mirror of
https://github.com/NoFxAiOS/nofx.git
synced 2026-07-16 17:12:25 +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
This commit is contained in:
tinkle-community
@@ -408,6 +408,14 @@ func (at *AutoTrader) Run() error {
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}
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}
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// Start Binance order sync if using Binance exchange
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if at.exchange == "binance" {
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if binanceTrader, ok := at.trader.(*FuturesTrader); ok && at.store != nil {
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binanceTrader.StartOrderSync(at.id, at.exchangeID, at.exchange, at.store, 30*time.Second)
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logger.Infof("🔄 [%s] Binance order+position sync enabled (every 30s)", at.name)
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}
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}
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ticker := time.NewTicker(at.config.ScanInterval)
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defer ticker.Stop()
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@@ -1187,22 +1195,39 @@ func (at *AutoTrader) executeCloseLongWithRecord(decision *decision.Decision, ac
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}
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actionRecord.Price = marketData.CurrentPrice
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// Get entry price and quantity from exchange API (most accurate)
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// Normalize symbol for database lookup
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normalizedSymbol := market.Normalize(decision.Symbol)
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// Get entry price and quantity - prioritize local database for accurate quantity
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var entryPrice float64
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var quantity float64
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positions, err := at.trader.GetPositions()
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if err == nil {
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for _, pos := range positions {
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if pos["symbol"] == decision.Symbol && pos["side"] == "long" {
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if ep, ok := pos["entryPrice"].(float64); ok {
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entryPrice = ep
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// First try to get from local database (more accurate for quantity)
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if at.store != nil {
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if openPos, err := at.store.Position().GetOpenPositionBySymbol(at.id, normalizedSymbol, "LONG"); err == nil && openPos != nil {
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quantity = openPos.Quantity
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entryPrice = openPos.EntryPrice
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logger.Infof(" 📊 Using local position data: qty=%.8f, entry=%.2f", quantity, entryPrice)
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}
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}
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// Fallback to exchange API if local data not found
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if quantity == 0 {
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positions, err := at.trader.GetPositions()
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if err == nil {
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for _, pos := range positions {
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if pos["symbol"] == decision.Symbol && pos["side"] == "long" {
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if ep, ok := pos["entryPrice"].(float64); ok {
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entryPrice = ep
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}
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if amt, ok := pos["positionAmt"].(float64); ok && amt > 0 {
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quantity = amt
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}
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break
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}
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if amt, ok := pos["positionAmt"].(float64); ok && amt > 0 {
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quantity = amt
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}
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break
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}
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}
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logger.Infof(" 📊 Using exchange position data: qty=%.8f, entry=%.2f", quantity, entryPrice)
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}
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// Close position
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@@ -1234,22 +1259,39 @@ func (at *AutoTrader) executeCloseShortWithRecord(decision *decision.Decision, a
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}
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actionRecord.Price = marketData.CurrentPrice
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// Get entry price and quantity from exchange API (most accurate)
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// Normalize symbol for database lookup
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normalizedSymbol := market.Normalize(decision.Symbol)
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// Get entry price and quantity - prioritize local database for accurate quantity
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var entryPrice float64
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var quantity float64
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positions, err := at.trader.GetPositions()
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if err == nil {
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for _, pos := range positions {
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if pos["symbol"] == decision.Symbol && pos["side"] == "short" {
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if ep, ok := pos["entryPrice"].(float64); ok {
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entryPrice = ep
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// First try to get from local database (more accurate for quantity)
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if at.store != nil {
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if openPos, err := at.store.Position().GetOpenPositionBySymbol(at.id, normalizedSymbol, "SHORT"); err == nil && openPos != nil {
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quantity = openPos.Quantity
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entryPrice = openPos.EntryPrice
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logger.Infof(" 📊 Using local position data: qty=%.8f, entry=%.2f", quantity, entryPrice)
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}
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}
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// Fallback to exchange API if local data not found
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if quantity == 0 {
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positions, err := at.trader.GetPositions()
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if err == nil {
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for _, pos := range positions {
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if pos["symbol"] == decision.Symbol && pos["side"] == "short" {
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if ep, ok := pos["entryPrice"].(float64); ok {
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entryPrice = ep
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}
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if amt, ok := pos["positionAmt"].(float64); ok {
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quantity = -amt // positionAmt is negative for short
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}
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break
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}
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if amt, ok := pos["positionAmt"].(float64); ok {
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quantity = -amt // positionAmt is negative for short
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}
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break
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}
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}
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logger.Infof(" 📊 Using exchange position data: qty=%.8f, entry=%.2f", quantity, entryPrice)
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}
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// Close position
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@@ -1778,106 +1820,76 @@ func (at *AutoTrader) recordAndConfirmOrder(orderResult map[string]interface{},
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positionSide = "SHORT"
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}
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// For Lighter exchange, market orders fill immediately - record as FILLED directly
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var actualPrice = price // fallback to market price
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var actualQty = quantity // fallback to requested quantity
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var actualPrice = price
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var actualQty = quantity
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var fee float64
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if at.exchange == "lighter" {
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// Estimate fee (0.04% for Lighter taker)
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fee = price * quantity * 0.0004
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// Normalize symbol (ETH -> ETHUSDT, BTC -> BTCUSDT)
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normalizedSymbol := market.Normalize(symbol)
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// Create order record directly as FILLED
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orderRecord := &store.TraderOrder{
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TraderID: at.id,
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ExchangeID: at.exchange,
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ExchangeOrderID: orderID,
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Symbol: normalizedSymbol,
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Side: getSideFromAction(action),
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PositionSide: positionSide,
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Type: "MARKET",
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OrderAction: action,
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Quantity: quantity,
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Price: 0, // Market order
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Status: "FILLED",
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FilledQuantity: quantity,
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AvgFillPrice: price,
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Commission: fee,
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FilledAt: time.Now(),
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Leverage: leverage,
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ReduceOnly: (action == "close_long" || action == "close_short"),
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CreatedAt: time.Now(),
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UpdatedAt: time.Now(),
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}
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if err := at.store.Order().CreateOrder(orderRecord); err != nil {
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logger.Infof(" ⚠️ Failed to record order: %v", err)
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} else {
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logger.Infof(" ✅ Order recorded as FILLED: %s [%s] %s qty=%.6f price=%.6f", orderID, action, symbol, quantity, price)
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// Record fill details
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at.recordOrderFill(orderRecord.ID, orderID, symbol, action, price, quantity, fee)
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}
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} else {
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// For other exchanges, record as NEW and poll for status
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orderRecord := at.createOrderRecord(orderID, symbol, action, positionSide, quantity, price, leverage)
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if err := at.store.Order().CreateOrder(orderRecord); err != nil {
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logger.Infof(" ⚠️ Failed to record order: %v", err)
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} else {
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logger.Infof(" 📝 Order recorded: %s [%s] %s", orderID, action, symbol)
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}
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// Wait for order to be filled and get actual fill data
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time.Sleep(500 * time.Millisecond)
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for i := 0; i < 5; i++ {
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status, err := at.trader.GetOrderStatus(symbol, orderID)
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if err == nil {
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statusStr, _ := status["status"].(string)
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if statusStr == "FILLED" {
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// Get actual fill price
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if avgPrice, ok := status["avgPrice"].(float64); ok && avgPrice > 0 {
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actualPrice = avgPrice
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}
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// Get actual executed quantity
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if execQty, ok := status["executedQty"].(float64); ok && execQty > 0 {
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actualQty = execQty
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}
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// Get commission/fee
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if commission, ok := status["commission"].(float64); ok {
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fee = commission
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}
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logger.Infof(" ✅ Order filled: avgPrice=%.6f, qty=%.6f, fee=%.6f", actualPrice, actualQty, fee)
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// Update order status to FILLED
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if err := at.store.Order().UpdateOrderStatus(orderRecord.ID, "FILLED", actualQty, actualPrice, fee); err != nil {
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logger.Infof(" ⚠️ Failed to update order status: %v", err)
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}
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// Record fill details
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at.recordOrderFill(orderRecord.ID, orderID, symbol, action, actualPrice, actualQty, fee)
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break
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} else if statusStr == "CANCELED" || statusStr == "EXPIRED" || statusStr == "REJECTED" {
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logger.Infof(" ⚠️ Order %s, skipping position record", statusStr)
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// Update order status
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if err := at.store.Order().UpdateOrderStatus(orderRecord.ID, statusStr, 0, 0, 0); err != nil {
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logger.Infof(" ⚠️ Failed to update order status: %v", err)
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}
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return
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}
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}
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time.Sleep(500 * time.Millisecond)
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}
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// Exchanges with OrderSync: Skip immediate order recording, let OrderSync handle it
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// This ensures accurate data from GetTrades API and avoids duplicate records
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switch at.exchange {
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case "binance", "lighter", "hyperliquid", "bybit", "okx", "bitget", "aster":
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logger.Infof(" 📝 Order submitted (id: %s), will be synced by OrderSync", orderID)
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return
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}
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// For exchanges without OrderSync (e.g., Binance): record immediately and poll for fill data
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orderRecord := at.createOrderRecord(orderID, symbol, action, positionSide, quantity, price, leverage)
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if err := at.store.Order().CreateOrder(orderRecord); err != nil {
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logger.Infof(" ⚠️ Failed to record order: %v", err)
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} else {
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logger.Infof(" 📝 Order recorded: %s [%s] %s", orderID, action, symbol)
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}
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// Wait for order to be filled and get actual fill data
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time.Sleep(500 * time.Millisecond)
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for i := 0; i < 5; i++ {
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status, err := at.trader.GetOrderStatus(symbol, orderID)
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if err == nil {
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statusStr, _ := status["status"].(string)
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if statusStr == "FILLED" {
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// Get actual fill price
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if avgPrice, ok := status["avgPrice"].(float64); ok && avgPrice > 0 {
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actualPrice = avgPrice
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}
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// Get actual executed quantity
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if execQty, ok := status["executedQty"].(float64); ok && execQty > 0 {
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actualQty = execQty
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}
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// Get commission/fee
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if commission, ok := status["commission"].(float64); ok {
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fee = commission
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}
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logger.Infof(" ✅ Order filled: avgPrice=%.6f, qty=%.6f, fee=%.6f", actualPrice, actualQty, fee)
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// Update order status to FILLED
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if err := at.store.Order().UpdateOrderStatus(orderRecord.ID, "FILLED", actualQty, actualPrice, fee); err != nil {
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logger.Infof(" ⚠️ Failed to update order status: %v", err)
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}
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// Record fill details
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at.recordOrderFill(orderRecord.ID, orderID, symbol, action, actualPrice, actualQty, fee)
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break
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} else if statusStr == "CANCELED" || statusStr == "EXPIRED" || statusStr == "REJECTED" {
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logger.Infof(" ⚠️ Order %s, skipping position record", statusStr)
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// Update order status
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if err := at.store.Order().UpdateOrderStatus(orderRecord.ID, statusStr, 0, 0, 0); err != nil {
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logger.Infof(" ⚠️ Failed to update order status: %v", err)
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}
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return
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}
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}
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time.Sleep(500 * time.Millisecond)
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}
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// Normalize symbol for position record consistency
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normalizedSymbolForPosition := market.Normalize(symbol)
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logger.Infof(" 📝 Recording position (ID: %s, action: %s, price: %.6f, qty: %.6f, fee: %.4f)",
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orderID, action, actualPrice, actualQty, fee)
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// Record position change with actual fill data
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at.recordPositionChange(orderID, symbol, positionSide, action, actualQty, actualPrice, leverage, entryPrice, fee)
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// Record position change with actual fill data (use normalized symbol)
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at.recordPositionChange(orderID, normalizedSymbolForPosition, positionSide, action, actualQty, actualPrice, leverage, entryPrice, fee)
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// Send anonymous trade statistics for experience improvement (async, non-blocking)
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// This helps us understand overall product usage across all deployments
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@@ -1921,18 +1933,21 @@ func (at *AutoTrader) recordPositionChange(orderID, symbol, side, action string,
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}
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case "close_long", "close_short":
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// Close position: find corresponding open position record and update
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openPos, err := at.store.Position().GetOpenPositionBySymbol(at.id, symbol, side)
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if err != nil || openPos == nil {
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logger.Infof(" ⚠️ Cannot find corresponding open position record (%s %s)", symbol, side)
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return
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// Close position using PositionBuilder for consistent handling
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// PositionBuilder will handle both cases:
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// 1. If open position exists: close it properly
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// 2. If no open position (e.g., table cleared): create a closed position record
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posBuilder := store.NewPositionBuilder(at.store.Position())
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if err := posBuilder.ProcessTrade(
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at.id, at.exchangeID, at.exchange,
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symbol, side, action,
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quantity, price, fee, 0, // realizedPnL will be calculated
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time.Now(), orderID,
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); err != nil {
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logger.Infof(" ⚠️ Failed to process close position: %v", err)
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} else {
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logger.Infof(" ✅ Position closed [%s] %s %s @ %.4f", at.id[:8], symbol, side, price)
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}
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// NOTE: Position update removed - Order Sync will handle it automatically
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// Order Sync will pick up the fill and update the position through PositionBuilder
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// This ensures accurate fee accumulation and PnL calculation
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logger.Infof(" ✅ Order placed [%s] %s %s @ %.4f, will be synced by Order Sync",
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at.id[:8], symbol, side, price)
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}
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}
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@@ -1961,7 +1976,8 @@ func (at *AutoTrader) createOrderRecord(orderID, symbol, action, positionSide st
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return &store.TraderOrder{
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TraderID: at.id,
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ExchangeID: at.exchange,
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ExchangeID: at.exchangeID,
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ExchangeType: at.exchange,
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ExchangeOrderID: orderID,
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Symbol: normalizedSymbol,
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Side: side,
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@@ -2007,7 +2023,8 @@ func (at *AutoTrader) recordOrderFill(orderRecordID int64, exchangeOrderID, symb
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fill := &store.TraderFill{
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TraderID: at.id,
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ExchangeID: at.exchange,
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ExchangeID: at.exchangeID,
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ExchangeType: at.exchange,
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OrderID: orderRecordID,
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ExchangeOrderID: exchangeOrderID,
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ExchangeTradeID: tradeID,
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