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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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24
trader/hyperliquid/trader_orders.go
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@@ -15,6 +15,14 @@ import (
"github.com/sonirico/go-hyperliquid"
)
// Aggressive limit prices simulate market orders: buy slightly above and sell
// slightly below the current price so IOC limit orders fill immediately while
// capping slippage at 1%.
const (
aggressiveBuyPriceFactor = 1.01
aggressiveSellPriceFactor = 0.99
)
func (t *HyperliquidTrader) placeOrderWithBuilderFee(order hyperliquid.CreateOrderRequest) error {
_, err := t.exchange.Order(t.ctx, order, defaultBuilder)
if err == nil {
@@ -66,8 +74,8 @@ func (t *HyperliquidTrader) OpenLong(symbol string, quantity float64, leverage i
}
// Price needs to be processed to 5 significant figures
aggressivePrice := t.roundPriceToSigfigs(price * 1.01)
logger.Infof(" 💰 Price precision handling: %.8f -> %.8f (5 significant figures)", price*1.01, aggressivePrice)
aggressivePrice := t.roundPriceToSigfigs(price * aggressiveBuyPriceFactor)
logger.Infof(" 💰 Price precision handling: %.8f -> %.8f (5 significant figures)", price*aggressiveBuyPriceFactor, aggressivePrice)
// Handle xyz dex assets differently
if isXyz {
@@ -138,8 +146,8 @@ func (t *HyperliquidTrader) OpenShort(symbol string, quantity float64, leverage
}
// Price needs to be processed to 5 significant figures
aggressivePrice := t.roundPriceToSigfigs(price * 0.99)
logger.Infof(" 💰 Price precision handling: %.8f -> %.8f (5 significant figures)", price*0.99, aggressivePrice)
aggressivePrice := t.roundPriceToSigfigs(price * aggressiveSellPriceFactor)
logger.Infof(" 💰 Price precision handling: %.8f -> %.8f (5 significant figures)", price*aggressiveSellPriceFactor, aggressivePrice)
// Handle xyz dex assets differently
if isXyz {
@@ -220,8 +228,8 @@ func (t *HyperliquidTrader) CloseLong(symbol string, quantity float64) (map[stri
}
// Price needs to be processed to 5 significant figures
aggressivePrice := t.roundPriceToSigfigs(price * 0.99)
logger.Infof(" 💰 Price precision handling: %.8f -> %.8f (5 significant figures)", price*0.99, aggressivePrice)
aggressivePrice := t.roundPriceToSigfigs(price * aggressiveSellPriceFactor)
logger.Infof(" 💰 Price precision handling: %.8f -> %.8f (5 significant figures)", price*aggressiveSellPriceFactor, aggressivePrice)
// Handle xyz dex assets differently
if isXyz {
@@ -307,8 +315,8 @@ func (t *HyperliquidTrader) CloseShort(symbol string, quantity float64) (map[str
}
// Price needs to be processed to 5 significant figures
aggressivePrice := t.roundPriceToSigfigs(price * 1.01)
logger.Infof(" 💰 Price precision handling: %.8f -> %.8f (5 significant figures)", price*1.01, aggressivePrice)
aggressivePrice := t.roundPriceToSigfigs(price * aggressiveBuyPriceFactor)
logger.Infof(" 💰 Price precision handling: %.8f -> %.8f (5 significant figures)", price*aggressiveBuyPriceFactor, aggressivePrice)
// Handle xyz dex assets differently
if isXyz {