1 Commits

Author SHA1 Message Date
google-labs-jules[bot]
b7a0cb589b 🎨 Palette: Improve accessibility for password visibility toggles
- Added `aria-label` and `aria-pressed` to password visibility toggle buttons in Login, Register, and Reset Password pages.
- Added missing `showPassword` and `hidePassword` translations in English and Chinese.
- This ensures screen reader users can understand and interact with the password toggle functionality.

Co-authored-by: tinkle-community <240652709+tinkle-community@users.noreply.github.com>
2026-01-29 15:53:25 +00:00
120 changed files with 3359 additions and 10901 deletions

3
.Jules/palette.md Normal file
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@@ -0,0 +1,3 @@
## 2025-05-14 - Password Visibility Toggle Accessibility
**Learning:** Icon-only buttons for toggling password visibility are often missing `aria-label` and `aria-pressed` states, making them unusable for screen reader users who need to verify their input.
**Action:** Always include dynamic `aria-label` (Switching between "Show password" and "Hide password") and `aria-pressed` state for password toggles.

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@@ -103,43 +103,6 @@ Binance互換の分散型無期限先物取引所
---
## 対応取引所
### CEX中央集権型取引所
| 取引所 | ステータス | 登録(手数料割引) |
|:-------|:----------:|:-------------------|
| <img src="web/public/exchange-icons/binance.jpg" width="20" height="20" style="vertical-align: middle;"/> **Binance** | ✅ | [登録](https://www.binance.com/join?ref=NOFXENG) |
| <img src="web/public/exchange-icons/bybit.png" width="20" height="20" style="vertical-align: middle;"/> **Bybit** | ✅ | [登録](https://partner.bybit.com/b/83856) |
| <img src="web/public/exchange-icons/okx.svg" width="20" height="20" style="vertical-align: middle;"/> **OKX** | ✅ | [登録](https://www.okx.com/join/1865360) |
| <img src="web/public/exchange-icons/bitget.svg" width="20" height="20" style="vertical-align: middle;"/> **Bitget** | ✅ | [登録](https://www.bitget.com/referral/register?from=referral&clacCode=c8a43172) |
| <img src="web/public/exchange-icons/kucoin.svg" width="20" height="20" style="vertical-align: middle;"/> **KuCoin** | ✅ | [登録](https://www.kucoin.com/r/broker/CXEV7XKK) |
| <img src="web/public/exchange-icons/gate.svg" width="20" height="20" style="vertical-align: middle;"/> **Gate** | ✅ | [登録](https://www.gatenode.xyz/share/VQBGUAxY) |
### Perp-DEX分散型無期限取引所
| 取引所 | ステータス | 登録(手数料割引) |
|:-------|:----------:|:-------------------|
| <img src="web/public/exchange-icons/hyperliquid.png" width="20" height="20" style="vertical-align: middle;"/> **Hyperliquid** | ✅ | [登録](https://app.hyperliquid.xyz/join/AITRADING) |
| <img src="web/public/exchange-icons/aster.svg" width="20" height="20" style="vertical-align: middle;"/> **Aster DEX** | ✅ | [登録](https://www.asterdex.com/en/referral/fdfc0e) |
| <img src="web/public/exchange-icons/lighter.png" width="20" height="20" style="vertical-align: middle;"/> **Lighter** | ✅ | [登録](https://app.lighter.xyz/?referral=68151432) |
---
## 対応AIモデル
| AIモデル | ステータス | APIキー取得 |
|:---------|:----------:|:------------|
| <img src="web/public/icons/deepseek.svg" width="20" height="20" style="vertical-align: middle;"/> **DeepSeek** | ✅ | [APIキー取得](https://platform.deepseek.com) |
| <img src="web/public/icons/qwen.svg" width="20" height="20" style="vertical-align: middle;"/> **Qwen** | ✅ | [APIキー取得](https://dashscope.console.aliyun.com) |
| <img src="web/public/icons/openai.svg" width="20" height="20" style="vertical-align: middle;"/> **OpenAI (GPT)** | ✅ | [APIキー取得](https://platform.openai.com) |
| <img src="web/public/icons/claude.svg" width="20" height="20" style="vertical-align: middle;"/> **Claude** | ✅ | [APIキー取得](https://console.anthropic.com) |
| <img src="web/public/icons/gemini.svg" width="20" height="20" style="vertical-align: middle;"/> **Gemini** | ✅ | [APIキー取得](https://aistudio.google.com) |
| <img src="web/public/icons/grok.svg" width="20" height="20" style="vertical-align: middle;"/> **Grok** | ✅ | [APIキー取得](https://console.x.ai) |
| <img src="web/public/icons/kimi.svg" width="20" height="20" style="vertical-align: middle;"/> **Kimi** | ✅ | [APIキー取得](https://platform.moonshot.cn) |
---
## 📸 スクリーンショット
### 🏆 競争モード - リアルタイムAIバトル

View File

@@ -1,21 +1,9 @@
<h1 align="center">NOFX — Open Source AI Trading OS</h1>
# NOFX - Agentic Trading OS
<p align="center">
<strong>The infrastructure layer for AI-powered financial trading.</strong>
</p>
<p align="center">
<a href="https://github.com/NoFxAiOS/nofx/stargazers"><img src="https://img.shields.io/github/stars/NoFxAiOS/nofx?style=for-the-badge" alt="Stars"></a>
<a href="https://github.com/NoFxAiOS/nofx/releases"><img src="https://img.shields.io/github/v/release/NoFxAiOS/nofx?style=for-the-badge" alt="Release"></a>
<a href="https://github.com/NoFxAiOS/nofx/blob/main/LICENSE"><img src="https://img.shields.io/badge/License-AGPL--3.0-blue.svg?style=for-the-badge" alt="License"></a>
<a href="https://t.me/nofx_dev_community"><img src="https://img.shields.io/badge/Telegram-Community-blue?style=for-the-badge&logo=telegram" alt="Telegram"></a>
</p>
<p align="center">
<a href="https://golang.org/"><img src="https://img.shields.io/badge/Go-1.21+-00ADD8?style=flat&logo=go" alt="Go"></a>
<a href="https://reactjs.org/"><img src="https://img.shields.io/badge/React-18+-61DAFB?style=flat&logo=react" alt="React"></a>
<a href="https://www.typescriptlang.org/"><img src="https://img.shields.io/badge/TypeScript-5.0+-3178C6?style=flat&logo=typescript" alt="TypeScript"></a>
</p>
[![Go Version](https://img.shields.io/badge/Go-1.21+-00ADD8?style=flat&logo=go)](https://golang.org/)
[![React](https://img.shields.io/badge/React-18+-61DAFB?style=flat&logo=react)](https://reactjs.org/)
[![TypeScript](https://img.shields.io/badge/TypeScript-5.0+-3178C6?style=flat&logo=typescript)](https://www.typescriptlang.org/)
[![License](https://img.shields.io/badge/License-AGPL--3.0-blue.svg)](LICENSE)
| CONTRIBUTOR AIRDROP PROGRAM |
|:----------------------------------:|
@@ -26,6 +14,10 @@
---
## AI-Powered Multi-Asset Trading Platform
**NOFX** is an open-source AI trading system that lets you run multiple AI models to trade automatically. Configure strategies through a web interface, monitor performance in real-time, and let AI agents compete to find the best trading approach.
### Supported Markets
| Market | Trading | Status |
@@ -38,7 +30,7 @@
### Core Features
- **Multi-AI Support**: Run DeepSeek, Qwen, GPT, Claude, Gemini, Grok, Kimi - switch models anytime
- **Multi-Exchange**: Trade on Binance, Bybit, OKX, Bitget, KuCoin, Gate, Hyperliquid, Aster DEX, Lighter from one platform
- **Multi-Exchange**: Trade on Binance, Bybit, OKX, Bitget, Hyperliquid, Aster DEX, Lighter from one platform
- **Strategy Studio**: Visual strategy builder with coin sources, indicators, and risk controls
- **AI Debate Arena**: Multiple AI models debate trading decisions with different roles (Bull, Bear, Analyst)
- **AI Competition Mode**: Multiple AI traders compete in real-time, track performance side by side
@@ -78,35 +70,33 @@ To use NOFX, you'll need:
### CEX (Centralized Exchanges)
| Exchange | Status | Register (Fee Discount) |
|:---------|:------:|:------------------------|
| <img src="web/public/exchange-icons/binance.jpg" width="20" height="20" style="vertical-align: middle;"/> **Binance** | ✅ | [Register](https://www.binance.com/join?ref=NOFXENG) |
| <img src="web/public/exchange-icons/bybit.png" width="20" height="20" style="vertical-align: middle;"/> **Bybit** | ✅ | [Register](https://partner.bybit.com/b/83856) |
| <img src="web/public/exchange-icons/okx.svg" width="20" height="20" style="vertical-align: middle;"/> **OKX** | ✅ | [Register](https://www.okx.com/join/1865360) |
| <img src="web/public/exchange-icons/bitget.svg" width="20" height="20" style="vertical-align: middle;"/> **Bitget** | ✅ | [Register](https://www.bitget.com/referral/register?from=referral&clacCode=c8a43172) |
| <img src="web/public/exchange-icons/kucoin.svg" width="20" height="20" style="vertical-align: middle;"/> **KuCoin** | ✅ | [Register](https://www.kucoin.com/r/broker/CXEV7XKK) |
| <img src="web/public/exchange-icons/gate.svg" width="20" height="20" style="vertical-align: middle;"/> **Gate** | ✅ | [Register](https://www.gatenode.xyz/share/VQBGUAxY) |
|----------|--------|-------------------------|
| **Binance** | ✅ Supported | [Register](https://www.binance.com/join?ref=NOFXENG) |
| **Bybit** | ✅ Supported | [Register](https://partner.bybit.com/b/83856) |
| **OKX** | ✅ Supported | [Register](https://www.okx.com/join/1865360) |
| **Bitget** | ✅ Supported | [Register](https://www.bitget.com/referral/register?from=referral&clacCode=c8a43172) |
### Perp-DEX (Decentralized Perpetual Exchanges)
| Exchange | Status | Register (Fee Discount) |
|:---------|:------:|:------------------------|
| <img src="web/public/exchange-icons/hyperliquid.png" width="20" height="20" style="vertical-align: middle;"/> **Hyperliquid** | ✅ | [Register](https://app.hyperliquid.xyz/join/AITRADING) |
| <img src="web/public/exchange-icons/aster.svg" width="20" height="20" style="vertical-align: middle;"/> **Aster DEX** | ✅ | [Register](https://www.asterdex.com/en/referral/fdfc0e) |
| <img src="web/public/exchange-icons/lighter.png" width="20" height="20" style="vertical-align: middle;"/> **Lighter** | ✅ | [Register](https://app.lighter.xyz/?referral=68151432) |
|----------|--------|-------------------------|
| **Hyperliquid** | ✅ Supported | [Register](https://app.hyperliquid.xyz/join/AITRADING) |
| **Aster DEX** | ✅ Supported | [Register](https://www.asterdex.com/en/referral/fdfc0e) |
| **Lighter** | ✅ Supported | [Register](https://app.lighter.xyz/?referral=68151432) |
---
## Supported AI Models
| AI Model | Status | Get API Key |
|:---------|:------:|:------------|
| <img src="web/public/icons/deepseek.svg" width="20" height="20" style="vertical-align: middle;"/> **DeepSeek** | ✅ | [Get API Key](https://platform.deepseek.com) |
| <img src="web/public/icons/qwen.svg" width="20" height="20" style="vertical-align: middle;"/> **Qwen** | ✅ | [Get API Key](https://dashscope.console.aliyun.com) |
| <img src="web/public/icons/openai.svg" width="20" height="20" style="vertical-align: middle;"/> **OpenAI (GPT)** | ✅ | [Get API Key](https://platform.openai.com) |
| <img src="web/public/icons/claude.svg" width="20" height="20" style="vertical-align: middle;"/> **Claude** | ✅ | [Get API Key](https://console.anthropic.com) |
| <img src="web/public/icons/gemini.svg" width="20" height="20" style="vertical-align: middle;"/> **Gemini** | ✅ | [Get API Key](https://aistudio.google.com) |
| <img src="web/public/icons/grok.svg" width="20" height="20" style="vertical-align: middle;"/> **Grok** | ✅ | [Get API Key](https://console.x.ai) |
| <img src="web/public/icons/kimi.svg" width="20" height="20" style="vertical-align: middle;"/> **Kimi** | ✅ | [Get API Key](https://platform.moonshot.cn) |
|----------|--------|-------------|
| **DeepSeek** | ✅ Supported | [Get API Key](https://platform.deepseek.com) |
| **Qwen** | ✅ Supported | [Get API Key](https://dashscope.console.aliyun.com) |
| **OpenAI (GPT)** | ✅ Supported | [Get API Key](https://platform.openai.com) |
| **Claude** | ✅ Supported | [Get API Key](https://console.anthropic.com) |
| **Gemini** | ✅ Supported | [Get API Key](https://aistudio.google.com) |
| **Grok** | ✅ Supported | [Get API Key](https://console.x.ai) |
| **Kimi** | ✅ Supported | [Get API Key](https://platform.moonshot.cn) |
---

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@@ -832,8 +832,6 @@ func (s *Server) hydrateBacktestAIConfig(cfg *backtest.BacktestConfig) error {
provider = "google"
} else if strings.Contains(modelNameLower, "deepseek") {
provider = "deepseek"
} else if strings.Contains(modelNameLower, "minimax") {
provider = "minimax"
} else if model.CustomAPIURL != "" {
provider = "custom"
} else {

252
api/register_otp_test.go Normal file
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@@ -0,0 +1,252 @@
package api
import (
"testing"
)
// MockUser Mock user structure
type MockUser struct {
ID int
Email string
OTPSecret string
OTPVerified bool
}
// TestOTPRefetchLogic Test OTP refetch logic
func TestOTPRefetchLogic(t *testing.T) {
tests := []struct {
name string
existingUser *MockUser
userExists bool
expectedAction string // "allow_refetch", "reject_duplicate", "create_new"
expectedMessage string
}{
{
name: "New user registration - email does not exist",
existingUser: nil,
userExists: false,
expectedAction: "create_new",
expectedMessage: "Create new user",
},
{
name: "Incomplete OTP verification - allow refetch",
existingUser: &MockUser{
ID: 1,
Email: "test@example.com",
OTPSecret: "SECRET123",
OTPVerified: false,
},
userExists: true,
expectedAction: "allow_refetch",
expectedMessage: "Incomplete registration detected, please continue OTP setup",
},
{
name: "Completed OTP verification - reject duplicate registration",
existingUser: &MockUser{
ID: 2,
Email: "verified@example.com",
OTPSecret: "SECRET456",
OTPVerified: true,
},
userExists: true,
expectedAction: "reject_duplicate",
expectedMessage: "Email already registered",
},
}
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
// Simulate logic processing flow
var actualAction string
var actualMessage string
if !tt.userExists {
// User does not exist, create new user
actualAction = "create_new"
actualMessage = "Create new user"
} else {
// User exists, check OTP verification status
if !tt.existingUser.OTPVerified {
// OTP verification incomplete, allow refetch
actualAction = "allow_refetch"
actualMessage = "Incomplete registration detected, please continue OTP setup"
} else {
// Verification completed, reject duplicate registration
actualAction = "reject_duplicate"
actualMessage = "Email already registered"
}
}
// Verify results
if actualAction != tt.expectedAction {
t.Errorf("Action mismatch: got %s, want %s", actualAction, tt.expectedAction)
}
if actualMessage != tt.expectedMessage {
t.Errorf("Message mismatch: got %s, want %s", actualMessage, tt.expectedMessage)
}
})
}
}
// TestOTPVerificationStates Test OTP verification state determination
func TestOTPVerificationStates(t *testing.T) {
tests := []struct {
name string
otpVerified bool
shouldAllowRefetch bool
}{
{
name: "OTP verified - disallow refetch",
otpVerified: true,
shouldAllowRefetch: false,
},
{
name: "OTP not verified - allow refetch",
otpVerified: false,
shouldAllowRefetch: true,
},
}
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
// Simulate verification logic
allowRefetch := !tt.otpVerified
if allowRefetch != tt.shouldAllowRefetch {
t.Errorf("Refetch logic error: OTPVerified=%v, allowRefetch=%v, expected=%v",
tt.otpVerified, allowRefetch, tt.shouldAllowRefetch)
}
})
}
}
// TestRegistrationFlow Test complete registration flow logic branches
func TestRegistrationFlow(t *testing.T) {
tests := []struct {
name string
scenario string
userExists bool
otpVerified bool
expectHTTPCode int // Simulated HTTP status code
expectResponse string
}{
{
name: "Scenario 1: New user first registration",
scenario: "New user first accesses registration endpoint",
userExists: false,
otpVerified: false,
expectHTTPCode: 200,
expectResponse: "Create user and return OTP setup information",
},
{
name: "Scenario 2: User re-accesses after interrupting registration",
scenario: "User registered previously but did not complete OTP setup, now re-accessing",
userExists: true,
otpVerified: false,
expectHTTPCode: 200,
expectResponse: "Return existing user's OTP information, allow continuation",
},
{
name: "Scenario 3: Registered user attempts duplicate registration",
scenario: "User already completed registration, attempts to register again with same email",
userExists: true,
otpVerified: true,
expectHTTPCode: 409, // Conflict
expectResponse: "Email already registered",
},
}
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
// Simulate registration flow logic
var actualHTTPCode int
var actualResponse string
if !tt.userExists {
// New user, create and return OTP information
actualHTTPCode = 200
actualResponse = "Create user and return OTP setup information"
} else {
// User exists
if !tt.otpVerified {
// OTP verification incomplete, allow refetch
actualHTTPCode = 200
actualResponse = "Return existing user's OTP information, allow continuation"
} else {
// Verification completed, reject duplicate registration
actualHTTPCode = 409
actualResponse = "Email already registered"
}
}
// Verify
if actualHTTPCode != tt.expectHTTPCode {
t.Errorf("HTTP code mismatch: got %d, want %d (scenario: %s)",
actualHTTPCode, tt.expectHTTPCode, tt.scenario)
}
if actualResponse != tt.expectResponse {
t.Errorf("Response mismatch: got %s, want %s (scenario: %s)",
actualResponse, tt.expectResponse, tt.scenario)
}
t.Logf("✓ %s: HTTP %d, %s", tt.scenario, actualHTTPCode, actualResponse)
})
}
}
// TestEdgeCases Test edge cases
func TestEdgeCases(t *testing.T) {
tests := []struct {
name string
user *MockUser
expectAllow bool
description string
}{
{
name: "User ID is 0 - treated as new user",
user: &MockUser{
ID: 0,
Email: "new@example.com",
OTPVerified: false,
},
expectAllow: true,
description: "ID of 0 usually indicates user has not been created yet",
},
{
name: "OTPSecret is empty - still can refetch",
user: &MockUser{
ID: 1,
Email: "test@example.com",
OTPSecret: "",
OTPVerified: false,
},
expectAllow: true,
description: "Even if OTPSecret is empty, as long as not verified, refetch is allowed",
},
{
name: "OTPSecret exists but already verified - not allowed",
user: &MockUser{
ID: 2,
Email: "verified@example.com",
OTPSecret: "SECRET789",
OTPVerified: true,
},
expectAllow: false,
description: "Users with verified OTP cannot refetch",
},
}
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
// Core logic: as long as OTPVerified is false, refetch is allowed
allowRefetch := !tt.user.OTPVerified
if allowRefetch != tt.expectAllow {
t.Errorf("Edge case failed: %s\nUser: ID=%d, OTPVerified=%v\nExpected allow=%v, got=%v",
tt.description, tt.user.ID, tt.user.OTPVerified, tt.expectAllow, allowRefetch)
}
t.Logf("✓ %s", tt.description)
})
}
}

View File

@@ -12,7 +12,6 @@ import (
"nofx/crypto"
"nofx/logger"
"nofx/manager"
"nofx/security"
"nofx/market"
"nofx/provider/alpaca"
"nofx/provider/coinank/coinank_api"
@@ -21,15 +20,6 @@ import (
"nofx/provider/twelvedata"
"nofx/store"
"nofx/trader"
"nofx/trader/aster"
"nofx/trader/binance"
"nofx/trader/bitget"
"nofx/trader/bybit"
"nofx/trader/gate"
hyperliquidtrader "nofx/trader/hyperliquid"
"nofx/trader/kucoin"
"nofx/trader/lighter"
"nofx/trader/okx"
"strconv"
"strings"
"time"
@@ -143,6 +133,8 @@ func (s *Server) setupRoutes() {
// Authentication related routes (no authentication required)
api.POST("/register", s.handleRegister)
api.POST("/login", s.handleLogin)
api.POST("/verify-otp", s.handleVerifyOTP)
api.POST("/complete-registration", s.handleCompleteRegistration)
// Routes requiring authentication
protected := api.Group("/", s.authMiddleware())
@@ -264,14 +256,13 @@ func (s *Server) handleGetServerIP(c *gin.Context) {
})
}
// getPublicIPFromAPI Get public IP via third-party API (IPv4 only)
// getPublicIPFromAPI Get public IP via third-party API
func getPublicIPFromAPI() string {
// Try multiple public IP query services (IPv4-only endpoints)
// Try multiple public IP query services
services := []string{
"https://api4.ipify.org?format=text", // IPv4 only
"https://ipv4.icanhazip.com", // IPv4 only
"https://v4.ident.me", // IPv4 only
"https://api.ipify.org?format=text", // May return IPv4 or IPv6
"https://api.ipify.org?format=text",
"https://icanhazip.com",
"https://ifconfig.me",
}
client := &http.Client{
@@ -293,9 +284,8 @@ func getPublicIPFromAPI() string {
}
ip := strings.TrimSpace(string(body[:n]))
parsedIP := net.ParseIP(ip)
// Verify if it's a valid IPv4 address (not containing ":")
if parsedIP != nil && parsedIP.To4() != nil {
// Verify if it's a valid IP address
if net.ParseIP(ip) != nil {
return ip
}
}
@@ -483,7 +473,6 @@ type UpdateExchangeConfigRequest struct {
Passphrase string `json:"passphrase"` // OKX specific
Testnet bool `json:"testnet"`
HyperliquidWalletAddr string `json:"hyperliquid_wallet_addr"`
HyperliquidUnifiedAcct bool `json:"hyperliquid_unified_account"` // Unified Account mode
AsterUser string `json:"aster_user"`
AsterSigner string `json:"aster_signer"`
AsterPrivateKey string `json:"aster_private_key"`
@@ -594,44 +583,32 @@ func (s *Server) handleCreateTrader(c *gin.Context) {
// Convert EncryptedString fields to string
switch exchangeCfg.ExchangeType {
case "binance":
tempTrader = binance.NewFuturesTrader(string(exchangeCfg.APIKey), string(exchangeCfg.SecretKey), userID)
tempTrader = trader.NewFuturesTrader(string(exchangeCfg.APIKey), string(exchangeCfg.SecretKey), userID)
case "hyperliquid":
tempTrader, createErr = hyperliquidtrader.NewHyperliquidTrader(
tempTrader, createErr = trader.NewHyperliquidTrader(
string(exchangeCfg.APIKey), // private key
exchangeCfg.HyperliquidWalletAddr,
exchangeCfg.Testnet,
exchangeCfg.HyperliquidUnifiedAcct,
)
case "aster":
tempTrader, createErr = aster.NewAsterTrader(
tempTrader, createErr = trader.NewAsterTrader(
exchangeCfg.AsterUser,
exchangeCfg.AsterSigner,
string(exchangeCfg.AsterPrivateKey),
)
case "bybit":
tempTrader = bybit.NewBybitTrader(
tempTrader = trader.NewBybitTrader(
string(exchangeCfg.APIKey),
string(exchangeCfg.SecretKey),
)
case "okx":
tempTrader = okx.NewOKXTrader(
tempTrader = trader.NewOKXTrader(
string(exchangeCfg.APIKey),
string(exchangeCfg.SecretKey),
string(exchangeCfg.Passphrase),
)
case "bitget":
tempTrader = bitget.NewBitgetTrader(
string(exchangeCfg.APIKey),
string(exchangeCfg.SecretKey),
string(exchangeCfg.Passphrase),
)
case "gate":
tempTrader = gate.NewGateTrader(
string(exchangeCfg.APIKey),
string(exchangeCfg.SecretKey),
)
case "kucoin":
tempTrader = kucoin.NewKuCoinTrader(
tempTrader = trader.NewBitgetTrader(
string(exchangeCfg.APIKey),
string(exchangeCfg.SecretKey),
string(exchangeCfg.Passphrase),
@@ -639,7 +616,7 @@ func (s *Server) handleCreateTrader(c *gin.Context) {
case "lighter":
if exchangeCfg.LighterWalletAddr != "" && string(exchangeCfg.LighterAPIKeyPrivateKey) != "" {
// Lighter only supports mainnet
tempTrader, createErr = lighter.NewLighterTraderV2(
tempTrader, createErr = trader.NewLighterTraderV2(
exchangeCfg.LighterWalletAddr,
string(exchangeCfg.LighterAPIKeyPrivateKey),
exchangeCfg.LighterAPIKeyIndex,
@@ -1164,44 +1141,32 @@ func (s *Server) handleSyncBalance(c *gin.Context) {
// Convert EncryptedString fields to string
switch exchangeCfg.ExchangeType {
case "binance":
tempTrader = binance.NewFuturesTrader(string(exchangeCfg.APIKey), string(exchangeCfg.SecretKey), userID)
tempTrader = trader.NewFuturesTrader(string(exchangeCfg.APIKey), string(exchangeCfg.SecretKey), userID)
case "hyperliquid":
tempTrader, createErr = hyperliquidtrader.NewHyperliquidTrader(
tempTrader, createErr = trader.NewHyperliquidTrader(
string(exchangeCfg.APIKey),
exchangeCfg.HyperliquidWalletAddr,
exchangeCfg.Testnet,
exchangeCfg.HyperliquidUnifiedAcct,
)
case "aster":
tempTrader, createErr = aster.NewAsterTrader(
tempTrader, createErr = trader.NewAsterTrader(
exchangeCfg.AsterUser,
exchangeCfg.AsterSigner,
string(exchangeCfg.AsterPrivateKey),
)
case "bybit":
tempTrader = bybit.NewBybitTrader(
tempTrader = trader.NewBybitTrader(
string(exchangeCfg.APIKey),
string(exchangeCfg.SecretKey),
)
case "okx":
tempTrader = okx.NewOKXTrader(
tempTrader = trader.NewOKXTrader(
string(exchangeCfg.APIKey),
string(exchangeCfg.SecretKey),
string(exchangeCfg.Passphrase),
)
case "bitget":
tempTrader = bitget.NewBitgetTrader(
string(exchangeCfg.APIKey),
string(exchangeCfg.SecretKey),
string(exchangeCfg.Passphrase),
)
case "gate":
tempTrader = gate.NewGateTrader(
string(exchangeCfg.APIKey),
string(exchangeCfg.SecretKey),
)
case "kucoin":
tempTrader = kucoin.NewKuCoinTrader(
tempTrader = trader.NewBitgetTrader(
string(exchangeCfg.APIKey),
string(exchangeCfg.SecretKey),
string(exchangeCfg.Passphrase),
@@ -1209,7 +1174,7 @@ func (s *Server) handleSyncBalance(c *gin.Context) {
case "lighter":
if exchangeCfg.LighterWalletAddr != "" && string(exchangeCfg.LighterAPIKeyPrivateKey) != "" {
// Lighter only supports mainnet
tempTrader, createErr = lighter.NewLighterTraderV2(
tempTrader, createErr = trader.NewLighterTraderV2(
exchangeCfg.LighterWalletAddr,
string(exchangeCfg.LighterAPIKeyPrivateKey),
exchangeCfg.LighterAPIKeyIndex,
@@ -1328,44 +1293,32 @@ func (s *Server) handleClosePosition(c *gin.Context) {
// Convert EncryptedString fields to string
switch exchangeCfg.ExchangeType {
case "binance":
tempTrader = binance.NewFuturesTrader(string(exchangeCfg.APIKey), string(exchangeCfg.SecretKey), userID)
tempTrader = trader.NewFuturesTrader(string(exchangeCfg.APIKey), string(exchangeCfg.SecretKey), userID)
case "hyperliquid":
tempTrader, createErr = hyperliquidtrader.NewHyperliquidTrader(
tempTrader, createErr = trader.NewHyperliquidTrader(
string(exchangeCfg.APIKey),
exchangeCfg.HyperliquidWalletAddr,
exchangeCfg.Testnet,
exchangeCfg.HyperliquidUnifiedAcct,
)
case "aster":
tempTrader, createErr = aster.NewAsterTrader(
tempTrader, createErr = trader.NewAsterTrader(
exchangeCfg.AsterUser,
exchangeCfg.AsterSigner,
string(exchangeCfg.AsterPrivateKey),
)
case "bybit":
tempTrader = bybit.NewBybitTrader(
tempTrader = trader.NewBybitTrader(
string(exchangeCfg.APIKey),
string(exchangeCfg.SecretKey),
)
case "okx":
tempTrader = okx.NewOKXTrader(
tempTrader = trader.NewOKXTrader(
string(exchangeCfg.APIKey),
string(exchangeCfg.SecretKey),
string(exchangeCfg.Passphrase),
)
case "bitget":
tempTrader = bitget.NewBitgetTrader(
string(exchangeCfg.APIKey),
string(exchangeCfg.SecretKey),
string(exchangeCfg.Passphrase),
)
case "gate":
tempTrader = gate.NewGateTrader(
string(exchangeCfg.APIKey),
string(exchangeCfg.SecretKey),
)
case "kucoin":
tempTrader = kucoin.NewKuCoinTrader(
tempTrader = trader.NewBitgetTrader(
string(exchangeCfg.APIKey),
string(exchangeCfg.SecretKey),
string(exchangeCfg.Passphrase),
@@ -1373,7 +1326,7 @@ func (s *Server) handleClosePosition(c *gin.Context) {
case "lighter":
if exchangeCfg.LighterWalletAddr != "" && string(exchangeCfg.LighterAPIKeyPrivateKey) != "" {
// Lighter only supports mainnet
tempTrader, createErr = lighter.NewLighterTraderV2(
tempTrader, createErr = trader.NewLighterTraderV2(
exchangeCfg.LighterWalletAddr,
string(exchangeCfg.LighterAPIKeyPrivateKey),
exchangeCfg.LighterAPIKeyIndex,
@@ -1452,7 +1405,7 @@ func (s *Server) handleClosePosition(c *gin.Context) {
func (s *Server) recordClosePositionOrder(traderID, exchangeID, exchangeType, symbol, side string, quantity, exitPrice float64, result map[string]interface{}) {
// Skip for exchanges with OrderSync - let the background sync handle it to avoid duplicates
switch exchangeType {
case "binance", "lighter", "hyperliquid", "bybit", "okx", "bitget", "aster", "gate":
case "binance", "lighter", "hyperliquid", "bybit", "okx", "bitget", "aster":
logger.Infof(" 📝 Close order will be synced by OrderSync, skipping immediate record")
return
}
@@ -1684,7 +1637,6 @@ func (s *Server) handleGetModelConfigs(c *gin.Context) {
{ID: "gemini", Name: "Gemini AI", Provider: "gemini", Enabled: false},
{ID: "grok", Name: "Grok AI", Provider: "grok", Enabled: false},
{ID: "kimi", Name: "Kimi AI", Provider: "kimi", Enabled: false},
{ID: "minimax", Name: "MiniMax AI", Provider: "minimax", Enabled: false},
}
c.JSON(http.StatusOK, defaultModels)
return
@@ -1771,15 +1723,6 @@ func (s *Server) handleUpdateModelConfigs(c *gin.Context) {
// Update each model's configuration and track traders that need reload
tradersToReload := make(map[string]bool)
for modelID, modelData := range req.Models {
// SSRF protection: validate custom_api_url before storing
if modelData.CustomAPIURL != "" {
cleanURL := strings.TrimSuffix(modelData.CustomAPIURL, "#")
if err := security.ValidateURL(cleanURL); err != nil {
c.JSON(http.StatusBadRequest, gin.H{"error": fmt.Sprintf("Invalid custom_api_url for model %s: %s", modelID, err.Error())})
return
}
}
// Find traders using this AI model BEFORE updating
traders, _ := s.store.Trader().ListByAIModelID(userID, modelID)
for _, t := range traders {
@@ -1919,7 +1862,7 @@ func (s *Server) handleUpdateExchangeConfigs(c *gin.Context) {
tradersToReload[t.ID] = true
}
err := s.store.Exchange().Update(userID, exchangeID, exchangeData.Enabled, exchangeData.APIKey, exchangeData.SecretKey, exchangeData.Passphrase, exchangeData.Testnet, exchangeData.HyperliquidWalletAddr, exchangeData.HyperliquidUnifiedAcct, exchangeData.AsterUser, exchangeData.AsterSigner, exchangeData.AsterPrivateKey, exchangeData.LighterWalletAddr, exchangeData.LighterPrivateKey, exchangeData.LighterAPIKeyPrivateKey, exchangeData.LighterAPIKeyIndex)
err := s.store.Exchange().Update(userID, exchangeID, exchangeData.Enabled, exchangeData.APIKey, exchangeData.SecretKey, exchangeData.Passphrase, exchangeData.Testnet, exchangeData.HyperliquidWalletAddr, exchangeData.AsterUser, exchangeData.AsterSigner, exchangeData.AsterPrivateKey, exchangeData.LighterWalletAddr, exchangeData.LighterPrivateKey, exchangeData.LighterAPIKeyPrivateKey, exchangeData.LighterAPIKeyIndex)
if err != nil {
SafeInternalError(c, fmt.Sprintf("Update exchange %s", exchangeID), err)
return
@@ -1953,7 +1896,6 @@ type CreateExchangeRequest struct {
Passphrase string `json:"passphrase"`
Testnet bool `json:"testnet"`
HyperliquidWalletAddr string `json:"hyperliquid_wallet_addr"`
HyperliquidUnifiedAcct bool `json:"hyperliquid_unified_account"` // Unified Account mode: Spot as Perp collateral
AsterUser string `json:"aster_user"`
AsterSigner string `json:"aster_signer"`
AsterPrivateKey string `json:"aster_private_key"`
@@ -2017,7 +1959,7 @@ func (s *Server) handleCreateExchange(c *gin.Context) {
// Validate exchange type
validTypes := map[string]bool{
"binance": true, "bybit": true, "okx": true, "bitget": true,
"hyperliquid": true, "aster": true, "lighter": true, "gate": true, "kucoin": true, "indodax": true,
"hyperliquid": true, "aster": true, "lighter": true,
}
if !validTypes[req.ExchangeType] {
c.JSON(http.StatusBadRequest, gin.H{"error": fmt.Sprintf("Invalid exchange type: %s", req.ExchangeType)})
@@ -2028,8 +1970,7 @@ func (s *Server) handleCreateExchange(c *gin.Context) {
id, err := s.store.Exchange().Create(
userID, req.ExchangeType, req.AccountName, req.Enabled,
req.APIKey, req.SecretKey, req.Passphrase, req.Testnet,
req.HyperliquidWalletAddr, req.HyperliquidUnifiedAcct,
req.AsterUser, req.AsterSigner, req.AsterPrivateKey,
req.HyperliquidWalletAddr, req.AsterUser, req.AsterSigner, req.AsterPrivateKey,
req.LighterWalletAddr, req.LighterPrivateKey, req.LighterAPIKeyPrivateKey, req.LighterAPIKeyIndex,
)
if err != nil {
@@ -2550,16 +2491,11 @@ func (s *Server) getKlinesFromCoinank(symbol, interval, exchange string, limit i
coinankExchange = coinank_enum.Okex
case "bitget":
coinankExchange = coinank_enum.Bitget
case "gate":
coinankExchange = coinank_enum.Gate
case "aster":
coinankExchange = coinank_enum.Aster
case "lighter":
// Lighter doesn't have direct CoinAnk support, use Binance data as fallback
coinankExchange = coinank_enum.Binance
case "kucoin":
// KuCoin doesn't have direct CoinAnk support, use Binance data as fallback
coinankExchange = coinank_enum.Binance
default:
// For any unknown exchange, default to Binance
logger.Warnf("⚠️ Unknown exchange '%s', defaulting to Binance for CoinAnk", exchange)
@@ -3104,9 +3040,29 @@ func (s *Server) handleRegister(c *gin.Context) {
return
}
// Check if email already exists
_, err := s.store.User().GetByEmail(req.Email)
// Check if email already exists (must check before maxUsers to allow incomplete OTP users)
existingUser, err := s.store.User().GetByEmail(req.Email)
if err == nil {
// User exists, check OTP verification status
if !existingUser.OTPVerified {
// OTP not verified, verify password first for security
if !auth.CheckPassword(req.Password, existingUser.PasswordHash) {
c.JSON(http.StatusUnauthorized, gin.H{"error": "Email or password incorrect"})
return
}
// Password correct, allow user to continue OTP setup
// Return existing OTP information
qrCodeURL := auth.GetOTPQRCodeURL(existingUser.OTPSecret, req.Email)
c.JSON(http.StatusOK, gin.H{
"user_id": existingUser.ID,
"email": existingUser.Email,
"otp_secret": existingUser.OTPSecret,
"qr_code_url": qrCodeURL,
"message": "Incomplete registration detected, please continue OTP setup",
})
return
}
// OTP already verified, reject duplicate registration
c.JSON(http.StatusConflict, gin.H{"error": "Email already registered"})
return
}
@@ -3132,12 +3088,21 @@ func (s *Server) handleRegister(c *gin.Context) {
return
}
// Create user
// Generate OTP secret
otpSecret, err := auth.GenerateOTPSecret()
if err != nil {
c.JSON(http.StatusInternalServerError, gin.H{"error": "OTP secret generation failed"})
return
}
// Create user (unverified OTP status)
userID := uuid.New().String()
user := &store.User{
ID: userID,
Email: req.Email,
PasswordHash: passwordHash,
OTPSecret: otpSecret,
OTPVerified: false,
}
err = s.store.User().Create(user)
@@ -3146,6 +3111,49 @@ func (s *Server) handleRegister(c *gin.Context) {
return
}
// Return OTP setup information
qrCodeURL := auth.GetOTPQRCodeURL(otpSecret, req.Email)
c.JSON(http.StatusOK, gin.H{
"user_id": userID,
"email": req.Email,
"otp_secret": otpSecret,
"qr_code_url": qrCodeURL,
"message": "Please scan the QR code with Google Authenticator and verify OTP",
})
}
// handleCompleteRegistration Complete registration (verify OTP)
func (s *Server) handleCompleteRegistration(c *gin.Context) {
var req struct {
UserID string `json:"user_id" binding:"required"`
OTPCode string `json:"otp_code" binding:"required"`
}
if err := c.ShouldBindJSON(&req); err != nil {
SafeBadRequest(c, "Invalid request parameters")
return
}
// Get user information
user, err := s.store.User().GetByID(req.UserID)
if err != nil {
SafeNotFound(c, "User")
return
}
// Verify OTP
if !auth.VerifyOTP(user.OTPSecret, req.OTPCode) {
c.JSON(http.StatusBadRequest, gin.H{"error": "OTP code error"})
return
}
// Update user OTP verified status
err = s.store.User().UpdateOTPVerified(req.UserID, true)
if err != nil {
c.JSON(http.StatusInternalServerError, gin.H{"error": "Failed to update user status"})
return
}
// Generate JWT token
token, err := auth.GenerateJWT(user.ID, user.Email)
if err != nil {
@@ -3163,7 +3171,7 @@ func (s *Server) handleRegister(c *gin.Context) {
"token": token,
"user_id": user.ID,
"email": user.Email,
"message": "Registration successful",
"message": "Registration completed",
})
}
@@ -3192,7 +3200,56 @@ func (s *Server) handleLogin(c *gin.Context) {
return
}
// Issue token directly after password verification.
// Check if OTP is verified
if !user.OTPVerified {
// Return OTP info so user can complete setup
qrCodeURL := auth.GetOTPQRCodeURL(user.OTPSecret, user.Email)
c.JSON(http.StatusOK, gin.H{
"user_id": user.ID,
"email": user.Email,
"otp_secret": user.OTPSecret,
"qr_code_url": qrCodeURL,
"requires_otp_setup": true,
"message": "Please complete OTP setup first",
})
return
}
// Return status requiring OTP verification
c.JSON(http.StatusOK, gin.H{
"user_id": user.ID,
"email": user.Email,
"message": "Please enter Google Authenticator code",
"requires_otp": true,
})
}
// handleVerifyOTP Verify OTP and complete login
func (s *Server) handleVerifyOTP(c *gin.Context) {
var req struct {
UserID string `json:"user_id" binding:"required"`
OTPCode string `json:"otp_code" binding:"required"`
}
if err := c.ShouldBindJSON(&req); err != nil {
SafeBadRequest(c, "Invalid request parameters")
return
}
// Get user information
user, err := s.store.User().GetByID(req.UserID)
if err != nil {
SafeNotFound(c, "User")
return
}
// Verify OTP
if !auth.VerifyOTP(user.OTPSecret, req.OTPCode) {
c.JSON(http.StatusBadRequest, gin.H{"error": "Verification code error"})
return
}
// Generate JWT token
token, err := auth.GenerateJWT(user.ID, user.Email)
if err != nil {
c.JSON(http.StatusInternalServerError, gin.H{"error": "Failed to generate token"})
@@ -3207,11 +3264,12 @@ func (s *Server) handleLogin(c *gin.Context) {
})
}
// handleResetPassword Reset password via email and new password
// handleResetPassword Reset password (via email + OTP verification)
func (s *Server) handleResetPassword(c *gin.Context) {
var req struct {
Email string `json:"email" binding:"required,email"`
NewPassword string `json:"new_password" binding:"required,min=6"`
OTPCode string `json:"otp_code" binding:"required"`
}
if err := c.ShouldBindJSON(&req); err != nil {
@@ -3226,6 +3284,12 @@ func (s *Server) handleResetPassword(c *gin.Context) {
return
}
// Verify OTP
if !auth.VerifyOTP(user.OTPSecret, req.OTPCode) {
c.JSON(http.StatusBadRequest, gin.H{"error": "Google Authenticator code error"})
return
}
// Generate new password hash
newPasswordHash, err := auth.HashPassword(req.NewPassword)
if err != nil {
@@ -3259,11 +3323,10 @@ func (s *Server) handleGetSupportedModels(c *gin.Context) {
{"id": "deepseek", "name": "DeepSeek", "provider": "deepseek", "defaultModel": "deepseek-chat"},
{"id": "qwen", "name": "Qwen", "provider": "qwen", "defaultModel": "qwen3-max"},
{"id": "openai", "name": "OpenAI", "provider": "openai", "defaultModel": "gpt-5.1"},
{"id": "claude", "name": "Claude", "provider": "claude", "defaultModel": "claude-opus-4-6"},
{"id": "claude", "name": "Claude", "provider": "claude", "defaultModel": "claude-opus-4-5-20251101"},
{"id": "gemini", "name": "Google Gemini", "provider": "gemini", "defaultModel": "gemini-3-pro-preview"},
{"id": "grok", "name": "Grok (xAI)", "provider": "grok", "defaultModel": "grok-3-latest"},
{"id": "kimi", "name": "Kimi (Moonshot)", "provider": "kimi", "defaultModel": "moonshot-v1-auto"},
{"id": "minimax", "name": "MiniMax", "provider": "minimax", "defaultModel": "MiniMax-M2.5"},
}
c.JSON(http.StatusOK, supportedModels)
@@ -3277,8 +3340,6 @@ func (s *Server) handleGetSupportedExchanges(c *gin.Context) {
{ExchangeType: "binance", Name: "Binance Futures", Type: "cex"},
{ExchangeType: "bybit", Name: "Bybit Futures", Type: "cex"},
{ExchangeType: "okx", Name: "OKX Futures", Type: "cex"},
{ExchangeType: "gate", Name: "Gate.io Futures", Type: "cex"},
{ExchangeType: "kucoin", Name: "KuCoin Futures", Type: "cex"},
{ExchangeType: "hyperliquid", Name: "Hyperliquid", Type: "dex"},
{ExchangeType: "aster", Name: "Aster DEX", Type: "dex"},
{ExchangeType: "lighter", Name: "LIGHTER DEX", Type: "dex"},

View File

@@ -625,9 +625,6 @@ func (s *Server) runRealAITest(userID, modelID, systemPrompt, userPrompt string)
case "openai":
aiClient = mcp.NewOpenAIClient()
aiClient.SetAPIKey(apiKey, model.CustomAPIURL, model.CustomModelName)
case "minimax":
aiClient = mcp.NewMiniMaxClient()
aiClient.SetAPIKey(apiKey, model.CustomAPIURL, model.CustomModelName)
default:
// Use generic client
aiClient = mcp.NewClient()

View File

@@ -1,12 +1,15 @@
package auth
import (
"crypto/rand"
"fmt"
"log"
"sync"
"time"
"github.com/golang-jwt/jwt/v5"
"github.com/google/uuid"
"github.com/pquerna/otp/totp"
"golang.org/x/crypto/bcrypt"
)
@@ -22,6 +25,9 @@ var tokenBlacklist = struct {
// maxBlacklistEntries is the maximum capacity threshold for blacklist
const maxBlacklistEntries = 100_000
// OTPIssuer is the OTP issuer name
const OTPIssuer = "nofxAI"
// SetJWTSecret sets the JWT secret key
func SetJWTSecret(secret string) {
JWTSecret = []byte(secret)
@@ -81,6 +87,30 @@ func CheckPassword(password, hash string) bool {
return err == nil
}
// GenerateOTPSecret generates OTP secret
func GenerateOTPSecret() (string, error) {
secret := make([]byte, 20)
_, err := rand.Read(secret)
if err != nil {
return "", err
}
key, err := totp.Generate(totp.GenerateOpts{
Issuer: OTPIssuer,
AccountName: uuid.New().String(),
})
if err != nil {
return "", err
}
return key.Secret(), nil
}
// VerifyOTP verifies OTP code
func VerifyOTP(secret, code string) bool {
return totp.Validate(code, secret)
}
// GenerateJWT generates JWT token
func GenerateJWT(userID, email string) (string, error) {
claims := Claims{
@@ -117,3 +147,8 @@ func ValidateJWT(tokenString string) (*Claims, error) {
return nil, fmt.Errorf("invalid token")
}
// GetOTPQRCodeURL gets OTP QR code URL
func GetOTPQRCodeURL(secret, email string) string {
return fmt.Sprintf("otpauth://totp/%s:%s?secret=%s&issuer=%s", OTPIssuer, email, secret, OTPIssuer)
}

View File

@@ -71,13 +71,6 @@ func configureMCPClient(cfg BacktestConfig, base mcp.AIClient) (mcp.AIClient, er
oaiC := mcp.NewOpenAIClientWithOptions()
oaiC.(*mcp.OpenAIClient).SetAPIKey(cfg.AICfg.APIKey, cfg.AICfg.BaseURL, cfg.AICfg.Model)
return oaiC, nil
case "minimax":
if cfg.AICfg.APIKey == "" {
return nil, fmt.Errorf("minimax provider requires api key")
}
mmC := mcp.NewMiniMaxClientWithOptions()
mmC.(*mcp.MiniMaxClient).SetAPIKey(cfg.AICfg.APIKey, cfg.AICfg.BaseURL, cfg.AICfg.Model)
return mmC, nil
case "custom":
if cfg.AICfg.BaseURL == "" || cfg.AICfg.APIKey == "" || cfg.AICfg.Model == "" {
return nil, fmt.Errorf("custom provider requires base_url, api key and model")
@@ -132,11 +125,6 @@ func cloneBaseClient(base mcp.AIClient) *mcp.Client {
cp := *c.Client
return &cp
}
case *mcp.MiniMaxClient:
if c != nil && c.Client != nil {
cp := *c.Client
return &cp
}
}
// Fall back to a new default client
return mcp.NewClient().(*mcp.Client)

View File

@@ -97,8 +97,6 @@ func (e *DebateEngine) InitializeClients(participants []*store.DebateParticipant
client = mcp.NewGrokClient()
case "kimi":
client = mcp.NewKimiClient()
case "minimax":
client = mcp.NewMiniMaxClient()
default:
client = mcp.New()
}

View File

@@ -1,50 +0,0 @@
# ⚠️ Official Accounts & Anti-Impersonation Notice
## Legal Entity
| Field | Details |
|-------|---------|
| Company Name | **Cryonic Holdings Limited** |
| Company No. | 2193977 |
| Jurisdiction | British Virgin Islands |
| Address | Mandar House, 3rd Floor, P.O. Box 2196, Johnson's Ghut, Tortola, BVI |
| Contact Email | 0xccfelix@gmail.com |
## Official Social Media & Channels
| Platform | Official Account | Link | Status |
|----------|-----------------|------|--------|
| Twitter/X | **@nofx_official** | https://x.com/nofx_official | ✅ Official |
| Twitter/X | **@Web3Tinkle** | https://x.com/Web3Tinkle | ✅ Founder |
| GitHub | **NoFxAiOS** | https://github.com/NoFxAiOS | ✅ Official |
| Website | **nofxai.com** | https://nofxai.com | ✅ Official |
| Dashboard | **nofxos.ai** | https://nofxos.ai | ✅ Official |
## ⛔ Known Impersonation Accounts
The following accounts are **NOT affiliated** with the NoFx project:
| Platform | Account | Status |
|----------|---------|--------|
| Twitter/X | @nofx_ai | ❌ **NOT OFFICIAL** — Not affiliated with this project |
> **Warning:** Any account claiming to represent NoFx that is not listed above is unauthorized. Please verify through this page before trusting any account claiming to be associated with NoFx.
## How to Verify Authenticity
1. Check this page (OFFICIAL_ACCOUNTS.md) in our official GitHub repository
2. Our GitHub repository sidebar links directly to our official Twitter
3. Our README.md lists all official accounts under "Core Team" and "Official Links"
4. Our operating entity is Cryonic Holdings Limited (BVI No. 2193977)
5. Official contact email: 0xccfelix@gmail.com
## Report Impersonation
If you encounter accounts impersonating NoFx, please:
1. Report them on the respective platform
2. Open an issue in this repository to notify our team
---
*Last updated: 2026-03-01*
*This document is maintained by Cryonic Holdings Limited in the official NoFx GitHub repository (10,500+ ⭐)*

View File

@@ -241,7 +241,6 @@ NOFX offers bounties for valuable contributions:
- **Want to claim bounty?** → [Bounty Guide](bounty-guide.md)
- **Found a security issue?** → [Security Policy](../../SECURITY.md)
- **Have questions?** → [Telegram Community](https://t.me/nofx_dev_community)
- **Verify official accounts?** → [Official Accounts & Anti-Impersonation](OFFICIAL_ACCOUNTS.md)
---

View File

@@ -1,30 +1,22 @@
<h1 align="center">NOFX — オープンソース AI トレーディング OS</h1>
# NOFX - AI トレーディングシステム
<p align="center">
<strong>AI 駆動金融取引のインフラストラクチャレイヤー</strong>
</p>
<p align="center">
<a href="https://github.com/NoFxAiOS/nofx/stargazers"><img src="https://img.shields.io/github/stars/NoFxAiOS/nofx?style=for-the-badge" alt="Stars"></a>
<a href="https://github.com/NoFxAiOS/nofx/releases"><img src="https://img.shields.io/github/v/release/NoFxAiOS/nofx?style=for-the-badge" alt="Release"></a>
<a href="https://github.com/NoFxAiOS/nofx/blob/main/LICENSE"><img src="https://img.shields.io/badge/License-AGPL--3.0-blue.svg?style=for-the-badge" alt="License"></a>
<a href="https://t.me/nofx_dev_community"><img src="https://img.shields.io/badge/Telegram-Community-blue?style=for-the-badge&logo=telegram" alt="Telegram"></a>
</p>
<p align="center">
<a href="https://golang.org/"><img src="https://img.shields.io/badge/Go-1.21+-00ADD8?style=flat&logo=go" alt="Go"></a>
<a href="https://reactjs.org/"><img src="https://img.shields.io/badge/React-18+-61DAFB?style=flat&logo=react" alt="React"></a>
<a href="https://www.typescriptlang.org/"><img src="https://img.shields.io/badge/TypeScript-5.0+-3178C6?style=flat&logo=typescript" alt="TypeScript"></a>
</p>
[![Go Version](https://img.shields.io/badge/Go-1.21+-00ADD8?style=flat&logo=go)](https://golang.org/)
[![React](https://img.shields.io/badge/React-18+-61DAFB?style=flat&logo=react)](https://reactjs.org/)
[![TypeScript](https://img.shields.io/badge/TypeScript-5.0+-3178C6?style=flat&logo=typescript)](https://www.typescriptlang.org/)
[![License](https://img.shields.io/badge/License-AGPL--3.0-blue.svg)](LICENSE)
**言語:** [English](../../../README.md) | [中文](../zh-CN/README.md) | [日本語](README.md)
---
## AI 駆動の暗号通貨取引プラットフォーム
**NOFX** は、複数の AI モデルを使用して暗号通貨先物を自動取引できるオープンソースの AI 取引システムです。Web インターフェースで戦略を設定し、リアルタイムでパフォーマンスを監視し、AI エージェントを競わせて最適な取引アプローチを見つけます。
### コア機能
- **マルチ AI サポート**: DeepSeek、Qwen、GPT、Claude、Gemini、Grok、Kimi を実行 - いつでもモデルを切り替え可能
- **マルチ取引所**: Binance、Bybit、OKX、Bitget、KuCoin、Gate、Hyperliquid、Aster DEX、Lighter で統一取引
- **マルチ取引所**: Binance、Bybit、OKX、Hyperliquid、Aster DEX、Lighter で統一取引
- **ストラテジースタジオ**: コインソース、インジケーター、リスク管理を設定するビジュアル戦略ビルダー
- **AI 競争モード**: 複数の AI トレーダーがリアルタイムで競争、パフォーマンスを並べて追跡
- **Web ベース設定**: JSON 編集不要 - Web インターフェースですべて設定
@@ -63,8 +55,6 @@ NOFXを使用するには以下が必要です:
| **Bybit** | ✅ サポート | [登録](https://partner.bybit.com/b/83856) |
| **OKX** | ✅ サポート | [登録](https://www.okx.com/join/1865360) |
| **Bitget** | ✅ サポート | [登録](https://www.bitget.com/referral/register?from=referral&clacCode=c8a43172) |
| **KuCoin** | ✅ サポート | [登録](https://www.kucoin.com/r/broker/CXEV7XKK) |
| **Gate** | ✅ サポート | [登録](https://www.gatenode.xyz/share/VQBGUAxY) |
### Perp-DEX (分散型永久先物取引所)

View File

@@ -1,30 +1,22 @@
<h1 align="center">NOFX — 오픈소스 AI 트레이딩 OS</h1>
# NOFX - AI 트레이딩 시스템
<p align="center">
<strong>AI 기반 금융 거래를 위한 인프라 레이어</strong>
</p>
<p align="center">
<a href="https://github.com/NoFxAiOS/nofx/stargazers"><img src="https://img.shields.io/github/stars/NoFxAiOS/nofx?style=for-the-badge" alt="Stars"></a>
<a href="https://github.com/NoFxAiOS/nofx/releases"><img src="https://img.shields.io/github/v/release/NoFxAiOS/nofx?style=for-the-badge" alt="Release"></a>
<a href="https://github.com/NoFxAiOS/nofx/blob/main/LICENSE"><img src="https://img.shields.io/badge/License-AGPL--3.0-blue.svg?style=for-the-badge" alt="License"></a>
<a href="https://t.me/nofx_dev_community"><img src="https://img.shields.io/badge/Telegram-Community-blue?style=for-the-badge&logo=telegram" alt="Telegram"></a>
</p>
<p align="center">
<a href="https://golang.org/"><img src="https://img.shields.io/badge/Go-1.21+-00ADD8?style=flat&logo=go" alt="Go"></a>
<a href="https://reactjs.org/"><img src="https://img.shields.io/badge/React-18+-61DAFB?style=flat&logo=react" alt="React"></a>
<a href="https://www.typescriptlang.org/"><img src="https://img.shields.io/badge/TypeScript-5.0+-3178C6?style=flat&logo=typescript" alt="TypeScript"></a>
</p>
[![Go Version](https://img.shields.io/badge/Go-1.21+-00ADD8?style=flat&logo=go)](https://golang.org/)
[![React](https://img.shields.io/badge/React-18+-61DAFB?style=flat&logo=react)](https://reactjs.org/)
[![TypeScript](https://img.shields.io/badge/TypeScript-5.0+-3178C6?style=flat&logo=typescript)](https://www.typescriptlang.org/)
[![License](https://img.shields.io/badge/License-AGPL--3.0-blue.svg)](LICENSE)
**언어:** [English](../../../README.md) | [中文](../zh-CN/README.md) | [한국어](README.md)
---
## AI 기반 암호화폐 거래 플랫폼
**NOFX**는 여러 AI 모델을 실행하여 암호화폐 선물을 자동으로 거래할 수 있는 오픈소스 AI 거래 시스템입니다. 웹 인터페이스를 통해 전략을 구성하고, 실시간으로 성과를 모니터링하며, AI 에이전트들이 최적의 거래 방식을 찾도록 경쟁시킵니다.
### 핵심 기능
- **다중 AI 지원**: DeepSeek, Qwen, GPT, Claude, Gemini, Grok, Kimi 실행 - 언제든 모델 전환 가능
- **다중 거래소**: Binance, Bybit, OKX, Bitget, KuCoin, Gate, Hyperliquid, Aster DEX, Lighter에서 통합 거래
- **다중 거래소**: Binance, Bybit, OKX, Hyperliquid, Aster DEX, Lighter에서 통합 거래
- **전략 스튜디오**: 코인 소스, 지표, 리스크 제어를 설정하는 시각적 전략 빌더
- **AI 경쟁 모드**: 여러 AI 트레이더가 실시간으로 경쟁, 성과를 나란히 추적
- **웹 기반 설정**: JSON 편집 불필요 - 웹 인터페이스에서 모든 설정 완료
@@ -63,8 +55,6 @@ NOFX를 사용하려면 다음이 필요합니다:
| **Bybit** | ✅ 지원 | [등록](https://partner.bybit.com/b/83856) |
| **OKX** | ✅ 지원 | [등록](https://www.okx.com/join/1865360) |
| **Bitget** | ✅ 지원 | [등록](https://www.bitget.com/referral/register?from=referral&clacCode=c8a43172) |
| **KuCoin** | ✅ 지원 | [등록](https://www.kucoin.com/r/broker/CXEV7XKK) |
| **Gate** | ✅ 지원 | [등록](https://www.gatenode.xyz/share/VQBGUAxY) |
### Perp-DEX (탈중앙화 영구 선물 거래소)

View File

@@ -1,30 +1,22 @@
<h1 align="center">NOFX — Open Source AI Торговая ОС</h1>
# NOFX - AI Торговая Система
<p align="center">
<strong>Инфраструктурный слой для AI-powered финансовой торговли</strong>
</p>
<p align="center">
<a href="https://github.com/NoFxAiOS/nofx/stargazers"><img src="https://img.shields.io/github/stars/NoFxAiOS/nofx?style=for-the-badge" alt="Stars"></a>
<a href="https://github.com/NoFxAiOS/nofx/releases"><img src="https://img.shields.io/github/v/release/NoFxAiOS/nofx?style=for-the-badge" alt="Release"></a>
<a href="https://github.com/NoFxAiOS/nofx/blob/main/LICENSE"><img src="https://img.shields.io/badge/License-AGPL--3.0-blue.svg?style=for-the-badge" alt="License"></a>
<a href="https://t.me/nofx_dev_community"><img src="https://img.shields.io/badge/Telegram-Community-blue?style=for-the-badge&logo=telegram" alt="Telegram"></a>
</p>
<p align="center">
<a href="https://golang.org/"><img src="https://img.shields.io/badge/Go-1.21+-00ADD8?style=flat&logo=go" alt="Go"></a>
<a href="https://reactjs.org/"><img src="https://img.shields.io/badge/React-18+-61DAFB?style=flat&logo=react" alt="React"></a>
<a href="https://www.typescriptlang.org/"><img src="https://img.shields.io/badge/TypeScript-5.0+-3178C6?style=flat&logo=typescript" alt="TypeScript"></a>
</p>
[![Go Version](https://img.shields.io/badge/Go-1.21+-00ADD8?style=flat&logo=go)](https://golang.org/)
[![React](https://img.shields.io/badge/React-18+-61DAFB?style=flat&logo=react)](https://reactjs.org/)
[![TypeScript](https://img.shields.io/badge/TypeScript-5.0+-3178C6?style=flat&logo=typescript)](https://www.typescriptlang.org/)
[![License](https://img.shields.io/badge/License-AGPL--3.0-blue.svg)](LICENSE)
**Языки:** [English](../../../README.md) | [中文](../zh-CN/README.md) | [Русский](README.md)
---
## Криптовалютная торговая платформа на базе ИИ
**NOFX** — это open-source AI торговая система, позволяющая запускать несколько AI моделей для автоматической торговли криптовалютными фьючерсами. Настраивайте стратегии через веб-интерфейс, отслеживайте эффективность в реальном времени и позвольте AI агентам конкурировать за лучший торговый подход.
### Основные функции
- **Мульти-AI поддержка**: Запускайте DeepSeek, Qwen, GPT, Claude, Gemini, Grok, Kimi — переключайтесь между моделями в любое время
- **Мульти-биржа**: Торгуйте на Binance, Bybit, OKX, Bitget, KuCoin, Gate, Hyperliquid, Aster DEX, Lighter с единой платформы
- **Мульти-биржа**: Торгуйте на Binance, Bybit, OKX, Hyperliquid, Aster DEX, Lighter с единой платформы
- **Студия стратегий**: Визуальный конструктор стратегий с источниками монет, индикаторами и контролем рисков
- **Режим AI-соревнования**: Несколько AI трейдеров соревнуются в реальном времени, отслеживание эффективности бок о бок
- **Веб-конфигурация**: Без редактирования JSON — настройка всего через веб-интерфейс
@@ -63,8 +55,6 @@
| **Bybit** | ✅ Поддерживается | [Регистрация](https://partner.bybit.com/b/83856) |
| **OKX** | ✅ Поддерживается | [Регистрация](https://www.okx.com/join/1865360) |
| **Bitget** | ✅ Поддерживается | [Регистрация](https://www.bitget.com/referral/register?from=referral&clacCode=c8a43172) |
| **KuCoin** | ✅ Поддерживается | [Регистрация](https://www.kucoin.com/r/broker/CXEV7XKK) |
| **Gate** | ✅ Поддерживается | [Регистрация](https://www.gatenode.xyz/share/VQBGUAxY) |
### Perp-DEX (Децентрализованные биржи)

View File

@@ -1,30 +1,22 @@
<h1 align="center">NOFX — Open Source AI Торгова ОС</h1>
# NOFX - AI Торгова Система
<p align="center">
<strong>Інфраструктурний рівень для AI-powered фінансової торгівлі</strong>
</p>
<p align="center">
<a href="https://github.com/NoFxAiOS/nofx/stargazers"><img src="https://img.shields.io/github/stars/NoFxAiOS/nofx?style=for-the-badge" alt="Stars"></a>
<a href="https://github.com/NoFxAiOS/nofx/releases"><img src="https://img.shields.io/github/v/release/NoFxAiOS/nofx?style=for-the-badge" alt="Release"></a>
<a href="https://github.com/NoFxAiOS/nofx/blob/main/LICENSE"><img src="https://img.shields.io/badge/License-AGPL--3.0-blue.svg?style=for-the-badge" alt="License"></a>
<a href="https://t.me/nofx_dev_community"><img src="https://img.shields.io/badge/Telegram-Community-blue?style=for-the-badge&logo=telegram" alt="Telegram"></a>
</p>
<p align="center">
<a href="https://golang.org/"><img src="https://img.shields.io/badge/Go-1.21+-00ADD8?style=flat&logo=go" alt="Go"></a>
<a href="https://reactjs.org/"><img src="https://img.shields.io/badge/React-18+-61DAFB?style=flat&logo=react" alt="React"></a>
<a href="https://www.typescriptlang.org/"><img src="https://img.shields.io/badge/TypeScript-5.0+-3178C6?style=flat&logo=typescript" alt="TypeScript"></a>
</p>
[![Go Version](https://img.shields.io/badge/Go-1.21+-00ADD8?style=flat&logo=go)](https://golang.org/)
[![React](https://img.shields.io/badge/React-18+-61DAFB?style=flat&logo=react)](https://reactjs.org/)
[![TypeScript](https://img.shields.io/badge/TypeScript-5.0+-3178C6?style=flat&logo=typescript)](https://www.typescriptlang.org/)
[![License](https://img.shields.io/badge/License-AGPL--3.0-blue.svg)](LICENSE)
**Мови:** [English](../../../README.md) | [中文](../zh-CN/README.md) | [Українська](README.md)
---
## Криптовалютна торгова платформа на базі ШІ
**NOFX** — це open-source AI торгова система, що дозволяє запускати кілька AI моделей для автоматичної торгівлі криптовалютними ф'ючерсами. Налаштовуйте стратегії через веб-інтерфейс, відстежуйте ефективність у реальному часі та дозвольте AI агентам конкурувати за найкращий торговий підхід.
### Основні функції
- **Мульти-AI підтримка**: Запускайте DeepSeek, Qwen, GPT, Claude, Gemini, Grok, Kimi — перемикайтеся між моделями будь-коли
- **Мульти-біржа**: Торгуйте на Binance, Bybit, OKX, Bitget, KuCoin, Gate, Hyperliquid, Aster DEX, Lighter з єдиної платформи
- **Мульти-біржа**: Торгуйте на Binance, Bybit, OKX, Hyperliquid, Aster DEX, Lighter з єдиної платформи
- **Студія стратегій**: Візуальний конструктор стратегій з джерелами монет, індикаторами та контролем ризиків
- **Режим AI-змагання**: Кілька AI трейдерів змагаються в реальному часі, відстеження ефективності пліч-о-пліч
- **Веб-конфігурація**: Без редагування JSON — налаштування всього через веб-інтерфейс
@@ -63,8 +55,6 @@
| **Bybit** | ✅ Підтримується | [Реєстрація](https://partner.bybit.com/b/83856) |
| **OKX** | ✅ Підтримується | [Реєстрація](https://www.okx.com/join/1865360) |
| **Bitget** | ✅ Підтримується | [Реєстрація](https://www.bitget.com/referral/register?from=referral&clacCode=c8a43172) |
| **KuCoin** | ✅ Підтримується | [Реєстрація](https://www.kucoin.com/r/broker/CXEV7XKK) |
| **Gate** | ✅ Підтримується | [Реєстрація](https://www.gatenode.xyz/share/VQBGUAxY) |
### Perp-DEX (Децентралізовані біржі)

View File

@@ -1,30 +1,22 @@
<h1 align="center">NOFX Hệ Điều Hành Giao Dịch AI Mã Nguồn Mở</h1>
# NOFX - Hệ Thống Giao Dịch AI
<p align="center">
<strong>Lớp cơ sở hạ tầng cho giao dịch tài chính AI-powered</strong>
</p>
<p align="center">
<a href="https://github.com/NoFxAiOS/nofx/stargazers"><img src="https://img.shields.io/github/stars/NoFxAiOS/nofx?style=for-the-badge" alt="Stars"></a>
<a href="https://github.com/NoFxAiOS/nofx/releases"><img src="https://img.shields.io/github/v/release/NoFxAiOS/nofx?style=for-the-badge" alt="Release"></a>
<a href="https://github.com/NoFxAiOS/nofx/blob/main/LICENSE"><img src="https://img.shields.io/badge/License-AGPL--3.0-blue.svg?style=for-the-badge" alt="License"></a>
<a href="https://t.me/nofx_dev_community"><img src="https://img.shields.io/badge/Telegram-Community-blue?style=for-the-badge&logo=telegram" alt="Telegram"></a>
</p>
<p align="center">
<a href="https://golang.org/"><img src="https://img.shields.io/badge/Go-1.21+-00ADD8?style=flat&logo=go" alt="Go"></a>
<a href="https://reactjs.org/"><img src="https://img.shields.io/badge/React-18+-61DAFB?style=flat&logo=react" alt="React"></a>
<a href="https://www.typescriptlang.org/"><img src="https://img.shields.io/badge/TypeScript-5.0+-3178C6?style=flat&logo=typescript" alt="TypeScript"></a>
</p>
[![Go Version](https://img.shields.io/badge/Go-1.21+-00ADD8?style=flat&logo=go)](https://golang.org/)
[![React](https://img.shields.io/badge/React-18+-61DAFB?style=flat&logo=react)](https://reactjs.org/)
[![TypeScript](https://img.shields.io/badge/TypeScript-5.0+-3178C6?style=flat&logo=typescript)](https://www.typescriptlang.org/)
[![License](https://img.shields.io/badge/License-AGPL--3.0-blue.svg)](LICENSE)
**Ngôn ngữ:** [English](../../../README.md) | [中文](../zh-CN/README.md) | [Tiếng Việt](README.md)
---
## Nền Tảng Giao Dịch Crypto Sử Dụng AI
**NOFX** là hệ thống giao dịch AI mã nguồn mở cho phép bạn chạy nhiều mô hình AI để tự động giao dịch hợp đồng tương lai crypto. Cấu hình chiến lược qua giao diện web, theo dõi hiệu suất theo thời gian thực, và để các AI agent cạnh tranh tìm ra phương pháp giao dịch tốt nhất.
### Tính Năng Chính
- **Hỗ trợ Đa AI**: Chạy DeepSeek, Qwen, GPT, Claude, Gemini, Grok, Kimi - chuyển đổi mô hình bất cứ lúc nào
- **Đa Sàn Giao Dịch**: Giao dịch trên Binance, Bybit, OKX, Bitget, KuCoin, Gate, Hyperliquid, Aster DEX, Lighter từ một nền tảng
- **Đa Sàn Giao Dịch**: Giao dịch trên Binance, Bybit, OKX, Hyperliquid, Aster DEX, Lighter từ một nền tảng
- **Strategy Studio**: Trình tạo chiến lược trực quan với nguồn coin, chỉ báo và kiểm soát rủi ro
- **Chế Độ Thi Đấu AI**: Nhiều AI trader cạnh tranh theo thời gian thực, theo dõi hiệu suất song song
- **Cấu Hình Web**: Không cần chỉnh sửa JSON - cấu hình mọi thứ qua giao diện web
@@ -63,8 +55,6 @@ Tham gia cộng đồng Telegram: **[NOFX Developer Community](https://t.me/nofx
| **Bybit** | ✅ Hỗ trợ | [Đăng ký](https://partner.bybit.com/b/83856) |
| **OKX** | ✅ Hỗ trợ | [Đăng ký](https://www.okx.com/join/1865360) |
| **Bitget** | ✅ Hỗ trợ | [Đăng ký](https://www.bitget.com/referral/register?from=referral&clacCode=c8a43172) |
| **KuCoin** | ✅ Hỗ trợ | [Đăng ký](https://www.kucoin.com/r/broker/CXEV7XKK) |
| **Gate** | ✅ Hỗ trợ | [Đăng ký](https://www.gatenode.xyz/share/VQBGUAxY) |
### Perp-DEX (Sàn Phi Tập Trung)

View File

@@ -1,21 +1,9 @@
<h1 align="center">NOFX — 开源 AI 交易操作系统</h1>
# NOFX - AI 交易系统
<p align="center">
<strong>AI 驱动金融交易的基础设施层</strong>
</p>
<p align="center">
<a href="https://github.com/NoFxAiOS/nofx/stargazers"><img src="https://img.shields.io/github/stars/NoFxAiOS/nofx?style=for-the-badge" alt="Stars"></a>
<a href="https://github.com/NoFxAiOS/nofx/releases"><img src="https://img.shields.io/github/v/release/NoFxAiOS/nofx?style=for-the-badge" alt="Release"></a>
<a href="https://github.com/NoFxAiOS/nofx/blob/main/LICENSE"><img src="https://img.shields.io/badge/License-AGPL--3.0-blue.svg?style=for-the-badge" alt="License"></a>
<a href="https://t.me/nofx_dev_community"><img src="https://img.shields.io/badge/Telegram-Community-blue?style=for-the-badge&logo=telegram" alt="Telegram"></a>
</p>
<p align="center">
<a href="https://golang.org/"><img src="https://img.shields.io/badge/Go-1.21+-00ADD8?style=flat&logo=go" alt="Go"></a>
<a href="https://reactjs.org/"><img src="https://img.shields.io/badge/React-18+-61DAFB?style=flat&logo=react" alt="React"></a>
<a href="https://www.typescriptlang.org/"><img src="https://img.shields.io/badge/TypeScript-5.0+-3178C6?style=flat&logo=typescript" alt="TypeScript"></a>
</p>
[![Go Version](https://img.shields.io/badge/Go-1.21+-00ADD8?style=flat&logo=go)](https://golang.org/)
[![React](https://img.shields.io/badge/React-18+-61DAFB?style=flat&logo=react)](https://reactjs.org/)
[![TypeScript](https://img.shields.io/badge/TypeScript-5.0+-3178C6?style=flat&logo=typescript)](https://www.typescriptlang.org/)
[![License](https://img.shields.io/badge/License-AGPL--3.0-blue.svg)](LICENSE)
> **语言声明:** 本中文版本文档仅为方便海外华人社区阅读而提供,不代表本软件面向中国大陆、香港、澳门或台湾地区用户开放。如您位于上述地区,请勿使用本软件。
@@ -28,10 +16,14 @@
---
## AI 驱动的加密货币交易平台
**NOFX** 是一个开源的 AI 交易系统,让你可以运行多个 AI 模型自动交易加密货币期货。通过 Web 界面配置策略,实时监控表现,让多个 AI 代理竞争找出最佳交易方案。
### 核心功能
- **多 AI 支持**: 运行 DeepSeek、通义千问、GPT、Claude、Gemini、Grok、Kimi - 随时切换模型
- **多交易所**: 在 Binance、Bybit、OKX、Bitget、KuCoin、Gate、Hyperliquid、Aster DEX、Lighter 统一交易
- **多交易所**: 在 Binance、Bybit、OKX、Hyperliquid、Aster DEX、Lighter 统一交易
- **策略工作室**: 可视化策略构建器,配置币种来源、指标和风控参数
- **AI 竞赛模式**: 多个 AI 交易员实时竞争,并排追踪表现
- **Web 配置**: 无需编辑 JSON - 通过 Web 界面完成所有配置
@@ -75,8 +67,6 @@
| **Bybit** | ✅ 已支持 | [注册](https://partner.bybit.com/b/83856) |
| **OKX** | ✅ 已支持 | [注册](https://www.okx.com/join/1865360) |
| **Bitget** | ✅ 已支持 | [注册](https://www.bitget.com/referral/register?from=referral&clacCode=c8a43172) |
| **KuCoin** | ✅ 已支持 | [注册](https://www.kucoin.com/r/broker/CXEV7XKK) |
| **Gate** | ✅ 已支持 | [注册](https://www.gatenode.xyz/share/VQBGUAxY) |
### Perp-DEX (去中心化永续交易所)

3
go.mod
View File

@@ -12,6 +12,7 @@ require (
github.com/google/uuid v1.6.0
github.com/gorilla/websocket v1.5.3
github.com/joho/godotenv v1.5.1
github.com/pquerna/otp v1.4.0
github.com/rs/zerolog v1.34.0
github.com/sirupsen/logrus v1.9.3
github.com/sonirico/go-hyperliquid v0.26.0
@@ -22,7 +23,6 @@ require (
require (
github.com/ProjectZKM/Ziren/crates/go-runtime/zkvm_runtime v0.0.0-20251001021608-1fe7b43fc4d6 // indirect
github.com/antihax/optional v1.0.0 // indirect
github.com/armon/go-radix v1.0.0 // indirect
github.com/bitly/go-simplejson v0.5.1 // indirect
github.com/bits-and-blooms/bitset v1.24.0 // indirect
@@ -44,7 +44,6 @@ require (
github.com/ethereum/c-kzg-4844/v2 v2.1.5 // indirect
github.com/ethereum/go-verkle v0.2.2 // indirect
github.com/gabriel-vasile/mimetype v1.4.8 // indirect
github.com/gateio/gateapi-go/v6 v6.104.3 // indirect
github.com/gin-contrib/sse v1.1.0 // indirect
github.com/go-playground/locales v0.14.1 // indirect
github.com/go-playground/universal-translator v0.18.1 // indirect

6
go.sum
View File

@@ -8,8 +8,6 @@ github.com/adshao/go-binance/v2 v2.8.9 h1:NX+4u/LgEmrjTS7OMWU+9ZgfHKFM61RPhnr9/S
github.com/adshao/go-binance/v2 v2.8.9/go.mod h1:XkkuecSyJKPolaCGf/q4ovJYB3t0P+7RUYTbGr+LMGM=
github.com/agiledragon/gomonkey/v2 v2.13.0 h1:B24Jg6wBI1iB8EFR1c+/aoTg7QN/Cum7YffG8KMIyYo=
github.com/agiledragon/gomonkey/v2 v2.13.0/go.mod h1:ap1AmDzcVOAz1YpeJ3TCzIgstoaWLA6jbbgxfB4w2iY=
github.com/antihax/optional v1.0.0 h1:xK2lYat7ZLaVVcIuj82J8kIro4V6kDe0AUDFboUCwcg=
github.com/antihax/optional v1.0.0/go.mod h1:uupD/76wgC+ih3iEmQUL+0Ugr19nfwCT1kdvxnR2qWY=
github.com/armon/go-radix v1.0.0 h1:F4z6KzEeeQIMeLFa97iZU6vupzoecKdU5TX24SNppXI=
github.com/armon/go-radix v1.0.0/go.mod h1:ufUuZ+zHj4x4TnLV4JWEpy2hxWSpsRywHrMgIH9cCH8=
github.com/bitly/go-simplejson v0.5.0 h1:6IH+V8/tVMab511d5bn4M7EwGXZf9Hj6i2xSwkNEM+Y=
@@ -70,8 +68,6 @@ github.com/ferranbt/fastssz v0.1.4 h1:OCDB+dYDEQDvAgtAGnTSidK1Pe2tW3nFV40XyMkTeD
github.com/ferranbt/fastssz v0.1.4/go.mod h1:Ea3+oeoRGGLGm5shYAeDgu6PGUlcvQhE2fILyD9+tGg=
github.com/gabriel-vasile/mimetype v1.4.8 h1:FfZ3gj38NjllZIeJAmMhr+qKL8Wu+nOoI3GqacKw1NM=
github.com/gabriel-vasile/mimetype v1.4.8/go.mod h1:ByKUIKGjh1ODkGM1asKUbQZOLGrPjydw3hYPU2YU9t8=
github.com/gateio/gateapi-go/v6 v6.104.3 h1:JQ2+s1pG4bL+JeLQyGy9c7YLr7hxRI8g7vkAuQYl75k=
github.com/gateio/gateapi-go/v6 v6.104.3/go.mod h1:racCcjrdyOUbRDO5eCUGUiyDPrF/ZmwBj/bupPZTVLY=
github.com/gin-contrib/sse v1.1.0 h1:n0w2GMuUpWDVp7qSpvze6fAu9iRxJY4Hmj6AmBOU05w=
github.com/gin-contrib/sse v1.1.0/go.mod h1:hxRZ5gVpWMT7Z0B0gSNYqqsSCNIJMjzvm6fqCz9vjwM=
github.com/gin-gonic/gin v1.11.0 h1:OW/6PLjyusp2PPXtyxKHU0RbX6I/l28FTdDlae5ueWk=
@@ -186,6 +182,8 @@ github.com/pmezard/go-difflib v1.0.0 h1:4DBwDE0NGyQoBHbLQYPwSUPoCMWR5BEzIk/f1lZb
github.com/pmezard/go-difflib v1.0.0/go.mod h1:iKH77koFhYxTK1pcRnkKkqfTogsbg7gZNVY4sRDYZ/4=
github.com/pmezard/go-difflib v1.0.1-0.20181226105442-5d4384ee4fb2 h1:Jamvg5psRIccs7FGNTlIRMkT8wgtp5eCXdBlqhYGL6U=
github.com/pmezard/go-difflib v1.0.1-0.20181226105442-5d4384ee4fb2/go.mod h1:iKH77koFhYxTK1pcRnkKkqfTogsbg7gZNVY4sRDYZ/4=
github.com/pquerna/otp v1.4.0 h1:wZvl1TIVxKRThZIBiwOOHOGP/1+nZyWBil9Y2XNEDzg=
github.com/pquerna/otp v1.4.0/go.mod h1:dkJfzwRKNiegxyNb54X/3fLwhCynbMspSyWKnvi1AEg=
github.com/prometheus/procfs v0.17.0 h1:FuLQ+05u4ZI+SS/w9+BWEM2TXiHKsUQ9TADiRH7DuK0=
github.com/prometheus/procfs v0.17.0/go.mod h1:oPQLaDAMRbA+u8H5Pbfq+dl3VDAvHxMUOVhe0wYB2zw=
github.com/quic-go/qpack v0.5.1 h1:giqksBPnT/HDtZ6VhtFKgoLOWmlyo9Ei6u9PqzIMbhI=

View File

@@ -1,7 +1,6 @@
package kernel
import (
"context"
"encoding/json"
"fmt"
"io"
@@ -9,7 +8,6 @@ import (
"nofx/logger"
"nofx/market"
"nofx/mcp"
"nofx/provider/hyperliquid"
"nofx/provider/nofxos"
"nofx/security"
"nofx/store"
@@ -492,44 +490,6 @@ func (e *StrategyEngine) GetCandidateCoins() ([]CandidateCoin, error) {
// 空列表是正常情况,直接返回
return e.filterExcludedCoins(coins), nil
case "hyper_all":
// All Hyperliquid perp coins
if !coinSource.UseHyperAll {
logger.Infof("⚠️ source_type is 'hyper_all' but use_hyper_all is false, falling back to static coins")
for _, symbol := range coinSource.StaticCoins {
symbol = market.Normalize(symbol)
candidates = append(candidates, CandidateCoin{
Symbol: symbol,
Sources: []string{"static"},
})
}
return e.filterExcludedCoins(candidates), nil
}
coins, err := e.getHyperAllCoins()
if err != nil {
return nil, err
}
return e.filterExcludedCoins(coins), nil
case "hyper_main":
// Top N Hyperliquid coins by 24h volume
if !coinSource.UseHyperMain {
logger.Infof("⚠️ source_type is 'hyper_main' but use_hyper_main is false, falling back to static coins")
for _, symbol := range coinSource.StaticCoins {
symbol = market.Normalize(symbol)
candidates = append(candidates, CandidateCoin{
Symbol: symbol,
Sources: []string{"static"},
})
}
return e.filterExcludedCoins(candidates), nil
}
coins, err := e.getHyperMainCoins(coinSource.HyperMainLimit)
if err != nil {
return nil, err
}
return e.filterExcludedCoins(coins), nil
case "mixed":
if coinSource.UseAI500 {
poolCoins, err := e.getAI500Coins(coinSource.AI500Limit)
@@ -564,28 +524,6 @@ func (e *StrategyEngine) GetCandidateCoins() ([]CandidateCoin, error) {
}
}
if coinSource.UseHyperAll {
hyperCoins, err := e.getHyperAllCoins()
if err != nil {
logger.Infof("⚠️ Failed to get Hyperliquid All coins: %v", err)
} else {
for _, coin := range hyperCoins {
symbolSources[coin.Symbol] = append(symbolSources[coin.Symbol], "hyper_all")
}
}
}
if coinSource.UseHyperMain {
hyperMainCoins, err := e.getHyperMainCoins(coinSource.HyperMainLimit)
if err != nil {
logger.Infof("⚠️ Failed to get Hyperliquid Main coins: %v", err)
} else {
for _, coin := range hyperMainCoins {
symbolSources[coin.Symbol] = append(symbolSources[coin.Symbol], "hyper_main")
}
}
}
for _, symbol := range coinSource.StaticCoins {
symbol = market.Normalize(symbol)
if _, exists := symbolSources[symbol]; !exists {
@@ -702,52 +640,6 @@ func (e *StrategyEngine) getOILowCoins(limit int) ([]CandidateCoin, error) {
return candidates, nil
}
// getHyperAllCoins returns all available Hyperliquid perpetual coins
func (e *StrategyEngine) getHyperAllCoins() ([]CandidateCoin, error) {
ctx := context.Background()
symbols, err := hyperliquid.GetAllCoinSymbols(ctx)
if err != nil {
return nil, fmt.Errorf("failed to get Hyperliquid coins: %w", err)
}
var candidates []CandidateCoin
for _, symbol := range symbols {
// Add USDT suffix for compatibility
normalizedSymbol := market.Normalize(symbol + "USDT")
candidates = append(candidates, CandidateCoin{
Symbol: normalizedSymbol,
Sources: []string{"hyper_all"},
})
}
logger.Infof("✅ Loaded %d Hyperliquid coins (hyper_all)", len(candidates))
return candidates, nil
}
// getHyperMainCoins returns top N Hyperliquid coins by 24h volume
func (e *StrategyEngine) getHyperMainCoins(limit int) ([]CandidateCoin, error) {
if limit <= 0 {
limit = 20
}
ctx := context.Background()
symbols, err := hyperliquid.GetMainCoinSymbols(ctx, limit)
if err != nil {
return nil, fmt.Errorf("failed to get Hyperliquid main coins: %w", err)
}
var candidates []CandidateCoin
for _, symbol := range symbols {
// Add USDT suffix for compatibility
normalizedSymbol := market.Normalize(symbol + "USDT")
candidates = append(candidates, CandidateCoin{
Symbol: normalizedSymbol,
Sources: []string{"hyper_main"},
})
}
logger.Infof("✅ Loaded %d Hyperliquid main coins (hyper_main) by 24h volume", len(candidates))
return candidates, nil
}
// ============================================================================
// External & Quant Data
// ============================================================================
@@ -1458,8 +1350,6 @@ func (e *StrategyEngine) formatCoinSourceTag(sources []string) string {
hasAI500 := false
hasOITop := false
hasOILow := false
hasHyperAll := false
hasHyperMain := false
for _, s := range sources {
switch s {
case "ai500":
@@ -1468,10 +1358,6 @@ func (e *StrategyEngine) formatCoinSourceTag(sources []string) string {
hasOITop = true
case "oi_low":
hasOILow = true
case "hyper_all":
hasHyperAll = true
case "hyper_main":
hasHyperMain = true
}
}
if hasAI500 && hasOITop {
@@ -1483,12 +1369,6 @@ func (e *StrategyEngine) formatCoinSourceTag(sources []string) string {
if hasOITop && hasOILow {
return " (OI_Top+OI_Low)"
}
if hasHyperMain && hasAI500 {
return " (HyperMain+AI500)"
}
if hasHyperAll || hasHyperMain {
return " (Hyperliquid)"
}
return " (Multiple sources)"
} else if len(sources) == 1 {
switch sources[0] {
@@ -1500,10 +1380,6 @@ func (e *StrategyEngine) formatCoinSourceTag(sources []string) string {
return " (OI_Low 持仓减少)"
case "static":
return " (Manual selection)"
case "hyper_all":
return " (Hyperliquid All)"
case "hyper_main":
return " (Hyperliquid Top20)"
}
}
return ""

View File

@@ -84,9 +84,6 @@ type GridContext struct {
// Box indicators (Donchian Channels)
BoxData *market.BoxData `json:"box_data,omitempty"`
// Grid direction (neutral, long, short, long_bias, short_bias)
CurrentDirection string `json:"current_direction,omitempty"`
}
// ============================================================================
@@ -282,20 +279,6 @@ func buildGridUserPromptZh(ctx *GridContext) string {
sb.WriteString(fmt.Sprintf("- 活跃订单数: %d\n", ctx.ActiveOrderCount))
sb.WriteString(fmt.Sprintf("- 已成交层数: %d\n", ctx.FilledLevelCount))
sb.WriteString(fmt.Sprintf("- 网格已暂停: %v\n", ctx.IsPaused))
if ctx.CurrentDirection != "" {
directionDescZh := map[string]string{
"neutral": "中性 (50%买+50%卖)",
"long": "做多 (100%买)",
"short": "做空 (100%卖)",
"long_bias": "偏多 (70%买+30%卖)",
"short_bias": "偏空 (30%买+70%卖)",
}
desc := directionDescZh[ctx.CurrentDirection]
if desc == "" {
desc = ctx.CurrentDirection
}
sb.WriteString(fmt.Sprintf("- 网格方向: %s\n", desc))
}
sb.WriteString("\n")
// Grid levels detail
@@ -393,20 +376,6 @@ func buildGridUserPromptEn(ctx *GridContext) string {
sb.WriteString(fmt.Sprintf("- Active Orders: %d\n", ctx.ActiveOrderCount))
sb.WriteString(fmt.Sprintf("- Filled Levels: %d\n", ctx.FilledLevelCount))
sb.WriteString(fmt.Sprintf("- Grid Paused: %v\n", ctx.IsPaused))
if ctx.CurrentDirection != "" {
directionDescEn := map[string]string{
"neutral": "Neutral (50% buy + 50% sell)",
"long": "Long (100% buy)",
"short": "Short (100% sell)",
"long_bias": "Long Bias (70% buy + 30% sell)",
"short_bias": "Short Bias (30% buy + 70% sell)",
}
desc := directionDescEn[ctx.CurrentDirection]
if desc == "" {
desc = ctx.CurrentDirection
}
sb.WriteString(fmt.Sprintf("- Grid Direction: %s\n", desc))
}
sb.WriteString("\n")
// Grid levels detail

View File

@@ -407,6 +407,7 @@ func (tm *TraderManager) GetTopTradersData() (map[string]interface{}, error) {
return result, nil
}
// RemoveTrader removes a trader from memory (does not affect database)
// Used to force reload when updating trader configuration
// If the trader is running, it will be stopped first
@@ -663,11 +664,11 @@ func (tm *TraderManager) addTraderFromStore(traderCfg *store.Trader, aiModelCfg
QwenKey: "",
CustomAPIURL: aiModelCfg.CustomAPIURL,
CustomModelName: aiModelCfg.CustomModelName,
ScanInterval: time.Duration(traderCfg.ScanIntervalMinutes) * time.Minute,
InitialBalance: traderCfg.InitialBalance,
IsCrossMargin: traderCfg.IsCrossMargin,
ShowInCompetition: traderCfg.ShowInCompetition,
StrategyConfig: strategyConfig,
ScanInterval: time.Duration(traderCfg.ScanIntervalMinutes) * time.Minute,
InitialBalance: traderCfg.InitialBalance,
IsCrossMargin: traderCfg.IsCrossMargin,
ShowInCompetition: traderCfg.ShowInCompetition,
StrategyConfig: strategyConfig,
}
logger.Infof("📊 Loading trader %s: ScanIntervalMinutes=%d (from DB), ScanInterval=%v",
@@ -689,17 +690,9 @@ func (tm *TraderManager) addTraderFromStore(traderCfg *store.Trader, aiModelCfg
traderConfig.BitgetAPIKey = string(exchangeCfg.APIKey)
traderConfig.BitgetSecretKey = string(exchangeCfg.SecretKey)
traderConfig.BitgetPassphrase = string(exchangeCfg.Passphrase)
case "gate":
traderConfig.GateAPIKey = string(exchangeCfg.APIKey)
traderConfig.GateSecretKey = string(exchangeCfg.SecretKey)
case "kucoin":
traderConfig.KuCoinAPIKey = string(exchangeCfg.APIKey)
traderConfig.KuCoinSecretKey = string(exchangeCfg.SecretKey)
traderConfig.KuCoinPassphrase = string(exchangeCfg.Passphrase)
case "hyperliquid":
traderConfig.HyperliquidPrivateKey = string(exchangeCfg.APIKey)
traderConfig.HyperliquidWalletAddr = exchangeCfg.HyperliquidWalletAddr
traderConfig.HyperliquidUnifiedAcct = exchangeCfg.HyperliquidUnifiedAcct
case "aster":
traderConfig.AsterUser = exchangeCfg.AsterUser
traderConfig.AsterSigner = exchangeCfg.AsterSigner
@@ -710,9 +703,6 @@ func (tm *TraderManager) addTraderFromStore(traderCfg *store.Trader, aiModelCfg
traderConfig.LighterAPIKeyPrivateKey = string(exchangeCfg.LighterAPIKeyPrivateKey)
traderConfig.LighterAPIKeyIndex = exchangeCfg.LighterAPIKeyIndex
traderConfig.LighterTestnet = exchangeCfg.Testnet
case "indodax":
traderConfig.IndodaxAPIKey = string(exchangeCfg.APIKey)
traderConfig.IndodaxSecretKey = string(exchangeCfg.SecretKey)
}
// Set API keys based on AI model (convert EncryptedString to string)

View File

@@ -31,7 +31,7 @@ var (
// Note: Kline data now uses free/open API (coinank_api.Kline) which doesn't require authentication
// getKlinesFromCoinAnk fetches kline data from CoinAnk API (replacement for WSMonitorCli)
func getKlinesFromCoinAnk(symbol, interval, exchange string, limit int) ([]Kline, error) {
func getKlinesFromCoinAnk(symbol, interval string, limit int) ([]Kline, error) {
// Map interval string to coinank enum
var coinankInterval coinank_enum.Interval
switch interval {
@@ -67,44 +67,13 @@ func getKlinesFromCoinAnk(symbol, interval, exchange string, limit int) ([]Kline
return nil, fmt.Errorf("unsupported interval: %s", interval)
}
// Map exchange string to coinank enum
var coinankExchange coinank_enum.Exchange
switch strings.ToLower(exchange) {
case "binance":
coinankExchange = coinank_enum.Binance
case "bybit":
coinankExchange = coinank_enum.Bybit
case "okx":
coinankExchange = coinank_enum.Okex
case "bitget":
coinankExchange = coinank_enum.Bitget
case "gate":
coinankExchange = coinank_enum.Gate
case "hyperliquid":
coinankExchange = coinank_enum.Hyperliquid
case "aster":
coinankExchange = coinank_enum.Aster
default:
// Default to Binance for unknown exchanges
coinankExchange = coinank_enum.Binance
}
// Call CoinAnk free/open API (no authentication required)
ctx := context.Background()
ts := time.Now().UnixMilli()
// Use "To" side to search backward from current time (get historical klines)
coinankKlines, err := coinank_api.Kline(ctx, symbol, coinankExchange, ts, coinank_enum.To, limit, coinankInterval)
coinankKlines, err := coinank_api.Kline(ctx, symbol, coinank_enum.Binance, ts, coinank_enum.To, limit, coinankInterval)
if err != nil {
// If exchange-specific data fails, fallback to Binance
if coinankExchange != coinank_enum.Binance {
logger.Warnf("⚠️ CoinAnk %s data failed, falling back to Binance: %v", exchange, err)
coinankKlines, err = coinank_api.Kline(ctx, symbol, coinank_enum.Binance, ts, coinank_enum.To, limit, coinankInterval)
if err != nil {
return nil, fmt.Errorf("CoinAnk API error (fallback): %w", err)
}
} else {
return nil, fmt.Errorf("CoinAnk API error: %w", err)
}
return nil, fmt.Errorf("CoinAnk API error: %w", err)
}
// Convert coinank kline format to market.Kline format
@@ -165,13 +134,8 @@ func getKlinesFromHyperliquid(symbol, interval string, limit int) ([]Kline, erro
return klines, nil
}
// Get retrieves market data for the specified token (uses Binance data by default)
// Get retrieves market data for the specified token
func Get(symbol string) (*Data, error) {
return GetWithExchange(symbol, "binance")
}
// GetWithExchange retrieves market data for the specified token using exchange-specific data
func GetWithExchange(symbol, exchange string) (*Data, error) {
var klines3m, klines4h []Kline
var err error
// Normalize symbol
@@ -180,21 +144,18 @@ func GetWithExchange(symbol, exchange string) (*Data, error) {
// Check if this is an xyz dex asset (use Hyperliquid API)
isXyzAsset := IsXyzDexAsset(symbol)
// For hyperliquid exchange, also use Hyperliquid API
useHyperliquidAPI := isXyzAsset || strings.ToLower(exchange) == "hyperliquid"
// Get 3-minute K-line data (or 5-minute for xyz assets as 3m may not be available)
if useHyperliquidAPI {
if isXyzAsset {
// Use Hyperliquid API for xyz dex assets (use 5m since 3m may not be available)
klines3m, err = getKlinesFromHyperliquid(symbol, "5m", 100)
if err != nil {
return nil, fmt.Errorf("Failed to get 5-minute K-line from Hyperliquid: %v", err)
}
} else {
// Use CoinAnk for regular crypto assets with exchange-specific data
klines3m, err = getKlinesFromCoinAnk(symbol, "3m", exchange, 100)
// Use CoinAnk for regular crypto assets
klines3m, err = getKlinesFromCoinAnk(symbol, "3m", 100)
if err != nil {
return nil, fmt.Errorf("Failed to get 3-minute K-line from CoinAnk (%s): %v", exchange, err)
return nil, fmt.Errorf("Failed to get 3-minute K-line from CoinAnk: %v", err)
}
}
@@ -205,15 +166,15 @@ func GetWithExchange(symbol, exchange string) (*Data, error) {
}
// Get 4-hour K-line data
if useHyperliquidAPI {
if isXyzAsset {
klines4h, err = getKlinesFromHyperliquid(symbol, "4h", 100)
if err != nil {
return nil, fmt.Errorf("Failed to get 4-hour K-line from Hyperliquid: %v", err)
}
} else {
klines4h, err = getKlinesFromCoinAnk(symbol, "4h", exchange, 100)
klines4h, err = getKlinesFromCoinAnk(symbol, "4h", 100)
if err != nil {
return nil, fmt.Errorf("Failed to get 4-hour K-line from CoinAnk (%s): %v", exchange, err)
return nil, fmt.Errorf("Failed to get 4-hour K-line from CoinAnk: %v", err)
}
}
@@ -329,8 +290,8 @@ func GetWithTimeframes(symbol string, timeframes []string, primaryTimeframe stri
continue
}
} else {
// Use CoinAnk for regular crypto assets (default to Binance)
klines, err = getKlinesFromCoinAnk(symbol, tf, "binance", 200)
// Use CoinAnk for regular crypto assets
klines, err = getKlinesFromCoinAnk(symbol, tf, 200)
if err != nil {
logger.Infof("⚠️ Failed to get %s %s K-line from CoinAnk: %v", symbol, tf, err)
continue
@@ -1107,11 +1068,6 @@ func Normalize(symbol string) string {
return "xyz:" + base
}
// Remove exchange-specific separators (Gate uses BTC_USDT, OKX uses BTC-USDT-SWAP)
symbol = strings.ReplaceAll(symbol, "_", "")
symbol = strings.ReplaceAll(symbol, "-SWAP", "")
symbol = strings.ReplaceAll(symbol, "-", "")
// For regular crypto assets
if strings.HasSuffix(symbol, "USDT") {
return symbol
@@ -1327,7 +1283,7 @@ func GetBoxData(symbol string) (*BoxData, error) {
if IsXyzDexAsset(symbol) {
klines, err = getKlinesFromHyperliquid(symbol, "1h", LongBoxPeriod)
} else {
klines, err = getKlinesFromCoinAnk(symbol, "1h", "binance", LongBoxPeriod)
klines, err = getKlinesFromCoinAnk(symbol, "1h", LongBoxPeriod)
}
if err != nil {

View File

@@ -226,37 +226,3 @@ const (
BreakoutMid BreakoutLevel = "mid"
BreakoutLong BreakoutLevel = "long"
)
// GridDirection represents the current grid trading direction bias
type GridDirection string
const (
GridDirectionNeutral GridDirection = "neutral" // 50% buy + 50% sell
GridDirectionLong GridDirection = "long" // 100% buy
GridDirectionShort GridDirection = "short" // 100% sell
GridDirectionLongBias GridDirection = "long_bias" // 70% buy + 30% sell (default)
GridDirectionShortBias GridDirection = "short_bias" // 30% buy + 70% sell (default)
)
// GetBuySellRatio returns the buy and sell ratio for this direction
// biasRatio is the ratio for biased directions (default 0.7 means 70%/30%)
func (d GridDirection) GetBuySellRatio(biasRatio float64) (buyRatio, sellRatio float64) {
if biasRatio <= 0 || biasRatio > 1 {
biasRatio = 0.7 // Default 70%/30%
}
switch d {
case GridDirectionNeutral:
return 0.5, 0.5
case GridDirectionLong:
return 1.0, 0.0
case GridDirectionShort:
return 0.0, 1.0
case GridDirectionLongBias:
return biasRatio, 1.0 - biasRatio
case GridDirectionShortBias:
return 1.0 - biasRatio, biasRatio
default:
return 0.5, 0.5
}
}

View File

@@ -9,7 +9,7 @@ import (
const (
ProviderClaude = "claude"
DefaultClaudeBaseURL = "https://api.anthropic.com/v1"
DefaultClaudeModel = "claude-opus-4-6"
DefaultClaudeModel = "claude-opus-4-5-20251101"
)
type ClaudeClient struct {

View File

@@ -7,7 +7,6 @@ import (
"time"
"nofx/logger"
"nofx/security"
)
// Config client configuration (centralized management of all configurations)
@@ -49,7 +48,7 @@ func DefaultConfig() *Config {
// Default dependencies (use global logger)
Logger: logger.NewMCPLogger(),
HTTPClient: security.SafeHTTPClient(DefaultTimeout),
HTTPClient: &http.Client{Timeout: DefaultTimeout},
}
}

View File

@@ -1,83 +0,0 @@
package mcp
import (
"net/http"
)
const (
ProviderMiniMax = "minimax"
DefaultMiniMaxBaseURL = "https://api.minimax.io/v1"
DefaultMiniMaxModel = "MiniMax-M2.5"
)
type MiniMaxClient struct {
*Client
}
// NewMiniMaxClient creates MiniMax client (backward compatible)
func NewMiniMaxClient() AIClient {
return NewMiniMaxClientWithOptions()
}
// NewMiniMaxClientWithOptions creates MiniMax client (supports options pattern)
//
// Usage examples:
//
// // Basic usage
// client := mcp.NewMiniMaxClientWithOptions()
//
// // Custom configuration
// client := mcp.NewMiniMaxClientWithOptions(
// mcp.WithAPIKey("sk-xxx"),
// mcp.WithLogger(customLogger),
// mcp.WithTimeout(60*time.Second),
// )
func NewMiniMaxClientWithOptions(opts ...ClientOption) AIClient {
// 1. Create MiniMax preset options
minimaxOpts := []ClientOption{
WithProvider(ProviderMiniMax),
WithModel(DefaultMiniMaxModel),
WithBaseURL(DefaultMiniMaxBaseURL),
}
// 2. Merge user options (user options have higher priority)
allOpts := append(minimaxOpts, opts...)
// 3. Create base client
baseClient := NewClient(allOpts...).(*Client)
// 4. Create MiniMax client
minimaxClient := &MiniMaxClient{
Client: baseClient,
}
// 5. Set hooks to point to MiniMaxClient (implement dynamic dispatch)
baseClient.hooks = minimaxClient
return minimaxClient
}
func (c *MiniMaxClient) SetAPIKey(apiKey string, customURL string, customModel string) {
c.APIKey = apiKey
if len(apiKey) > 8 {
c.logger.Infof("🔧 [MCP] MiniMax API Key: %s...%s", apiKey[:4], apiKey[len(apiKey)-4:])
}
if customURL != "" {
c.BaseURL = customURL
c.logger.Infof("🔧 [MCP] MiniMax using custom BaseURL: %s", customURL)
} else {
c.logger.Infof("🔧 [MCP] MiniMax using default BaseURL: %s", c.BaseURL)
}
if customModel != "" {
c.Model = customModel
c.logger.Infof("🔧 [MCP] MiniMax using custom Model: %s", customModel)
} else {
c.logger.Infof("🔧 [MCP] MiniMax using default Model: %s", c.Model)
}
}
// MiniMax uses standard OpenAI-compatible API with Bearer auth
func (c *MiniMaxClient) setAuthHeader(reqHeaders http.Header) {
c.Client.setAuthHeader(reqHeaders)
}

View File

@@ -1,272 +0,0 @@
package mcp
import (
"testing"
"time"
)
// ============================================================
// Test MiniMaxClient Creation and Configuration
// ============================================================
func TestNewMiniMaxClient_Default(t *testing.T) {
client := NewMiniMaxClient()
if client == nil {
t.Fatal("client should not be nil")
}
// Type assertion check
mmClient, ok := client.(*MiniMaxClient)
if !ok {
t.Fatal("client should be *MiniMaxClient")
}
// Verify default values
if mmClient.Provider != ProviderMiniMax {
t.Errorf("Provider should be '%s', got '%s'", ProviderMiniMax, mmClient.Provider)
}
if mmClient.BaseURL != DefaultMiniMaxBaseURL {
t.Errorf("BaseURL should be '%s', got '%s'", DefaultMiniMaxBaseURL, mmClient.BaseURL)
}
if mmClient.Model != DefaultMiniMaxModel {
t.Errorf("Model should be '%s', got '%s'", DefaultMiniMaxModel, mmClient.Model)
}
if mmClient.logger == nil {
t.Error("logger should not be nil")
}
if mmClient.httpClient == nil {
t.Error("httpClient should not be nil")
}
}
func TestNewMiniMaxClientWithOptions(t *testing.T) {
mockLogger := NewMockLogger()
customModel := "MiniMax-M2.5-highspeed"
customAPIKey := "sk-custom-key"
client := NewMiniMaxClientWithOptions(
WithLogger(mockLogger),
WithModel(customModel),
WithAPIKey(customAPIKey),
WithMaxTokens(4000),
)
mmClient := client.(*MiniMaxClient)
// Verify custom options are applied
if mmClient.logger != mockLogger {
t.Error("logger should be set from option")
}
if mmClient.Model != customModel {
t.Error("Model should be set from option")
}
if mmClient.APIKey != customAPIKey {
t.Error("APIKey should be set from option")
}
if mmClient.MaxTokens != 4000 {
t.Error("MaxTokens should be 4000")
}
// Verify MiniMax default values are retained
if mmClient.Provider != ProviderMiniMax {
t.Errorf("Provider should still be '%s'", ProviderMiniMax)
}
if mmClient.BaseURL != DefaultMiniMaxBaseURL {
t.Errorf("BaseURL should still be '%s'", DefaultMiniMaxBaseURL)
}
}
// ============================================================
// Test SetAPIKey
// ============================================================
func TestMiniMaxClient_SetAPIKey(t *testing.T) {
mockLogger := NewMockLogger()
client := NewMiniMaxClientWithOptions(
WithLogger(mockLogger),
)
mmClient := client.(*MiniMaxClient)
// Test setting API Key (default URL and Model)
mmClient.SetAPIKey("sk-test-key-12345678", "", "")
if mmClient.APIKey != "sk-test-key-12345678" {
t.Errorf("APIKey should be 'sk-test-key-12345678', got '%s'", mmClient.APIKey)
}
// Verify logging
logs := mockLogger.GetLogsByLevel("INFO")
if len(logs) == 0 {
t.Error("should have logged API key setting")
}
// Verify BaseURL and Model remain default
if mmClient.BaseURL != DefaultMiniMaxBaseURL {
t.Error("BaseURL should remain default")
}
if mmClient.Model != DefaultMiniMaxModel {
t.Error("Model should remain default")
}
}
func TestMiniMaxClient_SetAPIKey_WithCustomURL(t *testing.T) {
mockLogger := NewMockLogger()
client := NewMiniMaxClientWithOptions(
WithLogger(mockLogger),
)
mmClient := client.(*MiniMaxClient)
customURL := "https://api.minimaxi.com/v1"
mmClient.SetAPIKey("sk-test-key-12345678", customURL, "")
if mmClient.BaseURL != customURL {
t.Errorf("BaseURL should be '%s', got '%s'", customURL, mmClient.BaseURL)
}
// Verify logging
logs := mockLogger.GetLogsByLevel("INFO")
hasCustomURLLog := false
for _, log := range logs {
if log.Format == "🔧 [MCP] MiniMax using custom BaseURL: %s" {
hasCustomURLLog = true
break
}
}
if !hasCustomURLLog {
t.Error("should have logged custom BaseURL")
}
}
func TestMiniMaxClient_SetAPIKey_WithCustomModel(t *testing.T) {
mockLogger := NewMockLogger()
client := NewMiniMaxClientWithOptions(
WithLogger(mockLogger),
)
mmClient := client.(*MiniMaxClient)
customModel := "MiniMax-M2.5-highspeed"
mmClient.SetAPIKey("sk-test-key-12345678", "", customModel)
if mmClient.Model != customModel {
t.Errorf("Model should be '%s', got '%s'", customModel, mmClient.Model)
}
// Verify logging
logs := mockLogger.GetLogsByLevel("INFO")
hasCustomModelLog := false
for _, log := range logs {
if log.Format == "🔧 [MCP] MiniMax using custom Model: %s" {
hasCustomModelLog = true
break
}
}
if !hasCustomModelLog {
t.Error("should have logged custom Model")
}
}
// ============================================================
// Test Integration Features
// ============================================================
func TestMiniMaxClient_CallWithMessages_Success(t *testing.T) {
mockHTTP := NewMockHTTPClient()
mockHTTP.SetSuccessResponse("MiniMax AI response")
mockLogger := NewMockLogger()
client := NewMiniMaxClientWithOptions(
WithHTTPClient(mockHTTP.ToHTTPClient()),
WithLogger(mockLogger),
WithAPIKey("sk-test-key"),
)
result, err := client.CallWithMessages("system prompt", "user prompt")
if err != nil {
t.Fatalf("should not error: %v", err)
}
if result != "MiniMax AI response" {
t.Errorf("expected 'MiniMax AI response', got '%s'", result)
}
// Verify request
requests := mockHTTP.GetRequests()
if len(requests) != 1 {
t.Fatalf("expected 1 request, got %d", len(requests))
}
req := requests[0]
// Verify URL
expectedURL := DefaultMiniMaxBaseURL + "/chat/completions"
if req.URL.String() != expectedURL {
t.Errorf("expected URL '%s', got '%s'", expectedURL, req.URL.String())
}
// Verify Authorization header
authHeader := req.Header.Get("Authorization")
if authHeader != "Bearer sk-test-key" {
t.Errorf("expected 'Bearer sk-test-key', got '%s'", authHeader)
}
// Verify Content-Type
if req.Header.Get("Content-Type") != "application/json" {
t.Error("Content-Type should be application/json")
}
}
func TestMiniMaxClient_Timeout(t *testing.T) {
client := NewMiniMaxClientWithOptions(
WithTimeout(30 * time.Second),
)
mmClient := client.(*MiniMaxClient)
if mmClient.httpClient.Timeout != 30*time.Second {
t.Errorf("expected timeout 30s, got %v", mmClient.httpClient.Timeout)
}
// Test SetTimeout
client.SetTimeout(60 * time.Second)
if mmClient.httpClient.Timeout != 60*time.Second {
t.Errorf("expected timeout 60s after SetTimeout, got %v", mmClient.httpClient.Timeout)
}
}
// ============================================================
// Test hooks Mechanism
// ============================================================
func TestMiniMaxClient_HooksIntegration(t *testing.T) {
client := NewMiniMaxClientWithOptions()
mmClient := client.(*MiniMaxClient)
// Verify hooks point to mmClient itself (implements polymorphism)
if mmClient.hooks != mmClient {
t.Error("hooks should point to mmClient for polymorphism")
}
// Verify buildUrl uses MiniMax configuration
url := mmClient.buildUrl()
expectedURL := DefaultMiniMaxBaseURL + "/chat/completions"
if url != expectedURL {
t.Errorf("expected URL '%s', got '%s'", expectedURL, url)
}
}

View File

@@ -7,7 +7,7 @@ import (
const (
ProviderOpenAI = "openai"
DefaultOpenAIBaseURL = "https://api.openai.com/v1"
DefaultOpenAIModel = "gpt-5.4"
DefaultOpenAIModel = "gpt-5.2"
)
type OpenAIClient struct {

View File

@@ -22,11 +22,7 @@ func WithLogger(logger Logger) ClientOption {
}
}
// WithHTTPClient sets custom HTTP client.
//
// WARNING: The default client uses security.SafeHTTPClient() with SSRF protection
// (blocks private IPs, cloud metadata, validates redirects). Overriding it bypasses
// these protections. Only use in tests or with a client providing equivalent safeguards.
// WithHTTPClient sets custom HTTP client
//
// Usage example:
// httpClient := &http.Client{Timeout: 60 * time.Second}
@@ -164,17 +160,3 @@ func WithQwenConfig(apiKey string) ClientOption {
c.Model = DefaultQwenModel
}
}
// WithMiniMaxConfig sets MiniMax configuration
//
// Usage example:
//
// client := mcp.NewClient(mcp.WithMiniMaxConfig("sk-xxx"))
func WithMiniMaxConfig(apiKey string) ClientOption {
return func(c *Config) {
c.Provider = ProviderMiniMax
c.APIKey = apiKey
c.BaseURL = DefaultMiniMaxBaseURL
c.Model = DefaultMiniMaxModel
}
}

View File

@@ -1,223 +0,0 @@
package hyperliquid
import (
"bytes"
"context"
"encoding/json"
"fmt"
"net/http"
"nofx/logger"
"sort"
"sync"
"time"
)
const (
hyperliquidInfoURL = "https://api.hyperliquid.xyz/info"
cacheDuration = 24 * time.Hour // Cache for 24 hours
)
// CoinInfo represents basic coin information
type CoinInfo struct {
Symbol string `json:"symbol"`
Volume24h float64 `json:"volume_24h"` // 24h volume in USD
}
// CoinProvider provides Hyperliquid coin lists
type CoinProvider struct {
mu sync.RWMutex
allCoins []CoinInfo
mainCoins []CoinInfo
lastUpdated time.Time
httpClient *http.Client
}
var (
defaultProvider *CoinProvider
providerOnce sync.Once
)
// GetProvider returns the singleton CoinProvider instance
func GetProvider() *CoinProvider {
providerOnce.Do(func() {
defaultProvider = &CoinProvider{
httpClient: &http.Client{Timeout: 30 * time.Second},
}
})
return defaultProvider
}
// metaResponse represents the response from Hyperliquid meta endpoint
type metaResponse struct {
Universe []struct {
Name string `json:"name"`
} `json:"universe"`
}
// assetCtx represents asset context with volume data
type assetCtx struct {
DayNtlVlm string `json:"dayNtlVlm"` // 24h notional volume
}
// fetchCoins fetches all coins from Hyperliquid API and sorts by volume
func (p *CoinProvider) fetchCoins(ctx context.Context) error {
// Request metaAndAssetCtxs to get both coin names and volume data
reqBody := []byte(`{"type": "metaAndAssetCtxs"}`)
req, err := http.NewRequestWithContext(ctx, "POST", hyperliquidInfoURL,
bytes.NewReader(reqBody))
if err != nil {
return fmt.Errorf("failed to create request: %w", err)
}
req.Header.Set("Content-Type", "application/json")
resp, err := p.httpClient.Do(req)
if err != nil {
return fmt.Errorf("failed to fetch coin data: %w", err)
}
defer resp.Body.Close()
if resp.StatusCode != http.StatusOK {
return fmt.Errorf("API returned status %d", resp.StatusCode)
}
// Response is an array: [meta, [assetCtxs...]]
var rawResp []json.RawMessage
if err := json.NewDecoder(resp.Body).Decode(&rawResp); err != nil {
return fmt.Errorf("failed to decode response: %w", err)
}
if len(rawResp) < 2 {
return fmt.Errorf("unexpected response format")
}
// Parse meta
var meta metaResponse
if err := json.Unmarshal(rawResp[0], &meta); err != nil {
return fmt.Errorf("failed to parse meta: %w", err)
}
// Parse asset contexts
var ctxs []assetCtx
if err := json.Unmarshal(rawResp[1], &ctxs); err != nil {
return fmt.Errorf("failed to parse asset contexts: %w", err)
}
// Build coin list with volume
var coins []CoinInfo
for i, u := range meta.Universe {
var vol float64
if i < len(ctxs) {
fmt.Sscanf(ctxs[i].DayNtlVlm, "%f", &vol)
}
coins = append(coins, CoinInfo{
Symbol: u.Name,
Volume24h: vol,
})
}
// Sort by volume descending
sort.Slice(coins, func(i, j int) bool {
return coins[i].Volume24h > coins[j].Volume24h
})
p.mu.Lock()
defer p.mu.Unlock()
p.allCoins = coins
// Main coins are top 20 by volume
if len(coins) > 20 {
p.mainCoins = coins[:20]
} else {
p.mainCoins = coins
}
p.lastUpdated = time.Now()
logger.Infof("✅ Hyperliquid coin list updated: %d total coins, top 20 by volume cached", len(coins))
return nil
}
// ensureUpdated checks if cache is stale and refreshes if needed
func (p *CoinProvider) ensureUpdated(ctx context.Context) error {
p.mu.RLock()
needsUpdate := time.Since(p.lastUpdated) > cacheDuration || len(p.allCoins) == 0
p.mu.RUnlock()
if needsUpdate {
return p.fetchCoins(ctx)
}
return nil
}
// GetAllCoins returns all available Hyperliquid perp coins
func (p *CoinProvider) GetAllCoins(ctx context.Context) ([]CoinInfo, error) {
if err := p.ensureUpdated(ctx); err != nil {
return nil, err
}
p.mu.RLock()
defer p.mu.RUnlock()
// Return a copy to avoid mutation
result := make([]CoinInfo, len(p.allCoins))
copy(result, p.allCoins)
return result, nil
}
// GetMainCoins returns top N coins by 24h volume
func (p *CoinProvider) GetMainCoins(ctx context.Context, limit int) ([]CoinInfo, error) {
if err := p.ensureUpdated(ctx); err != nil {
return nil, err
}
p.mu.RLock()
defer p.mu.RUnlock()
if limit <= 0 {
limit = 20
}
// Return top N coins
count := limit
if count > len(p.allCoins) {
count = len(p.allCoins)
}
result := make([]CoinInfo, count)
copy(result, p.allCoins[:count])
return result, nil
}
// GetCoinSymbols returns just the symbol names (for compatibility)
func GetAllCoinSymbols(ctx context.Context) ([]string, error) {
coins, err := GetProvider().GetAllCoins(ctx)
if err != nil {
return nil, err
}
symbols := make([]string, len(coins))
for i, c := range coins {
symbols[i] = c.Symbol
}
return symbols, nil
}
// GetMainCoinSymbols returns top N coin symbols by volume
func GetMainCoinSymbols(ctx context.Context, limit int) ([]string, error) {
coins, err := GetProvider().GetMainCoins(ctx, limit)
if err != nil {
return nil, err
}
symbols := make([]string, len(coins))
for i, c := range coins {
symbols[i] = c.Symbol
}
return symbols, nil
}
// ForceRefresh forces a refresh of the coin cache
func (p *CoinProvider) ForceRefresh(ctx context.Context) error {
return p.fetchCoins(ctx)
}

View File

@@ -105,8 +105,7 @@ func (c *Client) GetTopRatedCoins(limit int) ([]string, error) {
}
if len(availableCoins) == 0 {
// Empty list is normal - just return empty slice, not an error
return []string{}, nil
return nil, fmt.Errorf("no available coins")
}
// Sort by Score descending (bubble sort)
@@ -148,7 +147,10 @@ func (c *Client) GetAvailableCoins() ([]string, error) {
}
}
// Empty list is normal - just return empty slice, not an error
if len(symbols) == 0 {
return nil, fmt.Errorf("no available coins")
}
return symbols, nil
}

View File

@@ -53,9 +53,7 @@ func (s *EquityStore) Save(snapshot *EquitySnapshot) error {
snapshot.Timestamp = snapshot.Timestamp.UTC()
}
// Omit ID to let PostgreSQL sequence auto-generate it
// Without this, GORM inserts ID=0 which causes duplicate key errors
if err := s.db.Omit("ID").Create(snapshot).Error; err != nil {
if err := s.db.Create(snapshot).Error; err != nil {
return fmt.Errorf("failed to save equity snapshot: %w", err)
}
return nil

View File

@@ -17,28 +17,27 @@ type ExchangeStore struct {
// Exchange exchange configuration
type Exchange struct {
ID string `gorm:"primaryKey" json:"id"`
ExchangeType string `gorm:"column:exchange_type;not null;default:''" json:"exchange_type"`
AccountName string `gorm:"column:account_name;not null;default:''" json:"account_name"`
UserID string `gorm:"column:user_id;not null;default:default;index" json:"user_id"`
Name string `gorm:"not null" json:"name"`
Type string `gorm:"not null" json:"type"` // "cex" or "dex"
Enabled bool `gorm:"default:false" json:"enabled"`
ID string `gorm:"primaryKey" json:"id"`
ExchangeType string `gorm:"column:exchange_type;not null;default:''" json:"exchange_type"`
AccountName string `gorm:"column:account_name;not null;default:''" json:"account_name"`
UserID string `gorm:"column:user_id;not null;default:default;index" json:"user_id"`
Name string `gorm:"not null" json:"name"`
Type string `gorm:"not null" json:"type"` // "cex" or "dex"
Enabled bool `gorm:"default:false" json:"enabled"`
APIKey crypto.EncryptedString `gorm:"column:api_key;default:''" json:"apiKey"`
SecretKey crypto.EncryptedString `gorm:"column:secret_key;default:''" json:"secretKey"`
Passphrase crypto.EncryptedString `gorm:"column:passphrase;default:''" json:"passphrase"`
Testnet bool `gorm:"default:false" json:"testnet"`
HyperliquidWalletAddr string `gorm:"column:hyperliquid_wallet_addr;default:''" json:"hyperliquidWalletAddr"`
HyperliquidUnifiedAcct bool `gorm:"column:hyperliquid_unified_account;default:true" json:"hyperliquidUnifiedAccount"` // Unified Account mode (Spot as collateral)
AsterUser string `gorm:"column:aster_user;default:''" json:"asterUser"`
AsterSigner string `gorm:"column:aster_signer;default:''" json:"asterSigner"`
Testnet bool `gorm:"default:false" json:"testnet"`
HyperliquidWalletAddr string `gorm:"column:hyperliquid_wallet_addr;default:''" json:"hyperliquidWalletAddr"`
AsterUser string `gorm:"column:aster_user;default:''" json:"asterUser"`
AsterSigner string `gorm:"column:aster_signer;default:''" json:"asterSigner"`
AsterPrivateKey crypto.EncryptedString `gorm:"column:aster_private_key;default:''" json:"asterPrivateKey"`
LighterWalletAddr string `gorm:"column:lighter_wallet_addr;default:''" json:"lighterWalletAddr"`
LighterWalletAddr string `gorm:"column:lighter_wallet_addr;default:''" json:"lighterWalletAddr"`
LighterPrivateKey crypto.EncryptedString `gorm:"column:lighter_private_key;default:''" json:"lighterPrivateKey"`
LighterAPIKeyPrivateKey crypto.EncryptedString `gorm:"column:lighter_api_key_private_key;default:''" json:"lighterAPIKeyPrivateKey"`
LighterAPIKeyIndex int `gorm:"column:lighter_api_key_index;default:0" json:"lighterAPIKeyIndex"`
CreatedAt time.Time `json:"created_at"`
UpdatedAt time.Time `json:"updated_at"`
LighterAPIKeyIndex int `gorm:"column:lighter_api_key_index;default:0" json:"lighterAPIKeyIndex"`
CreatedAt time.Time `json:"created_at"`
UpdatedAt time.Time `json:"updated_at"`
}
func (Exchange) TableName() string { return "exchanges" }
@@ -174,8 +173,6 @@ func getExchangeNameAndType(exchangeType string) (name string, typ string) {
return "Aster DEX", "dex"
case "lighter":
return "LIGHTER DEX", "dex"
case "indodax":
return "Indodax", "cex"
default:
return exchangeType + " Exchange", "cex"
}
@@ -184,8 +181,7 @@ func getExchangeNameAndType(exchangeType string) (name string, typ string) {
// Create creates a new exchange account with UUID
func (s *ExchangeStore) Create(userID, exchangeType, accountName string, enabled bool,
apiKey, secretKey, passphrase string, testnet bool,
hyperliquidWalletAddr string, hyperliquidUnifiedAcct bool,
asterUser, asterSigner, asterPrivateKey,
hyperliquidWalletAddr, asterUser, asterSigner, asterPrivateKey,
lighterWalletAddr, lighterPrivateKey, lighterApiKeyPrivateKey string, lighterApiKeyIndex int) (string, error) {
id := uuid.New().String()
@@ -211,7 +207,6 @@ func (s *ExchangeStore) Create(userID, exchangeType, accountName string, enabled
Passphrase: crypto.EncryptedString(passphrase),
Testnet: testnet,
HyperliquidWalletAddr: hyperliquidWalletAddr,
HyperliquidUnifiedAcct: hyperliquidUnifiedAcct,
AsterUser: asterUser,
AsterSigner: asterSigner,
AsterPrivateKey: crypto.EncryptedString(asterPrivateKey),
@@ -229,21 +224,19 @@ func (s *ExchangeStore) Create(userID, exchangeType, accountName string, enabled
// Update updates exchange configuration by UUID
func (s *ExchangeStore) Update(userID, id string, enabled bool, apiKey, secretKey, passphrase string, testnet bool,
hyperliquidWalletAddr string, hyperliquidUnifiedAcct bool,
asterUser, asterSigner, asterPrivateKey, lighterWalletAddr, lighterPrivateKey, lighterApiKeyPrivateKey string, lighterApiKeyIndex int) error {
hyperliquidWalletAddr, asterUser, asterSigner, asterPrivateKey, lighterWalletAddr, lighterPrivateKey, lighterApiKeyPrivateKey string, lighterApiKeyIndex int) error {
logger.Debugf("🔧 ExchangeStore.Update: userID=%s, id=%s, enabled=%v", userID, id, enabled)
updates := map[string]interface{}{
"enabled": enabled,
"testnet": testnet,
"hyperliquid_wallet_addr": hyperliquidWalletAddr,
"hyperliquid_unified_account": hyperliquidUnifiedAcct,
"aster_user": asterUser,
"aster_signer": asterSigner,
"lighter_wallet_addr": lighterWalletAddr,
"lighter_api_key_index": lighterApiKeyIndex,
"updated_at": time.Now().UTC(),
"enabled": enabled,
"testnet": testnet,
"hyperliquid_wallet_addr": hyperliquidWalletAddr,
"aster_user": asterUser,
"aster_signer": asterSigner,
"lighter_wallet_addr": lighterWalletAddr,
"lighter_api_key_index": lighterApiKeyIndex,
"updated_at": time.Now().UTC(),
}
// Only update encrypted fields if not empty
@@ -314,8 +307,7 @@ func (s *ExchangeStore) CreateLegacy(userID, id, name, typ string, enabled bool,
// Check if this is an old-style ID (exchange type as ID)
if id == "binance" || id == "bybit" || id == "okx" || id == "bitget" || id == "hyperliquid" || id == "aster" || id == "lighter" {
_, err := s.Create(userID, id, "Default", enabled, apiKey, secretKey, "", testnet,
hyperliquidWalletAddr, true, // Default to Unified Account mode
asterUser, asterSigner, asterPrivateKey, "", "", "", 0)
hyperliquidWalletAddr, asterUser, asterSigner, asterPrivateKey, "", "", "", 0)
return err
}

View File

@@ -63,10 +63,6 @@ type GridConfigModel struct {
AIProvider string `json:"ai_provider" gorm:"default:deepseek"`
AIModel string `json:"ai_model" gorm:"default:deepseek-chat"`
IsActive bool `json:"is_active" gorm:"default:false"`
// Direction adjustment settings
EnableDirectionAdjust bool `json:"enable_direction_adjust" gorm:"default:false"`
DirectionBiasRatio float64 `json:"direction_bias_ratio" gorm:"default:0.7"`
}
func (GridConfigModel) TableName() string {
@@ -112,11 +108,6 @@ type GridInstanceModel struct {
// Position adjustment due to breakout
PositionReductionPct float64 `json:"position_reduction_pct" gorm:"default:0"` // 0 = normal, 50 = reduced
// Grid direction adjustment state
CurrentDirection string `json:"current_direction" gorm:"default:neutral"`
DirectionChangedAt time.Time `json:"direction_changed_at"`
DirectionChangeCount int `json:"direction_change_count" gorm:"default:0"`
TotalProfit float64 `json:"total_profit" gorm:"default:0"`
TotalFees float64 `json:"total_fees" gorm:"default:0"`
TotalTrades int `json:"total_trades" gorm:"default:0"`

View File

@@ -3,63 +3,12 @@ package store
import (
"fmt"
"math"
"strconv"
"strings"
"time"
"gorm.io/gorm"
)
// adaptivePriceRound rounds a price based on its magnitude to preserve meaningful precision.
// For small prices (like meme coins), it preserves more decimal places.
// It detects the number of decimal places needed from the reference price(s).
func adaptivePriceRound(price float64, referencePrices ...float64) float64 {
if price == 0 {
return 0
}
// Find the minimum magnitude among all prices (including the price itself)
minMagnitude := math.Abs(price)
for _, ref := range referencePrices {
if ref > 0 && ref < minMagnitude {
minMagnitude = ref
}
}
// Determine decimal places needed based on price magnitude
// For price 0.000000541, we need ~15 decimal places
// For price 0.0001, we need ~8 decimal places
// For price 1.0, we need ~4 decimal places
var multiplier float64
switch {
case minMagnitude < 0.000001: // Ultra small (meme coins like CHEEMS, SHIB)
multiplier = 1e15 // 15 decimal places
case minMagnitude < 0.0001: // Very small (PEPE, FLOKI)
multiplier = 1e12 // 12 decimal places
case minMagnitude < 0.01: // Small
multiplier = 1e10 // 10 decimal places
case minMagnitude < 1: // Medium
multiplier = 1e8 // 8 decimal places
default: // Large
multiplier = 1e6 // 6 decimal places
}
return math.Round(price*multiplier) / multiplier
}
// getPriceDecimalPlaces returns the number of decimal places in a price string
func getPriceDecimalPlaces(price float64) int {
if price == 0 {
return 0
}
s := strconv.FormatFloat(price, 'f', -1, 64)
idx := strings.Index(s, ".")
if idx == -1 {
return 0
}
return len(s) - idx - 1
}
// TraderStats trading statistics metrics
type TraderStats struct {
TotalTrades int `json:"total_trades"`
@@ -207,8 +156,7 @@ func (s *PositionStore) UpdatePositionQuantityAndPrice(id int64, addQty float64,
newQty := math.Round((pos.Quantity+addQty)*10000) / 10000
newEntryQty := math.Round((currentEntryQty+addQty)*10000) / 10000
newEntryPrice := (pos.EntryPrice*pos.Quantity + addPrice*addQty) / newQty
// Use adaptive precision based on price magnitude (for meme coins with very small prices)
newEntryPrice = adaptivePriceRound(newEntryPrice, pos.EntryPrice, addPrice)
newEntryPrice = math.Round(newEntryPrice*100) / 100
newFee := pos.Fee + addFee
nowMs := time.Now().UTC().UnixMilli()
@@ -239,8 +187,7 @@ func (s *PositionStore) ReducePositionQuantity(id int64, reduceQty float64, exit
var newExitPrice float64
if newClosedQty > 0 {
newExitPrice = (pos.ExitPrice*closedQty + exitPrice*reduceQty) / newClosedQty
// Use adaptive precision based on price magnitude (for meme coins with very small prices)
newExitPrice = adaptivePriceRound(newExitPrice, pos.ExitPrice, exitPrice, pos.EntryPrice)
newExitPrice = math.Round(newExitPrice*100) / 100
}
nowMs := time.Now().UTC().UnixMilli()

View File

@@ -147,8 +147,7 @@ func (pb *PositionBuilder) handleClose(
var finalExitPrice float64
if totalClosed > 0 {
finalExitPrice = (position.ExitPrice*closedBefore + price*closeQty) / totalClosed
// Use adaptive precision based on price magnitude (for meme coins with very small prices)
finalExitPrice = adaptivePriceRound(finalExitPrice, position.ExitPrice, price, position.EntryPrice)
finalExitPrice = math.Round(finalExitPrice*100) / 100
} else {
finalExitPrice = price
}

View File

@@ -81,10 +81,6 @@ type GridStrategyConfig struct {
DailyLossLimitPct float64 `json:"daily_loss_limit_pct"`
// Use maker-only orders for lower fees
UseMakerOnly bool `json:"use_maker_only"`
// Enable automatic grid direction adjustment based on box breakouts
EnableDirectionAdjust bool `json:"enable_direction_adjust"`
// Direction bias ratio for long_bias/short_bias modes (default 0.7 = 70%/30%)
DirectionBiasRatio float64 `json:"direction_bias_ratio"`
}
// PromptSectionsConfig editable sections of System Prompt
@@ -119,12 +115,6 @@ type CoinSourceConfig struct {
UseOILow bool `json:"use_oi_low"`
// OI Low maximum count
OILowLimit int `json:"oi_low_limit,omitempty"`
// whether to use Hyperliquid All coins (all available perp pairs)
UseHyperAll bool `json:"use_hyper_all"`
// whether to use Hyperliquid Main coins (top N by 24h volume)
UseHyperMain bool `json:"use_hyper_main"`
// Hyperliquid Main maximum count (default 20)
HyperMainLimit int `json:"hyper_main_limit,omitempty"`
// Note: API URLs are now built automatically using NofxOSAPIKey from IndicatorConfig
}

View File

@@ -1,6 +1,8 @@
package store
import (
"crypto/rand"
"encoding/base32"
"time"
"gorm.io/gorm"
@@ -16,12 +18,24 @@ type User struct {
ID string `gorm:"primaryKey" json:"id"`
Email string `gorm:"uniqueIndex:idx_users_email;not null" json:"email"`
PasswordHash string `gorm:"column:password_hash;not null" json:"-"`
OTPSecret string `gorm:"column:otp_secret" json:"-"`
OTPVerified bool `gorm:"column:otp_verified;default:false" json:"otp_verified"`
CreatedAt time.Time `json:"created_at"`
UpdatedAt time.Time `json:"updated_at"`
}
func (User) TableName() string { return "users" }
// GenerateOTPSecret generates OTP secret
func GenerateOTPSecret() (string, error) {
secret := make([]byte, 20)
_, err := rand.Read(secret)
if err != nil {
return "", err
}
return base32.StdEncoding.EncodeToString(secret), nil
}
// NewUserStore creates a new UserStore
func NewUserStore(db *gorm.DB) *UserStore {
return &UserStore{db: db}
@@ -40,6 +54,9 @@ func (s *UserStore) initTables() error {
s.db.Exec(`ALTER TABLE users ADD COLUMN IF NOT EXISTS password_hash TEXT NOT NULL DEFAULT ''`)
s.db.Exec(`ALTER TABLE users ADD COLUMN IF NOT EXISTS created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP`)
s.db.Exec(`ALTER TABLE users ADD COLUMN IF NOT EXISTS updated_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP`)
// OTP columns (added later)
s.db.Exec(`ALTER TABLE users ADD COLUMN IF NOT EXISTS otp_secret TEXT DEFAULT ''`)
s.db.Exec(`ALTER TABLE users ADD COLUMN IF NOT EXISTS otp_verified BOOLEAN DEFAULT FALSE`)
// Ensure unique index exists on email (don't care about the name)
var indexExists int64
@@ -97,6 +114,11 @@ func (s *UserStore) GetAllIDs() ([]string, error) {
return userIDs, err
}
// UpdateOTPVerified updates OTP verification status
func (s *UserStore) UpdateOTPVerified(userID string, verified bool) error {
return s.db.Model(&User{}).Where("id = ?", userID).Update("otp_verified", verified).Error
}
// UpdatePassword updates password
func (s *UserStore) UpdatePassword(userID, passwordHash string) error {
return s.db.Model(&User{}).Where("id = ?", userID).Updates(map[string]interface{}{
@@ -116,5 +138,7 @@ func (s *UserStore) EnsureAdmin() error {
ID: "admin",
Email: "admin@localhost",
PasswordHash: "",
OTPSecret: "",
OTPVerified: true,
})
}

View File

@@ -1,4 +1,4 @@
package aster
package trader
import (
"fmt"

View File

@@ -1,4 +1,4 @@
package aster
package trader
import (
"context"
@@ -23,7 +23,6 @@ import (
"github.com/ethereum/go-ethereum/accounts/abi"
"github.com/ethereum/go-ethereum/common"
"github.com/ethereum/go-ethereum/crypto"
"nofx/trader/types"
)
// AsterTrader Aster trading platform implementation
@@ -1296,14 +1295,14 @@ func (t *AsterTrader) GetOrderStatus(symbol string, orderID string) (map[string]
// GetClosedPnL gets recent closing trades from Aster
// Note: Aster does NOT have a position history API, only trade history.
// This returns individual closing trades for real-time position closure detection.
func (t *AsterTrader) GetClosedPnL(startTime time.Time, limit int) ([]types.ClosedPnLRecord, error) {
func (t *AsterTrader) GetClosedPnL(startTime time.Time, limit int) ([]ClosedPnLRecord, error) {
trades, err := t.GetTrades(startTime, limit)
if err != nil {
return nil, err
}
// Filter only closing trades (realizedPnl != 0)
var records []types.ClosedPnLRecord
var records []ClosedPnLRecord
for _, trade := range trades {
if trade.RealizedPnL == 0 {
continue
@@ -1331,7 +1330,7 @@ func (t *AsterTrader) GetClosedPnL(startTime time.Time, limit int) ([]types.Clos
}
}
records = append(records, types.ClosedPnLRecord{
records = append(records, ClosedPnLRecord{
Symbol: trade.Symbol,
Side: side,
EntryPrice: entryPrice,
@@ -1367,7 +1366,7 @@ type AsterTradeRecord struct {
}
// GetTrades retrieves trade history from Aster
func (t *AsterTrader) GetTrades(startTime time.Time, limit int) ([]types.TradeRecord, error) {
func (t *AsterTrader) GetTrades(startTime time.Time, limit int) ([]TradeRecord, error) {
if limit <= 0 {
limit = 500
}
@@ -1382,24 +1381,24 @@ func (t *AsterTrader) GetTrades(startTime time.Time, limit int) ([]types.TradeRe
body, err := t.request("GET", "/fapi/v3/userTrades", params)
if err != nil {
logger.Infof("⚠️ Aster userTrades API error: %v", err)
return []types.TradeRecord{}, nil
return []TradeRecord{}, nil
}
var asterTrades []AsterTradeRecord
if err := json.Unmarshal(body, &asterTrades); err != nil {
logger.Infof("⚠️ Failed to parse Aster trades response: %v", err)
return []types.TradeRecord{}, nil
return []TradeRecord{}, nil
}
// Convert to unified TradeRecord format
var result []types.TradeRecord
var result []TradeRecord
for _, at := range asterTrades {
price, _ := strconv.ParseFloat(at.Price, 64)
qty, _ := strconv.ParseFloat(at.Qty, 64)
fee, _ := strconv.ParseFloat(at.Commission, 64)
pnl, _ := strconv.ParseFloat(at.RealizedPnl, 64)
trade := types.TradeRecord{
trade := TradeRecord{
TradeID: strconv.FormatInt(at.ID, 10),
Symbol: at.Symbol,
Side: at.Side,
@@ -1417,7 +1416,7 @@ func (t *AsterTrader) GetTrades(startTime time.Time, limit int) ([]types.TradeRe
}
// GetOpenOrders gets all open/pending orders for a symbol
func (t *AsterTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, error) {
func (t *AsterTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
params := map[string]interface{}{
"symbol": symbol,
}
@@ -1443,13 +1442,13 @@ func (t *AsterTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, error) {
return nil, fmt.Errorf("failed to parse open orders: %w", err)
}
var result []types.OpenOrder
var result []OpenOrder
for _, order := range orders {
price, _ := strconv.ParseFloat(order.Price, 64)
stopPrice, _ := strconv.ParseFloat(order.StopPrice, 64)
quantity, _ := strconv.ParseFloat(order.OrigQty, 64)
result = append(result, types.OpenOrder{
result = append(result, OpenOrder{
OrderID: fmt.Sprintf("%d", order.OrderID),
Symbol: order.Symbol,
Side: order.Side,
@@ -1467,7 +1466,7 @@ func (t *AsterTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, error) {
}
// PlaceLimitOrder places a limit order for grid trading
func (t *AsterTrader) PlaceLimitOrder(req *types.LimitOrderRequest) (*types.LimitOrderResult, error) {
func (t *AsterTrader) PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderResult, error) {
// Format price and quantity to correct precision
formattedPrice, err := t.formatPrice(req.Symbol, req.Price)
if err != nil {
@@ -1533,7 +1532,7 @@ func (t *AsterTrader) PlaceLimitOrder(req *types.LimitOrderRequest) (*types.Limi
clientOrderID = cid
}
return &types.LimitOrderResult{
return &LimitOrderResult{
OrderID: orderID,
ClientID: clientOrderID,
Symbol: req.Symbol,

View File

@@ -1,4 +1,4 @@
package aster
package trader
import (
"context"
@@ -10,8 +10,6 @@ import (
"github.com/ethereum/go-ethereum/crypto"
"github.com/stretchr/testify/assert"
"nofx/trader/testutil"
"nofx/trader/types"
)
// ============================================================
@@ -21,8 +19,8 @@ import (
// AsterTraderTestSuite Aster trader test suite
// Inherits TraderTestSuite and adds Aster specific mock logic
type AsterTraderTestSuite struct {
*testutil.TraderTestSuite // Embeds base test suite
mockServer *httptest.Server
*TraderTestSuite // Embeds base test suite
mockServer *httptest.Server
}
// NewAsterTraderTestSuite creates Aster test suite
@@ -193,7 +191,7 @@ func NewAsterTraderTestSuite(t *testing.T) *AsterTraderTestSuite {
privateKey, _ := crypto.GenerateKey()
// Create mock trader using mock server's URL
traderInstance := &AsterTrader{
trader := &AsterTrader{
ctx: context.Background(),
user: "0x1234567890123456789012345678901234567890",
signer: "0xabcdefabcdefabcdefabcdefabcdefabcdefabcd",
@@ -204,7 +202,7 @@ func NewAsterTraderTestSuite(t *testing.T) *AsterTraderTestSuite {
}
// Create base suite
baseSuite := testutil.NewTraderTestSuite(t, traderInstance)
baseSuite := NewTraderTestSuite(t, trader)
return &AsterTraderTestSuite{
TraderTestSuite: baseSuite,
@@ -226,7 +224,7 @@ func (s *AsterTraderTestSuite) Cleanup() {
// TestAsterTrader_InterfaceCompliance tests interface compliance
func TestAsterTrader_InterfaceCompliance(t *testing.T) {
var _ types.Trader = (*AsterTrader)(nil)
var _ Trader = (*AsterTrader)(nil)
}
// TestAsterTrader_CommonInterface runs all common interface tests using test suite
@@ -279,21 +277,21 @@ func TestNewAsterTrader(t *testing.T) {
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
at, err := NewAsterTrader(tt.user, tt.signer, tt.privateKeyHex)
trader, err := NewAsterTrader(tt.user, tt.signer, tt.privateKeyHex)
if tt.wantError {
assert.Error(t, err)
if tt.errorContains != "" {
assert.Contains(t, err.Error(), tt.errorContains)
}
assert.Nil(t, at)
assert.Nil(t, trader)
} else {
assert.NoError(t, err)
assert.NotNil(t, at)
if at != nil {
assert.Equal(t, tt.user, at.user)
assert.Equal(t, tt.signer, at.signer)
assert.NotNil(t, at.privateKey)
assert.NotNil(t, trader)
if trader != nil {
assert.Equal(t, tt.user, trader.user)
assert.Equal(t, tt.signer, trader.signer)
assert.NotNil(t, trader.privateKey)
}
}
})

View File

@@ -4,22 +4,12 @@ import (
"encoding/json"
"fmt"
"math"
"nofx/experience"
"nofx/kernel"
"nofx/experience"
"nofx/logger"
"nofx/market"
"nofx/mcp"
"nofx/store"
"nofx/trader/aster"
"nofx/trader/binance"
"nofx/trader/bitget"
"nofx/trader/bybit"
"nofx/trader/gate"
"nofx/trader/hyperliquid"
"nofx/trader/indodax"
"nofx/trader/kucoin"
"nofx/trader/lighter"
"nofx/trader/okx"
"strings"
"sync"
"time"
@@ -33,7 +23,7 @@ type AutoTraderConfig struct {
AIModel string // AI model: "qwen" or "deepseek"
// Trading platform selection
Exchange string // Exchange type: "binance", "bybit", "okx", "bitget", "gate", "hyperliquid", "aster" or "lighter"
Exchange string // Exchange type: "binance", "bybit", "okx", "bitget", "hyperliquid", "aster" or "lighter"
ExchangeID string // Exchange account UUID (for multi-account support)
// Binance API configuration
@@ -45,33 +35,19 @@ type AutoTraderConfig struct {
BybitSecretKey string
// OKX API configuration
OKXAPIKey string
OKXSecretKey string
OKXAPIKey string
OKXSecretKey string
OKXPassphrase string
// Bitget API configuration
BitgetAPIKey string
BitgetSecretKey string
BitgetAPIKey string
BitgetSecretKey string
BitgetPassphrase string
// Gate API configuration
GateAPIKey string
GateSecretKey string
// KuCoin API configuration
KuCoinAPIKey string
KuCoinSecretKey string
KuCoinPassphrase string
// Indodax API configuration
IndodaxAPIKey string
IndodaxSecretKey string
// Hyperliquid configuration
HyperliquidPrivateKey string
HyperliquidWalletAddr string
HyperliquidTestnet bool
HyperliquidUnifiedAcct bool // Unified Account mode: Spot USDC as Perp collateral
HyperliquidPrivateKey string
HyperliquidWalletAddr string
HyperliquidTestnet bool
// Aster configuration
AsterUser string // Aster main wallet address
@@ -127,9 +103,9 @@ type AutoTrader struct {
config AutoTraderConfig
trader Trader // Use Trader interface (supports multiple platforms)
mcpClient mcp.AIClient
store *store.Store // Data storage (decision records, etc.)
store *store.Store // Data storage (decision records, etc.)
strategyEngine *kernel.StrategyEngine // Strategy engine (uses strategy configuration)
cycleNumber int // Current cycle number
cycleNumber int // Current cycle number
initialBalance float64
dailyPnL float64
customPrompt string // Custom trading strategy prompt
@@ -201,11 +177,6 @@ func NewAutoTrader(config AutoTraderConfig, st *store.Store, userID string) (*Au
mcpClient.SetAPIKey(config.CustomAPIKey, config.CustomAPIURL, config.CustomModelName)
logger.Infof("🤖 [%s] Using OpenAI", config.Name)
case "minimax":
mcpClient = mcp.NewMiniMaxClient()
mcpClient.SetAPIKey(config.CustomAPIKey, config.CustomAPIURL, config.CustomModelName)
logger.Infof("🤖 [%s] Using MiniMax AI", config.Name)
case "qwen":
mcpClient = mcp.NewQwenClient()
apiKey := config.QwenKey
@@ -253,31 +224,25 @@ func NewAutoTrader(config AutoTraderConfig, st *store.Store, userID string) (*Au
switch config.Exchange {
case "binance":
logger.Infof("🏦 [%s] Using Binance Futures trading", config.Name)
trader = binance.NewFuturesTrader(config.BinanceAPIKey, config.BinanceSecretKey, userID)
trader = NewFuturesTrader(config.BinanceAPIKey, config.BinanceSecretKey, userID)
case "bybit":
logger.Infof("🏦 [%s] Using Bybit Futures trading", config.Name)
trader = bybit.NewBybitTrader(config.BybitAPIKey, config.BybitSecretKey)
trader = NewBybitTrader(config.BybitAPIKey, config.BybitSecretKey)
case "okx":
logger.Infof("🏦 [%s] Using OKX Futures trading", config.Name)
trader = okx.NewOKXTrader(config.OKXAPIKey, config.OKXSecretKey, config.OKXPassphrase)
trader = NewOKXTrader(config.OKXAPIKey, config.OKXSecretKey, config.OKXPassphrase)
case "bitget":
logger.Infof("🏦 [%s] Using Bitget Futures trading", config.Name)
trader = bitget.NewBitgetTrader(config.BitgetAPIKey, config.BitgetSecretKey, config.BitgetPassphrase)
case "gate":
logger.Infof("🏦 [%s] Using Gate.io Futures trading", config.Name)
trader = gate.NewGateTrader(config.GateAPIKey, config.GateSecretKey)
case "kucoin":
logger.Infof("🏦 [%s] Using KuCoin Futures trading", config.Name)
trader = kucoin.NewKuCoinTrader(config.KuCoinAPIKey, config.KuCoinSecretKey, config.KuCoinPassphrase)
trader = NewBitgetTrader(config.BitgetAPIKey, config.BitgetSecretKey, config.BitgetPassphrase)
case "hyperliquid":
logger.Infof("🏦 [%s] Using Hyperliquid trading", config.Name)
trader, err = hyperliquid.NewHyperliquidTrader(config.HyperliquidPrivateKey, config.HyperliquidWalletAddr, config.HyperliquidTestnet, config.HyperliquidUnifiedAcct)
trader, err = NewHyperliquidTrader(config.HyperliquidPrivateKey, config.HyperliquidWalletAddr, config.HyperliquidTestnet)
if err != nil {
return nil, fmt.Errorf("failed to initialize Hyperliquid trader: %w", err)
}
case "aster":
logger.Infof("🏦 [%s] Using Aster trading", config.Name)
trader, err = aster.NewAsterTrader(config.AsterUser, config.AsterSigner, config.AsterPrivateKey)
trader, err = NewAsterTrader(config.AsterUser, config.AsterSigner, config.AsterPrivateKey)
if err != nil {
return nil, fmt.Errorf("failed to initialize Aster trader: %w", err)
}
@@ -289,7 +254,7 @@ func NewAutoTrader(config AutoTraderConfig, st *store.Store, userID string) (*Au
}
// Lighter only supports mainnet (testnet disabled)
trader, err = lighter.NewLighterTraderV2(
trader, err = NewLighterTraderV2(
config.LighterWalletAddr,
config.LighterAPIKeyPrivateKey,
config.LighterAPIKeyIndex,
@@ -299,9 +264,6 @@ func NewAutoTrader(config AutoTraderConfig, st *store.Store, userID string) (*Au
return nil, fmt.Errorf("failed to initialize LIGHTER trader: %w", err)
}
logger.Infof("✓ LIGHTER trader initialized successfully")
case "indodax":
logger.Infof("🏦 [%s] Using Indodax Spot trading", config.Name)
trader = indodax.NewIndodaxTrader(config.IndodaxAPIKey, config.IndodaxSecretKey)
default:
return nil, fmt.Errorf("unsupported trading platform: %s", config.Exchange)
}
@@ -401,7 +363,7 @@ func (at *AutoTrader) Run() error {
// Start Lighter order sync if using Lighter exchange
if at.exchange == "lighter" {
if lighterTrader, ok := at.trader.(*lighter.LighterTraderV2); ok && at.store != nil {
if lighterTrader, ok := at.trader.(*LighterTraderV2); ok && at.store != nil {
lighterTrader.StartOrderSync(at.id, at.exchangeID, at.exchange, at.store, 30*time.Second)
logger.Infof("🔄 [%s] Lighter order+position sync enabled (every 30s)", at.name)
}
@@ -409,7 +371,7 @@ func (at *AutoTrader) Run() error {
// Start Hyperliquid order sync if using Hyperliquid exchange
if at.exchange == "hyperliquid" {
if hyperliquidTrader, ok := at.trader.(*hyperliquid.HyperliquidTrader); ok && at.store != nil {
if hyperliquidTrader, ok := at.trader.(*HyperliquidTrader); ok && at.store != nil {
hyperliquidTrader.StartOrderSync(at.id, at.exchangeID, at.exchange, at.store, 30*time.Second)
logger.Infof("🔄 [%s] Hyperliquid order+position sync enabled (every 30s)", at.name)
}
@@ -417,7 +379,7 @@ func (at *AutoTrader) Run() error {
// Start Bybit order sync if using Bybit exchange
if at.exchange == "bybit" {
if bybitTrader, ok := at.trader.(*bybit.BybitTrader); ok && at.store != nil {
if bybitTrader, ok := at.trader.(*BybitTrader); ok && at.store != nil {
bybitTrader.StartOrderSync(at.id, at.exchangeID, at.exchange, at.store, 30*time.Second)
logger.Infof("🔄 [%s] Bybit order+position sync enabled (every 30s)", at.name)
}
@@ -425,7 +387,7 @@ func (at *AutoTrader) Run() error {
// Start OKX order sync if using OKX exchange
if at.exchange == "okx" {
if okxTrader, ok := at.trader.(*okx.OKXTrader); ok && at.store != nil {
if okxTrader, ok := at.trader.(*OKXTrader); ok && at.store != nil {
okxTrader.StartOrderSync(at.id, at.exchangeID, at.exchange, at.store, 30*time.Second)
logger.Infof("🔄 [%s] OKX order+position sync enabled (every 30s)", at.name)
}
@@ -433,7 +395,7 @@ func (at *AutoTrader) Run() error {
// Start Bitget order sync if using Bitget exchange
if at.exchange == "bitget" {
if bitgetTrader, ok := at.trader.(*bitget.BitgetTrader); ok && at.store != nil {
if bitgetTrader, ok := at.trader.(*BitgetTrader); ok && at.store != nil {
bitgetTrader.StartOrderSync(at.id, at.exchangeID, at.exchange, at.store, 30*time.Second)
logger.Infof("🔄 [%s] Bitget order+position sync enabled (every 30s)", at.name)
}
@@ -441,7 +403,7 @@ func (at *AutoTrader) Run() error {
// Start Aster order sync if using Aster exchange
if at.exchange == "aster" {
if asterTrader, ok := at.trader.(*aster.AsterTrader); ok && at.store != nil {
if asterTrader, ok := at.trader.(*AsterTrader); ok && at.store != nil {
asterTrader.StartOrderSync(at.id, at.exchangeID, at.exchange, at.store, 30*time.Second)
logger.Infof("🔄 [%s] Aster order+position sync enabled (every 30s)", at.name)
}
@@ -449,28 +411,12 @@ func (at *AutoTrader) Run() error {
// Start Binance order sync if using Binance exchange
if at.exchange == "binance" {
if binanceTrader, ok := at.trader.(*binance.FuturesTrader); ok && at.store != nil {
if binanceTrader, ok := at.trader.(*FuturesTrader); ok && at.store != nil {
binanceTrader.StartOrderSync(at.id, at.exchangeID, at.exchange, at.store, 30*time.Second)
logger.Infof("🔄 [%s] Binance order+position sync enabled (every 30s)", at.name)
}
}
// Start Gate order sync if using Gate exchange
if at.exchange == "gate" {
if gateTrader, ok := at.trader.(*gate.GateTrader); ok && at.store != nil {
gateTrader.StartOrderSync(at.id, at.exchangeID, at.exchange, at.store, 30*time.Second)
logger.Infof("🔄 [%s] Gate order+position sync enabled (every 30s)", at.name)
}
}
// Start KuCoin order sync if using KuCoin exchange
if at.exchange == "kucoin" {
if kucoinTrader, ok := at.trader.(*kucoin.KuCoinTrader); ok && at.store != nil {
kucoinTrader.StartOrderSync(at.id, at.exchangeID, at.exchange, at.store, 30*time.Second)
logger.Infof("🔄 [%s] KuCoin order+position sync enabled (every 30s)", at.name)
}
}
ticker := time.NewTicker(at.config.ScanInterval)
defer ticker.Stop()
@@ -588,26 +534,15 @@ func (at *AutoTrader) runCycle() error {
return fmt.Errorf("failed to build trading context: %w", err)
}
// Save equity snapshot independently (decoupled from AI decision, used for drawing profit curve)
// NOTE: Must be called BEFORE candidate coins check to ensure equity is always recorded
at.saveEquitySnapshot(ctx)
// 如果没有候选币种,记录但不报错
// 如果没有候选币种,友好提示并跳过本周期
if len(ctx.CandidateCoins) == 0 {
logger.Infof(" No candidate coins available, skipping this cycle")
record.Success = true // 不是错误,只是没有候选币
record.ExecutionLog = append(record.ExecutionLog, "No candidate coins available, cycle skipped")
record.AccountState = store.AccountSnapshot{
TotalBalance: ctx.Account.TotalEquity,
AvailableBalance: ctx.Account.AvailableBalance,
TotalUnrealizedProfit: ctx.Account.UnrealizedPnL,
PositionCount: ctx.Account.PositionCount,
InitialBalance: at.initialBalance,
}
at.saveDecision(record)
return nil
}
// Save equity snapshot independently (decoupled from AI decision, used for drawing profit curve)
at.saveEquitySnapshot(ctx)
logger.Info(strings.Repeat("=", 70))
for _, coin := range ctx.CandidateCoins {
record.CandidateCoins = append(record.CandidateCoins, coin.Symbol)
@@ -886,19 +821,14 @@ func (at *AutoTrader) buildTradingContext() (*kernel.Context, error) {
}
// 3. Use strategy engine to get candidate coins (must have strategy engine)
var candidateCoins []kernel.CandidateCoin
if at.strategyEngine == nil {
logger.Infof("⚠️ [%s] No strategy engine configured, skipping candidate coins", at.name)
} else {
coins, err := at.strategyEngine.GetCandidateCoins()
if err != nil {
// Log warning but don't fail - equity snapshot should still be saved
logger.Infof("⚠️ [%s] Failed to get candidate coins: %v (will use empty list)", at.name, err)
} else {
candidateCoins = coins
logger.Infof("📋 [%s] Strategy engine fetched candidate coins: %d", at.name, len(candidateCoins))
}
return nil, fmt.Errorf("trader has no strategy engine configured")
}
candidateCoins, err := at.strategyEngine.GetCandidateCoins()
if err != nil {
return nil, fmt.Errorf("failed to get candidate coins: %w", err)
}
logger.Infof("📋 [%s] Strategy engine fetched candidate coins: %d", at.name, len(candidateCoins))
// 4. Calculate total P&L
totalPnL := totalEquity - at.initialBalance
@@ -1120,7 +1050,7 @@ func (at *AutoTrader) executeOpenLongWithRecord(decision *kernel.Decision, actio
}
// Get current price
marketData, err := market.GetWithExchange(decision.Symbol, at.exchange)
marketData, err := market.Get(decision.Symbol)
if err != nil {
return err
}
@@ -1237,7 +1167,7 @@ func (at *AutoTrader) executeOpenShortWithRecord(decision *kernel.Decision, acti
}
// Get current price
marketData, err := market.GetWithExchange(decision.Symbol, at.exchange)
marketData, err := market.Get(decision.Symbol)
if err != nil {
return err
}
@@ -1336,7 +1266,7 @@ func (at *AutoTrader) executeCloseLongWithRecord(decision *kernel.Decision, acti
logger.Infof(" 🔄 Close long: %s", decision.Symbol)
// Get current price
marketData, err := market.GetWithExchange(decision.Symbol, at.exchange)
marketData, err := market.Get(decision.Symbol)
if err != nil {
return err
}
@@ -1400,7 +1330,7 @@ func (at *AutoTrader) executeCloseShortWithRecord(decision *kernel.Decision, act
logger.Infof(" 🔄 Close short: %s", decision.Symbol)
// Get current price
marketData, err := market.GetWithExchange(decision.Symbol, at.exchange)
marketData, err := market.Get(decision.Symbol)
if err != nil {
return err
}
@@ -1996,7 +1926,7 @@ func (at *AutoTrader) recordAndConfirmOrder(orderResult map[string]interface{},
// Exchanges with OrderSync: Skip immediate order recording, let OrderSync handle it
// This ensures accurate data from GetTrades API and avoids duplicate records
switch at.exchange {
case "binance", "lighter", "hyperliquid", "bybit", "okx", "bitget", "aster", "kucoin", "gate":
case "binance", "lighter", "hyperliquid", "bybit", "okx", "bitget", "aster":
logger.Infof(" 📝 Order submitted (id: %s), will be synced by OrderSync", orderID)
return
}
@@ -2194,22 +2124,22 @@ func (at *AutoTrader) recordOrderFill(orderRecordID int64, exchangeOrderID, symb
normalizedSymbol := market.Normalize(symbol)
fill := &store.TraderFill{
TraderID: at.id,
ExchangeID: at.exchangeID,
ExchangeType: at.exchange,
OrderID: orderRecordID,
ExchangeOrderID: exchangeOrderID,
ExchangeTradeID: tradeID,
Symbol: normalizedSymbol,
Side: side,
Price: price,
Quantity: quantity,
QuoteQuantity: price * quantity,
Commission: fee,
CommissionAsset: "USDT",
RealizedPnL: 0, // Will be calculated for close orders
IsMaker: false, // Market orders are usually taker
CreatedAt: time.Now().UTC().UnixMilli(),
TraderID: at.id,
ExchangeID: at.exchangeID,
ExchangeType: at.exchange,
OrderID: orderRecordID,
ExchangeOrderID: exchangeOrderID,
ExchangeTradeID: tradeID,
Symbol: normalizedSymbol,
Side: side,
Price: price,
Quantity: quantity,
QuoteQuantity: price * quantity,
Commission: fee,
CommissionAsset: "USDT",
RealizedPnL: 0, // Will be calculated for close orders
IsMaker: false, // Market orders are usually taker
CreatedAt: time.Now().UTC().UnixMilli(),
}
// Calculate realized PnL for close orders
@@ -2337,3 +2267,4 @@ func getSideFromAction(action string) string {
func (at *AutoTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
return at.trader.GetOpenOrders(symbol)
}

View File

@@ -65,20 +65,14 @@ type GridState struct {
// Current regime level
CurrentRegimeLevel string
// Grid direction adjustment
CurrentDirection market.GridDirection
DirectionChangedAt time.Time
DirectionChangeCount int
}
// NewGridState creates a new grid state
func NewGridState(config *store.GridStrategyConfig) *GridState {
return &GridState{
Config: config,
Levels: make([]kernel.GridLevelInfo, 0),
OrderBook: make(map[string]int),
CurrentDirection: market.GridDirectionNeutral,
Config: config,
Levels: make([]kernel.GridLevelInfo, 0),
OrderBook: make(map[string]int),
}
}
@@ -331,17 +325,7 @@ func (at *AutoTrader) checkBoxBreakout() error {
}
// Take action based on breakout level
// Use direction-aware action if enabled
enableDirectionAdjust := gridConfig.EnableDirectionAdjust
action := getBreakoutActionWithDirection(breakoutLevel, enableDirectionAdjust)
// If direction adjustment action, determine the new direction
if action == BreakoutActionAdjustDirection {
box, _ := market.GetBoxData(gridConfig.Symbol)
newDirection := determineGridDirection(box, at.gridState.CurrentDirection, breakoutLevel, direction)
return at.executeDirectionAdjustment(newDirection)
}
action := getBreakoutAction(breakoutLevel)
return at.executeBreakoutAction(action)
}
@@ -374,38 +358,11 @@ func (at *AutoTrader) executeBreakoutAction(action BreakoutAction) error {
logger.Infof("Failed to cancel orders: %v", err)
}
return at.closeAllPositions()
case BreakoutActionAdjustDirection:
// Direction adjustment is handled separately via executeDirectionAdjustment
// This case should not be reached, but handle gracefully
logger.Infof("Direction adjustment action received via executeBreakoutAction")
return nil
}
return nil
}
// executeDirectionAdjustment handles grid direction changes based on box breakout
func (at *AutoTrader) executeDirectionAdjustment(newDirection market.GridDirection) error {
at.gridState.mu.RLock()
oldDirection := at.gridState.CurrentDirection
at.gridState.mu.RUnlock()
if oldDirection == newDirection {
return nil // No change needed
}
logger.Infof("[Grid] Direction adjustment: %s → %s", oldDirection, newDirection)
// Cancel existing orders before adjusting
if err := at.cancelAllGridOrders(); err != nil {
logger.Warnf("[Grid] Failed to cancel orders during direction adjustment: %v", err)
}
// Apply the new direction
return at.adjustGridDirection(newDirection)
}
// closeAllPositions closes all open positions for the grid symbol
func (at *AutoTrader) closeAllPositions() error {
gridConfig := at.config.StrategyConfig.GridConfig
@@ -453,16 +410,10 @@ func (at *AutoTrader) checkFalseBreakoutRecovery() error {
breakoutLevel := at.gridState.BreakoutLevel
isPaused := at.gridState.IsPaused
positionReduction := at.gridState.PositionReductionPct
currentDirection := at.gridState.CurrentDirection
at.gridState.mu.RUnlock()
// Only check if we had a breakout or non-neutral direction
needsRecoveryCheck := breakoutLevel != string(market.BreakoutNone) ||
positionReduction != 0 ||
isPaused ||
(gridConfig.EnableDirectionAdjust && currentDirection != market.GridDirectionNeutral)
if !needsRecoveryCheck {
// Only check if we had a breakout
if breakoutLevel == string(market.BreakoutNone) && positionReduction == 0 && !isPaused {
return nil
}
@@ -485,18 +436,6 @@ func (at *AutoTrader) checkFalseBreakoutRecovery() error {
at.gridState.mu.Unlock()
}
// Check for direction recovery toward neutral (if direction adjustment is enabled)
if gridConfig.EnableDirectionAdjust && currentDirection != market.GridDirectionNeutral {
if shouldRecoverDirection(box, currentDirection) {
newDirection := determineRecoveryDirection(box.CurrentPrice, box, currentDirection)
if newDirection != currentDirection {
logger.Infof("[Grid] Direction recovery: %s → %s (price back in short box)",
currentDirection, newDirection)
at.adjustGridDirection(newDirection)
}
}
}
return nil
}
@@ -631,128 +570,6 @@ func (at *AutoTrader) initializeGridLevels(currentPrice float64, config *store.G
}
at.gridState.Levels = levels
// Apply direction-based side assignment if enabled
if config.EnableDirectionAdjust {
at.applyGridDirection(currentPrice)
}
}
// applyGridDirection adjusts grid level sides based on the current direction
// This redistributes buy/sell levels according to the direction bias ratio
func (at *AutoTrader) applyGridDirection(currentPrice float64) {
config := at.gridState.Config
direction := at.gridState.CurrentDirection
// Get bias ratio from config, default to 0.7 (70%/30%)
biasRatio := config.DirectionBiasRatio
if biasRatio <= 0 || biasRatio > 1 {
biasRatio = 0.7
}
buyRatio, _ := direction.GetBuySellRatio(biasRatio)
// Calculate how many levels should be buy vs sell based on direction
totalLevels := len(at.gridState.Levels)
targetBuyLevels := int(float64(totalLevels) * buyRatio)
// For neutral: use price-based assignment (buy below, sell above)
if direction == market.GridDirectionNeutral {
for i := range at.gridState.Levels {
if at.gridState.Levels[i].Price <= currentPrice {
at.gridState.Levels[i].Side = "buy"
} else {
at.gridState.Levels[i].Side = "sell"
}
}
return
}
// For long/long_bias: more buy levels
// For short/short_bias: more sell levels
switch direction {
case market.GridDirectionLong:
// 100% buy - all levels are buy
for i := range at.gridState.Levels {
at.gridState.Levels[i].Side = "buy"
}
case market.GridDirectionShort:
// 100% sell - all levels are sell
for i := range at.gridState.Levels {
at.gridState.Levels[i].Side = "sell"
}
case market.GridDirectionLongBias, market.GridDirectionShortBias:
// Assign sides based on position relative to current price
// For long_bias: keep all below as buy, convert some above to buy
// For short_bias: keep all above as sell, convert some below to sell
buyCount := 0
sellCount := 0
for i := range at.gridState.Levels {
needMoreBuys := buyCount < targetBuyLevels
needMoreSells := sellCount < (totalLevels - targetBuyLevels)
if at.gridState.Levels[i].Price <= currentPrice {
// Level below or at current price
if needMoreBuys {
at.gridState.Levels[i].Side = "buy"
buyCount++
} else {
at.gridState.Levels[i].Side = "sell"
sellCount++
}
} else {
// Level above current price
if needMoreSells && direction == market.GridDirectionShortBias {
at.gridState.Levels[i].Side = "sell"
sellCount++
} else if needMoreBuys && direction == market.GridDirectionLongBias {
at.gridState.Levels[i].Side = "buy"
buyCount++
} else if needMoreSells {
at.gridState.Levels[i].Side = "sell"
sellCount++
} else {
at.gridState.Levels[i].Side = "buy"
buyCount++
}
}
}
}
logger.Infof("[Grid] Applied direction %s: buy_ratio=%.0f%%, levels reconfigured",
direction, buyRatio*100)
}
// adjustGridDirection handles runtime direction adjustment when breakout is detected
func (at *AutoTrader) adjustGridDirection(newDirection market.GridDirection) error {
at.gridState.mu.Lock()
defer at.gridState.mu.Unlock()
oldDirection := at.gridState.CurrentDirection
if oldDirection == newDirection {
return nil // No change needed
}
at.gridState.CurrentDirection = newDirection
at.gridState.DirectionChangedAt = time.Now()
at.gridState.DirectionChangeCount++
logger.Infof("[Grid] Direction changed: %s → %s (change count: %d)",
oldDirection, newDirection, at.gridState.DirectionChangeCount)
// Get current price for recalculation
currentPrice, err := at.trader.GetMarketPrice(at.gridState.Config.Symbol)
if err != nil {
return fmt.Errorf("failed to get market price: %w", err)
}
// Reapply direction to grid levels
at.applyGridDirection(currentPrice)
return nil
}
// RunGridCycle executes one grid trading cycle
@@ -1553,85 +1370,6 @@ func (at *AutoTrader) initializeGridLevelsLocked(currentPrice float64, config *s
}
at.gridState.Levels = levels
// Apply direction-based side assignment if enabled (note: caller holds lock)
if config.EnableDirectionAdjust {
at.applyGridDirectionLocked(currentPrice)
}
}
// applyGridDirectionLocked adjusts grid level sides based on the current direction (caller must hold lock)
func (at *AutoTrader) applyGridDirectionLocked(currentPrice float64) {
config := at.gridState.Config
direction := at.gridState.CurrentDirection
// Get bias ratio from config, default to 0.7 (70%/30%)
biasRatio := config.DirectionBiasRatio
if biasRatio <= 0 || biasRatio > 1 {
biasRatio = 0.7
}
buyRatio, _ := direction.GetBuySellRatio(biasRatio)
// For neutral: use price-based assignment (buy below, sell above)
if direction == market.GridDirectionNeutral {
for i := range at.gridState.Levels {
if at.gridState.Levels[i].Price <= currentPrice {
at.gridState.Levels[i].Side = "buy"
} else {
at.gridState.Levels[i].Side = "sell"
}
}
return
}
totalLevels := len(at.gridState.Levels)
targetBuyLevels := int(float64(totalLevels) * buyRatio)
switch direction {
case market.GridDirectionLong:
for i := range at.gridState.Levels {
at.gridState.Levels[i].Side = "buy"
}
case market.GridDirectionShort:
for i := range at.gridState.Levels {
at.gridState.Levels[i].Side = "sell"
}
case market.GridDirectionLongBias, market.GridDirectionShortBias:
buyCount := 0
sellCount := 0
for i := range at.gridState.Levels {
needMoreBuys := buyCount < targetBuyLevels
needMoreSells := sellCount < (totalLevels - targetBuyLevels)
if at.gridState.Levels[i].Price <= currentPrice {
if needMoreBuys {
at.gridState.Levels[i].Side = "buy"
buyCount++
} else {
at.gridState.Levels[i].Side = "sell"
sellCount++
}
} else {
if needMoreSells && direction == market.GridDirectionShortBias {
at.gridState.Levels[i].Side = "sell"
sellCount++
} else if needMoreBuys && direction == market.GridDirectionLongBias {
at.gridState.Levels[i].Side = "buy"
buyCount++
} else if needMoreSells {
at.gridState.Levels[i].Side = "sell"
sellCount++
} else {
at.gridState.Levels[i].Side = "buy"
buyCount++
}
}
}
}
}
// GridRiskInfo contains risk information for frontend display
@@ -1659,11 +1397,6 @@ type GridRiskInfo struct {
BreakoutLevel string `json:"breakout_level"`
BreakoutDirection string `json:"breakout_direction"`
// Grid direction
CurrentGridDirection string `json:"current_grid_direction"`
DirectionChangeCount int `json:"direction_change_count"`
EnableDirectionAdjust bool `json:"enable_direction_adjust"`
}
// GetGridRiskInfo returns current risk information for frontend display
@@ -1780,10 +1513,6 @@ func (at *AutoTrader) GetGridRiskInfo() *GridRiskInfo {
BreakoutLevel: at.gridState.BreakoutLevel,
BreakoutDirection: at.gridState.BreakoutDirection,
CurrentGridDirection: string(at.gridState.CurrentDirection),
DirectionChangeCount: at.gridState.DirectionChangeCount,
EnableDirectionAdjust: gridConfig.EnableDirectionAdjust,
}
}

View File

@@ -1,4 +1,4 @@
package hyperliquid
package trader
import (
"os"

View File

@@ -1,4 +1,4 @@
package binance
package trader
import (
"context"
@@ -7,7 +7,6 @@ import (
"fmt"
"nofx/hook"
"nofx/logger"
"nofx/trader/types"
"strconv"
"strings"
"sync"
@@ -719,7 +718,7 @@ func (t *FuturesTrader) CancelAllOrders(symbol string) error {
// PlaceLimitOrder places a limit order for grid trading
// This implements the GridTrader interface for FuturesTrader
func (t *FuturesTrader) PlaceLimitOrder(req *types.LimitOrderRequest) (*types.LimitOrderResult, error) {
func (t *FuturesTrader) PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderResult, error) {
// Format quantity to correct precision
quantityStr, err := t.FormatQuantity(req.Symbol, req.Quantity)
if err != nil {
@@ -771,7 +770,7 @@ func (t *FuturesTrader) PlaceLimitOrder(req *types.LimitOrderRequest) (*types.Li
logger.Infof("✓ [Grid] Placed limit order: %s %s %s @ %s, qty=%s, orderID=%d",
req.Symbol, req.Side, positionSide, priceStr, quantityStr, order.OrderID)
return &types.LimitOrderResult{
return &LimitOrderResult{
OrderID: fmt.Sprintf("%d", order.OrderID),
ClientID: order.ClientOrderID,
Symbol: order.Symbol,
@@ -897,8 +896,8 @@ func (t *FuturesTrader) CancelStopOrders(symbol string) error {
}
// GetOpenOrders gets all open/pending orders for a symbol
func (t *FuturesTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, error) {
var result []types.OpenOrder
func (t *FuturesTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
var result []OpenOrder
// 1. Get legacy open orders
orders, err := t.client.NewListOpenOrdersService().
@@ -914,7 +913,7 @@ func (t *FuturesTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, error)
stopPrice, _ := strconv.ParseFloat(order.StopPrice, 64)
quantity, _ := strconv.ParseFloat(order.OrigQuantity, 64)
result = append(result, types.OpenOrder{
result = append(result, OpenOrder{
OrderID: fmt.Sprintf("%d", order.OrderID),
Symbol: order.Symbol,
Side: string(order.Side),
@@ -937,7 +936,7 @@ func (t *FuturesTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, error)
triggerPrice, _ := strconv.ParseFloat(algoOrder.TriggerPrice, 64)
quantity, _ := strconv.ParseFloat(algoOrder.Quantity, 64)
result = append(result, types.OpenOrder{
result = append(result, OpenOrder{
OrderID: fmt.Sprintf("%d", algoOrder.AlgoId),
Symbol: algoOrder.Symbol,
Side: string(algoOrder.Side),
@@ -1248,14 +1247,14 @@ func (t *FuturesTrader) GetOrderStatus(symbol string, orderID string) (map[strin
// Note: Binance does NOT have a position history API, only trade history.
// This returns individual closing trades (realizedPnl != 0) for real-time position closure detection.
// NOT suitable for historical position reconstruction - use only for matching recent closures.
func (t *FuturesTrader) GetClosedPnL(startTime time.Time, limit int) ([]types.ClosedPnLRecord, error) {
func (t *FuturesTrader) GetClosedPnL(startTime time.Time, limit int) ([]ClosedPnLRecord, error) {
trades, err := t.GetTrades(startTime, limit)
if err != nil {
return nil, err
}
// Filter only closing trades (realizedPnl != 0) and convert to ClosedPnLRecord
var records []types.ClosedPnLRecord
var records []ClosedPnLRecord
for _, trade := range trades {
if trade.RealizedPnL == 0 {
continue // Skip opening trades
@@ -1284,7 +1283,7 @@ func (t *FuturesTrader) GetClosedPnL(startTime time.Time, limit int) ([]types.Cl
}
}
records = append(records, types.ClosedPnLRecord{
records = append(records, ClosedPnLRecord{
Symbol: trade.Symbol,
Side: side,
EntryPrice: entryPrice,
@@ -1305,7 +1304,7 @@ func (t *FuturesTrader) GetClosedPnL(startTime time.Time, limit int) ([]types.Cl
// GetTrades retrieves trade history from Binance Futures using Income API
// Note: Income API has delays (~minutes), for real-time use GetTradesForSymbol instead
func (t *FuturesTrader) GetTrades(startTime time.Time, limit int) ([]types.TradeRecord, error) {
func (t *FuturesTrader) GetTrades(startTime time.Time, limit int) ([]TradeRecord, error) {
if limit <= 0 {
limit = 100
}
@@ -1323,7 +1322,7 @@ func (t *FuturesTrader) GetTrades(startTime time.Time, limit int) ([]types.Trade
return nil, fmt.Errorf("failed to get income history: %w", err)
}
var trades []types.TradeRecord
var trades []TradeRecord
for _, income := range incomes {
pnl, _ := strconv.ParseFloat(income.Income, 64)
if pnl == 0 {
@@ -1332,7 +1331,7 @@ func (t *FuturesTrader) GetTrades(startTime time.Time, limit int) ([]types.Trade
// Income API doesn't provide full trade details, create a minimal record
// This is mainly used for detecting recent closures, not historical reconstruction
trade := types.TradeRecord{
trade := TradeRecord{
TradeID: strconv.FormatInt(income.TranID, 10),
Symbol: income.Symbol,
RealizedPnL: pnl,
@@ -1348,7 +1347,7 @@ func (t *FuturesTrader) GetTrades(startTime time.Time, limit int) ([]types.Trade
// GetTradesForSymbol retrieves trade history for a specific symbol
// This is more reliable than using Income API which may have delays
func (t *FuturesTrader) GetTradesForSymbol(symbol string, startTime time.Time, limit int) ([]types.TradeRecord, error) {
func (t *FuturesTrader) GetTradesForSymbol(symbol string, startTime time.Time, limit int) ([]TradeRecord, error) {
if limit <= 0 {
limit = 100
}
@@ -1365,14 +1364,14 @@ func (t *FuturesTrader) GetTradesForSymbol(symbol string, startTime time.Time, l
return nil, fmt.Errorf("failed to get trade history for %s: %w", symbol, err)
}
var trades []types.TradeRecord
var trades []TradeRecord
for _, at := range accountTrades {
price, _ := strconv.ParseFloat(at.Price, 64)
qty, _ := strconv.ParseFloat(at.Quantity, 64)
fee, _ := strconv.ParseFloat(at.Commission, 64)
pnl, _ := strconv.ParseFloat(at.RealizedPnl, 64)
trade := types.TradeRecord{
trade := TradeRecord{
TradeID: strconv.FormatInt(at.ID, 10),
Symbol: at.Symbol,
Side: string(at.Side),
@@ -1391,7 +1390,7 @@ func (t *FuturesTrader) GetTradesForSymbol(symbol string, startTime time.Time, l
// GetTradesForSymbolFromID retrieves trade history for a specific symbol starting from a given trade ID
// This is used for incremental sync - only fetch new trades since last sync
func (t *FuturesTrader) GetTradesForSymbolFromID(symbol string, fromID int64, limit int) ([]types.TradeRecord, error) {
func (t *FuturesTrader) GetTradesForSymbolFromID(symbol string, fromID int64, limit int) ([]TradeRecord, error) {
if limit <= 0 {
limit = 100
}
@@ -1408,14 +1407,14 @@ func (t *FuturesTrader) GetTradesForSymbolFromID(symbol string, fromID int64, li
return nil, fmt.Errorf("failed to get trade history for %s from ID %d: %w", symbol, fromID, err)
}
var trades []types.TradeRecord
var trades []TradeRecord
for _, at := range accountTrades {
price, _ := strconv.ParseFloat(at.Price, 64)
qty, _ := strconv.ParseFloat(at.Quantity, 64)
fee, _ := strconv.ParseFloat(at.Commission, 64)
pnl, _ := strconv.ParseFloat(at.RealizedPnl, 64)
trade := types.TradeRecord{
trade := TradeRecord{
TradeID: strconv.FormatInt(at.ID, 10),
Symbol: at.Symbol,
Side: string(at.Side),

View File

@@ -1,4 +1,4 @@
package binance
package trader
import (
"encoding/json"
@@ -11,8 +11,6 @@ import (
"github.com/adshao/go-binance/v2/futures"
"github.com/stretchr/testify/assert"
"nofx/trader/testutil"
"nofx/trader/types"
)
// ============================================================
@@ -22,8 +20,8 @@ import (
// BinanceFuturesTestSuite Binance Futures trader test suite
// Inherits TraderTestSuite and adds Binance Futures specific mock logic
type BinanceFuturesTestSuite struct {
*testutil.TraderTestSuite // Embeds base test suite
mockServer *httptest.Server
*TraderTestSuite // Embeds base test suite
mockServer *httptest.Server
}
// NewBinanceFuturesTestSuite Creates Binance Futures test suite
@@ -272,13 +270,13 @@ func NewBinanceFuturesTestSuite(t *testing.T) *BinanceFuturesTestSuite {
client.HTTPClient = mockServer.Client()
// Create FuturesTrader
traderInstance := &FuturesTrader{
trader := &FuturesTrader{
client: client,
cacheDuration: 0, // disable cache for testing
}
// Create base suite
baseSuite := testutil.NewTraderTestSuite(t, traderInstance)
baseSuite := NewTraderTestSuite(t, trader)
return &BinanceFuturesTestSuite{
TraderTestSuite: baseSuite,
@@ -300,7 +298,7 @@ func (s *BinanceFuturesTestSuite) Cleanup() {
// TestFuturesTrader_InterfaceCompliance tests interface compliance
func TestFuturesTrader_InterfaceCompliance(t *testing.T) {
var _ types.Trader = (*FuturesTrader)(nil)
var _ Trader = (*FuturesTrader)(nil)
}
// TestFuturesTrader_CommonInterface runs all common interface tests using test suite
@@ -345,20 +343,20 @@ func TestNewFuturesTrader(t *testing.T) {
defer mockServer.Close()
// Test successful creation
t1 := NewFuturesTrader("test_api_key", "test_secret_key", "test_user")
trader := NewFuturesTrader("test_api_key", "test_secret_key", "test_user")
// Modify client to use mock server
t1.client.BaseURL = mockServer.URL
t1.client.HTTPClient = mockServer.Client()
trader.client.BaseURL = mockServer.URL
trader.client.HTTPClient = mockServer.Client()
assert.NotNil(t, t1)
assert.NotNil(t, t1.client)
assert.Equal(t, 15*time.Second, t1.cacheDuration)
assert.NotNil(t, trader)
assert.NotNil(t, trader.client)
assert.Equal(t, 15*time.Second, trader.cacheDuration)
}
// TestCalculatePositionSize tests position size calculation
func TestCalculatePositionSize(t *testing.T) {
ft := &FuturesTrader{}
trader := &FuturesTrader{}
tests := []struct {
name string
@@ -396,7 +394,7 @@ func TestCalculatePositionSize(t *testing.T) {
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
quantity := ft.CalculatePositionSize(tt.balance, tt.riskPercent, tt.price, tt.leverage)
quantity := trader.CalculatePositionSize(tt.balance, tt.riskPercent, tt.price, tt.leverage)
assert.InDelta(t, tt.wantQuantity, quantity, 0.0001, "calculated position size is incorrect")
})
}

View File

@@ -1,11 +1,10 @@
package binance
package trader
import (
"fmt"
"nofx/logger"
"nofx/market"
"nofx/store"
"nofx/trader/types"
"sort"
"strings"
"sync"
@@ -127,11 +126,11 @@ func (t *FuturesTrader) SyncOrdersFromBinance(traderID string, exchangeID string
logger.Infof("📊 Found %d symbols with new trades: %v", len(changedSymbols), changedSymbols)
// Step 3: Query trades for changed symbols using fromId (incremental) or time-based (new symbols)
var allTrades []types.TradeRecord
var allTrades []TradeRecord
var failedSymbols []string
apiCalls := 0
for _, symbol := range changedSymbols {
var trades []types.TradeRecord
var trades []TradeRecord
var queryErr error
if lastID, ok := maxTradeIDs[symbol]; ok && lastID > 0 {

View File

@@ -1,4 +1,4 @@
package binance
package trader
import (
"context"

View File

@@ -1,4 +1,4 @@
package binance
package trader
import (
"nofx/store"

View File

@@ -1,4 +1,4 @@
package binance
package trader
import (
"context"

View File

@@ -1,4 +1,4 @@
package bitget
package trader
import (
"encoding/json"
@@ -48,82 +48,52 @@ func (t *BitgetTrader) GetTrades(startTime time.Time, limit int) ([]BitgetTrade,
return nil, fmt.Errorf("failed to get fill history: %w", err)
}
// Bitget fill structure - supports both one-way and hedge mode
type BitgetFill struct {
TradeID string `json:"tradeId"`
Symbol string `json:"symbol"`
OrderID string `json:"orderId"`
Side string `json:"side"` // buy, sell
Price string `json:"price"` // Fill price
BaseVolume string `json:"baseVolume"` // Fill size in base currency
Profit string `json:"profit"` // Realized PnL
CTime string `json:"cTime"` // Fill time (ms)
TradeSide string `json:"tradeSide"` // one-way: buy_single/sell_single, hedge: open/close
FeeDetail []struct {
FeeCoin string `json:"feeCoin"`
TotalFee string `json:"totalFee"`
} `json:"feeDetail"`
var resp struct {
FillList []struct {
TradeID string `json:"tradeId"`
Symbol string `json:"symbol"`
OrderID string `json:"orderId"`
Side string `json:"side"` // buy, sell
Price string `json:"price"` // Fill price
BaseVolume string `json:"baseVolume"` // Fill size in base currency
Fee string `json:"fee"` // Fee (negative for cost)
FeeCcy string `json:"feeCcy"` // Fee currency
Profit string `json:"profit"` // Realized PnL
CTime string `json:"cTime"` // Fill time (ms)
TradeSide string `json:"tradeSide"` // open, close
} `json:"fillList"`
}
// Try parsing as wrapped response first (fillList field)
var wrappedResp struct {
FillList []BitgetFill `json:"fillList"`
if err := json.Unmarshal(data, &resp); err != nil {
return nil, fmt.Errorf("failed to parse fills: %w", err)
}
// Try direct array format (Bitget V2 API returns data as direct array)
var directFills []BitgetFill
trades := make([]BitgetTrade, 0, len(resp.FillList))
// Try wrapped format first
if err := json.Unmarshal(data, &wrappedResp); err == nil && len(wrappedResp.FillList) > 0 {
logger.Infof("🔍 Bitget: parsed as wrapped format, fillList count: %d", len(wrappedResp.FillList))
directFills = wrappedResp.FillList
} else {
// Try direct array format
if err := json.Unmarshal(data, &directFills); err != nil {
logger.Infof("⚠️ Bitget fill-history parse failed, raw: %s", string(data))
return nil, fmt.Errorf("failed to parse fills: %w", err)
}
logger.Infof("🔍 Bitget: parsed as direct array, fills count: %d", len(directFills))
}
trades := make([]BitgetTrade, 0, len(directFills))
for _, fill := range directFills {
for _, fill := range resp.FillList {
fillPrice, _ := strconv.ParseFloat(fill.Price, 64)
fillQty, _ := strconv.ParseFloat(fill.BaseVolume, 64)
fee, _ := strconv.ParseFloat(fill.Fee, 64)
profit, _ := strconv.ParseFloat(fill.Profit, 64)
cTime, _ := strconv.ParseInt(fill.CTime, 10, 64)
// Extract fee from feeDetail array (Bitget V2 API)
var fee float64
var feeAsset string
if len(fill.FeeDetail) > 0 {
fee, _ = strconv.ParseFloat(fill.FeeDetail[0].TotalFee, 64)
feeAsset = fill.FeeDetail[0].FeeCoin
}
// Determine order action based on side and tradeSide
// Bitget one-way mode: buy_single (open long), sell_single (close long)
// Bitget hedge mode: open + buy = open_long, close + sell = close_long
// Bitget one-way mode:
// - buy + open = open long
// - sell + open = open short
// - sell + close = close long
// - buy + close = close short
orderAction := "open_long"
side := strings.ToLower(fill.Side)
tradeSide := strings.ToLower(fill.TradeSide)
// One-way position mode (buy_single/sell_single)
if tradeSide == "buy_single" {
orderAction = "open_long"
} else if tradeSide == "sell_single" {
orderAction = "close_long"
} else if tradeSide == "open" {
// Hedge mode: open
if tradeSide == "open" {
if side == "buy" {
orderAction = "open_long"
} else {
orderAction = "open_short"
}
} else if tradeSide == "close" {
// Hedge mode: close
if side == "sell" {
orderAction = "close_long"
} else {
@@ -138,8 +108,8 @@ func (t *BitgetTrader) GetTrades(startTime time.Time, limit int) ([]BitgetTrade,
Side: fill.Side,
FillPrice: fillPrice,
FillQty: fillQty,
Fee: -fee, // Bitget returns negative fee, convert to positive
FeeAsset: feeAsset,
Fee: -fee, // Bitget returns negative fee
FeeAsset: fill.FeeCcy,
ExecTime: time.UnixMilli(cTime).UTC(),
ProfitLoss: profit,
OrderType: "MARKET",

View File

@@ -1,4 +1,4 @@
package bitget
package trader
import (
"bytes"
@@ -14,7 +14,6 @@ import (
"strings"
"sync"
"time"
"nofx/trader/types"
)
// Bitget API endpoints (V2)
@@ -1014,7 +1013,7 @@ func (t *BitgetTrader) GetOrderStatus(symbol string, orderID string) (map[string
}
// GetClosedPnL retrieves closed position PnL records
func (t *BitgetTrader) GetClosedPnL(startTime time.Time, limit int) ([]types.ClosedPnLRecord, error) {
func (t *BitgetTrader) GetClosedPnL(startTime time.Time, limit int) ([]ClosedPnLRecord, error) {
if limit <= 0 {
limit = 100
}
@@ -1052,9 +1051,9 @@ func (t *BitgetTrader) GetClosedPnL(startTime time.Time, limit int) ([]types.Clo
return nil, fmt.Errorf("failed to parse response: %w", err)
}
records := make([]types.ClosedPnLRecord, 0, len(resp.List))
records := make([]ClosedPnLRecord, 0, len(resp.List))
for _, pos := range resp.List {
record := types.ClosedPnLRecord{
record := ClosedPnLRecord{
Symbol: pos.Symbol,
Side: pos.HoldSide,
}
@@ -1099,9 +1098,9 @@ func genBitgetClientOid() string {
}
// GetOpenOrders gets all open/pending orders for a symbol
func (t *BitgetTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, error) {
func (t *BitgetTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
symbol = t.convertSymbol(symbol)
var result []types.OpenOrder
var result []OpenOrder
// 1. Get pending limit orders
params := map[string]interface{}{
@@ -1136,7 +1135,7 @@ func (t *BitgetTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, error) {
side := strings.ToUpper(order.Side)
positionSide := strings.ToUpper(order.PosSide)
result = append(result, types.OpenOrder{
result = append(result, OpenOrder{
OrderID: order.OrderId,
Symbol: symbol,
Side: side,
@@ -1152,10 +1151,9 @@ func (t *BitgetTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, error) {
}
// 2. Get pending plan orders (stop-loss/take-profit)
// Bitget V2 API requires planType parameter: profit_loss for SL/TP orders
planParams := map[string]interface{}{
"symbol": symbol,
"productType": "USDT-FUTURES",
"planType": "profit_loss",
}
planData, err := t.doRequest("GET", "/api/v2/mix/order/orders-plan-pending", planParams)
@@ -1165,53 +1163,33 @@ func (t *BitgetTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, error) {
if err == nil && planData != nil {
var planOrders struct {
EntrustedList []struct {
OrderId string `json:"orderId"`
Symbol string `json:"symbol"`
Side string `json:"side"`
PosSide string `json:"posSide"`
PlanType string `json:"planType"` // pos_loss, pos_profit
TriggerPrice string `json:"triggerPrice"`
StopLossTriggerPrice string `json:"stopLossTriggerPrice"`
StopSurplusTriggerPrice string `json:"stopSurplusTriggerPrice"`
Size string `json:"size"`
PlanStatus string `json:"planStatus"`
OrderId string `json:"orderId"`
Symbol string `json:"symbol"`
Side string `json:"side"`
PosSide string `json:"posSide"`
PlanType string `json:"planType"` // normal_plan/profit_plan/loss_plan
TriggerPrice string `json:"triggerPrice"`
Size string `json:"size"`
State string `json:"state"`
} `json:"entrustedList"`
}
if err := json.Unmarshal(planData, &planOrders); err == nil {
for _, order := range planOrders.EntrustedList {
// Filter by symbol if specified
if symbol != "" && order.Symbol != symbol {
continue
}
// Determine trigger price based on plan type
var triggerPrice float64
orderType := "STOP_MARKET"
if order.PlanType == "pos_profit" {
// Take profit order
orderType = "TAKE_PROFIT_MARKET"
if order.StopSurplusTriggerPrice != "" {
triggerPrice, _ = strconv.ParseFloat(order.StopSurplusTriggerPrice, 64)
} else {
triggerPrice, _ = strconv.ParseFloat(order.TriggerPrice, 64)
}
} else {
// Stop loss order (pos_loss)
if order.StopLossTriggerPrice != "" {
triggerPrice, _ = strconv.ParseFloat(order.StopLossTriggerPrice, 64)
} else {
triggerPrice, _ = strconv.ParseFloat(order.TriggerPrice, 64)
}
}
triggerPrice, _ := strconv.ParseFloat(order.TriggerPrice, 64)
quantity, _ := strconv.ParseFloat(order.Size, 64)
side := strings.ToUpper(order.Side)
positionSide := strings.ToUpper(order.PosSide)
result = append(result, types.OpenOrder{
// Map Bitget plan type to order type
orderType := "STOP_MARKET"
if order.PlanType == "profit_plan" {
orderType = "TAKE_PROFIT_MARKET"
}
result = append(result, OpenOrder{
OrderID: order.OrderId,
Symbol: order.Symbol,
Symbol: symbol,
Side: side,
PositionSide: positionSide,
Type: orderType,
@@ -1230,7 +1208,7 @@ func (t *BitgetTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, error) {
// PlaceLimitOrder places a limit order for grid trading
// Implements GridTrader interface
func (t *BitgetTrader) PlaceLimitOrder(req *types.LimitOrderRequest) (*types.LimitOrderResult, error) {
func (t *BitgetTrader) PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderResult, error) {
symbol := t.convertSymbol(req.Symbol)
// Set leverage if specified
@@ -1286,7 +1264,7 @@ func (t *BitgetTrader) PlaceLimitOrder(req *types.LimitOrderRequest) (*types.Lim
logger.Infof("✓ [Bitget] Limit order placed: %s %s @ %.4f, orderID=%s",
symbol, side, req.Price, order.OrderId)
return &types.LimitOrderResult{
return &LimitOrderResult{
OrderID: order.OrderId,
ClientID: order.ClientOid,
Symbol: req.Symbol,

View File

@@ -1,4 +1,4 @@
package bybit
package trader
import (
"crypto/hmac"

View File

@@ -1,4 +1,4 @@
package bybit
package trader
import (
"context"
@@ -17,7 +17,6 @@ import (
"time"
bybit "github.com/bybit-exchange/bybit.go.api"
"nofx/trader/types"
)
// BybitTrader Bybit USDT Perpetual Futures Trader
@@ -901,13 +900,13 @@ func (t *BybitTrader) cancelConditionalOrders(symbol string, orderType string) e
}
// GetClosedPnL retrieves closed position PnL records from Bybit via direct HTTP API
func (t *BybitTrader) GetClosedPnL(startTime time.Time, limit int) ([]types.ClosedPnLRecord, error) {
func (t *BybitTrader) GetClosedPnL(startTime time.Time, limit int) ([]ClosedPnLRecord, error) {
// The Bybit SDK doesn't expose the closed-pnl endpoint, use direct HTTP call
return t.getClosedPnLViaHTTP(startTime, limit)
}
// getClosedPnLViaHTTP makes direct HTTP call to Bybit API for closed PnL with proper signing
func (t *BybitTrader) getClosedPnLViaHTTP(startTime time.Time, limit int) ([]types.ClosedPnLRecord, error) {
func (t *BybitTrader) getClosedPnLViaHTTP(startTime time.Time, limit int) ([]ClosedPnLRecord, error) {
// Build query string
queryParams := fmt.Sprintf("category=linear&startTime=%d&limit=%d", startTime.UnixMilli(), limit)
url := "https://api.bybit.com/v5/position/closed-pnl?" + queryParams
@@ -968,14 +967,14 @@ func (t *BybitTrader) getClosedPnLViaHTTP(startTime time.Time, limit int) ([]typ
}
// parseClosedPnLResult parses the closed PnL result from Bybit API
func (t *BybitTrader) parseClosedPnLResult(resultData interface{}) ([]types.ClosedPnLRecord, error) {
func (t *BybitTrader) parseClosedPnLResult(resultData interface{}) ([]ClosedPnLRecord, error) {
data, ok := resultData.(map[string]interface{})
if !ok {
return nil, fmt.Errorf("invalid result format")
}
list, _ := data["list"].([]interface{})
var records []types.ClosedPnLRecord
var records []ClosedPnLRecord
for _, item := range list {
pnl, ok := item.(map[string]interface{})
@@ -1024,7 +1023,7 @@ func (t *BybitTrader) parseClosedPnLResult(resultData interface{}) ([]types.Clos
normalizedSide = "short"
}
record := types.ClosedPnLRecord{
record := ClosedPnLRecord{
Symbol: symbol,
Side: normalizedSide,
EntryPrice: avgEntryPrice,
@@ -1047,8 +1046,8 @@ func (t *BybitTrader) parseClosedPnLResult(resultData interface{}) ([]types.Clos
}
// GetOpenOrders gets all open/pending orders for a symbol
func (t *BybitTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, error) {
var result []types.OpenOrder
func (t *BybitTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
var result []OpenOrder
// Get conditional orders (stop-loss, take-profit)
params := map[string]interface{}{
@@ -1089,7 +1088,7 @@ func (t *BybitTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, error) {
displayType = stopOrderType
}
result = append(result, types.OpenOrder{
result = append(result, OpenOrder{
OrderID: orderId,
Symbol: sym,
Side: side,
@@ -1109,7 +1108,7 @@ func (t *BybitTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, error) {
// PlaceLimitOrder places a limit order for grid trading
// Implements GridTrader interface
func (t *BybitTrader) PlaceLimitOrder(req *types.LimitOrderRequest) (*types.LimitOrderResult, error) {
func (t *BybitTrader) PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderResult, error) {
// Format quantity
qtyStr, err := t.FormatQuantity(req.Symbol, req.Quantity)
if err != nil {
@@ -1170,7 +1169,7 @@ func (t *BybitTrader) PlaceLimitOrder(req *types.LimitOrderRequest) (*types.Limi
logger.Infof("✓ [Bybit] Limit order placed: %s %s @ %s, qty=%s, orderID=%s",
req.Symbol, side, priceStr, qtyStr, orderID)
return &types.LimitOrderResult{
return &LimitOrderResult{
OrderID: orderID,
ClientID: req.ClientID,
Symbol: req.Symbol,

View File

@@ -1,4 +1,4 @@
package bybit
package trader
import (
"encoding/json"
@@ -9,8 +9,6 @@ import (
"time"
"github.com/stretchr/testify/assert"
"nofx/trader/testutil"
"nofx/trader/types"
)
// ============================================================
@@ -20,8 +18,8 @@ import (
// BybitTraderTestSuite Bybit trader test suite
// Inherits TraderTestSuite and adds Bybit-specific mock logic
type BybitTraderTestSuite struct {
*testutil.TraderTestSuite // Embeds base test suite
mockServer *httptest.Server
*TraderTestSuite // Embeds base test suite
mockServer *httptest.Server
}
// NewBybitTraderTestSuite Create Bybit test suite
@@ -68,10 +66,10 @@ func NewBybitTraderTestSuite(t *testing.T) *BybitTraderTestSuite {
}))
// Create real Bybit trader (for interface compliance testing)
traderInstance := NewBybitTrader("test_api_key", "test_secret_key")
trader := NewBybitTrader("test_api_key", "test_secret_key")
// Create base suite
baseSuite := testutil.NewTraderTestSuite(t, traderInstance)
baseSuite := NewTraderTestSuite(t, trader)
return &BybitTraderTestSuite{
TraderTestSuite: baseSuite,
@@ -93,7 +91,7 @@ func (s *BybitTraderTestSuite) Cleanup() {
// TestBybitTrader_InterfaceCompliance Test interface compliance
func TestBybitTrader_InterfaceCompliance(t *testing.T) {
var _ types.Trader = (*BybitTrader)(nil)
var _ Trader = (*BybitTrader)(nil)
}
// ============================================================
@@ -130,13 +128,13 @@ func TestNewBybitTrader(t *testing.T) {
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
bt := NewBybitTrader(tt.apiKey, tt.secretKey)
trader := NewBybitTrader(tt.apiKey, tt.secretKey)
if tt.wantNil {
assert.Nil(t, bt)
assert.Nil(t, trader)
} else {
assert.NotNil(t, bt)
assert.NotNil(t, bt.client)
assert.NotNil(t, trader)
assert.NotNil(t, trader.client)
}
})
}
@@ -178,7 +176,7 @@ func TestBybitTrader_SymbolFormat(t *testing.T) {
// TestBybitTrader_FormatQuantity Test quantity formatting
func TestBybitTrader_FormatQuantity(t *testing.T) {
bt := NewBybitTrader("test", "test")
trader := NewBybitTrader("test", "test")
tests := []struct {
name string
@@ -212,7 +210,7 @@ func TestBybitTrader_FormatQuantity(t *testing.T) {
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
result, err := bt.FormatQuantity(tt.symbol, tt.quantity)
result, err := trader.FormatQuantity(tt.symbol, tt.quantity)
if tt.hasError {
assert.Error(t, err)
} else {
@@ -337,19 +335,19 @@ func convertBybitSide(side string) string {
// TestBybitTrader_CategoryLinear Test using only linear category
func TestBybitTrader_CategoryLinear(t *testing.T) {
// Bybit trader should only use linear category (USDT perpetual contracts)
bt := NewBybitTrader("test", "test")
assert.NotNil(t, bt)
trader := NewBybitTrader("test", "test")
assert.NotNil(t, trader)
// Verify default configuration
assert.NotNil(t, bt.client)
assert.NotNil(t, trader.client)
}
// TestBybitTrader_CacheDuration Test cache duration
func TestBybitTrader_CacheDuration(t *testing.T) {
bt := NewBybitTrader("test", "test")
trader := NewBybitTrader("test", "test")
// Verify default cache time is 15 seconds
assert.Equal(t, 15*time.Second, bt.cacheDuration)
assert.Equal(t, 15*time.Second, trader.cacheDuration)
}
// ============================================================

View File

@@ -1,304 +0,0 @@
package gate
import (
"fmt"
"nofx/logger"
"nofx/market"
"nofx/store"
"sort"
"strconv"
"strings"
"time"
"github.com/antihax/optional"
"github.com/gateio/gateapi-go/v6"
)
// GateTrade represents a trade record from Gate fill history
type GateTrade struct {
Symbol string
TradeID string
OrderID string
Side string // buy or sell
FillPrice float64
FillQty float64 // In base currency (e.g., ETH), not contracts
Fee float64
FeeAsset string
ExecTime time.Time
ProfitLoss float64
OrderType string
OrderAction string // open_long, open_short, close_long, close_short
}
// GetTrades retrieves trade/fill records from Gate
func (t *GateTrader) GetTrades(startTime time.Time, limit int) ([]GateTrade, error) {
if limit <= 0 {
limit = 100
}
if limit > 100 {
limit = 100 // Gate max limit
}
opts := &gateapi.GetMyTradesOpts{
Limit: optional.NewInt32(int32(limit)),
}
// Get trades from Gate API
trades, _, err := t.client.FuturesApi.GetMyTrades(t.ctx, "usdt", opts)
if err != nil {
return nil, fmt.Errorf("failed to get trade history: %w", err)
}
logger.Infof("📥 Received %d trades from Gate", len(trades))
result := make([]GateTrade, 0, len(trades))
for _, trade := range trades {
// Filter by start time
createTime := int64(trade.CreateTime)
if createTime < startTime.Unix() {
continue
}
fillPrice, err := strconv.ParseFloat(trade.Price, 64)
if err != nil || fillPrice == 0 {
logger.Infof("⚠️ Gate trade %d: fillPrice parse issue - raw='%s' parsed=%.8f err=%v",
trade.Id, trade.Price, fillPrice, err)
}
// Get quanto_multiplier for this contract to convert size to base currency
quantoMultiplier := 1.0
contract, err := t.getContract(trade.Contract)
if err == nil && contract != nil {
qm, _ := strconv.ParseFloat(contract.QuantoMultiplier, 64)
if qm > 0 {
quantoMultiplier = qm
}
}
// Convert contract size to actual quantity
absSize := trade.Size
if absSize < 0 {
absSize = -absSize
}
fillQty := float64(absSize) * quantoMultiplier
// Determine side and order action based on size and close_size
// Gate close_size field determines if trade is opening or closing:
// close_size=0 && size>0: Open long
// close_size=0 && size<0: Open short
// close_size>0 && size>0: Close short (and possibly open long if size > close_size)
// close_size<0 && size<0: Close long (and possibly open short if |size| > |close_size|)
side := "BUY"
orderAction := "open_long"
if trade.Size > 0 {
side = "BUY"
if trade.CloseSize > 0 {
// Closing short position
orderAction = "close_short"
} else {
// Opening long position
orderAction = "open_long"
}
} else if trade.Size < 0 {
side = "SELL"
if trade.CloseSize < 0 {
// Closing long position
orderAction = "close_long"
} else {
// Opening short position
orderAction = "open_short"
}
}
// Calculate fee (Gate returns fee as negative value)
fee, _ := strconv.ParseFloat(trade.Fee, 64)
if fee < 0 {
fee = -fee
}
// For closed positions, estimate PnL (Gate doesn't directly provide it in trade record)
pnl := 0.0
if strings.Contains(orderAction, "close") {
// PnL would need to be calculated from position history
// For now, we leave it as 0 and let position builder handle it
}
gateTrade := GateTrade{
Symbol: trade.Contract,
TradeID: fmt.Sprintf("%d", trade.Id),
OrderID: trade.OrderId,
Side: side,
FillPrice: fillPrice,
FillQty: fillQty,
Fee: fee,
FeeAsset: "USDT",
ExecTime: time.Unix(createTime, 0).UTC(),
ProfitLoss: pnl,
OrderType: "MARKET",
OrderAction: orderAction,
}
result = append(result, gateTrade)
}
return result, nil
}
// SyncOrdersFromGate syncs Gate exchange order history to local database
// Also creates/updates position records to ensure orders/fills/positions data consistency
// exchangeID: Exchange account UUID (from exchanges.id)
// exchangeType: Exchange type ("gate")
func (t *GateTrader) SyncOrdersFromGate(traderID string, exchangeID string, exchangeType string, st *store.Store) error {
if st == nil {
return fmt.Errorf("store is nil")
}
// Get recent trades (last 24 hours)
startTime := time.Now().Add(-24 * time.Hour)
logger.Infof("🔄 Syncing Gate trades from: %s", startTime.Format(time.RFC3339))
// Use GetTrades method to fetch trade records
trades, err := t.GetTrades(startTime, 100)
if err != nil {
return fmt.Errorf("failed to get trades: %w", err)
}
logger.Infof("📥 Received %d trades from Gate", len(trades))
// Sort trades by time ASC (oldest first) for proper position building
sort.Slice(trades, func(i, j int) bool {
return trades[i].ExecTime.UnixMilli() < trades[j].ExecTime.UnixMilli()
})
// Process trades one by one (no transaction to avoid deadlock)
orderStore := st.Order()
positionStore := st.Position()
posBuilder := store.NewPositionBuilder(positionStore)
syncedCount := 0
for _, trade := range trades {
// Normalize symbol (Gate uses BTC_USDT, normalize to BTCUSDT)
symbol := market.Normalize(strings.ReplaceAll(trade.Symbol, "_", ""))
// Determine position side from order action
positionSide := "LONG"
if strings.Contains(trade.OrderAction, "short") {
positionSide = "SHORT"
}
execTimeMs := trade.ExecTime.UTC().UnixMilli()
// Check if trade already exists (use exchangeID which is UUID, not exchange type)
existing, err := orderStore.GetOrderByExchangeID(exchangeID, trade.TradeID)
if err == nil && existing != nil {
// Order exists, but still try to update position for close trades
// This handles the case where order was created but position update failed
if strings.HasPrefix(trade.OrderAction, "close_") && trade.FillPrice > 0 {
if err := posBuilder.ProcessTrade(
traderID, exchangeID, exchangeType,
symbol, positionSide, trade.OrderAction,
trade.FillQty, trade.FillPrice, trade.Fee, trade.ProfitLoss,
execTimeMs, trade.TradeID,
); err != nil {
logger.Infof(" ⚠️ Retry position update for existing trade %s failed: %v", trade.TradeID, err)
}
}
continue
}
// Normalize side for storage
side := strings.ToUpper(trade.Side)
// Create order record
orderRecord := &store.TraderOrder{
TraderID: traderID,
ExchangeID: exchangeID, // UUID
ExchangeType: exchangeType, // Exchange type
ExchangeOrderID: trade.TradeID,
Symbol: symbol,
Side: side,
PositionSide: "BOTH", // Gate uses one-way position mode
Type: trade.OrderType,
OrderAction: trade.OrderAction,
Quantity: trade.FillQty,
Price: trade.FillPrice,
Status: "FILLED",
FilledQuantity: trade.FillQty,
AvgFillPrice: trade.FillPrice,
Commission: trade.Fee,
FilledAt: execTimeMs,
CreatedAt: execTimeMs,
UpdatedAt: execTimeMs,
}
// Insert order record
if err := orderStore.CreateOrder(orderRecord); err != nil {
logger.Infof(" ⚠️ Failed to sync trade %s: %v", trade.TradeID, err)
continue
}
// Create fill record - use UTC time in milliseconds
fillRecord := &store.TraderFill{
TraderID: traderID,
ExchangeID: exchangeID, // UUID
ExchangeType: exchangeType, // Exchange type
OrderID: orderRecord.ID,
ExchangeOrderID: trade.OrderID,
ExchangeTradeID: trade.TradeID,
Symbol: symbol,
Side: side,
Price: trade.FillPrice,
Quantity: trade.FillQty,
QuoteQuantity: trade.FillPrice * trade.FillQty,
Commission: trade.Fee,
CommissionAsset: trade.FeeAsset,
RealizedPnL: trade.ProfitLoss,
IsMaker: false,
CreatedAt: execTimeMs,
}
if err := orderStore.CreateFill(fillRecord); err != nil {
logger.Infof(" ⚠️ Failed to sync fill for trade %s: %v", trade.TradeID, err)
}
// Create/update position record using PositionBuilder
// Debug: Log the price being passed to ensure it's not 0
if trade.FillPrice <= 0 {
logger.Infof(" ⚠️ WARNING: trade %s has FillPrice=%.10f (invalid), skipping position update", trade.TradeID, trade.FillPrice)
} else {
if err := posBuilder.ProcessTrade(
traderID, exchangeID, exchangeType,
symbol, positionSide, trade.OrderAction,
trade.FillQty, trade.FillPrice, trade.Fee, trade.ProfitLoss,
execTimeMs, trade.TradeID,
); err != nil {
logger.Infof(" ⚠️ Failed to sync position for trade %s: %v", trade.TradeID, err)
} else {
logger.Infof(" 📍 Position updated for trade: %s (action: %s, qty: %.6f, price: %.10f)", trade.TradeID, trade.OrderAction, trade.FillQty, trade.FillPrice)
}
}
syncedCount++
logger.Infof(" ✅ Synced trade: %s %s %s qty=%.6f price=%.6f pnl=%.2f fee=%.6f action=%s",
trade.TradeID, symbol, side, trade.FillQty, trade.FillPrice, trade.ProfitLoss, trade.Fee, trade.OrderAction)
}
logger.Infof("✅ Gate order sync completed: %d new trades synced", syncedCount)
return nil
}
// StartOrderSync starts background order sync task for Gate
func (t *GateTrader) StartOrderSync(traderID string, exchangeID string, exchangeType string, st *store.Store, interval time.Duration) {
ticker := time.NewTicker(interval)
go func() {
for range ticker.C {
if err := t.SyncOrdersFromGate(traderID, exchangeID, exchangeType, st); err != nil {
logger.Infof("⚠️ Gate order sync failed: %v", err)
}
}
}()
logger.Infof("🔄 Gate order sync started (interval: %v)", interval)
}

View File

@@ -1,898 +0,0 @@
package gate
import (
"context"
"fmt"
"math"
"strconv"
"strings"
"sync"
"time"
"github.com/antihax/optional"
"github.com/gateio/gateapi-go/v6"
"nofx/logger"
"nofx/trader/types"
)
// GateTrader implements types.Trader interface for Gate.io Futures
type GateTrader struct {
apiKey string
secretKey string
client *gateapi.APIClient
ctx context.Context
// Cache fields
cachedBalance map[string]interface{}
balanceCacheTime time.Time
balanceCacheMutex sync.RWMutex
cachedPositions []map[string]interface{}
positionsCacheTime time.Time
positionsCacheMutex sync.RWMutex
contractsCache map[string]*gateapi.Contract
contractsCacheMutex sync.RWMutex
cacheDuration time.Duration
}
// NewGateTrader creates a new Gate trader instance
func NewGateTrader(apiKey, secretKey string) *GateTrader {
config := gateapi.NewConfiguration()
config.AddDefaultHeader("X-Gate-Channel-Id", "nofx")
client := gateapi.NewAPIClient(config)
ctx := context.WithValue(context.Background(),
gateapi.ContextGateAPIV4,
gateapi.GateAPIV4{
Key: apiKey,
Secret: secretKey,
},
)
return &GateTrader{
apiKey: apiKey,
secretKey: secretKey,
client: client,
ctx: ctx,
contractsCache: make(map[string]*gateapi.Contract),
cacheDuration: 15 * time.Second,
}
}
// GetBalance retrieves account balance
func (t *GateTrader) GetBalance() (map[string]interface{}, error) {
// Check cache
t.balanceCacheMutex.RLock()
if t.cachedBalance != nil && time.Since(t.balanceCacheTime) < t.cacheDuration {
cached := t.cachedBalance
t.balanceCacheMutex.RUnlock()
return cached, nil
}
t.balanceCacheMutex.RUnlock()
// Fetch from API
accounts, _, err := t.client.FuturesApi.ListFuturesAccounts(t.ctx, "usdt")
if err != nil {
return nil, fmt.Errorf("failed to get balance: %w", err)
}
total, _ := strconv.ParseFloat(accounts.Total, 64)
available, _ := strconv.ParseFloat(accounts.Available, 64)
unrealizedPnl, _ := strconv.ParseFloat(accounts.UnrealisedPnl, 64)
result := map[string]interface{}{
"totalWalletBalance": total,
"availableBalance": available,
"totalUnrealizedProfit": unrealizedPnl,
}
// Update cache
t.balanceCacheMutex.Lock()
t.cachedBalance = result
t.balanceCacheTime = time.Now()
t.balanceCacheMutex.Unlock()
return result, nil
}
// GetPositions retrieves all open positions
func (t *GateTrader) GetPositions() ([]map[string]interface{}, error) {
// Check cache
t.positionsCacheMutex.RLock()
if t.cachedPositions != nil && time.Since(t.positionsCacheTime) < t.cacheDuration {
cached := t.cachedPositions
t.positionsCacheMutex.RUnlock()
return cached, nil
}
t.positionsCacheMutex.RUnlock()
// Fetch from API
positions, _, err := t.client.FuturesApi.ListPositions(t.ctx, "usdt", nil)
if err != nil {
return nil, fmt.Errorf("failed to get positions: %w", err)
}
var result []map[string]interface{}
for _, pos := range positions {
if pos.Size == 0 {
continue // Skip empty positions
}
entryPrice, _ := strconv.ParseFloat(pos.EntryPrice, 64)
markPrice, _ := strconv.ParseFloat(pos.MarkPrice, 64)
liqPrice, _ := strconv.ParseFloat(pos.LiqPrice, 64)
unrealizedPnl, _ := strconv.ParseFloat(pos.UnrealisedPnl, 64)
leverage, _ := strconv.ParseFloat(pos.Leverage, 64)
// Gate returns position size in contracts, need to convert to base currency
// Each contract = quanto_multiplier base currency
contractSize := float64(pos.Size)
if pos.Size < 0 {
contractSize = float64(-pos.Size)
}
// Get quanto_multiplier from contract info to convert contracts to actual quantity
quantoMultiplier := 1.0
contract, err := t.getContract(pos.Contract)
if err == nil && contract != nil {
qm, _ := strconv.ParseFloat(contract.QuantoMultiplier, 64)
if qm > 0 {
quantoMultiplier = qm
}
}
// Convert contract count to actual token quantity
positionAmt := contractSize * quantoMultiplier
// Determine side based on position size
side := "long"
if pos.Size < 0 {
side = "short"
}
result = append(result, map[string]interface{}{
"symbol": pos.Contract,
"positionAmt": positionAmt,
"entryPrice": entryPrice,
"markPrice": markPrice,
"unRealizedProfit": unrealizedPnl,
"leverage": int(leverage),
"liquidationPrice": liqPrice,
"side": side,
})
}
// Update cache
t.positionsCacheMutex.Lock()
t.cachedPositions = result
t.positionsCacheTime = time.Now()
t.positionsCacheMutex.Unlock()
return result, nil
}
// convertSymbol converts symbol format (e.g., BTCUSDT -> BTC_USDT)
func (t *GateTrader) convertSymbol(symbol string) string {
// If already in correct format
if strings.Contains(symbol, "_") {
return symbol
}
// Convert BTCUSDT to BTC_USDT
if strings.HasSuffix(symbol, "USDT") {
base := strings.TrimSuffix(symbol, "USDT")
return base + "_USDT"
}
return symbol
}
// revertSymbol converts symbol back to standard format (e.g., BTC_USDT -> BTCUSDT)
func (t *GateTrader) revertSymbol(symbol string) string {
return strings.ReplaceAll(symbol, "_", "")
}
// getContract fetches contract info with caching
func (t *GateTrader) getContract(symbol string) (*gateapi.Contract, error) {
symbol = t.convertSymbol(symbol)
// Check cache
t.contractsCacheMutex.RLock()
if contract, ok := t.contractsCache[symbol]; ok {
t.contractsCacheMutex.RUnlock()
return contract, nil
}
t.contractsCacheMutex.RUnlock()
// Fetch from API
contract, _, err := t.client.FuturesApi.GetFuturesContract(t.ctx, "usdt", symbol)
if err != nil {
return nil, fmt.Errorf("failed to get contract info: %w", err)
}
// Update cache
t.contractsCacheMutex.Lock()
t.contractsCache[symbol] = &contract
t.contractsCacheMutex.Unlock()
return &contract, nil
}
// SetLeverage sets the leverage for a symbol
func (t *GateTrader) SetLeverage(symbol string, leverage int) error {
symbol = t.convertSymbol(symbol)
_, _, err := t.client.FuturesApi.UpdatePositionLeverage(t.ctx, "usdt", symbol, fmt.Sprintf("%d", leverage), nil)
if err != nil {
// Gate.io may return error if leverage is already set
if strings.Contains(err.Error(), "RISK_LIMIT_EXCEEDED") {
logger.Warnf(" [Gate] Leverage %d exceeds limit for %s", leverage, symbol)
return nil
}
return fmt.Errorf("failed to set leverage: %w", err)
}
logger.Infof(" [Gate] Leverage set to %dx for %s", leverage, symbol)
return nil
}
// SetMarginMode sets margin mode (cross or isolated)
func (t *GateTrader) SetMarginMode(symbol string, isCrossMargin bool) error {
// Gate.io uses leverage=0 for cross margin, positive number for isolated
// This is handled through UpdatePositionLeverage with cross_leverage_limit
// For now, we'll skip explicit margin mode setting as it's tied to leverage
logger.Infof(" [Gate] Margin mode is set through leverage (0=cross)")
return nil
}
// OpenLong opens a long position
func (t *GateTrader) OpenLong(symbol string, quantity float64, leverage int) (map[string]interface{}, error) {
symbol = t.convertSymbol(symbol)
// Cancel old orders first
t.CancelAllOrders(symbol)
// Set leverage
if err := t.SetLeverage(symbol, leverage); err != nil {
logger.Warnf(" [Gate] Failed to set leverage: %v", err)
}
// Get contract info for size calculation
contract, err := t.getContract(symbol)
if err != nil {
return nil, err
}
// Gate uses contract size units (each contract = quanto_multiplier base currency)
// size = quantity / quanto_multiplier
quantoMultiplier, _ := strconv.ParseFloat(contract.QuantoMultiplier, 64)
size := int64(quantity / quantoMultiplier)
if size <= 0 {
size = 1
}
order := gateapi.FuturesOrder{
Contract: symbol,
Size: size, // Positive for long
Price: "0", // Market order
Tif: "ioc",
Text: "t-nofx",
}
logger.Infof(" [Gate] OpenLong: symbol=%s, size=%d, leverage=%d", symbol, size, leverage)
result, _, err := t.client.FuturesApi.CreateFuturesOrder(t.ctx, "usdt", order, nil)
if err != nil {
return nil, fmt.Errorf("failed to open long position: %w", err)
}
// Clear cache
t.clearCache()
// Parse fill price from result
fillPrice, _ := strconv.ParseFloat(result.FillPrice, 64)
logger.Infof(" [Gate] Opened long position: orderId=%d, fillPrice=%.4f", result.Id, fillPrice)
return map[string]interface{}{
"orderId": fmt.Sprintf("%d", result.Id),
"symbol": t.revertSymbol(symbol),
"status": "FILLED",
"fillPrice": fillPrice,
"avgPrice": fillPrice,
}, nil
}
// OpenShort opens a short position
func (t *GateTrader) OpenShort(symbol string, quantity float64, leverage int) (map[string]interface{}, error) {
symbol = t.convertSymbol(symbol)
// Cancel old orders first
t.CancelAllOrders(symbol)
// Set leverage
if err := t.SetLeverage(symbol, leverage); err != nil {
logger.Warnf(" [Gate] Failed to set leverage: %v", err)
}
// Get contract info for size calculation
contract, err := t.getContract(symbol)
if err != nil {
return nil, err
}
// Gate uses contract size units
quantoMultiplier, _ := strconv.ParseFloat(contract.QuantoMultiplier, 64)
size := int64(quantity / quantoMultiplier)
if size <= 0 {
size = 1
}
order := gateapi.FuturesOrder{
Contract: symbol,
Size: -size, // Negative for short
Price: "0", // Market order
Tif: "ioc",
Text: "t-nofx",
}
logger.Infof(" [Gate] OpenShort: symbol=%s, size=%d, leverage=%d", symbol, -size, leverage)
result, _, err := t.client.FuturesApi.CreateFuturesOrder(t.ctx, "usdt", order, nil)
if err != nil {
return nil, fmt.Errorf("failed to open short position: %w", err)
}
// Clear cache
t.clearCache()
// Parse fill price from result
fillPrice, _ := strconv.ParseFloat(result.FillPrice, 64)
logger.Infof(" [Gate] Opened short position: orderId=%d, fillPrice=%.4f", result.Id, fillPrice)
return map[string]interface{}{
"orderId": fmt.Sprintf("%d", result.Id),
"symbol": t.revertSymbol(symbol),
"status": "FILLED",
"fillPrice": fillPrice,
"avgPrice": fillPrice,
}, nil
}
// CloseLong closes a long position
func (t *GateTrader) CloseLong(symbol string, quantity float64) (map[string]interface{}, error) {
symbol = t.convertSymbol(symbol)
// If quantity is 0, get current position
if quantity == 0 {
positions, err := t.GetPositions()
if err != nil {
return nil, err
}
for _, pos := range positions {
posSymbol := t.convertSymbol(pos["symbol"].(string))
if posSymbol == symbol && pos["side"] == "long" {
quantity = pos["positionAmt"].(float64)
break
}
}
if quantity == 0 {
return nil, fmt.Errorf("long position not found for %s", symbol)
}
}
// Get contract info for size calculation
contract, err := t.getContract(symbol)
if err != nil {
return nil, err
}
quantoMultiplier, _ := strconv.ParseFloat(contract.QuantoMultiplier, 64)
size := int64(quantity / quantoMultiplier)
if size <= 0 {
size = 1
}
// Close long = sell (use ReduceOnly, not Close which requires Size=0)
order := gateapi.FuturesOrder{
Contract: symbol,
Size: -size, // Negative to close long
Price: "0",
Tif: "ioc",
ReduceOnly: true,
Text: "t-nofx-close",
}
logger.Infof(" [Gate] CloseLong: symbol=%s, size=%d", symbol, -size)
result, _, err := t.client.FuturesApi.CreateFuturesOrder(t.ctx, "usdt", order, nil)
if err != nil {
return nil, fmt.Errorf("failed to close long position: %w", err)
}
// Clear cache
t.clearCache()
// Parse fill price from result
fillPrice, _ := strconv.ParseFloat(result.FillPrice, 64)
logger.Infof(" [Gate] Closed long position: orderId=%d, fillPrice=%.4f", result.Id, fillPrice)
return map[string]interface{}{
"orderId": fmt.Sprintf("%d", result.Id),
"symbol": t.revertSymbol(symbol),
"status": "FILLED",
"fillPrice": fillPrice,
"avgPrice": fillPrice,
}, nil
}
// CloseShort closes a short position
func (t *GateTrader) CloseShort(symbol string, quantity float64) (map[string]interface{}, error) {
symbol = t.convertSymbol(symbol)
// If quantity is 0, get current position
if quantity == 0 {
positions, err := t.GetPositions()
if err != nil {
return nil, err
}
for _, pos := range positions {
posSymbol := t.convertSymbol(pos["symbol"].(string))
if posSymbol == symbol && pos["side"] == "short" {
quantity = pos["positionAmt"].(float64)
break
}
}
if quantity == 0 {
return nil, fmt.Errorf("short position not found for %s", symbol)
}
}
// Ensure quantity is positive
if quantity < 0 {
quantity = -quantity
}
// Get contract info for size calculation
contract, err := t.getContract(symbol)
if err != nil {
return nil, err
}
quantoMultiplier, _ := strconv.ParseFloat(contract.QuantoMultiplier, 64)
size := int64(quantity / quantoMultiplier)
if size <= 0 {
size = 1
}
// Close short = buy (use ReduceOnly, not Close which requires Size=0)
order := gateapi.FuturesOrder{
Contract: symbol,
Size: size, // Positive to close short
Price: "0",
Tif: "ioc",
ReduceOnly: true,
Text: "t-nofx-close",
}
logger.Infof(" [Gate] CloseShort: symbol=%s, size=%d", symbol, size)
result, _, err := t.client.FuturesApi.CreateFuturesOrder(t.ctx, "usdt", order, nil)
if err != nil {
return nil, fmt.Errorf("failed to close short position: %w", err)
}
// Clear cache
t.clearCache()
// Parse fill price from result
fillPrice, _ := strconv.ParseFloat(result.FillPrice, 64)
logger.Infof(" [Gate] Closed short position: orderId=%d, fillPrice=%.4f", result.Id, fillPrice)
return map[string]interface{}{
"orderId": fmt.Sprintf("%d", result.Id),
"symbol": t.revertSymbol(symbol),
"status": "FILLED",
"fillPrice": fillPrice,
"avgPrice": fillPrice,
}, nil
}
// GetMarketPrice gets the current market price
func (t *GateTrader) GetMarketPrice(symbol string) (float64, error) {
symbol = t.convertSymbol(symbol)
opts := &gateapi.ListFuturesTickersOpts{
Contract: optional.NewString(symbol),
}
tickers, _, err := t.client.FuturesApi.ListFuturesTickers(t.ctx, "usdt", opts)
if err != nil {
return 0, fmt.Errorf("failed to get market price: %w", err)
}
if len(tickers) == 0 {
return 0, fmt.Errorf("no ticker data for %s", symbol)
}
price, _ := strconv.ParseFloat(tickers[0].Last, 64)
return price, nil
}
// SetStopLoss sets a stop loss order
func (t *GateTrader) SetStopLoss(symbol string, positionSide string, quantity, stopPrice float64) error {
symbol = t.convertSymbol(symbol)
contract, err := t.getContract(symbol)
if err != nil {
return err
}
quantoMultiplier, _ := strconv.ParseFloat(contract.QuantoMultiplier, 64)
size := int64(quantity / quantoMultiplier)
if size <= 0 {
size = 1
}
// For long position, stop loss means sell when price drops
// For short position, stop loss means buy when price rises
if strings.ToUpper(positionSide) == "LONG" {
size = -size
}
// Use price trigger order
trigger := gateapi.FuturesPriceTriggeredOrder{
Initial: gateapi.FuturesInitialOrder{
Contract: symbol,
Size: size,
Price: "0", // Market order
Tif: "ioc",
ReduceOnly: true,
Close: true,
},
Trigger: gateapi.FuturesPriceTrigger{
StrategyType: 0, // Close position
PriceType: 0, // Latest price
Price: fmt.Sprintf("%.8f", stopPrice),
Rule: 1, // Price <= trigger price
},
}
if strings.ToUpper(positionSide) == "SHORT" {
trigger.Trigger.Rule = 2 // Price >= trigger price for short stop loss
}
_, _, err = t.client.FuturesApi.CreatePriceTriggeredOrder(t.ctx, "usdt", trigger)
if err != nil {
return fmt.Errorf("failed to set stop loss: %w", err)
}
logger.Infof(" [Gate] Stop loss set: %s @ %.4f", symbol, stopPrice)
return nil
}
// SetTakeProfit sets a take profit order
func (t *GateTrader) SetTakeProfit(symbol string, positionSide string, quantity, takeProfitPrice float64) error {
symbol = t.convertSymbol(symbol)
contract, err := t.getContract(symbol)
if err != nil {
return err
}
quantoMultiplier, _ := strconv.ParseFloat(contract.QuantoMultiplier, 64)
size := int64(quantity / quantoMultiplier)
if size <= 0 {
size = 1
}
// For long position, take profit means sell when price rises
// For short position, take profit means buy when price drops
if strings.ToUpper(positionSide) == "LONG" {
size = -size
}
trigger := gateapi.FuturesPriceTriggeredOrder{
Initial: gateapi.FuturesInitialOrder{
Contract: symbol,
Size: size,
Price: "0", // Market order
Tif: "ioc",
ReduceOnly: true,
Close: true,
},
Trigger: gateapi.FuturesPriceTrigger{
StrategyType: 0, // Close position
PriceType: 0, // Latest price
Price: fmt.Sprintf("%.8f", takeProfitPrice),
Rule: 2, // Price >= trigger price for long take profit
},
}
if strings.ToUpper(positionSide) == "SHORT" {
trigger.Trigger.Rule = 1 // Price <= trigger price for short take profit
}
_, _, err = t.client.FuturesApi.CreatePriceTriggeredOrder(t.ctx, "usdt", trigger)
if err != nil {
return fmt.Errorf("failed to set take profit: %w", err)
}
logger.Infof(" [Gate] Take profit set: %s @ %.4f", symbol, takeProfitPrice)
return nil
}
// CancelStopLossOrders cancels stop loss orders
func (t *GateTrader) CancelStopLossOrders(symbol string) error {
return t.cancelTriggerOrders(symbol, "stop_loss")
}
// CancelTakeProfitOrders cancels take profit orders
func (t *GateTrader) CancelTakeProfitOrders(symbol string) error {
return t.cancelTriggerOrders(symbol, "take_profit")
}
// cancelTriggerOrders cancels trigger orders of a specific type
func (t *GateTrader) cancelTriggerOrders(symbol string, orderType string) error {
symbol = t.convertSymbol(symbol)
opts := &gateapi.ListPriceTriggeredOrdersOpts{
Contract: optional.NewString(symbol),
}
orders, _, err := t.client.FuturesApi.ListPriceTriggeredOrders(t.ctx, "usdt", "open", opts)
if err != nil {
return err
}
for _, order := range orders {
// Determine if it's stop loss or take profit based on trigger rule and position
// For simplicity, cancel all matching symbol orders
_, _, err := t.client.FuturesApi.CancelPriceTriggeredOrder(t.ctx, "usdt", fmt.Sprintf("%d", order.Id))
if err != nil {
logger.Warnf(" [Gate] Failed to cancel trigger order %d: %v", order.Id, err)
}
}
return nil
}
// CancelAllOrders cancels all pending orders for a symbol
func (t *GateTrader) CancelAllOrders(symbol string) error {
symbol = t.convertSymbol(symbol)
// Cancel regular orders
_, _, err := t.client.FuturesApi.CancelFuturesOrders(t.ctx, "usdt", symbol, nil)
if err != nil {
// Ignore if no orders to cancel
if !strings.Contains(err.Error(), "ORDER_NOT_FOUND") {
logger.Warnf(" [Gate] Error canceling orders: %v", err)
}
}
// Cancel trigger orders
t.cancelTriggerOrders(symbol, "")
return nil
}
// CancelStopOrders cancels all stop orders (stop loss and take profit)
func (t *GateTrader) CancelStopOrders(symbol string) error {
t.CancelStopLossOrders(symbol)
t.CancelTakeProfitOrders(symbol)
return nil
}
// FormatQuantity formats quantity to correct precision
func (t *GateTrader) FormatQuantity(symbol string, quantity float64) (string, error) {
contract, err := t.getContract(symbol)
if err != nil {
return fmt.Sprintf("%.4f", quantity), nil
}
// Gate uses quanto_multiplier for contract size
quantoMultiplier, _ := strconv.ParseFloat(contract.QuantoMultiplier, 64)
if quantoMultiplier > 0 {
// Calculate number of contracts
numContracts := quantity / quantoMultiplier
return fmt.Sprintf("%.0f", math.Floor(numContracts)), nil
}
return fmt.Sprintf("%.4f", quantity), nil
}
// GetOrderStatus gets the status of an order
func (t *GateTrader) GetOrderStatus(symbol string, orderID string) (map[string]interface{}, error) {
symbol = t.convertSymbol(symbol)
order, _, err := t.client.FuturesApi.GetFuturesOrder(t.ctx, "usdt", orderID)
if err != nil {
return nil, fmt.Errorf("failed to get order status: %w", err)
}
fillPrice, _ := strconv.ParseFloat(order.FillPrice, 64)
tkFee, _ := strconv.ParseFloat(order.Tkfr, 64)
mkFee, _ := strconv.ParseFloat(order.Mkfr, 64)
totalFee := tkFee + mkFee
// Get quanto_multiplier to convert contracts to actual quantity
quantoMultiplier := 1.0
contract, contractErr := t.getContract(symbol)
if contractErr == nil && contract != nil {
qm, _ := strconv.ParseFloat(contract.QuantoMultiplier, 64)
if qm > 0 {
quantoMultiplier = qm
}
}
// Map status
status := "NEW"
switch order.Status {
case "finished":
if order.FinishAs == "filled" {
status = "FILLED"
} else if order.FinishAs == "cancelled" {
status = "CANCELED"
} else {
status = "CLOSED"
}
case "open":
status = "NEW"
}
side := "BUY"
if order.Size < 0 {
side = "SELL"
}
// Convert contract count to actual token quantity
executedQty := math.Abs(float64(order.Size-order.Left)) * quantoMultiplier
return map[string]interface{}{
"orderId": orderID,
"symbol": t.revertSymbol(symbol),
"status": status,
"avgPrice": fillPrice,
"executedQty": executedQty,
"side": side,
"type": order.Tif,
"time": int64(order.CreateTime * 1000),
"updateTime": int64(order.FinishTime * 1000),
"commission": totalFee,
}, nil
}
// GetClosedPnL retrieves closed position PnL records
func (t *GateTrader) GetClosedPnL(startTime time.Time, limit int) ([]types.ClosedPnLRecord, error) {
if limit <= 0 {
limit = 100
}
if limit > 100 {
limit = 100
}
opts := &gateapi.ListPositionCloseOpts{
Limit: optional.NewInt32(int32(limit)),
From: optional.NewInt64(startTime.Unix()),
}
closedPositions, _, err := t.client.FuturesApi.ListPositionClose(t.ctx, "usdt", opts)
if err != nil {
return nil, fmt.Errorf("failed to get closed positions: %w", err)
}
records := make([]types.ClosedPnLRecord, 0, len(closedPositions))
for _, pos := range closedPositions {
pnl, _ := strconv.ParseFloat(pos.Pnl, 64)
record := types.ClosedPnLRecord{
Symbol: t.revertSymbol(pos.Contract),
Side: pos.Side,
RealizedPnL: pnl,
ExitTime: time.Unix(int64(pos.Time), 0).UTC(),
CloseType: "unknown",
}
records = append(records, record)
}
return records, nil
}
// GetOpenOrders gets open/pending orders
func (t *GateTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, error) {
symbol = t.convertSymbol(symbol)
opts := &gateapi.ListFuturesOrdersOpts{
Contract: optional.NewString(symbol),
}
orders, _, err := t.client.FuturesApi.ListFuturesOrders(t.ctx, "usdt", "open", opts)
if err != nil {
return nil, fmt.Errorf("failed to get open orders: %w", err)
}
// Get quanto_multiplier to convert contracts to actual quantity
quantoMultiplier := 1.0
contract, err := t.getContract(symbol)
if err == nil && contract != nil {
qm, _ := strconv.ParseFloat(contract.QuantoMultiplier, 64)
if qm > 0 {
quantoMultiplier = qm
}
}
var result []types.OpenOrder
for _, order := range orders {
price, _ := strconv.ParseFloat(order.Price, 64)
side := "BUY"
if order.Size < 0 {
side = "SELL"
}
// Convert contract count to actual token quantity
quantity := math.Abs(float64(order.Size)) * quantoMultiplier
result = append(result, types.OpenOrder{
OrderID: fmt.Sprintf("%d", order.Id),
Symbol: t.revertSymbol(order.Contract),
Side: side,
Type: "LIMIT",
Price: price,
Quantity: quantity,
Status: "NEW",
})
}
// Also get trigger orders
triggerOpts := &gateapi.ListPriceTriggeredOrdersOpts{
Contract: optional.NewString(symbol),
}
triggerOrders, _, err := t.client.FuturesApi.ListPriceTriggeredOrders(t.ctx, "usdt", "open", triggerOpts)
if err == nil {
for _, order := range triggerOrders {
triggerPrice, _ := strconv.ParseFloat(order.Trigger.Price, 64)
side := "BUY"
if order.Initial.Size < 0 {
side = "SELL"
}
orderType := "STOP_MARKET"
if order.Trigger.Rule == 2 {
orderType = "TAKE_PROFIT_MARKET"
}
// Convert contract count to actual token quantity
quantity := math.Abs(float64(order.Initial.Size)) * quantoMultiplier
result = append(result, types.OpenOrder{
OrderID: fmt.Sprintf("%d", order.Id),
Symbol: t.revertSymbol(order.Initial.Contract),
Side: side,
Type: orderType,
StopPrice: triggerPrice,
Quantity: quantity,
Status: "NEW",
})
}
}
return result, nil
}
// clearCache clears all caches
func (t *GateTrader) clearCache() {
t.balanceCacheMutex.Lock()
t.cachedBalance = nil
t.balanceCacheMutex.Unlock()
t.positionsCacheMutex.Lock()
t.cachedPositions = nil
t.positionsCacheMutex.Unlock()
}
// Ensure GateTrader implements Trader interface
var _ types.Trader = (*GateTrader)(nil)

View File

@@ -1,337 +0,0 @@
package gate
import (
"encoding/json"
"net/http"
"net/http/httptest"
"strings"
"testing"
"time"
"github.com/stretchr/testify/assert"
"nofx/trader/testutil"
"nofx/trader/types"
)
// ============================================================
// Part 1: GateTraderTestSuite - Inherits base test suite
// ============================================================
// GateTraderTestSuite Gate trader test suite
// Inherits TraderTestSuite and adds Gate-specific mock logic
type GateTraderTestSuite struct {
*testutil.TraderTestSuite
mockServer *httptest.Server
}
// NewGateTraderTestSuite creates Gate test suite with mock server
func NewGateTraderTestSuite(t *testing.T) *GateTraderTestSuite {
// Create mock HTTP server
mockServer := httptest.NewServer(http.HandlerFunc(func(w http.ResponseWriter, r *http.Request) {
path := r.URL.Path
var respBody interface{}
switch {
// Mock GetBalance - /api/v4/futures/usdt/accounts
case strings.Contains(path, "/futures/usdt/accounts"):
respBody = map[string]interface{}{
"total": "10000.00",
"unrealised_pnl": "100.50",
"available": "8000.00",
"currency": "USDT",
}
// Mock GetPositions - /api/v4/futures/usdt/positions
case strings.Contains(path, "/futures/usdt/positions"):
respBody = []map[string]interface{}{
{
"contract": "BTC_USDT",
"size": 500,
"entry_price": "50000.00",
"mark_price": "50500.00",
"unrealised_pnl": "250.00",
"liq_price": "45000.00",
"leverage": "10",
},
}
// Mock GetContract - /api/v4/futures/usdt/contracts/{contract}
case strings.Contains(path, "/futures/usdt/contracts/"):
respBody = map[string]interface{}{
"name": "BTC_USDT",
"quanto_multiplier": "0.001",
"order_price_round": "0.1",
}
// Mock ListFuturesContracts - /api/v4/futures/usdt/contracts
case strings.Contains(path, "/futures/usdt/contracts"):
respBody = []map[string]interface{}{
{
"name": "BTC_USDT",
"quanto_multiplier": "0.001",
"order_price_round": "0.1",
},
{
"name": "ETH_USDT",
"quanto_multiplier": "0.01",
"order_price_round": "0.01",
},
}
// Mock ListFuturesTickers - /api/v4/futures/usdt/tickers
case strings.Contains(path, "/futures/usdt/tickers"):
contract := r.URL.Query().Get("contract")
if contract == "" {
contract = "BTC_USDT"
}
price := "50000.00"
if contract == "ETH_USDT" {
price = "3000.00"
}
respBody = []map[string]interface{}{
{
"contract": contract,
"last": price,
},
}
// Mock CreateFuturesOrder - /api/v4/futures/usdt/orders (POST)
case strings.Contains(path, "/futures/usdt/orders") && r.Method == "POST":
respBody = map[string]interface{}{
"id": 123456,
"contract": "BTC_USDT",
"size": 100,
"status": "finished",
"finish_as": "filled",
"fill_price": "50000.00",
}
// Mock ListFuturesOrders - /api/v4/futures/usdt/orders
case strings.Contains(path, "/futures/usdt/orders"):
respBody = []map[string]interface{}{}
// Mock GetFuturesOrder - /api/v4/futures/usdt/orders/{order_id}
case strings.Contains(path, "/futures/usdt/orders/"):
respBody = map[string]interface{}{
"id": 123456,
"contract": "BTC_USDT",
"size": 100,
"status": "finished",
"finish_as": "filled",
"fill_price": "50000.00",
"create_time": 1234567890.0,
"update_time": 1234567890.0,
"tkfr": "0.0005",
"mkfr": "0.0002",
}
// Mock UpdatePositionLeverage
case strings.Contains(path, "/futures/usdt/positions/") && strings.Contains(path, "/leverage"):
respBody = map[string]interface{}{
"leverage": 10,
}
// Mock ListPriceTriggeredOrders
case strings.Contains(path, "/futures/usdt/price_orders"):
respBody = []map[string]interface{}{}
// Mock ListPositionClose
case strings.Contains(path, "/futures/usdt/position_close"):
respBody = []map[string]interface{}{}
// Default: empty response
default:
respBody = map[string]interface{}{}
}
w.Header().Set("Content-Type", "application/json")
json.NewEncoder(w).Encode(respBody)
}))
// Create trader instance (will need to override URL in actual usage)
traderInstance := NewGateTrader("test_api_key", "test_secret_key")
// Create base suite
baseSuite := testutil.NewTraderTestSuite(t, traderInstance)
return &GateTraderTestSuite{
TraderTestSuite: baseSuite,
mockServer: mockServer,
}
}
// Cleanup cleans up resources
func (s *GateTraderTestSuite) Cleanup() {
if s.mockServer != nil {
s.mockServer.Close()
}
s.TraderTestSuite.Cleanup()
}
// ============================================================
// Part 2: Interface compliance tests
// ============================================================
// TestGateTrader_InterfaceCompliance tests interface compliance
func TestGateTrader_InterfaceCompliance(t *testing.T) {
var _ types.Trader = (*GateTrader)(nil)
}
// ============================================================
// Part 3: Gate-specific feature unit tests
// ============================================================
// TestNewGateTrader tests creating Gate trader
func TestNewGateTrader(t *testing.T) {
tests := []struct {
name string
apiKey string
secretKey string
wantNil bool
}{
{
name: "Successfully create",
apiKey: "test_api_key",
secretKey: "test_secret_key",
wantNil: false,
},
{
name: "Empty API Key can still create",
apiKey: "",
secretKey: "test_secret_key",
wantNil: false,
},
{
name: "Empty Secret Key can still create",
apiKey: "test_api_key",
secretKey: "",
wantNil: false,
},
}
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
gt := NewGateTrader(tt.apiKey, tt.secretKey)
if tt.wantNil {
assert.Nil(t, gt)
} else {
assert.NotNil(t, gt)
assert.NotNil(t, gt.client)
assert.Equal(t, tt.apiKey, gt.apiKey)
assert.Equal(t, tt.secretKey, gt.secretKey)
}
})
}
}
// TestGateTrader_SymbolConversion tests symbol format conversion
func TestGateTrader_SymbolConversion(t *testing.T) {
gt := NewGateTrader("test", "test")
tests := []struct {
name string
input string
expected string
}{
{
name: "BTCUSDT to BTC_USDT",
input: "BTCUSDT",
expected: "BTC_USDT",
},
{
name: "ETHUSDT to ETH_USDT",
input: "ETHUSDT",
expected: "ETH_USDT",
},
{
name: "Already converted format",
input: "BTC_USDT",
expected: "BTC_USDT",
},
{
name: "SOL symbol",
input: "SOLUSDT",
expected: "SOL_USDT",
},
}
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
result := gt.convertSymbol(tt.input)
assert.Equal(t, tt.expected, result)
})
}
}
// TestGateTrader_RevertSymbol tests symbol reversion
func TestGateTrader_RevertSymbol(t *testing.T) {
gt := NewGateTrader("test", "test")
tests := []struct {
name string
input string
expected string
}{
{
name: "BTC_USDT to BTCUSDT",
input: "BTC_USDT",
expected: "BTCUSDT",
},
{
name: "ETH_USDT to ETHUSDT",
input: "ETH_USDT",
expected: "ETHUSDT",
},
{
name: "Already standard format",
input: "BTCUSDT",
expected: "BTCUSDT",
},
}
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
result := gt.revertSymbol(tt.input)
assert.Equal(t, tt.expected, result)
})
}
}
// TestGateTrader_CacheDuration tests cache duration
func TestGateTrader_CacheDuration(t *testing.T) {
gt := NewGateTrader("test", "test")
// Verify default cache time is 15 seconds
assert.Equal(t, 15*time.Second, gt.cacheDuration)
}
// TestGateTrader_ClearCache tests cache clearing
func TestGateTrader_ClearCache(t *testing.T) {
gt := NewGateTrader("test", "test")
// Set some cached data
gt.cachedBalance = map[string]interface{}{"test": "data"}
gt.cachedPositions = []map[string]interface{}{{"test": "data"}}
// Clear cache
gt.clearCache()
// Verify cache is cleared
assert.Nil(t, gt.cachedBalance)
assert.Nil(t, gt.cachedPositions)
}
// ============================================================
// Part 4: Mock server integration tests
// ============================================================
// TestGateTrader_MockServerResponseFormat tests mock server response format
func TestGateTrader_MockServerResponseFormat(t *testing.T) {
suite := NewGateTraderTestSuite(t)
defer suite.Cleanup()
// Verify mock server is running
assert.NotNil(t, suite.mockServer)
assert.NotEmpty(t, suite.mockServer.URL)
}

View File

@@ -194,119 +194,3 @@ func getBreakoutAction(level market.BreakoutLevel) BreakoutAction {
return BreakoutActionNone
}
}
// ============================================================================
// Task 10: Grid Direction Adjustment
// ============================================================================
const (
// BreakoutActionAdjustDirection adjusts grid direction based on breakout
BreakoutActionAdjustDirection BreakoutAction = 4
)
// determineGridDirection determines the new grid direction based on box breakout
// currentDirection: the current grid direction
// breakoutLevel: which box level has been broken (short/mid/long)
// direction: breakout direction ("up" or "down")
// Returns: the new grid direction
func determineGridDirection(box *market.BoxData, currentDirection market.GridDirection, breakoutLevel market.BreakoutLevel, direction string) market.GridDirection {
if box == nil {
return currentDirection
}
price := box.CurrentPrice
switch breakoutLevel {
case market.BreakoutShort:
// Short box breakout: bias direction
// Still within mid box, so not a full trend yet
if direction == "up" {
return market.GridDirectionLongBias
}
return market.GridDirectionShortBias
case market.BreakoutMid:
// Mid box breakout: full direction
// More significant move, commit fully
if direction == "up" {
return market.GridDirectionLong
}
return market.GridDirectionShort
case market.BreakoutLong:
// Long box breakout: handled by existing emergency logic
// Return current direction, let existing handlers take over
return currentDirection
case market.BreakoutNone:
// No breakout - check if we should recover toward neutral
return determineRecoveryDirection(price, box, currentDirection)
default:
return currentDirection
}
}
// determineRecoveryDirection determines if grid direction should recover toward neutral
// This implements the gradual recovery logic: long → long_bias → neutral ← short_bias ← short
func determineRecoveryDirection(price float64, box *market.BoxData, currentDirection market.GridDirection) market.GridDirection {
// Check if price is back inside the short box
insideShortBox := price >= box.ShortLower && price <= box.ShortUpper
if !insideShortBox {
// Still outside short box, maintain current direction
return currentDirection
}
// Price is inside short box, start recovery toward neutral
switch currentDirection {
case market.GridDirectionLong:
// Full long → bias long
return market.GridDirectionLongBias
case market.GridDirectionLongBias:
// Bias long → neutral
return market.GridDirectionNeutral
case market.GridDirectionShort:
// Full short → bias short
return market.GridDirectionShortBias
case market.GridDirectionShortBias:
// Bias short → neutral
return market.GridDirectionNeutral
default:
return currentDirection
}
}
// getBreakoutActionWithDirection returns the appropriate action for a breakout level
// when direction adjustment is enabled
func getBreakoutActionWithDirection(level market.BreakoutLevel, enableDirectionAdjust bool) BreakoutAction {
if !enableDirectionAdjust {
// Fall back to original behavior
return getBreakoutAction(level)
}
switch level {
case market.BreakoutShort:
// Short box breakout with direction adjustment: adjust direction instead of reducing position
return BreakoutActionAdjustDirection
case market.BreakoutMid:
// Mid box breakout with direction adjustment: adjust to full direction
return BreakoutActionAdjustDirection
case market.BreakoutLong:
// Long box breakout: always trigger emergency handling
return BreakoutActionCloseAll
default:
return BreakoutActionNone
}
}
// shouldRecoverDirection checks if the current grid direction should start recovering toward neutral
func shouldRecoverDirection(box *market.BoxData, currentDirection market.GridDirection) bool {
if box == nil || currentDirection == market.GridDirectionNeutral {
return false
}
price := box.CurrentPrice
// Check if price is back inside the short box
return price >= box.ShortLower && price <= box.ShortUpper
}

View File

@@ -120,223 +120,3 @@ func TestGetBreakoutAction(t *testing.T) {
})
}
}
// ============================================================================
// Grid Direction Tests
// ============================================================================
func TestGetBuySellRatio(t *testing.T) {
tests := []struct {
name string
direction market.GridDirection
biasRatio float64
wantBuy float64
wantSell float64
}{
{"neutral", market.GridDirectionNeutral, 0.7, 0.5, 0.5},
{"long", market.GridDirectionLong, 0.7, 1.0, 0.0},
{"short", market.GridDirectionShort, 0.7, 0.0, 1.0},
{"long_bias_default", market.GridDirectionLongBias, 0.7, 0.7, 0.3},
{"short_bias_default", market.GridDirectionShortBias, 0.7, 0.3, 0.7},
{"long_bias_custom", market.GridDirectionLongBias, 0.8, 0.8, 0.2},
{"short_bias_custom", market.GridDirectionShortBias, 0.8, 0.2, 0.8},
{"invalid_bias_uses_default", market.GridDirectionLongBias, 0, 0.7, 0.3},
{"negative_bias_uses_default", market.GridDirectionLongBias, -1, 0.7, 0.3},
}
const tolerance = 0.0001
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
buy, sell := tt.direction.GetBuySellRatio(tt.biasRatio)
buyDiff := buy - tt.wantBuy
sellDiff := sell - tt.wantSell
if buyDiff < -tolerance || buyDiff > tolerance || sellDiff < -tolerance || sellDiff > tolerance {
t.Errorf("GetBuySellRatio(%v, %v) = (%v, %v), want (%v, %v)",
tt.direction, tt.biasRatio, buy, sell, tt.wantBuy, tt.wantSell)
}
})
}
}
func TestDetermineGridDirection(t *testing.T) {
box := &market.BoxData{
ShortUpper: 100,
ShortLower: 90,
MidUpper: 105,
MidLower: 85,
LongUpper: 110,
LongLower: 80,
CurrentPrice: 95,
}
tests := []struct {
name string
currentDirection market.GridDirection
breakoutLevel market.BreakoutLevel
direction string
expected market.GridDirection
}{
// Short box breakouts
{
name: "short_breakout_up_neutral",
currentDirection: market.GridDirectionNeutral,
breakoutLevel: market.BreakoutShort,
direction: "up",
expected: market.GridDirectionLongBias,
},
{
name: "short_breakout_down_neutral",
currentDirection: market.GridDirectionNeutral,
breakoutLevel: market.BreakoutShort,
direction: "down",
expected: market.GridDirectionShortBias,
},
// Mid box breakouts
{
name: "mid_breakout_up",
currentDirection: market.GridDirectionLongBias,
breakoutLevel: market.BreakoutMid,
direction: "up",
expected: market.GridDirectionLong,
},
{
name: "mid_breakout_down",
currentDirection: market.GridDirectionShortBias,
breakoutLevel: market.BreakoutMid,
direction: "down",
expected: market.GridDirectionShort,
},
// Long box breakout - maintains current (emergency handling)
{
name: "long_breakout_maintains",
currentDirection: market.GridDirectionLong,
breakoutLevel: market.BreakoutLong,
direction: "up",
expected: market.GridDirectionLong,
},
// No breakout - tests recovery logic
{
name: "no_breakout_neutral_stays",
currentDirection: market.GridDirectionNeutral,
breakoutLevel: market.BreakoutNone,
direction: "",
expected: market.GridDirectionNeutral,
},
}
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
result := determineGridDirection(box, tt.currentDirection, tt.breakoutLevel, tt.direction)
if result != tt.expected {
t.Errorf("determineGridDirection() = %v, want %v", result, tt.expected)
}
})
}
}
func TestDetermineRecoveryDirection(t *testing.T) {
box := &market.BoxData{
ShortUpper: 100,
ShortLower: 90,
MidUpper: 105,
MidLower: 85,
LongUpper: 110,
LongLower: 80,
CurrentPrice: 95, // Inside short box
}
tests := []struct {
name string
price float64
currentDirection market.GridDirection
expected market.GridDirection
}{
// Inside short box - should recover
{"long_to_long_bias", 95, market.GridDirectionLong, market.GridDirectionLongBias},
{"long_bias_to_neutral", 95, market.GridDirectionLongBias, market.GridDirectionNeutral},
{"short_to_short_bias", 95, market.GridDirectionShort, market.GridDirectionShortBias},
{"short_bias_to_neutral", 95, market.GridDirectionShortBias, market.GridDirectionNeutral},
{"neutral_stays_neutral", 95, market.GridDirectionNeutral, market.GridDirectionNeutral},
// Outside short box - should maintain
{"long_outside_stays", 101, market.GridDirectionLong, market.GridDirectionLong},
{"short_outside_stays", 89, market.GridDirectionShort, market.GridDirectionShort},
}
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
result := determineRecoveryDirection(tt.price, box, tt.currentDirection)
if result != tt.expected {
t.Errorf("determineRecoveryDirection(%v, %v) = %v, want %v",
tt.price, tt.currentDirection, result, tt.expected)
}
})
}
}
func TestGetBreakoutActionWithDirection(t *testing.T) {
tests := []struct {
name string
level market.BreakoutLevel
enableDirectionAdjust bool
expected BreakoutAction
}{
// Direction adjustment disabled - original behavior
{"short_disabled", market.BreakoutShort, false, BreakoutActionReducePosition},
{"mid_disabled", market.BreakoutMid, false, BreakoutActionPauseGrid},
{"long_disabled", market.BreakoutLong, false, BreakoutActionCloseAll},
// Direction adjustment enabled
{"short_enabled", market.BreakoutShort, true, BreakoutActionAdjustDirection},
{"mid_enabled", market.BreakoutMid, true, BreakoutActionAdjustDirection},
{"long_enabled", market.BreakoutLong, true, BreakoutActionCloseAll}, // Long always triggers emergency
{"none_enabled", market.BreakoutNone, true, BreakoutActionNone},
}
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
action := getBreakoutActionWithDirection(tt.level, tt.enableDirectionAdjust)
if action != tt.expected {
t.Errorf("getBreakoutActionWithDirection(%v, %v) = %v, want %v",
tt.level, tt.enableDirectionAdjust, action, tt.expected)
}
})
}
}
func TestShouldRecoverDirection(t *testing.T) {
box := &market.BoxData{
ShortUpper: 100,
ShortLower: 90,
MidUpper: 105,
MidLower: 85,
LongUpper: 110,
LongLower: 80,
CurrentPrice: 95,
}
tests := []struct {
name string
price float64
direction market.GridDirection
expected bool
}{
{"neutral_inside_no_recovery", 95, market.GridDirectionNeutral, false},
{"long_inside_should_recover", 95, market.GridDirectionLong, true},
{"long_outside_no_recovery", 101, market.GridDirectionLong, false},
{"short_inside_should_recover", 95, market.GridDirectionShort, true},
{"short_outside_no_recovery", 89, market.GridDirectionShort, false},
{"long_bias_inside_should_recover", 95, market.GridDirectionLongBias, true},
}
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
box.CurrentPrice = tt.price
result := shouldRecoverDirection(box, tt.direction)
if result != tt.expected {
t.Errorf("shouldRecoverDirection(price=%v, %v) = %v, want %v",
tt.price, tt.direction, result, tt.expected)
}
})
}
}

View File

@@ -1,4 +1,4 @@
package hyperliquid
package trader
import (
"fmt"

View File

@@ -1,4 +1,4 @@
package hyperliquid
package trader
import (
"math"

View File

@@ -1,4 +1,4 @@
package hyperliquid
package trader
import (
"bytes"
@@ -16,18 +16,16 @@ import (
"github.com/ethereum/go-ethereum/crypto"
"github.com/sonirico/go-hyperliquid"
"nofx/trader/types"
)
// HyperliquidTrader Hyperliquid trader
type HyperliquidTrader struct {
exchange *hyperliquid.Exchange
ctx context.Context
walletAddr string
meta *hyperliquid.Meta // Cache meta information (including precision)
metaMutex sync.RWMutex // Protect concurrent access to meta field
isCrossMargin bool // Whether to use cross margin mode
isUnifiedAccount bool // Whether to use Unified Account mode (Spot as collateral for Perps)
exchange *hyperliquid.Exchange
ctx context.Context
walletAddr string
meta *hyperliquid.Meta // Cache meta information (including precision)
metaMutex sync.RWMutex // Protect concurrent access to meta field
isCrossMargin bool // Whether to use cross margin mode
// xyz dex support (stocks, forex, commodities)
xyzMeta *xyzDexMeta
xyzMetaMutex sync.RWMutex
@@ -81,8 +79,7 @@ func isXyzDexAsset(symbol string) bool {
}
// NewHyperliquidTrader creates a Hyperliquid trader
// unifiedAccount: when true, Spot USDC balance is used as collateral for Perp trading
func NewHyperliquidTrader(privateKeyHex string, walletAddr string, testnet bool, unifiedAccount bool) (*HyperliquidTrader, error) {
func NewHyperliquidTrader(privateKeyHex string, walletAddr string, testnet bool) (*HyperliquidTrader, error) {
// Remove 0x prefix from private key (if present, case-insensitive)
privateKeyHex = strings.TrimPrefix(strings.ToLower(privateKeyHex), "0x")
@@ -177,19 +174,14 @@ func NewHyperliquidTrader(privateKeyHex string, walletAddr string, testnet bool,
}
}
if unifiedAccount {
logger.Infof("✓ Unified Account mode enabled: Spot USDC will be used as collateral for Perp trading")
}
return &HyperliquidTrader{
exchange: exchange,
ctx: ctx,
walletAddr: walletAddr,
meta: meta,
isCrossMargin: true, // Use cross margin mode by default
isUnifiedAccount: unifiedAccount, // Unified Account: Spot as Perp collateral
privateKey: privateKey,
isTestnet: testnet,
exchange: exchange,
ctx: ctx,
walletAddr: walletAddr,
meta: meta,
isCrossMargin: true, // Use cross margin mode by default
privateKey: privateKey,
isTestnet: testnet,
}, nil
}
@@ -257,7 +249,7 @@ func (t *HyperliquidTrader) GetBalance() (map[string]interface{}, error) {
// AccountValue = Total account equity (includes idle funds + position value + unrealized PnL)
// TotalMarginUsed = Margin used by positions (included in AccountValue, for display only)
//
// To be compatible with auto_types.go calculation logic (totalEquity = totalWalletBalance + totalUnrealizedProfit)
// To be compatible with auto_trader.go calculation logic (totalEquity = totalWalletBalance + totalUnrealizedProfit)
// Need to return "wallet balance without unrealized PnL"
walletBalanceWithoutUnrealized := accountValue - totalUnrealizedPnl
@@ -311,18 +303,9 @@ func (t *HyperliquidTrader) GetBalance() (map[string]interface{}, error) {
// Note: totalWalletBalance + totalUnrealizedPnlAll should equal this
totalEquityCalculated := accountValue + spotUSDCBalance + xyzAccountValue
// ✅ Step 7: Unified Account mode - Spot USDC is used as collateral for Perps
// In this mode, available balance includes Spot USDC since it can be used for Perp margin
if t.isUnifiedAccount && spotUSDCBalance > 0 {
// Add Spot balance to available balance for trading
availableBalance = availableBalance + spotUSDCBalance
logger.Infof("✓ Unified Account: Spot %.2f USDC added to available balance (total: %.2f)",
spotUSDCBalance, availableBalance)
}
result["totalWalletBalance"] = totalWalletBalance // Total assets (Perp + Spot + xyz) - unrealized
result["totalEquity"] = totalEquityCalculated // Total equity = Perp AV + Spot + xyz AV
result["availableBalance"] = availableBalance // Available balance (Perp + Spot if unified)
result["availableBalance"] = availableBalance // Available balance (Perpetuals only)
result["totalUnrealizedProfit"] = totalUnrealizedPnlAll // Unrealized PnL (Perpetuals + xyz)
result["spotBalance"] = spotUSDCBalance // Spot balance
result["xyzDexBalance"] = xyzAccountValue // xyz dex equity (stock perps, forex, commodities)
@@ -1967,14 +1950,14 @@ func absFloat(x float64) float64 {
// GetClosedPnL gets recent closing trades from Hyperliquid
// Note: Hyperliquid does NOT have a position history API, only fill history.
// This returns individual closing trades for real-time position closure detection.
func (t *HyperliquidTrader) GetClosedPnL(startTime time.Time, limit int) ([]types.ClosedPnLRecord, error) {
func (t *HyperliquidTrader) GetClosedPnL(startTime time.Time, limit int) ([]ClosedPnLRecord, error) {
trades, err := t.GetTrades(startTime, limit)
if err != nil {
return nil, err
}
// Filter only closing trades (realizedPnl != 0)
var records []types.ClosedPnLRecord
var records []ClosedPnLRecord
for _, trade := range trades {
if trade.RealizedPnL == 0 {
continue
@@ -1998,7 +1981,7 @@ func (t *HyperliquidTrader) GetClosedPnL(startTime time.Time, limit int) ([]type
}
}
records = append(records, types.ClosedPnLRecord{
records = append(records, ClosedPnLRecord{
Symbol: trade.Symbol,
Side: side,
EntryPrice: entryPrice,
@@ -2018,7 +2001,7 @@ func (t *HyperliquidTrader) GetClosedPnL(startTime time.Time, limit int) ([]type
}
// GetTrades retrieves trade history from Hyperliquid
func (t *HyperliquidTrader) GetTrades(startTime time.Time, limit int) ([]types.TradeRecord, error) {
func (t *HyperliquidTrader) GetTrades(startTime time.Time, limit int) ([]TradeRecord, error) {
// Use UserFillsByTime API
startTimeMs := startTime.UnixMilli()
fills, err := t.exchange.Info().UserFillsByTime(t.ctx, t.walletAddr, startTimeMs, nil, nil)
@@ -2026,7 +2009,7 @@ func (t *HyperliquidTrader) GetTrades(startTime time.Time, limit int) ([]types.T
return nil, fmt.Errorf("failed to get user fills: %w", err)
}
var trades []types.TradeRecord
var trades []TradeRecord
for _, fill := range fills {
price, _ := strconv.ParseFloat(fill.Price, 64)
qty, _ := strconv.ParseFloat(fill.Size, 64)
@@ -2071,7 +2054,7 @@ func (t *HyperliquidTrader) GetTrades(startTime time.Time, limit int) ([]types.T
}
// Hyperliquid uses one-way mode, so PositionSide is "BOTH"
trade := types.TradeRecord{
trade := TradeRecord{
TradeID: strconv.FormatInt(fill.Tid, 10),
Symbol: fill.Coin,
Side: side,
@@ -2099,13 +2082,13 @@ func (t *HyperliquidTrader) GetTrades(startTime time.Time, limit int) ([]types.T
var defaultBuilder *hyperliquid.BuilderInfo = nil
// GetOpenOrders gets all open/pending orders for a symbol
func (t *HyperliquidTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, error) {
func (t *HyperliquidTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
openOrders, err := t.exchange.Info().OpenOrders(t.ctx, t.walletAddr)
if err != nil {
return nil, fmt.Errorf("failed to get open orders: %w", err)
}
var result []types.OpenOrder
var result []OpenOrder
for _, order := range openOrders {
if order.Coin != symbol {
continue
@@ -2116,7 +2099,7 @@ func (t *HyperliquidTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, err
side = "SELL"
}
result = append(result, types.OpenOrder{
result = append(result, OpenOrder{
OrderID: fmt.Sprintf("%d", order.Oid),
Symbol: order.Coin,
Side: side,
@@ -2134,7 +2117,7 @@ func (t *HyperliquidTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, err
// PlaceLimitOrder places a limit order for grid trading
// Implements GridTrader interface
func (t *HyperliquidTrader) PlaceLimitOrder(req *types.LimitOrderRequest) (*types.LimitOrderResult, error) {
func (t *HyperliquidTrader) PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderResult, error) {
coin := convertSymbolToHyperliquid(req.Symbol)
// Set leverage if specified and not xyz dex
@@ -2182,7 +2165,7 @@ func (t *HyperliquidTrader) PlaceLimitOrder(req *types.LimitOrderRequest) (*type
logger.Infof("✓ [Hyperliquid] Limit order placed: %s %s @ %.4f",
coin, req.Side, roundedPrice)
return &types.LimitOrderResult{
return &LimitOrderResult{
OrderID: orderID,
ClientID: req.ClientID,
Symbol: req.Symbol,

View File

@@ -1,4 +1,4 @@
package hyperliquid
package trader
import (
"context"
@@ -11,7 +11,7 @@ import (
// TestMetaConcurrentAccess tests that concurrent access to meta field is safe
func TestMetaConcurrentAccess(t *testing.T) {
// Create a HyperliquidTrader instance with meta initialized
ht := &HyperliquidTrader{
trader := &HyperliquidTrader{
ctx: context.Background(),
meta: &hyperliquid.Meta{
Universe: []hyperliquid.AssetInfo{
@@ -32,7 +32,7 @@ func TestMetaConcurrentAccess(t *testing.T) {
go func() {
defer wg.Done()
// This should not cause race conditions
decimals := ht.getSzDecimals("BTC")
decimals := trader.getSzDecimals("BTC")
if decimals != 5 {
t.Errorf("Expected decimals 5, got %d", decimals)
}
@@ -44,7 +44,7 @@ func TestMetaConcurrentAccess(t *testing.T) {
// TestMetaConcurrentReadWrite tests concurrent reads and writes to meta field
func TestMetaConcurrentReadWrite(t *testing.T) {
ht := &HyperliquidTrader{
trader := &HyperliquidTrader{
ctx: context.Background(),
meta: &hyperliquid.Meta{
Universe: []hyperliquid.AssetInfo{
@@ -62,7 +62,7 @@ func TestMetaConcurrentReadWrite(t *testing.T) {
wg.Add(1)
go func() {
defer wg.Done()
ht.getSzDecimals("BTC")
trader.getSzDecimals("BTC")
}()
}
@@ -72,36 +72,36 @@ func TestMetaConcurrentReadWrite(t *testing.T) {
go func(iteration int) {
defer wg.Done()
// Simulate meta update
ht.metaMutex.Lock()
ht.meta = &hyperliquid.Meta{
trader.metaMutex.Lock()
trader.meta = &hyperliquid.Meta{
Universe: []hyperliquid.AssetInfo{
{Name: "BTC", SzDecimals: 5 + iteration%3},
{Name: "ETH", SzDecimals: 4},
},
}
ht.metaMutex.Unlock()
trader.metaMutex.Unlock()
}(i)
}
wg.Wait()
// Verify meta is not nil after all operations
ht.metaMutex.RLock()
if ht.meta == nil {
trader.metaMutex.RLock()
if trader.meta == nil {
t.Error("Meta should not be nil after concurrent operations")
}
ht.metaMutex.RUnlock()
trader.metaMutex.RUnlock()
}
// TestGetSzDecimals_NilMeta tests getSzDecimals with nil meta
func TestGetSzDecimals_NilMeta(t *testing.T) {
ht := &HyperliquidTrader{
trader := &HyperliquidTrader{
meta: nil,
metaMutex: sync.RWMutex{},
}
// Should return default value 4 when meta is nil
decimals := ht.getSzDecimals("BTC")
decimals := trader.getSzDecimals("BTC")
expectedDecimals := 4
if decimals != expectedDecimals {
@@ -111,7 +111,7 @@ func TestGetSzDecimals_NilMeta(t *testing.T) {
// TestGetSzDecimals_ValidMeta tests getSzDecimals with valid meta
func TestGetSzDecimals_ValidMeta(t *testing.T) {
ht := &HyperliquidTrader{
trader := &HyperliquidTrader{
meta: &hyperliquid.Meta{
Universe: []hyperliquid.AssetInfo{
{Name: "BTC", SzDecimals: 5},
@@ -133,7 +133,7 @@ func TestGetSzDecimals_ValidMeta(t *testing.T) {
for _, tt := range tests {
t.Run(tt.coin, func(t *testing.T) {
decimals := ht.getSzDecimals(tt.coin)
decimals := trader.getSzDecimals(tt.coin)
if decimals != tt.expectedDecimals {
t.Errorf("For coin %s, expected decimals %d, got %d", tt.coin, tt.expectedDecimals, decimals)
}
@@ -144,7 +144,7 @@ func TestGetSzDecimals_ValidMeta(t *testing.T) {
// TestMetaMutex_NoRaceCondition tests that using -race detector finds no issues
// Run with: go test -race -run TestMetaMutex_NoRaceCondition
func TestMetaMutex_NoRaceCondition(t *testing.T) {
ht := &HyperliquidTrader{
trader := &HyperliquidTrader{
ctx: context.Background(),
meta: &hyperliquid.Meta{
Universe: []hyperliquid.AssetInfo{
@@ -163,8 +163,8 @@ func TestMetaMutex_NoRaceCondition(t *testing.T) {
wg.Add(1)
go func() {
defer wg.Done()
ht.getSzDecimals("BTC")
ht.getSzDecimals("ETH")
trader.getSzDecimals("BTC")
trader.getSzDecimals("ETH")
}()
}
@@ -173,15 +173,15 @@ func TestMetaMutex_NoRaceCondition(t *testing.T) {
wg.Add(1)
go func(idx int) {
defer wg.Done()
ht.metaMutex.Lock()
ht.meta = &hyperliquid.Meta{
trader.metaMutex.Lock()
trader.meta = &hyperliquid.Meta{
Universe: []hyperliquid.AssetInfo{
{Name: "BTC", SzDecimals: 5},
{Name: "ETH", SzDecimals: 4},
{Name: "SOL", SzDecimals: 3},
},
}
ht.metaMutex.Unlock()
trader.metaMutex.Unlock()
}(i)
}

View File

@@ -1,4 +1,4 @@
package hyperliquid
package trader
import (
"context"
@@ -11,8 +11,6 @@ import (
"github.com/ethereum/go-ethereum/crypto"
"github.com/sonirico/go-hyperliquid"
"github.com/stretchr/testify/assert"
"nofx/trader/testutil"
"nofx/trader/types"
)
// ============================================================
@@ -22,9 +20,9 @@ import (
// HyperliquidTestSuite Hyperliquid trader test suite
// Inherits TraderTestSuite and adds Hyperliquid-specific mock logic
type HyperliquidTestSuite struct {
*testutil.TraderTestSuite // Embeds base test suite
mockServer *httptest.Server
privateKey *ecdsa.PrivateKey
*TraderTestSuite // Embeds base test suite
mockServer *httptest.Server
privateKey *ecdsa.PrivateKey
}
// NewHyperliquidTestSuite Create Hyperliquid test suite
@@ -218,7 +216,7 @@ func NewHyperliquidTestSuite(t *testing.T) *HyperliquidTestSuite {
},
}
traderInstance := &HyperliquidTrader{
trader := &HyperliquidTrader{
exchange: exchange,
ctx: ctx,
walletAddr: walletAddr,
@@ -227,7 +225,7 @@ func NewHyperliquidTestSuite(t *testing.T) *HyperliquidTestSuite {
}
// Create base suite
baseSuite := testutil.NewTraderTestSuite(t, traderInstance)
baseSuite := NewTraderTestSuite(t, trader)
return &HyperliquidTestSuite{
TraderTestSuite: baseSuite,
@@ -250,7 +248,7 @@ func (s *HyperliquidTestSuite) Cleanup() {
// TestHyperliquidTrader_InterfaceCompliance Test interface compliance
func TestHyperliquidTrader_InterfaceCompliance(t *testing.T) {
var _ types.Trader = (*HyperliquidTrader)(nil)
var _ Trader = (*HyperliquidTrader)(nil)
}
// TestHyperliquidTrader_CommonInterface Run all common interface tests using test suite
@@ -564,8 +562,8 @@ func TestHyperliquidTrader_GetSzDecimals(t *testing.T) {
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
ht := &HyperliquidTrader{meta: tt.meta}
result := ht.getSzDecimals(tt.coin)
trader := &HyperliquidTrader{meta: tt.meta}
result := trader.getSzDecimals(tt.coin)
assert.Equal(t, tt.expected, result)
})
}

View File

@@ -1,878 +0,0 @@
package indodax
import (
"crypto/hmac"
"crypto/sha512"
"encoding/hex"
"encoding/json"
"fmt"
"io"
"math"
"net/http"
"net/url"
"nofx/logger"
"nofx/trader/types"
"strconv"
"strings"
"sync"
"time"
)
// Indodax API endpoints
const (
indodaxBaseURL = "https://indodax.com"
indodaxPublicAPI = "/api"
indodaxPrivateAPI = "/tapi"
)
// IndodaxTrader implements types.Trader interface for Indodax Spot Exchange
// Indodax is Indonesia's largest crypto exchange, supporting IDR (Indonesian Rupiah) pairs.
// Since Indodax is spot-only, futures-specific methods (OpenShort, CloseShort, leverage, etc.)
// are gracefully stubbed.
type IndodaxTrader struct {
apiKey string
secretKey string
httpClient *http.Client
nonce int64
nonceMutex sync.Mutex
// Cache for pair info
pairCache map[string]*IndodaxPair
pairCacheMutex sync.RWMutex
pairCacheTime time.Time
// Cache for balance
cachedBalance map[string]interface{}
cachedPositions []map[string]interface{}
balanceCacheTime time.Time
positionCacheTime time.Time
cacheDuration time.Duration
cacheMutex sync.RWMutex
}
// IndodaxPair represents a trading pair on Indodax
type IndodaxPair struct {
ID string `json:"id"`
Symbol string `json:"symbol"`
BaseCurrency string `json:"base_currency"`
TradedCurrency string `json:"traded_currency"`
TradedCurrencyUnit string `json:"traded_currency_unit"`
Description string `json:"description"`
TickerID string `json:"ticker_id"`
VolumePrecision int `json:"volume_precision"`
PricePrecision float64 `json:"price_precision"`
PriceRound int `json:"price_round"`
Pricescale float64 `json:"pricescale"`
TradeMinBaseCurrency float64 `json:"trade_min_base_currency"`
TradeMinTradedCurrency float64 `json:"trade_min_traded_currency"`
}
// IndodaxResponse represents the standard Indodax private API response
type IndodaxResponse struct {
Success int `json:"success"`
Return json.RawMessage `json:"return,omitempty"`
Error string `json:"error,omitempty"`
ErrorCode string `json:"error_code,omitempty"`
}
// IndodaxTicker represents ticker data
type IndodaxTicker struct {
High string `json:"high"`
Low string `json:"low"`
Last string `json:"last"`
Buy string `json:"buy"`
Sell string `json:"sell"`
ServerTime int64 `json:"server_time"`
}
// IndodaxTickerResponse wraps ticker response
type IndodaxTickerResponse struct {
Ticker IndodaxTicker `json:"ticker"`
}
// NewIndodaxTrader creates a new Indodax trader instance
func NewIndodaxTrader(apiKey, secretKey string) *IndodaxTrader {
return &IndodaxTrader{
apiKey: apiKey,
secretKey: secretKey,
httpClient: &http.Client{Timeout: 30 * time.Second},
nonce: time.Now().UnixMilli(),
pairCache: make(map[string]*IndodaxPair),
cacheDuration: 15 * time.Second,
}
}
// getNonce returns a unique incrementing nonce for each request
func (t *IndodaxTrader) getNonce() int64 {
t.nonceMutex.Lock()
defer t.nonceMutex.Unlock()
t.nonce++
return t.nonce
}
// sign generates HMAC-SHA512 signature for request body
func (t *IndodaxTrader) sign(body string) string {
mac := hmac.New(sha512.New, []byte(t.secretKey))
mac.Write([]byte(body))
return hex.EncodeToString(mac.Sum(nil))
}
// doPublicRequest makes a public API GET request
func (t *IndodaxTrader) doPublicRequest(path string) ([]byte, error) {
reqURL := indodaxBaseURL + indodaxPublicAPI + path
req, err := http.NewRequest("GET", reqURL, nil)
if err != nil {
return nil, fmt.Errorf("failed to create request: %w", err)
}
resp, err := t.httpClient.Do(req)
if err != nil {
return nil, fmt.Errorf("request failed: %w", err)
}
defer resp.Body.Close()
data, err := io.ReadAll(resp.Body)
if err != nil {
return nil, fmt.Errorf("failed to read response: %w", err)
}
if resp.StatusCode != http.StatusOK {
return nil, fmt.Errorf("HTTP %d: %s", resp.StatusCode, string(data))
}
return data, nil
}
// doPrivateRequest makes a signed private API POST request
func (t *IndodaxTrader) doPrivateRequest(params url.Values) ([]byte, error) {
reqURL := indodaxBaseURL + indodaxPrivateAPI
// Add nonce
params.Set("nonce", strconv.FormatInt(t.getNonce(), 10))
body := params.Encode()
signature := t.sign(body)
req, err := http.NewRequest("POST", reqURL, strings.NewReader(body))
if err != nil {
return nil, fmt.Errorf("failed to create request: %w", err)
}
req.Header.Set("Content-Type", "application/x-www-form-urlencoded")
req.Header.Set("Key", t.apiKey)
req.Header.Set("Sign", signature)
resp, err := t.httpClient.Do(req)
if err != nil {
return nil, fmt.Errorf("request failed: %w", err)
}
defer resp.Body.Close()
data, err := io.ReadAll(resp.Body)
if err != nil {
return nil, fmt.Errorf("failed to read response: %w", err)
}
if resp.StatusCode == http.StatusTooManyRequests {
return nil, fmt.Errorf("rate limit exceeded, please try again later")
}
// Parse response to check success
var apiResp IndodaxResponse
if err := json.Unmarshal(data, &apiResp); err != nil {
return nil, fmt.Errorf("failed to parse response: %w (body: %s)", err, string(data))
}
if apiResp.Success != 1 {
return nil, fmt.Errorf("API error: %s (code: %s)", apiResp.Error, apiResp.ErrorCode)
}
return apiResp.Return, nil
}
// convertSymbol converts standard symbol to Indodax format
// e.g. BTCIDR -> btc_idr, ETHIDR -> eth_idr
func (t *IndodaxTrader) convertSymbol(symbol string) string {
s := strings.ToLower(symbol)
// Already in Indodax format (contains underscore)
if strings.Contains(s, "_") {
return s
}
// Try to split by known base currencies
for _, base := range []string{"idr", "btc", "usdt"} {
if strings.HasSuffix(s, base) {
traded := strings.TrimSuffix(s, base)
if traded != "" {
return traded + "_" + base
}
}
}
return s
}
// convertSymbolBack converts Indodax format back to standard
// e.g. btc_idr -> BTCIDR
func (t *IndodaxTrader) convertSymbolBack(indodaxSymbol string) string {
return strings.ToUpper(strings.ReplaceAll(indodaxSymbol, "_", ""))
}
// getCoinFromSymbol extracts the traded currency from a symbol
// e.g. btc_idr -> btc, eth_idr -> eth
func (t *IndodaxTrader) getCoinFromSymbol(symbol string) string {
pair := t.convertSymbol(symbol)
parts := strings.Split(pair, "_")
if len(parts) >= 1 {
return parts[0]
}
return strings.ToLower(symbol)
}
// loadPairs loads trading pair information from the public API
func (t *IndodaxTrader) loadPairs() error {
t.pairCacheMutex.RLock()
if len(t.pairCache) > 0 && time.Since(t.pairCacheTime) < 5*time.Minute {
t.pairCacheMutex.RUnlock()
return nil
}
t.pairCacheMutex.RUnlock()
data, err := t.doPublicRequest("/pairs")
if err != nil {
return fmt.Errorf("failed to load pairs: %w", err)
}
var pairs []IndodaxPair
if err := json.Unmarshal(data, &pairs); err != nil {
return fmt.Errorf("failed to parse pairs: %w", err)
}
t.pairCacheMutex.Lock()
defer t.pairCacheMutex.Unlock()
t.pairCache = make(map[string]*IndodaxPair)
for i := range pairs {
p := pairs[i]
t.pairCache[p.TickerID] = &p
// Also index by ID (e.g. "btcidr")
t.pairCache[p.ID] = &p
}
t.pairCacheTime = time.Now()
logger.Infof("[Indodax] Loaded %d trading pairs", len(pairs))
return nil
}
// getPair gets pair info for a symbol
func (t *IndodaxTrader) getPair(symbol string) (*IndodaxPair, error) {
if err := t.loadPairs(); err != nil {
return nil, err
}
pairID := t.convertSymbol(symbol)
t.pairCacheMutex.RLock()
defer t.pairCacheMutex.RUnlock()
if pair, ok := t.pairCache[pairID]; ok {
return pair, nil
}
// Try without underscore
noUnderscore := strings.ReplaceAll(pairID, "_", "")
if pair, ok := t.pairCache[noUnderscore]; ok {
return pair, nil
}
return nil, fmt.Errorf("pair not found: %s", symbol)
}
// clearCache clears cached data
func (t *IndodaxTrader) clearCache() {
t.cacheMutex.Lock()
defer t.cacheMutex.Unlock()
t.cachedBalance = nil
t.cachedPositions = nil
}
// ============================================================
// types.Trader interface implementation
// ============================================================
// GetBalance gets account balance from Indodax
func (t *IndodaxTrader) GetBalance() (map[string]interface{}, error) {
// Check cache
t.cacheMutex.RLock()
if t.cachedBalance != nil && time.Since(t.balanceCacheTime) < t.cacheDuration {
cached := t.cachedBalance
t.cacheMutex.RUnlock()
return cached, nil
}
t.cacheMutex.RUnlock()
params := url.Values{}
params.Set("method", "getInfo")
data, err := t.doPrivateRequest(params)
if err != nil {
return nil, fmt.Errorf("failed to get account info: %w", err)
}
var result struct {
ServerTime int64 `json:"server_time"`
Balance map[string]interface{} `json:"balance"`
BalanceHold map[string]interface{} `json:"balance_hold"`
UserID string `json:"user_id"`
Name string `json:"name"`
Email string `json:"email"`
}
if err := json.Unmarshal(data, &result); err != nil {
return nil, fmt.Errorf("failed to parse balance: %w", err)
}
// Calculate total balance in IDR
idrBalance := parseFloat(result.Balance["idr"])
idrHold := parseFloat(result.BalanceHold["idr"])
totalIDR := idrBalance + idrHold
balance := map[string]interface{}{
"totalWalletBalance": totalIDR,
"availableBalance": idrBalance,
"totalUnrealizedProfit": 0.0,
"totalEquity": totalIDR,
"balance": totalIDR,
"idr_balance": idrBalance,
"idr_hold": idrHold,
"currency": "IDR",
"user_id": result.UserID,
"server_time": result.ServerTime,
}
// Add individual crypto balances
for currency, amount := range result.Balance {
if currency != "idr" {
balance["balance_"+currency] = parseFloat(amount)
}
}
for currency, amount := range result.BalanceHold {
if currency != "idr" {
balance["hold_"+currency] = parseFloat(amount)
}
}
// Update cache
t.cacheMutex.Lock()
t.cachedBalance = balance
t.balanceCacheTime = time.Now()
t.cacheMutex.Unlock()
return balance, nil
}
// GetPositions returns currently held crypto balances as "positions"
// Since Indodax is spot-only, each non-zero crypto balance is treated as a position
func (t *IndodaxTrader) GetPositions() ([]map[string]interface{}, error) {
// Check cache
t.cacheMutex.RLock()
if t.cachedPositions != nil && time.Since(t.positionCacheTime) < t.cacheDuration {
cached := t.cachedPositions
t.cacheMutex.RUnlock()
return cached, nil
}
t.cacheMutex.RUnlock()
params := url.Values{}
params.Set("method", "getInfo")
data, err := t.doPrivateRequest(params)
if err != nil {
return nil, fmt.Errorf("failed to get positions: %w", err)
}
var result struct {
Balance map[string]interface{} `json:"balance"`
BalanceHold map[string]interface{} `json:"balance_hold"`
}
if err := json.Unmarshal(data, &result); err != nil {
return nil, fmt.Errorf("failed to parse positions: %w", err)
}
var positions []map[string]interface{}
for currency, amountRaw := range result.Balance {
if currency == "idr" {
continue
}
amount := parseFloat(amountRaw)
holdAmount := parseFloat(result.BalanceHold[currency])
totalAmount := amount + holdAmount
if totalAmount <= 0 {
continue
}
// Get market price for this coin
markPrice, _ := t.GetMarketPrice(strings.ToUpper(currency) + "IDR")
// Calculate position value in IDR
notionalValue := totalAmount * markPrice
position := map[string]interface{}{
"symbol": strings.ToUpper(currency) + "IDR",
"side": "LONG",
"positionAmt": totalAmount,
"entryPrice": markPrice, // Spot doesn't track entry price
"markPrice": markPrice,
"unRealizedProfit": 0.0, // Spot doesn't track unrealized PnL
"leverage": 1.0,
"mgnMode": "spot",
"notionalValue": notionalValue,
"currency": currency,
"available": amount,
"hold": holdAmount,
}
positions = append(positions, position)
}
// Update cache
t.cacheMutex.Lock()
t.cachedPositions = positions
t.positionCacheTime = time.Now()
t.cacheMutex.Unlock()
return positions, nil
}
// OpenLong opens a spot buy order
func (t *IndodaxTrader) OpenLong(symbol string, quantity float64, leverage int) (map[string]interface{}, error) {
t.clearCache()
pair := t.convertSymbol(symbol)
coin := t.getCoinFromSymbol(symbol)
// Get market price to calculate IDR amount
price, err := t.GetMarketPrice(symbol)
if err != nil {
return nil, fmt.Errorf("failed to get market price: %w", err)
}
params := url.Values{}
params.Set("method", "trade")
params.Set("pair", pair)
params.Set("type", "buy")
params.Set("price", strconv.FormatFloat(price, 'f', 0, 64))
params.Set(coin, strconv.FormatFloat(quantity, 'f', 8, 64))
params.Set("order_type", "limit")
data, err := t.doPrivateRequest(params)
if err != nil {
return nil, fmt.Errorf("failed to place buy order: %w", err)
}
var result map[string]interface{}
if err := json.Unmarshal(data, &result); err != nil {
return nil, fmt.Errorf("failed to parse trade response: %w", err)
}
logger.Infof("[Indodax] Buy order placed: %s qty=%.8f price=%.0f", symbol, quantity, price)
return map[string]interface{}{
"orderId": result["order_id"],
"symbol": symbol,
"side": "BUY",
"price": price,
"qty": quantity,
"status": "NEW",
}, nil
}
// OpenShort is not supported on Indodax (spot-only exchange)
func (t *IndodaxTrader) OpenShort(symbol string, quantity float64, leverage int) (map[string]interface{}, error) {
return nil, fmt.Errorf("short selling is not supported on Indodax (spot-only exchange)")
}
// CloseLong closes a spot position by selling
func (t *IndodaxTrader) CloseLong(symbol string, quantity float64) (map[string]interface{}, error) {
t.clearCache()
pair := t.convertSymbol(symbol)
coin := t.getCoinFromSymbol(symbol)
// If quantity is 0, sell all available balance
if quantity <= 0 {
balance, err := t.GetBalance()
if err != nil {
return nil, fmt.Errorf("failed to get balance for close all: %w", err)
}
available := parseFloat(balance["balance_"+coin])
if available <= 0 {
return nil, fmt.Errorf("no %s balance to sell", coin)
}
quantity = available
}
// Get market price
price, err := t.GetMarketPrice(symbol)
if err != nil {
return nil, fmt.Errorf("failed to get market price: %w", err)
}
params := url.Values{}
params.Set("method", "trade")
params.Set("pair", pair)
params.Set("type", "sell")
params.Set("price", strconv.FormatFloat(price, 'f', 0, 64))
params.Set(coin, strconv.FormatFloat(quantity, 'f', 8, 64))
params.Set("order_type", "limit")
data, err := t.doPrivateRequest(params)
if err != nil {
return nil, fmt.Errorf("failed to place sell order: %w", err)
}
var result map[string]interface{}
if err := json.Unmarshal(data, &result); err != nil {
return nil, fmt.Errorf("failed to parse trade response: %w", err)
}
logger.Infof("[Indodax] Sell order placed: %s qty=%.8f price=%.0f", symbol, quantity, price)
return map[string]interface{}{
"orderId": result["order_id"],
"symbol": symbol,
"side": "SELL",
"price": price,
"qty": quantity,
"status": "NEW",
}, nil
}
// CloseShort is not supported on Indodax (spot-only exchange)
func (t *IndodaxTrader) CloseShort(symbol string, quantity float64) (map[string]interface{}, error) {
return nil, fmt.Errorf("short selling is not supported on Indodax (spot-only exchange)")
}
// SetLeverage is a no-op for Indodax (spot-only, no leverage)
func (t *IndodaxTrader) SetLeverage(symbol string, leverage int) error {
logger.Infof("[Indodax] SetLeverage ignored (spot-only exchange, no leverage support)")
return nil
}
// SetMarginMode is a no-op for Indodax (spot-only, no margin)
func (t *IndodaxTrader) SetMarginMode(symbol string, isCrossMargin bool) error {
logger.Infof("[Indodax] SetMarginMode ignored (spot-only exchange, no margin support)")
return nil
}
// GetMarketPrice gets the current market price for a symbol
func (t *IndodaxTrader) GetMarketPrice(symbol string) (float64, error) {
pairID := strings.ToLower(strings.ReplaceAll(t.convertSymbol(symbol), "_", ""))
data, err := t.doPublicRequest("/ticker/" + pairID)
if err != nil {
return 0, fmt.Errorf("failed to get ticker: %w", err)
}
var tickerResp IndodaxTickerResponse
if err := json.Unmarshal(data, &tickerResp); err != nil {
return 0, fmt.Errorf("failed to parse ticker: %w", err)
}
price, err := strconv.ParseFloat(tickerResp.Ticker.Last, 64)
if err != nil {
return 0, fmt.Errorf("failed to parse price '%s': %w", tickerResp.Ticker.Last, err)
}
return price, nil
}
// SetStopLoss is not supported on Indodax (spot-only exchange)
func (t *IndodaxTrader) SetStopLoss(symbol string, positionSide string, quantity, stopPrice float64) error {
return fmt.Errorf("stop-loss orders are not supported on Indodax (spot-only exchange)")
}
// SetTakeProfit is not supported on Indodax (spot-only exchange)
func (t *IndodaxTrader) SetTakeProfit(symbol string, positionSide string, quantity, takeProfitPrice float64) error {
return fmt.Errorf("take-profit orders are not supported on Indodax (spot-only exchange)")
}
// CancelStopLossOrders is a no-op for Indodax
func (t *IndodaxTrader) CancelStopLossOrders(symbol string) error {
return nil
}
// CancelTakeProfitOrders is a no-op for Indodax
func (t *IndodaxTrader) CancelTakeProfitOrders(symbol string) error {
return nil
}
// CancelAllOrders cancels all open orders for a given symbol
func (t *IndodaxTrader) CancelAllOrders(symbol string) error {
t.clearCache()
pair := t.convertSymbol(symbol)
// First get open orders
params := url.Values{}
params.Set("method", "openOrders")
params.Set("pair", pair)
data, err := t.doPrivateRequest(params)
if err != nil {
return fmt.Errorf("failed to get open orders: %w", err)
}
var result struct {
Orders []struct {
OrderID json.Number `json:"order_id"`
Type string `json:"type"`
OrderType string `json:"order_type"`
} `json:"orders"`
}
if err := json.Unmarshal(data, &result); err != nil {
return fmt.Errorf("failed to parse open orders: %w", err)
}
// Cancel each order
for _, order := range result.Orders {
cancelParams := url.Values{}
cancelParams.Set("method", "cancelOrder")
cancelParams.Set("pair", pair)
cancelParams.Set("order_id", order.OrderID.String())
cancelParams.Set("type", order.Type)
if _, err := t.doPrivateRequest(cancelParams); err != nil {
logger.Warnf("[Indodax] Failed to cancel order %s: %v", order.OrderID, err)
} else {
logger.Infof("[Indodax] Cancelled order: %s", order.OrderID)
}
}
return nil
}
// CancelStopOrders is a no-op for Indodax (no stop orders)
func (t *IndodaxTrader) CancelStopOrders(symbol string) error {
return nil
}
// FormatQuantity formats quantity to correct precision for Indodax
func (t *IndodaxTrader) FormatQuantity(symbol string, quantity float64) (string, error) {
pair, err := t.getPair(symbol)
if err != nil {
// Default: 8 decimal places
return strconv.FormatFloat(quantity, 'f', 8, 64), nil
}
precision := pair.PriceRound
if precision <= 0 {
precision = 8
}
// Round down to avoid exceeding balance
factor := math.Pow(10, float64(precision))
rounded := math.Floor(quantity*factor) / factor
return strconv.FormatFloat(rounded, 'f', precision, 64), nil
}
// GetOrderStatus gets the status of a specific order
func (t *IndodaxTrader) GetOrderStatus(symbol string, orderID string) (map[string]interface{}, error) {
pair := t.convertSymbol(symbol)
params := url.Values{}
params.Set("method", "getOrder")
params.Set("pair", pair)
params.Set("order_id", orderID)
data, err := t.doPrivateRequest(params)
if err != nil {
return nil, fmt.Errorf("failed to get order status: %w", err)
}
var result struct {
Order struct {
OrderID string `json:"order_id"`
Price string `json:"price"`
Type string `json:"type"`
Status string `json:"status"`
SubmitTime string `json:"submit_time"`
FinishTime string `json:"finish_time"`
ClientOrderID string `json:"client_order_id"`
} `json:"order"`
}
if err := json.Unmarshal(data, &result); err != nil {
return nil, fmt.Errorf("failed to parse order: %w", err)
}
// Map Indodax status to standard status
status := "NEW"
switch result.Order.Status {
case "filled":
status = "FILLED"
case "cancelled":
status = "CANCELED"
case "open":
status = "NEW"
}
price, _ := strconv.ParseFloat(result.Order.Price, 64)
return map[string]interface{}{
"status": status,
"avgPrice": price,
"executedQty": 0.0, // Indodax doesn't return executed qty in getOrder
"commission": 0.0,
"orderId": result.Order.OrderID,
}, nil
}
// GetClosedPnL gets closed position PnL records (trade history)
func (t *IndodaxTrader) GetClosedPnL(startTime time.Time, limit int) ([]types.ClosedPnLRecord, error) {
// Indodax trade history is limited to 7 days range
params := url.Values{}
params.Set("method", "tradeHistory")
params.Set("pair", "btc_idr") // Default pair; Indodax requires a pair
if limit > 0 {
params.Set("count", strconv.Itoa(limit))
}
if !startTime.IsZero() {
params.Set("since", strconv.FormatInt(startTime.Unix(), 10))
}
data, err := t.doPrivateRequest(params)
if err != nil {
return nil, fmt.Errorf("failed to get trade history: %w", err)
}
var result struct {
Trades []struct {
TradeID string `json:"trade_id"`
OrderID string `json:"order_id"`
Type string `json:"type"`
Price string `json:"price"`
Fee string `json:"fee"`
TradeTime string `json:"trade_time"`
ClientOrderID string `json:"client_order_id"`
} `json:"trades"`
}
if err := json.Unmarshal(data, &result); err != nil {
// Trade history might return empty, that's fine
return nil, nil
}
var records []types.ClosedPnLRecord
for _, trade := range result.Trades {
price, _ := strconv.ParseFloat(trade.Price, 64)
fee, _ := strconv.ParseFloat(trade.Fee, 64)
tradeTime, _ := strconv.ParseInt(trade.TradeTime, 10, 64)
side := "long"
if trade.Type == "sell" {
side = "long" // Selling from a spot position is closing long
}
records = append(records, types.ClosedPnLRecord{
Symbol: "BTCIDR",
Side: side,
ExitPrice: price,
Fee: fee,
ExitTime: time.Unix(tradeTime, 0),
OrderID: trade.OrderID,
CloseType: "manual",
})
}
return records, nil
}
// GetOpenOrders gets open/pending orders
func (t *IndodaxTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, error) {
pair := t.convertSymbol(symbol)
params := url.Values{}
params.Set("method", "openOrders")
if pair != "" {
params.Set("pair", pair)
}
data, err := t.doPrivateRequest(params)
if err != nil {
return nil, fmt.Errorf("failed to get open orders: %w", err)
}
var result struct {
Orders []struct {
OrderID json.Number `json:"order_id"`
ClientOrderID string `json:"client_order_id"`
SubmitTime string `json:"submit_time"`
Price string `json:"price"`
Type string `json:"type"`
OrderType string `json:"order_type"`
} `json:"orders"`
}
if err := json.Unmarshal(data, &result); err != nil {
return nil, fmt.Errorf("failed to parse open orders: %w", err)
}
var orders []types.OpenOrder
for _, order := range result.Orders {
price, _ := strconv.ParseFloat(order.Price, 64)
side := "BUY"
if order.Type == "sell" {
side = "SELL"
}
orders = append(orders, types.OpenOrder{
OrderID: order.OrderID.String(),
Symbol: t.convertSymbolBack(pair),
Side: side,
PositionSide: "LONG",
Type: "LIMIT",
Price: price,
Status: "NEW",
})
}
return orders, nil
}
// ============================================================
// Helper functions
// ============================================================
// parseFloat safely parses a float from interface{}
func parseFloat(v interface{}) float64 {
if v == nil {
return 0
}
switch val := v.(type) {
case float64:
return val
case string:
f, _ := strconv.ParseFloat(val, 64)
return f
case json.Number:
f, _ := val.Float64()
return f
case int:
return float64(val)
case int64:
return float64(val)
default:
return 0
}
}

View File

@@ -1,374 +0,0 @@
package indodax
import (
"os"
"testing"
"time"
"nofx/trader/types"
)
// Test credentials - set via environment variables
func getIndodaxTestCredentials(t *testing.T) (string, string) {
apiKey := os.Getenv("INDODAX_TEST_API_KEY")
secretKey := os.Getenv("INDODAX_TEST_SECRET_KEY")
if apiKey == "" || secretKey == "" {
t.Skip("Indodax test credentials not set (INDODAX_TEST_API_KEY, INDODAX_TEST_SECRET_KEY)")
}
return apiKey, secretKey
}
func createIndodaxTestTrader(t *testing.T) *IndodaxTrader {
apiKey, secretKey := getIndodaxTestCredentials(t)
trader := NewIndodaxTrader(apiKey, secretKey)
return trader
}
// TestIndodaxTrader_InterfaceCompliance tests that IndodaxTrader implements types.Trader
func TestIndodaxTrader_InterfaceCompliance(t *testing.T) {
var _ types.Trader = (*IndodaxTrader)(nil)
}
// TestNewIndodaxTrader tests creating Indodax trader instance
func TestNewIndodaxTrader(t *testing.T) {
trader := NewIndodaxTrader("test_api_key", "test_secret_key")
if trader == nil {
t.Fatal("Expected non-nil trader")
}
if trader.apiKey != "test_api_key" {
t.Errorf("Expected apiKey 'test_api_key', got '%s'", trader.apiKey)
}
if trader.secretKey != "test_secret_key" {
t.Errorf("Expected secretKey 'test_secret_key', got '%s'", trader.secretKey)
}
if trader.httpClient == nil {
t.Error("Expected non-nil httpClient")
}
if trader.cacheDuration != 15*time.Second {
t.Errorf("Expected cacheDuration 15s, got %v", trader.cacheDuration)
}
}
// TestIndodaxTrader_SymbolConversion tests symbol format conversion
func TestIndodaxTrader_SymbolConversion(t *testing.T) {
trader := NewIndodaxTrader("test", "test")
tests := []struct {
name string
input string
expected string
}{
{"BTCIDR to btc_idr", "BTCIDR", "btc_idr"},
{"ETHIDR to eth_idr", "ETHIDR", "eth_idr"},
{"SOLIDR to sol_idr", "SOLIDR", "sol_idr"},
{"Already converted", "btc_idr", "btc_idr"},
{"BTC pair", "ETHBTC", "eth_btc"},
}
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
result := trader.convertSymbol(tt.input)
if result != tt.expected {
t.Errorf("convertSymbol(%s) = %s, want %s", tt.input, result, tt.expected)
}
})
}
}
// TestIndodaxTrader_SymbolConversionBack tests symbol reversion
func TestIndodaxTrader_SymbolConversionBack(t *testing.T) {
trader := NewIndodaxTrader("test", "test")
tests := []struct {
name string
input string
expected string
}{
{"btc_idr to BTCIDR", "btc_idr", "BTCIDR"},
{"eth_idr to ETHIDR", "eth_idr", "ETHIDR"},
{"Already standard", "BTCIDR", "BTCIDR"},
}
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
result := trader.convertSymbolBack(tt.input)
if result != tt.expected {
t.Errorf("convertSymbolBack(%s) = %s, want %s", tt.input, result, tt.expected)
}
})
}
}
// TestIndodaxTrader_GetCoinFromSymbol tests coin extraction
func TestIndodaxTrader_GetCoinFromSymbol(t *testing.T) {
trader := NewIndodaxTrader("test", "test")
tests := []struct {
input string
expected string
}{
{"BTCIDR", "btc"},
{"ETHIDR", "eth"},
{"btc_idr", "btc"},
{"eth_idr", "eth"},
}
for _, tt := range tests {
t.Run(tt.input, func(t *testing.T) {
result := trader.getCoinFromSymbol(tt.input)
if result != tt.expected {
t.Errorf("getCoinFromSymbol(%s) = %s, want %s", tt.input, result, tt.expected)
}
})
}
}
// TestIndodaxTrader_Sign tests HMAC-SHA512 signature generation
func TestIndodaxTrader_Sign(t *testing.T) {
trader := NewIndodaxTrader("api_key", "secret_key")
body := "method=getInfo&nonce=1000"
signature := trader.sign(body)
if signature == "" {
t.Error("Expected non-empty signature")
}
if len(signature) != 128 { // SHA-512 hex = 128 chars
t.Errorf("Expected signature length 128, got %d", len(signature))
}
// Same input should produce same signature
signature2 := trader.sign(body)
if signature != signature2 {
t.Error("Signature should be deterministic")
}
// Different input should produce different signature
signature3 := trader.sign("method=getInfo&nonce=1001")
if signature == signature3 {
t.Error("Different input should produce different signature")
}
}
// TestIndodaxTrader_Nonce tests nonce incrementation
func TestIndodaxTrader_Nonce(t *testing.T) {
trader := NewIndodaxTrader("test", "test")
nonce1 := trader.getNonce()
nonce2 := trader.getNonce()
nonce3 := trader.getNonce()
if nonce2 <= nonce1 {
t.Errorf("Nonce should be increasing: %d <= %d", nonce2, nonce1)
}
if nonce3 <= nonce2 {
t.Errorf("Nonce should be increasing: %d <= %d", nonce3, nonce2)
}
}
// TestIndodaxTrader_SpotOnlyRestrictions tests that futures-only methods return errors
func TestIndodaxTrader_SpotOnlyRestrictions(t *testing.T) {
trader := NewIndodaxTrader("test", "test")
// OpenShort should fail
_, err := trader.OpenShort("BTCIDR", 0.001, 1)
if err == nil {
t.Error("OpenShort should return error on spot exchange")
}
// CloseShort should fail
_, err = trader.CloseShort("BTCIDR", 0.001)
if err == nil {
t.Error("CloseShort should return error on spot exchange")
}
// SetStopLoss should fail
err = trader.SetStopLoss("BTCIDR", "LONG", 0.001, 500000000)
if err == nil {
t.Error("SetStopLoss should return error on spot exchange")
}
// SetTakeProfit should fail
err = trader.SetTakeProfit("BTCIDR", "LONG", 0.001, 600000000)
if err == nil {
t.Error("SetTakeProfit should return error on spot exchange")
}
// SetLeverage should NOT fail (no-op)
err = trader.SetLeverage("BTCIDR", 10)
if err != nil {
t.Errorf("SetLeverage should not fail (no-op): %v", err)
}
// SetMarginMode should NOT fail (no-op)
err = trader.SetMarginMode("BTCIDR", true)
if err != nil {
t.Errorf("SetMarginMode should not fail (no-op): %v", err)
}
}
// TestIndodaxTrader_ParseFloat tests parseFloat helper
func TestIndodaxTrader_ParseFloat(t *testing.T) {
tests := []struct {
name string
input interface{}
expected float64
}{
{"float64", 123.45, 123.45},
{"string", "123.45", 123.45},
{"int", 123, 123.0},
{"int64", int64(123), 123.0},
{"nil", nil, 0.0},
{"zero string", "0", 0.0},
{"empty string", "", 0.0},
}
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
result := parseFloat(tt.input)
if result != tt.expected {
t.Errorf("parseFloat(%v) = %f, want %f", tt.input, result, tt.expected)
}
})
}
}
// TestIndodaxTrader_ClearCache tests cache clearing
func TestIndodaxTrader_ClearCache(t *testing.T) {
trader := NewIndodaxTrader("test", "test")
// Set some cached data
trader.cachedBalance = map[string]interface{}{"test": "data"}
trader.cachedPositions = []map[string]interface{}{{"test": "data"}}
// Clear cache
trader.clearCache()
if trader.cachedBalance != nil {
t.Error("Cache should be cleared")
}
if trader.cachedPositions != nil {
t.Error("Position cache should be cleared")
}
}
// ============================================================
// Integration tests (require INDODAX_TEST_API_KEY env vars)
// ============================================================
// TestIndodaxConnection tests basic API connectivity
func TestIndodaxConnection(t *testing.T) {
trader := createIndodaxTestTrader(t)
balance, err := trader.GetBalance()
if err != nil {
t.Fatalf("Failed to get balance: %v", err)
}
t.Logf("✅ Connection OK")
t.Logf(" totalWalletBalance: %v", balance["totalWalletBalance"])
t.Logf(" availableBalance: %v", balance["availableBalance"])
t.Logf(" totalEquity: %v", balance["totalEquity"])
t.Logf(" currency: %v", balance["currency"])
t.Logf(" user_id: %v", balance["user_id"])
}
// TestIndodaxGetPositions tests position retrieval
func TestIndodaxGetPositions(t *testing.T) {
trader := createIndodaxTestTrader(t)
positions, err := trader.GetPositions()
if err != nil {
t.Fatalf("Failed to get positions: %v", err)
}
t.Logf("📊 Found %d positions (crypto balances):", len(positions))
for i, pos := range positions {
t.Logf(" [%d] %s: qty=%.8f markPrice=%.0f value=%.0f IDR",
i+1,
pos["symbol"],
pos["positionAmt"],
pos["markPrice"],
pos["notionalValue"],
)
}
}
// TestIndodaxGetMarketPrice tests market price retrieval
func TestIndodaxGetMarketPrice(t *testing.T) {
trader := createIndodaxTestTrader(t)
pairs := []string{"BTCIDR", "ETHIDR"}
for _, pair := range pairs {
price, err := trader.GetMarketPrice(pair)
if err != nil {
t.Errorf("Failed to get price for %s: %v", pair, err)
continue
}
t.Logf(" %s: %.0f IDR", pair, price)
}
}
// TestIndodaxGetOpenOrders tests open orders retrieval
func TestIndodaxGetOpenOrders(t *testing.T) {
trader := createIndodaxTestTrader(t)
orders, err := trader.GetOpenOrders("BTCIDR")
if err != nil {
t.Fatalf("Failed to get open orders: %v", err)
}
t.Logf("📋 Found %d open orders:", len(orders))
for i, order := range orders {
t.Logf(" [%d] %s %s: price=%.0f orderID=%s",
i+1, order.Symbol, order.Side, order.Price, order.OrderID)
}
}
// TestIndodaxGetClosedPnL tests trade history retrieval
func TestIndodaxGetClosedPnL(t *testing.T) {
trader := createIndodaxTestTrader(t)
startTime := time.Now().Add(-7 * 24 * time.Hour)
records, err := trader.GetClosedPnL(startTime, 10)
if err != nil {
t.Fatalf("Failed to get closed PnL: %v", err)
}
t.Logf("📋 Found %d trade records:", len(records))
for i, record := range records {
t.Logf(" [%d] %s %s: price=%.0f fee=%.4f time=%s",
i+1, record.Symbol, record.Side, record.ExitPrice, record.Fee,
record.ExitTime.Format("2006-01-02 15:04:05"))
}
}
// TestIndodaxLoadPairs tests loading trading pairs
func TestIndodaxLoadPairs(t *testing.T) {
trader := createIndodaxTestTrader(t)
err := trader.loadPairs()
if err != nil {
t.Fatalf("Failed to load pairs: %v", err)
}
trader.pairCacheMutex.RLock()
defer trader.pairCacheMutex.RUnlock()
t.Logf("📊 Loaded %d pairs", len(trader.pairCache))
// Check some known pairs
knownPairs := []string{"btc_idr", "eth_idr"}
for _, pairID := range knownPairs {
if pair, ok := trader.pairCache[pairID]; ok {
t.Logf(" %s: min_base=%v, min_traded=%v, precision=%d",
pair.Description, pair.TradeMinBaseCurrency, pair.TradeMinTradedCurrency, pair.PriceRound)
} else {
t.Errorf("Expected pair %s not found", pairID)
}
}
}

View File

@@ -3,19 +3,161 @@ package trader
import (
"fmt"
"nofx/logger"
"nofx/trader/types"
"time"
)
// Re-export types for backward compatibility
type (
ClosedPnLRecord = types.ClosedPnLRecord
TradeRecord = types.TradeRecord
Trader = types.Trader
OpenOrder = types.OpenOrder
LimitOrderRequest = types.LimitOrderRequest
LimitOrderResult = types.LimitOrderResult
GridTrader = types.GridTrader
)
// ClosedPnLRecord represents a single closed position record from exchange
type ClosedPnLRecord struct {
Symbol string // Trading pair (e.g., "BTCUSDT")
Side string // "long" or "short"
EntryPrice float64 // Entry price
ExitPrice float64 // Exit/close price
Quantity float64 // Position size
RealizedPnL float64 // Realized profit/loss
Fee float64 // Trading fee/commission
Leverage int // Leverage used
EntryTime time.Time // Position open time
ExitTime time.Time // Position close time
OrderID string // Close order ID
CloseType string // "manual", "stop_loss", "take_profit", "liquidation", "unknown"
ExchangeID string // Exchange-specific position ID
}
// TradeRecord represents a single trade/fill from exchange
// Used for reconstructing position history with unified algorithm
type TradeRecord struct {
TradeID string // Unique trade ID from exchange
Symbol string // Trading pair (e.g., "BTCUSDT")
Side string // "BUY" or "SELL"
PositionSide string // "LONG", "SHORT", or "BOTH" (for one-way mode)
OrderAction string // "open_long", "open_short", "close_long", "close_short" (from exchange Dir field)
Price float64 // Execution price
Quantity float64 // Executed quantity
RealizedPnL float64 // Realized PnL (non-zero for closing trades)
Fee float64 // Trading fee/commission
Time time.Time // Trade execution time
}
// Trader Unified trader interface
// Supports multiple trading platforms (Binance, Hyperliquid, etc.)
type Trader interface {
// GetBalance Get account balance
GetBalance() (map[string]interface{}, error)
// GetPositions Get all positions
GetPositions() ([]map[string]interface{}, error)
// OpenLong Open long position
OpenLong(symbol string, quantity float64, leverage int) (map[string]interface{}, error)
// OpenShort Open short position
OpenShort(symbol string, quantity float64, leverage int) (map[string]interface{}, error)
// CloseLong Close long position (quantity=0 means close all)
CloseLong(symbol string, quantity float64) (map[string]interface{}, error)
// CloseShort Close short position (quantity=0 means close all)
CloseShort(symbol string, quantity float64) (map[string]interface{}, error)
// SetLeverage Set leverage
SetLeverage(symbol string, leverage int) error
// SetMarginMode Set position mode (true=cross margin, false=isolated margin)
SetMarginMode(symbol string, isCrossMargin bool) error
// GetMarketPrice Get market price
GetMarketPrice(symbol string) (float64, error)
// SetStopLoss Set stop-loss order
SetStopLoss(symbol string, positionSide string, quantity, stopPrice float64) error
// SetTakeProfit Set take-profit order
SetTakeProfit(symbol string, positionSide string, quantity, takeProfitPrice float64) error
// CancelStopLossOrders Cancel only stop-loss orders (BUG fix: don't delete take-profit when adjusting stop-loss)
CancelStopLossOrders(symbol string) error
// CancelTakeProfitOrders Cancel only take-profit orders (BUG fix: don't delete stop-loss when adjusting take-profit)
CancelTakeProfitOrders(symbol string) error
// CancelAllOrders Cancel all pending orders for this symbol
CancelAllOrders(symbol string) error
// CancelStopOrders Cancel stop-loss/take-profit orders for this symbol (for adjusting stop-loss/take-profit positions)
CancelStopOrders(symbol string) error
// FormatQuantity Format quantity to correct precision
FormatQuantity(symbol string, quantity float64) (string, error)
// GetOrderStatus Get order status
// Returns: status(FILLED/NEW/CANCELED), avgPrice, executedQty, commission
GetOrderStatus(symbol string, orderID string) (map[string]interface{}, error)
// GetClosedPnL Get closed position PnL records from exchange
// startTime: start time for query (usually last sync time)
// limit: max number of records to return
// Returns accurate exit price, fees, and close reason for positions closed externally
GetClosedPnL(startTime time.Time, limit int) ([]ClosedPnLRecord, error)
// GetOpenOrders Get open/pending orders from exchange
// Returns stop-loss, take-profit, and limit orders that haven't been filled
GetOpenOrders(symbol string) ([]OpenOrder, error)
}
// OpenOrder represents a pending order on the exchange
type OpenOrder struct {
OrderID string `json:"order_id"`
Symbol string `json:"symbol"`
Side string `json:"side"` // BUY/SELL
PositionSide string `json:"position_side"` // LONG/SHORT
Type string `json:"type"` // LIMIT/STOP_MARKET/TAKE_PROFIT_MARKET
Price float64 `json:"price"` // Order price (for limit orders)
StopPrice float64 `json:"stop_price"` // Trigger price (for stop orders)
Quantity float64 `json:"quantity"`
Status string `json:"status"` // NEW
}
// LimitOrderRequest represents a limit order request for grid trading
type LimitOrderRequest struct {
Symbol string `json:"symbol"`
Side string `json:"side"` // BUY/SELL
PositionSide string `json:"position_side"` // LONG/SHORT (for hedge mode)
Price float64 `json:"price"` // Limit price
Quantity float64 `json:"quantity"`
Leverage int `json:"leverage"`
PostOnly bool `json:"post_only"` // Maker only order
ReduceOnly bool `json:"reduce_only"` // Reduce position only
ClientID string `json:"client_id"` // Client order ID for tracking
}
// LimitOrderResult represents the result of placing a limit order
type LimitOrderResult struct {
OrderID string `json:"order_id"`
ClientID string `json:"client_id"`
Symbol string `json:"symbol"`
Side string `json:"side"`
PositionSide string `json:"position_side"`
Price float64 `json:"price"`
Quantity float64 `json:"quantity"`
Status string `json:"status"` // NEW, PARTIALLY_FILLED, FILLED, CANCELED
}
// GridTrader extends Trader interface with limit order support for grid trading
// Exchanges that support grid trading should implement this interface
type GridTrader interface {
Trader
// PlaceLimitOrder places a limit order at specified price
// Returns order ID and status
PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderResult, error)
// CancelOrder cancels a specific order by ID
CancelOrder(symbol, orderID string) error
// GetOrderBook gets current order book (for price validation)
// Returns best bid/ask prices
GetOrderBook(symbol string, depth int) (bids, asks [][]float64, err error)
}
// GridTraderAdapter wraps a basic Trader to provide GridTrader interface
// Uses stop orders as a fallback when limit orders aren't directly available

View File

@@ -1,412 +0,0 @@
package kucoin
import (
"encoding/json"
"fmt"
"nofx/logger"
"nofx/store"
"nofx/trader/types"
"sort"
"strings"
"time"
)
// KuCoinTrade represents a trade record from KuCoin fill history
type KuCoinTrade struct {
Symbol string
TradeID string
OrderID string
Side string // buy or sell
FillPrice float64
FillQty float64 // In base currency (e.g., ETH), not lots
Fee float64
FeeAsset string
ExecTime time.Time
ProfitLoss float64
OrderAction string // open_long, open_short, close_long, close_short
}
// GetTrades retrieves trade/fill records from KuCoin
func (t *KuCoinTrader) GetTrades(startTime time.Time, limit int) ([]KuCoinTrade, error) {
if limit <= 0 {
limit = 100
}
if limit > 100 {
limit = 100 // KuCoin max limit
}
// Build query path
path := fmt.Sprintf("%s?pageSize=%d", kucoinFillsPath, limit)
if !startTime.IsZero() {
path += fmt.Sprintf("&startAt=%d", startTime.UnixMilli())
}
data, err := t.doRequest("GET", path, nil)
if err != nil {
return nil, fmt.Errorf("failed to get trade history: %w", err)
}
var response struct {
CurrentPage int `json:"currentPage"`
PageSize int `json:"pageSize"`
TotalNum int `json:"totalNum"`
TotalPage int `json:"totalPage"`
Items []struct {
Symbol string `json:"symbol"`
TradeId string `json:"tradeId"`
OrderId string `json:"orderId"`
Side string `json:"side"`
Price string `json:"price"`
Size int64 `json:"size"`
Value string `json:"value"` // Trade value in quote currency
Fee string `json:"fee"` // Total fee
FeeRate string `json:"feeRate"` // Fee rate
FeeCurrency string `json:"feeCurrency"` // Fee currency (USDT)
OpenFeePay string `json:"openFeePay"` // Fee for opening (>0 means opening trade)
CloseFeePay string `json:"closeFeePay"` // Fee for closing (>0 means closing trade)
TradeTime int64 `json:"tradeTime"` // Nanoseconds
MarginMode string `json:"marginMode"` // CROSS or ISOLATED
OrderType string `json:"orderType"` // market, limit
} `json:"items"`
}
if err := json.Unmarshal(data, &response); err != nil {
return nil, fmt.Errorf("failed to parse trade history: %w", err)
}
logger.Infof("📥 Received %d trades from KuCoin", len(response.Items))
result := make([]KuCoinTrade, 0, len(response.Items))
for _, trade := range response.Items {
// Parse numeric values from strings
var fillPrice, fee, openFeePay, closeFeePay float64
fmt.Sscanf(trade.Price, "%f", &fillPrice)
fmt.Sscanf(trade.Fee, "%f", &fee)
fmt.Sscanf(trade.OpenFeePay, "%f", &openFeePay)
fmt.Sscanf(trade.CloseFeePay, "%f", &closeFeePay)
// Get multiplier from contract info
symbol := t.convertSymbolBack(trade.Symbol)
var multiplier float64
contract, err := t.getContract(symbol)
if err == nil && contract != nil {
multiplier = contract.Multiplier
} else {
// Default multipliers based on symbol
if strings.Contains(symbol, "BTC") {
multiplier = 0.001
} else {
multiplier = 0.01 // Default for altcoins
}
}
// Convert lots to actual quantity
absSize := trade.Size
if absSize < 0 {
absSize = -absSize
}
fillQty := float64(absSize) * multiplier
// Determine side and order action
// KuCoin uses openFeePay/closeFeePay to indicate if trade is opening or closing
side := strings.ToUpper(trade.Side) // BUY or SELL
isClosing := closeFeePay > 0
var orderAction string
if trade.Side == "buy" {
if isClosing {
// Buying to close short
orderAction = "close_short"
} else {
// Buying to open long
orderAction = "open_long"
}
} else { // sell
if isClosing {
// Selling to close long
orderAction = "close_long"
} else {
// Selling to open short
orderAction = "open_short"
}
}
// Trade time is in nanoseconds
execTime := time.Unix(0, trade.TradeTime)
result = append(result, KuCoinTrade{
Symbol: symbol,
TradeID: trade.TradeId,
OrderID: trade.OrderId,
Side: side,
FillPrice: fillPrice,
FillQty: fillQty,
Fee: fee,
FeeAsset: trade.FeeCurrency,
ExecTime: execTime,
ProfitLoss: 0, // KuCoin fills API doesn't return PnL per trade
OrderAction: orderAction,
})
}
// Sort by execution time (oldest first)
sort.Slice(result, func(i, j int) bool {
return result[i].ExecTime.Before(result[j].ExecTime)
})
return result, nil
}
// GetRecentTrades retrieves recent trades (faster, no pagination)
func (t *KuCoinTrader) GetRecentTrades() ([]KuCoinTrade, error) {
data, err := t.doRequest("GET", kucoinRecentFillsPath, nil)
if err != nil {
return nil, fmt.Errorf("failed to get recent trades: %w", err)
}
var trades []struct {
Symbol string `json:"symbol"`
TradeId string `json:"tradeId"`
OrderId string `json:"orderId"`
Side string `json:"side"`
Price string `json:"price"`
Size int64 `json:"size"`
Fee string `json:"fee"`
FeeCurrency string `json:"feeCurrency"`
OpenFeePay string `json:"openFeePay"`
CloseFeePay string `json:"closeFeePay"`
TradeTime int64 `json:"tradeTime"`
}
if err := json.Unmarshal(data, &trades); err != nil {
return nil, fmt.Errorf("failed to parse recent trades: %w", err)
}
result := make([]KuCoinTrade, 0, len(trades))
for _, trade := range trades {
var fillPrice, fee, openFeePay, closeFeePay float64
fmt.Sscanf(trade.Price, "%f", &fillPrice)
fmt.Sscanf(trade.Fee, "%f", &fee)
fmt.Sscanf(trade.OpenFeePay, "%f", &openFeePay)
fmt.Sscanf(trade.CloseFeePay, "%f", &closeFeePay)
// Get multiplier from contract info
symbol := t.convertSymbolBack(trade.Symbol)
var multiplier float64
contract, err := t.getContract(symbol)
if err == nil && contract != nil {
multiplier = contract.Multiplier
} else {
if strings.Contains(symbol, "BTC") {
multiplier = 0.001
} else {
multiplier = 0.01
}
}
absSize := trade.Size
if absSize < 0 {
absSize = -absSize
}
fillQty := float64(absSize) * multiplier
side := strings.ToUpper(trade.Side)
isClosing := closeFeePay > 0
var orderAction string
if trade.Side == "buy" {
if isClosing {
orderAction = "close_short"
} else {
orderAction = "open_long"
}
} else {
if isClosing {
orderAction = "close_long"
} else {
orderAction = "open_short"
}
}
execTime := time.Unix(0, trade.TradeTime)
result = append(result, KuCoinTrade{
Symbol: symbol,
TradeID: trade.TradeId,
OrderID: trade.OrderId,
Side: side,
FillPrice: fillPrice,
FillQty: fillQty,
Fee: fee,
FeeAsset: trade.FeeCurrency,
ExecTime: execTime,
ProfitLoss: 0,
OrderAction: orderAction,
})
}
return result, nil
}
// ToTradeRecord converts KuCoinTrade to types.TradeRecord
func (t *KuCoinTrade) ToTradeRecord() types.TradeRecord {
// Determine position side from order action
positionSide := "LONG"
if strings.Contains(t.OrderAction, "short") {
positionSide = "SHORT"
}
return types.TradeRecord{
TradeID: t.TradeID,
Symbol: t.Symbol,
Side: t.Side,
PositionSide: positionSide,
OrderAction: t.OrderAction,
Price: t.FillPrice,
Quantity: t.FillQty,
RealizedPnL: t.ProfitLoss,
Fee: t.Fee,
Time: t.ExecTime,
}
}
// SyncOrdersFromKuCoin syncs KuCoin exchange order history to local database
// Also creates/updates position records to ensure orders/fills/positions data consistency
// exchangeID: Exchange account UUID (from exchanges.id)
// exchangeType: Exchange type ("kucoin")
func (t *KuCoinTrader) SyncOrdersFromKuCoin(traderID string, exchangeID string, exchangeType string, st *store.Store) error {
if st == nil {
return fmt.Errorf("store is nil")
}
// Get recent trades (last 24 hours)
startTime := time.Now().Add(-24 * time.Hour)
logger.Infof("🔄 Syncing KuCoin trades from: %s", startTime.Format(time.RFC3339))
// Use GetTrades method to fetch trade records
trades, err := t.GetTrades(startTime, 100)
if err != nil {
return fmt.Errorf("failed to get trades: %w", err)
}
logger.Infof("📥 Received %d trades from KuCoin", len(trades))
// Sort trades by time ASC (oldest first) for proper position building
sort.Slice(trades, func(i, j int) bool {
return trades[i].ExecTime.UnixMilli() < trades[j].ExecTime.UnixMilli()
})
// Process trades one by one (no transaction to avoid deadlock)
orderStore := st.Order()
positionStore := st.Position()
posBuilder := store.NewPositionBuilder(positionStore)
syncedCount := 0
for _, trade := range trades {
// Check if trade already exists (use exchangeID which is UUID, not exchange type)
existing, err := orderStore.GetOrderByExchangeID(exchangeID, trade.TradeID)
if err == nil && existing != nil {
continue // Order already exists, skip
}
// Symbol is already normalized in GetTrades
symbol := trade.Symbol
// Determine position side from order action
positionSide := "LONG"
if strings.Contains(trade.OrderAction, "short") {
positionSide = "SHORT"
}
// Normalize side for storage
side := strings.ToUpper(trade.Side)
// Create order record - use UTC time in milliseconds to avoid timezone issues
execTimeMs := trade.ExecTime.UTC().UnixMilli()
orderRecord := &store.TraderOrder{
TraderID: traderID,
ExchangeID: exchangeID, // UUID
ExchangeType: exchangeType, // Exchange type
ExchangeOrderID: trade.TradeID,
Symbol: symbol,
Side: side,
PositionSide: "BOTH", // KuCoin uses one-way position mode
Type: "MARKET",
OrderAction: trade.OrderAction,
Quantity: trade.FillQty,
Price: trade.FillPrice,
Status: "FILLED",
FilledQuantity: trade.FillQty,
AvgFillPrice: trade.FillPrice,
Commission: trade.Fee,
FilledAt: execTimeMs,
CreatedAt: execTimeMs,
UpdatedAt: execTimeMs,
}
// Insert order record
if err := orderStore.CreateOrder(orderRecord); err != nil {
logger.Infof(" ⚠️ Failed to sync trade %s: %v", trade.TradeID, err)
continue
}
// Create fill record - use UTC time in milliseconds
fillRecord := &store.TraderFill{
TraderID: traderID,
ExchangeID: exchangeID, // UUID
ExchangeType: exchangeType, // Exchange type
OrderID: orderRecord.ID,
ExchangeOrderID: trade.OrderID,
ExchangeTradeID: trade.TradeID,
Symbol: symbol,
Side: side,
Price: trade.FillPrice,
Quantity: trade.FillQty,
QuoteQuantity: trade.FillPrice * trade.FillQty,
Commission: trade.Fee,
CommissionAsset: trade.FeeAsset,
RealizedPnL: trade.ProfitLoss,
IsMaker: false,
CreatedAt: execTimeMs,
}
if err := orderStore.CreateFill(fillRecord); err != nil {
logger.Infof(" ⚠️ Failed to sync fill for trade %s: %v", trade.TradeID, err)
}
// Create/update position record using PositionBuilder
if err := posBuilder.ProcessTrade(
traderID, exchangeID, exchangeType,
symbol, positionSide, trade.OrderAction,
trade.FillQty, trade.FillPrice, trade.Fee, trade.ProfitLoss,
execTimeMs, trade.TradeID,
); err != nil {
logger.Infof(" ⚠️ Failed to sync position for trade %s: %v", trade.TradeID, err)
} else {
logger.Infof(" 📍 Position updated for trade: %s (action: %s, qty: %.6f)", trade.TradeID, trade.OrderAction, trade.FillQty)
}
syncedCount++
logger.Infof(" ✅ Synced trade: %s %s %s qty=%.6f price=%.6f pnl=%.2f fee=%.6f action=%s",
trade.TradeID, symbol, side, trade.FillQty, trade.FillPrice, trade.ProfitLoss, trade.Fee, trade.OrderAction)
}
logger.Infof("✅ KuCoin order sync completed: %d new trades synced", syncedCount)
return nil
}
// StartOrderSync starts background order sync task for KuCoin
func (t *KuCoinTrader) StartOrderSync(traderID string, exchangeID string, exchangeType string, st *store.Store, interval time.Duration) {
ticker := time.NewTicker(interval)
go func() {
for range ticker.C {
if err := t.SyncOrdersFromKuCoin(traderID, exchangeID, exchangeType, st); err != nil {
logger.Infof("⚠️ KuCoin order sync failed: %v", err)
}
}
}()
logger.Infof("🔄 KuCoin order sync started (interval: %v)", interval)
}

View File

@@ -1,628 +0,0 @@
package kucoin
import (
"encoding/json"
"fmt"
"os"
"testing"
"time"
)
// Test credentials - set via environment variables
func getKuCoinTestCredentials(t *testing.T) (string, string, string) {
apiKey := os.Getenv("KUCOIN_TEST_API_KEY")
secretKey := os.Getenv("KUCOIN_TEST_SECRET_KEY")
passphrase := os.Getenv("KUCOIN_TEST_PASSPHRASE")
if apiKey == "" || secretKey == "" || passphrase == "" {
t.Skip("KuCoin test credentials not set (KUCOIN_TEST_API_KEY, KUCOIN_TEST_SECRET_KEY, KUCOIN_TEST_PASSPHRASE)")
}
return apiKey, secretKey, passphrase
}
func createKuCoinTestTrader(t *testing.T) *KuCoinTrader {
apiKey, secretKey, passphrase := getKuCoinTestCredentials(t)
trader := NewKuCoinTrader(apiKey, secretKey, passphrase)
return trader
}
// TestKuCoinConnection tests basic API connectivity
func TestKuCoinConnection(t *testing.T) {
trader := createKuCoinTestTrader(t)
balance, err := trader.GetBalance()
if err != nil {
t.Fatalf("Failed to get balance: %v", err)
}
t.Logf("✅ Connection OK")
t.Logf(" totalWalletBalance: %v", balance["totalWalletBalance"])
t.Logf(" availableBalance: %v", balance["availableBalance"])
t.Logf(" totalUnrealizedProfit: %v", balance["totalUnrealizedProfit"])
t.Logf(" totalEquity: %v", balance["totalEquity"])
}
// TestKuCoinGetPositions tests position retrieval
func TestKuCoinGetPositions(t *testing.T) {
trader := createKuCoinTestTrader(t)
positions, err := trader.GetPositions()
if err != nil {
t.Fatalf("Failed to get positions: %v", err)
}
t.Logf("📊 Found %d positions:", len(positions))
for i, pos := range positions {
symbol := pos["symbol"].(string)
side := pos["side"].(string)
posAmt := pos["positionAmt"].(float64)
entryPrice := pos["entryPrice"].(float64)
markPrice := pos["markPrice"].(float64)
unrealizedPnl := pos["unRealizedProfit"].(float64)
leverage := pos["leverage"].(float64)
mgnMode := pos["mgnMode"].(string)
t.Logf(" [%d] %s %s: qty=%.6f entry=%.4f mark=%.4f pnl=%.4f lev=%.0f mode=%s",
i+1, symbol, side, posAmt, entryPrice, markPrice, unrealizedPnl, leverage, mgnMode)
}
}
// TestKuCoinGetTrades tests trade history retrieval with proper JSON parsing
func TestKuCoinGetTrades(t *testing.T) {
trader := createKuCoinTestTrader(t)
// Get trades from last 24 hours (KuCoin API quirk: >24h startAt returns 0)
startTime := time.Now().Add(-24 * time.Hour)
trades, err := trader.GetTrades(startTime, 100)
if err != nil {
t.Fatalf("Failed to get trades: %v", err)
}
t.Logf("📋 Retrieved %d trades from KuCoin:", len(trades))
for i, trade := range trades {
t.Logf(" [%d] %s | TradeID: %s | OrderID: %s", i+1, trade.ExecTime.Format("2006-01-02 15:04:05"), trade.TradeID, trade.OrderID)
t.Logf(" Symbol: %s | Side: %s | Action: %s", trade.Symbol, trade.Side, trade.OrderAction)
t.Logf(" Price: %.4f | Qty: %.6f | Fee: %.6f %s", trade.FillPrice, trade.FillQty, trade.Fee, trade.FeeAsset)
t.Logf(" PnL: %.4f", trade.ProfitLoss)
}
// Verify trade data integrity
for i, trade := range trades {
if trade.TradeID == "" {
t.Errorf("Trade %d has empty TradeID", i)
}
if trade.Symbol == "" {
t.Errorf("Trade %d has empty Symbol", i)
}
if trade.Side != "BUY" && trade.Side != "SELL" {
t.Errorf("Trade %d has invalid Side: %s (expected BUY or SELL)", i, trade.Side)
}
if trade.OrderAction != "open_long" && trade.OrderAction != "open_short" &&
trade.OrderAction != "close_long" && trade.OrderAction != "close_short" {
t.Errorf("Trade %d has invalid OrderAction: %s", i, trade.OrderAction)
}
if trade.FillPrice <= 0 {
t.Errorf("Trade %d has invalid FillPrice: %.6f", i, trade.FillPrice)
}
if trade.FillQty <= 0 {
t.Errorf("Trade %d has invalid FillQty: %.6f", i, trade.FillQty)
}
}
}
// TestKuCoinGetRecentTrades tests recent trades endpoint
func TestKuCoinGetRecentTrades(t *testing.T) {
trader := createKuCoinTestTrader(t)
trades, err := trader.GetRecentTrades()
if err != nil {
t.Fatalf("Failed to get recent trades: %v", err)
}
t.Logf("📋 Retrieved %d recent trades from KuCoin:", len(trades))
for i, trade := range trades {
t.Logf(" [%d] %s %s %s qty=%.6f price=%.4f pnl=%.4f action=%s",
i+1, trade.ExecTime.Format("01-02 15:04:05"), trade.Symbol, trade.Side,
trade.FillQty, trade.FillPrice, trade.ProfitLoss, trade.OrderAction)
}
}
// TestKuCoinTradeToRecord tests conversion to TradeRecord
func TestKuCoinTradeToRecord(t *testing.T) {
// Test open_long
trade1 := KuCoinTrade{
TradeID: "test-trade-1",
Symbol: "BTCUSDT",
Side: "BUY",
OrderAction: "open_long",
FillPrice: 50000.0,
FillQty: 0.01,
Fee: 0.5,
ProfitLoss: 0,
}
record1 := trade1.ToTradeRecord()
if record1.PositionSide != "LONG" {
t.Errorf("open_long should have PositionSide=LONG, got %s", record1.PositionSide)
}
// Test close_long
trade2 := KuCoinTrade{
TradeID: "test-trade-2",
Symbol: "BTCUSDT",
Side: "SELL",
OrderAction: "close_long",
FillPrice: 51000.0,
FillQty: 0.01,
Fee: 0.5,
ProfitLoss: 10.0,
}
record2 := trade2.ToTradeRecord()
if record2.PositionSide != "LONG" {
t.Errorf("close_long should have PositionSide=LONG, got %s", record2.PositionSide)
}
// Test open_short
trade3 := KuCoinTrade{
TradeID: "test-trade-3",
Symbol: "ETHUSDT",
Side: "SELL",
OrderAction: "open_short",
FillPrice: 3000.0,
FillQty: 0.1,
Fee: 0.3,
ProfitLoss: 0,
}
record3 := trade3.ToTradeRecord()
if record3.PositionSide != "SHORT" {
t.Errorf("open_short should have PositionSide=SHORT, got %s", record3.PositionSide)
}
// Test close_short
trade4 := KuCoinTrade{
TradeID: "test-trade-4",
Symbol: "ETHUSDT",
Side: "BUY",
OrderAction: "close_short",
FillPrice: 2900.0,
FillQty: 0.1,
Fee: 0.3,
ProfitLoss: 10.0,
}
record4 := trade4.ToTradeRecord()
if record4.PositionSide != "SHORT" {
t.Errorf("close_short should have PositionSide=SHORT, got %s", record4.PositionSide)
}
t.Logf("✅ TradeRecord conversion tests passed")
}
// TestKuCoinOrderActionDetermination tests that order action is correctly determined
func TestKuCoinOrderActionDetermination(t *testing.T) {
trader := createKuCoinTestTrader(t)
startTime := time.Now().Add(-24 * time.Hour)
trades, err := trader.GetTrades(startTime, 100)
if err != nil {
t.Fatalf("Failed to get trades: %v", err)
}
// Analyze trade patterns
actionCounts := make(map[string]int)
for _, trade := range trades {
actionCounts[trade.OrderAction]++
}
t.Logf("📊 Order action distribution:")
for action, count := range actionCounts {
t.Logf(" %s: %d", action, count)
}
// Verify logical consistency:
// - BUY + open_long: opening a long position
// - BUY + close_short: closing a short position
// - SELL + open_short: opening a short position
// - SELL + close_long: closing a long position
for i, trade := range trades {
switch trade.OrderAction {
case "open_long":
if trade.Side != "BUY" {
t.Errorf("Trade %d: open_long should have Side=BUY, got %s", i, trade.Side)
}
case "close_short":
if trade.Side != "BUY" {
t.Errorf("Trade %d: close_short should have Side=BUY, got %s", i, trade.Side)
}
case "open_short":
if trade.Side != "SELL" {
t.Errorf("Trade %d: open_short should have Side=SELL, got %s", i, trade.Side)
}
case "close_long":
if trade.Side != "SELL" {
t.Errorf("Trade %d: close_long should have Side=SELL, got %s", i, trade.Side)
}
}
}
}
// TestKuCoinPositionBuilding tests that trades can be used to build position state
func TestKuCoinPositionBuilding(t *testing.T) {
trader := createKuCoinTestTrader(t)
startTime := time.Now().Add(-24 * time.Hour)
trades, err := trader.GetTrades(startTime, 100)
if err != nil {
t.Fatalf("Failed to get trades: %v", err)
}
// Group trades by symbol and build position state
type PositionState struct {
LongQty float64
ShortQty float64
LongPnL float64
ShortPnL float64
TradeCount int
}
positions := make(map[string]*PositionState)
for _, trade := range trades {
if positions[trade.Symbol] == nil {
positions[trade.Symbol] = &PositionState{}
}
pos := positions[trade.Symbol]
pos.TradeCount++
switch trade.OrderAction {
case "open_long":
pos.LongQty += trade.FillQty
case "close_long":
pos.LongQty -= trade.FillQty
pos.LongPnL += trade.ProfitLoss
case "open_short":
pos.ShortQty += trade.FillQty
case "close_short":
pos.ShortQty -= trade.FillQty
pos.ShortPnL += trade.ProfitLoss
}
}
t.Logf("📊 Calculated position states from %d trades:", len(trades))
for symbol, pos := range positions {
t.Logf(" %s: trades=%d longQty=%.6f shortQty=%.6f longPnL=%.4f shortPnL=%.4f",
symbol, pos.TradeCount, pos.LongQty, pos.ShortQty, pos.LongPnL, pos.ShortPnL)
}
// Now compare with actual positions from exchange
actualPositions, err := trader.GetPositions()
if err != nil {
t.Fatalf("Failed to get actual positions: %v", err)
}
t.Logf("\n📊 Actual positions from exchange:")
for _, pos := range actualPositions {
symbol := pos["symbol"].(string)
side := pos["side"].(string)
qty := pos["positionAmt"].(float64)
t.Logf(" %s %s: qty=%.6f", symbol, side, qty)
}
}
// TestKuCoinRawAPIResponse tests raw API response to verify field types
func TestKuCoinRawAPIResponse(t *testing.T) {
trader := createKuCoinTestTrader(t)
// Make raw request to fills endpoint
startTime := time.Now().Add(-24 * time.Hour)
path := fmt.Sprintf("%s?pageSize=10&startAt=%d", kucoinFillsPath, startTime.UnixMilli())
data, err := trader.doRequest("GET", path, nil)
if err != nil {
t.Fatalf("Failed to get raw fills data: %v", err)
}
t.Logf("📋 Raw API response (first 2000 chars):")
response := string(data)
if len(response) > 2000 {
response = response[:2000] + "..."
}
t.Logf("%s", response)
}
// TestKuCoinValueCalculation tests that calculated value (price * qty) matches API value
// This is the key test to verify multiplier and qty calculation is correct
func TestKuCoinValueCalculation(t *testing.T) {
trader := createKuCoinTestTrader(t)
// Get raw API response to compare
path := fmt.Sprintf("%s?pageSize=20", kucoinFillsPath)
data, err := trader.doRequest("GET", path, nil)
if err != nil {
t.Fatalf("Failed to get raw fills: %v", err)
}
var rawResponse struct {
Items []struct {
Symbol string `json:"symbol"`
TradeId string `json:"tradeId"`
Price string `json:"price"`
Size int64 `json:"size"`
Value string `json:"value"` // This is the actual USDT value from API
Side string `json:"side"`
} `json:"items"`
}
if err := json.Unmarshal(data, &rawResponse); err != nil {
t.Fatalf("Failed to parse raw response: %v", err)
}
// Get trades via GetTrades
trades, err := trader.GetTrades(time.Time{}, 20)
if err != nil {
t.Fatalf("Failed to get trades: %v", err)
}
// Build a map of tradeID -> calculated value
calculatedValues := make(map[string]float64)
for _, trade := range trades {
calculatedValues[trade.TradeID] = trade.FillPrice * trade.FillQty
}
t.Logf("Comparing API value vs calculated value (price * qty):")
t.Logf("==========================================")
errorCount := 0
for i, raw := range rawResponse.Items {
if i >= 10 {
break
}
var apiValue float64
fmt.Sscanf(raw.Value, "%f", &apiValue)
calculatedValue, exists := calculatedValues[raw.TradeId]
if !exists {
t.Errorf("Trade %s not found in GetTrades result", raw.TradeId)
continue
}
// Allow 1% tolerance for rounding
tolerance := apiValue * 0.01
diff := calculatedValue - apiValue
if diff < 0 {
diff = -diff
}
status := "✅"
if diff > tolerance {
status = "❌"
errorCount++
}
t.Logf(" %s [%d] %s: API value=%.4f, Calculated=%.4f, Diff=%.4f",
status, i+1, raw.Symbol, apiValue, calculatedValue, diff)
}
if errorCount > 0 {
t.Errorf("Found %d trades with incorrect value calculation", errorCount)
}
}
// TestKuCoinEntryExitPrice tests that entry/exit prices are correctly captured
func TestKuCoinEntryExitPrice(t *testing.T) {
trader := createKuCoinTestTrader(t)
trades, err := trader.GetTrades(time.Time{}, 50)
if err != nil {
t.Fatalf("Failed to get trades: %v", err)
}
// Group trades by symbol to track entry/exit
type PositionTracker struct {
OpenTrades []KuCoinTrade
CloseTrades []KuCoinTrade
}
positions := make(map[string]*PositionTracker)
for _, trade := range trades {
if positions[trade.Symbol] == nil {
positions[trade.Symbol] = &PositionTracker{}
}
if trade.OrderAction == "open_long" || trade.OrderAction == "open_short" {
positions[trade.Symbol].OpenTrades = append(positions[trade.Symbol].OpenTrades, trade)
} else {
positions[trade.Symbol].CloseTrades = append(positions[trade.Symbol].CloseTrades, trade)
}
}
t.Logf("Entry/Exit price analysis:")
t.Logf("==========================")
for symbol, pos := range positions {
if len(pos.OpenTrades) == 0 && len(pos.CloseTrades) == 0 {
continue
}
// Calculate weighted average entry price
var totalEntryValue, totalEntryQty float64
for _, trade := range pos.OpenTrades {
totalEntryValue += trade.FillPrice * trade.FillQty
totalEntryQty += trade.FillQty
}
avgEntryPrice := 0.0
if totalEntryQty > 0 {
avgEntryPrice = totalEntryValue / totalEntryQty
}
// Calculate weighted average exit price
var totalExitValue, totalExitQty float64
for _, trade := range pos.CloseTrades {
totalExitValue += trade.FillPrice * trade.FillQty
totalExitQty += trade.FillQty
}
avgExitPrice := 0.0
if totalExitQty > 0 {
avgExitPrice = totalExitValue / totalExitQty
}
// Calculate P&L (simplified: (exit - entry) * qty for long)
pnl := 0.0
if totalEntryQty > 0 && totalExitQty > 0 {
// Use the smaller qty for P&L calculation
closedQty := totalExitQty
if totalEntryQty < closedQty {
closedQty = totalEntryQty
}
pnl = (avgExitPrice - avgEntryPrice) * closedQty
}
t.Logf(" %s:", symbol)
t.Logf(" Entry: %d trades, total qty=%.6f, avg price=%.6f, value=%.2f USDT",
len(pos.OpenTrades), totalEntryQty, avgEntryPrice, totalEntryValue)
t.Logf(" Exit: %d trades, total qty=%.6f, avg price=%.6f, value=%.2f USDT",
len(pos.CloseTrades), totalExitQty, avgExitPrice, totalExitValue)
t.Logf(" Calculated P&L: %.4f USDT", pnl)
// Verify entry qty matches exit qty for closed positions
if len(pos.OpenTrades) > 0 && len(pos.CloseTrades) > 0 {
qtyDiff := totalEntryQty - totalExitQty
if qtyDiff < 0 {
qtyDiff = -qtyDiff
}
tolerance := totalEntryQty * 0.001 // 0.1% tolerance
if qtyDiff > tolerance {
t.Logf(" ⚠️ Entry/Exit qty mismatch: %.6f", qtyDiff)
}
}
}
}
// TestKuCoinPnLCalculation tests P&L calculation against actual exchange data
func TestKuCoinPnLCalculation(t *testing.T) {
trader := createKuCoinTestTrader(t)
// Get current balance for reference
balance, err := trader.GetBalance()
if err != nil {
t.Logf("Warning: Could not get balance: %v", err)
} else {
t.Logf("Current account balance:")
t.Logf(" Total equity: %v", balance["totalEquity"])
t.Logf(" Available: %v", balance["availableBalance"])
}
trades, err := trader.GetTrades(time.Time{}, 50)
if err != nil {
t.Fatalf("Failed to get trades: %v", err)
}
// Group by symbol and calculate P&L
type SymbolPnL struct {
Symbol string
TotalFees float64
GrossPnL float64 // From price difference
NetPnL float64 // Gross - fees
OpenQty float64
CloseQty float64
AvgOpenPrice float64
AvgClosePrice float64
}
pnlBySymbol := make(map[string]*SymbolPnL)
for _, trade := range trades {
if pnlBySymbol[trade.Symbol] == nil {
pnlBySymbol[trade.Symbol] = &SymbolPnL{Symbol: trade.Symbol}
}
p := pnlBySymbol[trade.Symbol]
p.TotalFees += trade.Fee
if trade.OrderAction == "open_long" || trade.OrderAction == "open_short" {
p.OpenQty += trade.FillQty
p.AvgOpenPrice = (p.AvgOpenPrice*(p.OpenQty-trade.FillQty) + trade.FillPrice*trade.FillQty) / p.OpenQty
} else {
p.CloseQty += trade.FillQty
p.AvgClosePrice = (p.AvgClosePrice*(p.CloseQty-trade.FillQty) + trade.FillPrice*trade.FillQty) / p.CloseQty
}
}
t.Logf("\nP&L Summary by Symbol:")
t.Logf("======================")
var totalGrossPnL, totalFees, totalNetPnL float64
for symbol, p := range pnlBySymbol {
closedQty := p.CloseQty
if p.OpenQty < closedQty {
closedQty = p.OpenQty
}
// For LONG: P&L = (exitPrice - entryPrice) * qty
if closedQty > 0 && p.AvgOpenPrice > 0 && p.AvgClosePrice > 0 {
p.GrossPnL = (p.AvgClosePrice - p.AvgOpenPrice) * closedQty
p.NetPnL = p.GrossPnL - p.TotalFees
}
totalGrossPnL += p.GrossPnL
totalFees += p.TotalFees
totalNetPnL += p.NetPnL
t.Logf(" %s:", symbol)
t.Logf(" Open: qty=%.6f @ avg price=%.6f", p.OpenQty, p.AvgOpenPrice)
t.Logf(" Close: qty=%.6f @ avg price=%.6f", p.CloseQty, p.AvgClosePrice)
t.Logf(" Fees: %.4f USDT", p.TotalFees)
t.Logf(" Gross P&L: %.4f USDT", p.GrossPnL)
t.Logf(" Net P&L: %.4f USDT", p.NetPnL)
}
t.Logf("\nTotal Summary:")
t.Logf(" Total Gross P&L: %.4f USDT", totalGrossPnL)
t.Logf(" Total Fees: %.4f USDT", totalFees)
t.Logf(" Total Net P&L: %.4f USDT", totalNetPnL)
}
// TestKuCoinGetTradesDebug tests GetTrades with detailed debugging
func TestKuCoinGetTradesDebug(t *testing.T) {
trader := createKuCoinTestTrader(t)
// Test with different time windows
timeWindows := []struct {
name string
duration time.Duration
}{
{"1 hour", 1 * time.Hour},
{"24 hours", 24 * time.Hour},
{"7 days", 7 * 24 * time.Hour},
{"no filter", 0},
}
for _, tw := range timeWindows {
var startTime time.Time
var path string
if tw.duration > 0 {
startTime = time.Now().Add(-tw.duration)
path = fmt.Sprintf("%s?pageSize=100&startAt=%d", kucoinFillsPath, startTime.UnixMilli())
} else {
path = fmt.Sprintf("%s?pageSize=100", kucoinFillsPath)
}
data, err := trader.doRequest("GET", path, nil)
if err != nil {
t.Errorf("Failed to get fills for %s: %v", tw.name, err)
continue
}
// Parse to count items
var resp struct {
TotalNum int `json:"totalNum"`
Items []struct {
TradeTime int64 `json:"tradeTime"`
} `json:"items"`
}
json.Unmarshal(data, &resp)
t.Logf("📋 %s: totalNum=%d, items=%d", tw.name, resp.TotalNum, len(resp.Items))
if len(resp.Items) > 0 {
firstTime := time.Unix(0, resp.Items[0].TradeTime)
t.Logf(" First trade time: %s", firstTime.Format(time.RFC3339))
}
}
}

File diff suppressed because it is too large Load Diff

View File

@@ -1,4 +1,4 @@
package lighter
package trader
import (
"fmt"
@@ -6,8 +6,6 @@ import (
"strings"
"testing"
"time"
tradertypes "nofx/trader/types"
)
// Test configuration - uses environment variables for security
@@ -686,7 +684,7 @@ func TestLighterPlaceLimitOrder(t *testing.T) {
limitPrice := marketPrice * 0.75
quantity := 0.01
req := &tradertypes.LimitOrderRequest{
req := &LimitOrderRequest{
Symbol: "ETH",
Side: "BUY",
PositionSide: "LONG",

View File

@@ -1,4 +1,4 @@
package lighter
package trader
import (
"fmt"

View File

@@ -1,4 +1,4 @@
package lighter
package trader
import (
"context"
@@ -16,7 +16,6 @@ import (
lighterClient "github.com/elliottech/lighter-go/client"
lighterHTTP "github.com/elliottech/lighter-go/client/http"
"github.com/ethereum/go-ethereum/common/hexutil"
tradertypes "nofx/trader/types"
)
// AccountInfo LIGHTER account information
@@ -399,14 +398,14 @@ func (t *LighterTraderV2) Cleanup() error {
// GetClosedPnL gets closed position PnL records from exchange
// LIGHTER does not have a direct closed PnL API, returns empty slice
func (t *LighterTraderV2) GetClosedPnL(startTime time.Time, limit int) ([]tradertypes.ClosedPnLRecord, error) {
func (t *LighterTraderV2) GetClosedPnL(startTime time.Time, limit int) ([]ClosedPnLRecord, error) {
trades, err := t.GetTrades(startTime, limit)
if err != nil {
return nil, err
}
// Filter only closing trades (realizedPnl != 0)
var records []tradertypes.ClosedPnLRecord
var records []ClosedPnLRecord
for _, trade := range trades {
if trade.RealizedPnL == 0 {
continue
@@ -428,7 +427,7 @@ func (t *LighterTraderV2) GetClosedPnL(startTime time.Time, limit int) ([]trader
}
}
records = append(records, tradertypes.ClosedPnLRecord{
records = append(records, ClosedPnLRecord{
Symbol: trade.Symbol,
Side: side,
EntryPrice: entryPrice,
@@ -448,7 +447,7 @@ func (t *LighterTraderV2) GetClosedPnL(startTime time.Time, limit int) ([]trader
}
// GetTrades retrieves trade history from Lighter
func (t *LighterTraderV2) GetTrades(startTime time.Time, limit int) ([]tradertypes.TradeRecord, error) {
func (t *LighterTraderV2) GetTrades(startTime time.Time, limit int) ([]TradeRecord, error) {
// Ensure we have account index
if t.accountIndex == 0 {
if err := t.initializeAccount(); err != nil {
@@ -491,7 +490,7 @@ func (t *LighterTraderV2) GetTrades(startTime time.Time, limit int) ([]tradertyp
if resp.StatusCode != http.StatusOK {
logger.Infof("⚠️ Lighter trades API returned %d: %s", resp.StatusCode, string(body))
return []tradertypes.TradeRecord{}, nil
return []TradeRecord{}, nil
}
// Debug: log raw response
@@ -503,14 +502,14 @@ func (t *LighterTraderV2) GetTrades(startTime time.Time, limit int) ([]tradertyp
var trades []LighterTrade
if err := json.Unmarshal(body, &trades); err != nil {
logger.Infof("⚠️ Failed to parse trades response as array: %v", err)
return []tradertypes.TradeRecord{}, nil
return []TradeRecord{}, nil
}
response.Trades = trades
}
if response.Code != 200 && response.Code != 0 {
logger.Infof("⚠️ Trades API returned non-success code: %d", response.Code)
return []tradertypes.TradeRecord{}, nil
return []TradeRecord{}, nil
}
// Build market_id -> symbol map
@@ -529,7 +528,7 @@ func (t *LighterTraderV2) GetTrades(startTime time.Time, limit int) ([]tradertyp
}
// Convert to unified TradeRecord format
var result []tradertypes.TradeRecord
var result []TradeRecord
for _, lt := range response.Trades {
price, _ := parseFloat(lt.Price)
qty, _ := parseFloat(lt.Size)
@@ -616,7 +615,7 @@ func (t *LighterTraderV2) GetTrades(startTime time.Time, limit int) ([]tradertyp
openSide, openAction = "LONG", "open_long"
}
closeTrade := tradertypes.TradeRecord{
closeTrade := TradeRecord{
TradeID: fmt.Sprintf("%d_close", lt.TradeID),
Symbol: symbol,
Side: side,
@@ -630,7 +629,7 @@ func (t *LighterTraderV2) GetTrades(startTime time.Time, limit int) ([]tradertyp
}
result = append(result, closeTrade)
openTrade := tradertypes.TradeRecord{
openTrade := TradeRecord{
TradeID: fmt.Sprintf("%d_open", lt.TradeID),
Symbol: symbol,
Side: side,
@@ -672,7 +671,7 @@ func (t *LighterTraderV2) GetTrades(startTime time.Time, limit int) ([]tradertyp
}
}
trade := tradertypes.TradeRecord{
trade := TradeRecord{
TradeID: fmt.Sprintf("%d", lt.TradeID),
Symbol: symbol,
Side: side,

View File

@@ -1,4 +1,4 @@
package lighter
package trader
import (
"encoding/json"
@@ -91,7 +91,7 @@ func (t *LighterTraderV2) GetBalance() (map[string]interface{}, error) {
// Calculate wallet balance (total equity - unrealized PnL)
walletBalance := balance.TotalEquity - balance.UnrealizedPnL
// Return in standard format compatible with auto_types.go
// Return in standard format compatible with auto_trader.go
// (totalEquity = totalWalletBalance + totalUnrealizedProfit)
return map[string]interface{}{
"totalWalletBalance": walletBalance, // Wallet balance (excluding unrealized PnL)
@@ -165,7 +165,7 @@ func (t *LighterTraderV2) GetPositions() ([]map[string]interface{}, error) {
result := make([]map[string]interface{}, 0, len(positions))
for _, pos := range positions {
// Return in standard format compatible with auto_types.go
// Return in standard format compatible with auto_trader.go
result = append(result, map[string]interface{}{
"symbol": pos.Symbol,
"side": pos.Side,

View File

@@ -1,4 +1,4 @@
package lighter
package trader
import (
"encoding/json"

View File

@@ -1,4 +1,4 @@
package lighter
package trader
import (
"encoding/json"

View File

@@ -1,4 +1,4 @@
package lighter
package trader
import (
"bytes"
@@ -13,7 +13,6 @@ import (
"time"
"github.com/elliottech/lighter-go/types"
tradertypes "nofx/trader/types"
)
// OpenLong Open long position (implements Trader interface)
@@ -857,14 +856,14 @@ func pow10(n int) int64 {
}
// GetOpenOrders gets all open/pending orders for a symbol
func (t *LighterTraderV2) GetOpenOrders(symbol string) ([]tradertypes.OpenOrder, error) {
func (t *LighterTraderV2) GetOpenOrders(symbol string) ([]OpenOrder, error) {
// Get active orders from Lighter API
activeOrders, err := t.GetActiveOrders(symbol)
if err != nil {
return nil, fmt.Errorf("failed to get active orders: %w", err)
}
var result []tradertypes.OpenOrder
var result []OpenOrder
for _, order := range activeOrders {
// Convert side: Lighter uses is_ask (true=sell, false=buy)
side := "BUY"
@@ -906,7 +905,7 @@ func (t *LighterTraderV2) GetOpenOrders(symbol string) ([]tradertypes.OpenOrder,
}
triggerPrice, _ := strconv.ParseFloat(order.TriggerPrice, 64)
openOrder := tradertypes.OpenOrder{
openOrder := OpenOrder{
OrderID: order.OrderID,
Symbol: symbol,
Side: side,
@@ -926,7 +925,7 @@ func (t *LighterTraderV2) GetOpenOrders(symbol string) ([]tradertypes.OpenOrder,
// PlaceLimitOrder implements GridTrader interface for grid trading
// Places a limit order at the specified price
func (t *LighterTraderV2) PlaceLimitOrder(req *tradertypes.LimitOrderRequest) (*tradertypes.LimitOrderResult, error) {
func (t *LighterTraderV2) PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderResult, error) {
if t.txClient == nil {
return nil, fmt.Errorf("TxClient not initialized")
}
@@ -961,7 +960,7 @@ func (t *LighterTraderV2) PlaceLimitOrder(req *tradertypes.LimitOrderRequest) (*
logger.Infof("✓ LIGHTER limit order placed: %s %s @ %.4f, OrderID: %s",
req.Symbol, req.Side, req.Price, orderID)
return &tradertypes.LimitOrderResult{
return &LimitOrderResult{
OrderID: orderID,
ClientID: req.ClientID,
Symbol: req.Symbol,

View File

@@ -1,4 +1,4 @@
package lighter
package trader
import (
"fmt"
@@ -7,14 +7,6 @@ import (
"golang.org/x/crypto/sha3"
)
// SymbolPrecision Symbol precision information
type SymbolPrecision struct {
PricePrecision int
QuantityPrecision int
TickSize float64 // Price tick size
StepSize float64 // Quantity step size
}
// AccountBalance Account balance information (Lighter)
type AccountBalance struct {
TotalEquity float64 `json:"total_equity"` // Total equity

View File

@@ -1,4 +1,4 @@
package okx
package trader
import (
"encoding/json"

View File

@@ -1,4 +1,4 @@
package okx
package trader
import (
"bytes"
@@ -16,7 +16,6 @@ import (
"strings"
"sync"
"time"
"nofx/trader/types"
)
// OKX API endpoints
@@ -1282,7 +1281,7 @@ var okxTag = func() string {
// GetClosedPnL retrieves closed position PnL records from OKX
// OKX API: /api/v5/account/positions-history
func (t *OKXTrader) GetClosedPnL(startTime time.Time, limit int) ([]types.ClosedPnLRecord, error) {
func (t *OKXTrader) GetClosedPnL(startTime time.Time, limit int) ([]ClosedPnLRecord, error) {
if limit <= 0 {
limit = 100
}
@@ -1329,10 +1328,10 @@ func (t *OKXTrader) GetClosedPnL(startTime time.Time, limit int) ([]types.Closed
return nil, fmt.Errorf("OKX API error: %s - %s", resp.Code, resp.Msg)
}
records := make([]types.ClosedPnLRecord, 0, len(resp.Data))
records := make([]ClosedPnLRecord, 0, len(resp.Data))
for _, pos := range resp.Data {
record := types.ClosedPnLRecord{}
record := ClosedPnLRecord{}
// Convert instrument ID to standard format (BTC-USDT-SWAP -> BTCUSDT)
parts := strings.Split(pos.InstID, "-")
@@ -1390,9 +1389,9 @@ func (t *OKXTrader) GetClosedPnL(startTime time.Time, limit int) ([]types.Closed
}
// GetOpenOrders gets all open/pending orders for a symbol
func (t *OKXTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, error) {
func (t *OKXTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
instId := t.convertSymbol(symbol)
var result []types.OpenOrder
var result []OpenOrder
// 1. Get pending limit orders
path := fmt.Sprintf("%s?instId=%s&instType=SWAP", okxPendingOrdersPath, instId)
@@ -1423,7 +1422,7 @@ func (t *OKXTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, error) {
positionSide = "BOTH"
}
result = append(result, types.OpenOrder{
result = append(result, OpenOrder{
OrderID: order.OrdId,
Symbol: symbol,
Side: side,
@@ -1439,8 +1438,7 @@ func (t *OKXTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, error) {
}
// 2. Get pending algo orders (stop-loss/take-profit)
// OKX requires ordType parameter for algo orders API
algoPath := fmt.Sprintf("%s?instId=%s&instType=SWAP&ordType=conditional", okxAlgoPendingPath, instId)
algoPath := fmt.Sprintf("%s?instId=%s&instType=SWAP", okxAlgoPendingPath, instId)
algoData, err := t.doRequest("GET", algoPath, nil)
if err != nil {
logger.Warnf("[OKX] Failed to get algo orders: %v", err)
@@ -1453,13 +1451,12 @@ func (t *OKXTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, error) {
PosSide string `json:"posSide"`
OrdType string `json:"ordType"` // conditional/oco/trigger
TriggerPx string `json:"triggerPx"`
SlTriggerPx string `json:"slTriggerPx"` // Stop loss trigger price
TpTriggerPx string `json:"tpTriggerPx"` // Take profit trigger price
Sz string `json:"sz"`
State string `json:"state"`
}
if err := json.Unmarshal(algoData, &algoOrders); err == nil {
for _, order := range algoOrders {
triggerPrice, _ := strconv.ParseFloat(order.TriggerPx, 64)
quantity, _ := strconv.ParseFloat(order.Sz, 64)
side := strings.ToUpper(order.Side)
@@ -1468,59 +1465,23 @@ func (t *OKXTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, error) {
positionSide = "BOTH"
}
// Check for stop loss order (slTriggerPx is set)
if order.SlTriggerPx != "" {
slPrice, _ := strconv.ParseFloat(order.SlTriggerPx, 64)
if slPrice > 0 {
result = append(result, types.OpenOrder{
OrderID: order.AlgoId + "_sl",
Symbol: symbol,
Side: side,
PositionSide: positionSide,
Type: "STOP_MARKET",
Price: 0,
StopPrice: slPrice,
Quantity: quantity,
Status: "NEW",
})
}
// Map OKX algo order type
orderType := "STOP_MARKET"
if order.OrdType == "oco" {
orderType = "TAKE_PROFIT_MARKET"
}
// Check for take profit order (tpTriggerPx is set)
if order.TpTriggerPx != "" {
tpPrice, _ := strconv.ParseFloat(order.TpTriggerPx, 64)
if tpPrice > 0 {
result = append(result, types.OpenOrder{
OrderID: order.AlgoId + "_tp",
Symbol: symbol,
Side: side,
PositionSide: positionSide,
Type: "TAKE_PROFIT_MARKET",
Price: 0,
StopPrice: tpPrice,
Quantity: quantity,
Status: "NEW",
})
}
}
// Fallback for trigger orders (triggerPx is set)
if order.TriggerPx != "" && order.SlTriggerPx == "" && order.TpTriggerPx == "" {
triggerPrice, _ := strconv.ParseFloat(order.TriggerPx, 64)
if triggerPrice > 0 {
result = append(result, types.OpenOrder{
OrderID: order.AlgoId,
Symbol: symbol,
Side: side,
PositionSide: positionSide,
Type: "STOP_MARKET",
Price: 0,
StopPrice: triggerPrice,
Quantity: quantity,
Status: "NEW",
})
}
}
result = append(result, OpenOrder{
OrderID: order.AlgoId,
Symbol: symbol,
Side: side,
PositionSide: positionSide,
Type: orderType,
Price: 0,
StopPrice: triggerPrice,
Quantity: quantity,
Status: "NEW",
})
}
}
}
@@ -1531,7 +1492,7 @@ func (t *OKXTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, error) {
// PlaceLimitOrder places a limit order for grid trading
// Implements GridTrader interface
func (t *OKXTrader) PlaceLimitOrder(req *types.LimitOrderRequest) (*types.LimitOrderResult, error) {
func (t *OKXTrader) PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderResult, error) {
instId := t.convertSymbol(req.Symbol)
// Get instrument info
@@ -1605,7 +1566,7 @@ func (t *OKXTrader) PlaceLimitOrder(req *types.LimitOrderRequest) (*types.LimitO
logger.Infof("✓ [OKX] Limit order placed: %s %s @ %.4f, orderID=%s",
instId, side, req.Price, orders[0].OrdId)
return &types.LimitOrderResult{
return &LimitOrderResult{
OrderID: orders[0].OrdId,
ClientID: orders[0].ClOrdId,
Symbol: req.Symbol,

View File

@@ -1,11 +1,10 @@
package testutil
package trader
import (
"testing"
"github.com/agiledragon/gomonkey/v2"
"github.com/stretchr/testify/assert"
"nofx/trader/types"
)
// TraderTestSuite Generic Trader interface test suite (base suite)
@@ -17,12 +16,12 @@ import (
// 3. Call RunAllTests() to run all generic tests
type TraderTestSuite struct {
T *testing.T
Trader types.Trader
Trader Trader
Patches *gomonkey.Patches
}
// NewTraderTestSuite Create new base test suite
func NewTraderTestSuite(t *testing.T, trader types.Trader) *TraderTestSuite {
func NewTraderTestSuite(t *testing.T, trader Trader) *TraderTestSuite {
return &TraderTestSuite{
T: t,
Trader: trader,

View File

@@ -1,230 +0,0 @@
package types
import (
"fmt"
"nofx/logger"
"time"
)
// ClosedPnLRecord represents a single closed position record from exchange
type ClosedPnLRecord struct {
Symbol string // Trading pair (e.g., "BTCUSDT")
Side string // "long" or "short"
EntryPrice float64 // Entry price
ExitPrice float64 // Exit/close price
Quantity float64 // Position size
RealizedPnL float64 // Realized profit/loss
Fee float64 // Trading fee/commission
Leverage int // Leverage used
EntryTime time.Time // Position open time
ExitTime time.Time // Position close time
OrderID string // Close order ID
CloseType string // "manual", "stop_loss", "take_profit", "liquidation", "unknown"
ExchangeID string // Exchange-specific position ID
}
// TradeRecord represents a single trade/fill from exchange
// Used for reconstructing position history with unified algorithm
type TradeRecord struct {
TradeID string // Unique trade ID from exchange
Symbol string // Trading pair (e.g., "BTCUSDT")
Side string // "BUY" or "SELL"
PositionSide string // "LONG", "SHORT", or "BOTH" (for one-way mode)
OrderAction string // "open_long", "open_short", "close_long", "close_short" (from exchange Dir field)
Price float64 // Execution price
Quantity float64 // Executed quantity
RealizedPnL float64 // Realized PnL (non-zero for closing trades)
Fee float64 // Trading fee/commission
Time time.Time // Trade execution time
}
// Trader Unified trader interface
// Supports multiple trading platforms (Binance, Hyperliquid, etc.)
type Trader interface {
// GetBalance Get account balance
GetBalance() (map[string]interface{}, error)
// GetPositions Get all positions
GetPositions() ([]map[string]interface{}, error)
// OpenLong Open long position
OpenLong(symbol string, quantity float64, leverage int) (map[string]interface{}, error)
// OpenShort Open short position
OpenShort(symbol string, quantity float64, leverage int) (map[string]interface{}, error)
// CloseLong Close long position (quantity=0 means close all)
CloseLong(symbol string, quantity float64) (map[string]interface{}, error)
// CloseShort Close short position (quantity=0 means close all)
CloseShort(symbol string, quantity float64) (map[string]interface{}, error)
// SetLeverage Set leverage
SetLeverage(symbol string, leverage int) error
// SetMarginMode Set position mode (true=cross margin, false=isolated margin)
SetMarginMode(symbol string, isCrossMargin bool) error
// GetMarketPrice Get market price
GetMarketPrice(symbol string) (float64, error)
// SetStopLoss Set stop-loss order
SetStopLoss(symbol string, positionSide string, quantity, stopPrice float64) error
// SetTakeProfit Set take-profit order
SetTakeProfit(symbol string, positionSide string, quantity, takeProfitPrice float64) error
// CancelStopLossOrders Cancel only stop-loss orders (BUG fix: don't delete take-profit when adjusting stop-loss)
CancelStopLossOrders(symbol string) error
// CancelTakeProfitOrders Cancel only take-profit orders (BUG fix: don't delete stop-loss when adjusting take-profit)
CancelTakeProfitOrders(symbol string) error
// CancelAllOrders Cancel all pending orders for this symbol
CancelAllOrders(symbol string) error
// CancelStopOrders Cancel stop-loss/take-profit orders for this symbol (for adjusting stop-loss/take-profit positions)
CancelStopOrders(symbol string) error
// FormatQuantity Format quantity to correct precision
FormatQuantity(symbol string, quantity float64) (string, error)
// GetOrderStatus Get order status
// Returns: status(FILLED/NEW/CANCELED), avgPrice, executedQty, commission
GetOrderStatus(symbol string, orderID string) (map[string]interface{}, error)
// GetClosedPnL Get closed position PnL records from exchange
// startTime: start time for query (usually last sync time)
// limit: max number of records to return
// Returns accurate exit price, fees, and close reason for positions closed externally
GetClosedPnL(startTime time.Time, limit int) ([]ClosedPnLRecord, error)
// GetOpenOrders Get open/pending orders from exchange
// Returns stop-loss, take-profit, and limit orders that haven't been filled
GetOpenOrders(symbol string) ([]OpenOrder, error)
}
// OpenOrder represents a pending order on the exchange
type OpenOrder struct {
OrderID string `json:"order_id"`
Symbol string `json:"symbol"`
Side string `json:"side"` // BUY/SELL
PositionSide string `json:"position_side"` // LONG/SHORT
Type string `json:"type"` // LIMIT/STOP_MARKET/TAKE_PROFIT_MARKET
Price float64 `json:"price"` // Order price (for limit orders)
StopPrice float64 `json:"stop_price"` // Trigger price (for stop orders)
Quantity float64 `json:"quantity"`
Status string `json:"status"` // NEW
}
// LimitOrderRequest represents a limit order request for grid trading
type LimitOrderRequest struct {
Symbol string `json:"symbol"`
Side string `json:"side"` // BUY/SELL
PositionSide string `json:"position_side"` // LONG/SHORT (for hedge mode)
Price float64 `json:"price"` // Limit price
Quantity float64 `json:"quantity"`
Leverage int `json:"leverage"`
PostOnly bool `json:"post_only"` // Maker only order
ReduceOnly bool `json:"reduce_only"` // Reduce position only
ClientID string `json:"client_id"` // Client order ID for tracking
}
// LimitOrderResult represents the result of placing a limit order
type LimitOrderResult struct {
OrderID string `json:"order_id"`
ClientID string `json:"client_id"`
Symbol string `json:"symbol"`
Side string `json:"side"`
PositionSide string `json:"position_side"`
Price float64 `json:"price"`
Quantity float64 `json:"quantity"`
Status string `json:"status"` // NEW, PARTIALLY_FILLED, FILLED, CANCELED
}
// GridTrader extends Trader interface with limit order support for grid trading
// Exchanges that support grid trading should implement this interface
type GridTrader interface {
Trader
// PlaceLimitOrder places a limit order at specified price
// Returns order ID and status
PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderResult, error)
// CancelOrder cancels a specific order by ID
CancelOrder(symbol, orderID string) error
// GetOrderBook gets current order book (for price validation)
// Returns best bid/ask prices
GetOrderBook(symbol string, depth int) (bids, asks [][]float64, err error)
}
// GridTraderAdapter wraps a basic Trader to provide GridTrader interface
// Uses stop orders as a fallback when limit orders aren't directly available
type GridTraderAdapter struct {
Trader
}
// NewGridTraderAdapter creates an adapter for basic Trader
func NewGridTraderAdapter(t Trader) *GridTraderAdapter {
return &GridTraderAdapter{Trader: t}
}
// PlaceLimitOrder implements limit order using available methods
// For exchanges without native limit order support, this uses conditional orders
func (a *GridTraderAdapter) PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderResult, error) {
// CRITICAL FIX: Set leverage before placing order
if req.Leverage > 0 {
if err := a.Trader.SetLeverage(req.Symbol, req.Leverage); err != nil {
logger.Warnf("[Grid] Failed to set leverage %dx: %v", req.Leverage, err)
// Continue anyway - some exchanges don't require explicit leverage setting
}
}
// Use SetStopLoss/SetTakeProfit as conditional limit orders
// For buy orders below current price, use stop-loss mechanism
// For sell orders above current price, use take-profit mechanism
var err error
if req.Side == "BUY" {
err = a.Trader.SetStopLoss(req.Symbol, "SHORT", req.Quantity, req.Price)
} else {
err = a.Trader.SetTakeProfit(req.Symbol, "LONG", req.Quantity, req.Price)
}
if err != nil {
return nil, err
}
return &LimitOrderResult{
OrderID: req.ClientID,
ClientID: req.ClientID,
Symbol: req.Symbol,
Side: req.Side,
PositionSide: req.PositionSide,
Price: req.Price,
Quantity: req.Quantity,
Status: "NEW",
}, nil
}
// CancelOrder cancels a specific order
func (a *GridTraderAdapter) CancelOrder(symbol, orderID string) error {
// Try to use CancelOrder if trader supports it directly
if canceler, ok := a.Trader.(interface {
CancelOrder(symbol, orderID string) error
}); ok {
return canceler.CancelOrder(symbol, orderID)
}
// For traders that only support CancelAllOrders, log a warning
// This is a limitation - we cannot cancel individual orders
logger.Warnf("[Grid] Trader does not support individual order cancellation, "+
"cannot cancel order %s. Consider using exchange-specific GridTrader implementation.", orderID)
// Return error instead of canceling all orders
return fmt.Errorf("individual order cancellation not supported for this exchange")
}
// GetOrderBook returns empty order book (not supported in basic Trader)
func (a *GridTraderAdapter) GetOrderBook(symbol string, depth int) (bids, asks [][]float64, err error) {
// Not supported, return empty
return nil, nil, nil
}

View File

@@ -1,4 +1,4 @@
package hyperliquid
package trader
import (
"bytes"

View File

@@ -1,7 +0,0 @@
<svg viewBox="0 0 40 40" fill="none" xmlns="http://www.w3.org/2000/svg">
<rect width="40" height="40" rx="8" fill="#1C1C28"/>
<g transform="translate(8, 8)">
<path d="M12 18.6c-3.64 0-6.6-2.96-6.6-6.6s2.96-6.6 6.6-6.6V0C5.37 0 0 5.38 0 12s5.37 12 12 12c6.62 0 12-5.38 12-12h-5.4c0 3.64-2.96 6.6-6.6 6.6z" fill="#2354e6"/>
<path d="M12 12h6.6V5.4H12z" fill="#17e6a1"/>
</g>
</svg>

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@@ -1,3 +0,0 @@
<svg width="300" height="300" viewBox="0 0 300 300" fill="none" xmlns="http://www.w3.org/2000/svg">
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<title>Anthropic</title>
<path fill="#CC785C" d="M17.3041 3.541h-3.6718l6.696 16.918H24Zm-10.6082 0L0 20.459h3.7442l1.3693-3.5527h7.0052l1.3693 3.5528h3.7442L10.5363 3.5409Zm-.3712 10.2232 2.2914-5.9456 2.2914 5.9456Z"/>
<title>Claude</title>
<path fill="#D97757" d="M17.3041 3.541h-3.6718l6.696 16.918H24Zm-10.6082 0L0 20.459h3.7442l1.3693-3.5527h7.0052l1.3693 3.5528h3.7442L10.5363 3.5409Zm-.3712 10.2232 2.2914-5.9456 2.2914 5.9456Z"/>
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<text x="12" y="16" text-anchor="middle" font-family="Arial, sans-serif" font-weight="bold" font-size="10" fill="white">M</text>
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@@ -77,7 +77,7 @@ const AI_PROVIDER_CONFIG: Record<string, {
apiName: 'OpenAI',
},
claude: {
defaultModel: 'claude-opus-4-6',
defaultModel: 'claude-opus-4-5-20251101',
apiUrl: 'https://console.anthropic.com/settings/keys',
apiName: 'Anthropic',
},
@@ -96,11 +96,6 @@ const AI_PROVIDER_CONFIG: Record<string, {
apiUrl: 'https://platform.moonshot.ai/console/api-keys',
apiName: 'Moonshot',
},
minimax: {
defaultModel: 'MiniMax-M2.5',
apiUrl: 'https://platform.minimax.io',
apiName: 'MiniMax',
},
}
interface AITradersPageProps {
@@ -1389,99 +1384,6 @@ export function AITradersPage({ onTraderSelect }: AITradersPageProps) {
)
}
// Step indicator component for Model Config
function ModelStepIndicator({ currentStep, labels }: { currentStep: number; labels: string[] }) {
return (
<div className="flex items-center justify-center gap-2 mb-6">
{labels.map((label, index) => (
<React.Fragment key={index}>
<div className="flex items-center gap-2">
<div
className="w-8 h-8 rounded-full flex items-center justify-center text-sm font-bold transition-all"
style={{
background: index < currentStep ? '#0ECB81' : index === currentStep ? '#8B5CF6' : '#2B3139',
color: index <= currentStep ? '#000' : '#848E9C',
}}
>
{index < currentStep ? <Check className="w-4 h-4" /> : index + 1}
</div>
<span
className="text-xs font-medium hidden sm:block"
style={{ color: index === currentStep ? '#EAECEF' : '#848E9C' }}
>
{label}
</span>
</div>
{index < labels.length - 1 && (
<div
className="w-8 h-0.5 mx-1"
style={{ background: index < currentStep ? '#0ECB81' : '#2B3139' }}
/>
)}
</React.Fragment>
))}
</div>
)
}
// Model card component
function ModelCard({
model,
selected,
onClick,
configured,
}: {
model: AIModel
selected: boolean
onClick: () => void
configured?: boolean
}) {
return (
<button
type="button"
onClick={onClick}
className="flex flex-col items-center gap-2 p-4 rounded-xl transition-all hover:scale-105"
style={{
background: selected ? 'rgba(139, 92, 246, 0.15)' : '#0B0E11',
border: selected ? '2px solid #8B5CF6' : '2px solid #2B3139',
}}
>
<div className="relative">
<div className="w-12 h-12 rounded-xl flex items-center justify-center bg-black border border-white/10">
{getModelIcon(model.provider || model.id, { width: 32, height: 32 }) || (
<span className="text-lg font-bold" style={{ color: '#A78BFA' }}>{model.name[0]}</span>
)}
</div>
{selected && (
<div
className="absolute -top-1 -right-1 w-5 h-5 rounded-full flex items-center justify-center"
style={{ background: '#0ECB81' }}
>
<Check className="w-3 h-3 text-black" />
</div>
)}
{configured && !selected && (
<div
className="absolute -top-1 -right-1 w-4 h-4 rounded-full flex items-center justify-center"
style={{ background: '#F0B90B' }}
>
<Check className="w-2.5 h-2.5 text-black" />
</div>
)}
</div>
<span className="text-sm font-semibold" style={{ color: '#EAECEF' }}>
{getShortName(model.name)}
</span>
<span
className="text-[10px] px-2 py-0.5 rounded-full uppercase tracking-wide"
style={{ background: 'rgba(139, 92, 246, 0.2)', color: '#A78BFA' }}
>
{model.provider}
</span>
</button>
)
}
// Model Configuration Modal Component
function ModelConfigModal({
allModels,
@@ -1505,16 +1407,17 @@ function ModelConfigModal({
onClose: () => void
language: Language
}) {
const [currentStep, setCurrentStep] = useState(editingModelId ? 1 : 0)
const [selectedModelId, setSelectedModelId] = useState(editingModelId || '')
const [apiKey, setApiKey] = useState('')
const [baseUrl, setBaseUrl] = useState('')
const [modelName, setModelName] = useState('')
// 获取当前编辑的模型信息 - 编辑时从已配置的模型中查找,新建时从所有支持的模型中查找
const selectedModel = editingModelId
? configuredModels?.find((m) => m.id === selectedModelId)
: allModels?.find((m) => m.id === selectedModelId)
// 如果是编辑现有模型初始化API Key、Base URL和Model Name
useEffect(() => {
if (editingModelId && selectedModel) {
setApiKey(selectedModel.apiKey || '')
@@ -1523,239 +1426,266 @@ function ModelConfigModal({
}
}, [editingModelId, selectedModel])
const handleSelectModel = (modelId: string) => {
setSelectedModelId(modelId)
setCurrentStep(1)
}
const handleBack = () => {
if (editingModelId) {
onClose()
} else {
setCurrentStep(0)
setSelectedModelId('')
}
}
const handleSubmit = (e: React.FormEvent) => {
e.preventDefault()
if (!selectedModelId || !apiKey.trim()) return
onSave(selectedModelId, apiKey.trim(), baseUrl.trim() || undefined, modelName.trim() || undefined)
onSave(
selectedModelId,
apiKey.trim(),
baseUrl.trim() || undefined,
modelName.trim() || undefined
)
}
// 可选择的模型列表(所有支持的模型)
const availableModels = allModels || []
const configuredIds = new Set(configuredModels?.map(m => m.id) || [])
const stepLabels = language === 'zh' ? ['选择模型', '配置 API'] : ['Select Model', 'Configure API']
return (
<div className="fixed inset-0 bg-black/60 flex items-center justify-center z-50 p-4 overflow-y-auto backdrop-blur-sm">
<div className="fixed inset-0 bg-black bg-opacity-50 flex items-center justify-center z-50 p-4 overflow-y-auto">
<div
className="rounded-2xl w-full max-w-2xl relative my-8 shadow-2xl"
style={{ background: 'linear-gradient(180deg, #1E2329 0%, #181A20 100%)', maxHeight: 'calc(100vh - 4rem)' }}
className="bg-gray-800 rounded-lg w-full max-w-lg relative my-8"
style={{
background: '#1E2329',
maxHeight: 'calc(100vh - 4rem)',
}}
>
{/* Header */}
<div className="flex items-center justify-between p-6 pb-2">
<div className="flex items-center gap-3">
{currentStep > 0 && !editingModelId && (
<button type="button" onClick={handleBack} className="p-2 rounded-lg hover:bg-white/10 transition-colors">
<svg className="w-5 h-5" style={{ color: '#848E9C' }} fill="none" stroke="currentColor" viewBox="0 0 24 24">
<path strokeLinecap="round" strokeLinejoin="round" strokeWidth={2} d="M15 19l-7-7 7-7" />
</svg>
</button>
)}
<h3 className="text-xl font-bold" style={{ color: '#EAECEF' }}>
{editingModelId ? t('editAIModel', language) : t('addAIModel', language)}
</h3>
</div>
<div className="flex items-center gap-2">
{editingModelId && (
<button
type="button"
onClick={() => onDelete(editingModelId)}
className="p-2 rounded-lg hover:bg-red-500/20 transition-colors"
style={{ color: '#F6465D' }}
>
<Trash2 className="w-4 h-4" />
</button>
)}
<button type="button" onClick={onClose} className="p-2 rounded-lg hover:bg-white/10 transition-colors" style={{ color: '#848E9C' }}>
<div
className="flex items-center justify-between p-6 pb-4 sticky top-0 z-10"
style={{ background: '#1E2329' }}
>
<h3 className="text-xl font-bold" style={{ color: '#EAECEF' }}>
{editingModelId
? t('editAIModel', language)
: t('addAIModel', language)}
</h3>
{editingModelId && (
<button
type="button"
onClick={() => onDelete(editingModelId)}
className="p-2 rounded hover:bg-red-100 transition-colors"
style={{ background: 'rgba(246, 70, 93, 0.1)', color: '#F6465D' }}
title={t('delete', language)}
>
<Trash2 className="w-4 h-4" />
</button>
</div>
)}
</div>
{/* Step Indicator */}
{!editingModelId && (
<div className="px-6">
<ModelStepIndicator currentStep={currentStep} labels={stepLabels} />
</div>
)}
<form onSubmit={handleSubmit} className="px-6 pb-6">
<div
className="space-y-4 overflow-y-auto"
style={{ maxHeight: 'calc(100vh - 16rem)' }}
>
{!editingModelId && (
<div>
<label
className="block text-sm font-semibold mb-2"
style={{ color: '#EAECEF' }}
>
{t('selectModel', language)}
</label>
<select
value={selectedModelId}
onChange={(e) => setSelectedModelId(e.target.value)}
className="w-full px-3 py-2 rounded"
style={{
background: '#0B0E11',
border: '1px solid #2B3139',
color: '#EAECEF',
}}
required
>
<option value="">{t('pleaseSelectModel', language)}</option>
{availableModels.map((model) => (
<option key={model.id} value={model.id}>
{getShortName(model.name)} ({model.provider})
</option>
))}
</select>
</div>
)}
{/* Content */}
<div className="px-6 pb-6 overflow-y-auto" style={{ maxHeight: 'calc(100vh - 16rem)' }}>
{/* Step 0: Select Model */}
{currentStep === 0 && !editingModelId && (
<div className="space-y-4">
<div className="text-sm font-semibold" style={{ color: '#EAECEF' }}>
{language === 'zh' ? '选择 AI 模型提供商' : 'Choose Your AI Provider'}
</div>
<div className="grid grid-cols-3 sm:grid-cols-4 gap-3">
{availableModels.map((model) => (
<ModelCard
key={model.id}
model={model}
selected={selectedModelId === model.id}
onClick={() => handleSelectModel(model.id)}
configured={configuredIds.has(model.id)}
/>
))}
</div>
<div className="text-xs text-center pt-2" style={{ color: '#848E9C' }}>
{language === 'zh' ? '带金色标记的模型已配置' : 'Models with gold badge are already configured'}
</div>
</div>
)}
{/* Step 1: Configure */}
{(currentStep === 1 || editingModelId) && selectedModel && (
<form onSubmit={handleSubmit} className="space-y-5">
{/* Selected Model Header */}
<div className="p-4 rounded-xl flex items-center gap-4" style={{ background: '#0B0E11', border: '1px solid #2B3139' }}>
<div className="w-12 h-12 rounded-xl flex items-center justify-center bg-black border border-white/10">
{getModelIcon(selectedModel.provider || selectedModel.id, { width: 32, height: 32 }) || (
<span className="text-lg font-bold" style={{ color: '#A78BFA' }}>{selectedModel.name[0]}</span>
)}
</div>
<div className="flex-1">
<div className="font-semibold text-lg" style={{ color: '#EAECEF' }}>
{getShortName(selectedModel.name)}
{selectedModel && (
<div
className="p-4 rounded"
style={{ background: '#0B0E11', border: '1px solid #2B3139' }}
>
<div className="flex items-center gap-3 mb-3">
<div className="w-8 h-8 flex items-center justify-center">
{getModelIcon(selectedModel.provider || selectedModel.id, {
width: 32,
height: 32,
}) || (
<div
className="w-8 h-8 rounded-full flex items-center justify-center text-sm font-bold"
style={{
background:
selectedModel.id === 'deepseek'
? '#60a5fa'
: '#c084fc',
color: '#fff',
}}
>
{selectedModel.name[0]}
</div>
)}
</div>
<div className="text-xs" style={{ color: '#848E9C' }}>
{selectedModel.provider} {AI_PROVIDER_CONFIG[selectedModel.provider]?.defaultModel || selectedModel.id}
</div>
</div>
{AI_PROVIDER_CONFIG[selectedModel.provider] && (
<a
href={AI_PROVIDER_CONFIG[selectedModel.provider].apiUrl}
target="_blank"
rel="noopener noreferrer"
className="flex items-center gap-2 px-4 py-2 rounded-lg transition-all hover:scale-105"
style={{ background: 'rgba(139, 92, 246, 0.1)', border: '1px solid rgba(139, 92, 246, 0.3)' }}
>
<ExternalLink className="w-4 h-4" style={{ color: '#A78BFA' }} />
<span className="text-sm font-medium" style={{ color: '#A78BFA' }}>
{language === 'zh' ? '获取 API Key' : 'Get API Key'}
</span>
</a>
)}
</div>
{/* Kimi Warning */}
{selectedModel.provider === 'kimi' && (
<div className="p-4 rounded-xl" style={{ background: 'rgba(246, 70, 93, 0.1)', border: '1px solid rgba(246, 70, 93, 0.3)' }}>
<div className="flex items-start gap-2">
<span style={{ fontSize: '16px' }}></span>
<div className="text-sm" style={{ color: '#F6465D' }}>
{t('kimiApiNote', language)}
<div className="flex-1">
<div className="font-semibold" style={{ color: '#EAECEF' }}>
{getShortName(selectedModel.name)}
</div>
<div className="text-xs" style={{ color: '#848E9C' }}>
{selectedModel.provider} {selectedModel.id}
</div>
</div>
</div>
)}
{/* API Key */}
<div className="space-y-2">
<label className="flex items-center gap-2 text-sm font-semibold" style={{ color: '#EAECEF' }}>
<svg className="w-4 h-4" style={{ color: '#A78BFA' }} fill="none" stroke="currentColor" viewBox="0 0 24 24">
<path strokeLinecap="round" strokeLinejoin="round" strokeWidth={2} d="M15 7a2 2 0 012 2m4 0a6 6 0 01-7.743 5.743L11 17H9v2H7v2H4a1 1 0 01-1-1v-2.586a1 1 0 01.293-.707l5.964-5.964A6 6 0 1121 9z" />
</svg>
API Key *
</label>
<input
type="password"
value={apiKey}
onChange={(e) => setApiKey(e.target.value)}
placeholder={t('enterAPIKey', language)}
className="w-full px-4 py-3 rounded-xl"
style={{ background: '#0B0E11', border: '1px solid #2B3139', color: '#EAECEF' }}
required
/>
{/* Default model info and API link */}
{AI_PROVIDER_CONFIG[selectedModel.provider] && (
<div className="mt-3 pt-3" style={{ borderTop: '1px solid #2B3139' }}>
<div className="text-xs mb-2" style={{ color: '#848E9C' }}>
{t('defaultModel', language)}: <span style={{ color: '#F0B90B' }}>{AI_PROVIDER_CONFIG[selectedModel.provider].defaultModel}</span>
</div>
<a
href={AI_PROVIDER_CONFIG[selectedModel.provider].apiUrl}
target="_blank"
rel="noopener noreferrer"
className="inline-flex items-center gap-1.5 text-xs hover:underline"
style={{ color: '#F0B90B' }}
>
<ExternalLink className="w-3 h-3" />
{t('applyApiKey', language)} {AI_PROVIDER_CONFIG[selectedModel.provider].apiName}
</a>
{selectedModel.provider === 'kimi' && (
<div className="mt-2 text-xs p-2 rounded" style={{ background: 'rgba(246, 70, 93, 0.1)', color: '#F6465D' }}>
{t('kimiApiNote', language)}
</div>
)}
</div>
)}
</div>
)}
{/* Custom Base URL */}
<div className="space-y-2">
<label className="flex items-center gap-2 text-sm font-semibold" style={{ color: '#EAECEF' }}>
<svg className="w-4 h-4" style={{ color: '#A78BFA' }} fill="none" stroke="currentColor" viewBox="0 0 24 24">
<path strokeLinecap="round" strokeLinejoin="round" strokeWidth={2} d="M13.828 10.172a4 4 0 00-5.656 0l-4 4a4 4 0 105.656 5.656l1.102-1.101m-.758-4.899a4 4 0 005.656 0l4-4a4 4 0 00-5.656-5.656l-1.1 1.1" />
</svg>
{t('customBaseURL', language)}
</label>
<input
type="url"
value={baseUrl}
onChange={(e) => setBaseUrl(e.target.value)}
placeholder={t('customBaseURLPlaceholder', language)}
className="w-full px-4 py-3 rounded-xl"
style={{ background: '#0B0E11', border: '1px solid #2B3139', color: '#EAECEF' }}
/>
<div className="text-xs" style={{ color: '#848E9C' }}>
{t('leaveBlankForDefault', language)}
{selectedModel && (
<>
<div>
<label
className="block text-sm font-semibold mb-2"
style={{ color: '#EAECEF' }}
>
API Key
</label>
<input
type="password"
value={apiKey}
onChange={(e) => setApiKey(e.target.value)}
placeholder={t('enterAPIKey', language)}
className="w-full px-3 py-2 rounded"
style={{
background: '#0B0E11',
border: '1px solid #2B3139',
color: '#EAECEF',
}}
required
/>
</div>
</div>
{/* Custom Model Name */}
<div className="space-y-2">
<label className="flex items-center gap-2 text-sm font-semibold" style={{ color: '#EAECEF' }}>
<svg className="w-4 h-4" style={{ color: '#A78BFA' }} fill="none" stroke="currentColor" viewBox="0 0 24 24">
<path strokeLinecap="round" strokeLinejoin="round" strokeWidth={2} d="M7 7h.01M7 3h5c.512 0 1.024.195 1.414.586l7 7a2 2 0 010 2.828l-7 7a2 2 0 01-2.828 0l-7-7A1.994 1.994 0 013 12V7a4 4 0 014-4z" />
</svg>
{t('customModelName', language)}
</label>
<input
type="text"
value={modelName}
onChange={(e) => setModelName(e.target.value)}
placeholder={t('customModelNamePlaceholder', language)}
className="w-full px-4 py-3 rounded-xl"
style={{ background: '#0B0E11', border: '1px solid #2B3139', color: '#EAECEF' }}
/>
<div className="text-xs" style={{ color: '#848E9C' }}>
{t('leaveBlankForDefaultModel', language)}
<div>
<label
className="block text-sm font-semibold mb-2"
style={{ color: '#EAECEF' }}
>
{t('customBaseURL', language)}
</label>
<input
type="url"
value={baseUrl}
onChange={(e) => setBaseUrl(e.target.value)}
placeholder={t('customBaseURLPlaceholder', language)}
className="w-full px-3 py-2 rounded"
style={{
background: '#0B0E11',
border: '1px solid #2B3139',
color: '#EAECEF',
}}
/>
<div className="text-xs mt-1" style={{ color: '#848E9C' }}>
{t('leaveBlankForDefault', language)}
</div>
</div>
</div>
{/* Info Box */}
<div className="p-4 rounded-xl" style={{ background: 'rgba(139, 92, 246, 0.1)', border: '1px solid rgba(139, 92, 246, 0.2)' }}>
<div className="text-sm font-semibold mb-2 flex items-center gap-2" style={{ color: '#A78BFA' }}>
<Brain className="w-4 h-4" />
{t('information', language)}
<div>
<label
className="block text-sm font-semibold mb-2"
style={{ color: '#EAECEF' }}
>
{t('customModelName', language)}
</label>
<input
type="text"
value={modelName}
onChange={(e) => setModelName(e.target.value)}
placeholder={t('customModelNamePlaceholder', language)}
className="w-full px-3 py-2 rounded"
style={{
background: '#0B0E11',
border: '1px solid #2B3139',
color: '#EAECEF',
}}
/>
<div className="text-xs mt-1" style={{ color: '#848E9C' }}>
{t('leaveBlankForDefaultModel', language)}
</div>
</div>
<div className="text-xs space-y-1" style={{ color: '#848E9C' }}>
<div> {t('modelConfigInfo1', language)}</div>
<div> {t('modelConfigInfo2', language)}</div>
<div> {t('modelConfigInfo3', language)}</div>
</div>
</div>
{/* Buttons */}
<div className="flex gap-3 pt-4">
<button type="button" onClick={handleBack} className="flex-1 px-4 py-3 rounded-xl text-sm font-semibold transition-all hover:bg-white/5" style={{ background: '#2B3139', color: '#848E9C' }}>
{editingModelId ? t('cancel', language) : (language === 'zh' ? '返回' : 'Back')}
</button>
<button
type="submit"
disabled={!selectedModel || !apiKey.trim()}
className="flex-1 flex items-center justify-center gap-2 px-4 py-3 rounded-xl text-sm font-bold transition-all hover:scale-[1.02] disabled:opacity-50 disabled:cursor-not-allowed"
style={{ background: '#8B5CF6', color: '#fff' }}
<div
className="p-4 rounded"
style={{
background: 'rgba(240, 185, 11, 0.1)',
border: '1px solid rgba(240, 185, 11, 0.2)',
}}
>
{t('saveConfig', language)}
<svg className="w-4 h-4" fill="none" stroke="currentColor" viewBox="0 0 24 24">
<path strokeLinecap="round" strokeLinejoin="round" strokeWidth={2} d="M14 5l7 7m0 0l-7 7m7-7H3" />
</svg>
</button>
</div>
</form>
)}
</div>
<div
className="text-sm font-semibold mb-2"
style={{ color: '#F0B90B' }}
>
{t('information', language)}
</div>
<div
className="text-xs space-y-1"
style={{ color: '#848E9C' }}
>
<div>{t('modelConfigInfo1', language)}</div>
<div>{t('modelConfigInfo2', language)}</div>
<div>{t('modelConfigInfo3', language)}</div>
</div>
</div>
</>
)}
</div>
<div
className="flex gap-3 mt-6 pt-4 sticky bottom-0"
style={{ background: '#1E2329' }}
>
<button
type="button"
onClick={onClose}
className="flex-1 px-4 py-2 rounded text-sm font-semibold"
style={{ background: '#2B3139', color: '#848E9C' }}
>
{t('cancel', language)}
</button>
<button
type="submit"
disabled={!selectedModel || !apiKey.trim()}
className="flex-1 px-4 py-2 rounded text-sm font-semibold disabled:opacity-50"
style={{ background: '#F0B90B', color: '#000' }}
>
{t('saveConfig', language)}
</button>
</div>
</form>
</div>
</div>
)

View File

@@ -142,7 +142,7 @@ export function EquityChart({ traderId, embedded = false }: EquityChartProps) {
1000 // 默认值(与创建交易员时的默认配置一致)
// 转换数据格式
const chartData = displayHistory.map((point, index) => {
const chartData = displayHistory.map((point) => {
const pnl = point.total_equity - initialBalance
const pnlPct = ((pnl / initialBalance) * 100).toFixed(2)
return {
@@ -151,7 +151,7 @@ export function EquityChart({ traderId, embedded = false }: EquityChartProps) {
minute: '2-digit',
}),
value: displayMode === 'dollar' ? point.total_equity : parseFloat(pnlPct),
cycle: point.cycle_number ?? index + 1,
cycle: point.cycle_number,
raw_equity: point.total_equity,
raw_pnl: pnl,
raw_pnl_pct: parseFloat(pnlPct),
@@ -192,7 +192,7 @@ export function EquityChart({ traderId, embedded = false }: EquityChartProps) {
style={{ background: '#1E2329', border: '1px solid #2B3139' }}
>
<div className="text-xs mb-1" style={{ color: '#848E9C' }}>
Cycle #{data.cycle != null ? data.cycle : '—'}
Cycle #{data.cycle}
</div>
<div className="font-bold mono" style={{ color: '#EAECEF' }}>
{data.raw_equity.toFixed(2)} USDT

View File

@@ -12,12 +12,9 @@ const ICON_PATHS: Record<string, string> = {
bybit: '/exchange-icons/bybit.png',
okx: '/exchange-icons/okx.svg',
bitget: '/exchange-icons/bitget.svg',
gate: '/exchange-icons/gate.svg',
kucoin: '/exchange-icons/kucoin.svg',
hyperliquid: '/exchange-icons/hyperliquid.png',
aster: '/exchange-icons/aster.svg',
lighter: '/exchange-icons/lighter.png',
indodax: '/exchange-icons/indodax.png',
}
// 通用图标组件
@@ -92,19 +89,13 @@ export const getExchangeIcon = (
? 'okx'
: lowerType.includes('bitget')
? 'bitget'
: lowerType.includes('gate')
? 'gate'
: lowerType.includes('kucoin')
? 'kucoin'
: lowerType.includes('hyperliquid')
? 'hyperliquid'
: lowerType.includes('aster')
? 'aster'
: lowerType.includes('lighter')
? 'lighter'
: lowerType.includes('indodax')
? 'indodax'
: lowerType
: lowerType.includes('hyperliquid')
? 'hyperliquid'
: lowerType.includes('aster')
? 'aster'
: lowerType.includes('lighter')
? 'lighter'
: lowerType
const iconProps = {
width: props.width || 24,

View File

@@ -57,17 +57,6 @@ export function Header({ simple = false }: HeaderProps) {
>
EN
</button>
<button
onClick={() => setLanguage('id')}
className="px-3 py-1.5 rounded text-xs font-semibold transition-all"
style={
language === 'id'
? { background: '#F0B90B', color: '#000' }
: { background: 'transparent', color: '#848E9C' }
}
>
ID
</button>
</div>
</div>
</Container>

View File

@@ -99,8 +99,8 @@ export default function HeaderBar({
{(() => {
// Define all navigation tabs
const navTabs: { page: Page; path: string; label: string; requiresAuth: boolean }[] = [
{ page: 'data', path: '/data', label: language === 'zh' ? '数据' : language === 'id' ? 'Data' : 'Data', requiresAuth: false },
{ page: 'strategy-market', path: '/strategy-market', label: language === 'zh' ? '策略市场' : language === 'id' ? 'Pasar' : 'Market', requiresAuth: true },
{ page: 'data', path: '/data', label: language === 'zh' ? '数据' : 'Data', requiresAuth: false },
{ page: 'strategy-market', path: '/strategy-market', label: language === 'zh' ? '策略市场' : 'Market', requiresAuth: true },
{ page: 'traders', path: '/traders', label: t('configNav', language), requiresAuth: true },
{ page: 'trader', path: '/dashboard', label: t('dashboardNav', language), requiresAuth: true },
{ page: 'strategy', path: '/strategy', label: t('strategyNav', language), requiresAuth: true },
@@ -259,7 +259,7 @@ export default function HeaderBar({
className="flex items-center gap-2 px-3 py-2 rounded transition-colors text-nofx-text-muted hover:bg-white/5"
>
<span className="text-lg">
{language === 'zh' ? '🇨🇳' : language === 'id' ? '🇮🇩' : '🇺🇸'}
{language === 'zh' ? '🇨🇳' : '🇺🇸'}
</span>
<ChevronDown className="w-4 h-4" />
</button>
@@ -288,17 +288,6 @@ export default function HeaderBar({
<span className="text-base">🇺🇸</span>
<span className="text-sm">English</span>
</button>
<button
onClick={() => {
onLanguageChange?.('id')
setLanguageDropdownOpen(false)
}}
className={`w-full flex items-center gap-2 px-3 py-2 transition-colors text-nofx-text-muted hover:text-white
${language === 'id' ? 'bg-nofx-gold/10' : 'hover:bg-white/5'}`}
>
<span className="text-base">🇮🇩</span>
<span className="text-sm">Bahasa</span>
</button>
</div>
)}
</div>
@@ -340,8 +329,8 @@ export default function HeaderBar({
<div className="flex flex-col gap-6 mb-12">
{(() => {
const navTabs: { page: Page; path: string; label: string; requiresAuth: boolean }[] = [
{ page: 'data', path: '/data', label: language === 'zh' ? '数据' : language === 'id' ? 'Data' : 'Data', requiresAuth: false },
{ page: 'strategy-market', path: '/strategy-market', label: language === 'zh' ? '策略市场' : language === 'id' ? 'Pasar' : 'Market', requiresAuth: true },
{ page: 'data', path: '/data', label: language === 'zh' ? '数据' : 'Data', requiresAuth: false },
{ page: 'strategy-market', path: '/strategy-market', label: language === 'zh' ? '策略市场' : 'Market', requiresAuth: true },
{ page: 'traders', path: '/traders', label: t('configNav', language), requiresAuth: true },
{ page: 'trader', path: '/dashboard', label: t('dashboardNav', language), requiresAuth: true },
{ page: 'strategy', path: '/strategy', label: t('strategyNav', language), requiresAuth: true },
@@ -440,7 +429,7 @@ export default function HeaderBar({
<div className="grid grid-cols-2 gap-4">
{/* Lang Switcher */}
<div className="flex bg-zinc-900 rounded-lg p-1 border border-zinc-800">
{['zh', 'en', 'id'].map((lang) => (
{['zh', 'en'].map((lang) => (
<button
key={lang}
onClick={() => {
@@ -452,7 +441,7 @@ export default function HeaderBar({
: 'text-zinc-500'
}`}
>
{lang === 'zh' ? 'CN' : lang === 'id' ? 'ID' : 'EN'}
{lang === 'zh' ? 'CN' : 'EN'}
</button>
))}
</div>

View File

@@ -10,10 +10,15 @@ import { useSystemConfig } from '../hooks/useSystemConfig'
export function LoginPage() {
const { language } = useLanguage()
const { login, loginAdmin } = useAuth()
const { login, loginAdmin, verifyOTP, completeRegistration } = useAuth()
const [step, setStep] = useState<'login' | 'otp' | 'setup-otp'>('login')
const [email, setEmail] = useState('')
const [password, setPassword] = useState('')
const [showPassword, setShowPassword] = useState(false)
const [otpCode, setOtpCode] = useState('')
const [userID, setUserID] = useState('')
const [qrCodeURL, setQrCodeURL] = useState('') // New state for recovery
const [otpSecret, setOtpSecret] = useState('') // New state for recovery
const [error, setError] = useState('')
const [loading, setLoading] = useState(false)
const [adminPassword, setAdminPassword] = useState('')
@@ -59,19 +64,83 @@ export function LoginPage() {
const result = await login(email, password)
if (result.success) {
// Dismiss the "login expired" toast on successful login.
if (expiredToastId) {
toast.dismiss(expiredToastId)
// Check for incomplete OTP setup (user registered but didn't complete 2FA)
if (result.requiresOTPSetup && result.userID) {
setUserID(result.userID)
setQrCodeURL(result.qrCodeURL || '')
setOtpSecret(result.otpSecret || '')
setStep('setup-otp')
toast.info("Pending 2FA setup detected. Please complete configuration.")
} else if (result.requiresOTP && result.userID) {
setUserID(result.userID)
// Check if backend provided recovery data (meaning 2FA is pending setup)
if (result.qrCodeURL) {
setQrCodeURL(result.qrCodeURL)
setOtpSecret(result.otpSecret || '')
setStep('setup-otp')
toast.info("Pending 2FA setup detected. Please complete configuration.")
} else {
setStep('otp')
}
} else {
// Dismiss the "login expired" toast on successful login (no OTP required)
if (expiredToastId) {
toast.dismiss(expiredToastId)
}
}
} else {
const msg = result.message || t('loginFailed', language)
setError(msg)
toast.error(msg)
// Check if we have recovery data despite the error (e.g. "Account has not completed OTP setup")
if (result.qrCodeURL) {
setUserID(result.userID || '') // We might need to ensure userID is returned in error case too, or derived
setQrCodeURL(result.qrCodeURL)
setOtpSecret(result.otpSecret || '')
setStep('setup-otp')
toast.warning(t('completeGapSetup', language) || "Incomplete setup detected. Please configure 2FA.")
} else {
const msg = result.message || t('loginFailed', language)
setError(msg)
toast.error(msg)
}
}
setLoading(false)
}
const handleOTPVerify = async (e: React.FormEvent) => {
e.preventDefault()
setError('')
setLoading(true)
// If we have qrCodeURL, it means user needs to complete registration (first time OTP setup)
// Otherwise, it's a normal login OTP verification
const result = qrCodeURL
? await completeRegistration(userID, otpCode)
: await verifyOTP(userID, otpCode)
if (!result.success) {
const msg = result.message || t('verificationFailed', language)
setError(msg)
toast.error(msg)
} else {
// Dismiss the "login expired" toast on successful OTP verification
if (expiredToastId) {
toast.dismiss(expiredToastId)
}
// Clear qrCodeURL after successful completion
setQrCodeURL('')
setOtpSecret('')
}
// 成功的话AuthContext会自动处理登录状态
setLoading(false)
}
const copyToClipboard = (text: string) => {
navigator.clipboard.writeText(text)
toast.success('Copied to clipboard')
}
return (
<DeepVoidBackground className="min-h-screen flex items-center justify-center py-12 font-mono" disableAnimation>
@@ -103,7 +172,7 @@ export function LoginPage() {
<span className="text-nofx-gold">SYSTEM</span> ACCESS
</h1>
<p className="text-zinc-500 text-xs tracking-[0.2em] uppercase">
Authentication Protocol v3.0
{step === 'login' ? 'Authentication Protocol v3.0' : 'Multi-Factor Verification'}
</p>
</div>
@@ -172,7 +241,67 @@ export function LoginPage() {
{loading ? '> VERIFYING...' : '> EXECUTE_LOGIN'}
</button>
</form>
) : (
) : step === 'setup-otp' ? (
<div className="space-y-6">
<div className="text-center bg-zinc-900/50 p-4 rounded border border-zinc-800">
<div className="text-xs font-mono text-zinc-400 mb-2">COMPLETE 2FA CONFIGURATION</div>
{qrCodeURL ? (
<div className="bg-white p-2 rounded inline-block shadow-[0_0_30px_rgba(255,255,255,0.1)]">
<img
src={`https://api.qrserver.com/v1/create-qr-code/?size=150x150&data=${encodeURIComponent(`otpauth://totp/NoFX:${email}?secret=${otpSecret}&issuer=NoFX`)}`}
alt="QR Code"
className="w-32 h-32"
/>
</div>
) : (
<div className="w-32 h-32 bg-zinc-800 animate-pulse rounded inline-block"></div>
)}
<div className="mt-4">
<p className="text-[10px] text-zinc-500 uppercase tracking-widest mb-1">Backup Secret Key</p>
<div className="flex items-center gap-2 justify-center bg-black/50 p-2 rounded border border-zinc-700/50 max-w-[200px] mx-auto">
<code className="text-xs font-mono text-nofx-gold">{otpSecret}</code>
<button
onClick={() => copyToClipboard(otpSecret)}
className="text-zinc-500 hover:text-white transition-colors"
>
<span className="text-[10px] uppercase border border-zinc-700 px-1 rounded">Copy</span>
</button>
</div>
</div>
</div>
<div className="space-y-4 font-mono text-xs text-zinc-400 bg-black/20 p-4 rounded border border-zinc-800/50">
<div className="flex gap-3 items-start">
<span className="text-nofx-gold font-bold mt-0.5">01</span>
<div>
<p className="font-bold text-white mb-1">Install Authenticator App</p>
<p className="mb-2">Recommended: <span className="text-nofx-gold">Google Authenticator</span>.</p>
<div className="flex gap-2">
<span className="px-1.5 py-0.5 bg-zinc-800 rounded text-[10px] text-zinc-300 border border-zinc-700">iOS</span>
<span className="px-1.5 py-0.5 bg-zinc-800 rounded text-[10px] text-zinc-300 border border-zinc-700">Android</span>
</div>
</div>
</div>
<div className="w-full h-px bg-zinc-800/50"></div>
<div className="flex gap-3 items-start">
<span className="text-nofx-gold font-bold mt-0.5">02</span>
<div>
<p className="font-bold text-white mb-1">Scan & Verify</p>
<p>Scan code above, then enter the 6-digit token below to activate your account.</p>
</div>
</div>
</div>
<button
onClick={() => setStep('otp')}
className="w-full bg-nofx-gold text-black font-bold py-3 px-4 rounded text-sm tracking-wide uppercase hover:bg-yellow-400 transition-colors font-mono shadow-lg"
>
I HAVE SCANNED THE CODE
</button>
</div>
) : step === 'login' ? (
<form onSubmit={handleLogin} className="space-y-5">
<div className="space-y-4">
<div>
@@ -205,6 +334,12 @@ export function LoginPage() {
type="button"
onClick={() => setShowPassword(!showPassword)}
className="absolute right-3 top-1/2 -translate-y-1/2 text-zinc-600 hover:text-zinc-400 transition-colors"
aria-label={
showPassword
? t('hidePassword', language)
: t('showPassword', language)
}
aria-pressed={showPassword}
>
{showPassword ? <EyeOff size={16} /> : <Eye size={16} />}
</button>
@@ -242,6 +377,59 @@ export function LoginPage() {
)}
</button>
</form>
) : (
<form onSubmit={handleOTPVerify} className="space-y-6">
<div className="text-center py-2">
<div className="w-12 h-12 bg-zinc-900 rounded-full flex items-center justify-center mx-auto mb-4 border border-zinc-700 text-2xl">
🔐
</div>
<p className="text-xs text-zinc-400 font-mono leading-relaxed">
{t('scanQRCodeInstructions', language)}<br />
{t('enterOTPCode', language)}
</p>
</div>
<div>
<label className="block text-xs uppercase tracking-wider text-nofx-gold mb-2 text-center font-bold">
{t('otpCode', language)}
</label>
<input
type="text"
value={otpCode}
onChange={(e) =>
setOtpCode(e.target.value.replace(/\D/g, '').slice(0, 6))
}
className="w-full bg-black border border-zinc-700 rounded px-4 py-4 text-center text-2xl tracking-[0.5em] font-mono text-white focus:border-nofx-gold focus:ring-1 focus:ring-nofx-gold/50 outline-none transition-all placeholder-zinc-800"
placeholder="000000"
maxLength={6}
required
autoFocus
/>
</div>
{error && (
<div className="text-xs bg-red-500/10 border border-red-500/30 text-red-500 px-3 py-2 rounded font-mono text-center">
[ACCESS DENIED]: {error}
</div>
)}
<div className="flex gap-3 pt-2">
<button
type="button"
onClick={() => setStep('login')}
className="flex-1 bg-zinc-900 border border-zinc-700 text-zinc-400 py-3 rounded text-xs font-mono uppercase hover:bg-zinc-800 transition-colors"
>
&lt; ABORT
</button>
<button
type="submit"
disabled={loading || otpCode.length !== 6}
className="flex-1 bg-nofx-gold text-black font-bold py-3 rounded text-xs font-mono uppercase hover:bg-yellow-400 transition-colors disabled:opacity-50"
>
{loading ? 'VERIFYING...' : 'CONFIRM IDENTITY'}
</button>
</div>
</form>
)}
</div>

View File

@@ -40,20 +40,6 @@ export function LoginRequiredOverlay({ isOpen, onClose, featureName }: LoginRequ
login: 'EXECUTE LOGIN',
register: 'REGISTER NEW ID',
later: 'ABORT'
},
id: {
title: 'AKSES SISTEM DITOLAK',
subtitle: featureName ? `Modul "${featureName}" memerlukan hak akses lebih tinggi` : 'Otorisasi diperlukan untuk modul ini',
description: 'Inisialisasi protokol autentikasi untuk membuka kemampuan sistem penuh: konfigurasi Trader AI, aliran data Pasar Strategi, dan inti Simulasi Backtest.',
benefits: [
'Kontrol Trader AI',
'Pasar Strategi HFT',
'Mesin Backtest Historis',
'Visualisasi Sistem Penuh'
],
login: 'JALANKAN LOGIN',
register: 'DAFTAR ID BARU',
later: 'BATALKAN'
}
}

View File

@@ -13,7 +13,6 @@ const MODEL_COLORS: Record<string, string> = {
gemini: '#4285F4',
grok: '#000000',
openai: '#10A37F',
minimax: '#E45735',
}
// 获取AI模型图标的函数
@@ -45,9 +44,6 @@ export const getModelIcon = (modelType: string, props: IconProps = {}) => {
case 'openai':
iconPath = '/icons/openai.svg'
break
case 'minimax':
iconPath = '/icons/minimax.svg'
break
default:
return null
}

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