Initial commit: NOFX AI Trading System

- Multi-AI competition mode (Qwen vs DeepSeek)
- Binance Futures integration
- AI self-learning mechanism
- Professional web dashboard
- Complete risk management system

trader/binance_futures.go

@@ -0,0 +1,564 @@
+package trader
+
+import (
+	"context"
+	"fmt"
+	"log"
+	"strconv"
+	"time"
+
+	"github.com/adshao/go-binance/v2/futures"
+)
+
+// FuturesTrader 币安合约交易器
+type FuturesTrader struct {
+	client *futures.Client
+}
+
+// NewFuturesTrader 创建合约交易器
+func NewFuturesTrader(apiKey, secretKey string) *FuturesTrader {
+	client := futures.NewClient(apiKey, secretKey)
+	return &FuturesTrader{
+		client: client,
+	}
+}
+
+// GetBalance 获取账户余额
+func (t *FuturesTrader) GetBalance() (map[string]interface{}, error) {
+	log.Printf("🔄 正在调用币安API获取账户余额...")
+	account, err := t.client.NewGetAccountService().Do(context.Background())
+	if err != nil {
+		log.Printf("❌ 币安API调用失败: %v", err)
+		return nil, fmt.Errorf("获取账户信息失败: %w", err)
+	}
+
+	result := make(map[string]interface{})
+	result["totalWalletBalance"], _ = strconv.ParseFloat(account.TotalWalletBalance, 64)
+	result["availableBalance"], _ = strconv.ParseFloat(account.AvailableBalance, 64)
+	result["totalUnrealizedProfit"], _ = strconv.ParseFloat(account.TotalUnrealizedProfit, 64)
+
+	log.Printf("✓ 币安API返回: 总余额=%s, 可用=%s, 未实现盈亏=%s",
+		account.TotalWalletBalance,
+		account.AvailableBalance,
+		account.TotalUnrealizedProfit)
+
+	return result, nil
+}
+
+// GetPositions 获取所有持仓
+func (t *FuturesTrader) GetPositions() ([]map[string]interface{}, error) {
+	positions, err := t.client.NewGetPositionRiskService().Do(context.Background())
+	if err != nil {
+		return nil, fmt.Errorf("获取持仓失败: %w", err)
+	}
+
+	var result []map[string]interface{}
+	for _, pos := range positions {
+		posAmt, _ := strconv.ParseFloat(pos.PositionAmt, 64)
+		if posAmt == 0 {
+			continue // 跳过无持仓的
+		}
+
+		posMap := make(map[string]interface{})
+		posMap["symbol"] = pos.Symbol
+		posMap["positionAmt"], _ = strconv.ParseFloat(pos.PositionAmt, 64)
+		posMap["entryPrice"], _ = strconv.ParseFloat(pos.EntryPrice, 64)
+		posMap["markPrice"], _ = strconv.ParseFloat(pos.MarkPrice, 64)
+		posMap["unRealizedProfit"], _ = strconv.ParseFloat(pos.UnRealizedProfit, 64)
+		posMap["leverage"], _ = strconv.ParseFloat(pos.Leverage, 64)
+		posMap["liquidationPrice"], _ = strconv.ParseFloat(pos.LiquidationPrice, 64)
+
+		// 判断方向
+		if posAmt > 0 {
+			posMap["side"] = "long"
+		} else {
+			posMap["side"] = "short"
+		}
+
+		result = append(result, posMap)
+	}
+
+	return result, nil
+}
+
+// SetLeverage 设置杠杆（智能判断+冷却期）
+func (t *FuturesTrader) SetLeverage(symbol string, leverage int) error {
+	// 先尝试获取当前杠杆（从持仓信息）
+	currentLeverage := 0
+	positions, err := t.GetPositions()
+	if err == nil {
+		for _, pos := range positions {
+			if pos["symbol"] == symbol {
+				if lev, ok := pos["leverage"].(float64); ok {
+					currentLeverage = int(lev)
+					break
+				}
+			}
+		}
+	}
+
+	// 如果当前杠杆已经是目标杠杆，跳过
+	if currentLeverage == leverage && currentLeverage > 0 {
+		log.Printf("  ✓ %s 杠杆已是 %dx，无需切换", symbol, leverage)
+		return nil
+	}
+
+	// 切换杠杆
+	_, err = t.client.NewChangeLeverageService().
+		Symbol(symbol).
+		Leverage(leverage).
+		Do(context.Background())
+
+	if err != nil {
+		// 如果错误信息包含"No need to change"，说明杠杆已经是目标值
+		if contains(err.Error(), "No need to change") {
+			log.Printf("  ✓ %s 杠杆已是 %dx", symbol, leverage)
+			return nil
+		}
+		return fmt.Errorf("设置杠杆失败: %w", err)
+	}
+
+	log.Printf("  ✓ %s 杠杆已切换为 %dx", symbol, leverage)
+
+	// 切换杠杆后等待5秒（避免冷却期错误）
+	log.Printf("  ⏱ 等待5秒冷却期...")
+	time.Sleep(5 * time.Second)
+
+	return nil
+}
+
+// SetMarginType 设置保证金模式
+func (t *FuturesTrader) SetMarginType(symbol string, marginType futures.MarginType) error {
+	err := t.client.NewChangeMarginTypeService().
+		Symbol(symbol).
+		MarginType(marginType).
+		Do(context.Background())
+
+	if err != nil {
+		// 如果已经是该模式，不算错误
+		if contains(err.Error(), "No need to change") {
+			log.Printf("  ✓ %s 保证金模式已是 %s", symbol, marginType)
+			return nil
+		}
+		return fmt.Errorf("设置保证金模式失败: %w", err)
+	}
+
+	log.Printf("  ✓ %s 保证金模式已切换为 %s", symbol, marginType)
+
+	// 切换保证金模式后等待3秒（避免冷却期错误）
+	log.Printf("  ⏱ 等待3秒冷却期...")
+	time.Sleep(3 * time.Second)
+
+	return nil
+}
+
+// OpenLong 开多仓
+func (t *FuturesTrader) OpenLong(symbol string, quantity float64, leverage int) (map[string]interface{}, error) {
+	// 先取消该币种的所有委托单（清理旧的止损止盈单）
+	if err := t.CancelAllOrders(symbol); err != nil {
+		log.Printf("  ⚠ 取消旧委托单失败（可能没有委托单）: %v", err)
+	}
+
+	// 设置杠杆
+	if err := t.SetLeverage(symbol, leverage); err != nil {
+		return nil, err
+	}
+
+	// 设置逐仓模式
+	if err := t.SetMarginType(symbol, futures.MarginTypeIsolated); err != nil {
+		return nil, err
+	}
+
+	// 格式化数量到正确精度
+	quantityStr, err := t.FormatQuantity(symbol, quantity)
+	if err != nil {
+		return nil, err
+	}
+
+	// 创建市价买入订单
+	order, err := t.client.NewCreateOrderService().
+		Symbol(symbol).
+		Side(futures.SideTypeBuy).
+		PositionSide(futures.PositionSideTypeLong).
+		Type(futures.OrderTypeMarket).
+		Quantity(quantityStr).
+		Do(context.Background())
+
+	if err != nil {
+		return nil, fmt.Errorf("开多仓失败: %w", err)
+	}
+
+	log.Printf("✓ 开多仓成功: %s 数量: %s", symbol, quantityStr)
+	log.Printf("  订单ID: %d", order.OrderID)
+
+	result := make(map[string]interface{})
+	result["orderId"] = order.OrderID
+	result["symbol"] = order.Symbol
+	result["status"] = order.Status
+	return result, nil
+}
+
+// OpenShort 开空仓
+func (t *FuturesTrader) OpenShort(symbol string, quantity float64, leverage int) (map[string]interface{}, error) {
+	// 先取消该币种的所有委托单（清理旧的止损止盈单）
+	if err := t.CancelAllOrders(symbol); err != nil {
+		log.Printf("  ⚠ 取消旧委托单失败（可能没有委托单）: %v", err)
+	}
+
+	// 设置杠杆
+	if err := t.SetLeverage(symbol, leverage); err != nil {
+		return nil, err
+	}
+
+	// 设置逐仓模式
+	if err := t.SetMarginType(symbol, futures.MarginTypeIsolated); err != nil {
+		return nil, err
+	}
+
+	// 格式化数量到正确精度
+	quantityStr, err := t.FormatQuantity(symbol, quantity)
+	if err != nil {
+		return nil, err
+	}
+
+	// 创建市价卖出订单
+	order, err := t.client.NewCreateOrderService().
+		Symbol(symbol).
+		Side(futures.SideTypeSell).
+		PositionSide(futures.PositionSideTypeShort).
+		Type(futures.OrderTypeMarket).
+		Quantity(quantityStr).
+		Do(context.Background())
+
+	if err != nil {
+		return nil, fmt.Errorf("开空仓失败: %w", err)
+	}
+
+	log.Printf("✓ 开空仓成功: %s 数量: %s", symbol, quantityStr)
+	log.Printf("  订单ID: %d", order.OrderID)
+
+	result := make(map[string]interface{})
+	result["orderId"] = order.OrderID
+	result["symbol"] = order.Symbol
+	result["status"] = order.Status
+	return result, nil
+}
+
+// CloseLong 平多仓
+func (t *FuturesTrader) CloseLong(symbol string, quantity float64) (map[string]interface{}, error) {
+	// 如果数量为0，获取当前持仓数量
+	if quantity == 0 {
+		positions, err := t.GetPositions()
+		if err != nil {
+			return nil, err
+		}
+
+		for _, pos := range positions {
+			if pos["symbol"] == symbol && pos["side"] == "long" {
+				quantity = pos["positionAmt"].(float64)
+				break
+			}
+		}
+
+		if quantity == 0 {
+			return nil, fmt.Errorf("没有找到 %s 的多仓", symbol)
+		}
+	}
+
+	// 格式化数量
+	quantityStr, err := t.FormatQuantity(symbol, quantity)
+	if err != nil {
+		return nil, err
+	}
+
+	// 创建市价卖出订单（平多）
+	order, err := t.client.NewCreateOrderService().
+		Symbol(symbol).
+		Side(futures.SideTypeSell).
+		PositionSide(futures.PositionSideTypeLong).
+		Type(futures.OrderTypeMarket).
+		Quantity(quantityStr).
+		Do(context.Background())
+
+	if err != nil {
+		return nil, fmt.Errorf("平多仓失败: %w", err)
+	}
+
+	log.Printf("✓ 平多仓成功: %s 数量: %s", symbol, quantityStr)
+
+	// 平仓后取消该币种的所有挂单（止损止盈单）
+	if err := t.CancelAllOrders(symbol); err != nil {
+		log.Printf("  ⚠ 取消挂单失败: %v", err)
+	}
+
+	result := make(map[string]interface{})
+	result["orderId"] = order.OrderID
+	result["symbol"] = order.Symbol
+	result["status"] = order.Status
+	return result, nil
+}
+
+// CloseShort 平空仓
+func (t *FuturesTrader) CloseShort(symbol string, quantity float64) (map[string]interface{}, error) {
+	// 如果数量为0，获取当前持仓数量
+	if quantity == 0 {
+		positions, err := t.GetPositions()
+		if err != nil {
+			return nil, err
+		}
+
+		for _, pos := range positions {
+			if pos["symbol"] == symbol && pos["side"] == "short" {
+				quantity = -pos["positionAmt"].(float64) // 空仓数量是负的，取绝对值
+				break
+			}
+		}
+
+		if quantity == 0 {
+			return nil, fmt.Errorf("没有找到 %s 的空仓", symbol)
+		}
+	}
+
+	// 格式化数量
+	quantityStr, err := t.FormatQuantity(symbol, quantity)
+	if err != nil {
+		return nil, err
+	}
+
+	// 创建市价买入订单（平空）
+	order, err := t.client.NewCreateOrderService().
+		Symbol(symbol).
+		Side(futures.SideTypeBuy).
+		PositionSide(futures.PositionSideTypeShort).
+		Type(futures.OrderTypeMarket).
+		Quantity(quantityStr).
+		Do(context.Background())
+
+	if err != nil {
+		return nil, fmt.Errorf("平空仓失败: %w", err)
+	}
+
+	log.Printf("✓ 平空仓成功: %s 数量: %s", symbol, quantityStr)
+
+	// 平仓后取消该币种的所有挂单（止损止盈单）
+	if err := t.CancelAllOrders(symbol); err != nil {
+		log.Printf("  ⚠ 取消挂单失败: %v", err)
+	}
+
+	result := make(map[string]interface{})
+	result["orderId"] = order.OrderID
+	result["symbol"] = order.Symbol
+	result["status"] = order.Status
+	return result, nil
+}
+
+// CancelAllOrders 取消该币种的所有挂单
+func (t *FuturesTrader) CancelAllOrders(symbol string) error {
+	err := t.client.NewCancelAllOpenOrdersService().
+		Symbol(symbol).
+		Do(context.Background())
+
+	if err != nil {
+		return fmt.Errorf("取消挂单失败: %w", err)
+	}
+
+	log.Printf("  ✓ 已取消 %s 的所有挂单", symbol)
+	return nil
+}
+
+// GetMarketPrice 获取市场价格
+func (t *FuturesTrader) GetMarketPrice(symbol string) (float64, error) {
+	prices, err := t.client.NewListPricesService().Symbol(symbol).Do(context.Background())
+	if err != nil {
+		return 0, fmt.Errorf("获取价格失败: %w", err)
+	}
+
+	if len(prices) == 0 {
+		return 0, fmt.Errorf("未找到价格")
+	}
+
+	price, err := strconv.ParseFloat(prices[0].Price, 64)
+	if err != nil {
+		return 0, err
+	}
+
+	return price, nil
+}
+
+// CalculatePositionSize 计算仓位大小
+func (t *FuturesTrader) CalculatePositionSize(balance, riskPercent, price float64, leverage int) float64 {
+	riskAmount := balance * (riskPercent / 100.0)
+	positionValue := riskAmount * float64(leverage)
+	quantity := positionValue / price
+	return quantity
+}
+
+// SetStopLoss 设置止损单
+func (t *FuturesTrader) SetStopLoss(symbol string, positionSide string, quantity, stopPrice float64) error {
+	var side futures.SideType
+	var posSide futures.PositionSideType
+
+	if positionSide == "LONG" {
+		side = futures.SideTypeSell
+		posSide = futures.PositionSideTypeLong
+	} else {
+		side = futures.SideTypeBuy
+		posSide = futures.PositionSideTypeShort
+	}
+
+	// 格式化数量
+	quantityStr, err := t.FormatQuantity(symbol, quantity)
+	if err != nil {
+		return err
+	}
+
+	_, err = t.client.NewCreateOrderService().
+		Symbol(symbol).
+		Side(side).
+		PositionSide(posSide).
+		Type(futures.OrderTypeStopMarket).
+		StopPrice(fmt.Sprintf("%.8f", stopPrice)).
+		Quantity(quantityStr).
+		WorkingType(futures.WorkingTypeContractPrice).
+		ClosePosition(true).
+		Do(context.Background())
+
+	if err != nil {
+		return fmt.Errorf("设置止损失败: %w", err)
+	}
+
+	log.Printf("  止损价设置: %.4f", stopPrice)
+	return nil
+}
+
+// SetTakeProfit 设置止盈单
+func (t *FuturesTrader) SetTakeProfit(symbol string, positionSide string, quantity, takeProfitPrice float64) error {
+	var side futures.SideType
+	var posSide futures.PositionSideType
+
+	if positionSide == "LONG" {
+		side = futures.SideTypeSell
+		posSide = futures.PositionSideTypeLong
+	} else {
+		side = futures.SideTypeBuy
+		posSide = futures.PositionSideTypeShort
+	}
+
+	// 格式化数量
+	quantityStr, err := t.FormatQuantity(symbol, quantity)
+	if err != nil {
+		return err
+	}
+
+	_, err = t.client.NewCreateOrderService().
+		Symbol(symbol).
+		Side(side).
+		PositionSide(posSide).
+		Type(futures.OrderTypeTakeProfitMarket).
+		StopPrice(fmt.Sprintf("%.8f", takeProfitPrice)).
+		Quantity(quantityStr).
+		WorkingType(futures.WorkingTypeContractPrice).
+		ClosePosition(true).
+		Do(context.Background())
+
+	if err != nil {
+		return fmt.Errorf("设置止盈失败: %w", err)
+	}
+
+	log.Printf("  止盈价设置: %.4f", takeProfitPrice)
+	return nil
+}
+
+// GetSymbolPrecision 获取交易对的数量精度
+func (t *FuturesTrader) GetSymbolPrecision(symbol string) (int, error) {
+	exchangeInfo, err := t.client.NewExchangeInfoService().Do(context.Background())
+	if err != nil {
+		return 0, fmt.Errorf("获取交易规则失败: %w", err)
+	}
+
+	for _, s := range exchangeInfo.Symbols {
+		if s.Symbol == symbol {
+			// 从LOT_SIZE filter获取精度
+			for _, filter := range s.Filters {
+				if filter["filterType"] == "LOT_SIZE" {
+					stepSize := filter["stepSize"].(string)
+					precision := calculatePrecision(stepSize)
+					log.Printf("  %s 数量精度: %d (stepSize: %s)", symbol, precision, stepSize)
+					return precision, nil
+				}
+			}
+		}
+	}
+
+	log.Printf("  ⚠ %s 未找到精度信息，使用默认精度3", symbol)
+	return 3, nil // 默认精度为3
+}
+
+// calculatePrecision 从stepSize计算精度
+func calculatePrecision(stepSize string) int {
+	// 去除尾部的0
+	stepSize = trimTrailingZeros(stepSize)
+
+	// 查找小数点
+	dotIndex := -1
+	for i := 0; i < len(stepSize); i++ {
+		if stepSize[i] == '.' {
+			dotIndex = i
+			break
+		}
+	}
+
+	// 如果没有小数点或小数点在最后，精度为0
+	if dotIndex == -1 || dotIndex == len(stepSize)-1 {
+		return 0
+	}
+
+	// 返回小数点后的位数
+	return len(stepSize) - dotIndex - 1
+}
+
+// trimTrailingZeros 去除尾部的0
+func trimTrailingZeros(s string) string {
+	// 如果没有小数点，直接返回
+	if !stringContains(s, ".") {
+		return s
+	}
+
+	// 从后向前遍历，去除尾部的0
+	for len(s) > 0 && s[len(s)-1] == '0' {
+		s = s[:len(s)-1]
+	}
+
+	// 如果最后一位是小数点，也去掉
+	if len(s) > 0 && s[len(s)-1] == '.' {
+		s = s[:len(s)-1]
+	}
+
+	return s
+}
+
+// FormatQuantity 格式化数量到正确的精度
+func (t *FuturesTrader) FormatQuantity(symbol string, quantity float64) (string, error) {
+	precision, err := t.GetSymbolPrecision(symbol)
+	if err != nil {
+		// 如果获取失败，使用默认格式
+		return fmt.Sprintf("%.3f", quantity), nil
+	}
+
+	format := fmt.Sprintf("%%.%df", precision)
+	return fmt.Sprintf(format, quantity), nil
+}
+
+// 辅助函数
+func contains(s, substr string) bool {
+	return len(s) >= len(substr) && stringContains(s, substr)
+}
+
+func stringContains(s, substr string) bool {
+	for i := 0; i <= len(s)-len(substr); i++ {
+		if s[i:i+len(substr)] == substr {
+			return true
+		}
+	}
+	return false
+}