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
This commit is contained in:
tinkle-community
2026-01-13 10:33:02 +08:00
parent 705aa641b0
commit 5fb26c17dc
22 changed files with 3901 additions and 32 deletions

View File

@@ -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
}