mirror of
https://github.com/NoFxAiOS/nofx.git
synced 2026-07-14 08:16:56 +08:00
feat: migrate timestamps to int64 and security improvements
- Convert all time.Time fields to int64 Unix milliseconds (UTC) - Add PostgreSQL migration to convert timestamp columns to bigint - Reduce Binance sync window from 7 days to 24 hours - Fix dashboard trader name visibility (add nofx-text-main color) - Add position value column to history table - Remove hardcoded API keys from test files
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@@ -25,25 +25,27 @@ func NewPositionBuilder(positionStore *PositionStore) *PositionBuilder {
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}
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// ProcessTrade processes a single trade and updates position accordingly
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// tradeTimeMs is Unix milliseconds UTC
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func (pb *PositionBuilder) ProcessTrade(
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traderID, exchangeID, exchangeType, symbol, side, action string,
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quantity, price, fee, realizedPnL float64,
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tradeTime time.Time,
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tradeTimeMs int64,
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orderID string,
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) error {
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if strings.HasPrefix(action, "open_") {
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return pb.handleOpen(traderID, exchangeID, exchangeType, symbol, side, quantity, price, fee, tradeTime, orderID)
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return pb.handleOpen(traderID, exchangeID, exchangeType, symbol, side, quantity, price, fee, tradeTimeMs, orderID)
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} else if strings.HasPrefix(action, "close_") {
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return pb.handleClose(traderID, exchangeID, exchangeType, symbol, side, quantity, price, fee, realizedPnL, tradeTime, orderID)
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return pb.handleClose(traderID, exchangeID, exchangeType, symbol, side, quantity, price, fee, realizedPnL, tradeTimeMs, orderID)
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}
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return nil
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}
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// handleOpen handles opening positions (create new or average into existing)
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// tradeTimeMs is Unix milliseconds UTC
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func (pb *PositionBuilder) handleOpen(
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traderID, exchangeID, exchangeType, symbol, side string,
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quantity, price, fee float64,
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tradeTime time.Time,
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tradeTimeMs int64,
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orderID string,
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) error {
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// Get existing OPEN position for (symbol, side)
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@@ -52,25 +54,26 @@ func (pb *PositionBuilder) handleOpen(
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return fmt.Errorf("failed to get open position: %w", err)
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}
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nowMs := time.Now().UTC().UnixMilli()
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if existing == nil {
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// Create new position
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position := &TraderPosition{
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TraderID: traderID,
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ExchangeID: exchangeID,
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ExchangeType: exchangeType,
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ExchangePositionID: fmt.Sprintf("sync_%s_%s_%d", symbol, side, tradeTime.UnixMilli()),
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ExchangePositionID: fmt.Sprintf("sync_%s_%s_%d", symbol, side, tradeTimeMs),
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Symbol: symbol,
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Side: side,
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Quantity: quantity,
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EntryPrice: price,
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EntryOrderID: orderID,
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EntryTime: tradeTime,
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EntryTime: tradeTimeMs,
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Leverage: 1,
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Status: "OPEN",
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Source: "sync",
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Fee: fee,
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CreatedAt: time.Now().UTC(),
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UpdatedAt: time.Now().UTC(),
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CreatedAt: nowMs,
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UpdatedAt: nowMs,
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}
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return pb.positionStore.CreateOpenPosition(position)
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}
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@@ -90,10 +93,11 @@ func (pb *PositionBuilder) handleOpen(
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}
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// handleClose handles closing positions (partial or full)
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// tradeTimeMs is Unix milliseconds UTC
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func (pb *PositionBuilder) handleClose(
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traderID, exchangeID, exchangeType, symbol, side string,
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quantity, price, fee, realizedPnL float64,
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tradeTime time.Time,
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tradeTimeMs int64,
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orderID string,
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) error {
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// Get OPEN position
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@@ -161,7 +165,7 @@ func (pb *PositionBuilder) handleClose(
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position.ID,
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finalExitPrice,
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orderID,
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tradeTime,
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tradeTimeMs,
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totalPnL,
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totalFee,
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"sync",
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