mirror of
https://github.com/NoFxAiOS/nofx.git
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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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@@ -1105,3 +1105,159 @@ func (t *BybitTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
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return result, nil
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}
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// PlaceLimitOrder places a limit order for grid trading
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// Implements GridTrader interface
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func (t *BybitTrader) PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderResult, error) {
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// Format quantity
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qtyStr, err := t.FormatQuantity(req.Symbol, req.Quantity)
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if err != nil {
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return nil, fmt.Errorf("failed to format quantity: %w", err)
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}
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// Format price
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priceStr := fmt.Sprintf("%.8f", req.Price)
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// Set leverage if specified
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if req.Leverage > 0 {
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if err := t.SetLeverage(req.Symbol, req.Leverage); err != nil {
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logger.Warnf("[Bybit] Failed to set leverage: %v", err)
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}
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}
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// Determine side
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side := "Buy"
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if req.Side == "SELL" {
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side = "Sell"
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}
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params := map[string]interface{}{
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"category": "linear",
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"symbol": req.Symbol,
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"side": side,
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"orderType": "Limit",
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"qty": qtyStr,
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"price": priceStr,
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"timeInForce": "GTC", // Good Till Cancel
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"positionIdx": 0, // One-way position mode
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}
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// Add reduce only if specified
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if req.ReduceOnly {
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params["reduceOnly"] = true
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}
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logger.Infof("[Bybit] PlaceLimitOrder: %s %s @ %s, qty=%s", req.Symbol, side, priceStr, qtyStr)
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result, err := t.client.NewUtaBybitServiceWithParams(params).PlaceOrder(context.Background())
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if err != nil {
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return nil, fmt.Errorf("failed to place limit order: %w", err)
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}
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// Parse result
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orderID := ""
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if result.RetCode == 0 {
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if resultData, ok := result.Result.(map[string]interface{}); ok {
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if id, ok := resultData["orderId"].(string); ok {
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orderID = id
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}
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}
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} else {
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return nil, fmt.Errorf("Bybit order failed: %s", result.RetMsg)
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}
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logger.Infof("✓ [Bybit] Limit order placed: %s %s @ %s, qty=%s, orderID=%s",
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req.Symbol, side, priceStr, qtyStr, orderID)
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return &LimitOrderResult{
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OrderID: orderID,
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ClientID: req.ClientID,
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Symbol: req.Symbol,
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Side: req.Side,
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PositionSide: req.PositionSide,
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Price: req.Price,
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Quantity: req.Quantity,
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Status: "NEW",
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}, nil
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}
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// CancelOrder cancels a specific order by ID
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// Implements GridTrader interface
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func (t *BybitTrader) CancelOrder(symbol, orderID string) error {
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params := map[string]interface{}{
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"category": "linear",
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"symbol": symbol,
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"orderId": orderID,
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}
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result, err := t.client.NewUtaBybitServiceWithParams(params).CancelOrder(context.Background())
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if err != nil {
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return fmt.Errorf("failed to cancel order: %w", err)
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}
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if result.RetCode != 0 {
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return fmt.Errorf("Bybit cancel order failed: %s", result.RetMsg)
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}
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logger.Infof("✓ [Bybit] Order cancelled: %s %s", symbol, orderID)
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return nil
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}
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// GetOrderBook gets the order book for a symbol
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// Implements GridTrader interface
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func (t *BybitTrader) GetOrderBook(symbol string, depth int) (bids, asks [][]float64, err error) {
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if depth <= 0 {
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depth = 25
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}
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// Use HTTP request directly since the SDK doesn't expose GetOrderbook
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url := fmt.Sprintf("https://api.bybit.com/v5/market/orderbook?category=linear&symbol=%s&limit=%d", symbol, depth)
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resp, err := http.Get(url)
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if err != nil {
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return nil, nil, fmt.Errorf("failed to get order book: %w", err)
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}
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defer resp.Body.Close()
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body, _ := io.ReadAll(resp.Body)
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if resp.StatusCode != http.StatusOK {
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return nil, nil, fmt.Errorf("HTTP %d: %s", resp.StatusCode, string(body))
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}
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var result struct {
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RetCode int `json:"retCode"`
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RetMsg string `json:"retMsg"`
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Result struct {
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S string `json:"s"` // symbol
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B [][]string `json:"b"` // bids [[price, size], ...]
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A [][]string `json:"a"` // asks [[price, size], ...]
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} `json:"result"`
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}
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if err := json.Unmarshal(body, &result); err != nil {
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return nil, nil, fmt.Errorf("failed to parse order book: %w", err)
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}
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if result.RetCode != 0 {
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return nil, nil, fmt.Errorf("Bybit get orderbook failed: %s", result.RetMsg)
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}
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// Parse bids
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for _, b := range result.Result.B {
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if len(b) >= 2 {
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price, _ := strconv.ParseFloat(b[0], 64)
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qty, _ := strconv.ParseFloat(b[1], 64)
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bids = append(bids, []float64{price, qty})
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}
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}
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// Parse asks
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for _, a := range result.Result.A {
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if len(a) >= 2 {
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price, _ := strconv.ParseFloat(a[0], 64)
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qty, _ := strconv.ParseFloat(a[1], 64)
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asks = append(asks, []float64{price, qty})
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}
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}
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return bids, asks, nil
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}
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