mirror of
https://github.com/NoFxAiOS/nofx.git
synced 2026-07-16 01:06:59 +08:00
change v1
This commit is contained in:
lky-spec
288
agent/trade.go
288
agent/trade.go
@@ -5,22 +5,50 @@ import (
|
||||
"encoding/json"
|
||||
"fmt"
|
||||
"log/slog"
|
||||
"math"
|
||||
"nofx/store"
|
||||
"strings"
|
||||
"sync"
|
||||
"time"
|
||||
)
|
||||
|
||||
const (
|
||||
tradeAbsoluteMaxQuantity = 1_000_000.0
|
||||
tradeLargeOrderNotionalUSDT = 5_000.0
|
||||
tradeHardMaxOrderNotionalUSDT = 100_000.0
|
||||
tradeLargeOrderEquityRatio = 0.25
|
||||
tradeHardMaxOrderEquityRatio = 1.00
|
||||
tradeLargeOrderConfirmCommandZH = "确认大额 %s"
|
||||
tradeLargeOrderConfirmCommandEN = "confirm large %s"
|
||||
)
|
||||
|
||||
type tradeSelectedTrader interface {
|
||||
GetStrategyConfig() *store.StrategyConfig
|
||||
GetAccountInfo() (map[string]interface{}, error)
|
||||
}
|
||||
|
||||
type tradeUnderlyingTrader interface {
|
||||
OpenLong(symbol string, quantity float64, leverage int) (map[string]interface{}, error)
|
||||
OpenShort(symbol string, quantity float64, leverage int) (map[string]interface{}, error)
|
||||
CloseLong(symbol string, quantity float64) (map[string]interface{}, error)
|
||||
CloseShort(symbol string, quantity float64) (map[string]interface{}, error)
|
||||
GetMarketPrice(symbol string) (float64, error)
|
||||
}
|
||||
|
||||
// TradeAction represents a parsed trade intent from the LLM or user.
|
||||
type TradeAction struct {
|
||||
ID string `json:"id"`
|
||||
Action string `json:"action"` // "open_long", "open_short", "close_long", "close_short"
|
||||
Symbol string `json:"symbol"` // e.g. "BTCUSDT"
|
||||
Quantity float64 `json:"quantity"` // amount
|
||||
Leverage int `json:"leverage"` // leverage multiplier
|
||||
TraderID string `json:"trader_id"` // which trader to use
|
||||
Status string `json:"status"` // "pending", "confirmed", "executed", "failed", "expired"
|
||||
CreatedAt int64 `json:"created_at"`
|
||||
Error string `json:"error,omitempty"`
|
||||
ID string `json:"id"`
|
||||
Action string `json:"action"` // "open_long", "open_short", "close_long", "close_short"
|
||||
Symbol string `json:"symbol"` // e.g. "BTCUSDT"
|
||||
Quantity float64 `json:"quantity"` // amount
|
||||
Leverage int `json:"leverage"` // leverage multiplier
|
||||
TraderID string `json:"trader_id"` // which trader to use
|
||||
Status string `json:"status"` // "pending", "confirmed", "executed", "failed", "expired"
|
||||
CreatedAt int64 `json:"created_at"`
|
||||
EstimatedPrice float64 `json:"estimated_price,omitempty"`
|
||||
EstimatedNotional float64 `json:"estimated_notional,omitempty"`
|
||||
RequiresLargeOrderConfirmation bool `json:"requires_large_order_confirmation,omitempty"`
|
||||
Error string `json:"error,omitempty"`
|
||||
}
|
||||
|
||||
// pendingTrades stores pending trade confirmations.
|
||||
@@ -149,49 +177,12 @@ func (a *Agent) executeTrade(ctx context.Context, trade *TradeAction) error {
|
||||
return fmt.Errorf("no trader manager available")
|
||||
}
|
||||
|
||||
traders := a.traderManager.GetAllTraders()
|
||||
if len(traders) == 0 {
|
||||
return fmt.Errorf("no traders configured")
|
||||
wantStock, selectedTrader, underlyingTrader, err := a.resolveTradeExecutionContext(trade)
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
|
||||
// Determine if this is a stock trade to route to the right exchange
|
||||
wantStock := isStockSymbol(trade.Symbol)
|
||||
|
||||
// Find a running trader's underlying exchange interface
|
||||
var underlyingTrader interface {
|
||||
OpenLong(symbol string, quantity float64, leverage int) (map[string]interface{}, error)
|
||||
OpenShort(symbol string, quantity float64, leverage int) (map[string]interface{}, error)
|
||||
CloseLong(symbol string, quantity float64) (map[string]interface{}, error)
|
||||
CloseShort(symbol string, quantity float64) (map[string]interface{}, error)
|
||||
}
|
||||
|
||||
for _, t := range traders {
|
||||
s := t.GetStatus()
|
||||
running, _ := s["is_running"].(bool)
|
||||
if running {
|
||||
ut := t.GetUnderlyingTrader()
|
||||
if ut == nil {
|
||||
continue
|
||||
}
|
||||
// Route stock symbols to alpaca traders, crypto to others
|
||||
exchange := t.GetExchange()
|
||||
isAlpaca := exchange == "alpaca"
|
||||
if wantStock && !isAlpaca {
|
||||
continue // Skip non-stock traders for stock symbols
|
||||
}
|
||||
if !wantStock && isAlpaca {
|
||||
continue // Skip stock traders for crypto symbols
|
||||
}
|
||||
underlyingTrader = ut
|
||||
break
|
||||
}
|
||||
}
|
||||
|
||||
if underlyingTrader == nil {
|
||||
if wantStock {
|
||||
return fmt.Errorf("no running stock trader (Alpaca) found — configure one to trade stocks")
|
||||
}
|
||||
return fmt.Errorf("no running trader supports trade execution")
|
||||
if err := validateTradeAction(trade, wantStock, selectedTrader, underlyingTrader); err != nil {
|
||||
return err
|
||||
}
|
||||
|
||||
switch trade.Action {
|
||||
@@ -218,6 +209,172 @@ func (a *Agent) executeTrade(ctx context.Context, trade *TradeAction) error {
|
||||
}
|
||||
}
|
||||
|
||||
func (a *Agent) resolveTradeExecutionContext(trade *TradeAction) (bool, tradeSelectedTrader, tradeUnderlyingTrader, error) {
|
||||
if a.traderManager == nil {
|
||||
return false, nil, nil, fmt.Errorf("no trader manager available")
|
||||
}
|
||||
traders := a.traderManager.GetAllTraders()
|
||||
if len(traders) == 0 {
|
||||
return false, nil, nil, fmt.Errorf("no traders configured")
|
||||
}
|
||||
|
||||
wantStock := isStockSymbol(trade.Symbol)
|
||||
for _, t := range traders {
|
||||
s := t.GetStatus()
|
||||
running, _ := s["is_running"].(bool)
|
||||
if !running {
|
||||
continue
|
||||
}
|
||||
ut := t.GetUnderlyingTrader()
|
||||
if ut == nil {
|
||||
continue
|
||||
}
|
||||
exchange := t.GetExchange()
|
||||
isAlpaca := exchange == "alpaca"
|
||||
if wantStock && !isAlpaca {
|
||||
continue
|
||||
}
|
||||
if !wantStock && isAlpaca {
|
||||
continue
|
||||
}
|
||||
return wantStock, t, ut, nil
|
||||
}
|
||||
|
||||
if wantStock {
|
||||
return true, nil, nil, fmt.Errorf("no running stock trader (Alpaca) found — configure one to trade stocks")
|
||||
}
|
||||
return false, nil, nil, fmt.Errorf("no running trader supports trade execution")
|
||||
}
|
||||
|
||||
func validateTradeAction(
|
||||
trade *TradeAction,
|
||||
wantStock bool,
|
||||
selectedTrader tradeSelectedTrader,
|
||||
underlyingTrader tradeUnderlyingTrader,
|
||||
) error {
|
||||
if trade == nil {
|
||||
return fmt.Errorf("trade is required")
|
||||
}
|
||||
if math.IsNaN(trade.Quantity) || math.IsInf(trade.Quantity, 0) {
|
||||
return fmt.Errorf("quantity must be a finite number")
|
||||
}
|
||||
if !strings.HasPrefix(trade.Action, "open_") {
|
||||
return nil
|
||||
}
|
||||
if trade.Quantity <= 0 {
|
||||
return fmt.Errorf("quantity must be > 0")
|
||||
}
|
||||
if trade.Quantity > tradeAbsoluteMaxQuantity {
|
||||
return fmt.Errorf("quantity %.4f exceeds hard sanity cap %.0f", trade.Quantity, tradeAbsoluteMaxQuantity)
|
||||
}
|
||||
|
||||
price, err := underlyingTrader.GetMarketPrice(trade.Symbol)
|
||||
if err != nil {
|
||||
return fmt.Errorf("failed to fetch market price for %s: %w", trade.Symbol, err)
|
||||
}
|
||||
if price <= 0 {
|
||||
return fmt.Errorf("invalid market price for %s", trade.Symbol)
|
||||
}
|
||||
positionValue := trade.Quantity * price
|
||||
trade.EstimatedPrice = price
|
||||
trade.EstimatedNotional = positionValue
|
||||
|
||||
if positionValue > tradeHardMaxOrderNotionalUSDT {
|
||||
return fmt.Errorf("position value %.2f exceeds hard safety cap %.2f USDT", positionValue, tradeHardMaxOrderNotionalUSDT)
|
||||
}
|
||||
|
||||
var equity float64
|
||||
if selectedTrader != nil {
|
||||
accountInfo, err := selectedTrader.GetAccountInfo()
|
||||
if err != nil {
|
||||
return fmt.Errorf("failed to load trader account info: %w", err)
|
||||
}
|
||||
equity = toFloat(accountInfo["total_equity"])
|
||||
if equity <= 0 {
|
||||
equity = toFloat(accountInfo["totalEquity"])
|
||||
}
|
||||
if equity <= 0 {
|
||||
return fmt.Errorf("invalid trader equity for risk validation")
|
||||
}
|
||||
if positionValue > equity*tradeHardMaxOrderEquityRatio {
|
||||
return fmt.Errorf(
|
||||
"position value %.2f USDT exceeds hard safety cap %.2f USDT (equity %.2f x %.2f)",
|
||||
positionValue,
|
||||
equity*tradeHardMaxOrderEquityRatio,
|
||||
equity,
|
||||
tradeHardMaxOrderEquityRatio,
|
||||
)
|
||||
}
|
||||
if positionValue >= equity*tradeLargeOrderEquityRatio {
|
||||
trade.RequiresLargeOrderConfirmation = true
|
||||
}
|
||||
}
|
||||
if positionValue >= tradeLargeOrderNotionalUSDT {
|
||||
trade.RequiresLargeOrderConfirmation = true
|
||||
}
|
||||
|
||||
if wantStock {
|
||||
if trade.Leverage < 0 {
|
||||
return fmt.Errorf("leverage must be >= 0")
|
||||
}
|
||||
return nil
|
||||
}
|
||||
|
||||
cfg := store.GetDefaultStrategyConfig("zh")
|
||||
if selectedTrader != nil && selectedTrader.GetStrategyConfig() != nil {
|
||||
cfg = *selectedTrader.GetStrategyConfig()
|
||||
}
|
||||
riskControl := cfg.RiskControl
|
||||
|
||||
maxLeverage := riskControl.AltcoinMaxLeverage
|
||||
maxPositionValueRatio := riskControl.AltcoinMaxPositionValueRatio
|
||||
if isBTCETHSymbol(trade.Symbol) {
|
||||
maxLeverage = riskControl.BTCETHMaxLeverage
|
||||
maxPositionValueRatio = riskControl.BTCETHMaxPositionValueRatio
|
||||
}
|
||||
if maxLeverage <= 0 {
|
||||
maxLeverage = 5
|
||||
}
|
||||
if trade.Leverage <= 0 {
|
||||
return fmt.Errorf("leverage must be > 0")
|
||||
}
|
||||
if trade.Leverage > maxLeverage {
|
||||
return fmt.Errorf("leverage exceeds configured limit (%dx > %dx)", trade.Leverage, maxLeverage)
|
||||
}
|
||||
|
||||
minPositionSize := riskControl.MinPositionSize
|
||||
if minPositionSize <= 0 {
|
||||
minPositionSize = 12
|
||||
}
|
||||
if positionValue < minPositionSize {
|
||||
return fmt.Errorf("position value %.2f USDT is below configured minimum %.2f USDT", positionValue, minPositionSize)
|
||||
}
|
||||
|
||||
if maxPositionValueRatio <= 0 {
|
||||
if isBTCETHSymbol(trade.Symbol) {
|
||||
maxPositionValueRatio = 5.0
|
||||
} else {
|
||||
maxPositionValueRatio = 1.0
|
||||
}
|
||||
}
|
||||
maxPositionValue := equity * maxPositionValueRatio
|
||||
if positionValue > maxPositionValue {
|
||||
return fmt.Errorf(
|
||||
"position value %.2f USDT exceeds configured limit %.2f USDT (equity %.2f x %.2f)",
|
||||
positionValue,
|
||||
maxPositionValue,
|
||||
equity,
|
||||
maxPositionValueRatio,
|
||||
)
|
||||
}
|
||||
return nil
|
||||
}
|
||||
|
||||
func isBTCETHSymbol(symbol string) bool {
|
||||
symbol = strings.ToUpper(strings.TrimSpace(symbol))
|
||||
return strings.HasPrefix(symbol, "BTC") || strings.HasPrefix(symbol, "ETH")
|
||||
}
|
||||
|
||||
// formatTradeConfirmation creates a confirmation message for a pending trade.
|
||||
func formatTradeConfirmation(trade *TradeAction, lang string) string {
|
||||
actionNames := map[string]string{
|
||||
@@ -246,6 +403,13 @@ func formatTradeConfirmation(trade *TradeAction, lang string) string {
|
||||
if trade.Leverage > 0 {
|
||||
msg += fmt.Sprintf("杠杆: %dx\n", trade.Leverage)
|
||||
}
|
||||
if trade.EstimatedNotional > 0 {
|
||||
msg += fmt.Sprintf("估算仓位价值: %.2f USDT\n", trade.EstimatedNotional)
|
||||
}
|
||||
if trade.RequiresLargeOrderConfirmation {
|
||||
msg += fmt.Sprintf("\n⚠️ 该订单已触发大额风控，请发送 `"+tradeLargeOrderConfirmCommandZH+"` 执行交易，或忽略取消。", trade.ID)
|
||||
return msg
|
||||
}
|
||||
msg += fmt.Sprintf("\n发送 `确认 %s` 执行交易，或忽略取消。", trade.ID)
|
||||
return msg
|
||||
}
|
||||
@@ -259,6 +423,13 @@ func formatTradeConfirmation(trade *TradeAction, lang string) string {
|
||||
if trade.Leverage > 0 {
|
||||
msg += fmt.Sprintf("Leverage: %dx\n", trade.Leverage)
|
||||
}
|
||||
if trade.EstimatedNotional > 0 {
|
||||
msg += fmt.Sprintf("Estimated notional: %.2f USDT\n", trade.EstimatedNotional)
|
||||
}
|
||||
if trade.RequiresLargeOrderConfirmation {
|
||||
msg += fmt.Sprintf("\n⚠️ This order triggered high-risk protection. Send `"+tradeLargeOrderConfirmCommandEN+"` to execute, or ignore to cancel.", trade.ID)
|
||||
return msg
|
||||
}
|
||||
msg += fmt.Sprintf("\nSend `confirm %s` to execute, or ignore to cancel.", trade.ID)
|
||||
return msg
|
||||
}
|
||||
@@ -268,7 +439,14 @@ func (a *Agent) handleTradeConfirmation(ctx context.Context, userID int64, text,
|
||||
upper := strings.ToUpper(strings.TrimSpace(text))
|
||||
|
||||
var tradeID string
|
||||
if strings.HasPrefix(upper, "确认 ") || strings.HasPrefix(upper, "CONFIRM ") {
|
||||
largeConfirm := false
|
||||
if strings.HasPrefix(upper, "确认大额 ") || strings.HasPrefix(upper, "CONFIRM LARGE ") {
|
||||
largeConfirm = true
|
||||
parts := strings.Fields(text)
|
||||
if len(parts) >= 2 {
|
||||
tradeID = parts[len(parts)-1]
|
||||
}
|
||||
} else if strings.HasPrefix(upper, "确认 ") || strings.HasPrefix(upper, "CONFIRM ") {
|
||||
parts := strings.Fields(text)
|
||||
if len(parts) >= 2 {
|
||||
tradeID = parts[1]
|
||||
@@ -290,6 +468,12 @@ func (a *Agent) handleTradeConfirmation(ctx context.Context, userID int64, text,
|
||||
}
|
||||
return "❌ Trade expired or not found.", true
|
||||
}
|
||||
if trade.RequiresLargeOrderConfirmation && !largeConfirm {
|
||||
if lang == "zh" {
|
||||
return fmt.Sprintf("⚠️ 这是一笔大额订单，请发送 `"+tradeLargeOrderConfirmCommandZH+"` 继续执行。", trade.ID), true
|
||||
}
|
||||
return fmt.Sprintf("⚠️ This is a high-risk order. Send `"+tradeLargeOrderConfirmCommandEN+"` to continue.", trade.ID), true
|
||||
}
|
||||
|
||||
a.pending.Remove(tradeID)
|
||||
trade.Status = "confirmed"
|
||||
|
||||
Reference in New Issue
Block a user