mirror of
https://github.com/NoFxAiOS/nofx.git
synced 2026-07-18 01:44:38 +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Remove stale files: screenshots, .yml.old, pyproject.toml - Remove unused scripts/ and cmd/ directories - Remove broken/outdated test files (network-dependent, stale expectations)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
290
trader/binance/futures_positions.go
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290
trader/binance/futures_positions.go
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@@ -0,0 +1,290 @@
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package binance
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import (
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"context"
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"fmt"
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"nofx/logger"
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"strconv"
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"time"
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"github.com/adshao/go-binance/v2/futures"
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)
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// GetPositions gets all positions (with cache)
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func (t *FuturesTrader) GetPositions() ([]map[string]interface{}, error) {
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// First check if cache is valid
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t.positionsCacheMutex.RLock()
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if t.cachedPositions != nil && time.Since(t.positionsCacheTime) < t.cacheDuration {
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cacheAge := time.Since(t.positionsCacheTime)
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t.positionsCacheMutex.RUnlock()
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logger.Infof("✓ Using cached position information (cache age: %.1f seconds ago)", cacheAge.Seconds())
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return t.cachedPositions, nil
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}
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t.positionsCacheMutex.RUnlock()
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// Cache expired or doesn't exist, call API
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logger.Infof("🔄 Cache expired, calling Binance API to get position information...")
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positions, err := t.client.NewGetPositionRiskService().Do(context.Background())
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if err != nil {
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return nil, fmt.Errorf("failed to get positions: %w", err)
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}
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var result []map[string]interface{}
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for _, pos := range positions {
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posAmt, _ := strconv.ParseFloat(pos.PositionAmt, 64)
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if posAmt == 0 {
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continue // Skip positions with zero amount
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}
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posMap := make(map[string]interface{})
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posMap["symbol"] = pos.Symbol
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posMap["positionAmt"], _ = strconv.ParseFloat(pos.PositionAmt, 64)
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posMap["entryPrice"], _ = strconv.ParseFloat(pos.EntryPrice, 64)
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posMap["markPrice"], _ = strconv.ParseFloat(pos.MarkPrice, 64)
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posMap["unRealizedProfit"], _ = strconv.ParseFloat(pos.UnRealizedProfit, 64)
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posMap["leverage"], _ = strconv.ParseFloat(pos.Leverage, 64)
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posMap["liquidationPrice"], _ = strconv.ParseFloat(pos.LiquidationPrice, 64)
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// Note: Binance SDK doesn't expose updateTime field, will fallback to local tracking
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// Determine direction
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if posAmt > 0 {
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posMap["side"] = "long"
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} else {
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posMap["side"] = "short"
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}
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result = append(result, posMap)
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}
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// Update cache
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t.positionsCacheMutex.Lock()
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t.cachedPositions = result
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t.positionsCacheTime = time.Now()
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t.positionsCacheMutex.Unlock()
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return result, nil
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}
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// SetMarginMode sets margin mode
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func (t *FuturesTrader) SetMarginMode(symbol string, isCrossMargin bool) error {
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var marginType futures.MarginType
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if isCrossMargin {
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marginType = futures.MarginTypeCrossed
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} else {
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marginType = futures.MarginTypeIsolated
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}
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// Try to set margin mode
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err := t.client.NewChangeMarginTypeService().
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Symbol(symbol).
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MarginType(marginType).
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Do(context.Background())
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marginModeStr := "Cross Margin"
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if !isCrossMargin {
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marginModeStr = "Isolated Margin"
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}
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if err != nil {
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// If error message contains "No need to change", margin mode is already set to target value
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if contains(err.Error(), "No need to change margin type") {
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logger.Infof(" ✓ %s margin mode is already %s", symbol, marginModeStr)
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return nil
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}
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// If there is an open position, margin mode cannot be changed, but this doesn't affect trading
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if contains(err.Error(), "Margin type cannot be changed if there exists position") {
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logger.Infof(" ⚠️ %s has open positions, cannot change margin mode, continuing with current mode", symbol)
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return nil
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}
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// Detect Multi-Assets mode (error code -4168)
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if contains(err.Error(), "Multi-Assets mode") || contains(err.Error(), "-4168") || contains(err.Error(), "4168") {
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logger.Infof(" ⚠️ %s detected Multi-Assets mode, forcing Cross Margin mode", symbol)
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logger.Infof(" 💡 Tip: To use Isolated Margin mode, please disable Multi-Assets mode in Binance")
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return nil
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}
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// Detect Unified Account API (Portfolio Margin)
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if contains(err.Error(), "unified") || contains(err.Error(), "portfolio") || contains(err.Error(), "Portfolio") {
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logger.Infof(" ❌ %s detected Unified Account API, unable to trade futures", symbol)
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return fmt.Errorf("please use 'Spot & Futures Trading' API permission, do not use 'Unified Account API'")
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}
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logger.Infof(" ⚠️ Failed to set margin mode: %v", err)
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// Don't return error, let trading continue
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return nil
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}
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logger.Infof(" ✓ %s margin mode set to %s", symbol, marginModeStr)
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return nil
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}
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// SetLeverage sets leverage (with smart detection and cooldown period)
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func (t *FuturesTrader) SetLeverage(symbol string, leverage int) error {
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// First try to get current leverage (from position information)
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currentLeverage := 0
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positions, err := t.GetPositions()
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if err == nil {
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for _, pos := range positions {
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if pos["symbol"] == symbol {
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if lev, ok := pos["leverage"].(float64); ok {
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currentLeverage = int(lev)
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break
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}
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}
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}
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}
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// If current leverage is already the target leverage, skip
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if currentLeverage == leverage && currentLeverage > 0 {
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logger.Infof(" ✓ %s leverage is already %dx, no need to change", symbol, leverage)
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return nil
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}
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// Change leverage
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_, err = t.client.NewChangeLeverageService().
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Symbol(symbol).
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Leverage(leverage).
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Do(context.Background())
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if err != nil {
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// If error message contains "No need to change", leverage is already the target value
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if contains(err.Error(), "No need to change") {
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logger.Infof(" ✓ %s leverage is already %dx", symbol, leverage)
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return nil
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}
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return fmt.Errorf("failed to set leverage: %w", err)
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}
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logger.Infof(" ✓ %s leverage changed to %dx", symbol, leverage)
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// Wait 5 seconds after changing leverage (to avoid cooldown period errors)
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logger.Infof(" ⏱ Waiting 5 seconds for cooldown period...")
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time.Sleep(5 * time.Second)
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return nil
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}
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// GetMarketPrice gets market price
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func (t *FuturesTrader) GetMarketPrice(symbol string) (float64, error) {
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prices, err := t.client.NewListPricesService().Symbol(symbol).Do(context.Background())
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if err != nil {
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return 0, fmt.Errorf("failed to get price: %w", err)
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}
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if len(prices) == 0 {
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return 0, fmt.Errorf("price not found")
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}
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price, err := strconv.ParseFloat(prices[0].Price, 64)
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if err != nil {
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return 0, err
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}
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return price, nil
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}
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// CalculatePositionSize calculates position size
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func (t *FuturesTrader) CalculatePositionSize(balance, riskPercent, price float64, leverage int) float64 {
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riskAmount := balance * (riskPercent / 100.0)
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positionValue := riskAmount * float64(leverage)
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quantity := positionValue / price
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return quantity
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}
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// GetMinNotional gets minimum notional value (Binance requirement)
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func (t *FuturesTrader) GetMinNotional(symbol string) float64 {
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// Use conservative default value of 10 USDT to ensure order passes exchange validation
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return 10.0
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}
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// CheckMinNotional checks if order meets minimum notional value requirement
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func (t *FuturesTrader) CheckMinNotional(symbol string, quantity float64) error {
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price, err := t.GetMarketPrice(symbol)
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if err != nil {
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return fmt.Errorf("failed to get market price: %w", err)
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}
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notionalValue := quantity * price
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minNotional := t.GetMinNotional(symbol)
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if notionalValue < minNotional {
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return fmt.Errorf(
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"order amount %.2f USDT is below minimum requirement %.2f USDT (quantity: %.4f, price: %.4f)",
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notionalValue, minNotional, quantity, price,
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)
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}
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return nil
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}
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// GetSymbolPrecision gets the quantity precision for a trading pair
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func (t *FuturesTrader) GetSymbolPrecision(symbol string) (int, error) {
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exchangeInfo, err := t.client.NewExchangeInfoService().Do(context.Background())
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if err != nil {
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return 0, fmt.Errorf("failed to get trading rules: %w", err)
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}
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for _, s := range exchangeInfo.Symbols {
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if s.Symbol == symbol {
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// Get precision from LOT_SIZE filter
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for _, filter := range s.Filters {
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if filter["filterType"] == "LOT_SIZE" {
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stepSize := filter["stepSize"].(string)
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precision := calculatePrecision(stepSize)
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logger.Infof(" %s quantity precision: %d (stepSize: %s)", symbol, precision, stepSize)
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return precision, nil
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}
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}
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}
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}
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logger.Infof(" ⚠ %s precision information not found, using default precision 3", symbol)
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return 3, nil // Default precision is 3
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}
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// FormatQuantity formats quantity to correct precision
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func (t *FuturesTrader) FormatQuantity(symbol string, quantity float64) (string, error) {
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precision, err := t.GetSymbolPrecision(symbol)
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if err != nil {
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// If retrieval fails, use default format
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return fmt.Sprintf("%.3f", quantity), nil
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}
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format := fmt.Sprintf("%%.%df", precision)
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return fmt.Sprintf(format, quantity), nil
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}
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// GetSymbolPricePrecision gets the price precision for a trading pair
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func (t *FuturesTrader) GetSymbolPricePrecision(symbol string) (int, error) {
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exchangeInfo, err := t.client.NewExchangeInfoService().Do(context.Background())
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if err != nil {
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return 0, fmt.Errorf("failed to get trading rules: %w", err)
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}
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for _, s := range exchangeInfo.Symbols {
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if s.Symbol == symbol {
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// Get precision from PRICE_FILTER filter
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for _, filter := range s.Filters {
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if filter["filterType"] == "PRICE_FILTER" {
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tickSize := filter["tickSize"].(string)
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precision := calculatePrecision(tickSize)
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return precision, nil
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}
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}
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}
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}
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// Default to 2 decimal places for price
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return 2, nil
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}
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// FormatPrice formats price to correct precision
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func (t *FuturesTrader) FormatPrice(symbol string, price float64) (string, error) {
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precision, err := t.GetSymbolPricePrecision(symbol)
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if err != nil {
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// If retrieval fails, use default format
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return fmt.Sprintf("%.2f", price), nil
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}
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format := fmt.Sprintf("%%.%df", precision)
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return fmt.Sprintf(format, price), nil
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}
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