mirror of
https://github.com/NoFxAiOS/nofx.git
synced 2026-07-17 09:24:36 +08:00
refactor: restructure project directories for better modularity
- Delete llm/ dead code (3 files, zero references) - Split mcp/ into sub-packages: mcp/provider/ (8 providers) and mcp/payment/ (4 payment clients) with registry pattern - Export Client internal fields and ClientHooks interface for sub-package access - Split api/server.go (3892 lines) into 8 domain-specific handler files - Split trader/auto_trader.go (2296 lines) into 5 focused files - Reorganize web/src/components/ flat files into auth/, charts/, trader/, common/, modals/, backtest/ subdirectories - Update all consumer imports to use registry-based provider creation
This commit is contained in:
tinkle-community
263
trader/auto_trader_risk.go
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263
trader/auto_trader_risk.go
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package trader
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import (
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"fmt"
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"nofx/logger"
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"strings"
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"time"
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)
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// startDrawdownMonitor starts drawdown monitoring
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func (at *AutoTrader) startDrawdownMonitor() {
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at.monitorWg.Add(1)
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go func() {
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defer at.monitorWg.Done()
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ticker := time.NewTicker(1 * time.Minute) // Check every minute
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defer ticker.Stop()
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logger.Info("📊 Started position drawdown monitoring (check every minute)")
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for {
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select {
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case <-ticker.C:
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at.checkPositionDrawdown()
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case <-at.stopMonitorCh:
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logger.Info("⏹ Stopped position drawdown monitoring")
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return
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}
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}
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}()
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}
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// checkPositionDrawdown checks position drawdown situation
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func (at *AutoTrader) checkPositionDrawdown() {
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// Get current positions
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positions, err := at.trader.GetPositions()
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if err != nil {
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logger.Infof("❌ Drawdown monitoring: failed to get positions: %v", err)
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return
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}
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for _, pos := range positions {
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symbol := pos["symbol"].(string)
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side := pos["side"].(string)
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entryPrice := pos["entryPrice"].(float64)
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markPrice := pos["markPrice"].(float64)
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quantity := pos["positionAmt"].(float64)
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if quantity < 0 {
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quantity = -quantity // Short position quantity is negative, convert to positive
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}
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// Calculate current P&L percentage
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leverage := 10 // Default value
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if lev, ok := pos["leverage"].(float64); ok {
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leverage = int(lev)
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}
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var currentPnLPct float64
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if side == "long" {
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currentPnLPct = ((markPrice - entryPrice) / entryPrice) * float64(leverage) * 100
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} else {
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currentPnLPct = ((entryPrice - markPrice) / entryPrice) * float64(leverage) * 100
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}
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// Construct unique position identifier (distinguish long/short)
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posKey := symbol + "_" + side
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// Get historical peak profit for this position
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at.peakPnLCacheMutex.RLock()
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peakPnLPct, exists := at.peakPnLCache[posKey]
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at.peakPnLCacheMutex.RUnlock()
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if !exists {
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// If no historical peak record, use current P&L as initial value
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peakPnLPct = currentPnLPct
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at.UpdatePeakPnL(symbol, side, currentPnLPct)
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} else {
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// Update peak cache
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at.UpdatePeakPnL(symbol, side, currentPnLPct)
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}
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// Calculate drawdown (magnitude of decline from peak)
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var drawdownPct float64
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if peakPnLPct > 0 && currentPnLPct < peakPnLPct {
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drawdownPct = ((peakPnLPct - currentPnLPct) / peakPnLPct) * 100
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}
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// Check close position condition: profit > 5% and drawdown >= 40%
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if currentPnLPct > 5.0 && drawdownPct >= 40.0 {
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logger.Infof("🚨 Drawdown close position condition triggered: %s %s | Current profit: %.2f%% | Peak profit: %.2f%% | Drawdown: %.2f%%",
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symbol, side, currentPnLPct, peakPnLPct, drawdownPct)
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// Execute close position
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if err := at.emergencyClosePosition(symbol, side); err != nil {
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logger.Infof("❌ Drawdown close position failed (%s %s): %v", symbol, side, err)
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} else {
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logger.Infof("✅ Drawdown close position succeeded: %s %s", symbol, side)
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// Clear cache for this position after closing
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at.ClearPeakPnLCache(symbol, side)
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}
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} else if currentPnLPct > 5.0 {
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// Record situations close to close position condition (for debugging)
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logger.Infof("📊 Drawdown monitoring: %s %s | Profit: %.2f%% | Peak: %.2f%% | Drawdown: %.2f%%",
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symbol, side, currentPnLPct, peakPnLPct, drawdownPct)
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}
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}
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}
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// emergencyClosePosition emergency close position function
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func (at *AutoTrader) emergencyClosePosition(symbol, side string) error {
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switch side {
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case "long":
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order, err := at.trader.CloseLong(symbol, 0) // 0 = close all
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if err != nil {
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return err
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}
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logger.Infof("✅ Emergency close long position succeeded, order ID: %v", order["orderId"])
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case "short":
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order, err := at.trader.CloseShort(symbol, 0) // 0 = close all
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if err != nil {
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return err
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}
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logger.Infof("✅ Emergency close short position succeeded, order ID: %v", order["orderId"])
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default:
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return fmt.Errorf("unknown position direction: %s", side)
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}
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return nil
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}
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// GetPeakPnLCache gets peak profit cache
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func (at *AutoTrader) GetPeakPnLCache() map[string]float64 {
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at.peakPnLCacheMutex.RLock()
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defer at.peakPnLCacheMutex.RUnlock()
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// Return a copy of the cache
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cache := make(map[string]float64)
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for k, v := range at.peakPnLCache {
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cache[k] = v
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}
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return cache
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}
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// UpdatePeakPnL updates peak profit cache
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func (at *AutoTrader) UpdatePeakPnL(symbol, side string, currentPnLPct float64) {
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at.peakPnLCacheMutex.Lock()
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defer at.peakPnLCacheMutex.Unlock()
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posKey := symbol + "_" + side
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if peak, exists := at.peakPnLCache[posKey]; exists {
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// Update peak (if long, take larger value; if short, currentPnLPct is negative, also compare)
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if currentPnLPct > peak {
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at.peakPnLCache[posKey] = currentPnLPct
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}
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} else {
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// First time recording
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at.peakPnLCache[posKey] = currentPnLPct
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}
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}
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// ClearPeakPnLCache clears peak cache for specified position
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func (at *AutoTrader) ClearPeakPnLCache(symbol, side string) {
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at.peakPnLCacheMutex.Lock()
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defer at.peakPnLCacheMutex.Unlock()
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posKey := symbol + "_" + side
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delete(at.peakPnLCache, posKey)
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}
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// ============================================================================
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// Risk Control Helpers
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// ============================================================================
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// isBTCETH checks if a symbol is BTC or ETH
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func isBTCETH(symbol string) bool {
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symbol = strings.ToUpper(symbol)
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return strings.HasPrefix(symbol, "BTC") || strings.HasPrefix(symbol, "ETH")
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}
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// enforcePositionValueRatio checks and enforces position value ratio limits (CODE ENFORCED)
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// Returns the adjusted position size (capped if necessary) and whether the position was capped
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// positionSizeUSD: the original position size in USD
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// equity: the account equity
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// symbol: the trading symbol
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func (at *AutoTrader) enforcePositionValueRatio(positionSizeUSD float64, equity float64, symbol string) (float64, bool) {
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if at.config.StrategyConfig == nil {
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return positionSizeUSD, false
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}
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riskControl := at.config.StrategyConfig.RiskControl
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// Get the appropriate position value ratio limit
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var maxPositionValueRatio float64
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if isBTCETH(symbol) {
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maxPositionValueRatio = riskControl.BTCETHMaxPositionValueRatio
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if maxPositionValueRatio <= 0 {
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maxPositionValueRatio = 5.0 // Default: 5x for BTC/ETH
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}
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} else {
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maxPositionValueRatio = riskControl.AltcoinMaxPositionValueRatio
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if maxPositionValueRatio <= 0 {
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maxPositionValueRatio = 1.0 // Default: 1x for altcoins
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}
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}
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// Calculate max allowed position value = equity × ratio
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maxPositionValue := equity * maxPositionValueRatio
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// Check if position size exceeds limit
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if positionSizeUSD > maxPositionValue {
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logger.Infof(" ⚠️ [RISK CONTROL] Position %.2f USDT exceeds limit (equity %.2f × %.1fx = %.2f USDT max for %s), capping",
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positionSizeUSD, equity, maxPositionValueRatio, maxPositionValue, symbol)
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return maxPositionValue, true
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}
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return positionSizeUSD, false
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}
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// enforceMinPositionSize checks minimum position size (CODE ENFORCED)
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func (at *AutoTrader) enforceMinPositionSize(positionSizeUSD float64) error {
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if at.config.StrategyConfig == nil {
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return nil
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}
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minSize := at.config.StrategyConfig.RiskControl.MinPositionSize
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if minSize <= 0 {
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minSize = 12 // Default: 12 USDT
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}
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if positionSizeUSD < minSize {
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return fmt.Errorf("❌ [RISK CONTROL] Position %.2f USDT below minimum (%.2f USDT)", positionSizeUSD, minSize)
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}
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return nil
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}
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// enforceMaxPositions checks maximum positions count (CODE ENFORCED)
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func (at *AutoTrader) enforceMaxPositions(currentPositionCount int) error {
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if at.config.StrategyConfig == nil {
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return nil
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}
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maxPositions := at.config.StrategyConfig.RiskControl.MaxPositions
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if maxPositions <= 0 {
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maxPositions = 3 // Default: 3 positions
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}
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if currentPositionCount >= maxPositions {
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return fmt.Errorf("❌ [RISK CONTROL] Already at max positions (%d/%d)", currentPositionCount, maxPositions)
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}
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return nil
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}
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// getSideFromAction converts order action to side (BUY/SELL)
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func getSideFromAction(action string) string {
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switch action {
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case "open_long", "close_short":
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return "BUY"
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case "open_short", "close_long":
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return "SELL"
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default:
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return "BUY"
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}
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}
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