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fix(trader): add backend safety checks for partial_close (#713)

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* fix(trader): add backend safety checks for partial_close

After PR #415 added partial_close functionality, production users reported two critical issues:

1. **Exchange minimum value error**: "Order must have minimum value of $10" when remaining position value falls below exchange threshold
2. **Unprotected positions after partial close**: Exchanges auto-cancel TP/SL orders when position size changes, leaving remaining position exposed to liquidation risk

This PR adds **backend safety checks** as a safety net layer that complements the prompt-based rules from PR #712.

**Protection**: Before executing partial_close, verify remaining position value > $10

```go
const MIN_POSITION_VALUE = 10.0 // Exchange底线
remainingValue := remainingQuantity * markPrice

if remainingValue > 0 && remainingValue <= MIN_POSITION_VALUE {
    // 🔄 Auto-correct to full close
    decision.Action = "close_long" // or "close_short"
    return at.executeCloseLongWithRecord(decision, actionRecord)
}
```

**Behavior**:
- Position $20 → partial_close 50% → remaining $10 ≤ $10 → Auto full close ✅
- Position $30 → partial_close 50% → remaining $15 > $10 → Allow partial close ✅

**Protection**: Restore TP/SL orders for remaining position if AI provides new_stop_loss/new_take_profit

```go
// Exchanges auto-cancel TP/SL when position size changes
if decision.NewStopLoss > 0 {
    at.trader.SetStopLoss(symbol, side, remainingQuantity, decision.NewStopLoss)
}
if decision.NewTakeProfit > 0 {
    at.trader.SetTakeProfit(symbol, side, remainingQuantity, decision.NewTakeProfit)
}

// Warning if AI didn't provide new TP/SL
if decision.NewStopLoss <= 0 && decision.NewTakeProfit <= 0 {
    log.Printf("⚠️⚠️⚠️ Warning: Remaining position has NO TP/SL protection")
}
```

**Improvement**: Show position quantity and value to help AI make better decisions

```
Before: | 入场价100.00 当前价105.00 | 盈亏+5.00% | ...
After:  | 入场价100.00 当前价105.00 | 数量0.5000 | 仓位价值52.50 USDT | 盈亏+5.00% | ...
```

**Benefits**:
- AI can now calculate: remaining_value = current_value × (1 - close_percentage/100)
- AI can proactively avoid decisions that would violate $10 threshold

- Added MIN_POSITION_VALUE check before execution
- Auto-correct to full close if remaining value ≤ $10
- Restore TP/SL for remaining position
- Warning logs when AI doesn't provide new TP/SL

- Import "math" package
- Calculate and display position value
- Add quantity and position value to prompt

- Complements PR #712 (Prompt v6.0.0 safety rules)
- Addresses #301 (Backend layer)
- Based on PR #415 (Core functionality)

| Layer | Location | Purpose |
|-------|----------|---------|
| **Layer 1: AI Prompt** | PR #712 | Prevent bad decisions before they happen |
| **Layer 2: Backend** | This PR | Auto-correct and safety net |

**Together they provide**:
- ✅ AI makes better decisions (sees position value, knows rules)
- ✅ Backend catches edge cases (auto-corrects violations)
- ✅ User-friendly warnings (explains what happened)

- [x] Compiles successfully (`go build ./...`)
- [x] MIN_POSITION_VALUE logic correct
- [x] TP/SL restoration logic correct
- [x] Position value display format validated
- [x] Auto-correction flow tested

This PR can be merged **independently** of PR #712, or together.

Suggested merge order:
1. PR #712 (Prompt v6.0.0) - AI layer improvements
2. This PR (Backend safety) - Safety net layer

Or merge together for complete two-layer protection.

---

🤖 Generated with [Claude Code](https://claude.com/claude-code)

Co-Authored-By: Claude <noreply@anthropic.com>

* fix: add error handling for markPrice type assertion

- Check type assertion success before using markPrice
- Return error if markPrice is invalid or <= 0
- Addresses code review feedback from @xqliu in PR #713

* test(trader): add comprehensive unit tests for partial_close safety checks

- Test minimum position value check (< 10 USDT triggers full close)
- Test boundary condition (exactly 10 USDT also triggers full close)
- Test stop-loss/take-profit recovery after partial close
- Test edge cases (invalid close percentages)
- Test integration scenarios with mock trader

All 14 test cases passed, covering:
1. MinPositionCheck (5 cases): normal, small remainder, boundary, edge cases
2. StopLossTakeProfitRecovery (4 cases): both/SL only/TP only/none
3. EdgeCases (4 cases): zero/over 100/negative/normal percentages
4. Integration (2 cases): LONG with SL/TP, SHORT with auto full close

🤖 Generated with [Claude Code](https://claude.com/claude-code)

Co-Authored-By: Claude <noreply@anthropic.com>

* style: apply go fmt after rebase

Only formatting changes:
- api/server.go: fix indentation
- manager/trader_manager.go: add blank line
- trader/partial_close_test.go: align struct fields

🤖 Generated with [Claude Code](https://claude.com/claude-code)

Co-Authored-By: Claude <noreply@anthropic.com>

* fix(test): rename MockTrader to MockPartialCloseTrader to avoid conflict

Problem:
- trader/partial_close_test.go defined MockTrader
- trader/auto_trader_test.go already has MockTrader
- Methods CloseLong, CloseShort, SetStopLoss, SetTakeProfit were declared twice
- Compilation failed with 'already declared' errors

Solution:
- Rename MockTrader to MockPartialCloseTrader in partial_close_test.go
- This avoids naming conflict while keeping test logic independent

Test Results:
- All partial close tests pass
- All trader tests pass

Related: PR #713

🤖 Generated with [Claude Code](https://claude.com/claude-code)

Co-Authored-By: Claude <noreply@anthropic.com>

---------

Co-authored-by: ZhouYongyou <128128010+zhouyongyou@users.noreply.github.com>
Co-authored-by: Claude <noreply@anthropic.com>
Co-authored-by: the-dev-z <the-dev-z@users.noreply.github.com>
This commit is contained in:
0xYYBB | ZYY | Bobo
2025-11-12 09:36:16 +08:00
committed by GitHub
parent b907155f54
commit 6df2bf202c
3 changed files with 456 additions and 3 deletions
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58
trader/auto_trader.go
View File

@@ -1180,6 +1180,37 @@ func (at *AutoTrader) executePartialCloseWithRecord(decision *decision.Decision,
closeQuantity := totalQuantity * (decision.ClosePercentage / 100.0)
actionRecord.Quantity = closeQuantity
// ✅ Layer 2: 最小仓位检查（防止产生小额剩余）
markPrice, ok := targetPosition["markPrice"].(float64)
if !ok || markPrice <= 0 {
return fmt.Errorf("无法解析当前价格，无法执行最小仓位检查")
}
currentPositionValue := totalQuantity * markPrice
remainingQuantity := totalQuantity - closeQuantity
remainingValue := remainingQuantity * markPrice
const MIN_POSITION_VALUE = 10.0 // 最小持仓价值 10 USDT（對齊交易所底线，小仓位建议直接全平）
if remainingValue > 0 && remainingValue <= MIN_POSITION_VALUE {
log.Printf("⚠️ 检测到 partial_close 后剩余仓位 %.2f USDT < %.0f USDT",
remainingValue, MIN_POSITION_VALUE)
log.Printf(" → 当前仓位价值: %.2f USDT, 平仓 %.1f%%, 剩余: %.2f USDT",
currentPositionValue, decision.ClosePercentage, remainingValue)
log.Printf(" → 自动修正为全部平仓，避免产生无法平仓的小额剩余")
// 🔄 自动修正为全部平仓
if positionSide == "LONG" {
decision.Action = "close_long"
log.Printf(" ✓ 已修正为: close_long")
return at.executeCloseLongWithRecord(decision, actionRecord)
} else {
decision.Action = "close_short"
log.Printf(" ✓ 已修正为: close_short")
return at.executeCloseShortWithRecord(decision, actionRecord)
}
}
// 执行平仓
var order map[string]interface{}
if positionSide == "LONG" {
@@ -1197,10 +1228,35 @@ func (at *AutoTrader) executePartialCloseWithRecord(decision *decision.Decision,
actionRecord.OrderID = orderID
}
remainingQuantity := totalQuantity - closeQuantity
log.Printf(" ✓ 部分平仓成功: 平仓 %.4f (%.1f%%), 剩余 %.4f",
closeQuantity, decision.ClosePercentage, remainingQuantity)
// ✅ Step 4: 恢复止盈止损（防止剩余仓位裸奔）
// 重要：币安等交易所在部分平仓后会自动取消原有的 TP/SL 订单（因为数量不匹配）
// 如果 AI 提供了新的止损止盈价格，则为剩余仓位重新设置保护
if decision.NewStopLoss > 0 {
log.Printf(" → 为剩余仓位 %.4f 恢复止损单: %.2f", remainingQuantity, decision.NewStopLoss)
err = at.trader.SetStopLoss(decision.Symbol, positionSide, remainingQuantity, decision.NewStopLoss)
if err != nil {
log.Printf(" ⚠️ 恢复止损失败: %v（不影响平仓结果）", err)
}
}
if decision.NewTakeProfit > 0 {
log.Printf(" → 为剩余仓位 %.4f 恢复止盈单: %.2f", remainingQuantity, decision.NewTakeProfit)
err = at.trader.SetTakeProfit(decision.Symbol, positionSide, remainingQuantity, decision.NewTakeProfit)
if err != nil {
log.Printf(" ⚠️ 恢复止盈失败: %v（不影响平仓结果）", err)
}
}
// 如果 AI 没有提供新的止盈止损，记录警告
if decision.NewStopLoss <= 0 && decision.NewTakeProfit <= 0 {
log.Printf(" ⚠️⚠️⚠️ 警告: 部分平仓后AI未提供新的止盈止损价格")
log.Printf(" → 剩余仓位 %.4f (价值 %.2f USDT) 目前没有止盈止损保护", remainingQuantity, remainingValue)
log.Printf(" → 建议: 在 partial_close 决策中包含 new_stop_loss 和 new_take_profit 字段")
}
return nil
}