diff --git a/trader/auto_trader.go b/trader/auto_trader.go index e90663e2..172bcd4f 100644 --- a/trader/auto_trader.go +++ b/trader/auto_trader.go @@ -12,6 +12,7 @@ import ( "nofx/pool" "strings" "time" + "sync" ) // AutoTraderConfig 自动交易配置（简化版 - AI全权决策） @@ -99,6 +100,10 @@ type AutoTrader struct { startTime time.Time // 系统启动时间 callCount int // AI调用次数 positionFirstSeenTime map[string]int64 // 持仓首次出现时间 (symbol_side -> timestamp毫秒) + stopMonitorCh chan struct{} // 用于停止监控goroutine + monitorWg sync.WaitGroup // 用于等待监控goroutine结束 + peakPnLCache map[string]float64 // 最高收益缓存 (symbol -> 峰值盈亏百分比) + peakPnLCacheMutex sync.RWMutex // 缓存读写锁 lastBalanceSyncTime time.Time // 上次余额同步时间 database interface{} // 数据库引用（用于自动更新余额） userID string // 用户ID @@ -221,6 +226,10 @@ func NewAutoTrader(config AutoTraderConfig, database interface{}, userID string) callCount: 0, isRunning: false, positionFirstSeenTime: make(map[string]int64), + stopMonitorCh: make(chan struct{}), + monitorWg: sync.WaitGroup{}, + peakPnLCache: make(map[string]float64), + peakPnLCacheMutex: sync.RWMutex{}, lastBalanceSyncTime: time.Now(), // 初始化为当前时间 database: database, userID: userID, @@ -235,6 +244,9 @@ func (at *AutoTrader) Run() error { log.Printf("⚙️ 扫描间隔: %v", at.config.ScanInterval) log.Println("🤖 AI将全权决定杠杆、仓位大小、止损止盈等参数") + // 启动回撤监控 + at.startDrawdownMonitor() + ticker := time.NewTicker(at.config.ScanInterval) defer ticker.Stop() @@ -258,6 +270,8 @@ func (at *AutoTrader) Run() error { // Stop 停止自动交易 func (at *AutoTrader) Stop() { at.isRunning = false + close(at.stopMonitorCh) // 通知监控goroutine停止 + at.monitorWg.Wait() // 等待监控goroutine结束 log.Println("⏹ 自动交易系统停止") } @@ -489,11 +503,11 @@ func (at *AutoTrader) runCycle() error { // 7. 打印AI决策 // log.Printf("📋 AI决策列表 (%d 个):\n", len(decision.Decisions)) // for i, d := range decision.Decisions { - // log.Printf(" [%d] %s: %s - %s", i+1, d.Symbol, d.Action, d.Reasoning) - // if d.Action == "open_long" || d.Action == "open_short" { - // log.Printf(" 杠杆: %dx | 仓位: %.2f USDT | 止损: %.4f | 止盈: %.4f", - // d.Leverage, d.PositionSizeUSD, d.StopLoss, d.TakeProfit) - // } + // log.Printf(" [%d] %s: %s - %s", i+1, d.Symbol, d.Action, d.Reasoning) + // if d.Action == "open_long" || d.Action == "open_short" { + // log.Printf(" 杠杆: %dx | 仓位: %.2f USDT | 止损: %.4f | 止盈: %.4f", + // d.Leverage, d.PositionSizeUSD, d.StopLoss, d.TakeProfit) + // } // } log.Println() @@ -1438,3 +1452,158 @@ func normalizeSymbol(symbol string) string { return symbol } + +// 启动回撤监控 +func (at *AutoTrader) startDrawdownMonitor() { + at.monitorWg.Add(1) + go func() { + defer at.monitorWg.Done() + + ticker := time.NewTicker(1 * time.Minute) // 每分钟检查一次 + defer ticker.Stop() + + log.Println("📊 启动持仓回撤监控（每分钟检查一次）") + + for { + select { + case <-ticker.C: + at.checkPositionDrawdown() + case <-at.stopMonitorCh: + log.Println("⏹ 停止持仓回撤监控") + return + } + } + }() +} + +// 检查持仓回撤情况 +func (at *AutoTrader) checkPositionDrawdown() { + // 获取当前持仓 + positions, err := at.trader.GetPositions() + if err != nil { + log.Printf("❌ 回撤监控：获取持仓失败: %v", err) + return + } + + for _, pos := range positions { + symbol := pos["symbol"].(string) + side := pos["side"].(string) + entryPrice := pos["entryPrice"].(float64) + markPrice := pos["markPrice"].(float64) + quantity := pos["positionAmt"].(float64) + if quantity < 0 { + quantity = -quantity // 空仓数量为负，转为正数 + } + + // 计算当前盈亏百分比 + leverage := 10 // 默认值 + if lev, ok := pos["leverage"].(float64); ok { + leverage = int(lev) + } + + var currentPnLPct float64 + if side == "long" { + currentPnLPct = ((markPrice - entryPrice) / entryPrice) * float64(leverage) * 100 + } else { + currentPnLPct = ((entryPrice - markPrice) / entryPrice) * float64(leverage) * 100 + } + + // 获取该持仓的历史最高收益 + at.peakPnLCacheMutex.RLock() + peakPnLPct, exists := at.peakPnLCache[symbol] + at.peakPnLCacheMutex.RUnlock() + + if !exists { + // 如果没有历史最高记录，使用当前盈亏作为初始值 + peakPnLPct = currentPnLPct + at.UpdatePeakPnL(symbol, currentPnLPct) + } else { + // 更新峰值缓存 + at.UpdatePeakPnL(symbol, currentPnLPct) + } + + // 计算回撤（从最高点下跌的幅度） + var drawdownPct float64 + if peakPnLPct > 0 && currentPnLPct < peakPnLPct { + drawdownPct = ((peakPnLPct - currentPnLPct) / peakPnLPct) * 100 + } + + // 检查平仓条件：收益大于5%且回撤超过40% + if currentPnLPct > 5.0 && drawdownPct >= 40.0 { + log.Printf("🚨 触发回撤平仓条件: %s %s | 当前收益: %.2f%% | 最高收益: %.2f%% | 回撤: %.2f%%", + symbol, side, currentPnLPct, peakPnLPct, drawdownPct) + + // 执行平仓 + if err := at.emergencyClosePosition(symbol, side); err != nil { + log.Printf("❌ 回撤平仓失败 (%s %s): %v", symbol, side, err) + } else { + log.Printf("✅ 回撤平仓成功: %s %s", symbol, side) + // 平仓后清理该symbol的缓存 + at.ClearPeakPnLCache(symbol) + } + } else if currentPnLPct > 5.0 { + // 记录接近平仓条件的情况（用于调试） + log.Printf("📊 回撤监控: %s %s | 收益: %.2f%% | 最高: %.2f%% | 回撤: %.2f%%", + symbol, side, currentPnLPct, peakPnLPct, drawdownPct) + } + } +} + +// 紧急平仓函数 +func (at *AutoTrader) emergencyClosePosition(symbol, side string) error { + switch side { + case "long": + order, err := at.trader.CloseLong(symbol, 0) // 0 = 全部平仓 + if err != nil { + return err + } + log.Printf("✅ 紧急平多仓成功，订单ID: %v", order["orderId"]) + case "short": + order, err := at.trader.CloseShort(symbol, 0) // 0 = 全部平仓 + if err != nil { + return err + } + log.Printf("✅ 紧急平空仓成功，订单ID: %v", order["orderId"]) + default: + return fmt.Errorf("未知的持仓方向: %s", side) + } + + return nil +} + +// GetPeakPnLCache 获取最高收益缓存 +func (at *AutoTrader) GetPeakPnLCache() map[string]float64 { + at.peakPnLCacheMutex.RLock() + defer at.peakPnLCacheMutex.RUnlock() + + // 返回缓存的副本 + cache := make(map[string]float64) + for k, v := range at.peakPnLCache { + cache[k] = v + } + return cache +} + +// UpdatePeakPnL 更新最高收益缓存 +func (at *AutoTrader) UpdatePeakPnL(symbol string, currentPnLPct float64) { + at.peakPnLCacheMutex.Lock() + defer at.peakPnLCacheMutex.Unlock() + + if peak, exists := at.peakPnLCache[symbol]; exists { + // 更新峰值（如果是多头，取较大值；如果是空头，currentPnLPct为负，也要比较） + if currentPnLPct > peak { + at.peakPnLCache[symbol] = currentPnLPct + } + } else { + // 首次记录 + at.peakPnLCache[symbol] = currentPnLPct + } +} + +// ClearPeakPnLCache 清除指定symbol的峰值缓存 +func (at *AutoTrader) ClearPeakPnLCache(symbol string) { + at.peakPnLCacheMutex.Lock() + defer at.peakPnLCacheMutex.Unlock() + + delete(at.peakPnLCache, symbol) +}