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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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@@ -112,3 +112,95 @@ type OpenOrder struct {
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Quantity float64 `json:"quantity"`
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Status string `json:"status"` // NEW
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}
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// LimitOrderRequest represents a limit order request for grid trading
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type LimitOrderRequest struct {
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Symbol string `json:"symbol"`
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Side string `json:"side"` // BUY/SELL
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PositionSide string `json:"position_side"` // LONG/SHORT (for hedge mode)
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Price float64 `json:"price"` // Limit price
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Quantity float64 `json:"quantity"`
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Leverage int `json:"leverage"`
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PostOnly bool `json:"post_only"` // Maker only order
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ReduceOnly bool `json:"reduce_only"` // Reduce position only
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ClientID string `json:"client_id"` // Client order ID for tracking
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}
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// LimitOrderResult represents the result of placing a limit order
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type LimitOrderResult struct {
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OrderID string `json:"order_id"`
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ClientID string `json:"client_id"`
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Symbol string `json:"symbol"`
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Side string `json:"side"`
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PositionSide string `json:"position_side"`
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Price float64 `json:"price"`
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Quantity float64 `json:"quantity"`
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Status string `json:"status"` // NEW, PARTIALLY_FILLED, FILLED, CANCELED
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}
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// GridTrader extends Trader interface with limit order support for grid trading
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// Exchanges that support grid trading should implement this interface
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type GridTrader interface {
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Trader
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// PlaceLimitOrder places a limit order at specified price
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// Returns order ID and status
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PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderResult, error)
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// CancelOrder cancels a specific order by ID
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CancelOrder(symbol, orderID string) error
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// GetOrderBook gets current order book (for price validation)
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// Returns best bid/ask prices
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GetOrderBook(symbol string, depth int) (bids, asks [][]float64, err error)
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}
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// GridTraderAdapter wraps a basic Trader to provide GridTrader interface
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// Uses stop orders as a fallback when limit orders aren't directly available
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type GridTraderAdapter struct {
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Trader
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}
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// NewGridTraderAdapter creates an adapter for basic Trader
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func NewGridTraderAdapter(t Trader) *GridTraderAdapter {
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return &GridTraderAdapter{Trader: t}
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}
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// PlaceLimitOrder implements limit order using available methods
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// For exchanges without native limit order support, this uses conditional orders
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func (a *GridTraderAdapter) PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderResult, error) {
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// Use SetStopLoss/SetTakeProfit as conditional limit orders
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// For buy orders below current price, use stop-loss mechanism
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// For sell orders above current price, use take-profit mechanism
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var err error
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if req.Side == "BUY" {
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err = a.Trader.SetStopLoss(req.Symbol, "SHORT", req.Quantity, req.Price)
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} else {
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err = a.Trader.SetTakeProfit(req.Symbol, "LONG", req.Quantity, req.Price)
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}
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if err != nil {
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return nil, err
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}
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return &LimitOrderResult{
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OrderID: req.ClientID,
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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
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func (a *GridTraderAdapter) CancelOrder(symbol, orderID string) error {
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// Fallback: cancel all orders for the symbol
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return a.Trader.CancelAllOrders(symbol)
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}
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// GetOrderBook returns empty order book (not supported in basic Trader)
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func (a *GridTraderAdapter) GetOrderBook(symbol string, depth int) (bids, asks [][]float64, err error) {
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// Not supported, return empty
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return nil, nil, nil
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}
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