mirror of
https://github.com/NoFxAiOS/nofx.git
synced 2026-07-06 20:41:14 +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Remove stale files: screenshots, .yml.old, pyproject.toml - Remove unused scripts/ and cmd/ directories - Remove broken/outdated test files (network-dependent, stale expectations)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
167
web/src/types/backtest.ts
Normal file
167
web/src/types/backtest.ts
Normal file
@@ -0,0 +1,167 @@
|
||||
// Backtest types
|
||||
export interface BacktestRunSummary {
|
||||
symbol_count: number;
|
||||
decision_tf: string;
|
||||
processed_bars: number;
|
||||
progress_pct: number;
|
||||
equity_last: number;
|
||||
max_drawdown_pct: number;
|
||||
liquidated: boolean;
|
||||
liquidation_note?: string;
|
||||
}
|
||||
|
||||
export interface BacktestRunMetadata {
|
||||
run_id: string;
|
||||
label?: string;
|
||||
user_id?: string;
|
||||
last_error?: string;
|
||||
version: number;
|
||||
state: string;
|
||||
created_at: string;
|
||||
updated_at: string;
|
||||
summary: BacktestRunSummary;
|
||||
}
|
||||
|
||||
export interface BacktestRunsResponse {
|
||||
total: number;
|
||||
items: BacktestRunMetadata[];
|
||||
}
|
||||
|
||||
// Position status for real-time display during backtest
|
||||
export interface BacktestPositionStatus {
|
||||
symbol: string;
|
||||
side: string;
|
||||
quantity: number;
|
||||
entry_price: number;
|
||||
mark_price: number;
|
||||
leverage: number;
|
||||
unrealized_pnl: number;
|
||||
unrealized_pnl_pct: number;
|
||||
margin_used: number;
|
||||
}
|
||||
|
||||
export interface BacktestStatusPayload {
|
||||
run_id: string;
|
||||
state: string;
|
||||
progress_pct: number;
|
||||
processed_bars: number;
|
||||
current_time: number;
|
||||
decision_cycle: number;
|
||||
equity: number;
|
||||
unrealized_pnl: number;
|
||||
realized_pnl: number;
|
||||
positions?: BacktestPositionStatus[];
|
||||
note?: string;
|
||||
last_error?: string;
|
||||
last_updated_iso: string;
|
||||
}
|
||||
|
||||
export interface BacktestEquityPoint {
|
||||
ts: number;
|
||||
equity: number;
|
||||
available: number;
|
||||
pnl: number;
|
||||
pnl_pct: number;
|
||||
dd_pct: number;
|
||||
cycle: number;
|
||||
}
|
||||
|
||||
export interface BacktestTradeEvent {
|
||||
ts: number;
|
||||
symbol: string;
|
||||
action: string;
|
||||
side?: string;
|
||||
qty: number;
|
||||
price: number;
|
||||
fee: number;
|
||||
slippage: number;
|
||||
order_value: number;
|
||||
realized_pnl: number;
|
||||
leverage?: number;
|
||||
cycle: number;
|
||||
position_after: number;
|
||||
liquidation: boolean;
|
||||
note?: string;
|
||||
}
|
||||
|
||||
export interface BacktestMetrics {
|
||||
total_return_pct: number;
|
||||
max_drawdown_pct: number;
|
||||
sharpe_ratio: number;
|
||||
profit_factor: number;
|
||||
win_rate: number;
|
||||
trades: number;
|
||||
avg_win: number;
|
||||
avg_loss: number;
|
||||
best_symbol: string;
|
||||
worst_symbol: string;
|
||||
liquidated: boolean;
|
||||
symbol_stats?: Record<
|
||||
string,
|
||||
{
|
||||
total_trades: number;
|
||||
winning_trades: number;
|
||||
losing_trades: number;
|
||||
total_pnl: number;
|
||||
avg_pnl: number;
|
||||
win_rate: number;
|
||||
}
|
||||
>;
|
||||
}
|
||||
|
||||
export interface BacktestStartConfig {
|
||||
run_id?: string;
|
||||
ai_model_id?: string;
|
||||
strategy_id?: string; // Optional: use saved strategy from Strategy Studio
|
||||
symbols: string[];
|
||||
timeframes: string[];
|
||||
decision_timeframe: string;
|
||||
decision_cadence_nbars: number;
|
||||
start_ts: number;
|
||||
end_ts: number;
|
||||
initial_balance: number;
|
||||
fee_bps: number;
|
||||
slippage_bps: number;
|
||||
fill_policy: string;
|
||||
prompt_variant?: string;
|
||||
prompt_template?: string;
|
||||
custom_prompt?: string;
|
||||
override_prompt?: boolean;
|
||||
cache_ai?: boolean;
|
||||
replay_only?: boolean;
|
||||
checkpoint_interval_bars?: number;
|
||||
checkpoint_interval_seconds?: number;
|
||||
replay_decision_dir?: string;
|
||||
shared_ai_cache_path?: string;
|
||||
ai?: {
|
||||
provider?: string;
|
||||
model?: string;
|
||||
key?: string;
|
||||
secret_key?: string;
|
||||
base_url?: string;
|
||||
};
|
||||
leverage?: {
|
||||
btc_eth_leverage?: number;
|
||||
altcoin_leverage?: number;
|
||||
};
|
||||
}
|
||||
|
||||
// Kline data for backtest chart
|
||||
export interface BacktestKline {
|
||||
time: number;
|
||||
open: number;
|
||||
high: number;
|
||||
low: number;
|
||||
close: number;
|
||||
volume: number;
|
||||
}
|
||||
|
||||
export interface BacktestKlinesResponse {
|
||||
symbol: string;
|
||||
timeframe: string;
|
||||
start_ts: number;
|
||||
end_ts: number;
|
||||
count: number;
|
||||
klines: BacktestKline[];
|
||||
run_id: string;
|
||||
}
|
||||
112
web/src/types/config.ts
Normal file
112
web/src/types/config.ts
Normal file
@@ -0,0 +1,112 @@
|
||||
export interface AIModel {
|
||||
id: string
|
||||
name: string
|
||||
provider: string
|
||||
enabled: boolean
|
||||
apiKey?: string
|
||||
customApiUrl?: string
|
||||
customModelName?: string
|
||||
}
|
||||
|
||||
export interface TelegramConfig {
|
||||
token_masked: string // Masked token like "123456:ABC***XYZ"
|
||||
is_bound: boolean // Whether a user has sent /start
|
||||
bound_chat_id?: number // The bound chat ID (if any)
|
||||
model_id?: string // AI model selected for Telegram replies
|
||||
}
|
||||
|
||||
export interface Exchange {
|
||||
id: string // UUID (empty for supported exchange templates)
|
||||
exchange_type: string // "binance", "bybit", "okx", "hyperliquid", "aster", "lighter"
|
||||
account_name: string // User-defined account name
|
||||
name: string // Display name
|
||||
type: 'cex' | 'dex'
|
||||
enabled: boolean
|
||||
apiKey?: string
|
||||
secretKey?: string
|
||||
passphrase?: string // OKX specific
|
||||
testnet?: boolean
|
||||
// Hyperliquid specific
|
||||
hyperliquidWalletAddr?: string
|
||||
// Aster specific
|
||||
asterUser?: string
|
||||
asterSigner?: string
|
||||
asterPrivateKey?: string
|
||||
// LIGHTER specific
|
||||
lighterWalletAddr?: string
|
||||
lighterPrivateKey?: string
|
||||
lighterApiKeyPrivateKey?: string
|
||||
lighterApiKeyIndex?: number
|
||||
}
|
||||
|
||||
export interface CreateExchangeRequest {
|
||||
exchange_type: string // "binance", "bybit", "okx", "hyperliquid", "aster", "lighter"
|
||||
account_name: string // User-defined account name
|
||||
enabled: boolean
|
||||
api_key?: string
|
||||
secret_key?: string
|
||||
passphrase?: string
|
||||
testnet?: boolean
|
||||
hyperliquid_wallet_addr?: string
|
||||
aster_user?: string
|
||||
aster_signer?: string
|
||||
aster_private_key?: string
|
||||
lighter_wallet_addr?: string
|
||||
lighter_private_key?: string
|
||||
lighter_api_key_private_key?: string
|
||||
lighter_api_key_index?: number
|
||||
}
|
||||
|
||||
export interface CreateTraderRequest {
|
||||
name: string
|
||||
ai_model_id: string
|
||||
exchange_id: string
|
||||
strategy_id?: string // 策略ID（新版，使用保存的策略配置）
|
||||
initial_balance?: number // 可选：创建时由后端自动获取，编辑时可手动更新
|
||||
scan_interval_minutes?: number
|
||||
is_cross_margin?: boolean
|
||||
show_in_competition?: boolean // 是否在竞技场显示
|
||||
// 以下字段为向后兼容保留，新版使用策略配置
|
||||
btc_eth_leverage?: number
|
||||
altcoin_leverage?: number
|
||||
trading_symbols?: string
|
||||
custom_prompt?: string
|
||||
override_base_prompt?: boolean
|
||||
system_prompt_template?: string
|
||||
use_ai500?: boolean
|
||||
use_oi_top?: boolean
|
||||
}
|
||||
|
||||
export interface UpdateModelConfigRequest {
|
||||
models: {
|
||||
[key: string]: {
|
||||
enabled: boolean
|
||||
api_key: string
|
||||
custom_api_url?: string
|
||||
custom_model_name?: string
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
export interface UpdateExchangeConfigRequest {
|
||||
exchanges: {
|
||||
[key: string]: {
|
||||
enabled: boolean
|
||||
api_key: string
|
||||
secret_key: string
|
||||
passphrase?: string
|
||||
testnet?: boolean
|
||||
// Hyperliquid 特定字段
|
||||
hyperliquid_wallet_addr?: string
|
||||
// Aster 特定字段
|
||||
aster_user?: string
|
||||
aster_signer?: string
|
||||
aster_private_key?: string
|
||||
// LIGHTER 特定字段
|
||||
lighter_wallet_addr?: string
|
||||
lighter_private_key?: string
|
||||
lighter_api_key_private_key?: string
|
||||
lighter_api_key_index?: number
|
||||
}
|
||||
}
|
||||
}
|
||||
4
web/src/types/index.ts
Normal file
4
web/src/types/index.ts
Normal file
@@ -0,0 +1,4 @@
|
||||
export * from './trading'
|
||||
export * from './backtest'
|
||||
export * from './strategy'
|
||||
export * from './config'
|
||||
185
web/src/types/strategy.ts
Normal file
185
web/src/types/strategy.ts
Normal file
@@ -0,0 +1,185 @@
|
||||
// Strategy Studio Types
|
||||
export interface Strategy {
|
||||
id: string;
|
||||
name: string;
|
||||
description: string;
|
||||
is_active: boolean;
|
||||
is_default: boolean;
|
||||
is_public: boolean; // 是否在策略市场公开
|
||||
config_visible: boolean; // 配置参数是否公开可见
|
||||
config: StrategyConfig;
|
||||
created_at: string;
|
||||
updated_at: string;
|
||||
}
|
||||
|
||||
// 策略使用统计
|
||||
export interface StrategyStats {
|
||||
clone_count: number; // 被克隆次数
|
||||
active_users: number; // 当前使用人数
|
||||
top_performers?: StrategyPerformer[]; // 收益排行
|
||||
}
|
||||
|
||||
// 策略使用者收益排行
|
||||
export interface StrategyPerformer {
|
||||
user_id: string;
|
||||
user_name: string; // 脱敏后的用户名
|
||||
total_pnl_pct: number; // 总收益率
|
||||
total_pnl: number; // 总收益金额
|
||||
win_rate: number; // 胜率
|
||||
trade_count: number; // 交易次数
|
||||
using_since: string; // 使用开始时间
|
||||
rank: number; // 排名
|
||||
}
|
||||
|
||||
export interface PromptSectionsConfig {
|
||||
role_definition?: string;
|
||||
trading_frequency?: string;
|
||||
entry_standards?: string;
|
||||
decision_process?: string;
|
||||
}
|
||||
|
||||
export interface StrategyConfig {
|
||||
// Strategy type: "ai_trading" (default) or "grid_trading"
|
||||
strategy_type?: 'ai_trading' | 'grid_trading';
|
||||
// Language setting: "zh" for Chinese, "en" for English
|
||||
// Determines the language used for data formatting and prompt generation
|
||||
language?: 'zh' | 'en';
|
||||
coin_source: CoinSourceConfig;
|
||||
indicators: IndicatorConfig;
|
||||
custom_prompt?: string;
|
||||
risk_control: RiskControlConfig;
|
||||
prompt_sections?: PromptSectionsConfig;
|
||||
// Grid trading configuration (only used when strategy_type is 'grid_trading')
|
||||
grid_config?: GridStrategyConfig;
|
||||
}
|
||||
|
||||
// Grid trading specific configuration
|
||||
export interface GridStrategyConfig {
|
||||
// Trading pair (e.g., "BTCUSDT")
|
||||
symbol: string;
|
||||
// Number of grid levels (5-50)
|
||||
grid_count: number;
|
||||
// Total investment in USDT
|
||||
total_investment: number;
|
||||
// Leverage (1-20)
|
||||
leverage: number;
|
||||
// Upper price boundary (0 = auto-calculate from ATR)
|
||||
upper_price: number;
|
||||
// Lower price boundary (0 = auto-calculate from ATR)
|
||||
lower_price: number;
|
||||
// Use ATR to auto-calculate bounds
|
||||
use_atr_bounds: boolean;
|
||||
// ATR multiplier for bound calculation (default 2.0)
|
||||
atr_multiplier: number;
|
||||
// Position distribution: "uniform" | "gaussian" | "pyramid"
|
||||
distribution: 'uniform' | 'gaussian' | 'pyramid';
|
||||
// Maximum drawdown percentage before emergency exit
|
||||
max_drawdown_pct: number;
|
||||
// Stop loss percentage per position
|
||||
stop_loss_pct: number;
|
||||
// Daily loss limit percentage
|
||||
daily_loss_limit_pct: number;
|
||||
// Use maker-only orders for lower fees
|
||||
use_maker_only: boolean;
|
||||
// Enable automatic grid direction adjustment based on box breakouts
|
||||
enable_direction_adjust?: boolean;
|
||||
// Direction bias ratio for long_bias/short_bias modes (default 0.7 = 70%/30%)
|
||||
direction_bias_ratio?: number;
|
||||
}
|
||||
|
||||
export interface CoinSourceConfig {
|
||||
source_type: 'static' | 'ai500' | 'oi_top' | 'oi_low' | 'mixed';
|
||||
static_coins?: string[];
|
||||
excluded_coins?: string[]; // 排除的币种列表
|
||||
use_ai500: boolean;
|
||||
ai500_limit?: number;
|
||||
use_oi_top: boolean;
|
||||
oi_top_limit?: number;
|
||||
use_oi_low: boolean;
|
||||
oi_low_limit?: number;
|
||||
// Note: API URLs are now built automatically using nofxos_api_key from IndicatorConfig
|
||||
}
|
||||
|
||||
export interface IndicatorConfig {
|
||||
klines: KlineConfig;
|
||||
// Raw OHLCV kline data - required for AI analysis
|
||||
enable_raw_klines: boolean;
|
||||
// Technical indicators (optional)
|
||||
enable_ema: boolean;
|
||||
enable_macd: boolean;
|
||||
enable_rsi: boolean;
|
||||
enable_atr: boolean;
|
||||
enable_boll: boolean;
|
||||
enable_volume: boolean;
|
||||
enable_oi: boolean;
|
||||
enable_funding_rate: boolean;
|
||||
ema_periods?: number[];
|
||||
rsi_periods?: number[];
|
||||
atr_periods?: number[];
|
||||
boll_periods?: number[];
|
||||
external_data_sources?: ExternalDataSource[];
|
||||
|
||||
// ========== NofxOS 数据源统一配置 ==========
|
||||
// Unified NofxOS API Key - used for all NofxOS data sources
|
||||
nofxos_api_key?: string;
|
||||
|
||||
// 量化数据源（资金流向、持仓变化、价格变化）
|
||||
enable_quant_data?: boolean;
|
||||
enable_quant_oi?: boolean;
|
||||
enable_quant_netflow?: boolean;
|
||||
|
||||
// OI 排行数据（市场持仓量增减排行）
|
||||
enable_oi_ranking?: boolean;
|
||||
oi_ranking_duration?: string; // "1h", "4h", "24h"
|
||||
oi_ranking_limit?: number;
|
||||
|
||||
// NetFlow 排行数据（机构/散户资金流向排行）
|
||||
enable_netflow_ranking?: boolean;
|
||||
netflow_ranking_duration?: string; // "1h", "4h", "24h"
|
||||
netflow_ranking_limit?: number;
|
||||
|
||||
// Price 排行数据（涨跌幅排行）
|
||||
enable_price_ranking?: boolean;
|
||||
price_ranking_duration?: string; // "1h", "4h", "24h" or "1h,4h,24h"
|
||||
price_ranking_limit?: number;
|
||||
}
|
||||
|
||||
export interface KlineConfig {
|
||||
primary_timeframe: string;
|
||||
primary_count: number;
|
||||
longer_timeframe?: string;
|
||||
longer_count?: number;
|
||||
enable_multi_timeframe: boolean;
|
||||
// 新增：支持选择多个时间周期
|
||||
selected_timeframes?: string[];
|
||||
}
|
||||
|
||||
export interface ExternalDataSource {
|
||||
name: string;
|
||||
type: 'api' | 'webhook';
|
||||
url: string;
|
||||
method: string;
|
||||
headers?: Record<string, string>;
|
||||
data_path?: string;
|
||||
refresh_secs?: number;
|
||||
}
|
||||
|
||||
export interface RiskControlConfig {
|
||||
// Max number of coins held simultaneously (CODE ENFORCED)
|
||||
max_positions: number;
|
||||
|
||||
// Trading Leverage - exchange leverage for opening positions (AI guided)
|
||||
btc_eth_max_leverage: number; // BTC/ETH max exchange leverage
|
||||
altcoin_max_leverage: number; // Altcoin max exchange leverage
|
||||
|
||||
// Position Value Ratio - single position notional value / account equity (CODE ENFORCED)
|
||||
// Max position value = equity × this ratio
|
||||
btc_eth_max_position_value_ratio?: number; // default: 5 (BTC/ETH max position = 5x equity)
|
||||
altcoin_max_position_value_ratio?: number; // default: 1 (Altcoin max position = 1x equity)
|
||||
|
||||
// Risk Parameters
|
||||
max_margin_usage: number; // Max margin utilization, e.g. 0.9 = 90% (CODE ENFORCED)
|
||||
min_position_size: number; // Min position size in USDT (CODE ENFORCED)
|
||||
min_risk_reward_ratio: number; // Min take_profit / stop_loss ratio (AI guided)
|
||||
min_confidence: number; // Min AI confidence to open position (AI guided)
|
||||
}
|
||||
250
web/src/types/trading.ts
Normal file
250
web/src/types/trading.ts
Normal file
@@ -0,0 +1,250 @@
|
||||
export interface SystemStatus {
|
||||
trader_id: string
|
||||
trader_name: string
|
||||
ai_model: string
|
||||
is_running: boolean
|
||||
start_time: string
|
||||
runtime_minutes: number
|
||||
call_count: number
|
||||
initial_balance: number
|
||||
scan_interval: string
|
||||
stop_until: string
|
||||
last_reset_time: string
|
||||
ai_provider: string
|
||||
strategy_type?: 'ai_trading' | 'grid_trading'
|
||||
grid_symbol?: string
|
||||
}
|
||||
|
||||
export interface AccountInfo {
|
||||
total_equity: number
|
||||
wallet_balance: number
|
||||
unrealized_profit: number // 未实现盈亏（交易所API官方值）
|
||||
available_balance: number
|
||||
total_pnl: number
|
||||
total_pnl_pct: number
|
||||
initial_balance: number
|
||||
daily_pnl: number
|
||||
position_count: number
|
||||
margin_used: number
|
||||
margin_used_pct: number
|
||||
}
|
||||
|
||||
export interface Position {
|
||||
symbol: string
|
||||
side: string
|
||||
entry_price: number
|
||||
mark_price: number
|
||||
quantity: number
|
||||
leverage: number
|
||||
unrealized_pnl: number
|
||||
unrealized_pnl_pct: number
|
||||
liquidation_price: number
|
||||
margin_used: number
|
||||
}
|
||||
|
||||
export interface DecisionAction {
|
||||
action: string
|
||||
symbol: string
|
||||
quantity: number
|
||||
leverage: number
|
||||
price: number
|
||||
stop_loss?: number // Stop loss price
|
||||
take_profit?: number // Take profit price
|
||||
confidence?: number // AI confidence (0-100)
|
||||
reasoning?: string // Brief reasoning
|
||||
order_id: number
|
||||
timestamp: string
|
||||
success: boolean
|
||||
error?: string
|
||||
}
|
||||
|
||||
export interface AccountSnapshot {
|
||||
total_balance: number
|
||||
available_balance: number
|
||||
total_unrealized_profit: number
|
||||
position_count: number
|
||||
margin_used_pct: number
|
||||
}
|
||||
|
||||
export interface DecisionRecord {
|
||||
timestamp: string
|
||||
cycle_number: number
|
||||
system_prompt: string
|
||||
input_prompt: string
|
||||
cot_trace: string
|
||||
decision_json: string
|
||||
account_state: AccountSnapshot
|
||||
positions: any[]
|
||||
candidate_coins: string[]
|
||||
decisions: DecisionAction[]
|
||||
execution_log: string[]
|
||||
success: boolean
|
||||
error_message?: string
|
||||
}
|
||||
|
||||
export interface Statistics {
|
||||
total_cycles: number
|
||||
successful_cycles: number
|
||||
failed_cycles: number
|
||||
total_open_positions: number
|
||||
total_close_positions: number
|
||||
}
|
||||
|
||||
// AI Trading相关类型
|
||||
export interface TraderInfo {
|
||||
trader_id: string
|
||||
trader_name: string
|
||||
ai_model: string
|
||||
exchange_id?: string
|
||||
is_running?: boolean
|
||||
show_in_competition?: boolean
|
||||
strategy_id?: string
|
||||
strategy_name?: string
|
||||
custom_prompt?: string
|
||||
use_ai500?: boolean
|
||||
use_oi_top?: boolean
|
||||
system_prompt_template?: string
|
||||
}
|
||||
|
||||
// Competition related types
|
||||
export interface CompetitionTraderData {
|
||||
trader_id: string
|
||||
trader_name: string
|
||||
ai_model: string
|
||||
exchange: string
|
||||
total_equity: number
|
||||
total_pnl: number
|
||||
total_pnl_pct: number
|
||||
position_count: number
|
||||
margin_used_pct: number
|
||||
is_running: boolean
|
||||
}
|
||||
|
||||
export interface CompetitionData {
|
||||
traders: CompetitionTraderData[]
|
||||
count: number
|
||||
}
|
||||
|
||||
// Trader Configuration Data for View Modal
|
||||
export interface TraderConfigData {
|
||||
trader_id?: string
|
||||
trader_name: string
|
||||
ai_model: string
|
||||
exchange_id: string
|
||||
strategy_id?: string // 策略ID
|
||||
strategy_name?: string // 策略名称
|
||||
is_cross_margin: boolean
|
||||
show_in_competition: boolean // 是否在竞技场显示
|
||||
scan_interval_minutes: number
|
||||
initial_balance: number
|
||||
is_running: boolean
|
||||
// 以下为旧版字段（向后兼容）
|
||||
btc_eth_leverage?: number
|
||||
altcoin_leverage?: number
|
||||
trading_symbols?: string
|
||||
custom_prompt?: string
|
||||
override_base_prompt?: boolean
|
||||
system_prompt_template?: string
|
||||
use_ai500?: boolean
|
||||
use_oi_top?: boolean
|
||||
}
|
||||
|
||||
// Position History Types
|
||||
export interface HistoricalPosition {
|
||||
id: number
|
||||
trader_id: string
|
||||
exchange_id: string
|
||||
exchange_type: string
|
||||
symbol: string
|
||||
side: string
|
||||
quantity: number
|
||||
entry_quantity: number
|
||||
entry_price: number
|
||||
entry_order_id: string
|
||||
entry_time: string
|
||||
exit_price: number
|
||||
exit_order_id: string
|
||||
exit_time: string
|
||||
realized_pnl: number
|
||||
fee: number
|
||||
leverage: number
|
||||
status: string
|
||||
close_reason: string
|
||||
created_at: string
|
||||
updated_at: string
|
||||
}
|
||||
|
||||
// Matches Go TraderStats struct exactly
|
||||
export interface TraderStats {
|
||||
total_trades: number
|
||||
win_trades: number
|
||||
loss_trades: number
|
||||
win_rate: number
|
||||
profit_factor: number
|
||||
sharpe_ratio: number
|
||||
total_pnl: number
|
||||
total_fee: number
|
||||
avg_win: number
|
||||
avg_loss: number
|
||||
max_drawdown_pct: number
|
||||
}
|
||||
|
||||
// Matches Go SymbolStats struct exactly
|
||||
export interface SymbolStats {
|
||||
symbol: string
|
||||
total_trades: number
|
||||
win_trades: number
|
||||
win_rate: number
|
||||
total_pnl: number
|
||||
avg_pnl: number
|
||||
avg_hold_mins: number
|
||||
}
|
||||
|
||||
// Matches Go DirectionStats struct exactly
|
||||
export interface DirectionStats {
|
||||
side: string
|
||||
trade_count: number
|
||||
win_rate: number
|
||||
total_pnl: number
|
||||
avg_pnl: number
|
||||
}
|
||||
|
||||
export interface PositionHistoryResponse {
|
||||
positions: HistoricalPosition[]
|
||||
stats: TraderStats | null
|
||||
symbol_stats: SymbolStats[]
|
||||
direction_stats: DirectionStats[]
|
||||
}
|
||||
|
||||
// Grid Risk Information for frontend display
|
||||
export interface GridRiskInfo {
|
||||
// Leverage info
|
||||
current_leverage: number
|
||||
effective_leverage: number
|
||||
recommended_leverage: number
|
||||
|
||||
// Position info
|
||||
current_position: number
|
||||
max_position: number
|
||||
position_percent: number
|
||||
|
||||
// Liquidation info
|
||||
liquidation_price: number
|
||||
liquidation_distance: number
|
||||
|
||||
// Market state
|
||||
regime_level: string
|
||||
|
||||
// Box state
|
||||
short_box_upper: number
|
||||
short_box_lower: number
|
||||
mid_box_upper: number
|
||||
mid_box_lower: number
|
||||
long_box_upper: number
|
||||
long_box_lower: number
|
||||
current_price: number
|
||||
|
||||
// Breakout state
|
||||
breakout_level: string
|
||||
breakout_direction: string
|
||||
}
|
||||
Reference in New Issue
Block a user