mirror of
https://github.com/NoFxAiOS/nofx.git
synced 2026-07-17 17:34:39 +08:00
refactor: split large files and clean up project structure
- Rename experience/ to telemetry/ for clarity - Split 15+ large Go files (800-2200 lines) into focused modules: kernel/engine.go, backtest/runner.go, market/data.go, store/position.go, api/handler_trader.go, trader/auto_trader_grid.go, and 9 exchange traders - Split frontend monoliths: types.ts, api.ts, AITradersPage.tsx, BacktestPage.tsx into domain-specific modules with barrel re-exports - Remove stale files: screenshots, .yml.old, pyproject.toml - Remove unused scripts/ and cmd/ directories - Remove broken/outdated test files (network-dependent, stale expectations)
This commit is contained in:
tinkle-community
299
trader/aster/trader_account.go
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299
trader/aster/trader_account.go
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@@ -0,0 +1,299 @@
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package aster
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import (
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"encoding/json"
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"errors"
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"fmt"
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"io"
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"net/http"
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"nofx/logger"
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"nofx/trader/types"
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"strconv"
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"time"
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)
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// GetBalance Get account balance
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func (t *AsterTrader) GetBalance() (map[string]interface{}, error) {
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params := make(map[string]interface{})
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body, err := t.request("GET", "/fapi/v3/balance", params)
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if err != nil {
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return nil, err
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}
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var balances []map[string]interface{}
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if err := json.Unmarshal(body, &balances); err != nil {
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return nil, err
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}
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// Find USDT balance
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availableBalance := 0.0
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crossUnPnl := 0.0
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crossWalletBalance := 0.0
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foundUSDT := false
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for _, bal := range balances {
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if asset, ok := bal["asset"].(string); ok && asset == "USDT" {
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foundUSDT = true
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// Parse Aster fields (reference: https://github.com/asterdex/api-docs)
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if avail, ok := bal["availableBalance"].(string); ok {
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availableBalance, _ = strconv.ParseFloat(avail, 64)
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}
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if unpnl, ok := bal["crossUnPnl"].(string); ok {
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crossUnPnl, _ = strconv.ParseFloat(unpnl, 64)
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}
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if cwb, ok := bal["crossWalletBalance"].(string); ok {
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crossWalletBalance, _ = strconv.ParseFloat(cwb, 64)
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}
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break
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}
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}
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if !foundUSDT {
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logger.Infof("⚠️ USDT asset record not found!")
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}
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// Get positions to calculate margin used and real unrealized PnL
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positions, err := t.GetPositions()
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if err != nil {
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logger.Infof("⚠️ Failed to get position information: %v", err)
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// fallback: use simple calculation when unable to get positions
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return map[string]interface{}{
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"totalWalletBalance": crossWalletBalance,
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"availableBalance": availableBalance,
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"totalUnrealizedProfit": crossUnPnl,
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}, nil
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}
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// Critical fix: accumulate real unrealized PnL from positions
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// Aster's crossUnPnl field is inaccurate, need to recalculate from position data
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totalMarginUsed := 0.0
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realUnrealizedPnl := 0.0
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for _, pos := range positions {
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markPrice := pos["markPrice"].(float64)
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quantity := pos["positionAmt"].(float64)
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if quantity < 0 {
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quantity = -quantity
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}
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unrealizedPnl := pos["unRealizedProfit"].(float64)
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realUnrealizedPnl += unrealizedPnl
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leverage := 10
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if lev, ok := pos["leverage"].(float64); ok {
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leverage = int(lev)
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}
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marginUsed := (quantity * markPrice) / float64(leverage)
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totalMarginUsed += marginUsed
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}
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// Aster correct calculation method:
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// Total equity = available balance + margin used
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// Wallet balance = total equity - unrealized PnL
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// Unrealized PnL = calculated from accumulated positions (don't use API's crossUnPnl)
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totalEquity := availableBalance + totalMarginUsed
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totalWalletBalance := totalEquity - realUnrealizedPnl
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return map[string]interface{}{
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"totalWalletBalance": totalWalletBalance, // Wallet balance (excluding unrealized PnL)
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"availableBalance": availableBalance, // Available balance
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"totalUnrealizedProfit": realUnrealizedPnl, // Unrealized PnL (accumulated from positions)
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}, nil
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}
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// GetMarketPrice Get market price
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func (t *AsterTrader) GetMarketPrice(symbol string) (float64, error) {
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// Use ticker interface to get current price
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resp, err := t.client.Get(fmt.Sprintf("%s/fapi/v3/ticker/price?symbol=%s", t.baseURL, symbol))
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if err != nil {
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return 0, err
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}
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defer resp.Body.Close()
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body, _ := io.ReadAll(resp.Body)
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if resp.StatusCode != http.StatusOK {
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return 0, fmt.Errorf("HTTP %d: %s", resp.StatusCode, string(body))
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}
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var result map[string]interface{}
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if err := json.Unmarshal(body, &result); err != nil {
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return 0, err
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}
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priceStr, ok := result["price"].(string)
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if !ok {
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return 0, errors.New("unable to get price")
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}
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return strconv.ParseFloat(priceStr, 64)
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}
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// GetClosedPnL gets recent closing trades from Aster
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// Note: Aster does NOT have a position history API, only trade history.
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// This returns individual closing trades for real-time position closure detection.
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func (t *AsterTrader) GetClosedPnL(startTime time.Time, limit int) ([]types.ClosedPnLRecord, error) {
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trades, err := t.GetTrades(startTime, limit)
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if err != nil {
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return nil, err
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}
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// Filter only closing trades (realizedPnl != 0)
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var records []types.ClosedPnLRecord
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for _, trade := range trades {
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if trade.RealizedPnL == 0 {
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continue
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}
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// Determine side from PositionSide or trade direction
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side := "long"
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if trade.PositionSide == "SHORT" || trade.PositionSide == "short" {
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side = "short"
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} else if trade.PositionSide == "BOTH" || trade.PositionSide == "" {
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if trade.Side == "SELL" || trade.Side == "Sell" {
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side = "long"
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} else {
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side = "short"
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}
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}
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// Calculate entry price from PnL
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var entryPrice float64
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if trade.Quantity > 0 {
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if side == "long" {
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entryPrice = trade.Price - trade.RealizedPnL/trade.Quantity
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} else {
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entryPrice = trade.Price + trade.RealizedPnL/trade.Quantity
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}
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}
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records = append(records, types.ClosedPnLRecord{
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Symbol: trade.Symbol,
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Side: side,
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EntryPrice: entryPrice,
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ExitPrice: trade.Price,
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Quantity: trade.Quantity,
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RealizedPnL: trade.RealizedPnL,
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Fee: trade.Fee,
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ExitTime: trade.Time,
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EntryTime: trade.Time,
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OrderID: trade.TradeID,
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ExchangeID: trade.TradeID,
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CloseType: "unknown",
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})
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}
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return records, nil
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}
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// AsterTradeRecord represents a trade from Aster API
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type AsterTradeRecord struct {
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ID int64 `json:"id"`
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Symbol string `json:"symbol"`
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OrderID int64 `json:"orderId"`
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Side string `json:"side"` // BUY or SELL
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PositionSide string `json:"positionSide"` // LONG or SHORT
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Price string `json:"price"`
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Qty string `json:"qty"`
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RealizedPnl string `json:"realizedPnl"`
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Commission string `json:"commission"`
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Time int64 `json:"time"`
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Buyer bool `json:"buyer"`
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Maker bool `json:"maker"`
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}
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// GetTrades retrieves trade history from Aster
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func (t *AsterTrader) GetTrades(startTime time.Time, limit int) ([]types.TradeRecord, error) {
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if limit <= 0 {
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limit = 500
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}
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// Build request params
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params := map[string]interface{}{
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"startTime": startTime.UnixMilli(),
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"limit": limit,
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}
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// Use existing request method with signing
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body, err := t.request("GET", "/fapi/v3/userTrades", params)
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if err != nil {
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logger.Infof("⚠️ Aster userTrades API error: %v", err)
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return []types.TradeRecord{}, nil
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}
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var asterTrades []AsterTradeRecord
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if err := json.Unmarshal(body, &asterTrades); err != nil {
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logger.Infof("⚠️ Failed to parse Aster trades response: %v", err)
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return []types.TradeRecord{}, nil
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}
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// Convert to unified TradeRecord format
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var result []types.TradeRecord
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for _, at := range asterTrades {
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price, _ := strconv.ParseFloat(at.Price, 64)
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qty, _ := strconv.ParseFloat(at.Qty, 64)
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fee, _ := strconv.ParseFloat(at.Commission, 64)
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pnl, _ := strconv.ParseFloat(at.RealizedPnl, 64)
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trade := types.TradeRecord{
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TradeID: strconv.FormatInt(at.ID, 10),
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Symbol: at.Symbol,
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Side: at.Side,
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PositionSide: at.PositionSide,
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Price: price,
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Quantity: qty,
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RealizedPnL: pnl,
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Fee: fee,
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Time: time.UnixMilli(at.Time).UTC(),
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}
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result = append(result, trade)
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}
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return result, nil
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}
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// GetOrderBook gets the order book for a symbol
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func (t *AsterTrader) GetOrderBook(symbol string, depth int) (bids, asks [][]float64, err error) {
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if depth <= 0 {
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depth = 20
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}
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// Aster uses public endpoint (no signature required)
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resp, err := t.client.Get(fmt.Sprintf("%s/fapi/v3/depth?symbol=%s&limit=%d", t.baseURL, symbol, depth))
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if err != nil {
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return nil, nil, fmt.Errorf("failed to fetch order book: %w", err)
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}
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defer resp.Body.Close()
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body, _ := io.ReadAll(resp.Body)
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if resp.StatusCode != http.StatusOK {
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return nil, nil, fmt.Errorf("HTTP %d: %s", resp.StatusCode, string(body))
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}
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var result struct {
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Bids [][]string `json:"bids"` // [[price, qty], ...]
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Asks [][]string `json:"asks"` // [[price, qty], ...]
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}
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if err := json.Unmarshal(body, &result); err != nil {
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return nil, nil, fmt.Errorf("failed to parse order book: %w", err)
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}
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// Convert string arrays to float64 arrays
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bids = make([][]float64, len(result.Bids))
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for i, bid := range result.Bids {
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if len(bid) >= 2 {
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price, _ := strconv.ParseFloat(bid[0], 64)
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qty, _ := strconv.ParseFloat(bid[1], 64)
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bids[i] = []float64{price, qty}
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}
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}
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asks = make([][]float64, len(result.Asks))
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for i, ask := range result.Asks {
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if len(ask) >= 2 {
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price, _ := strconv.ParseFloat(ask[0], 64)
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qty, _ := strconv.ParseFloat(ask[1], 64)
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asks[i] = []float64{price, qty}
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}
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}
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return bids, asks, nil
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}
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