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refactor(trader): name trading-logic magic numbers

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- marginOverheadFactor/takerFeeRate/positionSizeSafetyFactor in sizing math
- aggressiveBuyPriceFactor/aggressiveSellPriceFactor in hyperliquid and aster
  simulated market orders
- dustQuantityEpsilon in FIFO position rebuild
This commit is contained in:
tinkle-community
2026-06-11 00:33:11 +08:00
parent 9ea9bd705f
commit c0d8a9a375
4 changed files with 53 additions and 25 deletions
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28
trader/auto_trader_orders.go
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@@ -9,6 +9,20 @@ import (
"time"
)
const (
// marginOverheadFactor and takerFeeRate approximate the total funds an
// exchange reserves when opening a position:
// totalRequired ≈ positionSize/leverage + positionSize*takerFeeRate + positionSize/leverage*1%
// = positionSize * (marginOverheadFactor/leverage + takerFeeRate)
marginOverheadFactor = 1.01
takerFeeRate = 0.001
// positionSizeSafetyFactor leaves a buffer below the maximum affordable
// position size so a price move between sizing and execution cannot
// trigger an insufficient-margin rejection.
positionSizeSafetyFactor = 0.98
)
// executeDecisionWithRecord executes AI decision and records detailed information
func (at *AutoTrader) executeDecisionWithRecord(decision *kernel.Decision, actionRecord *store.DecisionAction) error {
switch decision.Action {
@@ -83,15 +97,12 @@ func (at *AutoTrader) executeOpenLongWithRecord(decision *kernel.Decision, actio
}
// ⚠️ Auto-adjust position size if insufficient margin
// Formula: totalRequired = positionSize/leverage + positionSize*0.001 + positionSize/leverage*0.01
// = positionSize * (1.01/leverage + 0.001)
marginFactor := 1.01/float64(decision.Leverage) + 0.001
marginFactor := marginOverheadFactor/float64(decision.Leverage) + takerFeeRate
maxAffordablePositionSize := availableBalance / marginFactor
actualPositionSize := decision.PositionSizeUSD
if actualPositionSize > maxAffordablePositionSize {
// Use 98% of max to leave buffer for price fluctuation
adjustedSize := maxAffordablePositionSize * 0.98
adjustedSize := maxAffordablePositionSize * positionSizeSafetyFactor
logger.Infof(" ⚠️ Position size %.2f exceeds max affordable %.2f, auto-reducing to %.2f",
actualPositionSize, maxAffordablePositionSize, adjustedSize)
actualPositionSize = adjustedSize
@@ -200,15 +211,12 @@ func (at *AutoTrader) executeOpenShortWithRecord(decision *kernel.Decision, acti
}
// ⚠️ Auto-adjust position size if insufficient margin
// Formula: totalRequired = positionSize/leverage + positionSize*0.001 + positionSize/leverage*0.01
// = positionSize * (1.01/leverage + 0.001)
marginFactor := 1.01/float64(decision.Leverage) + 0.001
marginFactor := marginOverheadFactor/float64(decision.Leverage) + takerFeeRate
maxAffordablePositionSize := availableBalance / marginFactor
actualPositionSize := decision.PositionSizeUSD
if actualPositionSize > maxAffordablePositionSize {
// Use 98% of max to leave buffer for price fluctuation
adjustedSize := maxAffordablePositionSize * 0.98
adjustedSize := maxAffordablePositionSize * positionSizeSafetyFactor
logger.Infof(" ⚠️ Position size %.2f exceeds max affordable %.2f, auto-reducing to %.2f",
actualPositionSize, maxAffordablePositionSize, adjustedSize)
actualPositionSize = adjustedSize