mirror of
https://github.com/NoFxAiOS/nofx.git
synced 2026-07-16 01:06:59 +08:00
feat: Add smart trading assistant with context awareness
- Add SmartAgent with automatic context injection - Real-time portfolio/position data in every prompt - AI knows current state before responding - Add TradingContext builder - Aggregates balance, positions, P&L across all traders - Auto-generates alerts (liquidation risk, large loss, etc.) - Add background Monitor - Proactive position monitoring every 30s - Detects new positions, closed positions - Forwards alerts to Telegram - Enhanced system prompts - Professional trading assistant persona - Risk assessment guidelines - Clear response formatting rules Features: ✅ Context-aware responses ✅ Proactive risk alerts ✅ Background monitoring ✅ Alert broadcasting to Telegram
This commit is contained in:
tinklefund
312
assistant/context.go
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312
assistant/context.go
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// Package assistant - Trading Context Builder
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// Automatically enriches AI prompts with real-time market and portfolio data
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package assistant
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import (
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"fmt"
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"nofx/manager"
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"nofx/store"
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"strings"
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"time"
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)
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// TradingContext holds real-time trading context for AI decision making
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type TradingContext struct {
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// Portfolio state
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TotalEquity float64 `json:"total_equity"`
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AvailableBalance float64 `json:"available_balance"`
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UnrealizedPnL float64 `json:"unrealized_pnl"`
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Positions []PositionSummary `json:"positions"`
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// Market data
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MarketPrices map[string]float64 `json:"market_prices"`
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PriceChanges24h map[string]float64 `json:"price_changes_24h"`
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// Trader states
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ActiveTraders []TraderSummary `json:"active_traders"`
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// Alerts
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Alerts []Alert `json:"alerts"`
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// Timestamp
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UpdatedAt time.Time `json:"updated_at"`
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}
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// PositionSummary summarizes a position
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type PositionSummary struct {
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Symbol string `json:"symbol"`
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Side string `json:"side"` // "long" or "short"
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Size float64 `json:"size"`
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EntryPrice float64 `json:"entry_price"`
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MarkPrice float64 `json:"mark_price"`
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UnrealizedPnL float64 `json:"unrealized_pnl"`
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PnLPercent float64 `json:"pnl_percent"`
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Leverage int `json:"leverage"`
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LiquidationPrice float64 `json:"liquidation_price,omitempty"`
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TraderID string `json:"trader_id"`
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TraderName string `json:"trader_name"`
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}
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// TraderSummary summarizes a trader's state
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type TraderSummary struct {
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ID string `json:"id"`
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Name string `json:"name"`
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Exchange string `json:"exchange"`
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IsRunning bool `json:"is_running"`
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Equity float64 `json:"equity"`
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PositionCount int `json:"position_count"`
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TodayPnL float64 `json:"today_pnl,omitempty"`
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}
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// Alert represents a trading alert
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type Alert struct {
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Level string `json:"level"` // "info", "warning", "danger"
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Type string `json:"type"` // "liquidation_risk", "large_loss", "price_alert", etc.
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Message string `json:"message"`
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}
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// ContextBuilder builds trading context for AI
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type ContextBuilder struct {
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traderManager *manager.TraderManager
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store *store.Store
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}
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// NewContextBuilder creates a context builder
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func NewContextBuilder(tm *manager.TraderManager, st *store.Store) *ContextBuilder {
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return &ContextBuilder{
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traderManager: tm,
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store: st,
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}
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}
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// BuildContext builds current trading context
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func (cb *ContextBuilder) BuildContext() *TradingContext {
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ctx := &TradingContext{
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MarketPrices: make(map[string]float64),
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PriceChanges24h: make(map[string]float64),
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UpdatedAt: time.Now(),
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}
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// Get all traders
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allTraders := cb.traderManager.GetAllTraders()
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for id, trader := range allTraders {
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summary := TraderSummary{
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ID: id,
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Name: trader.GetName(),
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Exchange: trader.GetExchange(),
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IsRunning: true, // If in map, it's running
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}
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// Get account info
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if accountInfo, err := trader.GetAccountInfo(); err == nil {
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if equity, ok := accountInfo["total_equity"].(float64); ok {
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summary.Equity = equity
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ctx.TotalEquity += equity
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}
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if available, ok := accountInfo["available_balance"].(float64); ok {
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ctx.AvailableBalance += available
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}
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}
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// Get positions
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if positions, err := trader.GetPositions(); err == nil {
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summary.PositionCount = len(positions)
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for _, pos := range positions {
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posSummary := cb.parsePosition(pos, id, trader.GetName())
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if posSummary != nil {
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ctx.Positions = append(ctx.Positions, *posSummary)
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ctx.UnrealizedPnL += posSummary.UnrealizedPnL
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// Track market prices
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ctx.MarketPrices[posSummary.Symbol] = posSummary.MarkPrice
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// Check for alerts
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cb.checkPositionAlerts(ctx, posSummary)
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}
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}
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}
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ctx.ActiveTraders = append(ctx.ActiveTraders, summary)
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}
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return ctx
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}
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// parsePosition parses position data into summary
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func (cb *ContextBuilder) parsePosition(pos map[string]interface{}, traderID, traderName string) *PositionSummary {
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summary := &PositionSummary{
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TraderID: traderID,
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TraderName: traderName,
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}
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if symbol, ok := pos["symbol"].(string); ok {
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summary.Symbol = symbol
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}
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if side, ok := pos["side"].(string); ok {
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summary.Side = strings.ToLower(side)
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}
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if size, ok := pos["size"].(float64); ok {
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summary.Size = size
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}
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if entry, ok := pos["entry_price"].(float64); ok {
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summary.EntryPrice = entry
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}
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if mark, ok := pos["mark_price"].(float64); ok {
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summary.MarkPrice = mark
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}
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if pnl, ok := pos["unrealized_pnl"].(float64); ok {
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summary.UnrealizedPnL = pnl
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}
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if lev, ok := pos["leverage"].(int); ok {
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summary.Leverage = lev
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}
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if liq, ok := pos["liquidation_price"].(float64); ok {
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summary.LiquidationPrice = liq
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}
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// Calculate PnL percent
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if summary.EntryPrice > 0 && summary.Size > 0 {
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if summary.Side == "long" {
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summary.PnLPercent = ((summary.MarkPrice - summary.EntryPrice) / summary.EntryPrice) * 100 * float64(summary.Leverage)
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} else {
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summary.PnLPercent = ((summary.EntryPrice - summary.MarkPrice) / summary.EntryPrice) * 100 * float64(summary.Leverage)
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}
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}
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return summary
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}
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// checkPositionAlerts checks for position-related alerts
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func (cb *ContextBuilder) checkPositionAlerts(ctx *TradingContext, pos *PositionSummary) {
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// Liquidation risk alert
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if pos.LiquidationPrice > 0 && pos.MarkPrice > 0 {
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var distancePercent float64
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if pos.Side == "long" {
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distancePercent = ((pos.MarkPrice - pos.LiquidationPrice) / pos.MarkPrice) * 100
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} else {
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distancePercent = ((pos.LiquidationPrice - pos.MarkPrice) / pos.MarkPrice) * 100
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}
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if distancePercent < 5 {
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ctx.Alerts = append(ctx.Alerts, Alert{
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Level: "danger",
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Type: "liquidation_risk",
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Message: fmt.Sprintf("⚠️ %s %s仓位距离强平仅 %.1f%%！", pos.Symbol, pos.Side, distancePercent),
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})
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} else if distancePercent < 10 {
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ctx.Alerts = append(ctx.Alerts, Alert{
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Level: "warning",
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Type: "liquidation_risk",
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Message: fmt.Sprintf("⚡ %s %s仓位距离强平 %.1f%%，注意风险", pos.Symbol, pos.Side, distancePercent),
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})
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}
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}
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// Large loss alert
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if pos.PnLPercent < -20 {
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ctx.Alerts = append(ctx.Alerts, Alert{
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Level: "danger",
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Type: "large_loss",
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Message: fmt.Sprintf("📉 %s %s仓位亏损 %.1f%%，考虑止损", pos.Symbol, pos.Side, pos.PnLPercent),
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})
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} else if pos.PnLPercent < -10 {
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ctx.Alerts = append(ctx.Alerts, Alert{
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Level: "warning",
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Type: "large_loss",
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Message: fmt.Sprintf("📉 %s %s仓位亏损 %.1f%%", pos.Symbol, pos.Side, pos.PnLPercent),
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})
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}
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// Large profit - consider taking profit
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if pos.PnLPercent > 50 {
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ctx.Alerts = append(ctx.Alerts, Alert{
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Level: "info",
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Type: "large_profit",
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Message: fmt.Sprintf("📈 %s %s仓位盈利 %.1f%%，考虑部分止盈", pos.Symbol, pos.Side, pos.PnLPercent),
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})
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}
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}
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// FormatContextForPrompt formats context as text for AI prompt injection
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func (ctx *TradingContext) FormatContextForPrompt() string {
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var sb strings.Builder
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sb.WriteString("\n\n---\n## 📊 当前交易状态 (实时)\n\n")
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// Portfolio summary
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sb.WriteString(fmt.Sprintf("**总权益:** $%.2f | **可用余额:** $%.2f | **未实现盈亏:** $%.2f\n\n",
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ctx.TotalEquity, ctx.AvailableBalance, ctx.UnrealizedPnL))
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// Alerts (high priority)
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if len(ctx.Alerts) > 0 {
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sb.WriteString("### ⚠️ 警报\n")
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for _, alert := range ctx.Alerts {
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sb.WriteString(fmt.Sprintf("- %s\n", alert.Message))
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}
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sb.WriteString("\n")
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}
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// Active positions
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if len(ctx.Positions) > 0 {
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sb.WriteString("### 📈 持仓\n")
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sb.WriteString("| 交易对 | 方向 | 数量 | 入场价 | 现价 | 盈亏 | 盈亏% | 杠杆 | 交易员 |\n")
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sb.WriteString("|--------|------|------|--------|------|------|-------|------|--------|\n")
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for _, pos := range ctx.Positions {
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pnlEmoji := "🟢"
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if pos.UnrealizedPnL < 0 {
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pnlEmoji = "🔴"
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}
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sb.WriteString(fmt.Sprintf("| %s | %s | %.4f | %.2f | %.2f | %s$%.2f | %.1f%% | %dx | %s |\n",
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pos.Symbol, pos.Side, pos.Size, pos.EntryPrice, pos.MarkPrice,
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pnlEmoji, pos.UnrealizedPnL, pos.PnLPercent, pos.Leverage, pos.TraderName))
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}
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sb.WriteString("\n")
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} else {
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sb.WriteString("### 📈 持仓\n无持仓\n\n")
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}
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// Active traders
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if len(ctx.ActiveTraders) > 0 {
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sb.WriteString("### 🤖 运行中的交易员\n")
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for _, t := range ctx.ActiveTraders {
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status := "✅ 运行中"
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if !t.IsRunning {
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status = "❌ 已停止"
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}
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sb.WriteString(fmt.Sprintf("- **%s** (%s) %s | 权益: $%.2f | 持仓: %d\n",
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t.Name, t.Exchange, status, t.Equity, t.PositionCount))
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}
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sb.WriteString("\n")
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}
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sb.WriteString(fmt.Sprintf("*数据更新时间: %s*\n---\n", ctx.UpdatedAt.Format("2006-01-02 15:04:05")))
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return sb.String()
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}
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// GetTopSymbols returns symbols with positions for market data queries
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func (ctx *TradingContext) GetTopSymbols() []string {
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symbolSet := make(map[string]bool)
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for _, pos := range ctx.Positions {
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symbolSet[pos.Symbol] = true
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}
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// Always include major pairs
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symbolSet["BTCUSDT"] = true
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symbolSet["ETHUSDT"] = true
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symbols := make([]string, 0, len(symbolSet))
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for s := range symbolSet {
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symbols = append(symbols, s)
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}
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return symbols
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}
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// EnrichWithMarketData adds market data to context
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// Note: Market prices are already populated from position data
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func (cb *ContextBuilder) EnrichWithMarketData(ctx *TradingContext, symbols []string) {
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// Market prices are populated from position mark prices
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// Additional market data enrichment can be added here in the future
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}
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