mirror of
https://github.com/NoFxAiOS/nofx.git
synced 2026-07-15 16:56:56 +08:00
feat: order sync for multiple exchanges and position tracking improvements
- Add order sync support for Binance, Hyperliquid, Bybit, OKX, Bitget, Aster exchanges - Fix weighted average exit price calculation for partial closes - Handle position flip (翻仓) scenarios correctly - Fix symbol normalization (ETH vs ETHUSDT) - Skip order recording for exchanges with OrderSync to avoid duplicates - Add chart timezone localization
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tinkle-community
@@ -194,7 +194,13 @@ func (s *PositionStore) UpdatePositionQuantityAndPrice(id int64, addQty float64,
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// Calculate weighted average entry price
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newQty := currentQty + addQty
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newEntryQty := currentEntryQty + addQty
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// Round quantity to 4 decimal places to avoid floating point precision issues
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newQty = math.Round(newQty*10000) / 10000
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newEntryQty = math.Round(newEntryQty*10000) / 10000
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newEntryPrice := (currentEntryPrice*currentQty + addPrice*addQty) / newQty
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// Round to 2 decimal places to avoid floating point precision issues
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newEntryPrice = math.Round(newEntryPrice*100) / 100
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// Accumulate fees
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newFee := currentFee + addFee
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@@ -213,17 +219,61 @@ func (s *PositionStore) UpdatePositionQuantityAndPrice(id int64, addQty float64,
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}
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// ReducePositionQuantity reduces position quantity for partial close (keeps status as OPEN)
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func (s *PositionStore) ReducePositionQuantity(id int64, reduceQty float64, addFee float64) error {
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// Also updates exit_price with weighted average of all partial closes
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func (s *PositionStore) ReducePositionQuantity(id int64, reduceQty float64, exitPrice float64, addFee float64, addPnL float64) error {
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// First get current position data
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var currentQty, currentFee, currentExitPrice, entryQty, currentPnL float64
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err := s.db.QueryRow(`SELECT quantity, fee, exit_price, entry_quantity, realized_pnl FROM trader_positions WHERE id = ?`, id).Scan(¤tQty, ¤tFee, ¤tExitPrice, &entryQty, ¤tPnL)
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if err != nil {
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return fmt.Errorf("failed to get current position: %w", err)
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}
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// Calculate new quantity and fee
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newQty := math.Round((currentQty-reduceQty)*10000) / 10000
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newFee := currentFee + addFee
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newPnL := currentPnL + addPnL
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// Calculate weighted average exit price
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// closedQty = entryQty - currentQty (already closed before this trade)
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// newClosedQty = closedQty + reduceQty (total closed after this trade)
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closedQty := entryQty - currentQty
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newClosedQty := closedQty + reduceQty
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var newExitPrice float64
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if newClosedQty > 0 {
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// Weighted average: (old_exit * old_closed + new_price * new_close) / total_closed
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newExitPrice = (currentExitPrice*closedQty + exitPrice*reduceQty) / newClosedQty
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newExitPrice = math.Round(newExitPrice*100) / 100 // Round to 2 decimal places
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}
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now := time.Now()
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_, err = s.db.Exec(`
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UPDATE trader_positions SET
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quantity = ?,
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fee = ?,
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exit_price = ?,
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realized_pnl = ?,
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updated_at = ?
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WHERE id = ?
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`, newQty, newFee, newExitPrice, newPnL, now.Format(time.RFC3339), id)
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if err != nil {
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return fmt.Errorf("failed to reduce position quantity: %w", err)
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}
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return nil
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}
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// UpdatePositionExchangeInfo updates exchange_id and exchange_type for a position
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func (s *PositionStore) UpdatePositionExchangeInfo(id int64, exchangeID, exchangeType string) error {
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now := time.Now()
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_, err := s.db.Exec(`
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UPDATE trader_positions SET
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quantity = quantity - ?,
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fee = fee + ?,
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exchange_id = ?,
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exchange_type = ?,
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updated_at = ?
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WHERE id = ?
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`, reduceQty, addFee, now.Format(time.RFC3339), id)
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`, exchangeID, exchangeType, now.Format(time.RFC3339), id)
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if err != nil {
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return fmt.Errorf("failed to reduce position quantity: %w", err)
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return fmt.Errorf("failed to update position exchange info: %w", err)
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}
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return nil
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}
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@@ -292,10 +342,12 @@ func (s *PositionStore) GetOpenPositions(traderID string) ([]*TraderPosition, er
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}
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// GetOpenPositionBySymbol gets open position for specified symbol and direction
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// It tries both the normalized symbol (ETHUSDT) and base symbol (ETH) for compatibility
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func (s *PositionStore) GetOpenPositionBySymbol(traderID, symbol, side string) (*TraderPosition, error) {
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var pos TraderPosition
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var entryTime, exitTime, createdAt, updatedAt sql.NullString
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// Try with the exact symbol first
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err := s.db.QueryRow(`
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SELECT id, trader_id, exchange_id, COALESCE(exchange_type, '') as exchange_type, symbol, side, quantity, COALESCE(entry_quantity, quantity) as entry_quantity, entry_price, entry_order_id,
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entry_time, exit_price, exit_order_id, exit_time, realized_pnl, fee,
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@@ -309,15 +361,37 @@ func (s *PositionStore) GetOpenPositionBySymbol(traderID, symbol, side string) (
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&pos.ExitOrderID, &exitTime, &pos.RealizedPnL, &pos.Fee,
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&pos.Leverage, &pos.Status, &pos.CloseReason, &createdAt, &updatedAt,
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)
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if err != nil {
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if err == sql.ErrNoRows {
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return nil, nil
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}
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return nil, err
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if err == nil {
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s.parsePositionTimes(&pos, entryTime, exitTime, createdAt, updatedAt)
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return &pos, nil
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}
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s.parsePositionTimes(&pos, entryTime, exitTime, createdAt, updatedAt)
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return &pos, nil
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// If not found and symbol ends with USDT, try without USDT suffix (for backward compatibility)
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if err == sql.ErrNoRows && strings.HasSuffix(symbol, "USDT") {
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baseSymbol := strings.TrimSuffix(symbol, "USDT")
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err = s.db.QueryRow(`
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SELECT id, trader_id, exchange_id, COALESCE(exchange_type, '') as exchange_type, symbol, side, quantity, COALESCE(entry_quantity, quantity) as entry_quantity, entry_price, entry_order_id,
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entry_time, exit_price, exit_order_id, exit_time, realized_pnl, fee,
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leverage, status, close_reason, created_at, updated_at
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FROM trader_positions
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WHERE trader_id = ? AND symbol = ? AND side = ? AND status = 'OPEN'
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ORDER BY entry_time DESC LIMIT 1
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`, traderID, baseSymbol, side).Scan(
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&pos.ID, &pos.TraderID, &pos.ExchangeID, &pos.ExchangeType, &pos.Symbol, &pos.Side, &pos.Quantity, &pos.EntryQuantity,
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&pos.EntryPrice, &pos.EntryOrderID, &entryTime, &pos.ExitPrice,
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&pos.ExitOrderID, &exitTime, &pos.RealizedPnL, &pos.Fee,
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&pos.Leverage, &pos.Status, &pos.CloseReason, &createdAt, &updatedAt,
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)
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if err == nil {
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s.parsePositionTimes(&pos, entryTime, exitTime, createdAt, updatedAt)
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return &pos, nil
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}
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}
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if err == sql.ErrNoRows {
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return nil, nil
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}
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return nil, err
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}
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// GetClosedPositions gets closed positions (historical records)
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@@ -1219,7 +1293,10 @@ func (s *PositionStore) CreateOpenPosition(pos *TraderPosition) error {
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now := time.Now()
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pos.CreatedAt = now
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pos.UpdatedAt = now
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pos.Status = "OPEN"
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// Only set status to OPEN if not already set (allows creating CLOSED positions)
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if pos.Status == "" {
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pos.Status = "OPEN"
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}
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if pos.Source == "" {
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pos.Source = "system"
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}
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@@ -1228,16 +1305,24 @@ func (s *PositionStore) CreateOpenPosition(pos *TraderPosition) error {
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pos.EntryQuantity = pos.Quantity
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}
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// Format exit time if present
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var exitTimeStr *string
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if pos.ExitTime != nil {
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s := pos.ExitTime.Format(time.RFC3339)
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exitTimeStr = &s
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}
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result, err := s.db.Exec(`
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INSERT INTO trader_positions (
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trader_id, exchange_id, exchange_type, exchange_position_id, symbol, side, quantity, entry_quantity,
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entry_price, entry_order_id, entry_time, leverage, status, source, fee,
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entry_price, entry_order_id, entry_time, exit_price, exit_order_id, exit_time,
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realized_pnl, leverage, status, source, fee,
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created_at, updated_at
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) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
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) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
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`,
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pos.TraderID, pos.ExchangeID, pos.ExchangeType, pos.ExchangePositionID, pos.Symbol, pos.Side, pos.Quantity, pos.EntryQuantity,
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pos.EntryPrice, pos.EntryOrderID, pos.EntryTime.Format(time.RFC3339), pos.Leverage,
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pos.Status, pos.Source, pos.Fee, now.Format(time.RFC3339), now.Format(time.RFC3339),
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pos.EntryPrice, pos.EntryOrderID, pos.EntryTime.Format(time.RFC3339), pos.ExitPrice, pos.ExitOrderID, exitTimeStr,
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pos.RealizedPnL, pos.Leverage, pos.Status, pos.Source, pos.Fee, now.Format(time.RFC3339), now.Format(time.RFC3339),
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)
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if err != nil {
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if strings.Contains(err.Error(), "UNIQUE constraint failed") {
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