||||
|
||||
return bids, asks, nil
|
||||
}
|
||||
|
||||
@@ -2114,3 +2114,118 @@ func (t *HyperliquidTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
|
||||
|
||||
return result, nil
|
||||
}
|
||||
|
||||
// PlaceLimitOrder places a limit order for grid trading
|
||||
// Implements GridTrader interface
|
||||
func (t *HyperliquidTrader) PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderResult, error) {
|
||||
coin := convertSymbolToHyperliquid(req.Symbol)
|
||||
|
||||
// Set leverage if specified and not xyz dex
|
||||
isXyz := strings.HasPrefix(coin, "xyz:")
|
||||
if req.Leverage > 0 && !isXyz {
|
||||
if err := t.SetLeverage(req.Symbol, req.Leverage); err != nil {
|
||||
logger.Warnf("[Hyperliquid] Failed to set leverage: %v", err)
|
||||
}
|
||||
}
|
||||
|
||||
// Round quantity to allowed decimals
|
||||
roundedQuantity := t.roundToSzDecimals(coin, req.Quantity)
|
||||
|
||||
// Round price to 5 significant figures
|
||||
roundedPrice := t.roundPriceToSigfigs(req.Price)
|
||||
|
||||
// Determine if buy or sell
|
||||
isBuy := req.Side == "BUY"
|
||||
|
||||
logger.Infof("[Hyperliquid] PlaceLimitOrder: %s %s @ %.4f, qty=%.4f", coin, req.Side, roundedPrice, roundedQuantity)
|
||||
|
||||
order := hyperliquid.CreateOrderRequest{
|
||||
Coin: coin,
|
||||
IsBuy: isBuy,
|
||||
Size: roundedQuantity,
|
||||
Price: roundedPrice,
|
||||
OrderType: hyperliquid.OrderType{
|
||||
Limit: &hyperliquid.LimitOrderType{
|
||||
Tif: hyperliquid.TifGtc, // Good Till Cancel for grid orders
|
||||
},
|
||||
},
|
||||
ReduceOnly: req.ReduceOnly,
|
||||
}
|
||||
|
||||
_, err := t.exchange.Order(t.ctx, order, defaultBuilder)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to place limit order: %w", err)
|
||||
}
|
||||
|
||||
// Note: Hyperliquid's Order response doesn't return the order ID directly
|
||||
// We would need to query open orders to get it, but for grid trading
|
||||
// we can track orders by price level instead
|
||||
orderID := fmt.Sprintf("%d", time.Now().UnixNano())
|
||||
|
||||
logger.Infof("✓ [Hyperliquid] Limit order placed: %s %s @ %.4f",
|
||||
coin, req.Side, roundedPrice)
|
||||
|
||||
return &LimitOrderResult{
|
||||
OrderID: orderID,
|
||||
ClientID: req.ClientID,
|
||||
Symbol: req.Symbol,
|
||||
Side: req.Side,
|
||||
PositionSide: req.PositionSide,
|
||||
Price: roundedPrice,
|
||||
Quantity: roundedQuantity,
|
||||
Status: "NEW",
|
||||
}, nil
|
||||
}
|
||||
|
||||
// CancelOrder cancels a specific order by ID
|
||||
// Implements GridTrader interface
|
||||
func (t *HyperliquidTrader) CancelOrder(symbol, orderID string) error {
|
||||
coin := convertSymbolToHyperliquid(symbol)
|
||||
|
||||
// Parse order ID
|
||||
oid, err := strconv.ParseInt(orderID, 10, 64)
|
||||
if err != nil {
|
||||
return fmt.Errorf("invalid order ID: %w", err)
|
||||
}
|
||||
|
||||
_, err = t.exchange.Cancel(t.ctx, coin, oid)
|
||||
if err != nil {
|
||||
return fmt.Errorf("failed to cancel order: %w", err)
|
||||
}
|
||||
|
||||
logger.Infof("✓ [Hyperliquid] Order cancelled: %s %s", symbol, orderID)
|
||||
return nil
|
||||
}
|
||||
|
||||
// GetOrderBook gets the order book for a symbol
|
||||
// Implements GridTrader interface
|
||||
func (t *HyperliquidTrader) GetOrderBook(symbol string, depth int) (bids, asks [][]float64, err error) {
|
||||
coin := convertSymbolToHyperliquid(symbol)
|
||||
|
||||
l2Book, err := t.exchange.Info().L2Snapshot(t.ctx, coin)
|
||||
if err != nil {
|
||||
return nil, nil, fmt.Errorf("failed to get order book: %w", err)
|
||||
}
|
||||
|
||||
if l2Book == nil || len(l2Book.Levels) < 2 {
|
||||
return nil, nil, fmt.Errorf("invalid order book data")
|
||||
}
|
||||
|
||||
// Parse bids (first level array)
|
||||
for i, level := range l2Book.Levels[0] {
|
||||
if i >= depth {
|
||||
break
|
||||
}
|
||||
bids = append(bids, []float64{level.Px, level.Sz})
|
||||
}
|
||||
|
||||
// Parse asks (second level array)
|
||||
for i, level := range l2Book.Levels[1] {
|
||||
if i >= depth {
|
||||
break
|
||||
}
|
||||
asks = append(asks, []float64{level.Px, level.Sz})
|
||||
}
|
||||
|
||||
return bids, asks, nil
|
||||
}
|
||||
|
||||
@@ -112,3 +112,95 @@ type OpenOrder struct {
|
||||
Quantity float64 `json:"quantity"`
|
||||
Status string `json:"status"` // NEW
|
||||
}
|
||||
|
||||
// LimitOrderRequest represents a limit order request for grid trading
|
||||
type LimitOrderRequest struct {
|
||||
Symbol string `json:"symbol"`
|
||||
Side string `json:"side"` // BUY/SELL
|
||||
PositionSide string `json:"position_side"` // LONG/SHORT (for hedge mode)
|
||||
Price float64 `json:"price"` // Limit price
|
||||
Quantity float64 `json:"quantity"`
|
||||
Leverage int `json:"leverage"`
|
||||
PostOnly bool `json:"post_only"` // Maker only order
|
||||
ReduceOnly bool `json:"reduce_only"` // Reduce position only
|
||||
ClientID string `json:"client_id"` // Client order ID for tracking
|
||||
}
|
||||
|
||||
// LimitOrderResult represents the result of placing a limit order
|
||||
type LimitOrderResult struct {
|
||||
OrderID string `json:"order_id"`
|
||||
ClientID string `json:"client_id"`
|
||||
Symbol string `json:"symbol"`
|
||||
Side string `json:"side"`
|
||||
PositionSide string `json:"position_side"`
|
||||
Price float64 `json:"price"`
|
||||
Quantity float64 `json:"quantity"`
|
||||
Status string `json:"status"` // NEW, PARTIALLY_FILLED, FILLED, CANCELED
|
||||
}
|
||||
|
||||
// GridTrader extends Trader interface with limit order support for grid trading
|
||||
// Exchanges that support grid trading should implement this interface
|
||||
type GridTrader interface {
|
||||
Trader
|
||||
|
||||
// PlaceLimitOrder places a limit order at specified price
|
||||
// Returns order ID and status
|
||||
PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderResult, error)
|
||||
|
||||
// CancelOrder cancels a specific order by ID
|
||||
CancelOrder(symbol, orderID string) error
|
||||
|
||||
// GetOrderBook gets current order book (for price validation)
|
||||
// Returns best bid/ask prices
|
||||
GetOrderBook(symbol string, depth int) (bids, asks [][]float64, err error)
|
||||
}
|
||||
|
||||
// GridTraderAdapter wraps a basic Trader to provide GridTrader interface
|
||||
// Uses stop orders as a fallback when limit orders aren't directly available
|
||||
type GridTraderAdapter struct {
|
||||
Trader
|
||||
}
|
||||
|
||||
// NewGridTraderAdapter creates an adapter for basic Trader
|
||||
func NewGridTraderAdapter(t Trader) *GridTraderAdapter {
|
||||
return &GridTraderAdapter{Trader: t}
|
||||
}
|
||||
|
||||
// PlaceLimitOrder implements limit order using available methods
|
||||
// For exchanges without native limit order support, this uses conditional orders
|
||||
func (a *GridTraderAdapter) PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderResult, error) {
|
||||
// Use SetStopLoss/SetTakeProfit as conditional limit orders
|
||||
// For buy orders below current price, use stop-loss mechanism
|
||||
// For sell orders above current price, use take-profit mechanism
|
||||
var err error
|
||||
if req.Side == "BUY" {
|
||||
err = a.Trader.SetStopLoss(req.Symbol, "SHORT", req.Quantity, req.Price)
|
||||
} else {
|
||||
err = a.Trader.SetTakeProfit(req.Symbol, "LONG", req.Quantity, req.Price)
|
||||
}
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return &LimitOrderResult{
|
||||
OrderID: req.ClientID,
|
||||
ClientID: req.ClientID,
|
||||
Symbol: req.Symbol,
|
||||
Side: req.Side,
|
||||
PositionSide: req.PositionSide,
|
||||
Price: req.Price,
|
||||
Quantity: req.Quantity,
|
||||
Status: "NEW",
|
||||
}, nil
|
||||
}
|
||||
|
||||
// CancelOrder cancels a specific order
|
||||
func (a *GridTraderAdapter) CancelOrder(symbol, orderID string) error {
|
||||
// Fallback: cancel all orders for the symbol
|
||||
return a.Trader.CancelAllOrders(symbol)
|
||||
}
|
||||
|
||||
// GetOrderBook returns empty order book (not supported in basic Trader)
|
||||
func (a *GridTraderAdapter) GetOrderBook(symbol string, depth int) (bids, asks [][]float64, err error) {
|
||||
// Not supported, return empty
|
||||
return nil, nil, nil
|
||||
}
|
||||
|
||||
@@ -328,12 +328,13 @@ func (t *LighterTraderV2) FormatQuantity(symbol string, quantity float64) (strin
|
||||
return fmt.Sprintf("%.4f", quantity), nil
|
||||
}
|
||||
|
||||
// GetOrderBook Get order book with best bid/ask prices
|
||||
func (t *LighterTraderV2) GetOrderBook(symbol string) (bestBid, bestAsk float64, err error) {
|
||||
// GetOrderBook Get order book (implements GridTrader interface)
|
||||
// Returns bids and asks as [][]float64 where each element is [price, quantity]
|
||||
func (t *LighterTraderV2) GetOrderBook(symbol string, depth int) (bids, asks [][]float64, err error) {
|
||||
// Get market_id first
|
||||
marketID, err := t.getMarketIndex(symbol)
|
||||
if err != nil {
|
||||
return 0, 0, fmt.Errorf("failed to get market ID: %w", err)
|
||||
return nil, nil, fmt.Errorf("failed to get market ID: %w", err)
|
||||
}
|
||||
|
||||
// Get order book from Lighter API
|
||||
@@ -341,22 +342,22 @@ func (t *LighterTraderV2) GetOrderBook(symbol string) (bestBid, bestAsk float64,
|
||||
|
||||
req, err := http.NewRequest("GET", endpoint, nil)
|
||||
if err != nil {
|
||||
return 0, 0, err
|
||||
return nil, nil, err
|
||||
}
|
||||
|
||||
resp, err := t.client.Do(req)
|
||||
if err != nil {
|
||||
return 0, 0, err
|
||||
return nil, nil, err
|
||||
}
|
||||
defer resp.Body.Close()
|
||||
|
||||
body, err := io.ReadAll(resp.Body)
|
||||
if err != nil {
|
||||
return 0, 0, err
|
||||
return nil, nil, err
|
||||
}
|
||||
|
||||
if resp.StatusCode != http.StatusOK {
|
||||
return 0, 0, fmt.Errorf("failed to get order book (status %d): %s", resp.StatusCode, string(body))
|
||||
return nil, nil, fmt.Errorf("failed to get order book (status %d): %s", resp.StatusCode, string(body))
|
||||
}
|
||||
|
||||
// Parse response
|
||||
@@ -369,35 +370,61 @@ func (t *LighterTraderV2) GetOrderBook(symbol string) (bestBid, bestAsk float64,
|
||||
}
|
||||
|
||||
if err := json.Unmarshal(body, &apiResp); err != nil {
|
||||
return 0, 0, fmt.Errorf("failed to parse order book: %w", err)
|
||||
return nil, nil, fmt.Errorf("failed to parse order book: %w", err)
|
||||
}
|
||||
|
||||
if apiResp.Code != 200 {
|
||||
return 0, 0, fmt.Errorf("API error code: %d", apiResp.Code)
|
||||
return nil, nil, fmt.Errorf("API error code: %d", apiResp.Code)
|
||||
}
|
||||
|
||||
// Get best bid (highest buy price)
|
||||
if len(apiResp.Data.Bids) > 0 && len(apiResp.Data.Bids[0]) >= 1 {
|
||||
if price, ok := apiResp.Data.Bids[0][0].(float64); ok {
|
||||
bestBid = price
|
||||
} else if priceStr, ok := apiResp.Data.Bids[0][0].(string); ok {
|
||||
bestBid, _ = strconv.ParseFloat(priceStr, 64)
|
||||
// Helper to parse price/quantity from interface{}
|
||||
parseFloat := func(v interface{}) float64 {
|
||||
if f, ok := v.(float64); ok {
|
||||
return f
|
||||
}
|
||||
if s, ok := v.(string); ok {
|
||||
f, _ := strconv.ParseFloat(s, 64)
|
||||
return f
|
||||
}
|
||||
return 0
|
||||
}
|
||||
|
||||
// Convert bids to [][]float64
|
||||
maxBids := len(apiResp.Data.Bids)
|
||||
if depth > 0 && depth < maxBids {
|
||||
maxBids = depth
|
||||
}
|
||||
bids = make([][]float64, 0, maxBids)
|
||||
for i := 0; i < maxBids; i++ {
|
||||
if len(apiResp.Data.Bids[i]) >= 2 {
|
||||
price := parseFloat(apiResp.Data.Bids[i][0])
|
||||
qty := parseFloat(apiResp.Data.Bids[i][1])
|
||||
if price > 0 && qty > 0 {
|
||||
bids = append(bids, []float64{price, qty})
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Get best ask (lowest sell price)
|
||||
if len(apiResp.Data.Asks) > 0 && len(apiResp.Data.Asks[0]) >= 1 {
|
||||
if price, ok := apiResp.Data.Asks[0][0].(float64); ok {
|
||||
bestAsk = price
|
||||
} else if priceStr, ok := apiResp.Data.Asks[0][0].(string); ok {
|
||||
bestAsk, _ = strconv.ParseFloat(priceStr, 64)
|
||||
// Convert asks to [][]float64
|
||||
maxAsks := len(apiResp.Data.Asks)
|
||||
if depth > 0 && depth < maxAsks {
|
||||
maxAsks = depth
|
||||
}
|
||||
asks = make([][]float64, 0, maxAsks)
|
||||
for i := 0; i < maxAsks; i++ {
|
||||
if len(apiResp.Data.Asks[i]) >= 2 {
|
||||
price := parseFloat(apiResp.Data.Asks[i][0])
|
||||
qty := parseFloat(apiResp.Data.Asks[i][1])
|
||||
if price > 0 && qty > 0 {
|
||||
asks = append(asks, []float64{price, qty})
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
if bestBid <= 0 || bestAsk <= 0 {
|
||||
return 0, 0, fmt.Errorf("invalid order book prices: bid=%.2f, ask=%.2f", bestBid, bestAsk)
|
||||
if len(bids) > 0 && len(asks) > 0 {
|
||||
logger.Infof("✓ Lighter order book: %s best_bid=%.2f, best_ask=%.2f, depth=%d/%d",
|
||||
symbol, bids[0][0], asks[0][0], len(bids), len(asks))
|
||||
}
|
||||
|
||||
logger.Infof("✓ Lighter order book: %s bid=%.2f, ask=%.2f", symbol, bestBid, bestAsk)
|
||||
return bestBid, bestAsk, nil
|
||||
return bids, asks, nil
|
||||
}
|
||||
|
||||
@@ -692,3 +692,45 @@ func (t *LighterTraderV2) GetOpenOrders(symbol string) ([]OpenOrder, error) {
|
||||
// TODO: Implement Lighter open orders
|
||||
return []OpenOrder{}, nil
|
||||
}
|
||||
|
||||
// PlaceLimitOrder implements GridTrader interface for grid trading
|
||||
// Places a limit order at the specified price
|
||||
func (t *LighterTraderV2) PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderResult, error) {
|
||||
if t.txClient == nil {
|
||||
return nil, fmt.Errorf("TxClient not initialized")
|
||||
}
|
||||
|
||||
// Determine if this is a sell (ask) order
|
||||
isAsk := req.Side == "SELL"
|
||||
|
||||
logger.Infof("📝 LIGHTER placing limit order: %s %s @ %.4f, qty=%.4f",
|
||||
req.Symbol, req.Side, req.Price, req.Quantity)
|
||||
|
||||
// Create limit order using existing CreateOrder function
|
||||
orderResult, err := t.CreateOrder(req.Symbol, isAsk, req.Quantity, req.Price, "limit", req.ReduceOnly)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to place limit order: %w", err)
|
||||
}
|
||||
|
||||
// Extract order ID from result
|
||||
orderID := ""
|
||||
if id, ok := orderResult["orderId"]; ok {
|
||||
orderID = fmt.Sprintf("%v", id)
|
||||
} else if txHash, ok := orderResult["tx_hash"]; ok {
|
||||
orderID = fmt.Sprintf("%v", txHash)
|
||||
}
|
||||
|
||||
logger.Infof("✓ LIGHTER limit order placed: %s %s @ %.4f, OrderID: %s",
|
||||
req.Symbol, req.Side, req.Price, orderID)
|
||||
|
||||
return &LimitOrderResult{
|
||||
OrderID: orderID,
|
||||
ClientID: req.ClientID,
|
||||
Symbol: req.Symbol,
|
||||
Side: req.Side,
|
||||
PositionSide: req.PositionSide,
|
||||
Price: req.Price,
|
||||
Quantity: req.Quantity,
|
||||
Status: "NEW",
|
||||
}, nil
|
||||
}
|
||||
|
||||
@@ -1393,3 +1393,155 @@ func (t *OKXTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
|
||||
// TODO: Implement OKX open orders
|
||||
return []OpenOrder{}, nil
|
||||
}
|
||||
|
||||
// PlaceLimitOrder places a limit order for grid trading
|
||||
// Implements GridTrader interface
|
||||
func (t *OKXTrader) PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderResult, error) {
|
||||
instId := t.convertSymbol(req.Symbol)
|
||||
|
||||
// Get instrument info
|
||||
inst, err := t.getInstrument(req.Symbol)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to get instrument info: %w", err)
|
||||
}
|
||||
|
||||
// Set leverage if specified
|
||||
if req.Leverage > 0 {
|
||||
if err := t.SetLeverage(req.Symbol, req.Leverage); err != nil {
|
||||
logger.Warnf("[OKX] Failed to set leverage: %v", err)
|
||||
}
|
||||
}
|
||||
|
||||
// Convert quantity to contract size
|
||||
sz := req.Quantity / inst.CtVal
|
||||
szStr := t.formatSize(sz, inst)
|
||||
|
||||
// Determine side and position side
|
||||
side := "buy"
|
||||
posSide := "long"
|
||||
if req.Side == "SELL" {
|
||||
side = "sell"
|
||||
posSide = "short"
|
||||
}
|
||||
|
||||
body := map[string]interface{}{
|
||||
"instId": instId,
|
||||
"tdMode": "cross",
|
||||
"side": side,
|
||||
"posSide": posSide,
|
||||
"ordType": "limit",
|
||||
"sz": szStr,
|
||||
"px": fmt.Sprintf("%.8f", req.Price),
|
||||
"clOrdId": genOkxClOrdID(),
|
||||
"tag": okxTag,
|
||||
}
|
||||
|
||||
// Add reduce only if specified
|
||||
if req.ReduceOnly {
|
||||
body["reduceOnly"] = true
|
||||
}
|
||||
|
||||
logger.Infof("[OKX] PlaceLimitOrder: %s %s @ %.4f, sz=%s", instId, side, req.Price, szStr)
|
||||
|
||||
data, err := t.doRequest("POST", okxOrderPath, body)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to place limit order: %w", err)
|
||||
}
|
||||
|
||||
var orders []struct {
|
||||
OrdId string `json:"ordId"`
|
||||
ClOrdId string `json:"clOrdId"`
|
||||
SCode string `json:"sCode"`
|
||||
SMsg string `json:"sMsg"`
|
||||
}
|
||||
|
||||
if err := json.Unmarshal(data, &orders); err != nil {
|
||||
return nil, fmt.Errorf("failed to parse order response: %w", err)
|
||||
}
|
||||
|
||||
if len(orders) == 0 {
|
||||
return nil, fmt.Errorf("empty order response")
|
||||
}
|
||||
|
||||
if orders[0].SCode != "0" {
|
||||
return nil, fmt.Errorf("OKX order failed: %s", orders[0].SMsg)
|
||||
}
|
||||
|
||||
logger.Infof("✓ [OKX] Limit order placed: %s %s @ %.4f, orderID=%s",
|
||||
instId, side, req.Price, orders[0].OrdId)
|
||||
|
||||
return &LimitOrderResult{
|
||||
OrderID: orders[0].OrdId,
|
||||
ClientID: orders[0].ClOrdId,
|
||||
Symbol: req.Symbol,
|
||||
Side: req.Side,
|
||||
PositionSide: req.PositionSide,
|
||||
Price: req.Price,
|
||||
Quantity: req.Quantity,
|
||||
Status: "NEW",
|
||||
}, nil
|
||||
}
|
||||
|
||||
// CancelOrder cancels a specific order by ID
|
||||
// Implements GridTrader interface
|
||||
func (t *OKXTrader) CancelOrder(symbol, orderID string) error {
|
||||
instId := t.convertSymbol(symbol)
|
||||
|
||||
body := map[string]interface{}{
|
||||
"instId": instId,
|
||||
"ordId": orderID,
|
||||
}
|
||||
|
||||
_, err := t.doRequest("POST", "/api/v5/trade/cancel-order", body)
|
||||
if err != nil {
|
||||
return fmt.Errorf("failed to cancel order: %w", err)
|
||||
}
|
||||
|
||||
logger.Infof("✓ [OKX] Order cancelled: %s %s", symbol, orderID)
|
||||
return nil
|
||||
}
|
||||
|
||||
// GetOrderBook gets the order book for a symbol
|
||||
// Implements GridTrader interface
|
||||
func (t *OKXTrader) GetOrderBook(symbol string, depth int) (bids, asks [][]float64, err error) {
|
||||
instId := t.convertSymbol(symbol)
|
||||
path := fmt.Sprintf("/api/v5/market/books?instId=%s&sz=%d", instId, depth)
|
||||
|
||||
data, err := t.doRequest("GET", path, nil)
|
||||
if err != nil {
|
||||
return nil, nil, fmt.Errorf("failed to get order book: %w", err)
|
||||
}
|
||||
|
||||
var result []struct {
|
||||
Bids [][]string `json:"bids"`
|
||||
Asks [][]string `json:"asks"`
|
||||
}
|
||||
|
||||
if err := json.Unmarshal(data, &result); err != nil {
|
||||
return nil, nil, fmt.Errorf("failed to parse order book: %w", err)
|
||||
}
|
||||
|
||||
if len(result) == 0 {
|
||||
return nil, nil, nil
|
||||
}
|
||||
|
||||
// Parse bids
|
||||
for _, b := range result[0].Bids {
|
||||
if len(b) >= 2 {
|
||||
price, _ := strconv.ParseFloat(b[0], 64)
|
||||
qty, _ := strconv.ParseFloat(b[1], 64)
|
||||
bids = append(bids, []float64{price, qty})
|
||||
}
|
||||
}
|
||||
|
||||
// Parse asks
|
||||
for _, a := range result[0].Asks {
|
||||
if len(a) >= 2 {
|
||||
price, _ := strconv.ParseFloat(a[0], 64)
|
||||
qty, _ := strconv.ParseFloat(a[1], 64)
|
||||
asks = append(asks, []float64{price, qty})
|
||||
}
|
||||
}
|
||||
|
||||
return bids, asks, nil
|
||||
}
|
||||
|
||||
424
web/src/components/strategy/GridConfigEditor.tsx
Normal file
424
web/src/components/strategy/GridConfigEditor.tsx
Normal file
@@ -0,0 +1,424 @@
|
||||
import { Grid, DollarSign, TrendingUp, Shield } from 'lucide-react'
|
||||
import type { GridStrategyConfig } from '../../types'
|
||||
|
||||
interface GridConfigEditorProps {
|
||||
config: GridStrategyConfig
|
||||
onChange: (config: GridStrategyConfig) => void
|
||||
disabled?: boolean
|
||||
language: string
|
||||
}
|
||||
|
||||
// Default grid config
|
||||
export const defaultGridConfig: GridStrategyConfig = {
|
||||
symbol: 'BTCUSDT',
|
||||
grid_count: 10,
|
||||
total_investment: 1000,
|
||||
leverage: 5,
|
||||
upper_price: 0,
|
||||
lower_price: 0,
|
||||
use_atr_bounds: true,
|
||||
atr_multiplier: 2.0,
|
||||
distribution: 'gaussian',
|
||||
max_drawdown_pct: 15,
|
||||
stop_loss_pct: 5,
|
||||
daily_loss_limit_pct: 10,
|
||||
use_maker_only: true,
|
||||
}
|
||||
|
||||
export function GridConfigEditor({
|
||||
config,
|
||||
onChange,
|
||||
disabled,
|
||||
language,
|
||||
}: GridConfigEditorProps) {
|
||||
const t = (key: string) => {
|
||||
const translations: Record<string, Record<string, string>> = {
|
||||
// Section titles
|
||||
tradingPair: { zh: '交易设置', en: 'Trading Setup' },
|
||||
gridParameters: { zh: '网格参数', en: 'Grid Parameters' },
|
||||
priceBounds: { zh: '价格边界', en: 'Price Bounds' },
|
||||
riskControl: { zh: '风险控制', en: 'Risk Control' },
|
||||
|
||||
// Trading pair
|
||||
symbol: { zh: '交易对', en: 'Trading Pair' },
|
||||
symbolDesc: { zh: '选择要进行网格交易的交易对', en: 'Select trading pair for grid trading' },
|
||||
|
||||
// Investment
|
||||
totalInvestment: { zh: '投资金额 (USDT)', en: 'Investment (USDT)' },
|
||||
totalInvestmentDesc: { zh: '网格策略的总投资金额', en: 'Total investment for grid strategy' },
|
||||
leverage: { zh: '杠杆倍数', en: 'Leverage' },
|
||||
leverageDesc: { zh: '交易使用的杠杆倍数 (1-20)', en: 'Leverage for trading (1-20)' },
|
||||
|
||||
// Grid parameters
|
||||
gridCount: { zh: '网格数量', en: 'Grid Count' },
|
||||
gridCountDesc: { zh: '网格层级数量 (5-50)', en: 'Number of grid levels (5-50)' },
|
||||
distribution: { zh: '资金分配方式', en: 'Distribution' },
|
||||
distributionDesc: { zh: '网格层级的资金分配方式', en: 'Fund allocation across grid levels' },
|
||||
uniform: { zh: '均匀分配', en: 'Uniform' },
|
||||
gaussian: { zh: '高斯分配 (推荐)', en: 'Gaussian (Recommended)' },
|
||||
pyramid: { zh: '金字塔分配', en: 'Pyramid' },
|
||||
|
||||
// Price bounds
|
||||
useAtrBounds: { zh: '自动计算边界 (ATR)', en: 'Auto-calculate Bounds (ATR)' },
|
||||
useAtrBoundsDesc: { zh: '基于 ATR 自动计算网格上下边界', en: 'Auto-calculate bounds based on ATR' },
|
||||
atrMultiplier: { zh: 'ATR 倍数', en: 'ATR Multiplier' },
|
||||
atrMultiplierDesc: { zh: '边界距离当前价格的 ATR 倍数', en: 'ATR multiplier for bounds distance' },
|
||||
upperPrice: { zh: '上边界价格', en: 'Upper Price' },
|
||||
upperPriceDesc: { zh: '网格上边界价格 (0=自动计算)', en: 'Grid upper bound (0=auto)' },
|
||||
lowerPrice: { zh: '下边界价格', en: 'Lower Price' },
|
||||
lowerPriceDesc: { zh: '网格下边界价格 (0=自动计算)', en: 'Grid lower bound (0=auto)' },
|
||||
|
||||
// Risk control
|
||||
maxDrawdown: { zh: '最大回撤 (%)', en: 'Max Drawdown (%)' },
|
||||
maxDrawdownDesc: { zh: '触发紧急退出的最大回撤百分比', en: 'Max drawdown before emergency exit' },
|
||||
stopLoss: { zh: '止损 (%)', en: 'Stop Loss (%)' },
|
||||
stopLossDesc: { zh: '单仓位止损百分比', en: 'Stop loss per position' },
|
||||
dailyLossLimit: { zh: '日损失限制 (%)', en: 'Daily Loss Limit (%)' },
|
||||
dailyLossLimitDesc: { zh: '每日最大亏损百分比', en: 'Maximum daily loss percentage' },
|
||||
useMakerOnly: { zh: '仅使用 Maker 订单', en: 'Maker Only Orders' },
|
||||
useMakerOnlyDesc: { zh: '使用限价单以降低手续费', en: 'Use limit orders for lower fees' },
|
||||
}
|
||||
return translations[key]?.[language] || key
|
||||
}
|
||||
|
||||
const updateField = <K extends keyof GridStrategyConfig>(
|
||||
key: K,
|
||||
value: GridStrategyConfig[K]
|
||||
) => {
|
||||
if (!disabled) {
|
||||
onChange({ ...config, [key]: value })
|
||||
}
|
||||
}
|
||||
|
||||
const inputStyle = {
|
||||
background: '#1E2329',
|
||||
border: '1px solid #2B3139',
|
||||
color: '#EAECEF',
|
||||
}
|
||||
|
||||
const sectionStyle = {
|
||||
background: '#0B0E11',
|
||||
border: '1px solid #2B3139',
|
||||
}
|
||||
|
||||
return (
|
||||
<div className="space-y-6">
|
||||
{/* Trading Setup */}
|
||||
<div>
|
||||
<div className="flex items-center gap-2 mb-4">
|
||||
<DollarSign className="w-5 h-5" style={{ color: '#F0B90B' }} />
|
||||
<h3 className="font-medium" style={{ color: '#EAECEF' }}>
|
||||
{t('tradingPair')}
|
||||
</h3>
|
||||
</div>
|
||||
|
||||
<div className="grid grid-cols-1 md:grid-cols-3 gap-4">
|
||||
{/* Symbol */}
|
||||
<div className="p-4 rounded-lg" style={sectionStyle}>
|
||||
<label className="block text-sm mb-1" style={{ color: '#EAECEF' }}>
|
||||
{t('symbol')}
|
||||
</label>
|
||||
<p className="text-xs mb-2" style={{ color: '#848E9C' }}>
|
||||
{t('symbolDesc')}
|
||||
</p>
|
||||
<select
|
||||
value={config.symbol}
|
||||
onChange={(e) => updateField('symbol', e.target.value)}
|
||||
disabled={disabled}
|
||||
className="w-full px-3 py-2 rounded"
|
||||
style={inputStyle}
|
||||
>
|
||||
<option value="BTCUSDT">BTC/USDT</option>
|
||||
<option value="ETHUSDT">ETH/USDT</option>
|
||||
<option value="SOLUSDT">SOL/USDT</option>
|
||||
<option value="BNBUSDT">BNB/USDT</option>
|
||||
<option value="XRPUSDT">XRP/USDT</option>
|
||||
<option value="DOGEUSDT">DOGE/USDT</option>
|
||||
</select>
|
||||
</div>
|
||||
|
||||
{/* Investment */}
|
||||
<div className="p-4 rounded-lg" style={sectionStyle}>
|
||||
<label className="block text-sm mb-1" style={{ color: '#EAECEF' }}>
|
||||
{t('totalInvestment')}
|
||||
</label>
|
||||
<p className="text-xs mb-2" style={{ color: '#848E9C' }}>
|
||||
{t('totalInvestmentDesc')}
|
||||
</p>
|
||||
<input
|
||||
type="number"
|
||||
value={config.total_investment}
|
||||
onChange={(e) => updateField('total_investment', parseFloat(e.target.value) || 1000)}
|
||||
disabled={disabled}
|
||||
min={100}
|
||||
step={100}
|
||||
className="w-full px-3 py-2 rounded"
|
||||
style={inputStyle}
|
||||
/>
|
||||
</div>
|
||||
|
||||
{/* Leverage */}
|
||||
<div className="p-4 rounded-lg" style={sectionStyle}>
|
||||
<label className="block text-sm mb-1" style={{ color: '#EAECEF' }}>
|
||||
{t('leverage')}
|
||||
</label>
|
||||
<p className="text-xs mb-2" style={{ color: '#848E9C' }}>
|
||||
{t('leverageDesc')}
|
||||
</p>
|
||||
<input
|
||||
type="number"
|
||||
value={config.leverage}
|
||||
onChange={(e) => updateField('leverage', parseInt(e.target.value) || 5)}
|
||||
disabled={disabled}
|
||||
min={1}
|
||||
max={20}
|
||||
className="w-full px-3 py-2 rounded"
|
||||
style={inputStyle}
|
||||
/>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
{/* Grid Parameters */}
|
||||
<div>
|
||||
<div className="flex items-center gap-2 mb-4">
|
||||
<Grid className="w-5 h-5" style={{ color: '#F0B90B' }} />
|
||||
<h3 className="font-medium" style={{ color: '#EAECEF' }}>
|
||||
{t('gridParameters')}
|
||||
</h3>
|
||||
</div>
|
||||
|
||||
<div className="grid grid-cols-1 md:grid-cols-2 gap-4">
|
||||
{/* Grid Count */}
|
||||
<div className="p-4 rounded-lg" style={sectionStyle}>
|
||||
<label className="block text-sm mb-1" style={{ color: '#EAECEF' }}>
|
||||
{t('gridCount')}
|
||||
</label>
|
||||
<p className="text-xs mb-2" style={{ color: '#848E9C' }}>
|
||||
{t('gridCountDesc')}
|
||||
</p>
|
||||
<input
|
||||
type="number"
|
||||
value={config.grid_count}
|
||||
onChange={(e) => updateField('grid_count', parseInt(e.target.value) || 10)}
|
||||
disabled={disabled}
|
||||
min={5}
|
||||
max={50}
|
||||
className="w-full px-3 py-2 rounded"
|
||||
style={inputStyle}
|
||||
/>
|
||||
</div>
|
||||
|
||||
{/* Distribution */}
|
||||
<div className="p-4 rounded-lg" style={sectionStyle}>
|
||||
<label className="block text-sm mb-1" style={{ color: '#EAECEF' }}>
|
||||
{t('distribution')}
|
||||
</label>
|
||||
<p className="text-xs mb-2" style={{ color: '#848E9C' }}>
|
||||
{t('distributionDesc')}
|
||||
</p>
|
||||
<select
|
||||
value={config.distribution}
|
||||
onChange={(e) => updateField('distribution', e.target.value as 'uniform' | 'gaussian' | 'pyramid')}
|
||||
disabled={disabled}
|
||||
className="w-full px-3 py-2 rounded"
|
||||
style={inputStyle}
|
||||
>
|
||||
<option value="uniform">{t('uniform')}</option>
|
||||
<option value="gaussian">{t('gaussian')}</option>
|
||||
<option value="pyramid">{t('pyramid')}</option>
|
||||
</select>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
{/* Price Bounds */}
|
||||
<div>
|
||||
<div className="flex items-center gap-2 mb-4">
|
||||
<TrendingUp className="w-5 h-5" style={{ color: '#F0B90B' }} />
|
||||
<h3 className="font-medium" style={{ color: '#EAECEF' }}>
|
||||
{t('priceBounds')}
|
||||
</h3>
|
||||
</div>
|
||||
|
||||
{/* ATR Toggle */}
|
||||
<div className="p-4 rounded-lg mb-4" style={sectionStyle}>
|
||||
<div className="flex items-center justify-between">
|
||||
<div>
|
||||
<label className="block text-sm" style={{ color: '#EAECEF' }}>
|
||||
{t('useAtrBounds')}
|
||||
</label>
|
||||
<p className="text-xs" style={{ color: '#848E9C' }}>
|
||||
{t('useAtrBoundsDesc')}
|
||||
</p>
|
||||
</div>
|
||||
<label className="relative inline-flex items-center cursor-pointer">
|
||||
<input
|
||||
type="checkbox"
|
||||
checked={config.use_atr_bounds}
|
||||
onChange={(e) => updateField('use_atr_bounds', e.target.checked)}
|
||||
disabled={disabled}
|
||||
className="sr-only peer"
|
||||
/>
|
||||
<div className="w-11 h-6 bg-gray-600 peer-focus:outline-none rounded-full peer peer-checked:after:translate-x-full rtl:peer-checked:after:-translate-x-full peer-checked:after:border-white after:content-[''] after:absolute after:top-[2px] after:start-[2px] after:bg-white after:rounded-full after:h-5 after:w-5 after:transition-all peer-checked:bg-[#F0B90B]"></div>
|
||||
</label>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
{config.use_atr_bounds ? (
|
||||
<div className="p-4 rounded-lg" style={sectionStyle}>
|
||||
<label className="block text-sm mb-1" style={{ color: '#EAECEF' }}>
|
||||
{t('atrMultiplier')}
|
||||
</label>
|
||||
<p className="text-xs mb-2" style={{ color: '#848E9C' }}>
|
||||
{t('atrMultiplierDesc')}
|
||||
</p>
|
||||
<input
|
||||
type="number"
|
||||
value={config.atr_multiplier}
|
||||
onChange={(e) => updateField('atr_multiplier', parseFloat(e.target.value) || 2.0)}
|
||||
disabled={disabled}
|
||||
min={1}
|
||||
max={5}
|
||||
step={0.5}
|
||||
className="w-32 px-3 py-2 rounded"
|
||||
style={inputStyle}
|
||||
/>
|
||||
</div>
|
||||
) : (
|
||||
<div className="grid grid-cols-1 md:grid-cols-2 gap-4">
|
||||
<div className="p-4 rounded-lg" style={sectionStyle}>
|
||||
<label className="block text-sm mb-1" style={{ color: '#EAECEF' }}>
|
||||
{t('upperPrice')}
|
||||
</label>
|
||||
<p className="text-xs mb-2" style={{ color: '#848E9C' }}>
|
||||
{t('upperPriceDesc')}
|
||||
</p>
|
||||
<input
|
||||
type="number"
|
||||
value={config.upper_price}
|
||||
onChange={(e) => updateField('upper_price', parseFloat(e.target.value) || 0)}
|
||||
disabled={disabled}
|
||||
min={0}
|
||||
step={0.01}
|
||||
className="w-full px-3 py-2 rounded"
|
||||
style={inputStyle}
|
||||
/>
|
||||
</div>
|
||||
<div className="p-4 rounded-lg" style={sectionStyle}>
|
||||
<label className="block text-sm mb-1" style={{ color: '#EAECEF' }}>
|
||||
{t('lowerPrice')}
|
||||
</label>
|
||||
<p className="text-xs mb-2" style={{ color: '#848E9C' }}>
|
||||
{t('lowerPriceDesc')}
|
||||
</p>
|
||||
<input
|
||||
type="number"
|
||||
value={config.lower_price}
|
||||
onChange={(e) => updateField('lower_price', parseFloat(e.target.value) || 0)}
|
||||
disabled={disabled}
|
||||
min={0}
|
||||
step={0.01}
|
||||
className="w-full px-3 py-2 rounded"
|
||||
style={inputStyle}
|
||||
/>
|
||||
</div>
|
||||
</div>
|
||||
)}
|
||||
</div>
|
||||
|
||||
{/* Risk Control */}
|
||||
<div>
|
||||
<div className="flex items-center gap-2 mb-4">
|
||||
<Shield className="w-5 h-5" style={{ color: '#F0B90B' }} />
|
||||
<h3 className="font-medium" style={{ color: '#EAECEF' }}>
|
||||
{t('riskControl')}
|
||||
</h3>
|
||||
</div>
|
||||
|
||||
<div className="grid grid-cols-1 md:grid-cols-3 gap-4 mb-4">
|
||||
<div className="p-4 rounded-lg" style={sectionStyle}>
|
||||
<label className="block text-sm mb-1" style={{ color: '#EAECEF' }}>
|
||||
{t('maxDrawdown')}
|
||||
</label>
|
||||
<p className="text-xs mb-2" style={{ color: '#848E9C' }}>
|
||||
{t('maxDrawdownDesc')}
|
||||
</p>
|
||||
<input
|
||||
type="number"
|
||||
value={config.max_drawdown_pct}
|
||||
onChange={(e) => updateField('max_drawdown_pct', parseFloat(e.target.value) || 15)}
|
||||
disabled={disabled}
|
||||
min={5}
|
||||
max={50}
|
||||
className="w-full px-3 py-2 rounded"
|
||||
style={inputStyle}
|
||||
/>
|
||||
</div>
|
||||
|
||||
<div className="p-4 rounded-lg" style={sectionStyle}>
|
||||
<label className="block text-sm mb-1" style={{ color: '#EAECEF' }}>
|
||||
{t('stopLoss')}
|
||||
</label>
|
||||
<p className="text-xs mb-2" style={{ color: '#848E9C' }}>
|
||||
{t('stopLossDesc')}
|
||||
</p>
|
||||
<input
|
||||
type="number"
|
||||
value={config.stop_loss_pct}
|
||||
onChange={(e) => updateField('stop_loss_pct', parseFloat(e.target.value) || 5)}
|
||||
disabled={disabled}
|
||||
min={1}
|
||||
max={20}
|
||||
className="w-full px-3 py-2 rounded"
|
||||
style={inputStyle}
|
||||
/>
|
||||
</div>
|
||||
|
||||
<div className="p-4 rounded-lg" style={sectionStyle}>
|
||||
<label className="block text-sm mb-1" style={{ color: '#EAECEF' }}>
|
||||
{t('dailyLossLimit')}
|
||||
</label>
|
||||
<p className="text-xs mb-2" style={{ color: '#848E9C' }}>
|
||||
{t('dailyLossLimitDesc')}
|
||||
</p>
|
||||
<input
|
||||
type="number"
|
||||
value={config.daily_loss_limit_pct}
|
||||
onChange={(e) => updateField('daily_loss_limit_pct', parseFloat(e.target.value) || 10)}
|
||||
disabled={disabled}
|
||||
min={1}
|
||||
max={30}
|
||||
className="w-full px-3 py-2 rounded"
|
||||
style={inputStyle}
|
||||
/>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
{/* Maker Only Toggle */}
|
||||
<div className="p-4 rounded-lg" style={sectionStyle}>
|
||||
<div className="flex items-center justify-between">
|
||||
<div>
|
||||
<label className="block text-sm" style={{ color: '#EAECEF' }}>
|
||||
{t('useMakerOnly')}
|
||||
</label>
|
||||
<p className="text-xs" style={{ color: '#848E9C' }}>
|
||||
{t('useMakerOnlyDesc')}
|
||||
</p>
|
||||
</div>
|
||||
<label className="relative inline-flex items-center cursor-pointer">
|
||||
<input
|
||||
type="checkbox"
|
||||
checked={config.use_maker_only}
|
||||
onChange={(e) => updateField('use_maker_only', e.target.checked)}
|
||||
disabled={disabled}
|
||||
className="sr-only peer"
|
||||
/>
|
||||
<div className="w-11 h-6 bg-gray-600 peer-focus:outline-none rounded-full peer peer-checked:after:translate-x-full rtl:peer-checked:after:-translate-x-full peer-checked:after:border-white after:content-[''] after:absolute after:top-[2px] after:start-[2px] after:bg-white after:rounded-full after:h-5 after:w-5 after:transition-all peer-checked:bg-[#F0B90B]"></div>
|
||||
</label>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
)
|
||||
}
|
||||
@@ -37,6 +37,7 @@ import { IndicatorEditor } from '../components/strategy/IndicatorEditor'
|
||||
import { RiskControlEditor } from '../components/strategy/RiskControlEditor'
|
||||
import { PromptSectionsEditor } from '../components/strategy/PromptSectionsEditor'
|
||||
import { PublishSettingsEditor } from '../components/strategy/PublishSettingsEditor'
|
||||
import { GridConfigEditor, defaultGridConfig } from '../components/strategy/GridConfigEditor'
|
||||
import { DeepVoidBackground } from '../components/DeepVoidBackground'
|
||||
|
||||
const API_BASE = import.meta.env.VITE_API_BASE || ''
|
||||
@@ -59,6 +60,7 @@ export function StrategyStudioPage() {
|
||||
|
||||
// Accordion states for left panel
|
||||
const [expandedSections, setExpandedSections] = useState({
|
||||
gridConfig: true,
|
||||
coinSource: true,
|
||||
indicators: false,
|
||||
riskControl: false,
|
||||
@@ -486,6 +488,12 @@ export function StrategyStudioPage() {
|
||||
subtitle: { zh: '可视化配置和测试交易策略', en: 'Configure and test trading strategies' },
|
||||
strategies: { zh: '策略', en: 'Strategies' },
|
||||
newStrategy: { zh: '新建', en: 'New' },
|
||||
strategyType: { zh: '策略类型', en: 'Strategy Type' },
|
||||
aiTrading: { zh: 'AI 智能交易', en: 'AI Trading' },
|
||||
aiTradingDesc: { zh: 'AI 分析市场并自主决策买卖', en: 'AI analyzes market and makes trading decisions' },
|
||||
gridTrading: { zh: 'AI 网格交易', en: 'AI Grid Trading' },
|
||||
gridTradingDesc: { zh: 'AI 控制网格策略，在震荡市场获利', en: 'AI-controlled grid strategy for ranging markets' },
|
||||
gridConfig: { zh: '网格配置', en: 'Grid Configuration' },
|
||||
coinSource: { zh: '币种来源', en: 'Coin Source' },
|
||||
indicators: { zh: '技术指标', en: 'Indicators' },
|
||||
riskControl: { zh: '风控参数', en: 'Risk Control' },
|
||||
@@ -533,12 +541,33 @@ export function StrategyStudioPage() {
|
||||
)
|
||||
}
|
||||
|
||||
// Get current strategy type (default to ai_trading if not set)
|
||||
const currentStrategyType = editingConfig?.strategy_type || 'ai_trading'
|
||||
|
||||
const configSections = [
|
||||
// Grid Config - only for grid_trading
|
||||
{
|
||||
key: 'gridConfig' as const,
|
||||
icon: Activity,
|
||||
color: '#0ECB81',
|
||||
title: t('gridConfig'),
|
||||
forStrategyType: 'grid_trading' as const,
|
||||
content: editingConfig?.grid_config && (
|
||||
<GridConfigEditor
|
||||
config={editingConfig.grid_config}
|
||||
onChange={(gridConfig) => updateConfig('grid_config', gridConfig)}
|
||||
disabled={selectedStrategy?.is_default}
|
||||
language={language}
|
||||
/>
|
||||
),
|
||||
},
|
||||
// AI Trading sections
|
||||
{
|
||||
key: 'coinSource' as const,
|
||||
icon: Target,
|
||||
color: '#F0B90B',
|
||||
title: t('coinSource'),
|
||||
forStrategyType: 'ai_trading' as const,
|
||||
content: editingConfig && (
|
||||
<CoinSourceEditor
|
||||
config={editingConfig.coin_source}
|
||||
@@ -553,6 +582,7 @@ export function StrategyStudioPage() {
|
||||
icon: BarChart3,
|
||||
color: '#0ECB81',
|
||||
title: t('indicators'),
|
||||
forStrategyType: 'ai_trading' as const,
|
||||
content: editingConfig && (
|
||||
<IndicatorEditor
|
||||
config={editingConfig.indicators}
|
||||
@@ -567,6 +597,7 @@ export function StrategyStudioPage() {
|
||||
icon: Shield,
|
||||
color: '#F6465D',
|
||||
title: t('riskControl'),
|
||||
forStrategyType: 'ai_trading' as const,
|
||||
content: editingConfig && (
|
||||
<RiskControlEditor
|
||||
config={editingConfig.risk_control}
|
||||
@@ -581,6 +612,7 @@ export function StrategyStudioPage() {
|
||||
icon: FileText,
|
||||
color: '#a855f7',
|
||||
title: t('promptSections'),
|
||||
forStrategyType: 'ai_trading' as const,
|
||||
content: editingConfig && (
|
||||
<PromptSectionsEditor
|
||||
config={editingConfig.prompt_sections}
|
||||
@@ -595,6 +627,7 @@ export function StrategyStudioPage() {
|
||||
icon: Settings,
|
||||
color: '#60a5fa',
|
||||
title: t('customPrompt'),
|
||||
forStrategyType: 'ai_trading' as const,
|
||||
content: editingConfig && (
|
||||
<div>
|
||||
<p className="text-xs mb-2" style={{ color: '#848E9C' }}>
|
||||
@@ -616,6 +649,7 @@ export function StrategyStudioPage() {
|
||||
icon: Globe,
|
||||
color: '#0ECB81',
|
||||
title: t('publishSettings'),
|
||||
forStrategyType: 'both' as const,
|
||||
content: selectedStrategy && (
|
||||
<PublishSettingsEditor
|
||||
isPublic={selectedStrategy.is_public ?? false}
|
||||
@@ -633,7 +667,9 @@ export function StrategyStudioPage() {
|
||||
/>
|
||||
),
|
||||
},
|
||||
]
|
||||
].filter(section =>
|
||||
section.forStrategyType === 'both' || section.forStrategyType === currentStrategyType
|
||||
)
|
||||
|
||||
return (
|
||||
<DeepVoidBackground className="h-[calc(100vh-64px)] flex flex-col bg-nofx-bg relative overflow-hidden">
|
||||
@@ -813,6 +849,62 @@ export function StrategyStudioPage() {
|
||||
</div>
|
||||
</div>
|
||||
|
||||
{/* Strategy Type Selector */}
|
||||
{editingConfig && (
|
||||
<div className="mb-4 p-4 rounded-lg bg-nofx-bg-lighter border border-nofx-gold/20">
|
||||
<div className="flex items-center gap-2 mb-3">
|
||||
<Zap className="w-4 h-4" style={{ color: '#F0B90B' }} />
|
||||
<span className="text-sm font-medium text-nofx-text">{t('strategyType')}</span>
|
||||
</div>
|
||||
<div className="grid grid-cols-2 gap-3">
|
||||
<button
|
||||
onClick={() => {
|
||||
if (!selectedStrategy?.is_default) {
|
||||
updateConfig('strategy_type', 'ai_trading')
|
||||
// Clear grid config when switching to AI trading
|
||||
updateConfig('grid_config', undefined)
|
||||
}
|
||||
}}
|
||||
disabled={selectedStrategy?.is_default}
|
||||
className={`p-3 rounded-lg border transition-all ${
|
||||
(!editingConfig.strategy_type || editingConfig.strategy_type === 'ai_trading')
|
||||
? 'border-nofx-gold bg-nofx-gold/10'
|
||||
: 'border-nofx-border hover:border-nofx-gold/50'
|
||||
}`}
|
||||
>
|
||||
<div className="flex items-center gap-2 mb-1">
|
||||
<Bot className="w-4 h-4" style={{ color: '#F0B90B' }} />
|
||||
<span className="text-sm font-medium text-nofx-text">{t('aiTrading')}</span>
|
||||
</div>
|
||||
<p className="text-xs text-nofx-text-muted text-left">{t('aiTradingDesc')}</p>
|
||||
</button>
|
||||
<button
|
||||
onClick={() => {
|
||||
if (!selectedStrategy?.is_default) {
|
||||
updateConfig('strategy_type', 'grid_trading')
|
||||
// Initialize grid config if not exists
|
||||
if (!editingConfig.grid_config) {
|
||||
updateConfig('grid_config', defaultGridConfig)
|
||||
}
|
||||
}
|
||||
}}
|
||||
disabled={selectedStrategy?.is_default}
|
||||
className={`p-3 rounded-lg border transition-all ${
|
||||
editingConfig.strategy_type === 'grid_trading'
|
||||
? 'border-nofx-gold bg-nofx-gold/10'
|
||||
: 'border-nofx-border hover:border-nofx-gold/50'
|
||||
}`}
|
||||
>
|
||||
<div className="flex items-center gap-2 mb-1">
|
||||
<Activity className="w-4 h-4" style={{ color: '#0ECB81' }} />
|
||||
<span className="text-sm font-medium text-nofx-text">{t('gridTrading')}</span>
|
||||
</div>
|
||||
<p className="text-xs text-nofx-text-muted text-left">{t('gridTradingDesc')}</p>
|
||||
</button>
|
||||
</div>
|
||||
</div>
|
||||
)}
|
||||
|
||||
{/* Config Sections */}
|
||||
<div className="space-y-2">
|
||||
{configSections.map(({ key, icon: Icon, color, title, content }) => (
|
||||
|
||||
@@ -151,6 +151,13 @@ export function TraderDashboardPage({
|
||||
setPositionsCurrentPage(1)
|
||||
}, [selectedTraderId, positionsPageSize])
|
||||
|
||||
// Auto-set chart symbol for grid trading
|
||||
useEffect(() => {
|
||||
if (status?.strategy_type === 'grid_trading' && status?.grid_symbol) {
|
||||
setSelectedChartSymbol(status.grid_symbol)
|
||||
}
|
||||
}, [status?.strategy_type, status?.grid_symbol])
|
||||
|
||||
// Get current exchange info for perp-dex wallet display
|
||||
const currentExchange = exchanges?.find(
|
||||
(e) => e.id === selectedTrader?.exchange_id
|
||||
|
||||
@@ -11,6 +11,8 @@ export interface SystemStatus {
|
||||
stop_until: string
|
||||
last_reset_time: string
|
||||
ai_provider: string
|
||||
strategy_type?: 'ai_trading' | 'grid_trading'
|
||||
grid_symbol?: string
|
||||
}
|
||||
|
||||
export interface AccountInfo {
|
||||
@@ -462,6 +464,8 @@ export interface PromptSectionsConfig {
|
||||
}
|
||||
|
||||
export interface StrategyConfig {
|
||||
// Strategy type: "ai_trading" (default) or "grid_trading"
|
||||
strategy_type?: 'ai_trading' | 'grid_trading';
|
||||
// Language setting: "zh" for Chinese, "en" for English
|
||||
// Determines the language used for data formatting and prompt generation
|
||||
language?: 'zh' | 'en';
|
||||
@@ -470,6 +474,38 @@ export interface StrategyConfig {
|
||||
custom_prompt?: string;
|
||||
risk_control: RiskControlConfig;
|
||||
prompt_sections?: PromptSectionsConfig;
|
||||
// Grid trading configuration (only used when strategy_type is 'grid_trading')
|
||||
grid_config?: GridStrategyConfig;
|
||||
}
|
||||
|
||||
// Grid trading specific configuration
|
||||
export interface GridStrategyConfig {
|
||||
// Trading pair (e.g., "BTCUSDT")
|
||||
symbol: string;
|
||||
// Number of grid levels (5-50)
|
||||
grid_count: number;
|
||||
// Total investment in USDT
|
||||
total_investment: number;
|
||||
// Leverage (1-20)
|
||||
leverage: number;
|
||||
// Upper price boundary (0 = auto-calculate from ATR)
|
||||
upper_price: number;
|
||||
// Lower price boundary (0 = auto-calculate from ATR)
|
||||
lower_price: number;
|
||||
// Use ATR to auto-calculate bounds
|
||||
use_atr_bounds: boolean;
|
||||
// ATR multiplier for bound calculation (default 2.0)
|
||||
atr_multiplier: number;
|
||||
// Position distribution: "uniform" | "gaussian" | "pyramid"
|
||||
distribution: 'uniform' | 'gaussian' | 'pyramid';
|
||||
// Maximum drawdown percentage before emergency exit
|
||||
max_drawdown_pct: number;
|
||||
// Stop loss percentage per position
|
||||
stop_loss_pct: number;
|
||||
// Daily loss limit percentage
|
||||
daily_loss_limit_pct: number;
|
||||
// Use maker-only orders for lower fees
|
||||
use_maker_only: boolean;
|
||||
}
|
||||
|
||||
export interface CoinSourceConfig {
|
||||
|
||||
Reference in New Issue
Block a user