fix(market): resolve price staleness issue in GetCurrentKlines

## Problem
GetCurrentKlines had two critical bugs causing price data to become stale:
1. Incorrect return logic: returned error even when data fetch succeeded
2. Race condition: returned slice reference instead of deep copy, causing concurrent data corruption

## Impact
- BTC price stuck at 106xxx while actual market price was 107xxx+
- LLM calculated take-profit based on stale prices → orders failed validation
- Statistics showed incorrect P&L (0.00%) due to corrupted historical data
- Alt-coins filtered out due to failed market data fetch

## Solution
1. Fixed return logic: only return error when actual failure occurs
2. Return deep copy instead of reference to prevent race conditions
3. Downgrade subscription errors to warnings (non-blocking)

## Test Results
 Price updates in real-time
 Take-profit orders execute successfully
 P&L calculations accurate
 Alt-coins now tradeable

Related: Price feed mechanism, concurrent data access
This commit is contained in:
ZhouYongyou
2025-11-04 10:54:49 +08:00
parent db7b24e2e0
commit fb0169383e

View File

@@ -297,19 +297,32 @@ func (m *WSMonitor) GetCurrentKlines(symbol string, _time string) ([]Kline, erro
// 如果Ws数据未初始化完成时,单独使用api获取 - 兼容性代码 (防止在未初始化完成是,已经有交易员运行)
apiClient := NewAPIClient()
klines, err := apiClient.GetKlines(symbol, _time, 100)
m.getKlineDataMap(_time).Store(strings.ToUpper(symbol), klines) //动态缓存进缓存
if err != nil {
return nil, fmt.Errorf("获取%v分钟K线失败: %v", _time, err)
}
// 动态缓存进缓存
m.getKlineDataMap(_time).Store(strings.ToUpper(symbol), klines)
// 订阅 WebSocket 流
subStr := m.subscribeSymbol(symbol, _time)
subErr := m.combinedClient.subscribeStreams(subStr)
log.Printf("动态订阅流: %v", subStr)
if subErr != nil {
return nil, fmt.Errorf("动态订阅%v分钟K线失败: %v", _time, subErr)
log.Printf("警告: 动态订阅%v分钟K线失败: %v (使用API数据)", _time, subErr)
}
if err != nil {
return nil, fmt.Errorf("获取%v分钟K线失败: %v", _time, err)
}
return klines, fmt.Errorf("symbol不存在")
// ✅ FIX: 返回深拷贝而非引用
result := make([]Kline, len(klines))
copy(result, klines)
return result, nil
}
return value.([]Kline), nil
// ✅ FIX: 返回深拷贝而非引用,避免并发竞态条件
klines := value.([]Kline)
result := make([]Kline, len(klines))
copy(result, klines)
return result, nil
}
func (m *WSMonitor) Close() {