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1 Commits
ai-grid
...
fix/pr-tem
| Author | SHA1 | Date | |
|---|---|---|---|
|
3a579bc39d |
@@ -42,12 +42,6 @@
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- **Tinkle** - [@Web3Tinkle](https://x.com/Web3Tinkle)
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- **Official Twitter** - [@nofx_official](https://x.com/nofx_official)
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### Official Links
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||||
|
||||
- **Official Website**: [https://nofxai.com](https://nofxai.com)
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- **Data Dashboard**: [https://nofxos.ai/dashboard](https://nofxos.ai/dashboard)
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- **API Documentation**: [https://nofxos.ai/api-docs](https://nofxos.ai/api-docs)
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> **Risk Warning**: This system is experimental. AI auto-trading carries significant risks. Strongly recommended for learning/research purposes or testing with small amounts only!
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## Developer Community
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@@ -157,7 +157,6 @@ func (s *Server) setupRoutes() {
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protected.POST("/traders/:id/sync-balance", s.handleSyncBalance)
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protected.POST("/traders/:id/close-position", s.handleClosePosition)
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protected.PUT("/traders/:id/competition", s.handleToggleCompetition)
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protected.GET("/traders/:id/grid-risk", s.handleGetGridRiskInfo)
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// AI model configuration
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protected.GET("/models", s.handleGetModelConfigs)
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@@ -1097,20 +1096,6 @@ func (s *Server) handleToggleCompetition(c *gin.Context) {
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})
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}
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// handleGetGridRiskInfo returns current risk information for a grid trader
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func (s *Server) handleGetGridRiskInfo(c *gin.Context) {
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traderID := c.Param("id")
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autoTrader, err := s.traderManager.GetTrader(traderID)
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if err != nil {
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c.JSON(http.StatusNotFound, gin.H{"error": "trader not found"})
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return
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}
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riskInfo := autoTrader.GetGridRiskInfo()
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c.JSON(http.StatusOK, riskInfo)
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}
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// handleSyncBalance Sync exchange balance to initial_balance (Option B: Manual Sync + Option C: Smart Detection)
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func (s *Server) handleSyncBalance(c *gin.Context) {
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userID := c.GetString("user_id")
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@@ -1384,7 +1369,7 @@ func (s *Server) handleClosePosition(c *gin.Context) {
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if closeErr != nil {
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logger.Infof("❌ Close position failed: symbol=%s, side=%s, error=%v", req.Symbol, req.Side, closeErr)
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SafeInternalError(c, "Close position", closeErr)
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SafeInternalError(c, "Failed to close position", closeErr)
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return
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}
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@@ -1720,15 +1705,8 @@ func (s *Server) handleUpdateModelConfigs(c *gin.Context) {
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logger.Infof("🔓 Decrypted model config data (UserID: %s)", userID)
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}
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// Update each model's configuration and track traders that need reload
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tradersToReload := make(map[string]bool)
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// Update each model's configuration
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for modelID, modelData := range req.Models {
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// Find traders using this AI model BEFORE updating
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traders, _ := s.store.Trader().ListByAIModelID(userID, modelID)
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for _, t := range traders {
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tradersToReload[t.ID] = true
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}
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err := s.store.AIModel().Update(userID, modelID, modelData.Enabled, modelData.APIKey, modelData.CustomAPIURL, modelData.CustomModelName)
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if err != nil {
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SafeInternalError(c, fmt.Sprintf("Update model %s", modelID), err)
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@@ -1736,12 +1714,6 @@ func (s *Server) handleUpdateModelConfigs(c *gin.Context) {
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}
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}
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// Remove affected traders from memory BEFORE reloading to pick up new config
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for traderID := range tradersToReload {
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logger.Infof("🔄 Removing trader %s from memory to reload with new AI model config", traderID)
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s.traderManager.RemoveTrader(traderID)
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}
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// Reload all traders for this user to make new config take effect immediately
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err = s.traderManager.LoadUserTradersFromStore(s.store, userID)
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if err != nil {
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@@ -1853,15 +1825,8 @@ func (s *Server) handleUpdateExchangeConfigs(c *gin.Context) {
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logger.Infof("🔓 Decrypted exchange config data (UserID: %s)", userID)
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}
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// Update each exchange's configuration and track traders that need reload
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tradersToReload := make(map[string]bool)
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// Update each exchange's configuration
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for exchangeID, exchangeData := range req.Exchanges {
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// Find traders using this exchange BEFORE updating
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traders, _ := s.store.Trader().ListByExchangeID(userID, exchangeID)
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for _, t := range traders {
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tradersToReload[t.ID] = true
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}
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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)
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if err != nil {
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SafeInternalError(c, fmt.Sprintf("Update exchange %s", exchangeID), err)
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@@ -1869,12 +1834,6 @@ func (s *Server) handleUpdateExchangeConfigs(c *gin.Context) {
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}
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}
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// Remove affected traders from memory BEFORE reloading to pick up new config
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for traderID := range tradersToReload {
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logger.Infof("🔄 Removing trader %s from memory to reload with new exchange config", traderID)
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s.traderManager.RemoveTrader(traderID)
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}
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// Reload all traders for this user to make new config take effect immediately
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err = s.traderManager.LoadUserTradersFromStore(s.store, userID)
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if err != nil {
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@@ -1,233 +0,0 @@
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// Lighter API Authentication Test Tool
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// Usage: go run cmd/lighter_test/main.go -wallet=0x... -apikey=... [-testnet]
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package main
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import (
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"context"
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"encoding/json"
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"flag"
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"fmt"
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"io"
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"net/http"
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"net/url"
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"os"
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"time"
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lighterClient "github.com/elliottech/lighter-go/client"
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lighterHTTP "github.com/elliottech/lighter-go/client/http"
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)
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func main() {
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// Parse command line flags
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walletAddr := flag.String("wallet", "", "Ethereum wallet address")
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apiKeyPrivateKey := flag.String("apikey", "", "API key private key (40 bytes hex)")
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apiKeyIndex := flag.Int("apikeyindex", 0, "API key index (0-255)")
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testnet := flag.Bool("testnet", false, "Use testnet instead of mainnet")
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flag.Parse()
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if *walletAddr == "" || *apiKeyPrivateKey == "" {
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fmt.Println("Usage: go run cmd/lighter_test/main.go -wallet=0x... -apikey=...")
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fmt.Println("Options:")
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fmt.Println(" -wallet Ethereum wallet address (required)")
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fmt.Println(" -apikey API key private key, 40 bytes hex (required)")
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fmt.Println(" -apikeyindex API key index, 0-255 (default: 0)")
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fmt.Println(" -testnet Use testnet instead of mainnet")
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os.Exit(1)
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}
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fmt.Println("=== Lighter API Authentication Test ===")
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fmt.Printf("Wallet: %s\n", *walletAddr)
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fmt.Printf("API Key Index: %d\n", *apiKeyIndex)
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fmt.Printf("Testnet: %v\n", *testnet)
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fmt.Println()
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// Determine base URL
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baseURL := "https://mainnet.zklighter.elliot.ai"
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chainID := uint32(304)
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if *testnet {
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baseURL = "https://testnet.zklighter.elliot.ai"
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chainID = uint32(300)
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}
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// Create HTTP client
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httpClient := lighterHTTP.NewClient(baseURL)
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client := &http.Client{Timeout: 30 * time.Second}
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// Step 1: Get account info
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fmt.Println("Step 1: Getting account info...")
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accountInfo, err := getAccountByL1Address(client, baseURL, *walletAddr)
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if err != nil {
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fmt.Printf("ERROR: Failed to get account info: %v\n", err)
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os.Exit(1)
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}
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fmt.Printf("SUCCESS: Account index = %d\n\n", accountInfo.AccountIndex)
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// Step 2: Create TxClient
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fmt.Println("Step 2: Creating TxClient...")
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txClient, err := lighterClient.NewTxClient(
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httpClient,
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*apiKeyPrivateKey,
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accountInfo.AccountIndex,
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uint8(*apiKeyIndex),
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chainID,
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)
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if err != nil {
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fmt.Printf("ERROR: Failed to create TxClient: %v\n", err)
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os.Exit(1)
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}
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fmt.Println("SUCCESS: TxClient created\n")
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// Step 3: Generate auth token
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fmt.Println("Step 3: Generating auth token...")
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deadline := time.Now().Add(1 * time.Hour)
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authToken, err := txClient.GetAuthToken(deadline)
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if err != nil {
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fmt.Printf("ERROR: Failed to generate auth token: %v\n", err)
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os.Exit(1)
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}
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fmt.Printf("SUCCESS: Auth token generated\n")
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fmt.Printf("Token: %s...\n", authToken[:min(50, len(authToken))])
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fmt.Printf("Valid until: %s\n\n", deadline.Format(time.RFC3339))
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// Step 4: Test GetActiveOrders API with auth query parameter
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fmt.Println("Step 4: Testing GetActiveOrders API...")
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encodedAuth := url.QueryEscape(authToken)
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endpoint := fmt.Sprintf("%s/api/v1/accountActiveOrders?account_index=%d&market_id=0&auth=%s",
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baseURL, accountInfo.AccountIndex, encodedAuth)
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fmt.Printf("Endpoint: %s...\n", endpoint[:min(120, len(endpoint))])
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req, err := http.NewRequest("GET", endpoint, nil)
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if err != nil {
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fmt.Printf("ERROR: Failed to create request: %v\n", err)
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os.Exit(1)
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}
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req.Header.Set("Content-Type", "application/json")
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resp, err := client.Do(req)
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if err != nil {
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fmt.Printf("ERROR: Request failed: %v\n", err)
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os.Exit(1)
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}
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defer resp.Body.Close()
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body, _ := io.ReadAll(resp.Body)
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fmt.Printf("Status: %d\n", resp.StatusCode)
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fmt.Printf("Response: %s\n\n", string(body))
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// Parse response
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var apiResp struct {
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Code int `json:"code"`
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Message string `json:"message"`
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Orders []struct {
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OrderID string `json:"order_id"`
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Side string `json:"side"`
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Type string `json:"type"`
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Price string `json:"price"`
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} `json:"orders"`
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}
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if err := json.Unmarshal(body, &apiResp); err != nil {
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fmt.Printf("ERROR: Failed to parse response: %v\n", err)
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os.Exit(1)
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}
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if apiResp.Code != 200 {
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fmt.Printf("API ERROR: code=%d, message=%s\n", apiResp.Code, apiResp.Message)
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fmt.Println("\n=== DIAGNOSTIC INFO ===")
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fmt.Println("If you see 'invalid signature', possible causes:")
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fmt.Println("1. API key is not registered on-chain")
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fmt.Println("2. API key private key is incorrect")
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fmt.Println("3. API key index is wrong")
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fmt.Println("4. Account index mismatch")
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fmt.Println("\nTo fix:")
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fmt.Println("- Go to app.lighter.xyz and register/verify your API key")
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fmt.Println("- Make sure you're using the correct API key private key")
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os.Exit(1)
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}
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fmt.Printf("SUCCESS: Retrieved %d orders\n", len(apiResp.Orders))
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for i, order := range apiResp.Orders {
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if i >= 5 {
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fmt.Printf("... and %d more orders\n", len(apiResp.Orders)-5)
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break
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}
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fmt.Printf(" Order %s: %s %s @ %s\n", order.OrderID, order.Side, order.Type, order.Price)
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}
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|
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// Step 5: Test GetTrades API (also needs auth)
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fmt.Println("\nStep 5: Testing GetTrades API...")
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tradesEndpoint := fmt.Sprintf("%s/api/v1/trades?account_index=%d&sort_by=timestamp&sort_dir=desc&limit=5&auth=%s",
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baseURL, accountInfo.AccountIndex, encodedAuth)
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tradesReq, _ := http.NewRequest("GET", tradesEndpoint, nil)
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tradesResp, err := client.Do(tradesReq)
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if err != nil {
|
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fmt.Printf("ERROR: Trades request failed: %v\n", err)
|
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} else {
|
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defer tradesResp.Body.Close()
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tradesBody, _ := io.ReadAll(tradesResp.Body)
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fmt.Printf("Status: %d\n", tradesResp.StatusCode)
|
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if tradesResp.StatusCode == 200 {
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fmt.Println("SUCCESS: GetTrades API working")
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} else {
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fmt.Printf("Response: %s\n", string(tradesBody))
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}
|
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}
|
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|
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fmt.Println("\n=== ALL TESTS PASSED ===")
|
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}
|
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|
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// AccountInfo represents Lighter account information
|
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type AccountInfo struct {
|
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AccountIndex int64 `json:"account_index"`
|
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L1Address string `json:"l1_address"`
|
||||
}
|
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|
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// getAccountByL1Address gets account info by L1 wallet address
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func getAccountByL1Address(client *http.Client, baseURL, walletAddr string) (*AccountInfo, error) {
|
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endpoint := fmt.Sprintf("%s/api/v1/account?by=l1_address&value=%s", baseURL, walletAddr)
|
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|
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req, err := http.NewRequest("GET", endpoint, nil)
|
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if err != nil {
|
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return nil, err
|
||||
}
|
||||
|
||||
ctx, cancel := context.WithTimeout(context.Background(), 10*time.Second)
|
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defer cancel()
|
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req = req.WithContext(ctx)
|
||||
|
||||
resp, err := client.Do(req)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
defer resp.Body.Close()
|
||||
|
||||
body, err := io.ReadAll(resp.Body)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
// Parse response - can be in "accounts" or "sub_accounts" field
|
||||
var apiResp struct {
|
||||
Code int `json:"code"`
|
||||
Message string `json:"message"`
|
||||
Accounts []AccountInfo `json:"accounts"`
|
||||
SubAccounts []AccountInfo `json:"sub_accounts"`
|
||||
}
|
||||
|
||||
if err := json.Unmarshal(body, &apiResp); err != nil {
|
||||
return nil, fmt.Errorf("failed to parse response: %w, body: %s", err, string(body))
|
||||
}
|
||||
|
||||
// Check main accounts first
|
||||
if len(apiResp.Accounts) > 0 {
|
||||
return &apiResp.Accounts[0], nil
|
||||
}
|
||||
|
||||
// Check sub-accounts
|
||||
if len(apiResp.SubAccounts) > 0 {
|
||||
return &apiResp.SubAccounts[0], nil
|
||||
}
|
||||
|
||||
return nil, fmt.Errorf("no account found for address: %s", walletAddr)
|
||||
}
|
||||
@@ -22,12 +22,6 @@
|
||||
- **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
|
||||
- **リアルタイムダッシュボード**: ライブポジション、損益追跡、思考連鎖付き AI 決定ログ
|
||||
|
||||
### 公式リンク
|
||||
|
||||
- **公式サイト**: [https://nofxai.com](https://nofxai.com)
|
||||
- **データダッシュボード**: [https://nofxos.ai/dashboard](https://nofxos.ai/dashboard)
|
||||
- **API ドキュメント**: [https://nofxos.ai/api-docs](https://nofxos.ai/api-docs)
|
||||
|
||||
> **リスク警告**: このシステムは実験的です。AI 自動取引には重大なリスクがあります。学習/研究目的または少額でのテストのみを強くお勧めします！
|
||||
|
||||
## 開発者コミュニティ
|
||||
|
||||
@@ -22,12 +22,6 @@
|
||||
- **웹 기반 설정**: JSON 편집 불필요 - 웹 인터페이스에서 모든 설정 완료
|
||||
- **실시간 대시보드**: 실시간 포지션, 손익 추적, 사고의 연쇄가 포함된 AI 결정 로그
|
||||
|
||||
### 공식 링크
|
||||
|
||||
- **공식 웹사이트**: [https://nofxai.com](https://nofxai.com)
|
||||
- **데이터 대시보드**: [https://nofxos.ai/dashboard](https://nofxos.ai/dashboard)
|
||||
- **API 문서**: [https://nofxos.ai/api-docs](https://nofxos.ai/api-docs)
|
||||
|
||||
> **위험 경고**: 이 시스템은 실험적입니다. AI 자동 거래에는 상당한 위험이 있습니다. 학습/연구 목적 또는 소액 테스트만 강력히 권장합니다!
|
||||
|
||||
## 개발자 커뮤니티
|
||||
|
||||
@@ -22,12 +22,6 @@
|
||||
- **Веб-конфигурация**: Без редактирования JSON — настройка всего через веб-интерфейс
|
||||
- **Панель реального времени**: Живые позиции, отслеживание P/L, логи решений AI с цепочкой рассуждений
|
||||
|
||||
### Официальные ссылки
|
||||
|
||||
- **Официальный сайт**: [https://nofxai.com](https://nofxai.com)
|
||||
- **Панель данных**: [https://nofxos.ai/dashboard](https://nofxos.ai/dashboard)
|
||||
- **Документация API**: [https://nofxos.ai/api-docs](https://nofxos.ai/api-docs)
|
||||
|
||||
> **Предупреждение о рисках**: Эта система экспериментальная. AI автоторговля несёт значительные риски. Настоятельно рекомендуется использовать только для обучения/исследований или тестирования с небольшими суммами!
|
||||
|
||||
## Сообщество разработчиков
|
||||
|
||||
@@ -22,12 +22,6 @@
|
||||
- **Веб-конфігурація**: Без редагування JSON — налаштування всього через веб-інтерфейс
|
||||
- **Панель реального часу**: Живі позиції, відстеження P/L, логи рішень AI з ланцюжком міркувань
|
||||
|
||||
### Офіційні посилання
|
||||
|
||||
- **Офіційний сайт**: [https://nofxai.com](https://nofxai.com)
|
||||
- **Панель даних**: [https://nofxos.ai/dashboard](https://nofxos.ai/dashboard)
|
||||
- **Документація API**: [https://nofxos.ai/api-docs](https://nofxos.ai/api-docs)
|
||||
|
||||
> **Попередження про ризики**: Ця система експериментальна. AI автоторгівля несе значні ризики. Наполегливо рекомендується використовувати лише для навчання/досліджень або тестування з невеликими сумами!
|
||||
|
||||
## Спільнота розробників
|
||||
|
||||
@@ -22,12 +22,6 @@
|
||||
- **Cấu Hình Web**: Không cần chỉnh sửa JSON - cấu hình mọi thứ qua giao diện web
|
||||
- **Dashboard Thời Gian Thực**: Vị thế trực tiếp, theo dõi P/L, nhật ký quyết định AI với chuỗi suy luận
|
||||
|
||||
### Liên Kết Chính Thức
|
||||
|
||||
- **Website Chính Thức**: [https://nofxai.com](https://nofxai.com)
|
||||
- **Bảng Điều Khiển Dữ Liệu**: [https://nofxos.ai/dashboard](https://nofxos.ai/dashboard)
|
||||
- **Tài Liệu API**: [https://nofxos.ai/api-docs](https://nofxos.ai/api-docs)
|
||||
|
||||
> **Cảnh Báo Rủi Ro**: Hệ thống này mang tính thử nghiệm. Giao dịch tự động AI có rủi ro đáng kể. Chỉ nên sử dụng cho mục đích học tập/nghiên cứu hoặc kiểm tra với số tiền nhỏ!
|
||||
|
||||
## Cộng Đồng Nhà Phát Triển
|
||||
|
||||
@@ -34,12 +34,6 @@
|
||||
- **Tinkle** - [@Web3Tinkle](https://x.com/Web3Tinkle)
|
||||
- **官方 Twitter** - [@nofx_official](https://x.com/nofx_official)
|
||||
|
||||
### 官方链接
|
||||
|
||||
- **官网**: [https://nofxai.com](https://nofxai.com)
|
||||
- **数据站点**: [https://nofxos.ai/dashboard](https://nofxos.ai/dashboard)
|
||||
- **API 文档**: [https://nofxos.ai/api-docs](https://nofxos.ai/api-docs)
|
||||
|
||||
> **风险提示**: 本系统为实验性质。AI 自动交易存在重大风险。强烈建议仅用于学习/研究目的或小额测试！
|
||||
|
||||
## 开发者社区
|
||||
|
||||
@@ -1,281 +0,0 @@
|
||||
# Market Regime Classification Framework
|
||||
|
||||
> A comprehensive market state identification system for quantitative trading strategy matching
|
||||
|
||||
---
|
||||
|
||||
## 1. Classification Dimensions Overview
|
||||
|
||||
Market state identification requires analysis across multiple dimensions:
|
||||
|
||||
| Dimension | Sub-dimensions | Description |
|
||||
|-----------|---------------|-------------|
|
||||
| **Trend** | Direction, Strength | Determine market movement direction and momentum |
|
||||
| **Volatility** | Amplitude, Frequency | Measure price fluctuation characteristics |
|
||||
| **Structure** | Pattern, Phase | Identify market structure and cycle position |
|
||||
|
||||
---
|
||||
|
||||
## 2. Primary Classification (5 Categories)
|
||||
|
||||
### 2.1 Classification Overview
|
||||
|
||||
| Code | Name | Key Characteristics | Suitable Strategies |
|
||||
|------|------|---------------------|---------------------|
|
||||
| `TREND_UP` | Uptrend | Higher highs & higher lows | Trend following, Breakout |
|
||||
| `TREND_DOWN` | Downtrend | Lower highs & lower lows | Trend following, Short selling |
|
||||
| `RANGE` | Range-bound | Price oscillates within bounds | Grid trading, Mean reversion |
|
||||
| `TRANSITION` | Transition | Uncertain directional period | Wait & watch, Small positions |
|
||||
| `BREAKOUT` | Breakout | Price breaks key levels | Breakout trading |
|
||||
|
||||
### 2.2 Identification Indicators
|
||||
|
||||
- **ADX (Average Directional Index)**: Measures trend strength
|
||||
- ADX > 25: Clear trend exists
|
||||
- ADX < 20: Range-bound market
|
||||
- **EMA Alignment**: Determines trend direction
|
||||
- EMA20 > EMA50 > EMA200: Bullish alignment
|
||||
- EMA20 < EMA50 < EMA200: Bearish alignment
|
||||
|
||||
---
|
||||
|
||||
## 3. Secondary Classification (18 Sub-categories)
|
||||
|
||||
### 3.1 Uptrend Sub-categories (5 Types)
|
||||
|
||||
| Code | Name | Technical Features | Quantitative Indicators |
|
||||
|------|------|-------------------|------------------------|
|
||||
| `TU_STRONG_LOW_VOL` | Strong Uptrend · Low Vol | Steady rise, shallow pullbacks | ADX>40, ATR%<2%, Pullback<38.2% |
|
||||
| `TU_STRONG_HIGH_VOL` | Strong Uptrend · High Vol | Rapid surge, high volatility | ADX>40, ATR%>4%, MACD histogram expanding |
|
||||
| `TU_WEAK_CHOPPY` | Weak Uptrend · Choppy | Two steps forward, one back | ADX 20-30, RSI oscillating 50-70 |
|
||||
| `TU_PARABOLIC` | Parabolic Acceleration | Exponential price increase | Price far from MA, RSI>80, Volume surge |
|
||||
| `TU_EXHAUSTION` | Uptrend Exhaustion | New highs but weakening momentum | Price new high + MACD/RSI divergence |
|
||||
|
||||
**Strategy Matching:**
|
||||
- Strong Low Vol: Heavy trend following, pyramid adding
|
||||
- Strong High Vol: Medium position, trailing stops
|
||||
- Weak Choppy: Light swing trading
|
||||
- Parabolic: Cautious, prepare to exit
|
||||
- Exhaustion: Reduce positions, prepare for reversal
|
||||
|
||||
### 3.2 Downtrend Sub-categories (5 Types)
|
||||
|
||||
| Code | Name | Technical Features | Quantitative Indicators |
|
||||
|------|------|-------------------|------------------------|
|
||||
| `TD_STRONG_LOW_VOL` | Strong Downtrend · Low Vol | Steady decline, weak bounces | ADX>40, ATR%<2%, Bounce<38.2% |
|
||||
| `TD_STRONG_HIGH_VOL` | Strong Downtrend · High Vol | Panic selling, wild swings | ADX>40, ATR%>5%, VIX spike |
|
||||
| `TD_WEAK_CHOPPY` | Weak Downtrend · Choppy | Grinding lower with bounces | ADX 20-30, RSI oscillating 30-50 |
|
||||
| `TD_CAPITULATION` | Capitulation | High volume crash, extreme fear | RSI<20, Volume>3x average |
|
||||
| `TD_EXHAUSTION` | Downtrend Exhaustion | New lows but selling pressure fading | Price new low + MACD/RSI divergence |
|
||||
|
||||
**Strategy Matching:**
|
||||
- Strong Low Vol: Short trend following
|
||||
- Strong High Vol: Stay flat or light hedge
|
||||
- Weak Choppy: Wait for stabilization
|
||||
- Capitulation: Light bottom fishing possible
|
||||
- Exhaustion: Gradually build long positions
|
||||
|
||||
### 3.3 Range Sub-categories (4 Types)
|
||||
|
||||
| Code | Name | Technical Features | Quantitative Indicators |
|
||||
|------|------|-------------------|------------------------|
|
||||
| `RG_TIGHT_LOW_VOL` | Tight Range · Low Vol | Extreme contraction, coiling | BB Width<2%, ATR at new lows |
|
||||
| `RG_TIGHT_HIGH_VOL` | Tight Range · High Vol | Violent swings within range | BB Width<3%, ATR%>3% |
|
||||
| `RG_WIDE_LOW_VOL` | Wide Range · Low Vol | Large range, slow movement | BB Width>5%, ATR%<2% |
|
||||
| `RG_WIDE_HIGH_VOL` | Wide Range · High Vol | Large range, fast movement | BB Width>5%, ATR%>3% |
|
||||
|
||||
**Strategy Matching:**
|
||||
- Tight Low Vol: Dense grid, wait for breakout
|
||||
- Tight High Vol: Fast grid, small frequent profits
|
||||
- Wide Low Vol: Sparse grid, patient holding
|
||||
- Wide High Vol: Swing trading, high profit targets
|
||||
|
||||
### 3.4 Transition (2 Types)
|
||||
|
||||
| Code | Name | Technical Features | Quantitative Indicators |
|
||||
|------|------|-------------------|------------------------|
|
||||
| `TR_BOTTOM_FORMING` | Bottom Forming | Decline slowing, testing support | Price stabilizing + Volume drying up + RSI divergence |
|
||||
| `TR_TOP_FORMING` | Top Forming | Rally slowing, testing resistance | Price stalling + Volume drying up + RSI divergence |
|
||||
|
||||
### 3.5 Breakout (2 Types)
|
||||
|
||||
| Code | Name | Technical Features | Quantitative Indicators |
|
||||
|------|------|-------------------|------------------------|
|
||||
| `BK_UPWARD` | Upward Breakout | Breaking resistance with volume | Price>Previous high, Volume>2x, BB breakout |
|
||||
| `BK_DOWNWARD` | Downward Breakout | Breaking support with volume | Price<Previous low, Volume>2x, BB breakdown |
|
||||
|
||||
---
|
||||
|
||||
## 4. Tertiary Classification (36 Ultra-fine Categories)
|
||||
|
||||
### 4.1 Trend Phase Classification
|
||||
|
||||
Uptrend lifecycle consists of 5 phases:
|
||||
|
||||
| Phase Code | Name | Description | Quantitative Criteria |
|
||||
|------------|------|-------------|----------------------|
|
||||
| `TU_S1_INITIATION` | Uptrend Initiation | First break above MA or previous high | MACD bullish cross, Price>EMA20 |
|
||||
| `TU_S2_ACCELERATION` | Uptrend Acceleration | Momentum increasing, slope steepening | MACD histogram expanding, ADX rising |
|
||||
| `TU_S3_MAIN_WAVE` | Main Wave | Sustained rise, shallow pullbacks | RSI 60-80, Pullbacks hold EMA20 |
|
||||
| `TU_S4_EXHAUSTION` | Uptrend Exhaustion | Slowing momentum, divergences appearing | RSI divergence, MACD divergence |
|
||||
| `TU_S5_REVERSAL` | Trend Reversal | Breakdown, trend ending | Break below EMA50, MACD bearish cross |
|
||||
|
||||
Downtrend phases follow same pattern: `TD_S1` through `TD_S5`
|
||||
|
||||
### 4.2 Range Position Classification
|
||||
|
||||
| Position Code | Name | Description | Strategy Suggestion |
|
||||
|---------------|------|-------------|---------------------|
|
||||
| `RG_UPPER` | Upper Range | Price near resistance | Bias toward short |
|
||||
| `RG_MIDDLE` | Mid Range | Price near middle band | Neutral grid trading |
|
||||
| `RG_LOWER` | Lower Range | Price near support | Bias toward long |
|
||||
| `RG_SQUEEZE` | Squeeze Pattern | Highs and lows converging | Wait for direction |
|
||||
| `RG_EXPAND` | Expanding Pattern | Highs and lows diverging | Boundary reversal |
|
||||
|
||||
### 4.3 Volatility Grades
|
||||
|
||||
| Code | Name | ATR% | BB Width | Strategy Suggestion |
|
||||
|------|------|------|----------|---------------------|
|
||||
| `VOL_EXTREME_LOW` | Extreme Low Vol | <1% | <1.5% | Option selling |
|
||||
| `VOL_LOW` | Low Volatility | 1-2% | 1.5-2.5% | Grid / Mean reversion |
|
||||
| `VOL_NORMAL` | Normal Volatility | 2-3% | 2.5-4% | Trend following |
|
||||
| `VOL_HIGH` | High Volatility | 3-5% | 4-6% | Momentum / Breakout |
|
||||
| `VOL_EXTREME_HIGH` | Extreme High Vol | >5% | >6% | Reduce exposure / Hedge |
|
||||
|
||||
---
|
||||
|
||||
## 5. Complete State Encoding Rules
|
||||
|
||||
### 5.1 Encoding Format
|
||||
|
||||
```
|
||||
{Primary}_{Volatility}_{Phase}_{Position}
|
||||
```
|
||||
|
||||
### 5.2 Encoding Examples
|
||||
|
||||
| Full Code | Interpretation |
|
||||
|-----------|----------------|
|
||||
| `TU_LV_S3_M` | Uptrend_LowVol_MainWave_Middle |
|
||||
| `TD_HV_S2_L` | Downtrend_HighVol_Acceleration_Lower |
|
||||
| `RG_NV_SQ_U` | Range_NormalVol_Squeeze_Upper |
|
||||
| `BK_HV_UP_M` | Breakout_HighVol_Upward_Middle |
|
||||
|
||||
---
|
||||
|
||||
## 6. Core Identification Indicators
|
||||
|
||||
### 6.1 Trend Indicators
|
||||
|
||||
| Indicator | Calculation | Criteria |
|
||||
|-----------|-------------|----------|
|
||||
| ADX | 14-period Average Directional Index | >40 Strong, 25-40 Medium, <25 Weak/Range |
|
||||
| Trend Score | Composite EMA/MACD/Price structure | -100 to +100, Positive=Bullish, Negative=Bearish |
|
||||
| EMA Alignment | Relative position of EMA20/50/200 | Bullish/Bearish/Mixed alignment |
|
||||
|
||||
### 6.2 Volatility Indicators
|
||||
|
||||
| Indicator | Calculation | Purpose |
|
||||
|-----------|-------------|---------|
|
||||
| ATR Percent | ATR(14) / Current Price × 100% | Measure relative volatility |
|
||||
| BB Width | (Upper - Lower) / Middle × 100% | Measure price range |
|
||||
| Volatility Rank | Current vol percentile in history | Determine vol level |
|
||||
|
||||
### 6.3 Momentum Indicators
|
||||
|
||||
| Indicator | Calculation | Criteria |
|
||||
|-----------|-------------|----------|
|
||||
| RSI | 14-period Relative Strength Index | >70 Overbought, <30 Oversold, 50 Neutral |
|
||||
| MACD Histogram | MACD - Signal | Positive=Bullish momentum, Negative=Bearish |
|
||||
| Momentum Score | Composite RSI/MACD/Volume | Measure current momentum |
|
||||
|
||||
### 6.4 Structure Indicators
|
||||
|
||||
| Indicator | Description | Purpose |
|
||||
|-----------|-------------|---------|
|
||||
| Swing Structure | HH/HL/LH/LL sequence | Determine trend structure |
|
||||
| Support/Resistance | Key price levels | Define trading range |
|
||||
| Volume Profile | Volume-price relationship | Validate price action |
|
||||
|
||||
---
|
||||
|
||||
## 7. Strategy Matching Matrix
|
||||
|
||||
### 7.1 Regime-Strategy Mapping
|
||||
|
||||
| Regime Type | Recommended Strategy | Position Size | Stop Loss |
|
||||
|-------------|---------------------|---------------|-----------|
|
||||
| Strong Uptrend · Low Vol | Trend following + Pyramid | 60-80% | ATR×2 |
|
||||
| Strong Uptrend · High Vol | Momentum + Quick profit | 40-60% | ATR×1.5 |
|
||||
| Uptrend Exhaustion | Reduce + Reversal short | 20-30% | Previous high |
|
||||
| Panic Decline | Wait or light bottom fish | 10-20% | Wide stop |
|
||||
| Low Vol Range | Grid trading | 50-70% | Range boundary |
|
||||
| High Vol Range | Swing trading | 30-50% | ATR×2 |
|
||||
| Squeeze Pattern | Wait for breakout | 10-20% | - |
|
||||
| Upward Breakout | Chase + Add on pullback | 50-70% | Breakout level |
|
||||
| Bottom Formation | Scale in gradually | 20-40% | New low |
|
||||
|
||||
### 7.2 Grid Strategy Parameter Matching
|
||||
|
||||
| Range Type | Grid Levels | Grid Spacing | Other Parameters |
|
||||
|------------|-------------|--------------|------------------|
|
||||
| Tight Low Vol | 30-50 levels | Small spacing | Enable Maker Only |
|
||||
| Tight High Vol | 15-25 levels | Small spacing | Fast execution mode |
|
||||
| Wide Low Vol | 10-20 levels | Large spacing | Patient execution |
|
||||
| Wide High Vol | 15-25 levels | Large spacing | High profit targets |
|
||||
| Squeeze Pattern | Pause grid | - | Wait for breakout signal |
|
||||
| Upper Range | Short bias | Medium | Increase sell weight |
|
||||
| Lower Range | Long bias | Medium | Increase buy weight |
|
||||
|
||||
---
|
||||
|
||||
## 8. Real-time Monitoring Guidelines
|
||||
|
||||
### 8.1 State Transition Triggers
|
||||
|
||||
| Current State | Trigger Condition | Transitions To |
|
||||
|---------------|-------------------|----------------|
|
||||
| Range | Price breakout + Volume + ADX rising | Breakout |
|
||||
| Uptrend | RSI divergence + Volume decline | Exhaustion |
|
||||
| Downtrend | RSI divergence + Volume decline | Exhaustion |
|
||||
| Breakout | Failed breakout, price returns | Range |
|
||||
| Exhaustion | Confirmed reversal breakout | Opposite trend |
|
||||
|
||||
### 8.2 Risk Control Rules
|
||||
|
||||
| Regime State | Max Position | Risk Per Trade | Special Rules |
|
||||
|--------------|--------------|----------------|---------------|
|
||||
| Strong Trend | 80% | 2% | Adding allowed |
|
||||
| Weak Trend | 50% | 1.5% | No adding |
|
||||
| Range | 60% | 1% | Diversified holding |
|
||||
| Transition | 30% | 1% | Reduce activity |
|
||||
| High Volatility | 40% | 0.5% | Wide stops |
|
||||
|
||||
---
|
||||
|
||||
## 9. Appendix
|
||||
|
||||
### 9.1 Abbreviation Reference
|
||||
|
||||
| Abbrev | Full Form | Description |
|
||||
|--------|-----------|-------------|
|
||||
| TU | Trend Up | Upward trend |
|
||||
| TD | Trend Down | Downward trend |
|
||||
| RG | Range | Range-bound market |
|
||||
| TR | Transition | Trend transition |
|
||||
| BK | Breakout | Breakout pattern |
|
||||
| LV | Low Volatility | Low volatility regime |
|
||||
| HV | High Volatility | High volatility regime |
|
||||
| NV | Normal Volatility | Normal volatility regime |
|
||||
| XLV | Extreme Low Vol | Extremely low volatility |
|
||||
| XHV | Extreme High Vol | Extremely high volatility |
|
||||
|
||||
### 9.2 Document Information
|
||||
|
||||
- Version: v1.0
|
||||
- Created: January 2026
|
||||
- Applicable: Cryptocurrency, Forex, Stocks, and other financial markets
|
||||
|
||||
---
|
||||
|
||||
*This document is designed for market state identification and strategy matching in quantitative trading systems*
|
||||
@@ -1,281 +0,0 @@
|
||||
# 市场行情精细分类体系
|
||||
|
||||
> 用于量化交易策略匹配的市场状态识别框架
|
||||
|
||||
---
|
||||
|
||||
## 一、分类维度概览
|
||||
|
||||
市场状态识别需要从多个维度进行分析：
|
||||
|
||||
| 维度 | 子维度 | 说明 |
|
||||
|------|--------|------|
|
||||
| **趋势维度** | 方向、强度 | 判断市场运动方向和力度 |
|
||||
| **波动维度** | 幅度、频率 | 衡量价格波动特征 |
|
||||
| **结构维度** | 形态、阶段 | 识别市场结构和所处周期 |
|
||||
|
||||
---
|
||||
|
||||
## 二、一级分类（5大类）
|
||||
|
||||
### 2.1 分类总览
|
||||
|
||||
| 代码 | 名称 | 核心特征 | 适合策略 |
|
||||
|------|------|----------|----------|
|
||||
| `TREND_UP` | 上涨趋势 | 高点/低点持续抬升 | 趋势跟踪、突破追涨 |
|
||||
| `TREND_DOWN` | 下跌趋势 | 高点/低点持续降低 | 趋势跟踪、做空策略 |
|
||||
| `RANGE` | 震荡区间 | 价格在区间内波动 | 网格交易、均值回归 |
|
||||
| `TRANSITION` | 趋势转换 | 方向不明确的过渡期 | 观望、小仓位试探 |
|
||||
| `BREAKOUT` | 突破行情 | 价格突破关键位置 | 突破追踪策略 |
|
||||
|
||||
### 2.2 识别指标
|
||||
|
||||
- **ADX（平均方向指数）**：衡量趋势强度
|
||||
- ADX > 25：存在明确趋势
|
||||
- ADX < 20：震荡市场
|
||||
- **EMA排列**：判断趋势方向
|
||||
- EMA20 > EMA50 > EMA200：多头排列
|
||||
- EMA20 < EMA50 < EMA200：空头排列
|
||||
|
||||
---
|
||||
|
||||
## 三、二级分类（18细分类）
|
||||
|
||||
### 3.1 上涨趋势细分（5种）
|
||||
|
||||
| 代码 | 名称 | 技术特征 | 量化指标 |
|
||||
|------|------|----------|----------|
|
||||
| `TU_STRONG_LOW_VOL` | 强势上涨·低波动 | 稳步上涨，回调幅度小 | ADX>40, ATR%<2%, 回调<38.2% |
|
||||
| `TU_STRONG_HIGH_VOL` | 强势上涨·高波动 | 快速拉升，波动剧烈 | ADX>40, ATR%>4%, MACD柱放大 |
|
||||
| `TU_WEAK_CHOPPY` | 弱势上涨·震荡 | 涨三退二，反复磨蹭 | ADX 20-30, RSI在50-70震荡 |
|
||||
| `TU_PARABOLIC` | 抛物线加速 | 指数级加速上涨 | 价格远离均线, RSI>80, 成交量放大 |
|
||||
| `TU_EXHAUSTION` | 上涨衰竭 | 创新高但动能减弱 | 价格新高 + MACD/RSI顶背离 |
|
||||
|
||||
**策略匹配：**
|
||||
- 强势低波动：重仓趋势跟踪，金字塔加仓
|
||||
- 强势高波动：中等仓位，设置移动止盈
|
||||
- 弱势震荡：轻仓波段，高抛低吸
|
||||
- 抛物线加速：谨慎追涨，准备离场
|
||||
- 上涨衰竭：减仓观望，准备反转做空
|
||||
|
||||
### 3.2 下跌趋势细分（5种）
|
||||
|
||||
| 代码 | 名称 | 技术特征 | 量化指标 |
|
||||
|------|------|----------|----------|
|
||||
| `TD_STRONG_LOW_VOL` | 强势下跌·低波动 | 稳步下跌，反弹无力 | ADX>40, ATR%<2%, 反弹<38.2% |
|
||||
| `TD_STRONG_HIGH_VOL` | 强势下跌·高波动 | 恐慌抛售，波动剧烈 | ADX>40, ATR%>5%, 恐慌指数飙升 |
|
||||
| `TD_WEAK_CHOPPY` | 弱势下跌·震荡 | 跌跌涨涨，磨底过程 | ADX 20-30, RSI在30-50震荡 |
|
||||
| `TD_CAPITULATION` | 恐慌投降 | 放量暴跌，情绪极端 | RSI<20, 成交量>3倍均量 |
|
||||
| `TD_EXHAUSTION` | 下跌衰竭 | 创新低但卖压减弱 | 价格新低 + MACD/RSI底背离 |
|
||||
|
||||
**策略匹配：**
|
||||
- 强势低波动：空头趋势跟踪
|
||||
- 强势高波动：观望或轻仓对冲
|
||||
- 弱势震荡：等待企稳信号
|
||||
- 恐慌投降：极端情况可轻仓抄底
|
||||
- 下跌衰竭：逐步建立多头仓位
|
||||
|
||||
### 3.3 震荡区间细分（4种）
|
||||
|
||||
| 代码 | 名称 | 技术特征 | 量化指标 |
|
||||
|------|------|----------|----------|
|
||||
| `RG_TIGHT_LOW_VOL` | 窄幅震荡·低波动 | 极度收敛，蓄势待发 | 布林带宽度<2%, ATR创新低 |
|
||||
| `RG_TIGHT_HIGH_VOL` | 窄幅震荡·高波动 | 区间内剧烈波动 | 布林带宽度<3%, ATR%>3% |
|
||||
| `RG_WIDE_LOW_VOL` | 宽幅震荡·低波动 | 大区间慢速波动 | 布林带宽度>5%, ATR%<2% |
|
||||
| `RG_WIDE_HIGH_VOL` | 宽幅震荡·高波动 | 大区间快速波动 | 布林带宽度>5%, ATR%>3% |
|
||||
|
||||
**策略匹配：**
|
||||
- 窄幅低波动：密集网格，等待突破
|
||||
- 窄幅高波动：快速网格，小利润多次
|
||||
- 宽幅低波动：稀疏网格，耐心持有
|
||||
- 宽幅高波动：波段交易，高利润目标
|
||||
|
||||
### 3.4 转换过渡（2种）
|
||||
|
||||
| 代码 | 名称 | 技术特征 | 量化指标 |
|
||||
|------|------|----------|----------|
|
||||
| `TR_BOTTOM_FORMING` | 底部形成中 | 下跌放缓，试探支撑 | 价格止跌 + 成交量萎缩 + RSI底背离 |
|
||||
| `TR_TOP_FORMING` | 顶部形成中 | 上涨放缓，试探压力 | 价格滞涨 + 成交量萎缩 + RSI顶背离 |
|
||||
|
||||
### 3.5 突破行情（2种）
|
||||
|
||||
| 代码 | 名称 | 技术特征 | 量化指标 |
|
||||
|------|------|----------|----------|
|
||||
| `BK_UPWARD` | 向上突破 | 突破阻力位并放量 | 价格>前高, 成交量>2倍, 布林带突破 |
|
||||
| `BK_DOWNWARD` | 向下突破 | 跌破支撑位并放量 | 价格<前低, 成交量>2倍, 布林带跌破 |
|
||||
|
||||
---
|
||||
|
||||
## 四、三级分类（36超细分类）
|
||||
|
||||
### 4.1 趋势阶段细分
|
||||
|
||||
上涨趋势生命周期分为5个阶段：
|
||||
|
||||
| 阶段代码 | 名称 | 特征描述 | 量化判断标准 |
|
||||
|----------|------|----------|--------------|
|
||||
| `TU_S1_INITIATION` | 上涨启动期 | 首次突破均线或前高 | MACD金叉, 价格突破EMA20 |
|
||||
| `TU_S2_ACCELERATION` | 上涨加速期 | 动能增强，斜率加大 | MACD柱持续增大, ADX上升 |
|
||||
| `TU_S3_MAIN_WAVE` | 主升浪阶段 | 持续上涨，回调幅度浅 | RSI维持60-80, 回调不破EMA20 |
|
||||
| `TU_S4_EXHAUSTION` | 上涨衰竭期 | 涨速放缓，出现背离 | RSI顶背离, MACD顶背离 |
|
||||
| `TU_S5_REVERSAL` | 趋势反转期 | 破位下跌，趋势结束 | 跌破EMA50, MACD死叉 |
|
||||
|
||||
下跌趋势同理，代码为 `TD_S1` 至 `TD_S5`
|
||||
|
||||
### 4.2 震荡位置细分
|
||||
|
||||
| 位置代码 | 名称 | 特征描述 | 策略建议 |
|
||||
|----------|------|----------|----------|
|
||||
| `RG_UPPER` | 区间上沿震荡 | 价格接近阻力位 | 偏空操作为主 |
|
||||
| `RG_MIDDLE` | 区间中部震荡 | 价格在中轨附近 | 双向网格交易 |
|
||||
| `RG_LOWER` | 区间下沿震荡 | 价格接近支撑位 | 偏多操作为主 |
|
||||
| `RG_SQUEEZE` | 收敛三角震荡 | 高低点逐渐收窄 | 等待方向选择 |
|
||||
| `RG_EXPAND` | 扩散三角震荡 | 高低点逐渐扩张 | 边界反转操作 |
|
||||
|
||||
### 4.3 波动率等级
|
||||
|
||||
| 代码 | 名称 | ATR百分比 | 布林带宽度 | 策略建议 |
|
||||
|------|------|-----------|------------|----------|
|
||||
| `VOL_EXTREME_LOW` | 极低波动 | <1% | <1.5% | 期权卖方策略 |
|
||||
| `VOL_LOW` | 低波动 | 1-2% | 1.5-2.5% | 网格/均值回归 |
|
||||
| `VOL_NORMAL` | 正常波动 | 2-3% | 2.5-4% | 趋势跟踪 |
|
||||
| `VOL_HIGH` | 高波动 | 3-5% | 4-6% | 动量/突破 |
|
||||
| `VOL_EXTREME_HIGH` | 极高波动 | >5% | >6% | 减仓/对冲 |
|
||||
|
||||
---
|
||||
|
||||
## 五、完整状态编码规则
|
||||
|
||||
### 5.1 编码格式
|
||||
|
||||
```
|
||||
{一级分类}_{波动等级}_{阶段}_{位置}
|
||||
```
|
||||
|
||||
### 5.2 编码示例
|
||||
|
||||
| 完整代码 | 含义解释 |
|
||||
|----------|----------|
|
||||
| `TU_LV_S3_M` | 上涨趋势_低波动_主升浪_中部位置 |
|
||||
| `TD_HV_S2_L` | 下跌趋势_高波动_加速期_下部位置 |
|
||||
| `RG_NV_SQ_U` | 震荡区间_正常波动_收敛形态_上沿位置 |
|
||||
| `BK_HV_UP_M` | 突破行情_高波动_向上突破_中部位置 |
|
||||
|
||||
---
|
||||
|
||||
## 六、核心识别指标
|
||||
|
||||
### 6.1 趋势指标
|
||||
|
||||
| 指标 | 计算方法 | 判断标准 |
|
||||
|------|----------|----------|
|
||||
| ADX | 14周期平均方向指数 | >40强趋势, 25-40中等, <25弱/震荡 |
|
||||
| 趋势评分 | 综合EMA/MACD/价格结构 | -100到+100, 正数多头，负数空头 |
|
||||
| EMA排列 | EMA20/50/200相对位置 | 多头排列/空头排列/混乱 |
|
||||
|
||||
### 6.2 波动指标
|
||||
|
||||
| 指标 | 计算方法 | 用途 |
|
||||
|------|----------|------|
|
||||
| ATR百分比 | ATR(14) / 当前价格 × 100% | 衡量相对波动幅度 |
|
||||
| 布林带宽度 | (上轨-下轨) / 中轨 × 100% | 衡量价格波动区间 |
|
||||
| 波动率排名 | 当前波动在历史中的分位 | 判断波动率高低 |
|
||||
|
||||
### 6.3 动量指标
|
||||
|
||||
| 指标 | 计算方法 | 判断标准 |
|
||||
|------|----------|----------|
|
||||
| RSI | 14周期相对强弱指数 | >70超买, <30超卖, 50中性 |
|
||||
| MACD柱 | MACD - Signal | 正数多头动能，负数空头动能 |
|
||||
| 动量评分 | 综合RSI/MACD/成交量 | 衡量当前动能强弱 |
|
||||
|
||||
### 6.4 结构指标
|
||||
|
||||
| 指标 | 说明 | 用途 |
|
||||
|------|------|------|
|
||||
| 高低点结构 | HH/HL/LH/LL序列 | 判断趋势结构 |
|
||||
| 支撑阻力位 | 关键价格水平 | 确定交易区间 |
|
||||
| 成交量形态 | 量价配合关系 | 验证价格走势 |
|
||||
|
||||
---
|
||||
|
||||
## 七、策略匹配矩阵
|
||||
|
||||
### 7.1 行情类型与策略对应
|
||||
|
||||
| 行情类型 | 推荐策略 | 建议仓位 | 止损设置 |
|
||||
|----------|----------|----------|----------|
|
||||
| 强势上涨·低波动 | 趋势跟踪+金字塔加仓 | 60-80% | ATR×2 |
|
||||
| 强势上涨·高波动 | 动量突破+快速止盈 | 40-60% | ATR×1.5 |
|
||||
| 上涨衰竭期 | 减仓+反转信号做空 | 20-30% | 前高 |
|
||||
| 恐慌下跌 | 观望或轻仓抄底 | 10-20% | 宽止损 |
|
||||
| 低波动震荡 | 网格交易 | 50-70% | 区间边界 |
|
||||
| 高波动震荡 | 波段高抛低吸 | 30-50% | ATR×2 |
|
||||
| 收敛等待 | 蓄势等突破 | 10-20% | - |
|
||||
| 向上突破 | 追涨+回踩加仓 | 50-70% | 突破位 |
|
||||
| 底部形成 | 分批建仓 | 20-40% | 新低 |
|
||||
|
||||
### 7.2 网格策略参数匹配
|
||||
|
||||
| 震荡类型 | 网格层数 | 网格间距 | 其他参数 |
|
||||
|----------|----------|----------|----------|
|
||||
| 窄幅低波动 | 30-50层 | 小间距 | 启用Maker Only |
|
||||
| 窄幅高波动 | 15-25层 | 小间距 | 快速成交模式 |
|
||||
| 宽幅低波动 | 10-20层 | 大间距 | 耐心等待成交 |
|
||||
| 宽幅高波动 | 15-25层 | 大间距 | 高利润目标 |
|
||||
| 收敛形态 | 暂停网格 | - | 等待突破信号 |
|
||||
| 区间上沿 | 偏空配置 | 中等 | 卖单权重增加 |
|
||||
| 区间下沿 | 偏多配置 | 中等 | 买单权重增加 |
|
||||
|
||||
---
|
||||
|
||||
## 八、实时监控建议
|
||||
|
||||
### 8.1 状态转换触发条件
|
||||
|
||||
| 当前状态 | 触发条件 | 转换到 |
|
||||
|----------|----------|--------|
|
||||
| 震荡区间 | 价格突破+放量+ADX上升 | 突破行情 |
|
||||
| 上涨趋势 | RSI顶背离+成交量萎缩 | 上涨衰竭 |
|
||||
| 下跌趋势 | RSI底背离+成交量萎缩 | 下跌衰竭 |
|
||||
| 突破行情 | 突破失败回落 | 震荡区间 |
|
||||
| 趋势衰竭 | 反向突破确认 | 反向趋势 |
|
||||
|
||||
### 8.2 风险控制规则
|
||||
|
||||
| 行情状态 | 最大仓位 | 单笔风险 | 特殊规则 |
|
||||
|----------|----------|----------|----------|
|
||||
| 强趋势 | 80% | 2% | 可加仓 |
|
||||
| 弱趋势 | 50% | 1.5% | 不加仓 |
|
||||
| 震荡 | 60% | 1% | 分散持仓 |
|
||||
| 转换期 | 30% | 1% | 减少操作 |
|
||||
| 高波动 | 40% | 0.5% | 宽止损 |
|
||||
|
||||
---
|
||||
|
||||
## 九、附录
|
||||
|
||||
### 9.1 缩写对照表
|
||||
|
||||
| 缩写 | 英文全称 | 中文含义 |
|
||||
|------|----------|----------|
|
||||
| TU | Trend Up | 上涨趋势 |
|
||||
| TD | Trend Down | 下跌趋势 |
|
||||
| RG | Range | 震荡区间 |
|
||||
| TR | Transition | 趋势转换 |
|
||||
| BK | Breakout | 突破行情 |
|
||||
| LV | Low Volatility | 低波动 |
|
||||
| HV | High Volatility | 高波动 |
|
||||
| NV | Normal Volatility | 正常波动 |
|
||||
| XLV | Extreme Low Vol | 极低波动 |
|
||||
| XHV | Extreme High Vol | 极高波动 |
|
||||
|
||||
### 9.2 版本信息
|
||||
|
||||
- 文档版本：v1.0
|
||||
- 创建日期：2026年1月
|
||||
- 适用范围：加密货币、外汇、股票等金融市场
|
||||
|
||||
---
|
||||
|
||||
*本文档用于量化交易系统的市场状态识别和策略匹配*
|
||||
File diff suppressed because it is too large
Load Diff
@@ -1,151 +0,0 @@
|
||||
# 网格策略市场状态识别与风控设计
|
||||
|
||||
## 概述
|
||||
|
||||
增强网格策略的市场状态识别能力，实现震荡/趋势的精准判断，并根据不同震荡级别自动调整网格参数和风控策略。
|
||||
|
||||
---
|
||||
|
||||
## 一、市场状态识别
|
||||
|
||||
### 1.1 识别维度（3个）
|
||||
|
||||
| 维度 | 指标 | 作用 |
|
||||
|------|------|------|
|
||||
| 价格波动 | ATR14 + Bollinger带宽 | 判断震荡幅度 |
|
||||
| 趋势强度 | EMA20/50距离 + MACD | 判断是否有趋势 |
|
||||
| 动量 | RSI14 + 1h/4h涨跌幅 | 判断超买超卖 |
|
||||
|
||||
### 1.2 箱体指标（新增）
|
||||
|
||||
基于1小时K线的多周期Donchian通道：
|
||||
|
||||
| 箱体级别 | 周期 | 覆盖时间 | 用途 |
|
||||
|----------|------|----------|------|
|
||||
| 短期箱体 | 72根1小时 | 3天 | 日内波动边界 |
|
||||
| 中期箱体 | 240根1小时 | 10天 | 周级别震荡区间 |
|
||||
| 长期箱体 | 500根1小时 | ~21天 | 大级别趋势边界 |
|
||||
|
||||
### 1.3 判断方式
|
||||
|
||||
由AI综合分析以上指标 + 原始K线序列 + 箱体位置，输出市场状态判断。
|
||||
|
||||
---
|
||||
|
||||
## 二、震荡分级与网格策略
|
||||
|
||||
### 2.1 四级震荡分类
|
||||
|
||||
| 级别 | 特征 | 判断依据 |
|
||||
|------|------|----------|
|
||||
| 窄幅震荡 | 价格在短期箱体内小幅波动 | Bollinger带宽 < 2%，ATR低 |
|
||||
| 标准震荡 | 价格在中期箱体内正常波动 | Bollinger带宽 2-3%，ATR正常 |
|
||||
| 宽幅震荡 | 价格接近中期箱体边缘 | Bollinger带宽 3-4%，ATR较高 |
|
||||
| 剧烈震荡 | 价格接近长期箱体边缘 | Bollinger带宽 > 4%，ATR高 |
|
||||
|
||||
### 2.2 各级别对应的网格策略
|
||||
|
||||
| 级别 | 网格密度 | 网格范围 | 单格仓位 | 总仓位上限 | 有效杠杆上限 |
|
||||
|------|----------|----------|----------|------------|--------------|
|
||||
| 窄幅震荡 | 密集 | 窄 | 小 | 30-40% | 2x |
|
||||
| 标准震荡 | 正常 | 中等 | 正常 | 60-70% | 3-4x |
|
||||
| 宽幅震荡 | 稀疏 | 宽 | 正常 | 50-60% | 3x |
|
||||
| 剧烈震荡 | 最稀疏 | 最宽 | 小 | 30-40% | 2x |
|
||||
|
||||
**核心原则：**
|
||||
- 窄幅震荡：单格仓位小 + 总仓位上限低（防击穿风险）
|
||||
- 剧烈震荡：同样保守（随时可能变趋势）
|
||||
- 标准震荡：才是放量的最佳时机
|
||||
|
||||
---
|
||||
|
||||
## 三、突破处理与恢复机制
|
||||
|
||||
### 3.1 突破判断与处理
|
||||
|
||||
**确认方式：** 收盘价突破箱体后，持续3根1小时K线不回箱体
|
||||
|
||||
| 箱体级别 | 突破处理 |
|
||||
|----------|----------|
|
||||
| 短期箱体突破 | 降低仓位到 50% |
|
||||
| 中期箱体突破 | 暂停网格 + 取消挂单 |
|
||||
| 长期箱体突破 | 暂停网格 + 取消挂单 + 平掉所有持仓 |
|
||||
|
||||
### 3.2 假突破恢复
|
||||
|
||||
**价格回到箱体内 → 以50%仓位恢复网格**
|
||||
|
||||
---
|
||||
|
||||
## 四、前端风控面板
|
||||
|
||||
### 4.1 需要展示的信息
|
||||
|
||||
| 类别 | 显示内容 |
|
||||
|------|----------|
|
||||
| 杠杆信息 | 当前杠杆、有效杠杆、系统推荐杠杆 |
|
||||
| 仓位信息 | 当前仓位、最大仓位、仓位占比 |
|
||||
| 爆仓信息 | 爆仓价格、爆仓距离(%) |
|
||||
| 市场状态 | 当前震荡级别(窄幅/标准/宽幅/剧烈) |
|
||||
| 箱体状态 | 短期/中期/长期箱体上下沿、当前价格位置 |
|
||||
|
||||
---
|
||||
|
||||
## 五、实现要点
|
||||
|
||||
### 5.1 后端新增
|
||||
|
||||
1. **箱体指标计算** (`market/data.go`)
|
||||
- 新增 `calculateDonchian(klines, period)` 函数
|
||||
- 返回 upper(最高价), lower(最低价)
|
||||
- 支持72/240/500三个周期
|
||||
|
||||
2. **市场状态评估** (`kernel/grid_engine.go`)
|
||||
- 更新AI prompt，加入箱体指标和K线序列
|
||||
- AI输出震荡级别判断
|
||||
|
||||
3. **网格参数动态调整** (`trader/auto_trader_grid.go`)
|
||||
- 根据震荡级别自动调整：网格密度、范围、仓位、杠杆
|
||||
- 实现有效杠杆上限控制
|
||||
|
||||
4. **突破处理逻辑** (`trader/auto_trader_grid.go`)
|
||||
- 实现三级箱体突破检测
|
||||
- 实现3根K线确认逻辑
|
||||
- 实现降级恢复机制
|
||||
|
||||
### 5.2 前端新增
|
||||
|
||||
1. **风控面板组件**
|
||||
- 杠杆信息展示
|
||||
- 仓位信息展示
|
||||
- 爆仓信息展示
|
||||
- 市场状态展示
|
||||
- 箱体状态可视化
|
||||
|
||||
### 5.3 数据模型更新
|
||||
|
||||
1. **GridConfigModel** 新增字段：
|
||||
- `EffectiveLeverageLimit` - 有效杠杆上限
|
||||
- `ShortBoxPeriod` - 短期箱体周期 (默认72)
|
||||
- `MidBoxPeriod` - 中期箱体周期 (默认240)
|
||||
- `LongBoxPeriod` - 长期箱体周期 (默认500)
|
||||
|
||||
2. **GridInstanceModel** 新增字段：
|
||||
- `CurrentRegimeLevel` - 当前震荡级别 (narrow/standard/wide/volatile)
|
||||
- `ShortBoxUpper/Lower` - 短期箱体上下沿
|
||||
- `MidBoxUpper/Lower` - 中期箱体上下沿
|
||||
- `LongBoxUpper/Lower` - 长期箱体上下沿
|
||||
- `BreakoutStatus` - 突破状态 (none/short/mid/long)
|
||||
- `BreakoutConfirmCount` - 突破确认K线计数
|
||||
|
||||
---
|
||||
|
||||
## 六、风险控制总结
|
||||
|
||||
| 控制点 | 机制 |
|
||||
|--------|------|
|
||||
| 仓位控制 | 根据震荡级别限制总仓位上限 (30-70%) |
|
||||
| 杠杆控制 | 根据震荡级别限制有效杠杆 (2-4x) |
|
||||
| 突破保护 | 三级箱体突破分级处理 |
|
||||
| 假突破恢复 | 50%仓位降级恢复 |
|
||||
| 爆仓预防 | 前端展示爆仓距离，系统自动限制杠杆 |
|
||||
File diff suppressed because it is too large
Load Diff
@@ -130,8 +130,7 @@ type Context struct {
|
||||
// Decision AI trading decision
|
||||
type Decision struct {
|
||||
Symbol string `json:"symbol"`
|
||||
Action string `json:"action"` // Standard: "open_long", "open_short", "close_long", "close_short", "hold", "wait"
|
||||
// Grid actions: "place_buy_limit", "place_sell_limit", "cancel_order", "cancel_all_orders", "pause_grid", "resume_grid", "adjust_grid"
|
||||
Action string `json:"action"` // "open_long", "open_short", "close_long", "close_short", "hold", "wait"
|
||||
|
||||
// Opening position parameters
|
||||
Leverage int `json:"leverage,omitempty"`
|
||||
@@ -139,12 +138,6 @@ type Decision struct {
|
||||
StopLoss float64 `json:"stop_loss,omitempty"`
|
||||
TakeProfit float64 `json:"take_profit,omitempty"`
|
||||
|
||||
// Grid trading parameters
|
||||
Price float64 `json:"price,omitempty"` // Limit order price (for grid)
|
||||
Quantity float64 `json:"quantity,omitempty"` // Order quantity (for grid)
|
||||
LevelIndex int `json:"level_index,omitempty"` // Grid level index
|
||||
OrderID string `json:"order_id,omitempty"` // Order ID (for cancel)
|
||||
|
||||
// Common parameters
|
||||
Confidence int `json:"confidence,omitempty"` // Confidence level (0-100)
|
||||
RiskUSD float64 `json:"risk_usd,omitempty"` // Maximum USD risk
|
||||
|
||||
@@ -1,587 +0,0 @@
|
||||
package kernel
|
||||
|
||||
import (
|
||||
"encoding/json"
|
||||
"fmt"
|
||||
"nofx/logger"
|
||||
"nofx/market"
|
||||
"nofx/mcp"
|
||||
"nofx/store"
|
||||
"strings"
|
||||
"time"
|
||||
)
|
||||
|
||||
// ============================================================================
|
||||
// Grid Trading Context and Types
|
||||
// ============================================================================
|
||||
|
||||
// GridLevelInfo represents a single grid level's current state
|
||||
type GridLevelInfo struct {
|
||||
Index int `json:"index"` // Level index (0 = lowest)
|
||||
Price float64 `json:"price"` // Target price for this level
|
||||
State string `json:"state"` // "empty", "pending", "filled"
|
||||
Side string `json:"side"` // "buy" or "sell"
|
||||
OrderID string `json:"order_id"` // Current order ID (if pending)
|
||||
OrderQuantity float64 `json:"order_quantity"` // Order quantity
|
||||
PositionSize float64 `json:"position_size"` // Position size (if filled)
|
||||
PositionEntry float64 `json:"position_entry"` // Entry price (if filled)
|
||||
AllocatedUSD float64 `json:"allocated_usd"` // USD allocated to this level
|
||||
UnrealizedPnL float64 `json:"unrealized_pnl"` // Unrealized P&L (if filled)
|
||||
}
|
||||
|
||||
// GridContext contains all information needed for AI grid decision making
|
||||
type GridContext struct {
|
||||
// Basic info
|
||||
Symbol string `json:"symbol"`
|
||||
CurrentTime string `json:"current_time"`
|
||||
CurrentPrice float64 `json:"current_price"`
|
||||
|
||||
// Grid configuration
|
||||
GridCount int `json:"grid_count"`
|
||||
TotalInvestment float64 `json:"total_investment"`
|
||||
Leverage int `json:"leverage"`
|
||||
UpperPrice float64 `json:"upper_price"`
|
||||
LowerPrice float64 `json:"lower_price"`
|
||||
GridSpacing float64 `json:"grid_spacing"`
|
||||
Distribution string `json:"distribution"`
|
||||
|
||||
// Grid state
|
||||
Levels []GridLevelInfo `json:"levels"`
|
||||
ActiveOrderCount int `json:"active_order_count"`
|
||||
FilledLevelCount int `json:"filled_level_count"`
|
||||
IsPaused bool `json:"is_paused"`
|
||||
|
||||
// Market data
|
||||
ATR14 float64 `json:"atr14"`
|
||||
BollingerUpper float64 `json:"bollinger_upper"`
|
||||
BollingerMiddle float64 `json:"bollinger_middle"`
|
||||
BollingerLower float64 `json:"bollinger_lower"`
|
||||
BollingerWidth float64 `json:"bollinger_width"` // Percentage
|
||||
EMA20 float64 `json:"ema20"`
|
||||
EMA50 float64 `json:"ema50"`
|
||||
EMADistance float64 `json:"ema_distance"` // Percentage
|
||||
RSI14 float64 `json:"rsi14"`
|
||||
MACD float64 `json:"macd"`
|
||||
MACDSignal float64 `json:"macd_signal"`
|
||||
MACDHistogram float64 `json:"macd_histogram"`
|
||||
FundingRate float64 `json:"funding_rate"`
|
||||
Volume24h float64 `json:"volume_24h"`
|
||||
PriceChange1h float64 `json:"price_change_1h"`
|
||||
PriceChange4h float64 `json:"price_change_4h"`
|
||||
|
||||
// Account info
|
||||
TotalEquity float64 `json:"total_equity"`
|
||||
AvailableBalance float64 `json:"available_balance"`
|
||||
CurrentPosition float64 `json:"current_position"` // Net position size
|
||||
UnrealizedPnL float64 `json:"unrealized_pnl"`
|
||||
|
||||
// Performance
|
||||
TotalProfit float64 `json:"total_profit"`
|
||||
TotalTrades int `json:"total_trades"`
|
||||
WinningTrades int `json:"winning_trades"`
|
||||
MaxDrawdown float64 `json:"max_drawdown"`
|
||||
DailyPnL float64 `json:"daily_pnl"`
|
||||
|
||||
// Box indicators (Donchian Channels)
|
||||
BoxData *market.BoxData `json:"box_data,omitempty"`
|
||||
}
|
||||
|
||||
// ============================================================================
|
||||
// Grid Prompt Building
|
||||
// ============================================================================
|
||||
|
||||
// BuildGridSystemPrompt builds the system prompt for grid trading AI
|
||||
func BuildGridSystemPrompt(config *store.GridStrategyConfig, lang string) string {
|
||||
if lang == "zh" {
|
||||
return buildGridSystemPromptZh(config)
|
||||
}
|
||||
return buildGridSystemPromptEn(config)
|
||||
}
|
||||
|
||||
func buildGridSystemPromptZh(config *store.GridStrategyConfig) string {
|
||||
return fmt.Sprintf(`# 你是一个专业的网格交易AI
|
||||
|
||||
## 角色定义
|
||||
你是一个经验丰富的网格交易专家，负责管理 %s 的网格交易策略。你的任务是：
|
||||
1. 判断当前市场状态（震荡/趋势/高波动）
|
||||
2. 决定是否需要调整网格或暂停交易
|
||||
3. 管理每个网格层级的订单
|
||||
|
||||
## 网格配置
|
||||
- 交易对: %s
|
||||
- 网格层数: %d
|
||||
- 总投资: %.2f USDT
|
||||
- 杠杆: %dx
|
||||
- 价格分布: %s
|
||||
|
||||
## 决策规则
|
||||
|
||||
### 市场状态判断
|
||||
- **震荡市场** (适合网格): 布林带宽度 < 3%%, EMA20/50 距离 < 1%%, 价格在布林带中轨附近
|
||||
- **趋势市场** (暂停网格): 布林带宽度 > 4%%, EMA20/50 距离 > 2%%, 价格持续突破布林带
|
||||
- **高波动市场** (谨慎): ATR异常放大, 价格剧烈波动
|
||||
|
||||
### 可执行的操作
|
||||
- place_buy_limit: 在指定价格下买入限价单
|
||||
- place_sell_limit: 在指定价格下卖出限价单
|
||||
- cancel_order: 取消指定订单
|
||||
- cancel_all_orders: 取消所有订单
|
||||
- pause_grid: 暂停网格交易（趋势市场时）
|
||||
- resume_grid: 恢复网格交易（震荡市场时）
|
||||
- adjust_grid: 调整网格边界
|
||||
- hold: 保持当前状态不操作
|
||||
|
||||
## 输出格式
|
||||
输出JSON数组，每个决策包含:
|
||||
- symbol: 交易对
|
||||
- action: 操作类型
|
||||
- price: 价格（限价单用）
|
||||
- quantity: 数量
|
||||
- level_index: 网格层级索引
|
||||
- order_id: 订单ID（取消订单用）
|
||||
- confidence: 置信度 0-100
|
||||
- reasoning: 决策理由
|
||||
|
||||
示例:
|
||||
[
|
||||
{"symbol": "BTCUSDT", "action": "place_buy_limit", "price": 94000, "quantity": 0.01, "level_index": 2, "confidence": 85, "reasoning": "第2层价格接近，下买单"},
|
||||
{"symbol": "BTCUSDT", "action": "hold", "confidence": 90, "reasoning": "市场震荡，保持当前网格"}
|
||||
]
|
||||
`, config.Symbol, config.Symbol, config.GridCount, config.TotalInvestment, config.Leverage, config.Distribution)
|
||||
}
|
||||
|
||||
func buildGridSystemPromptEn(config *store.GridStrategyConfig) string {
|
||||
return fmt.Sprintf(`# You are a Professional Grid Trading AI
|
||||
|
||||
## Role Definition
|
||||
You are an experienced grid trading expert managing a grid strategy for %s. Your tasks are:
|
||||
1. Assess current market regime (ranging/trending/volatile)
|
||||
2. Decide whether to adjust grid or pause trading
|
||||
3. Manage orders at each grid level
|
||||
|
||||
## Grid Configuration
|
||||
- Symbol: %s
|
||||
- Grid Levels: %d
|
||||
- Total Investment: %.2f USDT
|
||||
- Leverage: %dx
|
||||
- Distribution: %s
|
||||
|
||||
## Decision Rules
|
||||
|
||||
### Market Regime Assessment
|
||||
- **Ranging Market** (ideal for grid): Bollinger width < 3%%, EMA20/50 distance < 1%%, price near middle band
|
||||
- **Trending Market** (pause grid): Bollinger width > 4%%, EMA20/50 distance > 2%%, price breaking bands
|
||||
- **High Volatility** (caution): ATR spike, erratic price movement
|
||||
|
||||
### Available Actions
|
||||
- place_buy_limit: Place buy limit order at specified price
|
||||
- place_sell_limit: Place sell limit order at specified price
|
||||
- cancel_order: Cancel specific order
|
||||
- cancel_all_orders: Cancel all orders
|
||||
- pause_grid: Pause grid trading (in trending market)
|
||||
- resume_grid: Resume grid trading (in ranging market)
|
||||
- adjust_grid: Adjust grid boundaries
|
||||
- hold: Maintain current state
|
||||
|
||||
## Output Format
|
||||
Output JSON array, each decision contains:
|
||||
- symbol: Trading pair
|
||||
- action: Action type
|
||||
- price: Price (for limit orders)
|
||||
- quantity: Quantity
|
||||
- level_index: Grid level index
|
||||
- order_id: Order ID (for cancel)
|
||||
- confidence: Confidence 0-100
|
||||
- reasoning: Decision reason
|
||||
|
||||
Example:
|
||||
[
|
||||
{"symbol": "BTCUSDT", "action": "place_buy_limit", "price": 94000, "quantity": 0.01, "level_index": 2, "confidence": 85, "reasoning": "Level 2 price approaching, place buy order"},
|
||||
{"symbol": "BTCUSDT", "action": "hold", "confidence": 90, "reasoning": "Market ranging, maintain current grid"}
|
||||
]
|
||||
`, config.Symbol, config.Symbol, config.GridCount, config.TotalInvestment, config.Leverage, config.Distribution)
|
||||
}
|
||||
|
||||
// BuildGridUserPrompt builds the user prompt with current grid context
|
||||
func BuildGridUserPrompt(ctx *GridContext, lang string) string {
|
||||
if lang == "zh" {
|
||||
return buildGridUserPromptZh(ctx)
|
||||
}
|
||||
return buildGridUserPromptEn(ctx)
|
||||
}
|
||||
|
||||
func buildGridUserPromptZh(ctx *GridContext) string {
|
||||
var sb strings.Builder
|
||||
|
||||
sb.WriteString(fmt.Sprintf("## 当前时间: %s\n\n", ctx.CurrentTime))
|
||||
|
||||
// Market data section
|
||||
sb.WriteString("## 市场数据\n")
|
||||
sb.WriteString(fmt.Sprintf("- 当前价格: $%.2f\n", ctx.CurrentPrice))
|
||||
sb.WriteString(fmt.Sprintf("- 1小时涨跌: %.2f%%\n", ctx.PriceChange1h))
|
||||
sb.WriteString(fmt.Sprintf("- 4小时涨跌: %.2f%%\n", ctx.PriceChange4h))
|
||||
sb.WriteString(fmt.Sprintf("- ATR14: $%.2f (%.2f%%)\n", ctx.ATR14, ctx.ATR14/ctx.CurrentPrice*100))
|
||||
sb.WriteString(fmt.Sprintf("- 布林带: 上轨 $%.2f, 中轨 $%.2f, 下轨 $%.2f\n", ctx.BollingerUpper, ctx.BollingerMiddle, ctx.BollingerLower))
|
||||
sb.WriteString(fmt.Sprintf("- 布林带宽度: %.2f%%\n", ctx.BollingerWidth))
|
||||
sb.WriteString(fmt.Sprintf("- EMA20: $%.2f, EMA50: $%.2f, 距离: %.2f%%\n", ctx.EMA20, ctx.EMA50, ctx.EMADistance))
|
||||
sb.WriteString(fmt.Sprintf("- RSI14: %.1f\n", ctx.RSI14))
|
||||
sb.WriteString(fmt.Sprintf("- MACD: %.4f, Signal: %.4f, Histogram: %.4f\n", ctx.MACD, ctx.MACDSignal, ctx.MACDHistogram))
|
||||
sb.WriteString(fmt.Sprintf("- 资金费率: %.4f%%\n", ctx.FundingRate*100))
|
||||
sb.WriteString("\n")
|
||||
|
||||
// Box Indicator Section
|
||||
if ctx.BoxData != nil {
|
||||
sb.WriteString("## 箱体指标 (唐奇安通道)\n\n")
|
||||
sb.WriteString("| 箱体级别 | 上轨 | 下轨 | 宽度 |\n")
|
||||
sb.WriteString("|----------|------|------|------|\n")
|
||||
|
||||
shortWidth := 0.0
|
||||
midWidth := 0.0
|
||||
longWidth := 0.0
|
||||
|
||||
if ctx.BoxData.CurrentPrice > 0 {
|
||||
shortWidth = (ctx.BoxData.ShortUpper - ctx.BoxData.ShortLower) / ctx.BoxData.CurrentPrice * 100
|
||||
midWidth = (ctx.BoxData.MidUpper - ctx.BoxData.MidLower) / ctx.BoxData.CurrentPrice * 100
|
||||
longWidth = (ctx.BoxData.LongUpper - ctx.BoxData.LongLower) / ctx.BoxData.CurrentPrice * 100
|
||||
}
|
||||
|
||||
sb.WriteString(fmt.Sprintf("| 短期 (3天) | %.2f | %.2f | %.2f%% |\n",
|
||||
ctx.BoxData.ShortUpper, ctx.BoxData.ShortLower, shortWidth))
|
||||
sb.WriteString(fmt.Sprintf("| 中期 (10天) | %.2f | %.2f | %.2f%% |\n",
|
||||
ctx.BoxData.MidUpper, ctx.BoxData.MidLower, midWidth))
|
||||
sb.WriteString(fmt.Sprintf("| 长期 (21天) | %.2f | %.2f | %.2f%% |\n",
|
||||
ctx.BoxData.LongUpper, ctx.BoxData.LongLower, longWidth))
|
||||
|
||||
sb.WriteString(fmt.Sprintf("\n当前价格: %.2f\n", ctx.BoxData.CurrentPrice))
|
||||
|
||||
// Check position relative to boxes
|
||||
price := ctx.BoxData.CurrentPrice
|
||||
if price > ctx.BoxData.LongUpper || price < ctx.BoxData.LongLower {
|
||||
sb.WriteString("⚠️ 突破: 价格突破长期箱体!\n")
|
||||
} else if price > ctx.BoxData.MidUpper || price < ctx.BoxData.MidLower {
|
||||
sb.WriteString("⚠️ 警告: 价格接近长期箱体边界\n")
|
||||
}
|
||||
sb.WriteString("\n")
|
||||
}
|
||||
|
||||
// Account section
|
||||
sb.WriteString("## 账户状态\n")
|
||||
sb.WriteString(fmt.Sprintf("- 总权益: $%.2f\n", ctx.TotalEquity))
|
||||
sb.WriteString(fmt.Sprintf("- 可用余额: $%.2f\n", ctx.AvailableBalance))
|
||||
sb.WriteString(fmt.Sprintf("- 当前持仓: %.4f (净头寸)\n", ctx.CurrentPosition))
|
||||
sb.WriteString(fmt.Sprintf("- 未实现盈亏: $%.2f\n", ctx.UnrealizedPnL))
|
||||
sb.WriteString("\n")
|
||||
|
||||
// Grid state section
|
||||
sb.WriteString("## 网格状态\n")
|
||||
sb.WriteString(fmt.Sprintf("- 网格范围: $%.2f - $%.2f\n", ctx.LowerPrice, ctx.UpperPrice))
|
||||
sb.WriteString(fmt.Sprintf("- 网格间距: $%.2f\n", ctx.GridSpacing))
|
||||
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))
|
||||
sb.WriteString("\n")
|
||||
|
||||
// Grid levels detail
|
||||
sb.WriteString("## 网格层级详情\n")
|
||||
sb.WriteString("| 层级 | 价格 | 状态 | 方向 | 订单数量 | 持仓数量 | 未实现盈亏 |\n")
|
||||
sb.WriteString("|------|------|------|------|----------|----------|------------|\n")
|
||||
for _, level := range ctx.Levels {
|
||||
sb.WriteString(fmt.Sprintf("| %d | $%.2f | %s | %s | %.4f | %.4f | $%.2f |\n",
|
||||
level.Index, level.Price, level.State, level.Side,
|
||||
level.OrderQuantity, level.PositionSize, level.UnrealizedPnL))
|
||||
}
|
||||
sb.WriteString("\n")
|
||||
|
||||
// Performance section
|
||||
sb.WriteString("## 绩效统计\n")
|
||||
sb.WriteString(fmt.Sprintf("- 总利润: $%.2f\n", ctx.TotalProfit))
|
||||
sb.WriteString(fmt.Sprintf("- 总交易次数: %d\n", ctx.TotalTrades))
|
||||
sb.WriteString(fmt.Sprintf("- 胜率: %.1f%%\n", float64(ctx.WinningTrades)/float64(max(ctx.TotalTrades, 1))*100))
|
||||
sb.WriteString(fmt.Sprintf("- 最大回撤: %.2f%%\n", ctx.MaxDrawdown))
|
||||
sb.WriteString(fmt.Sprintf("- 今日盈亏: $%.2f\n", ctx.DailyPnL))
|
||||
sb.WriteString("\n")
|
||||
|
||||
sb.WriteString("## 请分析以上数据，做出网格交易决策\n")
|
||||
sb.WriteString("输出JSON数组格式的决策列表。\n")
|
||||
|
||||
return sb.String()
|
||||
}
|
||||
|
||||
func buildGridUserPromptEn(ctx *GridContext) string {
|
||||
var sb strings.Builder
|
||||
|
||||
sb.WriteString(fmt.Sprintf("## Current Time: %s\n\n", ctx.CurrentTime))
|
||||
|
||||
// Market data section
|
||||
sb.WriteString("## Market Data\n")
|
||||
sb.WriteString(fmt.Sprintf("- Current Price: $%.2f\n", ctx.CurrentPrice))
|
||||
sb.WriteString(fmt.Sprintf("- 1h Change: %.2f%%\n", ctx.PriceChange1h))
|
||||
sb.WriteString(fmt.Sprintf("- 4h Change: %.2f%%\n", ctx.PriceChange4h))
|
||||
sb.WriteString(fmt.Sprintf("- ATR14: $%.2f (%.2f%%)\n", ctx.ATR14, ctx.ATR14/ctx.CurrentPrice*100))
|
||||
sb.WriteString(fmt.Sprintf("- Bollinger Bands: Upper $%.2f, Middle $%.2f, Lower $%.2f\n", ctx.BollingerUpper, ctx.BollingerMiddle, ctx.BollingerLower))
|
||||
sb.WriteString(fmt.Sprintf("- Bollinger Width: %.2f%%\n", ctx.BollingerWidth))
|
||||
sb.WriteString(fmt.Sprintf("- EMA20: $%.2f, EMA50: $%.2f, Distance: %.2f%%\n", ctx.EMA20, ctx.EMA50, ctx.EMADistance))
|
||||
sb.WriteString(fmt.Sprintf("- RSI14: %.1f\n", ctx.RSI14))
|
||||
sb.WriteString(fmt.Sprintf("- MACD: %.4f, Signal: %.4f, Histogram: %.4f\n", ctx.MACD, ctx.MACDSignal, ctx.MACDHistogram))
|
||||
sb.WriteString(fmt.Sprintf("- Funding Rate: %.4f%%\n", ctx.FundingRate*100))
|
||||
sb.WriteString("\n")
|
||||
|
||||
// Box Indicator Section
|
||||
if ctx.BoxData != nil {
|
||||
sb.WriteString("## Box Indicators (Donchian Channels)\n\n")
|
||||
sb.WriteString("| Box Level | Upper | Lower | Width |\n")
|
||||
sb.WriteString("|-----------|-------|-------|-------|\n")
|
||||
|
||||
shortWidth := 0.0
|
||||
midWidth := 0.0
|
||||
longWidth := 0.0
|
||||
|
||||
if ctx.BoxData.CurrentPrice > 0 {
|
||||
shortWidth = (ctx.BoxData.ShortUpper - ctx.BoxData.ShortLower) / ctx.BoxData.CurrentPrice * 100
|
||||
midWidth = (ctx.BoxData.MidUpper - ctx.BoxData.MidLower) / ctx.BoxData.CurrentPrice * 100
|
||||
longWidth = (ctx.BoxData.LongUpper - ctx.BoxData.LongLower) / ctx.BoxData.CurrentPrice * 100
|
||||
}
|
||||
|
||||
sb.WriteString(fmt.Sprintf("| Short (3d) | %.2f | %.2f | %.2f%% |\n",
|
||||
ctx.BoxData.ShortUpper, ctx.BoxData.ShortLower, shortWidth))
|
||||
sb.WriteString(fmt.Sprintf("| Mid (10d) | %.2f | %.2f | %.2f%% |\n",
|
||||
ctx.BoxData.MidUpper, ctx.BoxData.MidLower, midWidth))
|
||||
sb.WriteString(fmt.Sprintf("| Long (21d) | %.2f | %.2f | %.2f%% |\n",
|
||||
ctx.BoxData.LongUpper, ctx.BoxData.LongLower, longWidth))
|
||||
|
||||
sb.WriteString(fmt.Sprintf("\nCurrent Price: %.2f\n", ctx.BoxData.CurrentPrice))
|
||||
|
||||
// Check position relative to boxes
|
||||
price := ctx.BoxData.CurrentPrice
|
||||
if price > ctx.BoxData.LongUpper || price < ctx.BoxData.LongLower {
|
||||
sb.WriteString("⚠️ BREAKOUT: Price outside long-term box!\n")
|
||||
} else if price > ctx.BoxData.MidUpper || price < ctx.BoxData.MidLower {
|
||||
sb.WriteString("⚠️ WARNING: Price approaching long-term box boundary\n")
|
||||
}
|
||||
sb.WriteString("\n")
|
||||
}
|
||||
|
||||
// Account section
|
||||
sb.WriteString("## Account Status\n")
|
||||
sb.WriteString(fmt.Sprintf("- Total Equity: $%.2f\n", ctx.TotalEquity))
|
||||
sb.WriteString(fmt.Sprintf("- Available Balance: $%.2f\n", ctx.AvailableBalance))
|
||||
sb.WriteString(fmt.Sprintf("- Current Position: %.4f (net)\n", ctx.CurrentPosition))
|
||||
sb.WriteString(fmt.Sprintf("- Unrealized PnL: $%.2f\n", ctx.UnrealizedPnL))
|
||||
sb.WriteString("\n")
|
||||
|
||||
// Grid state section
|
||||
sb.WriteString("## Grid Status\n")
|
||||
sb.WriteString(fmt.Sprintf("- Grid Range: $%.2f - $%.2f\n", ctx.LowerPrice, ctx.UpperPrice))
|
||||
sb.WriteString(fmt.Sprintf("- Grid Spacing: $%.2f\n", ctx.GridSpacing))
|
||||
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))
|
||||
sb.WriteString("\n")
|
||||
|
||||
// Grid levels detail
|
||||
sb.WriteString("## Grid Levels Detail\n")
|
||||
sb.WriteString("| Level | Price | State | Side | Order Qty | Position | Unrealized PnL |\n")
|
||||
sb.WriteString("|-------|-------|-------|------|-----------|----------|----------------|\n")
|
||||
for _, level := range ctx.Levels {
|
||||
sb.WriteString(fmt.Sprintf("| %d | $%.2f | %s | %s | %.4f | %.4f | $%.2f |\n",
|
||||
level.Index, level.Price, level.State, level.Side,
|
||||
level.OrderQuantity, level.PositionSize, level.UnrealizedPnL))
|
||||
}
|
||||
sb.WriteString("\n")
|
||||
|
||||
// Performance section
|
||||
sb.WriteString("## Performance Stats\n")
|
||||
sb.WriteString(fmt.Sprintf("- Total Profit: $%.2f\n", ctx.TotalProfit))
|
||||
sb.WriteString(fmt.Sprintf("- Total Trades: %d\n", ctx.TotalTrades))
|
||||
sb.WriteString(fmt.Sprintf("- Win Rate: %.1f%%\n", float64(ctx.WinningTrades)/float64(max(ctx.TotalTrades, 1))*100))
|
||||
sb.WriteString(fmt.Sprintf("- Max Drawdown: %.2f%%\n", ctx.MaxDrawdown))
|
||||
sb.WriteString(fmt.Sprintf("- Daily PnL: $%.2f\n", ctx.DailyPnL))
|
||||
sb.WriteString("\n")
|
||||
|
||||
sb.WriteString("## Please analyze the data above and make grid trading decisions\n")
|
||||
sb.WriteString("Output a JSON array of decisions.\n")
|
||||
|
||||
return sb.String()
|
||||
}
|
||||
|
||||
// ============================================================================
|
||||
// Grid Decision Functions
|
||||
// ============================================================================
|
||||
|
||||
// GetGridDecisions gets AI decisions for grid trading
|
||||
func GetGridDecisions(ctx *GridContext, mcpClient mcp.AIClient, config *store.GridStrategyConfig, lang string) (*FullDecision, error) {
|
||||
startTime := time.Now()
|
||||
|
||||
// Build prompts
|
||||
systemPrompt := BuildGridSystemPrompt(config, lang)
|
||||
userPrompt := BuildGridUserPrompt(ctx, lang)
|
||||
|
||||
logger.Infof("🤖 [Grid] Calling AI for grid decisions...")
|
||||
|
||||
// Call AI
|
||||
response, err := mcpClient.CallWithMessages(systemPrompt, userPrompt)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("AI call failed: %w", err)
|
||||
}
|
||||
|
||||
// Parse decisions from response
|
||||
decisions, err := parseGridDecisions(response, ctx.Symbol)
|
||||
if err != nil {
|
||||
logger.Warnf("Failed to parse grid decisions: %v", err)
|
||||
// Return hold decision as fallback
|
||||
decisions = []Decision{{
|
||||
Symbol: ctx.Symbol,
|
||||
Action: "hold",
|
||||
Confidence: 50,
|
||||
Reasoning: "Failed to parse AI response, holding current state",
|
||||
}}
|
||||
}
|
||||
|
||||
duration := time.Since(startTime).Milliseconds()
|
||||
logger.Infof("⏱️ [Grid] AI call duration: %d ms, decisions: %d", duration, len(decisions))
|
||||
|
||||
// Extract chain of thought from response
|
||||
cotTrace := extractCoTTrace(response)
|
||||
|
||||
return &FullDecision{
|
||||
SystemPrompt: systemPrompt,
|
||||
UserPrompt: userPrompt,
|
||||
CoTTrace: cotTrace,
|
||||
Decisions: decisions,
|
||||
RawResponse: response,
|
||||
AIRequestDurationMs: duration,
|
||||
Timestamp: time.Now(),
|
||||
}, nil
|
||||
}
|
||||
|
||||
// parseGridDecisions parses AI response into grid decisions
|
||||
func parseGridDecisions(response string, symbol string) ([]Decision, error) {
|
||||
// Try to find JSON array in response
|
||||
jsonStr := extractJSONArray(response)
|
||||
if jsonStr == "" {
|
||||
return nil, fmt.Errorf("no JSON array found in response")
|
||||
}
|
||||
|
||||
var decisions []Decision
|
||||
if err := json.Unmarshal([]byte(jsonStr), &decisions); err != nil {
|
||||
return nil, fmt.Errorf("failed to parse JSON: %w", err)
|
||||
}
|
||||
|
||||
// Validate and set default symbol
|
||||
for i := range decisions {
|
||||
if decisions[i].Symbol == "" {
|
||||
decisions[i].Symbol = symbol
|
||||
}
|
||||
// Validate action
|
||||
if !isValidGridAction(decisions[i].Action) {
|
||||
logger.Warnf("Invalid grid action: %s", decisions[i].Action)
|
||||
}
|
||||
}
|
||||
|
||||
return decisions, nil
|
||||
}
|
||||
|
||||
// extractJSONArray extracts JSON array from AI response
|
||||
func extractJSONArray(response string) string {
|
||||
// Try to find ```json code block first
|
||||
matches := reJSONFence.FindStringSubmatch(response)
|
||||
if len(matches) > 1 {
|
||||
return matches[1]
|
||||
}
|
||||
|
||||
// Try to find raw JSON array
|
||||
matches = reJSONArray.FindStringSubmatch(response)
|
||||
if len(matches) > 0 {
|
||||
return matches[0]
|
||||
}
|
||||
|
||||
return ""
|
||||
}
|
||||
|
||||
// isValidGridAction checks if action is a valid grid action
|
||||
func isValidGridAction(action string) bool {
|
||||
validActions := map[string]bool{
|
||||
"place_buy_limit": true,
|
||||
"place_sell_limit": true,
|
||||
"cancel_order": true,
|
||||
"cancel_all_orders": true,
|
||||
"pause_grid": true,
|
||||
"resume_grid": true,
|
||||
"adjust_grid": true,
|
||||
"hold": true,
|
||||
// Also support standard actions for compatibility
|
||||
"open_long": true,
|
||||
"open_short": true,
|
||||
"close_long": true,
|
||||
"close_short": true,
|
||||
}
|
||||
return validActions[action]
|
||||
}
|
||||
|
||||
// ============================================================================
|
||||
// Grid Context Builder Helpers
|
||||
// ============================================================================
|
||||
|
||||
// BuildGridContextFromMarketData builds grid context from market data
|
||||
func BuildGridContextFromMarketData(mktData *market.Data, config *store.GridStrategyConfig) *GridContext {
|
||||
ctx := &GridContext{
|
||||
Symbol: config.Symbol,
|
||||
CurrentTime: time.Now().Format("2006-01-02 15:04:05"),
|
||||
CurrentPrice: mktData.CurrentPrice,
|
||||
|
||||
// Grid config
|
||||
GridCount: config.GridCount,
|
||||
TotalInvestment: config.TotalInvestment,
|
||||
Leverage: config.Leverage,
|
||||
Distribution: config.Distribution,
|
||||
|
||||
// Market data
|
||||
PriceChange1h: mktData.PriceChange1h,
|
||||
PriceChange4h: mktData.PriceChange4h,
|
||||
FundingRate: mktData.FundingRate,
|
||||
}
|
||||
|
||||
// Extract indicators from timeframe data
|
||||
if mktData.TimeframeData != nil {
|
||||
if tf5m, ok := mktData.TimeframeData["5m"]; ok {
|
||||
if len(tf5m.BOLLUpper) > 0 {
|
||||
ctx.BollingerUpper = tf5m.BOLLUpper[len(tf5m.BOLLUpper)-1]
|
||||
ctx.BollingerMiddle = tf5m.BOLLMiddle[len(tf5m.BOLLMiddle)-1]
|
||||
ctx.BollingerLower = tf5m.BOLLLower[len(tf5m.BOLLLower)-1]
|
||||
if ctx.BollingerMiddle > 0 {
|
||||
ctx.BollingerWidth = (ctx.BollingerUpper - ctx.BollingerLower) / ctx.BollingerMiddle * 100
|
||||
}
|
||||
}
|
||||
ctx.ATR14 = tf5m.ATR14
|
||||
if len(tf5m.RSI14Values) > 0 {
|
||||
ctx.RSI14 = tf5m.RSI14Values[len(tf5m.RSI14Values)-1]
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Extract longer term context
|
||||
if mktData.LongerTermContext != nil {
|
||||
if ctx.ATR14 == 0 {
|
||||
ctx.ATR14 = mktData.LongerTermContext.ATR14
|
||||
}
|
||||
ctx.EMA50 = mktData.LongerTermContext.EMA50
|
||||
}
|
||||
|
||||
ctx.EMA20 = mktData.CurrentEMA20
|
||||
ctx.MACD = mktData.CurrentMACD
|
||||
|
||||
// Calculate EMA distance
|
||||
if ctx.EMA50 > 0 {
|
||||
ctx.EMADistance = (ctx.EMA20 - ctx.EMA50) / ctx.EMA50 * 100
|
||||
}
|
||||
|
||||
return ctx
|
||||
}
|
||||
|
||||
// Helper function for max
|
||||
func max(a, b int) int {
|
||||
if a > b {
|
||||
return a
|
||||
}
|
||||
return b
|
||||
}
|
||||
@@ -292,8 +292,8 @@ func (tm *TraderManager) getConcurrentTraderData(traders []*trader.AutoTrader) [
|
||||
// Concurrently fetch data for each trader
|
||||
for i, t := range traders {
|
||||
go func(index int, trader *trader.AutoTrader) {
|
||||
// Set timeout to 10 seconds for single trader (increased from 3s for DEX reliability)
|
||||
ctx, cancel := context.WithTimeout(context.Background(), 10*time.Second)
|
||||
// Set timeout to 3 seconds for single trader
|
||||
ctx, cancel := context.WithTimeout(context.Background(), 3*time.Second)
|
||||
defer cancel()
|
||||
|
||||
// Use channel for timeout control
|
||||
@@ -330,7 +330,7 @@ func (tm *TraderManager) getConcurrentTraderData(traders []*trader.AutoTrader) [
|
||||
}
|
||||
case err := <-errorChan:
|
||||
// Failed to get account info
|
||||
logger.Infof("⚠️ Failed to get account info for trader %s (%s/%s): %v", trader.GetName(), trader.GetID(), trader.GetExchange(), err)
|
||||
logger.Infof("⚠️ Failed to get account info for trader %s: %v", trader.GetID(), err)
|
||||
traderData = map[string]interface{}{
|
||||
"trader_id": trader.GetID(),
|
||||
"trader_name": trader.GetName(),
|
||||
@@ -347,7 +347,7 @@ func (tm *TraderManager) getConcurrentTraderData(traders []*trader.AutoTrader) [
|
||||
}
|
||||
case <-ctx.Done():
|
||||
// Timeout
|
||||
logger.Infof("⏰ Timeout (10s) getting account info for trader %s (%s/%s)", trader.GetName(), trader.GetID(), trader.GetExchange())
|
||||
logger.Infof("⏰ Timeout getting account info for trader %s", trader.GetID())
|
||||
traderData = map[string]interface{}{
|
||||
"trader_id": trader.GetID(),
|
||||
"trader_name": trader.GetName(),
|
||||
|
||||
@@ -1210,91 +1210,3 @@ func ExportCalculateATR(klines []Kline, period int) float64 {
|
||||
func ExportCalculateBOLL(klines []Kline, period int, multiplier float64) (upper, middle, lower float64) {
|
||||
return calculateBOLL(klines, period, multiplier)
|
||||
}
|
||||
|
||||
// calculateDonchian calculates Donchian channel (highest high, lowest low) for given period
|
||||
func calculateDonchian(klines []Kline, period int) (upper, lower float64) {
|
||||
if len(klines) == 0 || period <= 0 {
|
||||
return 0, 0
|
||||
}
|
||||
|
||||
// Use all available klines if period > len(klines)
|
||||
start := len(klines) - period
|
||||
if start < 0 {
|
||||
start = 0
|
||||
}
|
||||
|
||||
upper = klines[start].High
|
||||
lower = klines[start].Low
|
||||
|
||||
for i := start + 1; i < len(klines); i++ {
|
||||
if klines[i].High > upper {
|
||||
upper = klines[i].High
|
||||
}
|
||||
if klines[i].Low < lower {
|
||||
lower = klines[i].Low
|
||||
}
|
||||
}
|
||||
|
||||
return upper, lower
|
||||
}
|
||||
|
||||
// ExportCalculateDonchian exports calculateDonchian for testing
|
||||
func ExportCalculateDonchian(klines []Kline, period int) (float64, float64) {
|
||||
return calculateDonchian(klines, period)
|
||||
}
|
||||
|
||||
// Box period constants (in 1h candles)
|
||||
const (
|
||||
ShortBoxPeriod = 72 // 3 days of 1h candles
|
||||
MidBoxPeriod = 240 // 10 days of 1h candles
|
||||
LongBoxPeriod = 500 // ~21 days of 1h candles
|
||||
)
|
||||
|
||||
// calculateBoxData calculates multi-period box data from klines
|
||||
func calculateBoxData(klines []Kline, currentPrice float64) *BoxData {
|
||||
box := &BoxData{
|
||||
CurrentPrice: currentPrice,
|
||||
}
|
||||
|
||||
if len(klines) == 0 {
|
||||
return box
|
||||
}
|
||||
|
||||
box.ShortUpper, box.ShortLower = calculateDonchian(klines, ShortBoxPeriod)
|
||||
box.MidUpper, box.MidLower = calculateDonchian(klines, MidBoxPeriod)
|
||||
box.LongUpper, box.LongLower = calculateDonchian(klines, LongBoxPeriod)
|
||||
|
||||
return box
|
||||
}
|
||||
|
||||
// ExportCalculateBoxData exports calculateBoxData for testing
|
||||
func ExportCalculateBoxData(klines []Kline, currentPrice float64) *BoxData {
|
||||
return calculateBoxData(klines, currentPrice)
|
||||
}
|
||||
|
||||
// GetBoxData fetches 1h klines and calculates box data for a symbol
|
||||
func GetBoxData(symbol string) (*BoxData, error) {
|
||||
symbol = Normalize(symbol)
|
||||
|
||||
// Fetch 500 1h klines
|
||||
var klines []Kline
|
||||
var err error
|
||||
|
||||
if IsXyzDexAsset(symbol) {
|
||||
klines, err = getKlinesFromHyperliquid(symbol, "1h", LongBoxPeriod)
|
||||
} else {
|
||||
klines, err = getKlinesFromCoinAnk(symbol, "1h", LongBoxPeriod)
|
||||
}
|
||||
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to get 1h klines: %w", err)
|
||||
}
|
||||
|
||||
if len(klines) == 0 {
|
||||
return nil, fmt.Errorf("no kline data available")
|
||||
}
|
||||
|
||||
currentPrice := klines[len(klines)-1].Close
|
||||
|
||||
return calculateBoxData(klines, currentPrice), nil
|
||||
}
|
||||
|
||||
@@ -500,86 +500,3 @@ func TestIsStaleData_EmptyKlines(t *testing.T) {
|
||||
t.Error("Expected false for empty klines, got true")
|
||||
}
|
||||
}
|
||||
|
||||
func TestCalculateDonchian(t *testing.T) {
|
||||
// Create test klines with known high/low values
|
||||
klines := []Kline{
|
||||
{High: 100, Low: 90},
|
||||
{High: 105, Low: 88},
|
||||
{High: 102, Low: 92},
|
||||
{High: 108, Low: 85},
|
||||
{High: 103, Low: 91},
|
||||
}
|
||||
|
||||
upper, lower := ExportCalculateDonchian(klines, 5)
|
||||
|
||||
if upper != 108 {
|
||||
t.Errorf("Expected upper = 108, got %v", upper)
|
||||
}
|
||||
if lower != 85 {
|
||||
t.Errorf("Expected lower = 85, got %v", lower)
|
||||
}
|
||||
}
|
||||
|
||||
func TestCalculateDonchian_PartialPeriod(t *testing.T) {
|
||||
klines := []Kline{
|
||||
{High: 100, Low: 90},
|
||||
{High: 105, Low: 88},
|
||||
}
|
||||
|
||||
upper, lower := ExportCalculateDonchian(klines, 10)
|
||||
|
||||
// Should use all available klines when period > len(klines)
|
||||
if upper != 105 {
|
||||
t.Errorf("Expected upper = 105, got %v", upper)
|
||||
}
|
||||
if lower != 88 {
|
||||
t.Errorf("Expected lower = 88, got %v", lower)
|
||||
}
|
||||
}
|
||||
|
||||
func TestCalculateDonchian_InvalidPeriod(t *testing.T) {
|
||||
klines := []Kline{
|
||||
{High: 100, Low: 90},
|
||||
}
|
||||
|
||||
// Zero period should return (0, 0)
|
||||
upper, lower := ExportCalculateDonchian(klines, 0)
|
||||
if upper != 0 || lower != 0 {
|
||||
t.Errorf("Expected (0, 0) for zero period, got (%v, %v)", upper, lower)
|
||||
}
|
||||
|
||||
// Negative period should return (0, 0)
|
||||
upper, lower = ExportCalculateDonchian(klines, -1)
|
||||
if upper != 0 || lower != 0 {
|
||||
t.Errorf("Expected (0, 0) for negative period, got (%v, %v)", upper, lower)
|
||||
}
|
||||
}
|
||||
|
||||
func TestCalculateBoxData(t *testing.T) {
|
||||
// Create synthetic kline data
|
||||
klines := make([]Kline, 500)
|
||||
for i := 0; i < 500; i++ {
|
||||
basePrice := 100.0
|
||||
klines[i] = Kline{
|
||||
High: basePrice + float64(i%10),
|
||||
Low: basePrice - float64(i%10),
|
||||
Close: basePrice,
|
||||
}
|
||||
}
|
||||
|
||||
box := ExportCalculateBoxData(klines, 100.0)
|
||||
|
||||
if box.ShortUpper == 0 || box.ShortLower == 0 {
|
||||
t.Error("Short box should not be zero")
|
||||
}
|
||||
if box.MidUpper == 0 || box.MidLower == 0 {
|
||||
t.Error("Mid box should not be zero")
|
||||
}
|
||||
if box.LongUpper == 0 || box.LongLower == 0 {
|
||||
t.Error("Long box should not be zero")
|
||||
}
|
||||
if box.CurrentPrice != 100.0 {
|
||||
t.Errorf("Expected CurrentPrice = 100.0, got %v", box.CurrentPrice)
|
||||
}
|
||||
}
|
||||
|
||||
@@ -187,42 +187,3 @@ var config = Config{
|
||||
},
|
||||
UpdateInterval: 60, // 1 minute
|
||||
}
|
||||
|
||||
// BoxData represents multi-period Donchian channel (box) data
|
||||
type BoxData struct {
|
||||
// Short-term box (72 1h candles = 3 days)
|
||||
ShortUpper float64 `json:"short_upper"`
|
||||
ShortLower float64 `json:"short_lower"`
|
||||
|
||||
// Mid-term box (240 1h candles = 10 days)
|
||||
MidUpper float64 `json:"mid_upper"`
|
||||
MidLower float64 `json:"mid_lower"`
|
||||
|
||||
// Long-term box (500 1h candles = ~21 days)
|
||||
LongUpper float64 `json:"long_upper"`
|
||||
LongLower float64 `json:"long_lower"`
|
||||
|
||||
// Current price position relative to boxes
|
||||
CurrentPrice float64 `json:"current_price"`
|
||||
}
|
||||
|
||||
// RegimeLevel represents the ranging classification level
|
||||
type RegimeLevel string
|
||||
|
||||
const (
|
||||
RegimeLevelNarrow RegimeLevel = "narrow" // 窄幅震荡
|
||||
RegimeLevelStandard RegimeLevel = "standard" // 标准震荡
|
||||
RegimeLevelWide RegimeLevel = "wide" // 宽幅震荡
|
||||
RegimeLevelVolatile RegimeLevel = "volatile" // 剧烈震荡
|
||||
RegimeLevelTrending RegimeLevel = "trending" // 趋势
|
||||
)
|
||||
|
||||
// BreakoutLevel represents which box level has been broken
|
||||
type BreakoutLevel string
|
||||
|
||||
const (
|
||||
BreakoutNone BreakoutLevel = "none"
|
||||
BreakoutShort BreakoutLevel = "short"
|
||||
BreakoutMid BreakoutLevel = "mid"
|
||||
BreakoutLong BreakoutLevel = "long"
|
||||
)
|
||||
|
||||
@@ -1,168 +0,0 @@
|
||||
//go:build ignore
|
||||
|
||||
// Test script to verify Lighter API authentication
|
||||
// Run: go run scripts/test_lighter_orders.go
|
||||
package main
|
||||
|
||||
import (
|
||||
"encoding/json"
|
||||
"fmt"
|
||||
"io"
|
||||
"net/http"
|
||||
"net/url"
|
||||
"os"
|
||||
"time"
|
||||
|
||||
lighterClient "github.com/elliottech/lighter-go/client"
|
||||
lighterHTTP "github.com/elliottech/lighter-go/client/http"
|
||||
)
|
||||
|
||||
func main() {
|
||||
// Configuration - update these values
|
||||
walletAddr := os.Getenv("LIGHTER_WALLET")
|
||||
apiKeyPrivateKey := os.Getenv("LIGHTER_API_KEY")
|
||||
|
||||
if walletAddr == "" || apiKeyPrivateKey == "" {
|
||||
fmt.Println("Usage: LIGHTER_WALLET=0x... LIGHTER_API_KEY=... go run scripts/test_lighter_orders.go")
|
||||
fmt.Println("Environment variables required:")
|
||||
fmt.Println(" LIGHTER_WALLET - Ethereum wallet address")
|
||||
fmt.Println(" LIGHTER_API_KEY - API key private key (40 bytes hex)")
|
||||
os.Exit(1)
|
||||
}
|
||||
|
||||
fmt.Println("=== Lighter API Test ===")
|
||||
fmt.Printf("Wallet: %s\n\n", walletAddr)
|
||||
|
||||
baseURL := "https://mainnet.zklighter.elliot.ai"
|
||||
chainID := uint32(304)
|
||||
client := &http.Client{Timeout: 30 * time.Second}
|
||||
|
||||
// Step 1: Get account info (no auth required)
|
||||
fmt.Println("1. Getting account info...")
|
||||
accountIndex, err := getAccountIndex(client, baseURL, walletAddr)
|
||||
if err != nil {
|
||||
fmt.Printf(" FAILED: %v\n", err)
|
||||
os.Exit(1)
|
||||
}
|
||||
fmt.Printf(" OK: account_index = %d\n\n", accountIndex)
|
||||
|
||||
// Step 2: Create TxClient and generate auth token
|
||||
fmt.Println("2. Creating TxClient and generating auth token...")
|
||||
httpClient := lighterHTTP.NewClient(baseURL)
|
||||
txClient, err := lighterClient.NewTxClient(httpClient, apiKeyPrivateKey, accountIndex, 0, chainID)
|
||||
if err != nil {
|
||||
fmt.Printf(" FAILED: %v\n", err)
|
||||
os.Exit(1)
|
||||
}
|
||||
|
||||
authToken, err := txClient.GetAuthToken(time.Now().Add(1 * time.Hour))
|
||||
if err != nil {
|
||||
fmt.Printf(" FAILED: %v\n", err)
|
||||
os.Exit(1)
|
||||
}
|
||||
fmt.Printf(" OK: auth token generated\n\n")
|
||||
|
||||
// Step 3: Test GetActiveOrders with auth query parameter (NEW method)
|
||||
fmt.Println("3. Testing GetActiveOrders with auth query parameter (FIXED)...")
|
||||
encodedAuth := url.QueryEscape(authToken)
|
||||
endpoint := fmt.Sprintf("%s/api/v1/accountActiveOrders?account_index=%d&market_id=0&auth=%s",
|
||||
baseURL, accountIndex, encodedAuth)
|
||||
|
||||
resp, err := client.Get(endpoint)
|
||||
if err != nil {
|
||||
fmt.Printf(" FAILED: %v\n", err)
|
||||
os.Exit(1)
|
||||
}
|
||||
defer resp.Body.Close()
|
||||
|
||||
body, _ := io.ReadAll(resp.Body)
|
||||
var result map[string]interface{}
|
||||
json.Unmarshal(body, &result)
|
||||
|
||||
if code, ok := result["code"].(float64); ok && code == 200 {
|
||||
orders := result["orders"].([]interface{})
|
||||
fmt.Printf(" OK: Retrieved %d orders\n", len(orders))
|
||||
if len(orders) > 0 {
|
||||
fmt.Println(" Sample orders:")
|
||||
for i, o := range orders {
|
||||
if i >= 3 {
|
||||
fmt.Printf(" ... and %d more\n", len(orders)-3)
|
||||
break
|
||||
}
|
||||
order := o.(map[string]interface{})
|
||||
fmt.Printf(" - ID: %v, Price: %v, Side: %v\n",
|
||||
order["order_id"], order["price"], order["is_ask"])
|
||||
}
|
||||
}
|
||||
} else {
|
||||
fmt.Printf(" FAILED: %s\n", string(body))
|
||||
fmt.Println("\n Possible causes:")
|
||||
fmt.Println(" - API key not registered on-chain")
|
||||
fmt.Println(" - API key private key incorrect")
|
||||
fmt.Println(" - Account index mismatch")
|
||||
os.Exit(1)
|
||||
}
|
||||
|
||||
// Step 4: Test GetActiveOrders with Authorization header (OLD method - for comparison)
|
||||
fmt.Println("\n4. Testing GetActiveOrders with Authorization header (OLD method)...")
|
||||
endpoint2 := fmt.Sprintf("%s/api/v1/accountActiveOrders?account_index=%d&market_id=0",
|
||||
baseURL, accountIndex)
|
||||
|
||||
req, _ := http.NewRequest("GET", endpoint2, nil)
|
||||
req.Header.Set("Authorization", authToken)
|
||||
req.Header.Set("Content-Type", "application/json")
|
||||
|
||||
resp2, err := client.Do(req)
|
||||
if err != nil {
|
||||
fmt.Printf(" FAILED: %v\n", err)
|
||||
} else {
|
||||
defer resp2.Body.Close()
|
||||
body2, _ := io.ReadAll(resp2.Body)
|
||||
var result2 map[string]interface{}
|
||||
json.Unmarshal(body2, &result2)
|
||||
|
||||
if code, ok := result2["code"].(float64); ok && code == 200 {
|
||||
orders := result2["orders"].([]interface{})
|
||||
fmt.Printf(" OK: Retrieved %d orders (both methods work!)\n", len(orders))
|
||||
} else {
|
||||
fmt.Printf(" FAILED: %s\n", string(body2))
|
||||
fmt.Println(" ^ This is expected - Authorization header doesn't work consistently")
|
||||
}
|
||||
}
|
||||
|
||||
fmt.Println("\n=== TEST COMPLETE ===")
|
||||
fmt.Println("If test 3 passed, the fix is working correctly.")
|
||||
}
|
||||
|
||||
func getAccountIndex(client *http.Client, baseURL, walletAddr string) (int64, error) {
|
||||
endpoint := fmt.Sprintf("%s/api/v1/account?by=l1_address&value=%s", baseURL, walletAddr)
|
||||
resp, err := client.Get(endpoint)
|
||||
if err != nil {
|
||||
return 0, err
|
||||
}
|
||||
defer resp.Body.Close()
|
||||
|
||||
body, _ := io.ReadAll(resp.Body)
|
||||
var result struct {
|
||||
Code int `json:"code"`
|
||||
Accounts []struct {
|
||||
AccountIndex int64 `json:"account_index"`
|
||||
} `json:"accounts"`
|
||||
SubAccounts []struct {
|
||||
AccountIndex int64 `json:"account_index"`
|
||||
} `json:"sub_accounts"`
|
||||
}
|
||||
|
||||
if err := json.Unmarshal(body, &result); err != nil {
|
||||
return 0, fmt.Errorf("failed to parse: %w", err)
|
||||
}
|
||||
|
||||
if len(result.Accounts) > 0 {
|
||||
return result.Accounts[0].AccountIndex, nil
|
||||
}
|
||||
if len(result.SubAccounts) > 0 {
|
||||
return result.SubAccounts[0].AccountIndex, nil
|
||||
}
|
||||
|
||||
return 0, fmt.Errorf("no account found")
|
||||
}
|
||||
585
store/grid.go
585
store/grid.go
@@ -1,585 +0,0 @@
|
||||
package store
|
||||
|
||||
import (
|
||||
"fmt"
|
||||
"time"
|
||||
|
||||
"gorm.io/gorm"
|
||||
)
|
||||
|
||||
// ==================== Grid Store Models ====================
|
||||
// These models mirror the grid package types but are defined here
|
||||
// to avoid import cycles between store and grid packages.
|
||||
|
||||
// GridConfigModel GORM model for grid_configs table
|
||||
type GridConfigModel struct {
|
||||
ID string `json:"id" gorm:"primaryKey"`
|
||||
UserID string `json:"user_id" gorm:"index"`
|
||||
TraderID string `json:"trader_id" gorm:"index"`
|
||||
Symbol string `json:"symbol" gorm:"not null"`
|
||||
CreatedAt time.Time `json:"created_at" gorm:"autoCreateTime"`
|
||||
UpdatedAt time.Time `json:"updated_at" gorm:"autoUpdateTime"`
|
||||
|
||||
GridCount int `json:"grid_count" gorm:"default:10"`
|
||||
TotalInvestment float64 `json:"total_investment" gorm:"not null"`
|
||||
Leverage int `json:"leverage" gorm:"default:5"`
|
||||
UpperPrice float64 `json:"upper_price"`
|
||||
LowerPrice float64 `json:"lower_price"`
|
||||
UseATRBounds bool `json:"use_atr_bounds" gorm:"default:true"`
|
||||
ATRMultiplier float64 `json:"atr_multiplier" gorm:"default:2.0"`
|
||||
Distribution string `json:"distribution" gorm:"default:gaussian"`
|
||||
|
||||
MaxDrawdownPct float64 `json:"max_drawdown_pct" gorm:"default:15.0"`
|
||||
StopLossPct float64 `json:"stop_loss_pct" gorm:"default:5.0"`
|
||||
DailyLossLimitPct float64 `json:"daily_loss_limit_pct" gorm:"default:10"`
|
||||
MaxPositionSizePct float64 `json:"max_position_size_pct" gorm:"default:30"`
|
||||
|
||||
RegimeCheckInterval int `json:"regime_check_interval" gorm:"default:30"`
|
||||
AutoPauseOnTrend bool `json:"auto_pause_on_trend" gorm:"default:true"`
|
||||
MinRangingScore int `json:"min_ranging_score" gorm:"default:60"`
|
||||
TrendResumeThreshold int `json:"trend_resume_threshold" gorm:"default:70"`
|
||||
|
||||
// Box indicator periods (1h candles)
|
||||
ShortBoxPeriod int `json:"short_box_period" gorm:"default:72"` // 3 days
|
||||
MidBoxPeriod int `json:"mid_box_period" gorm:"default:240"` // 10 days
|
||||
LongBoxPeriod int `json:"long_box_period" gorm:"default:500"` // 21 days
|
||||
|
||||
// Effective leverage limits by regime level
|
||||
NarrowRegimeLeverage int `json:"narrow_regime_leverage" gorm:"default:2"`
|
||||
StandardRegimeLeverage int `json:"standard_regime_leverage" gorm:"default:4"`
|
||||
WideRegimeLeverage int `json:"wide_regime_leverage" gorm:"default:3"`
|
||||
VolatileRegimeLeverage int `json:"volatile_regime_leverage" gorm:"default:2"`
|
||||
|
||||
// Position limits by regime level (percentage of total investment)
|
||||
NarrowRegimePositionPct float64 `json:"narrow_regime_position_pct" gorm:"default:40"`
|
||||
StandardRegimePositionPct float64 `json:"standard_regime_position_pct" gorm:"default:70"`
|
||||
WideRegimePositionPct float64 `json:"wide_regime_position_pct" gorm:"default:60"`
|
||||
VolatileRegimePositionPct float64 `json:"volatile_regime_position_pct" gorm:"default:40"`
|
||||
|
||||
OrderRefreshSec int `json:"order_refresh_sec" gorm:"default:300"`
|
||||
UseMakerOnly bool `json:"use_maker_only" gorm:"default:true"`
|
||||
SlippageTolerPct float64 `json:"slippage_toler_pct" gorm:"default:0.1"`
|
||||
|
||||
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"`
|
||||
}
|
||||
|
||||
func (GridConfigModel) TableName() string {
|
||||
return "grid_configs"
|
||||
}
|
||||
|
||||
// GridInstanceModel GORM model for grid_instances table
|
||||
type GridInstanceModel struct {
|
||||
ID string `json:"id" gorm:"primaryKey"`
|
||||
ConfigID string `json:"config_id" gorm:"index;not null"`
|
||||
Symbol string `json:"symbol" gorm:"not null"`
|
||||
State string `json:"state" gorm:"not null"`
|
||||
StartedAt time.Time `json:"started_at"`
|
||||
StoppedAt *time.Time `json:"stopped_at,omitempty"`
|
||||
UpdatedAt time.Time `json:"updated_at" gorm:"autoUpdateTime"`
|
||||
|
||||
CurrentUpperPrice float64 `json:"current_upper_price"`
|
||||
CurrentLowerPrice float64 `json:"current_lower_price"`
|
||||
CurrentGridSpacing float64 `json:"current_grid_spacing"`
|
||||
ActiveLevelCount int `json:"active_level_count"`
|
||||
CurrentRegime string `json:"current_regime"`
|
||||
RegimeScore int `json:"regime_score"`
|
||||
LastRegimeCheck time.Time `json:"last_regime_check"`
|
||||
ConsecutiveTrending int `json:"consecutive_trending"`
|
||||
|
||||
// Current regime level (narrow/standard/wide/volatile/trending)
|
||||
CurrentRegimeLevel string `json:"current_regime_level" gorm:"default:standard"`
|
||||
|
||||
// Box state
|
||||
ShortBoxUpper float64 `json:"short_box_upper"`
|
||||
ShortBoxLower float64 `json:"short_box_lower"`
|
||||
MidBoxUpper float64 `json:"mid_box_upper"`
|
||||
MidBoxLower float64 `json:"mid_box_lower"`
|
||||
LongBoxUpper float64 `json:"long_box_upper"`
|
||||
LongBoxLower float64 `json:"long_box_lower"`
|
||||
|
||||
// Breakout state
|
||||
BreakoutLevel string `json:"breakout_level" gorm:"default:none"` // none/short/mid/long
|
||||
BreakoutDirection string `json:"breakout_direction"` // up/down
|
||||
BreakoutConfirmCount int `json:"breakout_confirm_count" gorm:"default:0"`
|
||||
BreakoutStartTime time.Time `json:"breakout_start_time"`
|
||||
|
||||
// Position adjustment due to breakout
|
||||
PositionReductionPct float64 `json:"position_reduction_pct" gorm:"default:0"` // 0 = normal, 50 = reduced
|
||||
|
||||
TotalProfit float64 `json:"total_profit" gorm:"default:0"`
|
||||
TotalFees float64 `json:"total_fees" gorm:"default:0"`
|
||||
TotalTrades int `json:"total_trades" gorm:"default:0"`
|
||||
WinningTrades int `json:"winning_trades" gorm:"default:0"`
|
||||
MaxDrawdown float64 `json:"max_drawdown" gorm:"default:0"`
|
||||
CurrentDrawdown float64 `json:"current_drawdown" gorm:"default:0"`
|
||||
PeakEquity float64 `json:"peak_equity" gorm:"default:0"`
|
||||
DailyProfit float64 `json:"daily_profit" gorm:"default:0"`
|
||||
DailyLoss float64 `json:"daily_loss" gorm:"default:0"`
|
||||
LastDailyReset time.Time `json:"last_daily_reset"`
|
||||
}
|
||||
|
||||
func (GridInstanceModel) TableName() string {
|
||||
return "grid_instances"
|
||||
}
|
||||
|
||||
// GridLevelModel GORM model for grid_levels table
|
||||
type GridLevelModel struct {
|
||||
ID string `json:"id" gorm:"primaryKey"`
|
||||
InstanceID string `json:"instance_id" gorm:"index;not null"`
|
||||
LevelIndex int `json:"level_index" gorm:"not null"`
|
||||
Price float64 `json:"price" gorm:"not null"`
|
||||
State string `json:"state" gorm:"not null"`
|
||||
Side string `json:"side"`
|
||||
OrderID string `json:"order_id,omitempty"`
|
||||
OrderPrice float64 `json:"order_price,omitempty"`
|
||||
OrderQuantity float64 `json:"order_quantity,omitempty"`
|
||||
OrderCreatedAt *time.Time `json:"order_created_at,omitempty"`
|
||||
PositionSize float64 `json:"position_size,omitempty"`
|
||||
PositionEntry float64 `json:"position_entry,omitempty"`
|
||||
PositionOpenAt *time.Time `json:"position_open_at,omitempty"`
|
||||
AllocationWeight float64 `json:"allocation_weight"`
|
||||
AllocatedUSD float64 `json:"allocated_usd"`
|
||||
UpdatedAt time.Time `json:"updated_at" gorm:"autoUpdateTime"`
|
||||
}
|
||||
|
||||
func (GridLevelModel) TableName() string {
|
||||
return "grid_levels"
|
||||
}
|
||||
|
||||
// GridEventModel GORM model for grid_events table
|
||||
type GridEventModel struct {
|
||||
ID string `json:"id" gorm:"primaryKey"`
|
||||
InstanceID string `json:"instance_id" gorm:"index;not null"`
|
||||
LevelID string `json:"level_id,omitempty" gorm:"index"`
|
||||
EventType string `json:"event_type" gorm:"not null"`
|
||||
EventTime time.Time `json:"event_time" gorm:"autoCreateTime"`
|
||||
Price float64 `json:"price,omitempty"`
|
||||
Quantity float64 `json:"quantity,omitempty"`
|
||||
Side string `json:"side,omitempty"`
|
||||
PnL float64 `json:"pnl,omitempty"`
|
||||
Fee float64 `json:"fee,omitempty"`
|
||||
Message string `json:"message,omitempty"`
|
||||
OldRegime string `json:"old_regime,omitempty"`
|
||||
NewRegime string `json:"new_regime,omitempty"`
|
||||
TriggerType string `json:"trigger_type,omitempty"`
|
||||
RawData string `json:"raw_data,omitempty" gorm:"type:text"`
|
||||
}
|
||||
|
||||
func (GridEventModel) TableName() string {
|
||||
return "grid_events"
|
||||
}
|
||||
|
||||
// GridRegimeAssessmentModel GORM model for grid_regime_assessments table
|
||||
type GridRegimeAssessmentModel struct {
|
||||
ID string `json:"id" gorm:"primaryKey"`
|
||||
InstanceID string `json:"instance_id" gorm:"index;not null"`
|
||||
AssessedAt time.Time `json:"assessed_at" gorm:"autoCreateTime"`
|
||||
Regime string `json:"regime" gorm:"not null"`
|
||||
Score int `json:"score" gorm:"not null"`
|
||||
Confidence float64 `json:"confidence"`
|
||||
BollingerSignal int `json:"bollinger_signal"`
|
||||
EMASignal int `json:"ema_signal"`
|
||||
MACDSignal int `json:"macd_signal"`
|
||||
VolumeSignal int `json:"volume_signal"`
|
||||
OISignal int `json:"oi_signal"`
|
||||
FundingSignal int `json:"funding_signal"`
|
||||
CandleSignal int `json:"candle_signal"`
|
||||
ATR14 float64 `json:"atr14"`
|
||||
BollingerWidth float64 `json:"bollinger_width"`
|
||||
EMADistance float64 `json:"ema_distance"`
|
||||
CurrentPrice float64 `json:"current_price"`
|
||||
AIReasoning string `json:"ai_reasoning" gorm:"type:text"`
|
||||
}
|
||||
|
||||
func (GridRegimeAssessmentModel) TableName() string {
|
||||
return "grid_regime_assessments"
|
||||
}
|
||||
|
||||
// ==================== Grid Store ====================
|
||||
|
||||
// GridStore provides database operations for grid trading
|
||||
type GridStore struct {
|
||||
db *gorm.DB
|
||||
}
|
||||
|
||||
// NewGridStore creates a new grid store
|
||||
func NewGridStore(db *gorm.DB) *GridStore {
|
||||
return &GridStore{db: db}
|
||||
}
|
||||
|
||||
// InitTables initializes grid-related tables
|
||||
func (s *GridStore) InitTables() error {
|
||||
// For PostgreSQL with existing tables, skip AutoMigrate to avoid type conflicts
|
||||
if s.db.Dialector.Name() == "postgres" {
|
||||
var tableExists int64
|
||||
s.db.Raw(`SELECT COUNT(*) FROM information_schema.tables WHERE table_name = 'grid_configs'`).Scan(&tableExists)
|
||||
|
||||
if tableExists > 0 {
|
||||
// Tables exist, just ensure indexes
|
||||
s.db.Exec(`CREATE INDEX IF NOT EXISTS idx_grid_configs_user_id ON grid_configs(user_id)`)
|
||||
s.db.Exec(`CREATE INDEX IF NOT EXISTS idx_grid_configs_trader_id ON grid_configs(trader_id)`)
|
||||
s.db.Exec(`CREATE INDEX IF NOT EXISTS idx_grid_instances_config_id ON grid_instances(config_id)`)
|
||||
s.db.Exec(`CREATE INDEX IF NOT EXISTS idx_grid_levels_instance_id ON grid_levels(instance_id)`)
|
||||
s.db.Exec(`CREATE INDEX IF NOT EXISTS idx_grid_events_instance_id ON grid_events(instance_id)`)
|
||||
s.db.Exec(`CREATE INDEX IF NOT EXISTS idx_grid_events_level_id ON grid_events(level_id)`)
|
||||
s.db.Exec(`CREATE INDEX IF NOT EXISTS idx_grid_regime_assessments_instance_id ON grid_regime_assessments(instance_id)`)
|
||||
return nil
|
||||
}
|
||||
}
|
||||
|
||||
// AutoMigrate all grid tables
|
||||
if err := s.db.AutoMigrate(
|
||||
&GridConfigModel{},
|
||||
&GridInstanceModel{},
|
||||
&GridLevelModel{},
|
||||
&GridEventModel{},
|
||||
&GridRegimeAssessmentModel{},
|
||||
); err != nil {
|
||||
return fmt.Errorf("failed to migrate grid tables: %w", err)
|
||||
}
|
||||
|
||||
return nil
|
||||
}
|
||||
|
||||
// ==================== Config Operations ====================
|
||||
|
||||
// SaveGridConfig saves or updates a grid configuration
|
||||
func (s *GridStore) SaveGridConfig(config *GridConfigModel) error {
|
||||
config.UpdatedAt = time.Now()
|
||||
if config.CreatedAt.IsZero() {
|
||||
config.CreatedAt = time.Now()
|
||||
}
|
||||
return s.db.Save(config).Error
|
||||
}
|
||||
|
||||
// LoadGridConfig loads a grid configuration by ID
|
||||
func (s *GridStore) LoadGridConfig(id string) (*GridConfigModel, error) {
|
||||
var config GridConfigModel
|
||||
err := s.db.Where("id = ?", id).First(&config).Error
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return &config, nil
|
||||
}
|
||||
|
||||
// LoadGridConfigByTrader loads a grid configuration by trader ID
|
||||
func (s *GridStore) LoadGridConfigByTrader(traderID string) (*GridConfigModel, error) {
|
||||
var config GridConfigModel
|
||||
err := s.db.Where("trader_id = ? AND is_active = true", traderID).First(&config).Error
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return &config, nil
|
||||
}
|
||||
|
||||
// ListGridConfigs lists all grid configurations for a user
|
||||
func (s *GridStore) ListGridConfigs(userID string) ([]GridConfigModel, error) {
|
||||
var configs []GridConfigModel
|
||||
err := s.db.Where("user_id = ?", userID).Order("created_at DESC").Find(&configs).Error
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return configs, nil
|
||||
}
|
||||
|
||||
// DeleteGridConfig deletes a grid configuration and all related data
|
||||
func (s *GridStore) DeleteGridConfig(id string) error {
|
||||
return s.db.Transaction(func(tx *gorm.DB) error {
|
||||
// Get all instances for this config
|
||||
var instances []GridInstanceModel
|
||||
if err := tx.Where("config_id = ?", id).Find(&instances).Error; err != nil {
|
||||
return err
|
||||
}
|
||||
|
||||
// Delete related data for each instance
|
||||
for _, instance := range instances {
|
||||
if err := tx.Where("instance_id = ?", instance.ID).Delete(&GridLevelModel{}).Error; err != nil {
|
||||
return err
|
||||
}
|
||||
if err := tx.Where("instance_id = ?", instance.ID).Delete(&GridEventModel{}).Error; err != nil {
|
||||
return err
|
||||
}
|
||||
if err := tx.Where("instance_id = ?", instance.ID).Delete(&GridRegimeAssessmentModel{}).Error; err != nil {
|
||||
return err
|
||||
}
|
||||
}
|
||||
|
||||
// Delete instances
|
||||
if err := tx.Where("config_id = ?", id).Delete(&GridInstanceModel{}).Error; err != nil {
|
||||
return err
|
||||
}
|
||||
|
||||
// Delete config
|
||||
return tx.Where("id = ?", id).Delete(&GridConfigModel{}).Error
|
||||
})
|
||||
}
|
||||
|
||||
// ==================== Instance Operations ====================
|
||||
|
||||
// SaveGridInstance saves or updates a grid instance
|
||||
func (s *GridStore) SaveGridInstance(instance *GridInstanceModel) error {
|
||||
instance.UpdatedAt = time.Now()
|
||||
return s.db.Save(instance).Error
|
||||
}
|
||||
|
||||
// LoadGridInstance loads a grid instance by config ID
|
||||
func (s *GridStore) LoadGridInstance(configID string) (*GridInstanceModel, error) {
|
||||
var instance GridInstanceModel
|
||||
err := s.db.Where("config_id = ?", configID).
|
||||
Order("started_at DESC").
|
||||
First(&instance).Error
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return &instance, nil
|
||||
}
|
||||
|
||||
// LoadGridInstanceByID loads a grid instance by ID
|
||||
func (s *GridStore) LoadGridInstanceByID(id string) (*GridInstanceModel, error) {
|
||||
var instance GridInstanceModel
|
||||
err := s.db.Where("id = ?", id).First(&instance).Error
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return &instance, nil
|
||||
}
|
||||
|
||||
// ListGridInstances lists all instances for a config
|
||||
func (s *GridStore) ListGridInstances(configID string) ([]GridInstanceModel, error) {
|
||||
var instances []GridInstanceModel
|
||||
err := s.db.Where("config_id = ?", configID).
|
||||
Order("started_at DESC").
|
||||
Find(&instances).Error
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return instances, nil
|
||||
}
|
||||
|
||||
// ==================== Level Operations ====================
|
||||
|
||||
// SaveGridLevel saves or updates a grid level
|
||||
func (s *GridStore) SaveGridLevel(level *GridLevelModel) error {
|
||||
level.UpdatedAt = time.Now()
|
||||
return s.db.Save(level).Error
|
||||
}
|
||||
|
||||
// SaveGridLevels saves multiple grid levels
|
||||
func (s *GridStore) SaveGridLevels(levels []GridLevelModel) error {
|
||||
if len(levels) == 0 {
|
||||
return nil
|
||||
}
|
||||
now := time.Now()
|
||||
for i := range levels {
|
||||
levels[i].UpdatedAt = now
|
||||
}
|
||||
return s.db.Save(&levels).Error
|
||||
}
|
||||
|
||||
// LoadGridLevels loads all levels for an instance
|
||||
func (s *GridStore) LoadGridLevels(instanceID string) ([]GridLevelModel, error) {
|
||||
var levels []GridLevelModel
|
||||
err := s.db.Where("instance_id = ?", instanceID).
|
||||
Order("level_index ASC").
|
||||
Find(&levels).Error
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return levels, nil
|
||||
}
|
||||
|
||||
// DeleteGridLevels deletes all levels for an instance
|
||||
func (s *GridStore) DeleteGridLevels(instanceID string) error {
|
||||
return s.db.Where("instance_id = ?", instanceID).Delete(&GridLevelModel{}).Error
|
||||
}
|
||||
|
||||
// ==================== Event Operations ====================
|
||||
|
||||
// SaveGridEvent saves a grid event
|
||||
func (s *GridStore) SaveGridEvent(event *GridEventModel) error {
|
||||
if event.EventTime.IsZero() {
|
||||
event.EventTime = time.Now()
|
||||
}
|
||||
return s.db.Create(event).Error
|
||||
}
|
||||
|
||||
// LoadRecentGridEvents loads recent events for an instance
|
||||
func (s *GridStore) LoadRecentGridEvents(instanceID string, limit int) ([]GridEventModel, error) {
|
||||
var events []GridEventModel
|
||||
query := s.db.Where("instance_id = ?", instanceID).
|
||||
Order("event_time DESC")
|
||||
if limit > 0 {
|
||||
query = query.Limit(limit)
|
||||
}
|
||||
err := query.Find(&events).Error
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return events, nil
|
||||
}
|
||||
|
||||
// LoadGridEventsByType loads events of a specific type
|
||||
func (s *GridStore) LoadGridEventsByType(instanceID, eventType string, limit int) ([]GridEventModel, error) {
|
||||
var events []GridEventModel
|
||||
query := s.db.Where("instance_id = ? AND event_type = ?", instanceID, eventType).
|
||||
Order("event_time DESC")
|
||||
if limit > 0 {
|
||||
query = query.Limit(limit)
|
||||
}
|
||||
err := query.Find(&events).Error
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return events, nil
|
||||
}
|
||||
|
||||
// CountGridEvents counts events for an instance
|
||||
func (s *GridStore) CountGridEvents(instanceID string) (int64, error) {
|
||||
var count int64
|
||||
err := s.db.Model(&GridEventModel{}).
|
||||
Where("instance_id = ?", instanceID).
|
||||
Count(&count).Error
|
||||
return count, err
|
||||
}
|
||||
|
||||
// ==================== Regime Assessment Operations ====================
|
||||
|
||||
// SaveGridRegimeAssessment saves a regime assessment
|
||||
func (s *GridStore) SaveGridRegimeAssessment(assessment *GridRegimeAssessmentModel) error {
|
||||
if assessment.AssessedAt.IsZero() {
|
||||
assessment.AssessedAt = time.Now()
|
||||
}
|
||||
return s.db.Create(assessment).Error
|
||||
}
|
||||
|
||||
// LoadLatestGridRegime loads the latest regime assessment
|
||||
func (s *GridStore) LoadLatestGridRegime(instanceID string) (*GridRegimeAssessmentModel, error) {
|
||||
var assessment GridRegimeAssessmentModel
|
||||
err := s.db.Where("instance_id = ?", instanceID).
|
||||
Order("assessed_at DESC").
|
||||
First(&assessment).Error
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return &assessment, nil
|
||||
}
|
||||
|
||||
// LoadGridRegimeHistory loads regime assessment history
|
||||
func (s *GridStore) LoadGridRegimeHistory(instanceID string, limit int) ([]GridRegimeAssessmentModel, error) {
|
||||
var assessments []GridRegimeAssessmentModel
|
||||
query := s.db.Where("instance_id = ?", instanceID).
|
||||
Order("assessed_at DESC")
|
||||
if limit > 0 {
|
||||
query = query.Limit(limit)
|
||||
}
|
||||
err := query.Find(&assessments).Error
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return assessments, nil
|
||||
}
|
||||
|
||||
// ==================== Statistics Operations ====================
|
||||
|
||||
// GetGridInstanceStatistics returns statistics for an instance
|
||||
func (s *GridStore) GetGridInstanceStatistics(instanceID string) (map[string]interface{}, error) {
|
||||
var instance GridInstanceModel
|
||||
if err := s.db.Where("id = ?", instanceID).First(&instance).Error; err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
// Count events by type
|
||||
var eventCounts []struct {
|
||||
EventType string
|
||||
Count int64
|
||||
}
|
||||
s.db.Model(&GridEventModel{}).
|
||||
Select("event_type, count(*) as count").
|
||||
Where("instance_id = ?", instanceID).
|
||||
Group("event_type").
|
||||
Find(&eventCounts)
|
||||
|
||||
eventCountMap := make(map[string]int64)
|
||||
for _, ec := range eventCounts {
|
||||
eventCountMap[ec.EventType] = ec.Count
|
||||
}
|
||||
|
||||
// Get latest regime
|
||||
var latestRegime GridRegimeAssessmentModel
|
||||
s.db.Where("instance_id = ?", instanceID).
|
||||
Order("assessed_at DESC").
|
||||
First(&latestRegime)
|
||||
|
||||
winRate := 0.0
|
||||
if instance.TotalTrades > 0 {
|
||||
winRate = float64(instance.WinningTrades) / float64(instance.TotalTrades) * 100
|
||||
}
|
||||
|
||||
return map[string]interface{}{
|
||||
"instance_id": instance.ID,
|
||||
"state": instance.State,
|
||||
"started_at": instance.StartedAt,
|
||||
"stopped_at": instance.StoppedAt,
|
||||
"total_profit": instance.TotalProfit,
|
||||
"total_fees": instance.TotalFees,
|
||||
"total_trades": instance.TotalTrades,
|
||||
"winning_trades": instance.WinningTrades,
|
||||
"win_rate": winRate,
|
||||
"max_drawdown": instance.MaxDrawdown,
|
||||
"current_drawdown": instance.CurrentDrawdown,
|
||||
"peak_equity": instance.PeakEquity,
|
||||
"active_level_count": instance.ActiveLevelCount,
|
||||
"current_regime": instance.CurrentRegime,
|
||||
"regime_score": instance.RegimeScore,
|
||||
"event_counts": eventCountMap,
|
||||
"latest_regime_score": latestRegime.Score,
|
||||
}, nil
|
||||
}
|
||||
|
||||
// GetGridPerformanceMetrics returns performance metrics for a time period
|
||||
func (s *GridStore) GetGridPerformanceMetrics(instanceID string, from, to time.Time) (map[string]interface{}, error) {
|
||||
// Count trades in period
|
||||
var tradeCounts struct {
|
||||
TotalFills int64
|
||||
BuyFills int64
|
||||
SellFills int64
|
||||
}
|
||||
s.db.Model(&GridEventModel{}).
|
||||
Select("count(*) as total_fills, "+
|
||||
"sum(case when side = 'buy' then 1 else 0 end) as buy_fills, "+
|
||||
"sum(case when side = 'sell' then 1 else 0 end) as sell_fills").
|
||||
Where("instance_id = ? AND event_type = 'order_filled' AND event_time BETWEEN ? AND ?",
|
||||
instanceID, from, to).
|
||||
Scan(&tradeCounts)
|
||||
|
||||
// Sum profit/loss
|
||||
var pnlSum struct {
|
||||
TotalPnL float64
|
||||
TotalFee float64
|
||||
}
|
||||
s.db.Model(&GridEventModel{}).
|
||||
Select("coalesce(sum(pnl), 0) as total_pnl, coalesce(sum(fee), 0) as total_fee").
|
||||
Where("instance_id = ? AND event_time BETWEEN ? AND ?", instanceID, from, to).
|
||||
Scan(&pnlSum)
|
||||
|
||||
// Count regime changes
|
||||
var regimeChanges int64
|
||||
s.db.Model(&GridEventModel{}).
|
||||
Where("instance_id = ? AND event_type = 'regime_change' AND event_time BETWEEN ? AND ?",
|
||||
instanceID, from, to).
|
||||
Count(®imeChanges)
|
||||
|
||||
return map[string]interface{}{
|
||||
"period_start": from,
|
||||
"period_end": to,
|
||||
"total_fills": tradeCounts.TotalFills,
|
||||
"buy_fills": tradeCounts.BuyFills,
|
||||
"sell_fills": tradeCounts.SellFills,
|
||||
"total_pnl": pnlSum.TotalPnL,
|
||||
"total_fees": pnlSum.TotalFee,
|
||||
"net_pnl": pnlSum.TotalPnL - pnlSum.TotalFee,
|
||||
"regime_changes": regimeChanges,
|
||||
}, nil
|
||||
}
|
||||
@@ -28,7 +28,6 @@ type Store struct {
|
||||
strategy *StrategyStore
|
||||
equity *EquityStore
|
||||
order *OrderStore
|
||||
grid *GridStore
|
||||
|
||||
mu sync.RWMutex
|
||||
}
|
||||
@@ -157,9 +156,6 @@ func (s *Store) initTables() error {
|
||||
if err := s.Order().InitTables(); err != nil {
|
||||
return fmt.Errorf("failed to initialize order tables: %w", err)
|
||||
}
|
||||
if err := s.Grid().InitTables(); err != nil {
|
||||
return fmt.Errorf("failed to initialize grid tables: %w", err)
|
||||
}
|
||||
return nil
|
||||
}
|
||||
|
||||
@@ -283,16 +279,6 @@ func (s *Store) Order() *OrderStore {
|
||||
return s.order
|
||||
}
|
||||
|
||||
// Grid gets grid trading storage
|
||||
func (s *Store) Grid() *GridStore {
|
||||
s.mu.Lock()
|
||||
defer s.mu.Unlock()
|
||||
if s.grid == nil {
|
||||
s.grid = NewGridStore(s.gdb)
|
||||
}
|
||||
return s.grid
|
||||
}
|
||||
|
||||
// Close closes database connection
|
||||
func (s *Store) Close() error {
|
||||
if s.driver != nil {
|
||||
|
||||
@@ -32,9 +32,6 @@ func (Strategy) TableName() string { return "strategies" }
|
||||
|
||||
// StrategyConfig strategy configuration details (JSON structure)
|
||||
type StrategyConfig struct {
|
||||
// Strategy type: "ai_trading" (default) or "grid_trading"
|
||||
StrategyType string `json:"strategy_type,omitempty"`
|
||||
|
||||
// language setting: "zh" for Chinese, "en" for English
|
||||
// This determines the language used for data formatting and prompt generation
|
||||
Language string `json:"language,omitempty"`
|
||||
@@ -48,39 +45,6 @@ type StrategyConfig struct {
|
||||
RiskControl RiskControlConfig `json:"risk_control"`
|
||||
// editable sections of System Prompt
|
||||
PromptSections PromptSectionsConfig `json:"prompt_sections,omitempty"`
|
||||
|
||||
// Grid trading configuration (only used when StrategyType == "grid_trading")
|
||||
GridConfig *GridStrategyConfig `json:"grid_config,omitempty"`
|
||||
}
|
||||
|
||||
// GridStrategyConfig grid trading specific configuration
|
||||
type GridStrategyConfig struct {
|
||||
// Trading pair (e.g., "BTCUSDT")
|
||||
Symbol string `json:"symbol"`
|
||||
// Number of grid levels (5-50)
|
||||
GridCount int `json:"grid_count"`
|
||||
// Total investment in USDT
|
||||
TotalInvestment float64 `json:"total_investment"`
|
||||
// Leverage (1-20)
|
||||
Leverage int `json:"leverage"`
|
||||
// Upper price boundary (0 = auto-calculate from ATR)
|
||||
UpperPrice float64 `json:"upper_price"`
|
||||
// Lower price boundary (0 = auto-calculate from ATR)
|
||||
LowerPrice float64 `json:"lower_price"`
|
||||
// Use ATR to auto-calculate bounds
|
||||
UseATRBounds bool `json:"use_atr_bounds"`
|
||||
// ATR multiplier for bound calculation (default 2.0)
|
||||
ATRMultiplier float64 `json:"atr_multiplier"`
|
||||
// Position distribution: "uniform" | "gaussian" | "pyramid"
|
||||
Distribution string `json:"distribution"`
|
||||
// Maximum drawdown percentage before emergency exit
|
||||
MaxDrawdownPct float64 `json:"max_drawdown_pct"`
|
||||
// Stop loss percentage per position
|
||||
StopLossPct float64 `json:"stop_loss_pct"`
|
||||
// Daily loss limit percentage
|
||||
DailyLossLimitPct float64 `json:"daily_loss_limit_pct"`
|
||||
// Use maker-only orders for lower fees
|
||||
UseMakerOnly bool `json:"use_maker_only"`
|
||||
}
|
||||
|
||||
// PromptSectionsConfig editable sections of System Prompt
|
||||
|
||||
@@ -248,23 +248,3 @@ func (s *TraderStore) ListAll() ([]*Trader, error) {
|
||||
}
|
||||
return traders, nil
|
||||
}
|
||||
|
||||
// ListByExchangeID gets traders that use a specific exchange
|
||||
func (s *TraderStore) ListByExchangeID(userID, exchangeID string) ([]*Trader, error) {
|
||||
var traders []*Trader
|
||||
err := s.db.Where("user_id = ? AND exchange_id = ?", userID, exchangeID).Find(&traders).Error
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return traders, nil
|
||||
}
|
||||
|
||||
// ListByAIModelID gets traders that use a specific AI model
|
||||
func (s *TraderStore) ListByAIModelID(userID, aiModelID string) ([]*Trader, error) {
|
||||
var traders []*Trader
|
||||
err := s.db.Where("user_id = ? AND ai_model_id = ?", userID, aiModelID).Find(&traders).Error
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return traders, nil
|
||||
}
|
||||
|
||||
@@ -1417,191 +1417,6 @@ func (t *AsterTrader) GetTrades(startTime time.Time, limit int) ([]TradeRecord,
|
||||
|
||||
// GetOpenOrders gets all open/pending orders for a symbol
|
||||
func (t *AsterTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
|
||||
params := map[string]interface{}{
|
||||
"symbol": symbol,
|
||||
}
|
||||
|
||||
body, err := t.request("GET", "/fapi/v3/openOrders", params)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to get open orders: %w", err)
|
||||
}
|
||||
|
||||
var orders []struct {
|
||||
OrderID int64 `json:"orderId"`
|
||||
Symbol string `json:"symbol"`
|
||||
Side string `json:"side"`
|
||||
PositionSide string `json:"positionSide"`
|
||||
Type string `json:"type"`
|
||||
Price string `json:"price"`
|
||||
StopPrice string `json:"stopPrice"`
|
||||
OrigQty string `json:"origQty"`
|
||||
Status string `json:"status"`
|
||||
}
|
||||
|
||||
if err := json.Unmarshal(body, &orders); err != nil {
|
||||
return nil, fmt.Errorf("failed to parse open orders: %w", err)
|
||||
}
|
||||
|
||||
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, OpenOrder{
|
||||
OrderID: fmt.Sprintf("%d", order.OrderID),
|
||||
Symbol: order.Symbol,
|
||||
Side: order.Side,
|
||||
PositionSide: order.PositionSide,
|
||||
Type: order.Type,
|
||||
Price: price,
|
||||
StopPrice: stopPrice,
|
||||
Quantity: quantity,
|
||||
Status: order.Status,
|
||||
})
|
||||
}
|
||||
|
||||
logger.Infof("✓ ASTER GetOpenOrders: found %d open orders for %s", len(result), symbol)
|
||||
return result, nil
|
||||
}
|
||||
|
||||
// PlaceLimitOrder places a limit order for grid trading
|
||||
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 {
|
||||
return nil, fmt.Errorf("failed to format price: %w", err)
|
||||
}
|
||||
formattedQty, err := t.formatQuantity(req.Symbol, req.Quantity)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to format quantity: %w", err)
|
||||
}
|
||||
|
||||
// Get precision information
|
||||
prec, err := t.getPrecision(req.Symbol)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to get precision: %w", err)
|
||||
}
|
||||
|
||||
// Convert to string with correct precision format
|
||||
priceStr := t.formatFloatWithPrecision(formattedPrice, prec.PricePrecision)
|
||||
qtyStr := t.formatFloatWithPrecision(formattedQty, prec.QuantityPrecision)
|
||||
|
||||
// Determine side
|
||||
side := "BUY"
|
||||
if req.Side == "SELL" || req.Side == "Sell" || req.Side == "sell" {
|
||||
side = "SELL"
|
||||
}
|
||||
|
||||
params := map[string]interface{}{
|
||||
"symbol": req.Symbol,
|
||||
"positionSide": "BOTH",
|
||||
"type": "LIMIT",
|
||||
"side": side,
|
||||
"timeInForce": "GTC",
|
||||
"quantity": qtyStr,
|
||||
"price": priceStr,
|
||||
}
|
||||
|
||||
// Add reduceOnly if specified
|
||||
if req.ReduceOnly {
|
||||
params["reduceOnly"] = "true"
|
||||
}
|
||||
|
||||
body, err := t.request("POST", "/fapi/v3/order", params)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to place limit order: %w", err)
|
||||
}
|
||||
|
||||
var result map[string]interface{}
|
||||
if err := json.Unmarshal(body, &result); err != nil {
|
||||
return nil, fmt.Errorf("failed to parse order response: %w", err)
|
||||
}
|
||||
|
||||
// Extract order ID
|
||||
orderID := ""
|
||||
if id, ok := result["orderId"].(float64); ok {
|
||||
orderID = fmt.Sprintf("%.0f", id)
|
||||
} else if id, ok := result["orderId"].(string); ok {
|
||||
orderID = id
|
||||
}
|
||||
|
||||
// Extract client order ID
|
||||
clientOrderID := ""
|
||||
if cid, ok := result["clientOrderId"].(string); ok {
|
||||
clientOrderID = cid
|
||||
}
|
||||
|
||||
return &LimitOrderResult{
|
||||
OrderID: orderID,
|
||||
ClientID: clientOrderID,
|
||||
Symbol: req.Symbol,
|
||||
Side: side,
|
||||
Price: formattedPrice,
|
||||
Quantity: formattedQty,
|
||||
Status: "NEW",
|
||||
}, nil
|
||||
}
|
||||
|
||||
// CancelOrder cancels a specific order by order ID
|
||||
func (t *AsterTrader) CancelOrder(symbol, orderID string) error {
|
||||
params := map[string]interface{}{
|
||||
"symbol": symbol,
|
||||
"orderId": orderID,
|
||||
}
|
||||
|
||||
_, err := t.request("DELETE", "/fapi/v3/order", params)
|
||||
if err != nil {
|
||||
return fmt.Errorf("failed to cancel order %s: %w", orderID, err)
|
||||
}
|
||||
|
||||
return nil
|
||||
}
|
||||
|
||||
// GetOrderBook gets the order book for a symbol
|
||||
func (t *AsterTrader) GetOrderBook(symbol string, depth int) (bids, asks [][]float64, err error) {
|
||||
if depth <= 0 {
|
||||
depth = 20
|
||||
}
|
||||
|
||||
// Aster uses public endpoint (no signature required)
|
||||
resp, err := t.client.Get(fmt.Sprintf("%s/fapi/v3/depth?symbol=%s&limit=%d", t.baseURL, symbol, depth))
|
||||
if err != nil {
|
||||
return nil, nil, fmt.Errorf("failed to fetch order book: %w", err)
|
||||
}
|
||||
defer resp.Body.Close()
|
||||
|
||||
body, _ := io.ReadAll(resp.Body)
|
||||
if resp.StatusCode != http.StatusOK {
|
||||
return nil, nil, fmt.Errorf("HTTP %d: %s", resp.StatusCode, string(body))
|
||||
}
|
||||
|
||||
var result struct {
|
||||
Bids [][]string `json:"bids"` // [[price, qty], ...]
|
||||
Asks [][]string `json:"asks"` // [[price, qty], ...]
|
||||
}
|
||||
if err := json.Unmarshal(body, &result); err != nil {
|
||||
return nil, nil, fmt.Errorf("failed to parse order book: %w", err)
|
||||
}
|
||||
|
||||
// Convert string arrays to float64 arrays
|
||||
bids = make([][]float64, len(result.Bids))
|
||||
for i, bid := range result.Bids {
|
||||
if len(bid) >= 2 {
|
||||
price, _ := strconv.ParseFloat(bid[0], 64)
|
||||
qty, _ := strconv.ParseFloat(bid[1], 64)
|
||||
bids[i] = []float64{price, qty}
|
||||
}
|
||||
}
|
||||
|
||||
asks = make([][]float64, len(result.Asks))
|
||||
for i, ask := range result.Asks {
|
||||
if len(ask) >= 2 {
|
||||
price, _ := strconv.ParseFloat(ask[0], 64)
|
||||
qty, _ := strconv.ParseFloat(ask[1], 64)
|
||||
asks[i] = []float64{price, qty}
|
||||
}
|
||||
}
|
||||
|
||||
return bids, asks, nil
|
||||
// TODO: Implement Aster open orders
|
||||
return []OpenOrder{}, nil
|
||||
}
|
||||
|
||||
@@ -123,7 +123,6 @@ type AutoTrader struct {
|
||||
peakPnLCacheMutex sync.RWMutex // Cache read-write lock
|
||||
lastBalanceSyncTime time.Time // Last balance sync time
|
||||
userID string // User ID
|
||||
gridState *GridState // Grid trading state (only used when StrategyType == "grid_trading")
|
||||
}
|
||||
|
||||
// NewAutoTrader creates an automatic trader
|
||||
@@ -420,25 +419,9 @@ func (at *AutoTrader) Run() error {
|
||||
ticker := time.NewTicker(at.config.ScanInterval)
|
||||
defer ticker.Stop()
|
||||
|
||||
// Check if this is a grid trading strategy
|
||||
isGridStrategy := at.IsGridStrategy()
|
||||
if isGridStrategy {
|
||||
logger.Infof("🔲 [%s] Grid trading strategy detected, initializing grid...", at.name)
|
||||
if err := at.InitializeGrid(); err != nil {
|
||||
logger.Errorf("❌ [%s] Failed to initialize grid: %v", at.name, err)
|
||||
return fmt.Errorf("grid initialization failed: %w", err)
|
||||
}
|
||||
}
|
||||
|
||||
// Execute immediately on first run
|
||||
if isGridStrategy {
|
||||
if err := at.RunGridCycle(); err != nil {
|
||||
logger.Infof("❌ Grid execution failed: %v", err)
|
||||
}
|
||||
} else {
|
||||
if err := at.runCycle(); err != nil {
|
||||
logger.Infof("❌ Execution failed: %v", err)
|
||||
}
|
||||
if err := at.runCycle(); err != nil {
|
||||
logger.Infof("❌ Execution failed: %v", err)
|
||||
}
|
||||
|
||||
for {
|
||||
@@ -452,14 +435,8 @@ func (at *AutoTrader) Run() error {
|
||||
|
||||
select {
|
||||
case <-ticker.C:
|
||||
if isGridStrategy {
|
||||
if err := at.RunGridCycle(); err != nil {
|
||||
logger.Infof("❌ Grid execution failed: %v", err)
|
||||
}
|
||||
} else {
|
||||
if err := at.runCycle(); err != nil {
|
||||
logger.Infof("❌ Execution failed: %v", err)
|
||||
}
|
||||
if err := at.runCycle(); err != nil {
|
||||
logger.Infof("❌ Execution failed: %v", err)
|
||||
}
|
||||
case <-at.stopMonitorCh:
|
||||
logger.Infof("[%s] ⏹ Stop signal received, exiting automatic trading main loop", at.name)
|
||||
@@ -1388,12 +1365,6 @@ func (at *AutoTrader) GetID() string {
|
||||
return at.id
|
||||
}
|
||||
|
||||
// GetUnderlyingTrader returns the underlying Trader interface implementation
|
||||
// This is used by grid trading and other components that need direct exchange access
|
||||
func (at *AutoTrader) GetUnderlyingTrader() Trader {
|
||||
return at.trader
|
||||
}
|
||||
|
||||
// GetName gets trader name
|
||||
func (at *AutoTrader) GetName() string {
|
||||
return at.name
|
||||
@@ -1500,7 +1471,7 @@ func (at *AutoTrader) GetStatus() map[string]interface{} {
|
||||
isRunning := at.isRunning
|
||||
at.isRunningMutex.RUnlock()
|
||||
|
||||
result := map[string]interface{}{
|
||||
return map[string]interface{}{
|
||||
"trader_id": at.id,
|
||||
"trader_name": at.name,
|
||||
"ai_model": at.aiModel,
|
||||
@@ -1515,16 +1486,6 @@ func (at *AutoTrader) GetStatus() map[string]interface{} {
|
||||
"last_reset_time": at.lastResetTime.Format(time.RFC3339),
|
||||
"ai_provider": aiProvider,
|
||||
}
|
||||
|
||||
// Add strategy info
|
||||
if at.config.StrategyConfig != nil {
|
||||
result["strategy_type"] = at.config.StrategyConfig.StrategyType
|
||||
if at.config.StrategyConfig.GridConfig != nil {
|
||||
result["grid_symbol"] = at.config.StrategyConfig.GridConfig.Symbol
|
||||
}
|
||||
}
|
||||
|
||||
return result
|
||||
}
|
||||
|
||||
// GetAccountInfo gets account information (for API)
|
||||
|
||||
File diff suppressed because it is too large
Load Diff
@@ -716,125 +716,6 @@ func (t *FuturesTrader) CancelAllOrders(symbol string) error {
|
||||
return nil
|
||||
}
|
||||
|
||||
// PlaceLimitOrder places a limit order for grid trading
|
||||
// This implements the GridTrader interface for FuturesTrader
|
||||
func (t *FuturesTrader) PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderResult, error) {
|
||||
// Format quantity to correct precision
|
||||
quantityStr, err := t.FormatQuantity(req.Symbol, req.Quantity)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to format quantity: %w", err)
|
||||
}
|
||||
|
||||
// Format price to correct precision
|
||||
priceStr, err := t.FormatPrice(req.Symbol, req.Price)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to format price: %w", err)
|
||||
}
|
||||
|
||||
// Set leverage if specified
|
||||
if req.Leverage > 0 {
|
||||
if err := t.SetLeverage(req.Symbol, req.Leverage); err != nil {
|
||||
logger.Warnf("Failed to set leverage: %v", err)
|
||||
}
|
||||
}
|
||||
|
||||
// Determine side and position side
|
||||
var side futures.SideType
|
||||
var positionSide futures.PositionSideType
|
||||
|
||||
if req.Side == "BUY" {
|
||||
side = futures.SideTypeBuy
|
||||
positionSide = futures.PositionSideTypeLong
|
||||
} else {
|
||||
side = futures.SideTypeSell
|
||||
positionSide = futures.PositionSideTypeShort
|
||||
}
|
||||
|
||||
// Build order service with broker ID
|
||||
orderService := t.client.NewCreateOrderService().
|
||||
Symbol(req.Symbol).
|
||||
Side(side).
|
||||
PositionSide(positionSide).
|
||||
Type(futures.OrderTypeLimit).
|
||||
TimeInForce(futures.TimeInForceTypeGTC).
|
||||
Quantity(quantityStr).
|
||||
Price(priceStr).
|
||||
NewClientOrderID(getBrOrderID())
|
||||
|
||||
// Execute order
|
||||
order, err := orderService.Do(context.Background())
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to place limit order: %w", err)
|
||||
}
|
||||
|
||||
logger.Infof("✓ [Grid] Placed limit order: %s %s %s @ %s, qty=%s, orderID=%d",
|
||||
req.Symbol, req.Side, positionSide, priceStr, quantityStr, order.OrderID)
|
||||
|
||||
return &LimitOrderResult{
|
||||
OrderID: fmt.Sprintf("%d", order.OrderID),
|
||||
ClientID: order.ClientOrderID,
|
||||
Symbol: order.Symbol,
|
||||
Side: string(order.Side),
|
||||
PositionSide: string(order.PositionSide),
|
||||
Price: req.Price,
|
||||
Quantity: req.Quantity,
|
||||
Status: string(order.Status),
|
||||
}, nil
|
||||
}
|
||||
|
||||
// CancelOrder cancels a specific order by ID
|
||||
// This implements the GridTrader interface for FuturesTrader
|
||||
func (t *FuturesTrader) CancelOrder(symbol, orderID string) error {
|
||||
// Parse order ID to int64
|
||||
orderIDInt, err := strconv.ParseInt(orderID, 10, 64)
|
||||
if err != nil {
|
||||
return fmt.Errorf("invalid order ID: %w", err)
|
||||
}
|
||||
|
||||
_, err = t.client.NewCancelOrderService().
|
||||
Symbol(symbol).
|
||||
OrderID(orderIDInt).
|
||||
Do(context.Background())
|
||||
|
||||
if err != nil {
|
||||
return fmt.Errorf("failed to cancel order: %w", err)
|
||||
}
|
||||
|
||||
logger.Infof("✓ [Grid] Cancelled order: %s/%s", symbol, orderID)
|
||||
return nil
|
||||
}
|
||||
|
||||
// GetOrderBook gets the order book for a symbol
|
||||
// This implements the GridTrader interface for FuturesTrader
|
||||
func (t *FuturesTrader) GetOrderBook(symbol string, depth int) (bids, asks [][]float64, err error) {
|
||||
book, err := t.client.NewDepthService().
|
||||
Symbol(symbol).
|
||||
Limit(depth).
|
||||
Do(context.Background())
|
||||
|
||||
if err != nil {
|
||||
return nil, nil, fmt.Errorf("failed to get order book: %w", err)
|
||||
}
|
||||
|
||||
// Convert bids
|
||||
bids = make([][]float64, len(book.Bids))
|
||||
for i, bid := range book.Bids {
|
||||
price, _ := strconv.ParseFloat(bid.Price, 64)
|
||||
qty, _ := strconv.ParseFloat(bid.Quantity, 64)
|
||||
bids[i] = []float64{price, qty}
|
||||
}
|
||||
|
||||
// Convert asks
|
||||
asks = make([][]float64, len(book.Asks))
|
||||
for i, ask := range book.Asks {
|
||||
price, _ := strconv.ParseFloat(ask.Price, 64)
|
||||
qty, _ := strconv.ParseFloat(ask.Quantity, 64)
|
||||
asks[i] = []float64{price, qty}
|
||||
}
|
||||
|
||||
return bids, asks, nil
|
||||
}
|
||||
|
||||
// CancelStopOrders cancels take-profit/stop-loss orders for this symbol (used to adjust TP/SL positions)
|
||||
// Now uses both legacy API and new Algo Order API (Binance migrated stop orders to Algo system)
|
||||
func (t *FuturesTrader) CancelStopOrders(symbol string) error {
|
||||
@@ -1154,42 +1035,6 @@ func (t *FuturesTrader) FormatQuantity(symbol string, quantity float64) (string,
|
||||
return fmt.Sprintf(format, quantity), nil
|
||||
}
|
||||
|
||||
// GetSymbolPricePrecision gets the price precision for a trading pair
|
||||
func (t *FuturesTrader) GetSymbolPricePrecision(symbol string) (int, error) {
|
||||
exchangeInfo, err := t.client.NewExchangeInfoService().Do(context.Background())
|
||||
if err != nil {
|
||||
return 0, fmt.Errorf("failed to get trading rules: %w", err)
|
||||
}
|
||||
|
||||
for _, s := range exchangeInfo.Symbols {
|
||||
if s.Symbol == symbol {
|
||||
// Get precision from PRICE_FILTER filter
|
||||
for _, filter := range s.Filters {
|
||||
if filter["filterType"] == "PRICE_FILTER" {
|
||||
tickSize := filter["tickSize"].(string)
|
||||
precision := calculatePrecision(tickSize)
|
||||
return precision, nil
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Default to 2 decimal places for price
|
||||
return 2, nil
|
||||
}
|
||||
|
||||
// FormatPrice formats price to correct precision
|
||||
func (t *FuturesTrader) FormatPrice(symbol string, price float64) (string, error) {
|
||||
precision, err := t.GetSymbolPricePrecision(symbol)
|
||||
if err != nil {
|
||||
// If retrieval fails, use default format
|
||||
return fmt.Sprintf("%.2f", price), nil
|
||||
}
|
||||
|
||||
format := fmt.Sprintf("%%.%df", precision)
|
||||
return fmt.Sprintf(format, price), nil
|
||||
}
|
||||
|
||||
// Helper functions
|
||||
func contains(s, substr string) bool {
|
||||
return len(s) >= len(substr) && stringContains(s, substr)
|
||||
|
||||
@@ -92,7 +92,7 @@ func TestBinanceSyncE2E(t *testing.T) {
|
||||
t.Logf(" [%d] %s %s %s qty=%.6f price=%.4f action=%s time=%s",
|
||||
i+1, order.ExchangeOrderID, order.Symbol, order.Side,
|
||||
order.Quantity, order.Price, order.OrderAction,
|
||||
time.UnixMilli(order.FilledAt).Format(time.RFC3339))
|
||||
order.FilledAt.Format(time.RFC3339))
|
||||
}
|
||||
}
|
||||
|
||||
@@ -118,11 +118,10 @@ func TestBinanceSyncE2E(t *testing.T) {
|
||||
}
|
||||
|
||||
// Test GetLastFillTimeByExchange
|
||||
lastFillTimeMs, err := orderStore.GetLastFillTimeByExchange(exchangeID)
|
||||
lastFillTime, err := orderStore.GetLastFillTimeByExchange(exchangeID)
|
||||
if err != nil {
|
||||
t.Logf(" ⚠️ GetLastFillTimeByExchange error: %v", err)
|
||||
} else {
|
||||
lastFillTime := time.UnixMilli(lastFillTimeMs)
|
||||
t.Logf("\n📅 Last fill time from DB: %s", lastFillTime.Format(time.RFC3339))
|
||||
|
||||
// Check if it would be in the future (the bug we fixed)
|
||||
@@ -176,7 +175,7 @@ func TestBinanceSyncWithExistingData(t *testing.T) {
|
||||
Price: 50000,
|
||||
Quantity: 0.001,
|
||||
QuoteQuantity: 50,
|
||||
CreatedAt: localTime.UnixMilli(), // This time is "in the future" if interpreted as UTC
|
||||
CreatedAt: localTime, // This time is "in the future" if interpreted as UTC
|
||||
}
|
||||
if err := orderStore.CreateFill(fakeFill); err != nil {
|
||||
t.Fatalf("Failed to create fake fill: %v", err)
|
||||
@@ -187,11 +186,10 @@ func TestBinanceSyncWithExistingData(t *testing.T) {
|
||||
t.Logf(" Current UTC time: %s", time.Now().UTC().Format(time.RFC3339))
|
||||
|
||||
// Check GetLastFillTimeByExchange
|
||||
lastFillTimeMs2, _ := orderStore.GetLastFillTimeByExchange(exchangeID)
|
||||
lastFillTime2 := time.UnixMilli(lastFillTimeMs2)
|
||||
t.Logf(" GetLastFillTimeByExchange returned: %s", lastFillTime2.Format(time.RFC3339))
|
||||
lastFillTime, _ := orderStore.GetLastFillTimeByExchange(exchangeID)
|
||||
t.Logf(" GetLastFillTimeByExchange returned: %s", lastFillTime.Format(time.RFC3339))
|
||||
|
||||
if lastFillTime2.After(time.Now().UTC()) {
|
||||
if lastFillTime.After(time.Now().UTC()) {
|
||||
t.Logf(" ⚠️ Last fill time is in the future - this is the bug scenario!")
|
||||
}
|
||||
|
||||
|
||||
@@ -1099,240 +1099,6 @@ func genBitgetClientOid() string {
|
||||
|
||||
// GetOpenOrders gets all open/pending orders for a symbol
|
||||
func (t *BitgetTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
|
||||
symbol = t.convertSymbol(symbol)
|
||||
var result []OpenOrder
|
||||
|
||||
// 1. Get pending limit orders
|
||||
params := map[string]interface{}{
|
||||
"symbol": symbol,
|
||||
"productType": "USDT-FUTURES",
|
||||
}
|
||||
|
||||
data, err := t.doRequest("GET", bitgetPendingPath, params)
|
||||
if err != nil {
|
||||
logger.Warnf("[Bitget] Failed to get pending orders: %v", err)
|
||||
}
|
||||
if err == nil && data != nil {
|
||||
var orders struct {
|
||||
EntrustedList []struct {
|
||||
OrderId string `json:"orderId"`
|
||||
Symbol string `json:"symbol"`
|
||||
Side string `json:"side"` // buy/sell
|
||||
TradeSide string `json:"tradeSide"` // open/close
|
||||
PosSide string `json:"posSide"` // long/short
|
||||
OrderType string `json:"orderType"` // limit/market
|
||||
Price string `json:"price"`
|
||||
Size string `json:"size"`
|
||||
State string `json:"state"`
|
||||
} `json:"entrustedList"`
|
||||
}
|
||||
if err := json.Unmarshal(data, &orders); err == nil {
|
||||
for _, order := range orders.EntrustedList {
|
||||
price, _ := strconv.ParseFloat(order.Price, 64)
|
||||
quantity, _ := strconv.ParseFloat(order.Size, 64)
|
||||
|
||||
// Convert side to standard format
|
||||
side := strings.ToUpper(order.Side)
|
||||
positionSide := strings.ToUpper(order.PosSide)
|
||||
|
||||
result = append(result, OpenOrder{
|
||||
OrderID: order.OrderId,
|
||||
Symbol: symbol,
|
||||
Side: side,
|
||||
PositionSide: positionSide,
|
||||
Type: strings.ToUpper(order.OrderType),
|
||||
Price: price,
|
||||
StopPrice: 0,
|
||||
Quantity: quantity,
|
||||
Status: "NEW",
|
||||
})
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// 2. Get pending plan orders (stop-loss/take-profit)
|
||||
planParams := map[string]interface{}{
|
||||
"symbol": symbol,
|
||||
"productType": "USDT-FUTURES",
|
||||
}
|
||||
|
||||
planData, err := t.doRequest("GET", "/api/v2/mix/order/orders-plan-pending", planParams)
|
||||
if err != nil {
|
||||
logger.Warnf("[Bitget] Failed to get plan orders: %v", err)
|
||||
}
|
||||
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"` // 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 {
|
||||
triggerPrice, _ := strconv.ParseFloat(order.TriggerPrice, 64)
|
||||
quantity, _ := strconv.ParseFloat(order.Size, 64)
|
||||
|
||||
side := strings.ToUpper(order.Side)
|
||||
positionSide := strings.ToUpper(order.PosSide)
|
||||
|
||||
// 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: symbol,
|
||||
Side: side,
|
||||
PositionSide: positionSide,
|
||||
Type: orderType,
|
||||
Price: 0,
|
||||
StopPrice: triggerPrice,
|
||||
Quantity: quantity,
|
||||
Status: "NEW",
|
||||
})
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
logger.Infof("✓ BITGET GetOpenOrders: found %d open orders for %s", len(result), symbol)
|
||||
return result, nil
|
||||
}
|
||||
|
||||
// PlaceLimitOrder places a limit order for grid trading
|
||||
// Implements GridTrader interface
|
||||
func (t *BitgetTrader) PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderResult, error) {
|
||||
symbol := t.convertSymbol(req.Symbol)
|
||||
|
||||
// Set leverage if specified
|
||||
if req.Leverage > 0 {
|
||||
if err := t.SetLeverage(symbol, req.Leverage); err != nil {
|
||||
logger.Warnf("[Bitget] Failed to set leverage: %v", err)
|
||||
}
|
||||
}
|
||||
|
||||
// Format quantity
|
||||
qtyStr, _ := t.FormatQuantity(symbol, req.Quantity)
|
||||
|
||||
// Determine side
|
||||
side := "buy"
|
||||
if req.Side == "SELL" {
|
||||
side = "sell"
|
||||
}
|
||||
|
||||
body := map[string]interface{}{
|
||||
"symbol": symbol,
|
||||
"productType": "USDT-FUTURES",
|
||||
"marginMode": "crossed",
|
||||
"marginCoin": "USDT",
|
||||
"side": side,
|
||||
"orderType": "limit",
|
||||
"size": qtyStr,
|
||||
"price": fmt.Sprintf("%.8f", req.Price),
|
||||
"force": "GTC", // Good Till Cancel
|
||||
"clientOid": genBitgetClientOid(),
|
||||
}
|
||||
|
||||
// Add reduce only if specified
|
||||
if req.ReduceOnly {
|
||||
body["reduceOnly"] = "YES"
|
||||
}
|
||||
|
||||
logger.Infof("[Bitget] PlaceLimitOrder: %s %s @ %.4f, qty=%s", symbol, side, req.Price, qtyStr)
|
||||
|
||||
data, err := t.doRequest("POST", bitgetOrderPath, body)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to place limit order: %w", err)
|
||||
}
|
||||
|
||||
var order struct {
|
||||
OrderId string `json:"orderId"`
|
||||
ClientOid string `json:"clientOid"`
|
||||
}
|
||||
|
||||
if err := json.Unmarshal(data, &order); err != nil {
|
||||
return nil, fmt.Errorf("failed to parse order response: %w", err)
|
||||
}
|
||||
|
||||
logger.Infof("✓ [Bitget] Limit order placed: %s %s @ %.4f, orderID=%s",
|
||||
symbol, side, req.Price, order.OrderId)
|
||||
|
||||
return &LimitOrderResult{
|
||||
OrderID: order.OrderId,
|
||||
ClientID: order.ClientOid,
|
||||
Symbol: req.Symbol,
|
||||
Side: req.Side,
|
||||
PositionSide: req.PositionSide,
|
||||
Price: req.Price,
|
||||
Quantity: req.Quantity,
|
||||
Status: "NEW",
|
||||
}, nil
|
||||
}
|
||||
|
||||
// CancelOrder cancels a specific order by ID
|
||||
// Implements GridTrader interface
|
||||
func (t *BitgetTrader) CancelOrder(symbol, orderID string) error {
|
||||
symbol = t.convertSymbol(symbol)
|
||||
|
||||
body := map[string]interface{}{
|
||||
"symbol": symbol,
|
||||
"productType": "USDT-FUTURES",
|
||||
"orderId": orderID,
|
||||
}
|
||||
|
||||
_, err := t.doRequest("POST", "/api/v2/mix/order/cancel-order", body)
|
||||
if err != nil {
|
||||
return fmt.Errorf("failed to cancel order: %w", err)
|
||||
}
|
||||
|
||||
logger.Infof("✓ [Bitget] Order cancelled: %s %s", symbol, orderID)
|
||||
return nil
|
||||
}
|
||||
|
||||
// GetOrderBook gets the order book for a symbol
|
||||
// Implements GridTrader interface
|
||||
func (t *BitgetTrader) GetOrderBook(symbol string, depth int) (bids, asks [][]float64, err error) {
|
||||
symbol = t.convertSymbol(symbol)
|
||||
path := fmt.Sprintf("/api/v2/mix/market/depth?symbol=%s&productType=USDT-FUTURES&limit=%d", symbol, depth)
|
||||
|
||||
data, err := t.doRequest("GET", path, nil)
|
||||
if err != nil {
|
||||
return nil, nil, fmt.Errorf("failed to get order book: %w", err)
|
||||
}
|
||||
|
||||
var result struct {
|
||||
Bids [][]string `json:"bids"`
|
||||
Asks [][]string `json:"asks"`
|
||||
}
|
||||
|
||||
if err := json.Unmarshal(data, &result); err != nil {
|
||||
return nil, nil, fmt.Errorf("failed to parse order book: %w", err)
|
||||
}
|
||||
|
||||
// Parse bids
|
||||
for _, b := range result.Bids {
|
||||
if len(b) >= 2 {
|
||||
price, _ := strconv.ParseFloat(b[0], 64)
|
||||
qty, _ := strconv.ParseFloat(b[1], 64)
|
||||
bids = append(bids, []float64{price, qty})
|
||||
}
|
||||
}
|
||||
|
||||
// Parse asks
|
||||
for _, a := range result.Asks {
|
||||
if len(a) >= 2 {
|
||||
price, _ := strconv.ParseFloat(a[0], 64)
|
||||
qty, _ := strconv.ParseFloat(a[1], 64)
|
||||
asks = append(asks, []float64{price, qty})
|
||||
}
|
||||
}
|
||||
|
||||
return bids, asks, nil
|
||||
// TODO: Implement Bitget open orders
|
||||
return []OpenOrder{}, nil
|
||||
}
|
||||
|
||||
@@ -1105,159 +1105,3 @@ func (t *BybitTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
|
||||
|
||||
return result, nil
|
||||
}
|
||||
|
||||
// PlaceLimitOrder places a limit order for grid trading
|
||||
// Implements GridTrader interface
|
||||
func (t *BybitTrader) PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderResult, error) {
|
||||
// Format quantity
|
||||
qtyStr, err := t.FormatQuantity(req.Symbol, req.Quantity)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to format quantity: %w", err)
|
||||
}
|
||||
|
||||
// Format price
|
||||
priceStr := fmt.Sprintf("%.8f", req.Price)
|
||||
|
||||
// Set leverage if specified
|
||||
if req.Leverage > 0 {
|
||||
if err := t.SetLeverage(req.Symbol, req.Leverage); err != nil {
|
||||
logger.Warnf("[Bybit] Failed to set leverage: %v", err)
|
||||
}
|
||||
}
|
||||
|
||||
// Determine side
|
||||
side := "Buy"
|
||||
if req.Side == "SELL" {
|
||||
side = "Sell"
|
||||
}
|
||||
|
||||
params := map[string]interface{}{
|
||||
"category": "linear",
|
||||
"symbol": req.Symbol,
|
||||
"side": side,
|
||||
"orderType": "Limit",
|
||||
"qty": qtyStr,
|
||||
"price": priceStr,
|
||||
"timeInForce": "GTC", // Good Till Cancel
|
||||
"positionIdx": 0, // One-way position mode
|
||||
}
|
||||
|
||||
// Add reduce only if specified
|
||||
if req.ReduceOnly {
|
||||
params["reduceOnly"] = true
|
||||
}
|
||||
|
||||
logger.Infof("[Bybit] PlaceLimitOrder: %s %s @ %s, qty=%s", req.Symbol, side, priceStr, qtyStr)
|
||||
|
||||
result, err := t.client.NewUtaBybitServiceWithParams(params).PlaceOrder(context.Background())
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to place limit order: %w", err)
|
||||
}
|
||||
|
||||
// Parse result
|
||||
orderID := ""
|
||||
if result.RetCode == 0 {
|
||||
if resultData, ok := result.Result.(map[string]interface{}); ok {
|
||||
if id, ok := resultData["orderId"].(string); ok {
|
||||
orderID = id
|
||||
}
|
||||
}
|
||||
} else {
|
||||
return nil, fmt.Errorf("Bybit order failed: %s", result.RetMsg)
|
||||
}
|
||||
|
||||
logger.Infof("✓ [Bybit] Limit order placed: %s %s @ %s, qty=%s, orderID=%s",
|
||||
req.Symbol, side, priceStr, qtyStr, orderID)
|
||||
|
||||
return &LimitOrderResult{
|
||||
OrderID: orderID,
|
||||
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 by ID
|
||||
// Implements GridTrader interface
|
||||
func (t *BybitTrader) CancelOrder(symbol, orderID string) error {
|
||||
params := map[string]interface{}{
|
||||
"category": "linear",
|
||||
"symbol": symbol,
|
||||
"orderId": orderID,
|
||||
}
|
||||
|
||||
result, err := t.client.NewUtaBybitServiceWithParams(params).CancelOrder(context.Background())
|
||||
if err != nil {
|
||||
return fmt.Errorf("failed to cancel order: %w", err)
|
||||
}
|
||||
|
||||
if result.RetCode != 0 {
|
||||
return fmt.Errorf("Bybit cancel order failed: %s", result.RetMsg)
|
||||
}
|
||||
|
||||
logger.Infof("✓ [Bybit] Order cancelled: %s %s", symbol, orderID)
|
||||
return nil
|
||||
}
|
||||
|
||||
// GetOrderBook gets the order book for a symbol
|
||||
// Implements GridTrader interface
|
||||
func (t *BybitTrader) GetOrderBook(symbol string, depth int) (bids, asks [][]float64, err error) {
|
||||
if depth <= 0 {
|
||||
depth = 25
|
||||
}
|
||||
|
||||
// Use HTTP request directly since the SDK doesn't expose GetOrderbook
|
||||
url := fmt.Sprintf("https://api.bybit.com/v5/market/orderbook?category=linear&symbol=%s&limit=%d", symbol, depth)
|
||||
resp, err := http.Get(url)
|
||||
if err != nil {
|
||||
return nil, nil, fmt.Errorf("failed to get order book: %w", err)
|
||||
}
|
||||
defer resp.Body.Close()
|
||||
|
||||
body, _ := io.ReadAll(resp.Body)
|
||||
if resp.StatusCode != http.StatusOK {
|
||||
return nil, nil, fmt.Errorf("HTTP %d: %s", resp.StatusCode, string(body))
|
||||
}
|
||||
|
||||
var result struct {
|
||||
RetCode int `json:"retCode"`
|
||||
RetMsg string `json:"retMsg"`
|
||||
Result struct {
|
||||
S string `json:"s"` // symbol
|
||||
B [][]string `json:"b"` // bids [[price, size], ...]
|
||||
A [][]string `json:"a"` // asks [[price, size], ...]
|
||||
} `json:"result"`
|
||||
}
|
||||
|
||||
if err := json.Unmarshal(body, &result); err != nil {
|
||||
return nil, nil, fmt.Errorf("failed to parse order book: %w", err)
|
||||
}
|
||||
|
||||
if result.RetCode != 0 {
|
||||
return nil, nil, fmt.Errorf("Bybit get orderbook failed: %s", result.RetMsg)
|
||||
}
|
||||
|
||||
// Parse bids
|
||||
for _, b := range result.Result.B {
|
||||
if len(b) >= 2 {
|
||||
price, _ := strconv.ParseFloat(b[0], 64)
|
||||
qty, _ := strconv.ParseFloat(b[1], 64)
|
||||
bids = append(bids, []float64{price, qty})
|
||||
}
|
||||
}
|
||||
|
||||
// Parse asks
|
||||
for _, a := range result.Result.A {
|
||||
if len(a) >= 2 {
|
||||
price, _ := strconv.ParseFloat(a[0], 64)
|
||||
qty, _ := strconv.ParseFloat(a[1], 64)
|
||||
asks = append(asks, []float64{price, qty})
|
||||
}
|
||||
}
|
||||
|
||||
return bids, asks, nil
|
||||
}
|
||||
|
||||
@@ -141,7 +141,7 @@ func runStandardTests(t *testing.T, exchangeName string) {
|
||||
traderID, exchangeID, exchangeType,
|
||||
trade.Symbol, trade.Side, trade.Action,
|
||||
trade.Quantity, trade.Price, trade.Fee, trade.RealizedPnL,
|
||||
time.Now().Add(time.Duration(i)*time.Second).UnixMilli(),
|
||||
time.Now().Add(time.Duration(i)*time.Second),
|
||||
"",
|
||||
)
|
||||
if err != nil {
|
||||
@@ -227,7 +227,7 @@ func TestPositionAccumulationBug(t *testing.T) {
|
||||
traderID, exchangeID, exchangeType,
|
||||
"ETHUSDT", "LONG", "open_long",
|
||||
0.1, 3500+float64(i*10), 0.5, 0,
|
||||
time.Now().Add(time.Duration(i*2)*time.Second).UnixMilli(),
|
||||
time.Now().Add(time.Duration(i*2)*time.Second),
|
||||
"",
|
||||
)
|
||||
if err != nil {
|
||||
@@ -239,7 +239,7 @@ func TestPositionAccumulationBug(t *testing.T) {
|
||||
traderID, exchangeID, exchangeType,
|
||||
"ETHUSDT", "LONG", "close_long",
|
||||
0.1, 3600+float64(i*10), 0.5, 10,
|
||||
time.Now().Add(time.Duration(i*2+1)*time.Second).UnixMilli(),
|
||||
time.Now().Add(time.Duration(i*2+1)*time.Second),
|
||||
"",
|
||||
)
|
||||
if err != nil {
|
||||
@@ -309,7 +309,7 @@ func TestQuantityPrecision(t *testing.T) {
|
||||
traderID, exchangeID, exchangeType,
|
||||
"BTCUSDT", "LONG", "open_long",
|
||||
0.01, 50000, 1.0, 0,
|
||||
time.Now().UnixMilli(),
|
||||
time.Now(),
|
||||
"",
|
||||
)
|
||||
if err != nil {
|
||||
@@ -322,7 +322,7 @@ func TestQuantityPrecision(t *testing.T) {
|
||||
traderID, exchangeID, exchangeType,
|
||||
"BTCUSDT", "LONG", "close_long",
|
||||
0.00999999, 51000, 1.0, 10,
|
||||
time.Now().Add(time.Second).UnixMilli(),
|
||||
time.Now().Add(time.Second),
|
||||
"",
|
||||
)
|
||||
if err != nil {
|
||||
|
||||
@@ -1,196 +0,0 @@
|
||||
package trader
|
||||
|
||||
import (
|
||||
"nofx/market"
|
||||
"nofx/store"
|
||||
"time"
|
||||
)
|
||||
|
||||
// ============================================================================
|
||||
// Task 6: Regime Level Classification
|
||||
// ============================================================================
|
||||
|
||||
// classifyRegimeLevel determines the regime level based on market indicators
|
||||
// bollingerWidth: Bollinger band width as percentage
|
||||
// atr14Pct: ATR14 as percentage of current price
|
||||
func classifyRegimeLevel(bollingerWidth, atr14Pct float64) market.RegimeLevel {
|
||||
// Narrow: Bollinger < 2%, ATR < 1%
|
||||
if bollingerWidth < 2.0 && atr14Pct < 1.0 {
|
||||
return market.RegimeLevelNarrow
|
||||
}
|
||||
|
||||
// Standard: Bollinger 2-3%, ATR 1-2%
|
||||
if bollingerWidth <= 3.0 && atr14Pct <= 2.0 {
|
||||
return market.RegimeLevelStandard
|
||||
}
|
||||
|
||||
// Wide: Bollinger 3-4%, ATR 2-3%
|
||||
if bollingerWidth <= 4.0 && atr14Pct <= 3.0 {
|
||||
return market.RegimeLevelWide
|
||||
}
|
||||
|
||||
// Volatile: Bollinger > 4%, ATR > 3%
|
||||
return market.RegimeLevelVolatile
|
||||
}
|
||||
|
||||
// getRegimeLeverageLimit returns the effective leverage limit for a regime level
|
||||
func getRegimeLeverageLimit(level market.RegimeLevel, config *store.GridConfigModel) int {
|
||||
switch level {
|
||||
case market.RegimeLevelNarrow:
|
||||
if config.NarrowRegimeLeverage > 0 {
|
||||
return config.NarrowRegimeLeverage
|
||||
}
|
||||
return 2
|
||||
case market.RegimeLevelStandard:
|
||||
if config.StandardRegimeLeverage > 0 {
|
||||
return config.StandardRegimeLeverage
|
||||
}
|
||||
return 4
|
||||
case market.RegimeLevelWide:
|
||||
if config.WideRegimeLeverage > 0 {
|
||||
return config.WideRegimeLeverage
|
||||
}
|
||||
return 3
|
||||
case market.RegimeLevelVolatile:
|
||||
if config.VolatileRegimeLeverage > 0 {
|
||||
return config.VolatileRegimeLeverage
|
||||
}
|
||||
return 2
|
||||
default:
|
||||
return 2 // Conservative default
|
||||
}
|
||||
}
|
||||
|
||||
// getRegimePositionLimit returns the position limit percentage for a regime level
|
||||
func getRegimePositionLimit(level market.RegimeLevel, config *store.GridConfigModel) float64 {
|
||||
switch level {
|
||||
case market.RegimeLevelNarrow:
|
||||
if config.NarrowRegimePositionPct > 0 {
|
||||
return config.NarrowRegimePositionPct
|
||||
}
|
||||
return 40.0
|
||||
case market.RegimeLevelStandard:
|
||||
if config.StandardRegimePositionPct > 0 {
|
||||
return config.StandardRegimePositionPct
|
||||
}
|
||||
return 70.0
|
||||
case market.RegimeLevelWide:
|
||||
if config.WideRegimePositionPct > 0 {
|
||||
return config.WideRegimePositionPct
|
||||
}
|
||||
return 60.0
|
||||
case market.RegimeLevelVolatile:
|
||||
if config.VolatileRegimePositionPct > 0 {
|
||||
return config.VolatileRegimePositionPct
|
||||
}
|
||||
return 40.0
|
||||
default:
|
||||
return 40.0 // Conservative default
|
||||
}
|
||||
}
|
||||
|
||||
// ============================================================================
|
||||
// Task 7: Breakout Detection
|
||||
// ============================================================================
|
||||
|
||||
// detectBoxBreakout checks if price has broken out of any box level
|
||||
// Returns the highest breakout level and direction
|
||||
func detectBoxBreakout(box *market.BoxData) (market.BreakoutLevel, string) {
|
||||
if box == nil {
|
||||
return market.BreakoutNone, ""
|
||||
}
|
||||
|
||||
price := box.CurrentPrice
|
||||
|
||||
// Check long box first (highest priority)
|
||||
if price > box.LongUpper {
|
||||
return market.BreakoutLong, "up"
|
||||
}
|
||||
if price < box.LongLower {
|
||||
return market.BreakoutLong, "down"
|
||||
}
|
||||
|
||||
// Check mid box
|
||||
if price > box.MidUpper {
|
||||
return market.BreakoutMid, "up"
|
||||
}
|
||||
if price < box.MidLower {
|
||||
return market.BreakoutMid, "down"
|
||||
}
|
||||
|
||||
// Check short box
|
||||
if price > box.ShortUpper {
|
||||
return market.BreakoutShort, "up"
|
||||
}
|
||||
if price < box.ShortLower {
|
||||
return market.BreakoutShort, "down"
|
||||
}
|
||||
|
||||
return market.BreakoutNone, ""
|
||||
}
|
||||
|
||||
// ============================================================================
|
||||
// Task 8: Breakout Confirmation Logic
|
||||
// ============================================================================
|
||||
|
||||
const BreakoutConfirmRequired = 3 // 3 candles to confirm breakout
|
||||
|
||||
// BreakoutState tracks the current breakout state
|
||||
type BreakoutState struct {
|
||||
Level market.BreakoutLevel
|
||||
Direction string
|
||||
ConfirmCount int
|
||||
StartTime time.Time
|
||||
}
|
||||
|
||||
// confirmBreakout updates breakout state and returns true if breakout is confirmed
|
||||
func confirmBreakout(state *BreakoutState, currentLevel market.BreakoutLevel, direction string) bool {
|
||||
// If price returned to box, reset state
|
||||
if currentLevel == market.BreakoutNone {
|
||||
state.ConfirmCount = 0
|
||||
state.Level = market.BreakoutNone
|
||||
state.Direction = ""
|
||||
return false
|
||||
}
|
||||
|
||||
// If same breakout continues, increment count
|
||||
if state.Level == currentLevel && state.Direction == direction {
|
||||
state.ConfirmCount++
|
||||
} else {
|
||||
// New breakout, reset count
|
||||
state.Level = currentLevel
|
||||
state.Direction = direction
|
||||
state.ConfirmCount = 1
|
||||
state.StartTime = time.Now()
|
||||
}
|
||||
|
||||
return state.ConfirmCount >= BreakoutConfirmRequired
|
||||
}
|
||||
|
||||
// ============================================================================
|
||||
// Task 9: Breakout Handler
|
||||
// ============================================================================
|
||||
|
||||
// BreakoutAction represents the action to take on breakout
|
||||
type BreakoutAction int
|
||||
|
||||
const (
|
||||
BreakoutActionNone BreakoutAction = iota
|
||||
BreakoutActionReducePosition // Short box breakout: reduce to 50%
|
||||
BreakoutActionPauseGrid // Mid box breakout: pause grid + cancel orders
|
||||
BreakoutActionCloseAll // Long box breakout: pause + cancel + close all
|
||||
)
|
||||
|
||||
// getBreakoutAction returns the appropriate action for a breakout level
|
||||
func getBreakoutAction(level market.BreakoutLevel) BreakoutAction {
|
||||
switch level {
|
||||
case market.BreakoutShort:
|
||||
return BreakoutActionReducePosition
|
||||
case market.BreakoutMid:
|
||||
return BreakoutActionPauseGrid
|
||||
case market.BreakoutLong:
|
||||
return BreakoutActionCloseAll
|
||||
default:
|
||||
return BreakoutActionNone
|
||||
}
|
||||
}
|
||||
@@ -1,122 +0,0 @@
|
||||
package trader
|
||||
|
||||
import (
|
||||
"nofx/market"
|
||||
"testing"
|
||||
)
|
||||
|
||||
func TestClassifyRegimeLevel(t *testing.T) {
|
||||
tests := []struct {
|
||||
name string
|
||||
bollingerWidth float64
|
||||
atr14Pct float64
|
||||
expected market.RegimeLevel
|
||||
}{
|
||||
{"narrow", 1.5, 0.8, market.RegimeLevelNarrow},
|
||||
{"standard", 2.5, 1.5, market.RegimeLevelStandard},
|
||||
{"wide", 3.5, 2.5, market.RegimeLevelWide},
|
||||
{"volatile", 5.0, 4.0, market.RegimeLevelVolatile},
|
||||
}
|
||||
|
||||
for _, tt := range tests {
|
||||
t.Run(tt.name, func(t *testing.T) {
|
||||
result := classifyRegimeLevel(tt.bollingerWidth, tt.atr14Pct)
|
||||
if result != tt.expected {
|
||||
t.Errorf("Expected %v, got %v", tt.expected, result)
|
||||
}
|
||||
})
|
||||
}
|
||||
}
|
||||
|
||||
func TestDetectBoxBreakout(t *testing.T) {
|
||||
box := &market.BoxData{
|
||||
ShortUpper: 100,
|
||||
ShortLower: 90,
|
||||
MidUpper: 105,
|
||||
MidLower: 85,
|
||||
LongUpper: 110,
|
||||
LongLower: 80,
|
||||
CurrentPrice: 95,
|
||||
}
|
||||
|
||||
// No breakout
|
||||
level, direction := detectBoxBreakout(box)
|
||||
if level != market.BreakoutNone {
|
||||
t.Errorf("Expected no breakout, got %v", level)
|
||||
}
|
||||
|
||||
// Short breakout up
|
||||
box.CurrentPrice = 101
|
||||
level, direction = detectBoxBreakout(box)
|
||||
if level != market.BreakoutShort || direction != "up" {
|
||||
t.Errorf("Expected short breakout up, got %v %v", level, direction)
|
||||
}
|
||||
|
||||
// Mid breakout down
|
||||
box.CurrentPrice = 84
|
||||
level, direction = detectBoxBreakout(box)
|
||||
if level != market.BreakoutMid || direction != "down" {
|
||||
t.Errorf("Expected mid breakout down, got %v %v", level, direction)
|
||||
}
|
||||
|
||||
// Long breakout up
|
||||
box.CurrentPrice = 112
|
||||
level, direction = detectBoxBreakout(box)
|
||||
if level != market.BreakoutLong || direction != "up" {
|
||||
t.Errorf("Expected long breakout up, got %v %v", level, direction)
|
||||
}
|
||||
}
|
||||
|
||||
func TestBreakoutConfirmation(t *testing.T) {
|
||||
state := &BreakoutState{
|
||||
Level: market.BreakoutNone,
|
||||
Direction: "",
|
||||
ConfirmCount: 0,
|
||||
}
|
||||
|
||||
// First detection
|
||||
confirmed := confirmBreakout(state, market.BreakoutShort, "up")
|
||||
if confirmed || state.ConfirmCount != 1 {
|
||||
t.Errorf("Expected not confirmed, count=1, got confirmed=%v count=%d", confirmed, state.ConfirmCount)
|
||||
}
|
||||
|
||||
// Second confirmation
|
||||
confirmed = confirmBreakout(state, market.BreakoutShort, "up")
|
||||
if confirmed || state.ConfirmCount != 2 {
|
||||
t.Errorf("Expected not confirmed, count=2, got confirmed=%v count=%d", confirmed, state.ConfirmCount)
|
||||
}
|
||||
|
||||
// Third confirmation - should confirm
|
||||
confirmed = confirmBreakout(state, market.BreakoutShort, "up")
|
||||
if !confirmed || state.ConfirmCount != 3 {
|
||||
t.Errorf("Expected confirmed, count=3, got confirmed=%v count=%d", confirmed, state.ConfirmCount)
|
||||
}
|
||||
|
||||
// Reset on price return
|
||||
state.ConfirmCount = 2
|
||||
confirmed = confirmBreakout(state, market.BreakoutNone, "")
|
||||
if state.ConfirmCount != 0 {
|
||||
t.Errorf("Expected count reset to 0, got %d", state.ConfirmCount)
|
||||
}
|
||||
}
|
||||
|
||||
func TestGetBreakoutAction(t *testing.T) {
|
||||
tests := []struct {
|
||||
level market.BreakoutLevel
|
||||
expected BreakoutAction
|
||||
}{
|
||||
{market.BreakoutNone, BreakoutActionNone},
|
||||
{market.BreakoutShort, BreakoutActionReducePosition},
|
||||
{market.BreakoutMid, BreakoutActionPauseGrid},
|
||||
{market.BreakoutLong, BreakoutActionCloseAll},
|
||||
}
|
||||
|
||||
for _, tt := range tests {
|
||||
t.Run(string(tt.level), func(t *testing.T) {
|
||||
action := getBreakoutAction(tt.level)
|
||||
if action != tt.expected {
|
||||
t.Errorf("Expected %v, got %v", tt.expected, action)
|
||||
}
|
||||
})
|
||||
}
|
||||
}
|
||||
@@ -103,7 +103,7 @@ func TestHyperliquidPositionBuilding(t *testing.T) {
|
||||
traderID, exchangeID, exchangeType,
|
||||
symbol, "LONG", "open_long",
|
||||
0.1, 3500, 0.5, 0,
|
||||
time.Now().UnixMilli(), "order-1",
|
||||
time.Now(), "order-1",
|
||||
)
|
||||
if err != nil {
|
||||
t.Fatalf("Failed to process open long: %v", err)
|
||||
@@ -126,7 +126,7 @@ func TestHyperliquidPositionBuilding(t *testing.T) {
|
||||
traderID, exchangeID, exchangeType,
|
||||
symbol, "LONG", "close_long",
|
||||
0.1, 3600, 0.5, 10.0, // PnL = (3600-3500)*0.1 = 10
|
||||
time.Now().UnixMilli(), "order-2",
|
||||
time.Now(), "order-2",
|
||||
)
|
||||
if err != nil {
|
||||
t.Fatalf("Failed to process close long: %v", err)
|
||||
@@ -152,7 +152,7 @@ func TestHyperliquidPositionBuilding(t *testing.T) {
|
||||
traderID, exchangeID, exchangeType,
|
||||
symbol, "SHORT", "open_short",
|
||||
0.05, 3500, 0.25, 0,
|
||||
time.Now().UnixMilli(), "order-3",
|
||||
time.Now(), "order-3",
|
||||
)
|
||||
if err != nil {
|
||||
t.Fatalf("Failed to process open short: %v", err)
|
||||
@@ -176,7 +176,7 @@ func TestHyperliquidPositionBuilding(t *testing.T) {
|
||||
traderID, exchangeID, exchangeType,
|
||||
symbol, "SHORT", "close_short",
|
||||
0.05, 3400, 0.25, 5.0, // PnL = (3500-3400)*0.05 = 5
|
||||
time.Now().UnixMilli(), "order-4",
|
||||
time.Now(), "order-4",
|
||||
)
|
||||
if err != nil {
|
||||
t.Fatalf("Failed to process close short: %v", err)
|
||||
@@ -205,7 +205,7 @@ func TestHyperliquidPositionBuilding(t *testing.T) {
|
||||
traderID, exchangeID, exchangeType,
|
||||
symbol, "LONG", "open_long",
|
||||
0.1, 3500, 0.5, 0,
|
||||
time.Now().UnixMilli(), "order-5",
|
||||
time.Now(), "order-5",
|
||||
)
|
||||
if err != nil {
|
||||
t.Fatalf("Failed to process first open: %v", err)
|
||||
@@ -216,7 +216,7 @@ func TestHyperliquidPositionBuilding(t *testing.T) {
|
||||
traderID, exchangeID, exchangeType,
|
||||
symbol, "LONG", "open_long",
|
||||
0.1, 3600, 0.5, 0,
|
||||
time.Now().UnixMilli(), "order-6",
|
||||
time.Now(), "order-6",
|
||||
)
|
||||
if err != nil {
|
||||
t.Fatalf("Failed to process add position: %v", err)
|
||||
@@ -243,7 +243,7 @@ func TestHyperliquidPositionBuilding(t *testing.T) {
|
||||
traderID, exchangeID, exchangeType,
|
||||
symbol, "LONG", "close_long",
|
||||
0.2, 3700, 1.0, 30.0,
|
||||
time.Now().UnixMilli(), "order-7",
|
||||
time.Now(), "order-7",
|
||||
)
|
||||
if err != nil {
|
||||
t.Fatalf("Failed to process close: %v", err)
|
||||
@@ -269,7 +269,7 @@ func TestHyperliquidPositionBuilding(t *testing.T) {
|
||||
traderID, exchangeID, exchangeType,
|
||||
symbol, "LONG", "open_long",
|
||||
1.0, 3500, 2.0, 0,
|
||||
time.Now().UnixMilli(), "order-8",
|
||||
time.Now(), "order-8",
|
||||
)
|
||||
if err != nil {
|
||||
t.Fatalf("Failed to process open: %v", err)
|
||||
@@ -280,7 +280,7 @@ func TestHyperliquidPositionBuilding(t *testing.T) {
|
||||
traderID, exchangeID, exchangeType,
|
||||
symbol, "LONG", "close_long",
|
||||
0.3, 3600, 0.6, 30.0,
|
||||
time.Now().UnixMilli(), "order-9",
|
||||
time.Now(), "order-9",
|
||||
)
|
||||
if err != nil {
|
||||
t.Fatalf("Failed to process partial close: %v", err)
|
||||
@@ -351,7 +351,7 @@ func TestHyperliquidBugScenario(t *testing.T) {
|
||||
traderID, exchangeID, exchangeType,
|
||||
trade.symbol, trade.side, trade.action,
|
||||
trade.qty, trade.price, trade.fee, trade.pnl,
|
||||
time.Now().Add(time.Duration(i)*time.Second).UnixMilli(),
|
||||
time.Now().Add(time.Duration(i)*time.Second),
|
||||
"",
|
||||
)
|
||||
if err != nil {
|
||||
|
||||
@@ -2114,118 +2114,3 @@ func (t *HyperliquidTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
|
||||
|
||||
return result, nil
|
||||
}
|
||||
|
||||
// PlaceLimitOrder places a limit order for grid trading
|
||||
// Implements GridTrader interface
|
||||
func (t *HyperliquidTrader) PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderResult, error) {
|
||||
coin := convertSymbolToHyperliquid(req.Symbol)
|
||||
|
||||
// Set leverage if specified and not xyz dex
|
||||
isXyz := strings.HasPrefix(coin, "xyz:")
|
||||
if req.Leverage > 0 && !isXyz {
|
||||
if err := t.SetLeverage(req.Symbol, req.Leverage); err != nil {
|
||||
logger.Warnf("[Hyperliquid] Failed to set leverage: %v", err)
|
||||
}
|
||||
}
|
||||
|
||||
// Round quantity to allowed decimals
|
||||
roundedQuantity := t.roundToSzDecimals(coin, req.Quantity)
|
||||
|
||||
// Round price to 5 significant figures
|
||||
roundedPrice := t.roundPriceToSigfigs(req.Price)
|
||||
|
||||
// Determine if buy or sell
|
||||
isBuy := req.Side == "BUY"
|
||||
|
||||
logger.Infof("[Hyperliquid] PlaceLimitOrder: %s %s @ %.4f, qty=%.4f", coin, req.Side, roundedPrice, roundedQuantity)
|
||||
|
||||
order := hyperliquid.CreateOrderRequest{
|
||||
Coin: coin,
|
||||
IsBuy: isBuy,
|
||||
Size: roundedQuantity,
|
||||
Price: roundedPrice,
|
||||
OrderType: hyperliquid.OrderType{
|
||||
Limit: &hyperliquid.LimitOrderType{
|
||||
Tif: hyperliquid.TifGtc, // Good Till Cancel for grid orders
|
||||
},
|
||||
},
|
||||
ReduceOnly: req.ReduceOnly,
|
||||
}
|
||||
|
||||
_, err := t.exchange.Order(t.ctx, order, defaultBuilder)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to place limit order: %w", err)
|
||||
}
|
||||
|
||||
// Note: Hyperliquid's Order response doesn't return the order ID directly
|
||||
// We would need to query open orders to get it, but for grid trading
|
||||
// we can track orders by price level instead
|
||||
orderID := fmt.Sprintf("%d", time.Now().UnixNano())
|
||||
|
||||
logger.Infof("✓ [Hyperliquid] Limit order placed: %s %s @ %.4f",
|
||||
coin, req.Side, roundedPrice)
|
||||
|
||||
return &LimitOrderResult{
|
||||
OrderID: orderID,
|
||||
ClientID: req.ClientID,
|
||||
Symbol: req.Symbol,
|
||||
Side: req.Side,
|
||||
PositionSide: req.PositionSide,
|
||||
Price: roundedPrice,
|
||||
Quantity: roundedQuantity,
|
||||
Status: "NEW",
|
||||
}, nil
|
||||
}
|
||||
|
||||
// CancelOrder cancels a specific order by ID
|
||||
// Implements GridTrader interface
|
||||
func (t *HyperliquidTrader) CancelOrder(symbol, orderID string) error {
|
||||
coin := convertSymbolToHyperliquid(symbol)
|
||||
|
||||
// Parse order ID
|
||||
oid, err := strconv.ParseInt(orderID, 10, 64)
|
||||
if err != nil {
|
||||
return fmt.Errorf("invalid order ID: %w", err)
|
||||
}
|
||||
|
||||
_, err = t.exchange.Cancel(t.ctx, coin, oid)
|
||||
if err != nil {
|
||||
return fmt.Errorf("failed to cancel order: %w", err)
|
||||
}
|
||||
|
||||
logger.Infof("✓ [Hyperliquid] Order cancelled: %s %s", symbol, orderID)
|
||||
return nil
|
||||
}
|
||||
|
||||
// GetOrderBook gets the order book for a symbol
|
||||
// Implements GridTrader interface
|
||||
func (t *HyperliquidTrader) GetOrderBook(symbol string, depth int) (bids, asks [][]float64, err error) {
|
||||
coin := convertSymbolToHyperliquid(symbol)
|
||||
|
||||
l2Book, err := t.exchange.Info().L2Snapshot(t.ctx, coin)
|
||||
if err != nil {
|
||||
return nil, nil, fmt.Errorf("failed to get order book: %w", err)
|
||||
}
|
||||
|
||||
if l2Book == nil || len(l2Book.Levels) < 2 {
|
||||
return nil, nil, fmt.Errorf("invalid order book data")
|
||||
}
|
||||
|
||||
// Parse bids (first level array)
|
||||
for i, level := range l2Book.Levels[0] {
|
||||
if i >= depth {
|
||||
break
|
||||
}
|
||||
bids = append(bids, []float64{level.Px, level.Sz})
|
||||
}
|
||||
|
||||
// Parse asks (second level array)
|
||||
for i, level := range l2Book.Levels[1] {
|
||||
if i >= depth {
|
||||
break
|
||||
}
|
||||
asks = append(asks, []float64{level.Px, level.Sz})
|
||||
}
|
||||
|
||||
return bids, asks, nil
|
||||
}
|
||||
|
||||
@@ -1,10 +1,6 @@
|
||||
package trader
|
||||
|
||||
import (
|
||||
"fmt"
|
||||
"nofx/logger"
|
||||
"time"
|
||||
)
|
||||
import "time"
|
||||
|
||||
// ClosedPnLRecord represents a single closed position record from exchange
|
||||
type ClosedPnLRecord struct {
|
||||
@@ -116,115 +112,3 @@ type OpenOrder struct {
|
||||
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
|
||||
}
|
||||
|
||||
@@ -1,41 +1,25 @@
|
||||
package trader
|
||||
|
||||
import (
|
||||
"fmt"
|
||||
"os"
|
||||
"strings"
|
||||
"testing"
|
||||
"time"
|
||||
)
|
||||
|
||||
// Test configuration - uses environment variables for security
|
||||
// Run with:
|
||||
// LIGHTER_TEST=1 LIGHTER_WALLET=0x... LIGHTER_API_KEY=... LIGHTER_API_KEY_INDEX=2 go test -v ./trader -run TestLighter -timeout 300s
|
||||
// Run with trading:
|
||||
// LIGHTER_TEST=1 LIGHTER_TRADE_TEST=1 LIGHTER_WALLET=0x... LIGHTER_API_KEY=... go test -v ./trader -run TestLighter -timeout 300s
|
||||
|
||||
// getTestConfig returns test configuration from environment variables
|
||||
func getTestConfig() (walletAddr, apiKey string, apiKeyIndex int) {
|
||||
walletAddr = os.Getenv("LIGHTER_WALLET")
|
||||
apiKey = os.Getenv("LIGHTER_API_KEY")
|
||||
// All credentials must be provided via environment variables for security
|
||||
apiKeyIndex = 2 // Default to index 2 (more stable than index 0)
|
||||
if idx := os.Getenv("LIGHTER_API_KEY_INDEX"); idx != "" {
|
||||
fmt.Sscanf(idx, "%d", &apiKeyIndex)
|
||||
}
|
||||
return
|
||||
}
|
||||
// Test configuration - uses real account
|
||||
// Run with: LIGHTER_TEST=1 go test -v ./trader -run TestLighter -timeout 120s
|
||||
const (
|
||||
testWalletAddr = ""
|
||||
testAPIKeyPrivateKey = ""
|
||||
testAPIKeyIndex = 0
|
||||
testAccountIndex = int64(681514)
|
||||
)
|
||||
|
||||
func skipIfNoEnv(t *testing.T) {
|
||||
if os.Getenv("LIGHTER_TEST") != "1" {
|
||||
t.Skip("Skipping Lighter integration test. Set LIGHTER_TEST=1 to run")
|
||||
}
|
||||
if os.Getenv("LIGHTER_WALLET") == "" {
|
||||
t.Skip("Skipping: LIGHTER_WALLET environment variable not set")
|
||||
}
|
||||
if os.Getenv("LIGHTER_API_KEY") == "" {
|
||||
t.Skip("Skipping: LIGHTER_API_KEY environment variable not set")
|
||||
}
|
||||
}
|
||||
|
||||
// skipIfJurisdictionRestricted checks if error is due to geographic restriction
|
||||
@@ -47,8 +31,7 @@ func skipIfJurisdictionRestricted(t *testing.T, err error) {
|
||||
}
|
||||
|
||||
func createTestTrader(t *testing.T) *LighterTraderV2 {
|
||||
walletAddr, apiKey, apiKeyIndex := getTestConfig()
|
||||
trader, err := NewLighterTraderV2(walletAddr, apiKey, apiKeyIndex, false)
|
||||
trader, err := NewLighterTraderV2(testWalletAddr, testAPIKeyPrivateKey, testAPIKeyIndex, false)
|
||||
if err != nil {
|
||||
t.Fatalf("Failed to create trader: %v", err)
|
||||
}
|
||||
@@ -63,9 +46,9 @@ func TestLighterAccountInit(t *testing.T) {
|
||||
trader := createTestTrader(t)
|
||||
defer trader.Cleanup()
|
||||
|
||||
// Verify account index is valid (non-zero)
|
||||
if trader.accountIndex <= 0 {
|
||||
t.Errorf("Expected valid account index, got %d", trader.accountIndex)
|
||||
// Verify account index
|
||||
if trader.accountIndex != testAccountIndex {
|
||||
t.Errorf("Expected account index %d, got %d", testAccountIndex, trader.accountIndex)
|
||||
}
|
||||
|
||||
t.Logf("✅ Account initialized: index=%d", trader.accountIndex)
|
||||
@@ -270,11 +253,11 @@ func TestLighterCreateAndCancelLimitOrder(t *testing.T) {
|
||||
t.Fatalf("CreateOrder failed: %v", err)
|
||||
}
|
||||
|
||||
orderID, _ := result["orderId"].(string)
|
||||
orderID, _ := result["order_id"].(string)
|
||||
t.Logf("✅ Order created: %s", orderID)
|
||||
|
||||
if orderID == "" {
|
||||
t.Fatal("Expected orderId in response")
|
||||
t.Fatal("Expected order ID in response")
|
||||
}
|
||||
|
||||
// Wait a moment for order to be processed
|
||||
@@ -534,12 +517,11 @@ func TestLighterOrderSync(t *testing.T) {
|
||||
// ==================== Benchmark Tests ====================
|
||||
|
||||
func BenchmarkLighterGetBalance(b *testing.B) {
|
||||
if os.Getenv("LIGHTER_TEST") != "1" || os.Getenv("LIGHTER_API_KEY") == "" {
|
||||
b.Skip("Skipping benchmark. Set LIGHTER_TEST=1 and LIGHTER_API_KEY to run")
|
||||
if os.Getenv("LIGHTER_TEST") != "1" {
|
||||
b.Skip("Skipping benchmark. Set LIGHTER_TEST=1 to run")
|
||||
}
|
||||
|
||||
walletAddr, apiKey, apiKeyIndex := getTestConfig()
|
||||
trader, err := NewLighterTraderV2(walletAddr, apiKey, apiKeyIndex, false)
|
||||
trader, err := NewLighterTraderV2(testWalletAddr, testAPIKeyPrivateKey, testAPIKeyIndex, false)
|
||||
if err != nil {
|
||||
b.Fatalf("Failed to create trader: %v", err)
|
||||
}
|
||||
@@ -555,12 +537,11 @@ func BenchmarkLighterGetBalance(b *testing.B) {
|
||||
}
|
||||
|
||||
func BenchmarkLighterGetMarketPrice(b *testing.B) {
|
||||
if os.Getenv("LIGHTER_TEST") != "1" || os.Getenv("LIGHTER_API_KEY") == "" {
|
||||
b.Skip("Skipping benchmark. Set LIGHTER_TEST=1 and LIGHTER_API_KEY to run")
|
||||
if os.Getenv("LIGHTER_TEST") != "1" {
|
||||
b.Skip("Skipping benchmark. Set LIGHTER_TEST=1 to run")
|
||||
}
|
||||
|
||||
walletAddr, apiKey, apiKeyIndex := getTestConfig()
|
||||
trader, err := NewLighterTraderV2(walletAddr, apiKey, apiKeyIndex, false)
|
||||
trader, err := NewLighterTraderV2(testWalletAddr, testAPIKeyPrivateKey, testAPIKeyIndex, false)
|
||||
if err != nil {
|
||||
b.Fatalf("Failed to create trader: %v", err)
|
||||
}
|
||||
@@ -574,533 +555,3 @@ func BenchmarkLighterGetMarketPrice(b *testing.B) {
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// ==================== GetOpenOrders Tests ====================
|
||||
|
||||
func TestLighterGetOpenOrders(t *testing.T) {
|
||||
skipIfNoEnv(t)
|
||||
|
||||
trader := createTestTrader(t)
|
||||
defer trader.Cleanup()
|
||||
|
||||
// Test GetOpenOrders
|
||||
orders, err := trader.GetOpenOrders("ETH")
|
||||
skipIfJurisdictionRestricted(t, err)
|
||||
if err != nil {
|
||||
t.Fatalf("GetOpenOrders failed: %v", err)
|
||||
}
|
||||
|
||||
t.Logf("✅ GetOpenOrders: found %d open orders", len(orders))
|
||||
for i, order := range orders {
|
||||
if i >= 5 {
|
||||
t.Logf(" ... and %d more", len(orders)-5)
|
||||
break
|
||||
}
|
||||
t.Logf(" [%d] %s %s %s: qty=%.4f @ %.2f, status=%s",
|
||||
i+1, order.Symbol, order.Side, order.Type, order.Quantity, order.Price, order.Status)
|
||||
}
|
||||
}
|
||||
|
||||
func TestLighterGetActiveOrders(t *testing.T) {
|
||||
skipIfNoEnv(t)
|
||||
|
||||
trader := createTestTrader(t)
|
||||
defer trader.Cleanup()
|
||||
|
||||
// Test GetActiveOrders (internal API)
|
||||
orders, err := trader.GetActiveOrders("ETH")
|
||||
skipIfJurisdictionRestricted(t, err)
|
||||
if err != nil {
|
||||
t.Fatalf("GetActiveOrders failed: %v", err)
|
||||
}
|
||||
|
||||
t.Logf("✅ GetActiveOrders: found %d active orders", len(orders))
|
||||
for i, order := range orders {
|
||||
if i >= 5 {
|
||||
t.Logf(" ... and %d more", len(orders)-5)
|
||||
break
|
||||
}
|
||||
t.Logf(" [%d] OrderID=%s, Type=%s, Price=%s, RemainingAmount=%s",
|
||||
i+1, order.OrderID, order.Type, order.Price, order.RemainingBaseAmount)
|
||||
}
|
||||
}
|
||||
|
||||
// ==================== OrderBook Tests ====================
|
||||
|
||||
func TestLighterGetOrderBook(t *testing.T) {
|
||||
skipIfNoEnv(t)
|
||||
|
||||
trader := createTestTrader(t)
|
||||
defer trader.Cleanup()
|
||||
|
||||
// Test GetOrderBook
|
||||
bids, asks, err := trader.GetOrderBook("ETH", 10)
|
||||
if err != nil {
|
||||
// OrderBook API may not be available in all regions or require special permissions
|
||||
if strings.Contains(err.Error(), "403") || strings.Contains(err.Error(), "restricted") {
|
||||
t.Skipf("Skipping: OrderBook API not available: %v", err)
|
||||
}
|
||||
t.Fatalf("GetOrderBook failed: %v", err)
|
||||
}
|
||||
|
||||
t.Logf("✅ GetOrderBook: %d bids, %d asks", len(bids), len(asks))
|
||||
|
||||
if len(bids) > 0 {
|
||||
t.Logf(" Best Bid: %.2f @ %.4f", bids[0][0], bids[0][1])
|
||||
}
|
||||
if len(asks) > 0 {
|
||||
t.Logf(" Best Ask: %.2f @ %.4f", asks[0][0], asks[0][1])
|
||||
}
|
||||
|
||||
// Verify spread makes sense
|
||||
if len(bids) > 0 && len(asks) > 0 {
|
||||
spread := asks[0][0] - bids[0][0]
|
||||
spreadPct := spread / bids[0][0] * 100
|
||||
t.Logf(" Spread: %.2f (%.4f%%)", spread, spreadPct)
|
||||
|
||||
if spread < 0 {
|
||||
t.Error("Invalid spread: ask < bid")
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// ==================== PlaceLimitOrder (GridTrader) Tests ====================
|
||||
|
||||
func TestLighterPlaceLimitOrder(t *testing.T) {
|
||||
skipIfNoEnv(t)
|
||||
|
||||
trader := createTestTrader(t)
|
||||
defer trader.Cleanup()
|
||||
|
||||
// Get current market price
|
||||
marketPrice, err := trader.GetMarketPrice("ETH")
|
||||
if err != nil {
|
||||
t.Fatalf("Failed to get market price: %v", err)
|
||||
}
|
||||
t.Logf("Current ETH price: %.2f", marketPrice)
|
||||
|
||||
// Create a limit order using PlaceLimitOrder (GridTrader interface)
|
||||
// Buy order at 75% of market price (won't fill)
|
||||
limitPrice := marketPrice * 0.75
|
||||
quantity := 0.01
|
||||
|
||||
req := &LimitOrderRequest{
|
||||
Symbol: "ETH",
|
||||
Side: "BUY",
|
||||
PositionSide: "LONG",
|
||||
Price: limitPrice,
|
||||
Quantity: quantity,
|
||||
Leverage: 10,
|
||||
ClientID: "test-order-001",
|
||||
ReduceOnly: false,
|
||||
}
|
||||
|
||||
t.Logf("Placing limit order via PlaceLimitOrder: %s %.4f @ %.2f", req.Side, req.Quantity, req.Price)
|
||||
|
||||
result, err := trader.PlaceLimitOrder(req)
|
||||
skipIfJurisdictionRestricted(t, err)
|
||||
if err != nil {
|
||||
t.Fatalf("PlaceLimitOrder failed: %v", err)
|
||||
}
|
||||
|
||||
t.Logf("✅ PlaceLimitOrder result: OrderID=%s, Status=%s", result.OrderID, result.Status)
|
||||
|
||||
if result.OrderID == "" {
|
||||
t.Fatal("Expected OrderID in result")
|
||||
}
|
||||
|
||||
// Wait and cancel
|
||||
time.Sleep(3 * time.Second)
|
||||
|
||||
// Cancel the order
|
||||
err = trader.CancelOrder("ETH", result.OrderID)
|
||||
if err != nil {
|
||||
t.Logf("⚠️ Failed to cancel order: %v", err)
|
||||
} else {
|
||||
t.Log("✅ Order cancelled successfully")
|
||||
}
|
||||
}
|
||||
|
||||
// ==================== SetMarginMode Tests ====================
|
||||
|
||||
func TestLighterSetMarginMode(t *testing.T) {
|
||||
skipIfNoEnv(t)
|
||||
|
||||
trader := createTestTrader(t)
|
||||
defer trader.Cleanup()
|
||||
|
||||
// Test setting cross margin
|
||||
t.Log("Setting margin mode to CROSS...")
|
||||
err := trader.SetMarginMode("ETH", true)
|
||||
skipIfJurisdictionRestricted(t, err)
|
||||
if err != nil {
|
||||
t.Errorf("SetMarginMode(cross) failed: %v", err)
|
||||
} else {
|
||||
t.Log("✅ SetMarginMode(cross) succeeded")
|
||||
}
|
||||
|
||||
time.Sleep(2 * time.Second)
|
||||
|
||||
// Note: Isolated margin may fail if there's an open position
|
||||
// Just test cross margin for safety
|
||||
}
|
||||
|
||||
// ==================== Stop-Loss/Take-Profit Tests ====================
|
||||
|
||||
func TestLighterStopLossOrder(t *testing.T) {
|
||||
skipIfNoEnv(t)
|
||||
|
||||
if os.Getenv("LIGHTER_TRADE_TEST") != "1" {
|
||||
t.Skip("Skipping stop-loss test. Set LIGHTER_TRADE_TEST=1 to run")
|
||||
}
|
||||
|
||||
trader := createTestTrader(t)
|
||||
defer trader.Cleanup()
|
||||
|
||||
// Check if we have a position first
|
||||
pos, err := trader.GetPosition("ETH")
|
||||
if err != nil {
|
||||
t.Fatalf("GetPosition failed: %v", err)
|
||||
}
|
||||
|
||||
if pos == nil || pos.Size == 0 {
|
||||
t.Skip("No ETH position to set stop-loss for")
|
||||
}
|
||||
|
||||
// Calculate stop-loss price (5% below entry for long, 5% above for short)
|
||||
var stopPrice float64
|
||||
if pos.Side == "long" {
|
||||
stopPrice = pos.EntryPrice * 0.95
|
||||
} else {
|
||||
stopPrice = pos.EntryPrice * 1.05
|
||||
}
|
||||
|
||||
t.Logf("Position: %s %s, size=%.4f, entry=%.2f", pos.Symbol, pos.Side, pos.Size, pos.EntryPrice)
|
||||
t.Logf("Setting stop-loss at %.2f", stopPrice)
|
||||
|
||||
err = trader.SetStopLoss("ETH", strings.ToUpper(pos.Side), pos.Size, stopPrice)
|
||||
skipIfJurisdictionRestricted(t, err)
|
||||
if err != nil {
|
||||
t.Errorf("SetStopLoss failed: %v", err)
|
||||
} else {
|
||||
t.Log("✅ SetStopLoss succeeded")
|
||||
}
|
||||
}
|
||||
|
||||
func TestLighterTakeProfitOrder(t *testing.T) {
|
||||
skipIfNoEnv(t)
|
||||
|
||||
if os.Getenv("LIGHTER_TRADE_TEST") != "1" {
|
||||
t.Skip("Skipping take-profit test. Set LIGHTER_TRADE_TEST=1 to run")
|
||||
}
|
||||
|
||||
trader := createTestTrader(t)
|
||||
defer trader.Cleanup()
|
||||
|
||||
// Check if we have a position first
|
||||
pos, err := trader.GetPosition("ETH")
|
||||
if err != nil {
|
||||
t.Fatalf("GetPosition failed: %v", err)
|
||||
}
|
||||
|
||||
if pos == nil || pos.Size == 0 {
|
||||
t.Skip("No ETH position to set take-profit for")
|
||||
}
|
||||
|
||||
// Calculate take-profit price (10% above entry for long, 10% below for short)
|
||||
var takeProfitPrice float64
|
||||
if pos.Side == "long" {
|
||||
takeProfitPrice = pos.EntryPrice * 1.10
|
||||
} else {
|
||||
takeProfitPrice = pos.EntryPrice * 0.90
|
||||
}
|
||||
|
||||
t.Logf("Position: %s %s, size=%.4f, entry=%.2f", pos.Symbol, pos.Side, pos.Size, pos.EntryPrice)
|
||||
t.Logf("Setting take-profit at %.2f", takeProfitPrice)
|
||||
|
||||
err = trader.SetTakeProfit("ETH", strings.ToUpper(pos.Side), pos.Size, takeProfitPrice)
|
||||
skipIfJurisdictionRestricted(t, err)
|
||||
if err != nil {
|
||||
t.Errorf("SetTakeProfit failed: %v", err)
|
||||
} else {
|
||||
t.Log("✅ SetTakeProfit succeeded")
|
||||
}
|
||||
}
|
||||
|
||||
// ==================== Full Trading Flow Tests ====================
|
||||
|
||||
func TestLighterFullTradingFlow(t *testing.T) {
|
||||
skipIfNoEnv(t)
|
||||
|
||||
if os.Getenv("LIGHTER_TRADE_TEST") != "1" {
|
||||
t.Skip("Skipping full trading flow test. Set LIGHTER_TRADE_TEST=1 to run")
|
||||
}
|
||||
|
||||
trader := createTestTrader(t)
|
||||
defer trader.Cleanup()
|
||||
|
||||
symbol := "ETH"
|
||||
quantity := 0.01 // Minimum quantity
|
||||
leverage := 10
|
||||
|
||||
// Step 1: Get initial state
|
||||
t.Log("=== Step 1: Get Initial State ===")
|
||||
balance, _ := trader.GetBalance()
|
||||
if equity, ok := balance["total_equity"].(float64); ok {
|
||||
t.Logf(" Initial equity: %.2f", equity)
|
||||
}
|
||||
|
||||
marketPrice, err := trader.GetMarketPrice(symbol)
|
||||
if err != nil {
|
||||
t.Fatalf("Failed to get market price: %v", err)
|
||||
}
|
||||
t.Logf(" Market price: %.2f", marketPrice)
|
||||
|
||||
// Step 2: Set leverage
|
||||
t.Log("=== Step 2: Set Leverage ===")
|
||||
err = trader.SetLeverage(symbol, leverage)
|
||||
skipIfJurisdictionRestricted(t, err)
|
||||
if err != nil {
|
||||
t.Fatalf("SetLeverage failed: %v", err)
|
||||
}
|
||||
t.Logf(" Leverage set to %dx", leverage)
|
||||
time.Sleep(2 * time.Second)
|
||||
|
||||
// Step 3: Open Long Position
|
||||
t.Log("=== Step 3: Open Long Position ===")
|
||||
result, err := trader.OpenLong(symbol, quantity, leverage)
|
||||
skipIfJurisdictionRestricted(t, err)
|
||||
if err != nil {
|
||||
t.Fatalf("OpenLong failed: %v", err)
|
||||
}
|
||||
t.Logf(" OpenLong result: %v", result)
|
||||
time.Sleep(3 * time.Second)
|
||||
|
||||
// Step 4: Verify position
|
||||
t.Log("=== Step 4: Verify Position ===")
|
||||
pos, err := trader.GetPosition(symbol)
|
||||
if err != nil {
|
||||
t.Errorf("GetPosition failed: %v", err)
|
||||
} else if pos != nil {
|
||||
t.Logf(" Position: %s %s, size=%.4f, entry=%.2f, pnl=%.2f",
|
||||
pos.Symbol, pos.Side, pos.Size, pos.EntryPrice, pos.UnrealizedPnL)
|
||||
}
|
||||
|
||||
// Step 5: Place limit order (sell at higher price)
|
||||
t.Log("=== Step 5: Place Limit Sell Order ===")
|
||||
limitPrice := marketPrice * 1.05 // 5% above market
|
||||
limitResult, err := trader.CreateOrder(symbol, true, quantity, limitPrice, "limit", true)
|
||||
if err != nil {
|
||||
t.Logf(" Failed to place limit order: %v", err)
|
||||
} else {
|
||||
t.Logf(" Limit order placed: %v", limitResult)
|
||||
}
|
||||
time.Sleep(2 * time.Second)
|
||||
|
||||
// Step 6: Get open orders
|
||||
t.Log("=== Step 6: Get Open Orders ===")
|
||||
orders, err := trader.GetOpenOrders(symbol)
|
||||
if err != nil {
|
||||
t.Logf(" Failed to get open orders: %v", err)
|
||||
} else {
|
||||
t.Logf(" Open orders: %d", len(orders))
|
||||
for _, o := range orders {
|
||||
t.Logf(" - %s %s: qty=%.4f @ %.2f", o.Side, o.Type, o.Quantity, o.Price)
|
||||
}
|
||||
}
|
||||
|
||||
// Step 7: Cancel all orders
|
||||
t.Log("=== Step 7: Cancel All Orders ===")
|
||||
err = trader.CancelAllOrders(symbol)
|
||||
if err != nil {
|
||||
t.Logf(" Failed to cancel orders: %v", err)
|
||||
} else {
|
||||
t.Log(" All orders cancelled")
|
||||
}
|
||||
time.Sleep(2 * time.Second)
|
||||
|
||||
// Step 8: Close position
|
||||
t.Log("=== Step 8: Close Position ===")
|
||||
closeResult, err := trader.CloseLong(symbol, 0) // 0 = close all
|
||||
if err != nil {
|
||||
t.Errorf("CloseLong failed: %v", err)
|
||||
} else {
|
||||
t.Logf(" CloseLong result: %v", closeResult)
|
||||
}
|
||||
time.Sleep(3 * time.Second)
|
||||
|
||||
// Step 9: Verify position closed
|
||||
t.Log("=== Step 9: Verify Position Closed ===")
|
||||
pos, _ = trader.GetPosition(symbol)
|
||||
if pos == nil || pos.Size == 0 {
|
||||
t.Log(" ✅ Position closed successfully")
|
||||
} else {
|
||||
t.Logf(" ⚠️ Position still exists: size=%.4f", pos.Size)
|
||||
}
|
||||
|
||||
// Step 10: Get final balance
|
||||
t.Log("=== Step 10: Get Final State ===")
|
||||
balance, _ = trader.GetBalance()
|
||||
if equity, ok := balance["total_equity"].(float64); ok {
|
||||
t.Logf(" Final equity: %.2f", equity)
|
||||
}
|
||||
|
||||
t.Log("=== Full Trading Flow Completed ===")
|
||||
}
|
||||
|
||||
// ==================== API Key Validation Tests ====================
|
||||
|
||||
func TestLighterAPIKeyValid(t *testing.T) {
|
||||
skipIfNoEnv(t)
|
||||
|
||||
trader := createTestTrader(t)
|
||||
defer trader.Cleanup()
|
||||
|
||||
// Check if API key is valid
|
||||
if trader.apiKeyValid {
|
||||
t.Log("✅ API key is VALID and matches server")
|
||||
} else {
|
||||
t.Error("❌ API key is INVALID - does not match server")
|
||||
}
|
||||
|
||||
// Verify by checking the actual API key
|
||||
err := trader.checkClient()
|
||||
if err != nil {
|
||||
t.Errorf("API key verification error: %v", err)
|
||||
} else {
|
||||
t.Log("✅ API key verification passed")
|
||||
}
|
||||
}
|
||||
|
||||
// ==================== Market Order Tests ====================
|
||||
|
||||
func TestLighterMarketOrderBuy(t *testing.T) {
|
||||
skipIfNoEnv(t)
|
||||
|
||||
if os.Getenv("LIGHTER_TRADE_TEST") != "1" {
|
||||
t.Skip("Skipping market order test. Set LIGHTER_TRADE_TEST=1 to run")
|
||||
}
|
||||
|
||||
trader := createTestTrader(t)
|
||||
defer trader.Cleanup()
|
||||
|
||||
// Create a small market buy order
|
||||
quantity := 0.01
|
||||
t.Logf("Creating market buy order: %.4f ETH", quantity)
|
||||
|
||||
result, err := trader.CreateOrder("ETH", false, quantity, 0, "market", false)
|
||||
skipIfJurisdictionRestricted(t, err)
|
||||
if err != nil {
|
||||
t.Fatalf("Market buy failed: %v", err)
|
||||
}
|
||||
|
||||
t.Logf("✅ Market buy result: %v", result)
|
||||
|
||||
// Wait and close
|
||||
time.Sleep(3 * time.Second)
|
||||
|
||||
// Close the position
|
||||
_, err = trader.CloseLong("ETH", quantity)
|
||||
if err != nil {
|
||||
t.Logf("⚠️ Failed to close position: %v", err)
|
||||
} else {
|
||||
t.Log("✅ Position closed")
|
||||
}
|
||||
}
|
||||
|
||||
func TestLighterMarketOrderSell(t *testing.T) {
|
||||
skipIfNoEnv(t)
|
||||
|
||||
if os.Getenv("LIGHTER_TRADE_TEST") != "1" {
|
||||
t.Skip("Skipping market order test. Set LIGHTER_TRADE_TEST=1 to run")
|
||||
}
|
||||
|
||||
trader := createTestTrader(t)
|
||||
defer trader.Cleanup()
|
||||
|
||||
// Create a small market sell order (short)
|
||||
quantity := 0.01
|
||||
t.Logf("Creating market sell order (short): %.4f ETH", quantity)
|
||||
|
||||
result, err := trader.CreateOrder("ETH", true, quantity, 0, "market", false)
|
||||
skipIfJurisdictionRestricted(t, err)
|
||||
if err != nil {
|
||||
t.Fatalf("Market sell failed: %v", err)
|
||||
}
|
||||
|
||||
t.Logf("✅ Market sell result: %v", result)
|
||||
|
||||
// Wait and close
|
||||
time.Sleep(3 * time.Second)
|
||||
|
||||
// Close the position
|
||||
_, err = trader.CloseShort("ETH", quantity)
|
||||
if err != nil {
|
||||
t.Logf("⚠️ Failed to close position: %v", err)
|
||||
} else {
|
||||
t.Log("✅ Position closed")
|
||||
}
|
||||
}
|
||||
|
||||
// ==================== GetPosition Tests ====================
|
||||
|
||||
func TestLighterGetPosition(t *testing.T) {
|
||||
skipIfNoEnv(t)
|
||||
|
||||
trader := createTestTrader(t)
|
||||
defer trader.Cleanup()
|
||||
|
||||
// Test GetPosition for ETH
|
||||
pos, err := trader.GetPosition("ETH")
|
||||
if err != nil {
|
||||
t.Fatalf("GetPosition failed: %v", err)
|
||||
}
|
||||
|
||||
if pos == nil {
|
||||
t.Log("✅ No ETH position (pos is nil)")
|
||||
} else if pos.Size == 0 {
|
||||
t.Log("✅ No ETH position (size is 0)")
|
||||
} else {
|
||||
t.Logf("✅ ETH position found:")
|
||||
t.Logf(" Symbol: %s", pos.Symbol)
|
||||
t.Logf(" Side: %s", pos.Side)
|
||||
t.Logf(" Size: %.4f", pos.Size)
|
||||
t.Logf(" Entry Price: %.2f", pos.EntryPrice)
|
||||
t.Logf(" Mark Price: %.2f", pos.MarkPrice)
|
||||
t.Logf(" Liquidation Price: %.2f", pos.LiquidationPrice)
|
||||
t.Logf(" Unrealized PnL: %.2f", pos.UnrealizedPnL)
|
||||
t.Logf(" Leverage: %.1fx", pos.Leverage)
|
||||
}
|
||||
}
|
||||
|
||||
// ==================== Symbol Normalization Tests ====================
|
||||
|
||||
func TestLighterSymbolNormalization(t *testing.T) {
|
||||
skipIfNoEnv(t)
|
||||
|
||||
trader := createTestTrader(t)
|
||||
defer trader.Cleanup()
|
||||
|
||||
// Test different symbol formats
|
||||
testCases := []struct {
|
||||
input string
|
||||
expected string
|
||||
}{
|
||||
{"ETH", "ETH"},
|
||||
{"ETH-PERP", "ETH"},
|
||||
{"ETHUSDT", "ETH"},
|
||||
{"ETH/USDT", "ETH"},
|
||||
{"BTC", "BTC"},
|
||||
{"BTCUSDT", "BTC"},
|
||||
}
|
||||
|
||||
for _, tc := range testCases {
|
||||
// Try to get market price with different formats
|
||||
price, err := trader.GetMarketPrice(tc.input)
|
||||
if err != nil {
|
||||
t.Logf("⚠️ GetMarketPrice(%s) failed: %v", tc.input, err)
|
||||
} else {
|
||||
t.Logf("✅ GetMarketPrice(%s) = %.2f", tc.input, price)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -74,7 +74,6 @@ type LighterTraderV2 struct {
|
||||
apiKeyPrivateKey string // 40-byte API Key private key (for signing transactions)
|
||||
apiKeyIndex uint8 // API Key index (default 0)
|
||||
accountIndex int64 // Account index
|
||||
apiKeyValid bool // Whether API key has been validated against server
|
||||
|
||||
// Authentication token
|
||||
authToken string
|
||||
@@ -86,10 +85,8 @@ type LighterTraderV2 struct {
|
||||
precisionMutex sync.RWMutex
|
||||
|
||||
// Market index cache
|
||||
marketIndexMap map[string]uint16 // symbol -> market_id
|
||||
marketMutex sync.RWMutex
|
||||
marketListCache []MarketInfo // Cached market list
|
||||
marketListCacheTime time.Time // Time when cache was populated
|
||||
marketIndexMap map[string]uint16 // symbol -> market_id
|
||||
marketMutex sync.RWMutex
|
||||
}
|
||||
|
||||
// NewLighterTraderV2 Create new LIGHTER trader (using official SDK)
|
||||
@@ -130,6 +127,9 @@ func NewLighterTraderV2(walletAddr, apiKeyPrivateKeyHex string, apiKeyIndex int,
|
||||
walletAddr: walletAddr,
|
||||
client: &http.Client{
|
||||
Timeout: 30 * time.Second,
|
||||
Transport: &http.Transport{
|
||||
Proxy: nil, // Disable proxy for direct connection to Lighter API
|
||||
},
|
||||
},
|
||||
baseURL: baseURL,
|
||||
testnet: testnet,
|
||||
@@ -162,18 +162,14 @@ func NewLighterTraderV2(walletAddr, apiKeyPrivateKeyHex string, apiKeyIndex int,
|
||||
|
||||
// 7. Verify API Key is correct
|
||||
if err := trader.checkClient(); err != nil {
|
||||
trader.apiKeyValid = false
|
||||
logger.Warnf("⚠️ API Key verification FAILED: %v", err)
|
||||
logger.Warnf("⚠️ ❌ The API key stored in NOFX does NOT match the API key registered on Lighter.")
|
||||
logger.Warnf("⚠️ ❌ ALL trading operations (open/close positions, cancel orders) WILL FAIL with 'invalid signature' error.")
|
||||
logger.Warnf("⚠️ 🔧 To fix: Update your Lighter API key in NOFX Exchange settings with the correct key from app.lighter.xyz")
|
||||
// Don't fail here, allow trader to continue for read operations (balance, positions)
|
||||
} else {
|
||||
trader.apiKeyValid = true
|
||||
logger.Warnf("⚠️ API Key verification failed: %v", err)
|
||||
logger.Warnf("⚠️ The API key may not be registered on-chain. Authenticated API calls (like GetTrades) will fail.")
|
||||
logger.Warnf("⚠️ To fix: Register this API key using change_api_key transaction from app.lighter.xyz")
|
||||
// Don't fail here, allow trader to continue (may work with some operations)
|
||||
}
|
||||
|
||||
logger.Infof("✓ LIGHTER trader initialized (account=%d, apiKey=%d, testnet=%v, apiKeyValid=%v)",
|
||||
trader.accountIndex, trader.apiKeyIndex, testnet, trader.apiKeyValid)
|
||||
logger.Infof("✓ LIGHTER trader initialized successfully (account=%d, apiKey=%d, testnet=%v)",
|
||||
trader.accountIndex, trader.apiKeyIndex, testnet)
|
||||
|
||||
return trader, nil
|
||||
}
|
||||
@@ -216,7 +212,7 @@ func (t *LighterTraderV2) getAccountByL1Address() (*AccountInfo, error) {
|
||||
}
|
||||
|
||||
// Log raw response for debugging
|
||||
logger.Debugf("LIGHTER account API response: %s", string(body))
|
||||
logger.Infof("LIGHTER account API response: %s", string(body))
|
||||
|
||||
if resp.StatusCode != http.StatusOK {
|
||||
return nil, fmt.Errorf("failed to get account (status %d): %s", resp.StatusCode, string(body))
|
||||
@@ -242,10 +238,10 @@ func (t *LighterTraderV2) getAccountByL1Address() (*AccountInfo, error) {
|
||||
return nil, fmt.Errorf("no account found for wallet address: %s (try depositing funds first at app.lighter.xyz)", t.walletAddr)
|
||||
}
|
||||
|
||||
// Log account summary
|
||||
logger.Infof("Found %d account(s) (main: %d, sub: %d)", len(allAccounts), len(accountResp.Accounts), len(accountResp.SubAccounts))
|
||||
// Log all found accounts
|
||||
logger.Infof("Found %d accounts (main: %d, sub: %d)", len(allAccounts), len(accountResp.Accounts), len(accountResp.SubAccounts))
|
||||
for i, acc := range allAccounts {
|
||||
logger.Debugf(" Account[%d]: index=%d, collateral=%s", i, acc.AccountIndex, acc.Collateral)
|
||||
logger.Infof(" Account[%d]: index=%d, collateral=%s", i, acc.AccountIndex, acc.Collateral)
|
||||
}
|
||||
|
||||
account := &allAccounts[0]
|
||||
@@ -257,79 +253,26 @@ func (t *LighterTraderV2) getAccountByL1Address() (*AccountInfo, error) {
|
||||
return account, nil
|
||||
}
|
||||
|
||||
// ApiKeyResponse API key query response
|
||||
type ApiKeyResponse struct {
|
||||
Code int `json:"code"`
|
||||
ApiKeys []struct {
|
||||
AccountIndex int64 `json:"account_index"`
|
||||
ApiKeyIndex uint8 `json:"api_key_index"`
|
||||
Nonce int64 `json:"nonce"`
|
||||
PublicKey string `json:"public_key"`
|
||||
} `json:"api_keys"`
|
||||
}
|
||||
|
||||
// getApiKeyFromServer Get API Key public key from Lighter server
|
||||
// Uses our own HTTP client instead of SDK's global client to avoid connection issues
|
||||
func (t *LighterTraderV2) getApiKeyFromServer() (string, error) {
|
||||
endpoint := fmt.Sprintf("%s/api/v1/apikeys?account_index=%d&api_key_index=%d",
|
||||
t.baseURL, t.accountIndex, t.apiKeyIndex)
|
||||
|
||||
req, err := http.NewRequest("GET", endpoint, nil)
|
||||
if err != nil {
|
||||
return "", err
|
||||
}
|
||||
|
||||
resp, err := t.client.Do(req)
|
||||
if err != nil {
|
||||
return "", err
|
||||
}
|
||||
defer resp.Body.Close()
|
||||
|
||||
body, err := io.ReadAll(resp.Body)
|
||||
if err != nil {
|
||||
return "", err
|
||||
}
|
||||
|
||||
if resp.StatusCode != http.StatusOK {
|
||||
return "", fmt.Errorf("API error (status %d): %s", resp.StatusCode, string(body))
|
||||
}
|
||||
|
||||
var result ApiKeyResponse
|
||||
if err := json.Unmarshal(body, &result); err != nil {
|
||||
return "", fmt.Errorf("failed to parse response: %w", err)
|
||||
}
|
||||
|
||||
if result.Code != 200 {
|
||||
return "", fmt.Errorf("API error (code %d)", result.Code)
|
||||
}
|
||||
|
||||
if len(result.ApiKeys) == 0 {
|
||||
return "", fmt.Errorf("no API keys found for account %d", t.accountIndex)
|
||||
}
|
||||
|
||||
return result.ApiKeys[0].PublicKey, nil
|
||||
}
|
||||
|
||||
// checkClient Verify if API Key is correct
|
||||
func (t *LighterTraderV2) checkClient() error {
|
||||
if t.txClient == nil {
|
||||
return fmt.Errorf("TxClient not initialized")
|
||||
}
|
||||
|
||||
// Get API Key public key registered on server (using our own HTTP client)
|
||||
serverPubKey, err := t.getApiKeyFromServer()
|
||||
// Get API Key public key registered on server
|
||||
publicKey, err := t.httpClient.GetApiKey(t.accountIndex, t.apiKeyIndex)
|
||||
if err != nil {
|
||||
return fmt.Errorf("failed to get API Key: %w", err)
|
||||
}
|
||||
|
||||
// Get local API Key public key from SDK
|
||||
// Get local API Key public key
|
||||
pubKeyBytes := t.txClient.GetKeyManager().PubKeyBytes()
|
||||
localPubKey := hexutil.Encode(pubKeyBytes[:])
|
||||
localPubKey = strings.TrimPrefix(localPubKey, "0x")
|
||||
localPubKey = strings.Replace(localPubKey, "0x", "", 1)
|
||||
|
||||
// Compare public keys
|
||||
if serverPubKey != localPubKey {
|
||||
return fmt.Errorf("API Key mismatch: local=%s, server=%s", localPubKey, serverPubKey)
|
||||
if publicKey != localPubKey {
|
||||
return fmt.Errorf("API Key mismatch: local=%s, server=%s", localPubKey, publicKey)
|
||||
}
|
||||
|
||||
logger.Infof("✓ API Key verification passed")
|
||||
@@ -493,8 +436,12 @@ func (t *LighterTraderV2) GetTrades(startTime time.Time, limit int) ([]TradeReco
|
||||
return []TradeRecord{}, nil
|
||||
}
|
||||
|
||||
// Debug: log raw response
|
||||
logger.Debugf("Lighter trades API response: %s", string(body))
|
||||
// Debug: log raw response (first 500 chars)
|
||||
logBody := string(body)
|
||||
if len(logBody) > 500 {
|
||||
logBody = logBody[:500] + "..."
|
||||
}
|
||||
logger.Infof("📋 Lighter trades API raw response: %s", logBody)
|
||||
|
||||
var response LighterTradeResponse
|
||||
if err := json.Unmarshal(body, &response); err != nil {
|
||||
|
||||
@@ -11,7 +11,6 @@ import (
|
||||
)
|
||||
|
||||
// getFullAccountInfo Fetch full account info from Lighter API (includes balance and positions)
|
||||
// Supports both main accounts and sub-accounts
|
||||
func (t *LighterTraderV2) getFullAccountInfo() (*AccountInfo, error) {
|
||||
endpoint := fmt.Sprintf("%s/api/v1/account?by=l1_address&value=%s", t.baseURL, t.walletAddr)
|
||||
|
||||
@@ -35,47 +34,20 @@ func (t *LighterTraderV2) getFullAccountInfo() (*AccountInfo, error) {
|
||||
return nil, fmt.Errorf("failed to get account (status %d): %s", resp.StatusCode, string(body))
|
||||
}
|
||||
|
||||
// Parse response - Lighter may return accounts in "accounts" or "sub_accounts" field
|
||||
// Parse response - Lighter returns {"accounts": [...]}
|
||||
var accountResp AccountResponse
|
||||
if err := json.Unmarshal(body, &accountResp); err != nil {
|
||||
return nil, fmt.Errorf("failed to parse account response: %w", err)
|
||||
}
|
||||
|
||||
// Check for API error code
|
||||
if accountResp.Code != 0 && accountResp.Code != 200 {
|
||||
return nil, fmt.Errorf("Lighter API error (code %d): %s", accountResp.Code, accountResp.Message)
|
||||
if len(accountResp.Accounts) == 0 {
|
||||
return nil, fmt.Errorf("no account found for wallet address: %s", t.walletAddr)
|
||||
}
|
||||
|
||||
// Combine both accounts and sub_accounts - some users have sub-accounts
|
||||
var allAccounts []AccountInfo
|
||||
allAccounts = append(allAccounts, accountResp.Accounts...)
|
||||
allAccounts = append(allAccounts, accountResp.SubAccounts...)
|
||||
|
||||
if len(allAccounts) == 0 {
|
||||
return nil, fmt.Errorf("no account found for wallet address: %s (try depositing funds first at app.lighter.xyz)", t.walletAddr)
|
||||
}
|
||||
|
||||
// Find the account that matches our stored accountIndex, or use the first one
|
||||
var account *AccountInfo
|
||||
for i := range allAccounts {
|
||||
acc := &allAccounts[i]
|
||||
// Use index field if account_index is 0
|
||||
if acc.AccountIndex == 0 && acc.Index != 0 {
|
||||
acc.AccountIndex = acc.Index
|
||||
}
|
||||
// Match by stored accountIndex if we have one
|
||||
if t.accountIndex != 0 && acc.AccountIndex == t.accountIndex {
|
||||
account = acc
|
||||
break
|
||||
}
|
||||
}
|
||||
|
||||
// If no specific match, use the first account
|
||||
if account == nil {
|
||||
account = &allAccounts[0]
|
||||
if account.AccountIndex == 0 && account.Index != 0 {
|
||||
account.AccountIndex = account.Index
|
||||
}
|
||||
account := &accountResp.Accounts[0]
|
||||
// Use index field if account_index is 0
|
||||
if account.AccountIndex == 0 && account.Index != 0 {
|
||||
account.AccountIndex = account.Index
|
||||
}
|
||||
|
||||
return account, nil
|
||||
@@ -356,13 +328,12 @@ func (t *LighterTraderV2) FormatQuantity(symbol string, quantity float64) (strin
|
||||
return fmt.Sprintf("%.4f", quantity), nil
|
||||
}
|
||||
|
||||
// GetOrderBook Get order book (implements GridTrader interface)
|
||||
// Returns bids and asks as [][]float64 where each element is [price, quantity]
|
||||
func (t *LighterTraderV2) GetOrderBook(symbol string, depth int) (bids, asks [][]float64, err error) {
|
||||
// GetOrderBook Get order book with best bid/ask prices
|
||||
func (t *LighterTraderV2) GetOrderBook(symbol string) (bestBid, bestAsk float64, err error) {
|
||||
// Get market_id first
|
||||
marketID, err := t.getMarketIndex(symbol)
|
||||
if err != nil {
|
||||
return nil, nil, fmt.Errorf("failed to get market ID: %w", err)
|
||||
return 0, 0, fmt.Errorf("failed to get market ID: %w", err)
|
||||
}
|
||||
|
||||
// Get order book from Lighter API
|
||||
@@ -370,22 +341,22 @@ func (t *LighterTraderV2) GetOrderBook(symbol string, depth int) (bids, asks [][
|
||||
|
||||
req, err := http.NewRequest("GET", endpoint, nil)
|
||||
if err != nil {
|
||||
return nil, nil, err
|
||||
return 0, 0, err
|
||||
}
|
||||
|
||||
resp, err := t.client.Do(req)
|
||||
if err != nil {
|
||||
return nil, nil, err
|
||||
return 0, 0, err
|
||||
}
|
||||
defer resp.Body.Close()
|
||||
|
||||
body, err := io.ReadAll(resp.Body)
|
||||
if err != nil {
|
||||
return nil, nil, err
|
||||
return 0, 0, err
|
||||
}
|
||||
|
||||
if resp.StatusCode != http.StatusOK {
|
||||
return nil, nil, fmt.Errorf("failed to get order book (status %d): %s", resp.StatusCode, string(body))
|
||||
return 0, 0, fmt.Errorf("failed to get order book (status %d): %s", resp.StatusCode, string(body))
|
||||
}
|
||||
|
||||
// Parse response
|
||||
@@ -398,61 +369,35 @@ func (t *LighterTraderV2) GetOrderBook(symbol string, depth int) (bids, asks [][
|
||||
}
|
||||
|
||||
if err := json.Unmarshal(body, &apiResp); err != nil {
|
||||
return nil, nil, fmt.Errorf("failed to parse order book: %w", err)
|
||||
return 0, 0, fmt.Errorf("failed to parse order book: %w", err)
|
||||
}
|
||||
|
||||
if apiResp.Code != 200 {
|
||||
return nil, nil, fmt.Errorf("API error code: %d", apiResp.Code)
|
||||
return 0, 0, fmt.Errorf("API error code: %d", apiResp.Code)
|
||||
}
|
||||
|
||||
// Helper to parse price/quantity from interface{}
|
||||
parseFloat := func(v interface{}) float64 {
|
||||
if f, ok := v.(float64); ok {
|
||||
return f
|
||||
}
|
||||
if s, ok := v.(string); ok {
|
||||
f, _ := strconv.ParseFloat(s, 64)
|
||||
return f
|
||||
}
|
||||
return 0
|
||||
}
|
||||
|
||||
// Convert bids to [][]float64
|
||||
maxBids := len(apiResp.Data.Bids)
|
||||
if depth > 0 && depth < maxBids {
|
||||
maxBids = depth
|
||||
}
|
||||
bids = make([][]float64, 0, maxBids)
|
||||
for i := 0; i < maxBids; i++ {
|
||||
if len(apiResp.Data.Bids[i]) >= 2 {
|
||||
price := parseFloat(apiResp.Data.Bids[i][0])
|
||||
qty := parseFloat(apiResp.Data.Bids[i][1])
|
||||
if price > 0 && qty > 0 {
|
||||
bids = append(bids, []float64{price, qty})
|
||||
}
|
||||
// Get best bid (highest buy price)
|
||||
if len(apiResp.Data.Bids) > 0 && len(apiResp.Data.Bids[0]) >= 1 {
|
||||
if price, ok := apiResp.Data.Bids[0][0].(float64); ok {
|
||||
bestBid = price
|
||||
} else if priceStr, ok := apiResp.Data.Bids[0][0].(string); ok {
|
||||
bestBid, _ = strconv.ParseFloat(priceStr, 64)
|
||||
}
|
||||
}
|
||||
|
||||
// Convert asks to [][]float64
|
||||
maxAsks := len(apiResp.Data.Asks)
|
||||
if depth > 0 && depth < maxAsks {
|
||||
maxAsks = depth
|
||||
}
|
||||
asks = make([][]float64, 0, maxAsks)
|
||||
for i := 0; i < maxAsks; i++ {
|
||||
if len(apiResp.Data.Asks[i]) >= 2 {
|
||||
price := parseFloat(apiResp.Data.Asks[i][0])
|
||||
qty := parseFloat(apiResp.Data.Asks[i][1])
|
||||
if price > 0 && qty > 0 {
|
||||
asks = append(asks, []float64{price, qty})
|
||||
}
|
||||
// Get best ask (lowest sell price)
|
||||
if len(apiResp.Data.Asks) > 0 && len(apiResp.Data.Asks[0]) >= 1 {
|
||||
if price, ok := apiResp.Data.Asks[0][0].(float64); ok {
|
||||
bestAsk = price
|
||||
} else if priceStr, ok := apiResp.Data.Asks[0][0].(string); ok {
|
||||
bestAsk, _ = strconv.ParseFloat(priceStr, 64)
|
||||
}
|
||||
}
|
||||
|
||||
if len(bids) > 0 && len(asks) > 0 {
|
||||
logger.Infof("✓ Lighter order book: %s best_bid=%.2f, best_ask=%.2f, depth=%d/%d",
|
||||
symbol, bids[0][0], asks[0][0], len(bids), len(asks))
|
||||
if bestBid <= 0 || bestAsk <= 0 {
|
||||
return 0, 0, fmt.Errorf("invalid order book prices: bid=%.2f, ask=%.2f", bestBid, bestAsk)
|
||||
}
|
||||
|
||||
return bids, asks, nil
|
||||
logger.Infof("✓ Lighter order book: %s bid=%.2f, ask=%.2f", symbol, bestBid, bestAsk)
|
||||
return bestBid, bestAsk, nil
|
||||
}
|
||||
|
||||
@@ -1,11 +1,12 @@
|
||||
package trader
|
||||
|
||||
import (
|
||||
"bytes"
|
||||
"encoding/json"
|
||||
"fmt"
|
||||
"io"
|
||||
"mime/multipart"
|
||||
"net/http"
|
||||
"net/url"
|
||||
"nofx/logger"
|
||||
"strconv"
|
||||
|
||||
@@ -99,18 +100,15 @@ func (t *LighterTraderV2) GetOrderStatus(symbol string, orderID string) (map[str
|
||||
return nil, fmt.Errorf("invalid auth token: %w", err)
|
||||
}
|
||||
|
||||
// URL encode auth token (contains colons that need encoding)
|
||||
// Authentication: Use "auth" query parameter (not Authorization header)
|
||||
encodedAuth := url.QueryEscape(t.authToken)
|
||||
|
||||
// Build request URL with auth query parameter
|
||||
endpoint := fmt.Sprintf("%s/api/v1/order/%s?auth=%s", t.baseURL, orderID, encodedAuth)
|
||||
// Build request URL
|
||||
endpoint := fmt.Sprintf("%s/api/v1/order/%s", t.baseURL, orderID)
|
||||
|
||||
req, err := http.NewRequest("GET", endpoint, nil)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
req.Header.Set("Authorization", t.authToken)
|
||||
req.Header.Set("Content-Type", "application/json")
|
||||
|
||||
resp, err := t.client.Do(req)
|
||||
@@ -150,7 +148,7 @@ func (t *LighterTraderV2) GetOrderStatus(symbol string, orderID string) (map[str
|
||||
"orderId": order.OrderID,
|
||||
"status": unifiedStatus,
|
||||
"avgPrice": order.Price,
|
||||
"executedQty": order.FilledBaseAmount,
|
||||
"executedQty": order.FilledQty,
|
||||
"commission": 0.0,
|
||||
}, nil
|
||||
}
|
||||
@@ -212,15 +210,9 @@ func (t *LighterTraderV2) GetActiveOrders(symbol string) ([]OrderResponse, error
|
||||
return nil, fmt.Errorf("failed to get market index: %w", err)
|
||||
}
|
||||
|
||||
// URL encode auth token (contains colons that need encoding)
|
||||
// Authentication: Use "auth" query parameter (not Authorization header)
|
||||
encodedAuth := url.QueryEscape(t.authToken)
|
||||
|
||||
// Build request URL with auth query parameter
|
||||
endpoint := fmt.Sprintf("%s/api/v1/accountActiveOrders?account_index=%d&market_id=%d&auth=%s",
|
||||
t.baseURL, t.accountIndex, marketIndex, encodedAuth)
|
||||
|
||||
logger.Debugf("📋 LIGHTER GetActiveOrders: endpoint=%s", endpoint[:min(len(endpoint), 120)]+"...")
|
||||
// Build request URL
|
||||
endpoint := fmt.Sprintf("%s/api/v1/accountActiveOrders?account_index=%d&market_id=%d",
|
||||
t.baseURL, t.accountIndex, marketIndex)
|
||||
|
||||
// Send GET request
|
||||
req, err := http.NewRequest("GET", endpoint, nil)
|
||||
@@ -228,6 +220,8 @@ func (t *LighterTraderV2) GetActiveOrders(symbol string) ([]OrderResponse, error
|
||||
return nil, fmt.Errorf("failed to create request: %w", err)
|
||||
}
|
||||
|
||||
// Add authentication header
|
||||
req.Header.Set("Authorization", t.authToken)
|
||||
req.Header.Set("Content-Type", "application/json")
|
||||
|
||||
resp, err := t.client.Do(req)
|
||||
@@ -241,13 +235,11 @@ func (t *LighterTraderV2) GetActiveOrders(symbol string) ([]OrderResponse, error
|
||||
return nil, fmt.Errorf("failed to read response: %w", err)
|
||||
}
|
||||
|
||||
logger.Debugf("📋 LIGHTER GetActiveOrders raw response: %s", string(body))
|
||||
|
||||
// Parse response - Lighter API uses "orders" field, not "data"
|
||||
// Parse response
|
||||
var apiResp struct {
|
||||
Code int `json:"code"`
|
||||
Message string `json:"message"`
|
||||
Orders []OrderResponse `json:"orders"`
|
||||
Data []OrderResponse `json:"data"`
|
||||
}
|
||||
|
||||
if err := json.Unmarshal(body, &apiResp); err != nil {
|
||||
@@ -258,15 +250,11 @@ func (t *LighterTraderV2) GetActiveOrders(symbol string) ([]OrderResponse, error
|
||||
return nil, fmt.Errorf("failed to get active orders (code %d): %s", apiResp.Code, apiResp.Message)
|
||||
}
|
||||
|
||||
logger.Infof("✓ LIGHTER - Retrieved %d active orders", len(apiResp.Orders))
|
||||
for i, order := range apiResp.Orders {
|
||||
logger.Debugf(" Order[%d]: order_id=%s, order_index=%d, market=%d", i, order.OrderID, order.OrderIndex, order.MarketIndex)
|
||||
}
|
||||
return apiResp.Orders, nil
|
||||
logger.Infof("✓ LIGHTER - Retrieved %d active orders", len(apiResp.Data))
|
||||
return apiResp.Data, nil
|
||||
}
|
||||
|
||||
// CancelOrder Cancel a single order
|
||||
// orderID can be either a numeric order_index or a tx_hash string
|
||||
func (t *LighterTraderV2) CancelOrder(symbol, orderID string) error {
|
||||
if t.txClient == nil {
|
||||
return fmt.Errorf("TxClient not initialized")
|
||||
@@ -279,15 +267,10 @@ func (t *LighterTraderV2) CancelOrder(symbol, orderID string) error {
|
||||
}
|
||||
marketIndex := uint8(marketIndexU16) // SDK expects uint8
|
||||
|
||||
// Try to parse orderID as numeric order_index first
|
||||
// Convert orderID to int64
|
||||
orderIndex, err := strconv.ParseInt(orderID, 10, 64)
|
||||
if err != nil {
|
||||
// orderID is a tx_hash, need to query order to get numeric order_index
|
||||
logger.Debugf("📋 LIGHTER CancelOrder: orderID is tx_hash, querying order...")
|
||||
orderIndex, err = t.getOrderIndexByTxHash(symbol, orderID)
|
||||
if err != nil {
|
||||
return fmt.Errorf("failed to get order index from tx_hash: %w", err)
|
||||
}
|
||||
return fmt.Errorf("invalid order ID: %w", err)
|
||||
}
|
||||
|
||||
// Build cancel order request
|
||||
@@ -297,26 +280,22 @@ func (t *LighterTraderV2) CancelOrder(symbol, orderID string) error {
|
||||
}
|
||||
|
||||
// Sign transaction using SDK
|
||||
// Must provide FromAccountIndex and ApiKeyIndex for nonce auto-fetch to work
|
||||
nonce := int64(-1) // -1 means auto-fetch
|
||||
apiKeyIdx := t.apiKeyIndex
|
||||
tx, err := t.txClient.GetCancelOrderTransaction(txReq, &types.TransactOpts{
|
||||
FromAccountIndex: &t.accountIndex,
|
||||
ApiKeyIndex: &apiKeyIdx,
|
||||
Nonce: &nonce,
|
||||
Nonce: &nonce,
|
||||
})
|
||||
if err != nil {
|
||||
return fmt.Errorf("failed to sign cancel order: %w", err)
|
||||
}
|
||||
|
||||
// Get tx_info from SDK (consistent with CreateOrder and other transactions)
|
||||
txInfo, err := tx.GetTxInfo()
|
||||
// Serialize transaction
|
||||
txBytes, err := json.Marshal(tx)
|
||||
if err != nil {
|
||||
return fmt.Errorf("failed to get tx info: %w", err)
|
||||
return fmt.Errorf("failed to serialize transaction: %w", err)
|
||||
}
|
||||
|
||||
// Submit cancel order to LIGHTER API using unified submitOrder function
|
||||
_, err = t.submitOrder(int(tx.GetTxType()), txInfo)
|
||||
// Submit cancel order to LIGHTER API
|
||||
_, err = t.submitCancelOrder(txBytes)
|
||||
if err != nil {
|
||||
return fmt.Errorf("failed to submit cancel order: %w", err)
|
||||
}
|
||||
@@ -325,21 +304,65 @@ func (t *LighterTraderV2) CancelOrder(symbol, orderID string) error {
|
||||
return nil
|
||||
}
|
||||
|
||||
// getOrderIndexByTxHash finds the numeric order_index by searching active orders for the tx_hash
|
||||
func (t *LighterTraderV2) getOrderIndexByTxHash(symbol, txHash string) (int64, error) {
|
||||
// Get all active orders for this symbol
|
||||
orders, err := t.GetActiveOrders(symbol)
|
||||
// submitCancelOrder Submit signed cancel order to LIGHTER API using multipart/form-data
|
||||
func (t *LighterTraderV2) submitCancelOrder(signedTx []byte) (map[string]interface{}, error) {
|
||||
const TX_TYPE_CANCEL_ORDER = 15
|
||||
|
||||
// Build multipart form data (Lighter API requires form-data, not JSON)
|
||||
var body bytes.Buffer
|
||||
writer := multipart.NewWriter(&body)
|
||||
|
||||
// Add tx_type field
|
||||
if err := writer.WriteField("tx_type", strconv.Itoa(TX_TYPE_CANCEL_ORDER)); err != nil {
|
||||
return nil, fmt.Errorf("failed to write tx_type: %w", err)
|
||||
}
|
||||
|
||||
// Add tx_info field
|
||||
if err := writer.WriteField("tx_info", string(signedTx)); err != nil {
|
||||
return nil, fmt.Errorf("failed to write tx_info: %w", err)
|
||||
}
|
||||
|
||||
// Close multipart writer
|
||||
if err := writer.Close(); err != nil {
|
||||
return nil, fmt.Errorf("failed to close multipart writer: %w", err)
|
||||
}
|
||||
|
||||
// Send POST request to /api/v1/sendTx
|
||||
endpoint := fmt.Sprintf("%s/api/v1/sendTx", t.baseURL)
|
||||
httpReq, err := http.NewRequest("POST", endpoint, &body)
|
||||
if err != nil {
|
||||
return 0, fmt.Errorf("failed to get active orders: %w", err)
|
||||
return nil, err
|
||||
}
|
||||
|
||||
// Search for the order with matching tx_hash (order_id)
|
||||
for _, order := range orders {
|
||||
if order.OrderID == txHash {
|
||||
logger.Debugf("📋 LIGHTER Found order_index %d for tx_hash %s", order.OrderIndex, txHash)
|
||||
return order.OrderIndex, nil
|
||||
}
|
||||
httpReq.Header.Set("Content-Type", writer.FormDataContentType())
|
||||
|
||||
resp, err := t.client.Do(httpReq)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
defer resp.Body.Close()
|
||||
|
||||
respBody, err := io.ReadAll(resp.Body)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
return 0, fmt.Errorf("order not found with tx_hash: %s (may already be filled or cancelled)", txHash)
|
||||
// Parse response
|
||||
var sendResp SendTxResponse
|
||||
if err := json.Unmarshal(respBody, &sendResp); err != nil {
|
||||
return nil, fmt.Errorf("failed to parse response: %w, body: %s", err, string(respBody))
|
||||
}
|
||||
|
||||
// Check response code
|
||||
if sendResp.Code != 200 {
|
||||
return nil, fmt.Errorf("failed to submit cancel order (code %d): %s", sendResp.Code, sendResp.Message)
|
||||
}
|
||||
|
||||
result := map[string]interface{}{
|
||||
"tx_hash": sendResp.Data["tx_hash"],
|
||||
"status": "cancelled",
|
||||
}
|
||||
|
||||
logger.Infof("✓ Cancel order submitted to LIGHTER - tx_hash: %v", sendResp.Data["tx_hash"])
|
||||
return result, nil
|
||||
}
|
||||
|
||||
@@ -1,421 +0,0 @@
|
||||
package trader
|
||||
|
||||
import (
|
||||
"encoding/json"
|
||||
"net/http"
|
||||
"net/http/httptest"
|
||||
"net/url"
|
||||
"testing"
|
||||
|
||||
"github.com/stretchr/testify/assert"
|
||||
"github.com/stretchr/testify/require"
|
||||
)
|
||||
|
||||
// TestGetActiveOrders_ParseResponse tests parsing of Lighter API response
|
||||
func TestGetActiveOrders_ParseResponse(t *testing.T) {
|
||||
// Mock response from Lighter API
|
||||
mockResponse := `{
|
||||
"code": 200,
|
||||
"message": "success",
|
||||
"orders": [
|
||||
{
|
||||
"order_id": "123456",
|
||||
"order_index": 123456,
|
||||
"market_index": 0,
|
||||
"side": "ask",
|
||||
"type": "limit",
|
||||
"is_ask": true,
|
||||
"price": "3150.50",
|
||||
"initial_base_amount": "1.5",
|
||||
"remaining_base_amount": "1.5",
|
||||
"filled_base_amount": "0",
|
||||
"status": "open",
|
||||
"trigger_price": "",
|
||||
"reduce_only": false,
|
||||
"timestamp": 1736745600000,
|
||||
"created_at": 1736745600000
|
||||
},
|
||||
{
|
||||
"order_id": "123457",
|
||||
"order_index": 123457,
|
||||
"market_index": 0,
|
||||
"side": "bid",
|
||||
"type": "limit",
|
||||
"is_ask": false,
|
||||
"price": "3100.00",
|
||||
"initial_base_amount": "2.0",
|
||||
"remaining_base_amount": "2.0",
|
||||
"filled_base_amount": "0",
|
||||
"status": "open",
|
||||
"trigger_price": "",
|
||||
"reduce_only": false,
|
||||
"timestamp": 1736745601000,
|
||||
"created_at": 1736745601000
|
||||
},
|
||||
{
|
||||
"order_id": "123458",
|
||||
"order_index": 123458,
|
||||
"market_index": 0,
|
||||
"side": "ask",
|
||||
"type": "stop_loss",
|
||||
"is_ask": true,
|
||||
"price": "0",
|
||||
"initial_base_amount": "1.0",
|
||||
"remaining_base_amount": "1.0",
|
||||
"filled_base_amount": "0",
|
||||
"status": "open",
|
||||
"trigger_price": "3000.00",
|
||||
"reduce_only": true,
|
||||
"timestamp": 1736745602000,
|
||||
"created_at": 1736745602000
|
||||
}
|
||||
]
|
||||
}`
|
||||
|
||||
// Parse the response
|
||||
var apiResp struct {
|
||||
Code int `json:"code"`
|
||||
Message string `json:"message"`
|
||||
Orders []OrderResponse `json:"orders"`
|
||||
}
|
||||
|
||||
err := json.Unmarshal([]byte(mockResponse), &apiResp)
|
||||
require.NoError(t, err, "Should parse response without error")
|
||||
|
||||
// Verify parsed data
|
||||
assert.Equal(t, 200, apiResp.Code)
|
||||
assert.Equal(t, 3, len(apiResp.Orders))
|
||||
|
||||
// Test first order (sell limit)
|
||||
order1 := apiResp.Orders[0]
|
||||
assert.Equal(t, "123456", order1.OrderID)
|
||||
assert.True(t, order1.IsAsk, "First order should be ask (sell)")
|
||||
assert.Equal(t, "3150.50", order1.Price)
|
||||
assert.Equal(t, "1.5", order1.RemainingBaseAmount)
|
||||
assert.False(t, order1.ReduceOnly)
|
||||
|
||||
// Test second order (buy limit)
|
||||
order2 := apiResp.Orders[1]
|
||||
assert.Equal(t, "123457", order2.OrderID)
|
||||
assert.False(t, order2.IsAsk, "Second order should be bid (buy)")
|
||||
assert.Equal(t, "3100.00", order2.Price)
|
||||
|
||||
// Test third order (stop-loss)
|
||||
order3 := apiResp.Orders[2]
|
||||
assert.Equal(t, "123458", order3.OrderID)
|
||||
assert.Equal(t, "stop_loss", order3.Type)
|
||||
assert.Equal(t, "3000.00", order3.TriggerPrice)
|
||||
assert.True(t, order3.ReduceOnly)
|
||||
}
|
||||
|
||||
// TestGetActiveOrders_EmptyResponse tests handling of empty orders
|
||||
func TestGetActiveOrders_EmptyResponse(t *testing.T) {
|
||||
mockResponse := `{
|
||||
"code": 200,
|
||||
"message": "success",
|
||||
"orders": []
|
||||
}`
|
||||
|
||||
var apiResp struct {
|
||||
Code int `json:"code"`
|
||||
Message string `json:"message"`
|
||||
Orders []OrderResponse `json:"orders"`
|
||||
}
|
||||
|
||||
err := json.Unmarshal([]byte(mockResponse), &apiResp)
|
||||
require.NoError(t, err)
|
||||
assert.Equal(t, 200, apiResp.Code)
|
||||
assert.Equal(t, 0, len(apiResp.Orders))
|
||||
}
|
||||
|
||||
// TestGetActiveOrders_ErrorResponse tests handling of API error
|
||||
func TestGetActiveOrders_ErrorResponse(t *testing.T) {
|
||||
mockResponse := `{
|
||||
"code": 29500,
|
||||
"message": "internal server error: invalid signature"
|
||||
}`
|
||||
|
||||
var apiResp struct {
|
||||
Code int `json:"code"`
|
||||
Message string `json:"message"`
|
||||
Orders []OrderResponse `json:"orders"`
|
||||
}
|
||||
|
||||
err := json.Unmarshal([]byte(mockResponse), &apiResp)
|
||||
require.NoError(t, err)
|
||||
assert.Equal(t, 29500, apiResp.Code)
|
||||
assert.Contains(t, apiResp.Message, "invalid signature")
|
||||
}
|
||||
|
||||
// TestConvertOrderResponseToOpenOrder tests conversion logic
|
||||
func TestConvertOrderResponseToOpenOrder(t *testing.T) {
|
||||
testCases := []struct {
|
||||
name string
|
||||
order OrderResponse
|
||||
expectedSide string
|
||||
expectedType string
|
||||
expectedPosSide string
|
||||
}{
|
||||
{
|
||||
name: "Sell limit order (opening short)",
|
||||
order: OrderResponse{
|
||||
OrderID: "1",
|
||||
IsAsk: true,
|
||||
Type: "limit",
|
||||
Price: "3150.00",
|
||||
RemainingBaseAmount: "1.0",
|
||||
ReduceOnly: false,
|
||||
},
|
||||
expectedSide: "SELL",
|
||||
expectedType: "LIMIT",
|
||||
expectedPosSide: "SHORT",
|
||||
},
|
||||
{
|
||||
name: "Buy limit order (opening long)",
|
||||
order: OrderResponse{
|
||||
OrderID: "2",
|
||||
IsAsk: false,
|
||||
Type: "limit",
|
||||
Price: "3100.00",
|
||||
RemainingBaseAmount: "1.0",
|
||||
ReduceOnly: false,
|
||||
},
|
||||
expectedSide: "BUY",
|
||||
expectedType: "LIMIT",
|
||||
expectedPosSide: "LONG",
|
||||
},
|
||||
{
|
||||
name: "Sell stop-loss (closing long)",
|
||||
order: OrderResponse{
|
||||
OrderID: "3",
|
||||
IsAsk: true,
|
||||
Type: "stop_loss",
|
||||
TriggerPrice: "3000.00",
|
||||
RemainingBaseAmount: "1.0",
|
||||
ReduceOnly: true,
|
||||
},
|
||||
expectedSide: "SELL",
|
||||
expectedType: "STOP_MARKET",
|
||||
expectedPosSide: "LONG",
|
||||
},
|
||||
{
|
||||
name: "Buy stop-loss (closing short)",
|
||||
order: OrderResponse{
|
||||
OrderID: "4",
|
||||
IsAsk: false,
|
||||
Type: "stop_loss",
|
||||
TriggerPrice: "3200.00",
|
||||
RemainingBaseAmount: "1.0",
|
||||
ReduceOnly: true,
|
||||
},
|
||||
expectedSide: "BUY",
|
||||
expectedType: "STOP_MARKET",
|
||||
expectedPosSide: "SHORT",
|
||||
},
|
||||
{
|
||||
name: "Take profit (closing long)",
|
||||
order: OrderResponse{
|
||||
OrderID: "5",
|
||||
IsAsk: true,
|
||||
Type: "take_profit",
|
||||
TriggerPrice: "3500.00",
|
||||
RemainingBaseAmount: "1.0",
|
||||
ReduceOnly: true,
|
||||
},
|
||||
expectedSide: "SELL",
|
||||
expectedType: "TAKE_PROFIT_MARKET",
|
||||
expectedPosSide: "LONG",
|
||||
},
|
||||
}
|
||||
|
||||
for _, tc := range testCases {
|
||||
t.Run(tc.name, func(t *testing.T) {
|
||||
// Convert side
|
||||
side := "BUY"
|
||||
if tc.order.IsAsk {
|
||||
side = "SELL"
|
||||
}
|
||||
assert.Equal(t, tc.expectedSide, side)
|
||||
|
||||
// Convert order type
|
||||
orderType := "LIMIT"
|
||||
if tc.order.Type == "market" {
|
||||
orderType = "MARKET"
|
||||
} else if tc.order.Type == "stop_loss" || tc.order.Type == "stop" {
|
||||
orderType = "STOP_MARKET"
|
||||
} else if tc.order.Type == "take_profit" {
|
||||
orderType = "TAKE_PROFIT_MARKET"
|
||||
}
|
||||
assert.Equal(t, tc.expectedType, orderType)
|
||||
|
||||
// Convert position side
|
||||
positionSide := "LONG"
|
||||
if tc.order.ReduceOnly {
|
||||
if side == "BUY" {
|
||||
positionSide = "SHORT"
|
||||
} else {
|
||||
positionSide = "LONG"
|
||||
}
|
||||
} else {
|
||||
if side == "SELL" {
|
||||
positionSide = "SHORT"
|
||||
}
|
||||
}
|
||||
assert.Equal(t, tc.expectedPosSide, positionSide)
|
||||
})
|
||||
}
|
||||
}
|
||||
|
||||
// TestGetActiveOrders_MockServer tests the full HTTP flow with a mock server
|
||||
func TestGetActiveOrders_MockServer(t *testing.T) {
|
||||
// Create mock server
|
||||
server := httptest.NewServer(http.HandlerFunc(func(w http.ResponseWriter, r *http.Request) {
|
||||
// Verify request path and auth parameter
|
||||
assert.Contains(t, r.URL.Path, "/api/v1/accountActiveOrders")
|
||||
|
||||
// Check that auth query parameter is present
|
||||
authParam := r.URL.Query().Get("auth")
|
||||
if authParam == "" {
|
||||
// Return error if no auth parameter
|
||||
w.WriteHeader(http.StatusBadRequest)
|
||||
json.NewEncoder(w).Encode(map[string]interface{}{
|
||||
"code": 29500,
|
||||
"message": "internal server error: invalid signature",
|
||||
})
|
||||
return
|
||||
}
|
||||
|
||||
// Return success response
|
||||
response := map[string]interface{}{
|
||||
"code": 200,
|
||||
"message": "success",
|
||||
"orders": []map[string]interface{}{
|
||||
{
|
||||
"order_id": "123456",
|
||||
"order_index": 123456,
|
||||
"market_index": 0,
|
||||
"side": "ask",
|
||||
"type": "limit",
|
||||
"is_ask": true,
|
||||
"price": "3150.50",
|
||||
"initial_base_amount": "1.5",
|
||||
"remaining_base_amount": "1.5",
|
||||
"filled_base_amount": "0",
|
||||
"status": "open",
|
||||
"trigger_price": "",
|
||||
"reduce_only": false,
|
||||
},
|
||||
},
|
||||
}
|
||||
json.NewEncoder(w).Encode(response)
|
||||
}))
|
||||
defer server.Close()
|
||||
|
||||
// Test request without auth - should fail
|
||||
resp, err := http.Get(server.URL + "/api/v1/accountActiveOrders?account_index=123&market_id=0")
|
||||
require.NoError(t, err)
|
||||
defer resp.Body.Close()
|
||||
|
||||
var errorResp struct {
|
||||
Code int `json:"code"`
|
||||
Message string `json:"message"`
|
||||
}
|
||||
json.NewDecoder(resp.Body).Decode(&errorResp)
|
||||
assert.Equal(t, 29500, errorResp.Code)
|
||||
|
||||
// Test request with auth - should succeed
|
||||
resp2, err := http.Get(server.URL + "/api/v1/accountActiveOrders?account_index=123&market_id=0&auth=test_token")
|
||||
require.NoError(t, err)
|
||||
defer resp2.Body.Close()
|
||||
|
||||
var successResp struct {
|
||||
Code int `json:"code"`
|
||||
Message string `json:"message"`
|
||||
Orders []OrderResponse `json:"orders"`
|
||||
}
|
||||
json.NewDecoder(resp2.Body).Decode(&successResp)
|
||||
assert.Equal(t, 200, successResp.Code)
|
||||
assert.Equal(t, 1, len(successResp.Orders))
|
||||
}
|
||||
|
||||
// TestAuthTokenFormat tests the auth token format
|
||||
func TestAuthTokenFormat(t *testing.T) {
|
||||
// Auth token format: timestamp:account_index:api_key_index:signature
|
||||
// Example: 1768308847:687247:0:742e02...
|
||||
|
||||
sampleToken := "1768308847:687247:0:742e02abc123"
|
||||
|
||||
// The token should be URL encoded when used as query parameter
|
||||
// Colons become %3A
|
||||
expectedEncoded := "1768308847%3A687247%3A0%3A742e02abc123"
|
||||
|
||||
// URL encode the token
|
||||
encoded := url.QueryEscape(sampleToken)
|
||||
|
||||
assert.Equal(t, expectedEncoded, encoded)
|
||||
}
|
||||
|
||||
// TestOrderResponseStruct tests that OrderResponse struct matches API response
|
||||
func TestOrderResponseStruct(t *testing.T) {
|
||||
// Real API response sample (from logs)
|
||||
realResponse := `{
|
||||
"order_id": "4609885",
|
||||
"order_index": 4609885,
|
||||
"market_index": 0,
|
||||
"side": "ask",
|
||||
"type": "limit",
|
||||
"is_ask": true,
|
||||
"price": "3150.00",
|
||||
"initial_base_amount": "0.0300",
|
||||
"remaining_base_amount": "0.0300",
|
||||
"filled_base_amount": "0",
|
||||
"status": "open",
|
||||
"trigger_price": "",
|
||||
"reduce_only": false,
|
||||
"timestamp": 1736745600000,
|
||||
"created_at": 1736745600000
|
||||
}`
|
||||
|
||||
var order OrderResponse
|
||||
err := json.Unmarshal([]byte(realResponse), &order)
|
||||
require.NoError(t, err)
|
||||
|
||||
assert.Equal(t, "4609885", order.OrderID)
|
||||
assert.Equal(t, int64(4609885), order.OrderIndex)
|
||||
assert.Equal(t, 0, order.MarketIndex)
|
||||
assert.Equal(t, "ask", order.Side)
|
||||
assert.Equal(t, "limit", order.Type)
|
||||
assert.True(t, order.IsAsk)
|
||||
assert.Equal(t, "3150.00", order.Price)
|
||||
assert.Equal(t, "0.0300", order.InitialBaseAmount)
|
||||
assert.Equal(t, "0.0300", order.RemainingBaseAmount)
|
||||
assert.Equal(t, "0", order.FilledBaseAmount)
|
||||
assert.Equal(t, "open", order.Status)
|
||||
assert.Equal(t, "", order.TriggerPrice)
|
||||
assert.False(t, order.ReduceOnly)
|
||||
assert.Equal(t, int64(1736745600000), order.Timestamp)
|
||||
assert.Equal(t, int64(1736745600000), order.CreatedAt)
|
||||
}
|
||||
|
||||
// BenchmarkParseOrderResponse benchmarks response parsing
|
||||
func BenchmarkParseOrderResponse(b *testing.B) {
|
||||
mockResponse := `{
|
||||
"code": 200,
|
||||
"message": "success",
|
||||
"orders": [
|
||||
{"order_id": "1", "is_ask": true, "price": "3150.50", "remaining_base_amount": "1.5"},
|
||||
{"order_id": "2", "is_ask": false, "price": "3100.00", "remaining_base_amount": "2.0"},
|
||||
{"order_id": "3", "is_ask": true, "price": "3200.00", "remaining_base_amount": "0.5"}
|
||||
]
|
||||
}`
|
||||
|
||||
b.ResetTimer()
|
||||
for i := 0; i < b.N; i++ {
|
||||
var apiResp struct {
|
||||
Code int `json:"code"`
|
||||
Message string `json:"message"`
|
||||
Orders []OrderResponse `json:"orders"`
|
||||
}
|
||||
json.Unmarshal([]byte(mockResponse), &apiResp)
|
||||
}
|
||||
}
|
||||
@@ -273,13 +273,9 @@ func (t *LighterTraderV2) CreateOrder(symbol string, isAsk bool, quantity float6
|
||||
}
|
||||
|
||||
// Sign transaction using SDK (nonce will be auto-fetched)
|
||||
// Must provide FromAccountIndex and ApiKeyIndex for nonce auto-fetch to work
|
||||
nonce := int64(-1) // -1 means auto-fetch
|
||||
apiKeyIdx := t.apiKeyIndex
|
||||
tx, err := t.txClient.GetCreateOrderTransaction(txReq, &types.TransactOpts{
|
||||
FromAccountIndex: &t.accountIndex,
|
||||
ApiKeyIndex: &apiKeyIdx,
|
||||
Nonce: &nonce,
|
||||
Nonce: &nonce,
|
||||
})
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to sign order: %w", err)
|
||||
@@ -292,7 +288,7 @@ func (t *LighterTraderV2) CreateOrder(symbol string, isAsk bool, quantity float6
|
||||
}
|
||||
|
||||
// Debug: Log the tx_info content
|
||||
logger.Debugf("tx_type: %d, tx_info: %s", tx.GetTxType(), txInfo)
|
||||
logger.Infof("DEBUG tx_type: %d, tx_info: %s", tx.GetTxType(), txInfo)
|
||||
|
||||
// Submit order to LIGHTER API
|
||||
orderResp, err := t.submitOrder(int(tx.GetTxType()), txInfo)
|
||||
@@ -306,16 +302,6 @@ func (t *LighterTraderV2) CreateOrder(symbol string, isAsk bool, quantity float6
|
||||
}
|
||||
logger.Infof("✓ LIGHTER order created: %s %s qty=%.4f", symbol, side, quantity)
|
||||
|
||||
// For limit orders, poll for the actual order_index after submission
|
||||
// This is needed because CancelOrder requires the numeric order_index, not tx_hash
|
||||
if orderType == "limit" {
|
||||
txHash, _ := orderResp["tx_hash"].(string)
|
||||
if orderIndex, err := t.pollForOrderIndex(symbol, txHash); err == nil && orderIndex > 0 {
|
||||
orderResp["orderId"] = fmt.Sprintf("%d", orderIndex)
|
||||
orderResp["order_index"] = orderIndex
|
||||
}
|
||||
}
|
||||
|
||||
return orderResp, nil
|
||||
}
|
||||
|
||||
@@ -400,19 +386,10 @@ func (t *LighterTraderV2) submitOrder(txType int, txInfo string) (map[string]int
|
||||
}
|
||||
|
||||
// Log full response for debugging
|
||||
logger.Debugf("API response: %s", string(respBody))
|
||||
logger.Infof("DEBUG API response: %s", string(respBody))
|
||||
|
||||
// Check response code
|
||||
if sendResp.Code != 200 {
|
||||
// Provide more specific error message for signature errors
|
||||
// Code 21120: invalid signature (order submission)
|
||||
// Code 29500: internal server error: invalid signature (authenticated GET APIs)
|
||||
if (sendResp.Code == 21120 || sendResp.Code == 29500) && strings.Contains(sendResp.Message, "invalid signature") {
|
||||
if !t.apiKeyValid {
|
||||
return nil, fmt.Errorf("API Key MISMATCH (code %d): The API key stored in NOFX does not match the one registered on Lighter. Please update your Lighter API key in Exchange settings at app.lighter.xyz", sendResp.Code)
|
||||
}
|
||||
return nil, fmt.Errorf("API Key signature invalid (code %d): Please verify your Lighter API Key in Exchange settings matches the key registered at app.lighter.xyz", sendResp.Code)
|
||||
}
|
||||
return nil, fmt.Errorf("failed to submit order (code %d): %s", sendResp.Code, sendResp.Message)
|
||||
}
|
||||
|
||||
@@ -426,45 +403,17 @@ func (t *LighterTraderV2) submitOrder(txType int, txInfo string) (map[string]int
|
||||
}
|
||||
}
|
||||
|
||||
logger.Infof("✓ Order submitted to LIGHTER - tx_hash: %s", txHash)
|
||||
|
||||
result := map[string]interface{}{
|
||||
"tx_hash": txHash,
|
||||
"status": "submitted",
|
||||
"orderId": txHash, // Use tx_hash as orderId initially
|
||||
"orderId": txHash, // Use tx_hash as orderId
|
||||
}
|
||||
|
||||
logger.Infof("✓ Order submitted to LIGHTER - tx_hash: %s", txHash)
|
||||
|
||||
return result, nil
|
||||
}
|
||||
|
||||
// pollForOrderIndex polls active orders to find the order_index for a newly created order
|
||||
// Returns the highest order_index (newest order) for the given symbol
|
||||
func (t *LighterTraderV2) pollForOrderIndex(symbol string, txHash string) (int64, error) {
|
||||
// Wait a moment for the order to be processed
|
||||
time.Sleep(500 * time.Millisecond)
|
||||
|
||||
// Get active orders
|
||||
orders, err := t.GetActiveOrders(symbol)
|
||||
if err != nil {
|
||||
return 0, fmt.Errorf("failed to get active orders: %w", err)
|
||||
}
|
||||
|
||||
if len(orders) == 0 {
|
||||
return 0, fmt.Errorf("no active orders found (order may have been filled immediately)")
|
||||
}
|
||||
|
||||
// Find the highest order_index (newest order)
|
||||
var highestIndex int64
|
||||
for _, order := range orders {
|
||||
if order.OrderIndex > highestIndex {
|
||||
highestIndex = order.OrderIndex
|
||||
}
|
||||
}
|
||||
|
||||
logger.Infof("✓ Order created with order_index: %d (tx_hash: %s)", highestIndex, txHash)
|
||||
return highestIndex, nil
|
||||
}
|
||||
|
||||
// normalizeSymbol Convert NOFX symbol format to Lighter format
|
||||
// NOFX uses "BTC-PERP", "BTCUSDT", etc. Lighter uses "BTC", "ETH", etc.
|
||||
func normalizeSymbol(symbol string) string {
|
||||
@@ -482,7 +431,7 @@ func (t *LighterTraderV2) getMarketInfo(symbol string) (*MarketInfo, error) {
|
||||
// Normalize symbol to Lighter format
|
||||
normalizedSymbol := normalizeSymbol(symbol)
|
||||
|
||||
// Fetch market list from API (cached for 1 hour)
|
||||
// 1. Fetch market list from API (TODO: cache this)
|
||||
markets, err := t.fetchMarketList()
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to fetch market list: %w", err)
|
||||
@@ -518,18 +467,8 @@ type MarketInfo struct {
|
||||
PriceDecimals int `json:"price_decimals"`
|
||||
}
|
||||
|
||||
// fetchMarketList Fetch market list from API with caching (TTL: 1 hour)
|
||||
// fetchMarketList Fetch market list from API
|
||||
func (t *LighterTraderV2) fetchMarketList() ([]MarketInfo, error) {
|
||||
// Check cache (TTL: 1 hour)
|
||||
t.marketMutex.RLock()
|
||||
if len(t.marketListCache) > 0 && time.Since(t.marketListCacheTime) < time.Hour {
|
||||
cached := t.marketListCache
|
||||
t.marketMutex.RUnlock()
|
||||
return cached, nil
|
||||
}
|
||||
t.marketMutex.RUnlock()
|
||||
|
||||
// Fetch from API
|
||||
endpoint := fmt.Sprintf("%s/api/v1/orderBooks", t.baseURL)
|
||||
|
||||
req, err := http.NewRequest("GET", endpoint, nil)
|
||||
@@ -575,20 +514,14 @@ func (t *LighterTraderV2) fetchMarketList() ([]MarketInfo, error) {
|
||||
for _, market := range apiResp.OrderBooks {
|
||||
if market.Status == "active" {
|
||||
markets = append(markets, MarketInfo{
|
||||
Symbol: market.Symbol,
|
||||
MarketID: market.MarketID,
|
||||
SizeDecimals: market.SupportedSizeDecimals,
|
||||
PriceDecimals: market.SupportedPriceDecimals,
|
||||
Symbol: market.Symbol,
|
||||
MarketID: market.MarketID,
|
||||
SizeDecimals: market.SupportedSizeDecimals,
|
||||
PriceDecimals: market.SupportedPriceDecimals,
|
||||
})
|
||||
}
|
||||
}
|
||||
|
||||
// Update cache
|
||||
t.marketMutex.Lock()
|
||||
t.marketListCache = markets
|
||||
t.marketListCacheTime = time.Now()
|
||||
t.marketMutex.Unlock()
|
||||
|
||||
logger.Infof("✓ Retrieved %d active markets from Lighter", len(markets))
|
||||
return markets, nil
|
||||
}
|
||||
@@ -617,132 +550,31 @@ func (t *LighterTraderV2) getFallbackMarketIndex(symbol string) (uint16, error)
|
||||
}
|
||||
|
||||
// SetLeverage Set leverage (implements Trader interface)
|
||||
// Lighter uses InitialMarginFraction to represent leverage:
|
||||
// - InitialMarginFraction = (100 / leverage) * 100 (stored as percentage * 100)
|
||||
// - e.g., 5x leverage = 20% margin = 2000 in API
|
||||
// - e.g., 20x leverage = 5% margin = 500 in API
|
||||
func (t *LighterTraderV2) SetLeverage(symbol string, leverage int) error {
|
||||
if t.txClient == nil {
|
||||
return fmt.Errorf("TxClient not initialized")
|
||||
}
|
||||
|
||||
// Validate leverage range (1x to 50x typical max)
|
||||
if leverage < 1 || leverage > 50 {
|
||||
return fmt.Errorf("leverage must be between 1 and 50, got %d", leverage)
|
||||
}
|
||||
// TODO: Sign and submit SetLeverage transaction using SDK
|
||||
logger.Infof("⚙️ Setting leverage: %s = %dx", symbol, leverage)
|
||||
|
||||
// Get market info (includes market_id)
|
||||
marketInfo, err := t.getMarketInfo(symbol)
|
||||
if err != nil {
|
||||
return fmt.Errorf("failed to get market info: %w", err)
|
||||
}
|
||||
marketIndex := uint8(marketInfo.MarketID)
|
||||
|
||||
// Calculate InitialMarginFraction from leverage
|
||||
// leverage = 100 / margin_fraction_percent
|
||||
// margin_fraction_percent = 100 / leverage
|
||||
// API value = margin_fraction_percent * 100
|
||||
marginFractionPercent := 100.0 / float64(leverage)
|
||||
initialMarginFraction := uint16(marginFractionPercent * 100) // e.g., 5x => 20% => 2000
|
||||
|
||||
logger.Infof("⚙️ Setting leverage: %s = %dx (margin_fraction=%.2f%%, API value=%d)",
|
||||
symbol, leverage, marginFractionPercent, initialMarginFraction)
|
||||
|
||||
// Build UpdateLeverage request
|
||||
txReq := &types.UpdateLeverageTxReq{
|
||||
MarketIndex: marketIndex,
|
||||
InitialMarginFraction: initialMarginFraction,
|
||||
MarginMode: 0, // 0 = cross margin (default)
|
||||
}
|
||||
|
||||
// Sign transaction using SDK
|
||||
nonce := int64(-1) // Auto-fetch nonce
|
||||
tx, err := t.txClient.GetUpdateLeverageTransaction(txReq, &types.TransactOpts{
|
||||
Nonce: &nonce,
|
||||
})
|
||||
if err != nil {
|
||||
return fmt.Errorf("failed to sign leverage transaction: %w", err)
|
||||
}
|
||||
|
||||
// Get tx_info from SDK
|
||||
txInfo, err := tx.GetTxInfo()
|
||||
if err != nil {
|
||||
return fmt.Errorf("failed to get tx info: %w", err)
|
||||
}
|
||||
|
||||
// Submit to Lighter API (reuse submitOrder which handles any transaction type)
|
||||
result, err := t.submitOrder(int(tx.GetTxType()), txInfo)
|
||||
if err != nil {
|
||||
return fmt.Errorf("failed to submit leverage transaction: %w", err)
|
||||
}
|
||||
|
||||
logger.Infof("✓ Leverage set successfully: %s = %dx (tx_hash: %v)", symbol, leverage, result["tx_hash"])
|
||||
return nil
|
||||
return nil // Return success for now
|
||||
}
|
||||
|
||||
// SetMarginMode Set margin mode (implements Trader interface)
|
||||
// Lighter uses UpdateLeverage transaction which includes both leverage and margin mode
|
||||
// MarginMode: 0 = cross, 1 = isolated
|
||||
func (t *LighterTraderV2) SetMarginMode(symbol string, isCrossMargin bool) error {
|
||||
if t.txClient == nil {
|
||||
return fmt.Errorf("TxClient not initialized")
|
||||
}
|
||||
|
||||
// Get market info
|
||||
marketInfo, err := t.getMarketInfo(symbol)
|
||||
if err != nil {
|
||||
return fmt.Errorf("failed to get market info: %w", err)
|
||||
}
|
||||
marketIndex := uint8(marketInfo.MarketID)
|
||||
|
||||
// Determine margin mode value
|
||||
var marginMode uint8 = 0 // cross
|
||||
modeStr := "cross"
|
||||
if !isCrossMargin {
|
||||
marginMode = 1 // isolated
|
||||
modeStr = "isolated"
|
||||
modeStr := "isolated"
|
||||
if isCrossMargin {
|
||||
modeStr = "cross"
|
||||
}
|
||||
|
||||
// Get current position to preserve leverage, or use default 10x if no position
|
||||
var initialMarginFraction uint16 = 1000 // Default 10x leverage (10% margin = 1000)
|
||||
pos, err := t.GetPosition(symbol)
|
||||
if err == nil && pos != nil && pos.Leverage > 0 {
|
||||
// Calculate InitialMarginFraction from current leverage
|
||||
marginFractionPercent := 100.0 / pos.Leverage
|
||||
initialMarginFraction = uint16(marginFractionPercent * 100)
|
||||
}
|
||||
logger.Infof("⚙️ Setting margin mode: %s = %s", symbol, modeStr)
|
||||
|
||||
logger.Infof("⚙️ Setting margin mode: %s = %s (margin_mode=%d, preserving leverage)", symbol, modeStr, marginMode)
|
||||
|
||||
// Build UpdateLeverage request (also updates margin mode)
|
||||
txReq := &types.UpdateLeverageTxReq{
|
||||
MarketIndex: marketIndex,
|
||||
InitialMarginFraction: initialMarginFraction,
|
||||
MarginMode: marginMode,
|
||||
}
|
||||
|
||||
// Sign transaction
|
||||
nonce := int64(-1)
|
||||
tx, err := t.txClient.GetUpdateLeverageTransaction(txReq, &types.TransactOpts{
|
||||
Nonce: &nonce,
|
||||
})
|
||||
if err != nil {
|
||||
return fmt.Errorf("failed to sign margin mode transaction: %w", err)
|
||||
}
|
||||
|
||||
// Get tx_info
|
||||
txInfo, err := tx.GetTxInfo()
|
||||
if err != nil {
|
||||
return fmt.Errorf("failed to get tx info: %w", err)
|
||||
}
|
||||
|
||||
// Submit to Lighter API
|
||||
result, err := t.submitOrder(int(tx.GetTxType()), txInfo)
|
||||
if err != nil {
|
||||
return fmt.Errorf("failed to submit margin mode transaction: %w", err)
|
||||
}
|
||||
|
||||
logger.Infof("✓ Margin mode set successfully: %s = %s (tx_hash: %v)", symbol, modeStr, result["tx_hash"])
|
||||
// TODO: Sign and submit SetMarginMode transaction using SDK
|
||||
return nil
|
||||
}
|
||||
|
||||
@@ -821,7 +653,7 @@ func (t *LighterTraderV2) CreateStopOrder(symbol string, isAsk bool, quantity fl
|
||||
return nil, fmt.Errorf("failed to get tx info: %w", err)
|
||||
}
|
||||
|
||||
logger.Debugf("stop order - type: %d, trigger: %.2f, price: %.2f, isAsk: %v", orderTypeValue, triggerPrice, float64(priceValue)/100, isAsk)
|
||||
logger.Infof("DEBUG stop order - type: %d, trigger: %.2f, price: %.2f, isAsk: %v", orderTypeValue, triggerPrice, float64(priceValue)/100, isAsk)
|
||||
|
||||
// Submit order
|
||||
orderResp, err := t.submitOrder(int(tx.GetTxType()), txInfo)
|
||||
@@ -857,117 +689,6 @@ func pow10(n int) int64 {
|
||||
|
||||
// GetOpenOrders gets all open/pending orders for a symbol
|
||||
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 []OpenOrder
|
||||
for _, order := range activeOrders {
|
||||
// Convert side: Lighter uses is_ask (true=sell, false=buy)
|
||||
side := "BUY"
|
||||
if order.IsAsk {
|
||||
side = "SELL"
|
||||
}
|
||||
|
||||
// Determine order type from Lighter's type field
|
||||
orderType := "LIMIT"
|
||||
if order.Type == "market" {
|
||||
orderType = "MARKET"
|
||||
} else if order.Type == "stop_loss" || order.Type == "stop" {
|
||||
orderType = "STOP_MARKET"
|
||||
} else if order.Type == "take_profit" {
|
||||
orderType = "TAKE_PROFIT_MARKET"
|
||||
}
|
||||
|
||||
// Determine position side based on order direction and reduce-only flag
|
||||
positionSide := "LONG"
|
||||
if order.ReduceOnly {
|
||||
// For reduce-only orders, position side is opposite to order side
|
||||
if side == "BUY" {
|
||||
positionSide = "SHORT" // Buying to close short
|
||||
} else {
|
||||
positionSide = "LONG" // Selling to close long
|
||||
}
|
||||
} else {
|
||||
// For opening orders
|
||||
if side == "SELL" {
|
||||
positionSide = "SHORT"
|
||||
}
|
||||
}
|
||||
|
||||
// Parse price and quantity from string fields
|
||||
price, _ := strconv.ParseFloat(order.Price, 64)
|
||||
quantity, _ := strconv.ParseFloat(order.RemainingBaseAmount, 64)
|
||||
if quantity == 0 {
|
||||
quantity, _ = strconv.ParseFloat(order.InitialBaseAmount, 64)
|
||||
}
|
||||
triggerPrice, _ := strconv.ParseFloat(order.TriggerPrice, 64)
|
||||
|
||||
openOrder := OpenOrder{
|
||||
OrderID: order.OrderID,
|
||||
Symbol: symbol,
|
||||
Side: side,
|
||||
PositionSide: positionSide,
|
||||
Type: orderType,
|
||||
Price: price,
|
||||
StopPrice: triggerPrice,
|
||||
Quantity: quantity,
|
||||
Status: "NEW",
|
||||
}
|
||||
result = append(result, openOrder)
|
||||
}
|
||||
|
||||
logger.Infof("✓ LIGHTER GetOpenOrders: found %d open orders for %s", len(result), symbol)
|
||||
return result, nil
|
||||
}
|
||||
|
||||
// PlaceLimitOrder implements GridTrader interface for grid trading
|
||||
// Places a limit order at the specified price
|
||||
func (t *LighterTraderV2) PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderResult, error) {
|
||||
if t.txClient == nil {
|
||||
return nil, fmt.Errorf("TxClient not initialized")
|
||||
}
|
||||
|
||||
// Determine if this is a sell (ask) order
|
||||
isAsk := req.Side == "SELL"
|
||||
|
||||
logger.Infof("📝 LIGHTER placing limit order: %s %s @ %.4f, qty=%.4f, leverage=%dx",
|
||||
req.Symbol, req.Side, req.Price, req.Quantity, req.Leverage)
|
||||
|
||||
// Set leverage before placing order (important for grid trading)
|
||||
if req.Leverage > 0 {
|
||||
if err := t.SetLeverage(req.Symbol, req.Leverage); err != nil {
|
||||
logger.Warnf("⚠️ Failed to set leverage: %v (continuing with current leverage)", err)
|
||||
}
|
||||
}
|
||||
|
||||
// Create limit order using existing CreateOrder function
|
||||
orderResult, err := t.CreateOrder(req.Symbol, isAsk, req.Quantity, req.Price, "limit", req.ReduceOnly)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to place limit order: %w", err)
|
||||
}
|
||||
|
||||
// Extract order ID from result
|
||||
orderID := ""
|
||||
if id, ok := orderResult["orderId"]; ok {
|
||||
orderID = fmt.Sprintf("%v", id)
|
||||
} else if txHash, ok := orderResult["tx_hash"]; ok {
|
||||
orderID = fmt.Sprintf("%v", txHash)
|
||||
}
|
||||
|
||||
logger.Infof("✓ LIGHTER limit order placed: %s %s @ %.4f, OrderID: %s",
|
||||
req.Symbol, req.Side, req.Price, orderID)
|
||||
|
||||
return &LimitOrderResult{
|
||||
OrderID: orderID,
|
||||
ClientID: req.ClientID,
|
||||
Symbol: req.Symbol,
|
||||
Side: req.Side,
|
||||
PositionSide: req.PositionSide,
|
||||
Price: req.Price,
|
||||
Quantity: req.Quantity,
|
||||
Status: "NEW",
|
||||
}, nil
|
||||
// TODO: Implement Lighter open orders
|
||||
return []OpenOrder{}, nil
|
||||
}
|
||||
|
||||
@@ -41,24 +41,18 @@ type CreateOrderRequest struct {
|
||||
PostOnly bool `json:"post_only"` // Post-only (maker only)
|
||||
}
|
||||
|
||||
// OrderResponse Order response (Lighter API)
|
||||
// Field names must match Lighter API response exactly
|
||||
// OrderResponse Order response (Lighter)
|
||||
type OrderResponse struct {
|
||||
OrderID string `json:"order_id"`
|
||||
OrderIndex int64 `json:"order_index"`
|
||||
MarketIndex int `json:"market_index"`
|
||||
Side string `json:"side"` // "bid" or "ask"
|
||||
Type string `json:"type"` // "limit", "market", etc.
|
||||
IsAsk bool `json:"is_ask"` // true = sell, false = buy
|
||||
Price string `json:"price"` // Price as string
|
||||
InitialBaseAmount string `json:"initial_base_amount"` // Original quantity
|
||||
RemainingBaseAmount string `json:"remaining_base_amount"` // Remaining quantity
|
||||
FilledBaseAmount string `json:"filled_base_amount"` // Filled quantity
|
||||
Status string `json:"status"` // "open", "filled", "cancelled"
|
||||
TriggerPrice string `json:"trigger_price"` // For stop orders
|
||||
ReduceOnly bool `json:"reduce_only"`
|
||||
Timestamp int64 `json:"timestamp"`
|
||||
CreatedAt int64 `json:"created_at"`
|
||||
OrderID string `json:"order_id"`
|
||||
Symbol string `json:"symbol"`
|
||||
Side string `json:"side"`
|
||||
OrderType string `json:"order_type"`
|
||||
Quantity float64 `json:"quantity"`
|
||||
Price float64 `json:"price"`
|
||||
Status string `json:"status"` // "open", "filled", "cancelled"
|
||||
FilledQty float64 `json:"filled_qty"`
|
||||
RemainingQty float64 `json:"remaining_qty"`
|
||||
CreateTime int64 `json:"create_time"`
|
||||
}
|
||||
|
||||
// LighterTradeResponse represents the response from Lighter trades API
|
||||
|
||||
@@ -1390,254 +1390,6 @@ func (t *OKXTrader) GetClosedPnL(startTime time.Time, limit int) ([]ClosedPnLRec
|
||||
|
||||
// GetOpenOrders gets all open/pending orders for a symbol
|
||||
func (t *OKXTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
|
||||
instId := t.convertSymbol(symbol)
|
||||
var result []OpenOrder
|
||||
|
||||
// 1. Get pending limit orders
|
||||
path := fmt.Sprintf("%s?instId=%s&instType=SWAP", okxPendingOrdersPath, instId)
|
||||
data, err := t.doRequest("GET", path, nil)
|
||||
if err != nil {
|
||||
logger.Warnf("[OKX] Failed to get pending orders: %v", err)
|
||||
}
|
||||
if err == nil && data != nil {
|
||||
var orders []struct {
|
||||
OrdId string `json:"ordId"`
|
||||
InstId string `json:"instId"`
|
||||
Side string `json:"side"` // buy/sell
|
||||
PosSide string `json:"posSide"` // long/short/net
|
||||
OrdType string `json:"ordType"` // limit/market/post_only
|
||||
Px string `json:"px"` // price
|
||||
Sz string `json:"sz"` // size
|
||||
State string `json:"state"` // live/partially_filled
|
||||
}
|
||||
if err := json.Unmarshal(data, &orders); err == nil {
|
||||
for _, order := range orders {
|
||||
price, _ := strconv.ParseFloat(order.Px, 64)
|
||||
quantity, _ := strconv.ParseFloat(order.Sz, 64)
|
||||
|
||||
// Convert OKX side to standard format
|
||||
side := strings.ToUpper(order.Side)
|
||||
positionSide := strings.ToUpper(order.PosSide)
|
||||
if positionSide == "NET" {
|
||||
positionSide = "BOTH"
|
||||
}
|
||||
|
||||
result = append(result, OpenOrder{
|
||||
OrderID: order.OrdId,
|
||||
Symbol: symbol,
|
||||
Side: side,
|
||||
PositionSide: positionSide,
|
||||
Type: strings.ToUpper(order.OrdType),
|
||||
Price: price,
|
||||
StopPrice: 0,
|
||||
Quantity: quantity,
|
||||
Status: "NEW",
|
||||
})
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// 2. Get pending algo orders (stop-loss/take-profit)
|
||||
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)
|
||||
}
|
||||
if err == nil && algoData != nil {
|
||||
var algoOrders []struct {
|
||||
AlgoId string `json:"algoId"`
|
||||
InstId string `json:"instId"`
|
||||
Side string `json:"side"`
|
||||
PosSide string `json:"posSide"`
|
||||
OrdType string `json:"ordType"` // conditional/oco/trigger
|
||||
TriggerPx string `json:"triggerPx"`
|
||||
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)
|
||||
positionSide := strings.ToUpper(order.PosSide)
|
||||
if positionSide == "NET" {
|
||||
positionSide = "BOTH"
|
||||
}
|
||||
|
||||
// Map OKX algo order type
|
||||
orderType := "STOP_MARKET"
|
||||
if order.OrdType == "oco" {
|
||||
orderType = "TAKE_PROFIT_MARKET"
|
||||
}
|
||||
|
||||
result = append(result, OpenOrder{
|
||||
OrderID: order.AlgoId,
|
||||
Symbol: symbol,
|
||||
Side: side,
|
||||
PositionSide: positionSide,
|
||||
Type: orderType,
|
||||
Price: 0,
|
||||
StopPrice: triggerPrice,
|
||||
Quantity: quantity,
|
||||
Status: "NEW",
|
||||
})
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
logger.Infof("✓ OKX GetOpenOrders: found %d open orders for %s", len(result), symbol)
|
||||
return result, nil
|
||||
}
|
||||
|
||||
// PlaceLimitOrder places a limit order for grid trading
|
||||
// Implements GridTrader interface
|
||||
func (t *OKXTrader) PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderResult, error) {
|
||||
instId := t.convertSymbol(req.Symbol)
|
||||
|
||||
// Get instrument info
|
||||
inst, err := t.getInstrument(req.Symbol)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to get instrument info: %w", err)
|
||||
}
|
||||
|
||||
// Set leverage if specified
|
||||
if req.Leverage > 0 {
|
||||
if err := t.SetLeverage(req.Symbol, req.Leverage); err != nil {
|
||||
logger.Warnf("[OKX] Failed to set leverage: %v", err)
|
||||
}
|
||||
}
|
||||
|
||||
// Convert quantity to contract size
|
||||
sz := req.Quantity / inst.CtVal
|
||||
szStr := t.formatSize(sz, inst)
|
||||
|
||||
// Determine side and position side
|
||||
side := "buy"
|
||||
posSide := "long"
|
||||
if req.Side == "SELL" {
|
||||
side = "sell"
|
||||
posSide = "short"
|
||||
}
|
||||
|
||||
body := map[string]interface{}{
|
||||
"instId": instId,
|
||||
"tdMode": "cross",
|
||||
"side": side,
|
||||
"posSide": posSide,
|
||||
"ordType": "limit",
|
||||
"sz": szStr,
|
||||
"px": fmt.Sprintf("%.8f", req.Price),
|
||||
"clOrdId": genOkxClOrdID(),
|
||||
"tag": okxTag,
|
||||
}
|
||||
|
||||
// Add reduce only if specified
|
||||
if req.ReduceOnly {
|
||||
body["reduceOnly"] = true
|
||||
}
|
||||
|
||||
logger.Infof("[OKX] PlaceLimitOrder: %s %s @ %.4f, sz=%s", instId, side, req.Price, szStr)
|
||||
|
||||
data, err := t.doRequest("POST", okxOrderPath, body)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to place limit order: %w", err)
|
||||
}
|
||||
|
||||
var orders []struct {
|
||||
OrdId string `json:"ordId"`
|
||||
ClOrdId string `json:"clOrdId"`
|
||||
SCode string `json:"sCode"`
|
||||
SMsg string `json:"sMsg"`
|
||||
}
|
||||
|
||||
if err := json.Unmarshal(data, &orders); err != nil {
|
||||
return nil, fmt.Errorf("failed to parse order response: %w", err)
|
||||
}
|
||||
|
||||
if len(orders) == 0 {
|
||||
return nil, fmt.Errorf("empty order response")
|
||||
}
|
||||
|
||||
if orders[0].SCode != "0" {
|
||||
return nil, fmt.Errorf("OKX order failed: %s", orders[0].SMsg)
|
||||
}
|
||||
|
||||
logger.Infof("✓ [OKX] Limit order placed: %s %s @ %.4f, orderID=%s",
|
||||
instId, side, req.Price, orders[0].OrdId)
|
||||
|
||||
return &LimitOrderResult{
|
||||
OrderID: orders[0].OrdId,
|
||||
ClientID: orders[0].ClOrdId,
|
||||
Symbol: req.Symbol,
|
||||
Side: req.Side,
|
||||
PositionSide: req.PositionSide,
|
||||
Price: req.Price,
|
||||
Quantity: req.Quantity,
|
||||
Status: "NEW",
|
||||
}, nil
|
||||
}
|
||||
|
||||
// CancelOrder cancels a specific order by ID
|
||||
// Implements GridTrader interface
|
||||
func (t *OKXTrader) CancelOrder(symbol, orderID string) error {
|
||||
instId := t.convertSymbol(symbol)
|
||||
|
||||
body := map[string]interface{}{
|
||||
"instId": instId,
|
||||
"ordId": orderID,
|
||||
}
|
||||
|
||||
_, err := t.doRequest("POST", "/api/v5/trade/cancel-order", body)
|
||||
if err != nil {
|
||||
return fmt.Errorf("failed to cancel order: %w", err)
|
||||
}
|
||||
|
||||
logger.Infof("✓ [OKX] Order cancelled: %s %s", symbol, orderID)
|
||||
return nil
|
||||
}
|
||||
|
||||
// GetOrderBook gets the order book for a symbol
|
||||
// Implements GridTrader interface
|
||||
func (t *OKXTrader) GetOrderBook(symbol string, depth int) (bids, asks [][]float64, err error) {
|
||||
instId := t.convertSymbol(symbol)
|
||||
path := fmt.Sprintf("/api/v5/market/books?instId=%s&sz=%d", instId, depth)
|
||||
|
||||
data, err := t.doRequest("GET", path, nil)
|
||||
if err != nil {
|
||||
return nil, nil, fmt.Errorf("failed to get order book: %w", err)
|
||||
}
|
||||
|
||||
var result []struct {
|
||||
Bids [][]string `json:"bids"`
|
||||
Asks [][]string `json:"asks"`
|
||||
}
|
||||
|
||||
if err := json.Unmarshal(data, &result); err != nil {
|
||||
return nil, nil, fmt.Errorf("failed to parse order book: %w", err)
|
||||
}
|
||||
|
||||
if len(result) == 0 {
|
||||
return nil, nil, nil
|
||||
}
|
||||
|
||||
// Parse bids
|
||||
for _, b := range result[0].Bids {
|
||||
if len(b) >= 2 {
|
||||
price, _ := strconv.ParseFloat(b[0], 64)
|
||||
qty, _ := strconv.ParseFloat(b[1], 64)
|
||||
bids = append(bids, []float64{price, qty})
|
||||
}
|
||||
}
|
||||
|
||||
// Parse asks
|
||||
for _, a := range result[0].Asks {
|
||||
if len(a) >= 2 {
|
||||
price, _ := strconv.ParseFloat(a[0], 64)
|
||||
qty, _ := strconv.ParseFloat(a[1], 64)
|
||||
asks = append(asks, []float64{price, qty})
|
||||
}
|
||||
}
|
||||
|
||||
return bids, asks, nil
|
||||
// TODO: Implement OKX open orders
|
||||
return []OpenOrder{}, nil
|
||||
}
|
||||
|
||||
@@ -14,7 +14,6 @@ import { FAQPage } from './pages/FAQPage'
|
||||
import { StrategyStudioPage } from './pages/StrategyStudioPage'
|
||||
import { DebateArenaPage } from './pages/DebateArenaPage'
|
||||
import { StrategyMarketPage } from './pages/StrategyMarketPage'
|
||||
import { DataPage } from './pages/DataPage'
|
||||
import { LoginRequiredOverlay } from './components/LoginRequiredOverlay'
|
||||
import HeaderBar from './components/HeaderBar'
|
||||
import { LanguageProvider, useLanguage } from './contexts/LanguageContext'
|
||||
@@ -42,7 +41,6 @@ type Page =
|
||||
| 'backtest'
|
||||
| 'strategy'
|
||||
| 'strategy-market'
|
||||
| 'data'
|
||||
| 'debate'
|
||||
| 'faq'
|
||||
| 'login'
|
||||
@@ -70,7 +68,6 @@ function App() {
|
||||
if (path === '/backtest' || hash === 'backtest') return 'backtest'
|
||||
if (path === '/strategy' || hash === 'strategy') return 'strategy'
|
||||
if (path === '/strategy-market' || hash === 'strategy-market') return 'strategy-market'
|
||||
if (path === '/data' || hash === 'data') return 'data'
|
||||
if (path === '/debate' || hash === 'debate') return 'debate'
|
||||
if (path === '/dashboard' || hash === 'trader' || hash === 'details')
|
||||
return 'trader'
|
||||
@@ -91,7 +88,6 @@ function App() {
|
||||
const pathMap: Record<Page, string> = {
|
||||
'competition': '/competition',
|
||||
'strategy-market': '/strategy-market',
|
||||
'data': '/data',
|
||||
'traders': '/traders',
|
||||
'trader': '/dashboard',
|
||||
'backtest': '/backtest',
|
||||
@@ -156,8 +152,6 @@ function App() {
|
||||
setCurrentPage('strategy')
|
||||
} else if (path === '/strategy-market' || hash === 'strategy-market') {
|
||||
setCurrentPage('strategy-market')
|
||||
} else if (path === '/data' || hash === 'data') {
|
||||
setCurrentPage('data')
|
||||
} else if (path === '/debate' || hash === 'debate') {
|
||||
setCurrentPage('debate')
|
||||
} else if (
|
||||
@@ -376,51 +370,6 @@ function App() {
|
||||
if (route === '/reset-password') {
|
||||
return <ResetPasswordPage />
|
||||
}
|
||||
// Data page - publicly accessible with embedded dashboard
|
||||
if (route === '/data') {
|
||||
const dataPageNavigate = (page: Page) => {
|
||||
const pathMap: Record<string, string> = {
|
||||
'data': '/data',
|
||||
'competition': '/competition',
|
||||
'strategy-market': '/strategy-market',
|
||||
'traders': '/traders',
|
||||
'trader': '/dashboard',
|
||||
'backtest': '/backtest',
|
||||
'strategy': '/strategy',
|
||||
'debate': '/debate',
|
||||
'faq': '/faq',
|
||||
}
|
||||
const path = pathMap[page]
|
||||
if (path) {
|
||||
window.location.href = path
|
||||
}
|
||||
}
|
||||
return (
|
||||
<div
|
||||
className="min-h-screen"
|
||||
style={{ background: '#0B0E11', color: '#EAECEF' }}
|
||||
>
|
||||
<HeaderBar
|
||||
isLoggedIn={!!user}
|
||||
currentPage="data"
|
||||
language={language}
|
||||
onLanguageChange={setLanguage}
|
||||
user={user}
|
||||
onLogout={logout}
|
||||
onLoginRequired={handleLoginRequired}
|
||||
onPageChange={dataPageNavigate}
|
||||
/>
|
||||
<main className="pt-16">
|
||||
<DataPage />
|
||||
</main>
|
||||
<LoginRequiredOverlay
|
||||
isOpen={loginOverlayOpen}
|
||||
onClose={() => setLoginOverlayOpen(false)}
|
||||
featureName={loginOverlayFeature}
|
||||
/>
|
||||
</div>
|
||||
)
|
||||
}
|
||||
// Show landing page for root route
|
||||
if (route === '/' || route === '') {
|
||||
return <LandingPage />
|
||||
@@ -459,8 +408,6 @@ function App() {
|
||||
>
|
||||
{currentPage === 'competition' ? (
|
||||
<CompetitionPage />
|
||||
) : currentPage === 'data' ? (
|
||||
<DataPage />
|
||||
) : currentPage === 'strategy-market' ? (
|
||||
<StrategyMarketPage />
|
||||
) : currentPage === 'traders' ? (
|
||||
|
||||
@@ -13,7 +13,6 @@ type Page =
|
||||
| 'backtest'
|
||||
| 'strategy'
|
||||
| 'strategy-market'
|
||||
| 'data'
|
||||
| 'debate'
|
||||
| 'faq'
|
||||
| 'login'
|
||||
@@ -99,7 +98,6 @@ 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' : '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 },
|
||||
@@ -329,7 +327,6 @@ 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' : '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 },
|
||||
|
||||
@@ -1,424 +0,0 @@
|
||||
import { Grid, DollarSign, TrendingUp, Shield } from 'lucide-react'
|
||||
import type { GridStrategyConfig } from '../../types'
|
||||
|
||||
interface GridConfigEditorProps {
|
||||
config: GridStrategyConfig
|
||||
onChange: (config: GridStrategyConfig) => void
|
||||
disabled?: boolean
|
||||
language: string
|
||||
}
|
||||
|
||||
// Default grid config
|
||||
export const defaultGridConfig: GridStrategyConfig = {
|
||||
symbol: 'BTCUSDT',
|
||||
grid_count: 10,
|
||||
total_investment: 1000,
|
||||
leverage: 5,
|
||||
upper_price: 0,
|
||||
lower_price: 0,
|
||||
use_atr_bounds: true,
|
||||
atr_multiplier: 2.0,
|
||||
distribution: 'gaussian',
|
||||
max_drawdown_pct: 15,
|
||||
stop_loss_pct: 5,
|
||||
daily_loss_limit_pct: 10,
|
||||
use_maker_only: true,
|
||||
}
|
||||
|
||||
export function GridConfigEditor({
|
||||
config,
|
||||
onChange,
|
||||
disabled,
|
||||
language,
|
||||
}: GridConfigEditorProps) {
|
||||
const t = (key: string) => {
|
||||
const translations: Record<string, Record<string, string>> = {
|
||||
// Section titles
|
||||
tradingPair: { zh: '交易设置', en: 'Trading Setup' },
|
||||
gridParameters: { zh: '网格参数', en: 'Grid Parameters' },
|
||||
priceBounds: { zh: '价格边界', en: 'Price Bounds' },
|
||||
riskControl: { zh: '风险控制', en: 'Risk Control' },
|
||||
|
||||
// Trading pair
|
||||
symbol: { zh: '交易对', en: 'Trading Pair' },
|
||||
symbolDesc: { zh: '选择要进行网格交易的交易对', en: 'Select trading pair for grid trading' },
|
||||
|
||||
// Investment
|
||||
totalInvestment: { zh: '投资金额 (USDT)', en: 'Investment (USDT)' },
|
||||
totalInvestmentDesc: { zh: '网格策略的总投资金额', en: 'Total investment for grid strategy' },
|
||||
leverage: { zh: '杠杆倍数', en: 'Leverage' },
|
||||
leverageDesc: { zh: '交易使用的杠杆倍数 (1-20)', en: 'Leverage for trading (1-20)' },
|
||||
|
||||
// Grid parameters
|
||||
gridCount: { zh: '网格数量', en: 'Grid Count' },
|
||||
gridCountDesc: { zh: '网格层级数量 (5-50)', en: 'Number of grid levels (5-50)' },
|
||||
distribution: { zh: '资金分配方式', en: 'Distribution' },
|
||||
distributionDesc: { zh: '网格层级的资金分配方式', en: 'Fund allocation across grid levels' },
|
||||
uniform: { zh: '均匀分配', en: 'Uniform' },
|
||||
gaussian: { zh: '高斯分配 (推荐)', en: 'Gaussian (Recommended)' },
|
||||
pyramid: { zh: '金字塔分配', en: 'Pyramid' },
|
||||
|
||||
// Price bounds
|
||||
useAtrBounds: { zh: '自动计算边界 (ATR)', en: 'Auto-calculate Bounds (ATR)' },
|
||||
useAtrBoundsDesc: { zh: '基于 ATR 自动计算网格上下边界', en: 'Auto-calculate bounds based on ATR' },
|
||||
atrMultiplier: { zh: 'ATR 倍数', en: 'ATR Multiplier' },
|
||||
atrMultiplierDesc: { zh: '边界距离当前价格的 ATR 倍数', en: 'ATR multiplier for bounds distance' },
|
||||
upperPrice: { zh: '上边界价格', en: 'Upper Price' },
|
||||
upperPriceDesc: { zh: '网格上边界价格 (0=自动计算)', en: 'Grid upper bound (0=auto)' },
|
||||
lowerPrice: { zh: '下边界价格', en: 'Lower Price' },
|
||||
lowerPriceDesc: { zh: '网格下边界价格 (0=自动计算)', en: 'Grid lower bound (0=auto)' },
|
||||
|
||||
// Risk control
|
||||
maxDrawdown: { zh: '最大回撤 (%)', en: 'Max Drawdown (%)' },
|
||||
maxDrawdownDesc: { zh: '触发紧急退出的最大回撤百分比', en: 'Max drawdown before emergency exit' },
|
||||
stopLoss: { zh: '止损 (%)', en: 'Stop Loss (%)' },
|
||||
stopLossDesc: { zh: '单仓位止损百分比', en: 'Stop loss per position' },
|
||||
dailyLossLimit: { zh: '日损失限制 (%)', en: 'Daily Loss Limit (%)' },
|
||||
dailyLossLimitDesc: { zh: '每日最大亏损百分比', en: 'Maximum daily loss percentage' },
|
||||
useMakerOnly: { zh: '仅使用 Maker 订单', en: 'Maker Only Orders' },
|
||||
useMakerOnlyDesc: { zh: '使用限价单以降低手续费', en: 'Use limit orders for lower fees' },
|
||||
}
|
||||
return translations[key]?.[language] || key
|
||||
}
|
||||
|
||||
const updateField = <K extends keyof GridStrategyConfig>(
|
||||
key: K,
|
||||
value: GridStrategyConfig[K]
|
||||
) => {
|
||||
if (!disabled) {
|
||||
onChange({ ...config, [key]: value })
|
||||
}
|
||||
}
|
||||
|
||||
const inputStyle = {
|
||||
background: '#1E2329',
|
||||
border: '1px solid #2B3139',
|
||||
color: '#EAECEF',
|
||||
}
|
||||
|
||||
const sectionStyle = {
|
||||
background: '#0B0E11',
|
||||
border: '1px solid #2B3139',
|
||||
}
|
||||
|
||||
return (
|
||||
<div className="space-y-6">
|
||||
{/* Trading Setup */}
|
||||
<div>
|
||||
<div className="flex items-center gap-2 mb-4">
|
||||
<DollarSign className="w-5 h-5" style={{ color: '#F0B90B' }} />
|
||||
<h3 className="font-medium" style={{ color: '#EAECEF' }}>
|
||||
{t('tradingPair')}
|
||||
</h3>
|
||||
</div>
|
||||
|
||||
<div className="grid grid-cols-1 md:grid-cols-3 gap-4">
|
||||
{/* Symbol */}
|
||||
<div className="p-4 rounded-lg" style={sectionStyle}>
|
||||
<label className="block text-sm mb-1" style={{ color: '#EAECEF' }}>
|
||||
{t('symbol')}
|
||||
</label>
|
||||
<p className="text-xs mb-2" style={{ color: '#848E9C' }}>
|
||||
{t('symbolDesc')}
|
||||
</p>
|
||||
<select
|
||||
value={config.symbol}
|
||||
onChange={(e) => updateField('symbol', e.target.value)}
|
||||
disabled={disabled}
|
||||
className="w-full px-3 py-2 rounded"
|
||||
style={inputStyle}
|
||||
>
|
||||
<option value="BTCUSDT">BTC/USDT</option>
|
||||
<option value="ETHUSDT">ETH/USDT</option>
|
||||
<option value="SOLUSDT">SOL/USDT</option>
|
||||
<option value="BNBUSDT">BNB/USDT</option>
|
||||
<option value="XRPUSDT">XRP/USDT</option>
|
||||
<option value="DOGEUSDT">DOGE/USDT</option>
|
||||
</select>
|
||||
</div>
|
||||
|
||||
{/* Investment */}
|
||||
<div className="p-4 rounded-lg" style={sectionStyle}>
|
||||
<label className="block text-sm mb-1" style={{ color: '#EAECEF' }}>
|
||||
{t('totalInvestment')}
|
||||
</label>
|
||||
<p className="text-xs mb-2" style={{ color: '#848E9C' }}>
|
||||
{t('totalInvestmentDesc')}
|
||||
</p>
|
||||
<input
|
||||
type="number"
|
||||
value={config.total_investment}
|
||||
onChange={(e) => updateField('total_investment', parseFloat(e.target.value) || 1000)}
|
||||
disabled={disabled}
|
||||
min={100}
|
||||
step={100}
|
||||
className="w-full px-3 py-2 rounded"
|
||||
style={inputStyle}
|
||||
/>
|
||||
</div>
|
||||
|
||||
{/* Leverage */}
|
||||
<div className="p-4 rounded-lg" style={sectionStyle}>
|
||||
<label className="block text-sm mb-1" style={{ color: '#EAECEF' }}>
|
||||
{t('leverage')}
|
||||
</label>
|
||||
<p className="text-xs mb-2" style={{ color: '#848E9C' }}>
|
||||
{t('leverageDesc')}
|
||||
</p>
|
||||
<input
|
||||
type="number"
|
||||
value={config.leverage}
|
||||
onChange={(e) => updateField('leverage', parseInt(e.target.value) || 5)}
|
||||
disabled={disabled}
|
||||
min={1}
|
||||
max={20}
|
||||
className="w-full px-3 py-2 rounded"
|
||||
style={inputStyle}
|
||||
/>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
{/* Grid Parameters */}
|
||||
<div>
|
||||
<div className="flex items-center gap-2 mb-4">
|
||||
<Grid className="w-5 h-5" style={{ color: '#F0B90B' }} />
|
||||
<h3 className="font-medium" style={{ color: '#EAECEF' }}>
|
||||
{t('gridParameters')}
|
||||
</h3>
|
||||
</div>
|
||||
|
||||
<div className="grid grid-cols-1 md:grid-cols-2 gap-4">
|
||||
{/* Grid Count */}
|
||||
<div className="p-4 rounded-lg" style={sectionStyle}>
|
||||
<label className="block text-sm mb-1" style={{ color: '#EAECEF' }}>
|
||||
{t('gridCount')}
|
||||
</label>
|
||||
<p className="text-xs mb-2" style={{ color: '#848E9C' }}>
|
||||
{t('gridCountDesc')}
|
||||
</p>
|
||||
<input
|
||||
type="number"
|
||||
value={config.grid_count}
|
||||
onChange={(e) => updateField('grid_count', parseInt(e.target.value) || 10)}
|
||||
disabled={disabled}
|
||||
min={5}
|
||||
max={50}
|
||||
className="w-full px-3 py-2 rounded"
|
||||
style={inputStyle}
|
||||
/>
|
||||
</div>
|
||||
|
||||
{/* Distribution */}
|
||||
<div className="p-4 rounded-lg" style={sectionStyle}>
|
||||
<label className="block text-sm mb-1" style={{ color: '#EAECEF' }}>
|
||||
{t('distribution')}
|
||||
</label>
|
||||
<p className="text-xs mb-2" style={{ color: '#848E9C' }}>
|
||||
{t('distributionDesc')}
|
||||
</p>
|
||||
<select
|
||||
value={config.distribution}
|
||||
onChange={(e) => updateField('distribution', e.target.value as 'uniform' | 'gaussian' | 'pyramid')}
|
||||
disabled={disabled}
|
||||
className="w-full px-3 py-2 rounded"
|
||||
style={inputStyle}
|
||||
>
|
||||
<option value="uniform">{t('uniform')}</option>
|
||||
<option value="gaussian">{t('gaussian')}</option>
|
||||
<option value="pyramid">{t('pyramid')}</option>
|
||||
</select>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
{/* Price Bounds */}
|
||||
<div>
|
||||
<div className="flex items-center gap-2 mb-4">
|
||||
<TrendingUp className="w-5 h-5" style={{ color: '#F0B90B' }} />
|
||||
<h3 className="font-medium" style={{ color: '#EAECEF' }}>
|
||||
{t('priceBounds')}
|
||||
</h3>
|
||||
</div>
|
||||
|
||||
{/* ATR Toggle */}
|
||||
<div className="p-4 rounded-lg mb-4" style={sectionStyle}>
|
||||
<div className="flex items-center justify-between">
|
||||
<div>
|
||||
<label className="block text-sm" style={{ color: '#EAECEF' }}>
|
||||
{t('useAtrBounds')}
|
||||
</label>
|
||||
<p className="text-xs" style={{ color: '#848E9C' }}>
|
||||
{t('useAtrBoundsDesc')}
|
||||
</p>
|
||||
</div>
|
||||
<label className="relative inline-flex items-center cursor-pointer">
|
||||
<input
|
||||
type="checkbox"
|
||||
checked={config.use_atr_bounds}
|
||||
onChange={(e) => updateField('use_atr_bounds', e.target.checked)}
|
||||
disabled={disabled}
|
||||
className="sr-only peer"
|
||||
/>
|
||||
<div className="w-11 h-6 bg-gray-600 peer-focus:outline-none rounded-full peer peer-checked:after:translate-x-full rtl:peer-checked:after:-translate-x-full peer-checked:after:border-white after:content-[''] after:absolute after:top-[2px] after:start-[2px] after:bg-white after:rounded-full after:h-5 after:w-5 after:transition-all peer-checked:bg-[#F0B90B]"></div>
|
||||
</label>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
{config.use_atr_bounds ? (
|
||||
<div className="p-4 rounded-lg" style={sectionStyle}>
|
||||
<label className="block text-sm mb-1" style={{ color: '#EAECEF' }}>
|
||||
{t('atrMultiplier')}
|
||||
</label>
|
||||
<p className="text-xs mb-2" style={{ color: '#848E9C' }}>
|
||||
{t('atrMultiplierDesc')}
|
||||
</p>
|
||||
<input
|
||||
type="number"
|
||||
value={config.atr_multiplier}
|
||||
onChange={(e) => updateField('atr_multiplier', parseFloat(e.target.value) || 2.0)}
|
||||
disabled={disabled}
|
||||
min={1}
|
||||
max={5}
|
||||
step={0.5}
|
||||
className="w-32 px-3 py-2 rounded"
|
||||
style={inputStyle}
|
||||
/>
|
||||
</div>
|
||||
) : (
|
||||
<div className="grid grid-cols-1 md:grid-cols-2 gap-4">
|
||||
<div className="p-4 rounded-lg" style={sectionStyle}>
|
||||
<label className="block text-sm mb-1" style={{ color: '#EAECEF' }}>
|
||||
{t('upperPrice')}
|
||||
</label>
|
||||
<p className="text-xs mb-2" style={{ color: '#848E9C' }}>
|
||||
{t('upperPriceDesc')}
|
||||
</p>
|
||||
<input
|
||||
type="number"
|
||||
value={config.upper_price}
|
||||
onChange={(e) => updateField('upper_price', parseFloat(e.target.value) || 0)}
|
||||
disabled={disabled}
|
||||
min={0}
|
||||
step={0.01}
|
||||
className="w-full px-3 py-2 rounded"
|
||||
style={inputStyle}
|
||||
/>
|
||||
</div>
|
||||
<div className="p-4 rounded-lg" style={sectionStyle}>
|
||||
<label className="block text-sm mb-1" style={{ color: '#EAECEF' }}>
|
||||
{t('lowerPrice')}
|
||||
</label>
|
||||
<p className="text-xs mb-2" style={{ color: '#848E9C' }}>
|
||||
{t('lowerPriceDesc')}
|
||||
</p>
|
||||
<input
|
||||
type="number"
|
||||
value={config.lower_price}
|
||||
onChange={(e) => updateField('lower_price', parseFloat(e.target.value) || 0)}
|
||||
disabled={disabled}
|
||||
min={0}
|
||||
step={0.01}
|
||||
className="w-full px-3 py-2 rounded"
|
||||
style={inputStyle}
|
||||
/>
|
||||
</div>
|
||||
</div>
|
||||
)}
|
||||
</div>
|
||||
|
||||
{/* Risk Control */}
|
||||
<div>
|
||||
<div className="flex items-center gap-2 mb-4">
|
||||
<Shield className="w-5 h-5" style={{ color: '#F0B90B' }} />
|
||||
<h3 className="font-medium" style={{ color: '#EAECEF' }}>
|
||||
{t('riskControl')}
|
||||
</h3>
|
||||
</div>
|
||||
|
||||
<div className="grid grid-cols-1 md:grid-cols-3 gap-4 mb-4">
|
||||
<div className="p-4 rounded-lg" style={sectionStyle}>
|
||||
<label className="block text-sm mb-1" style={{ color: '#EAECEF' }}>
|
||||
{t('maxDrawdown')}
|
||||
</label>
|
||||
<p className="text-xs mb-2" style={{ color: '#848E9C' }}>
|
||||
{t('maxDrawdownDesc')}
|
||||
</p>
|
||||
<input
|
||||
type="number"
|
||||
value={config.max_drawdown_pct}
|
||||
onChange={(e) => updateField('max_drawdown_pct', parseFloat(e.target.value) || 15)}
|
||||
disabled={disabled}
|
||||
min={5}
|
||||
max={50}
|
||||
className="w-full px-3 py-2 rounded"
|
||||
style={inputStyle}
|
||||
/>
|
||||
</div>
|
||||
|
||||
<div className="p-4 rounded-lg" style={sectionStyle}>
|
||||
<label className="block text-sm mb-1" style={{ color: '#EAECEF' }}>
|
||||
{t('stopLoss')}
|
||||
</label>
|
||||
<p className="text-xs mb-2" style={{ color: '#848E9C' }}>
|
||||
{t('stopLossDesc')}
|
||||
</p>
|
||||
<input
|
||||
type="number"
|
||||
value={config.stop_loss_pct}
|
||||
onChange={(e) => updateField('stop_loss_pct', parseFloat(e.target.value) || 5)}
|
||||
disabled={disabled}
|
||||
min={1}
|
||||
max={20}
|
||||
className="w-full px-3 py-2 rounded"
|
||||
style={inputStyle}
|
||||
/>
|
||||
</div>
|
||||
|
||||
<div className="p-4 rounded-lg" style={sectionStyle}>
|
||||
<label className="block text-sm mb-1" style={{ color: '#EAECEF' }}>
|
||||
{t('dailyLossLimit')}
|
||||
</label>
|
||||
<p className="text-xs mb-2" style={{ color: '#848E9C' }}>
|
||||
{t('dailyLossLimitDesc')}
|
||||
</p>
|
||||
<input
|
||||
type="number"
|
||||
value={config.daily_loss_limit_pct}
|
||||
onChange={(e) => updateField('daily_loss_limit_pct', parseFloat(e.target.value) || 10)}
|
||||
disabled={disabled}
|
||||
min={1}
|
||||
max={30}
|
||||
className="w-full px-3 py-2 rounded"
|
||||
style={inputStyle}
|
||||
/>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
{/* Maker Only Toggle */}
|
||||
<div className="p-4 rounded-lg" style={sectionStyle}>
|
||||
<div className="flex items-center justify-between">
|
||||
<div>
|
||||
<label className="block text-sm" style={{ color: '#EAECEF' }}>
|
||||
{t('useMakerOnly')}
|
||||
</label>
|
||||
<p className="text-xs" style={{ color: '#848E9C' }}>
|
||||
{t('useMakerOnlyDesc')}
|
||||
</p>
|
||||
</div>
|
||||
<label className="relative inline-flex items-center cursor-pointer">
|
||||
<input
|
||||
type="checkbox"
|
||||
checked={config.use_maker_only}
|
||||
onChange={(e) => updateField('use_maker_only', e.target.checked)}
|
||||
disabled={disabled}
|
||||
className="sr-only peer"
|
||||
/>
|
||||
<div className="w-11 h-6 bg-gray-600 peer-focus:outline-none rounded-full peer peer-checked:after:translate-x-full rtl:peer-checked:after:-translate-x-full peer-checked:after:border-white after:content-[''] after:absolute after:top-[2px] after:start-[2px] after:bg-white after:rounded-full after:h-5 after:w-5 after:transition-all peer-checked:bg-[#F0B90B]"></div>
|
||||
</label>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
)
|
||||
}
|
||||
@@ -1,372 +0,0 @@
|
||||
import { useState, useEffect, useCallback } from 'react'
|
||||
import { Shield, TrendingUp, AlertTriangle, Activity, Box, ChevronDown, ChevronUp } from 'lucide-react'
|
||||
import type { GridRiskInfo } from '../../types'
|
||||
|
||||
interface GridRiskPanelProps {
|
||||
traderId: string
|
||||
language?: string
|
||||
refreshInterval?: number // ms, default 5000
|
||||
}
|
||||
|
||||
export function GridRiskPanel({
|
||||
traderId,
|
||||
language = 'en',
|
||||
refreshInterval = 5000,
|
||||
}: GridRiskPanelProps) {
|
||||
const [riskInfo, setRiskInfo] = useState<GridRiskInfo | null>(null)
|
||||
const [loading, setLoading] = useState(true)
|
||||
const [error, setError] = useState<string | null>(null)
|
||||
const [expanded, setExpanded] = useState(false)
|
||||
|
||||
const t = (key: string) => {
|
||||
const translations: Record<string, Record<string, string>> = {
|
||||
// Section titles
|
||||
gridRisk: { zh: '网格风控', en: 'Grid Risk' },
|
||||
leverageInfo: { zh: '杠杆', en: 'Leverage' },
|
||||
positionInfo: { zh: '仓位', en: 'Position' },
|
||||
liquidationInfo: { zh: '清算', en: 'Liquidation' },
|
||||
marketState: { zh: '市场', en: 'Market' },
|
||||
boxState: { zh: '箱体', en: 'Box' },
|
||||
|
||||
// Leverage
|
||||
currentLeverage: { zh: '当前', en: 'Current' },
|
||||
effectiveLeverage: { zh: '有效', en: 'Effective' },
|
||||
recommendedLeverage: { zh: '建议', en: 'Recommend' },
|
||||
|
||||
// Position
|
||||
currentPosition: { zh: '当前', en: 'Current' },
|
||||
maxPosition: { zh: '最大', en: 'Max' },
|
||||
positionPercent: { zh: '占比', en: 'Usage' },
|
||||
|
||||
// Liquidation
|
||||
liquidationPrice: { zh: '清算价', en: 'Liq Price' },
|
||||
liquidationDistance: { zh: '距离', en: 'Distance' },
|
||||
|
||||
// Market
|
||||
regimeLevel: { zh: '波动', en: 'Regime' },
|
||||
currentPrice: { zh: '价格', en: 'Price' },
|
||||
breakoutLevel: { zh: '突破', en: 'Breakout' },
|
||||
breakoutDirection: { zh: '方向', en: 'Direction' },
|
||||
|
||||
// Box
|
||||
shortBox: { zh: '短期', en: 'Short' },
|
||||
midBox: { zh: '中期', en: 'Mid' },
|
||||
longBox: { zh: '长期', en: 'Long' },
|
||||
|
||||
// Regime levels
|
||||
narrow: { zh: '窄幅', en: 'Narrow' },
|
||||
standard: { zh: '标准', en: 'Standard' },
|
||||
wide: { zh: '宽幅', en: 'Wide' },
|
||||
volatile: { zh: '剧烈', en: 'Volatile' },
|
||||
trending: { zh: '趋势', en: 'Trending' },
|
||||
|
||||
// Breakout levels
|
||||
none: { zh: '无', en: 'None' },
|
||||
short: { zh: '短期', en: 'Short' },
|
||||
mid: { zh: '中期', en: 'Mid' },
|
||||
long: { zh: '长期', en: 'Long' },
|
||||
|
||||
// Directions
|
||||
up: { zh: '↑', en: '↑' },
|
||||
down: { zh: '↓', en: '↓' },
|
||||
|
||||
// Status
|
||||
loading: { zh: '加载中...', en: 'Loading...' },
|
||||
error: { zh: '加载失败', en: 'Load Failed' },
|
||||
noData: { zh: '暂无数据', en: 'No Data' },
|
||||
}
|
||||
return translations[key]?.[language] || key
|
||||
}
|
||||
|
||||
const fetchRiskInfo = useCallback(async () => {
|
||||
try {
|
||||
const token = localStorage.getItem('auth_token')
|
||||
const response = await fetch(`/api/traders/${traderId}/grid-risk`, {
|
||||
headers: {
|
||||
Authorization: `Bearer ${token}`,
|
||||
},
|
||||
})
|
||||
|
||||
if (!response.ok) {
|
||||
throw new Error(`HTTP ${response.status}`)
|
||||
}
|
||||
|
||||
const data = await response.json()
|
||||
setRiskInfo(data)
|
||||
setError(null)
|
||||
} catch (err) {
|
||||
setError(err instanceof Error ? err.message : 'Unknown error')
|
||||
} finally {
|
||||
setLoading(false)
|
||||
}
|
||||
}, [traderId])
|
||||
|
||||
useEffect(() => {
|
||||
fetchRiskInfo()
|
||||
const interval = setInterval(fetchRiskInfo, refreshInterval)
|
||||
return () => clearInterval(interval)
|
||||
}, [fetchRiskInfo, refreshInterval])
|
||||
|
||||
const getRegimeColor = (regime: string) => {
|
||||
switch (regime) {
|
||||
case 'narrow': return '#0ECB81'
|
||||
case 'standard': return '#F0B90B'
|
||||
case 'wide': return '#F7931A'
|
||||
case 'volatile': return '#F6465D'
|
||||
case 'trending': return '#8B5CF6'
|
||||
default: return '#848E9C'
|
||||
}
|
||||
}
|
||||
|
||||
const getBreakoutColor = (level: string) => {
|
||||
switch (level) {
|
||||
case 'none': return '#0ECB81'
|
||||
case 'short': return '#F0B90B'
|
||||
case 'mid': return '#F7931A'
|
||||
case 'long': return '#F6465D'
|
||||
default: return '#848E9C'
|
||||
}
|
||||
}
|
||||
|
||||
const getPositionColor = (percent: number) => {
|
||||
if (percent < 50) return '#0ECB81'
|
||||
if (percent < 80) return '#F0B90B'
|
||||
return '#F6465D'
|
||||
}
|
||||
|
||||
const formatPrice = (price: number) => {
|
||||
if (price === 0) return '-'
|
||||
if (price >= 1000) return price.toLocaleString('en-US', { minimumFractionDigits: 2, maximumFractionDigits: 2 })
|
||||
if (price >= 1) return price.toFixed(4)
|
||||
return price.toFixed(6)
|
||||
}
|
||||
|
||||
const formatUSD = (value: number) => {
|
||||
return `$${value.toLocaleString('en-US', { minimumFractionDigits: 0, maximumFractionDigits: 0 })}`
|
||||
}
|
||||
|
||||
const cardStyle = {
|
||||
background: '#0B0E11',
|
||||
border: '1px solid #2B3139',
|
||||
}
|
||||
|
||||
if (loading) {
|
||||
return (
|
||||
<div className="p-3 text-center text-xs" style={{ color: '#848E9C' }}>
|
||||
{t('loading')}
|
||||
</div>
|
||||
)
|
||||
}
|
||||
|
||||
if (error) {
|
||||
return (
|
||||
<div className="p-3 text-center text-xs" style={{ color: '#F6465D' }}>
|
||||
{t('error')}: {error}
|
||||
</div>
|
||||
)
|
||||
}
|
||||
|
||||
if (!riskInfo) {
|
||||
return (
|
||||
<div className="p-3 text-center text-xs" style={{ color: '#848E9C' }}>
|
||||
{t('noData')}
|
||||
</div>
|
||||
)
|
||||
}
|
||||
|
||||
return (
|
||||
<div className="rounded-lg" style={cardStyle}>
|
||||
{/* Collapsible Header */}
|
||||
<div
|
||||
className="flex items-center justify-between p-3 cursor-pointer hover:bg-[#1E2329] transition-colors"
|
||||
onClick={() => setExpanded(!expanded)}
|
||||
>
|
||||
<div className="flex items-center gap-2">
|
||||
<Shield className="w-4 h-4" style={{ color: '#F0B90B' }} />
|
||||
<span className="font-medium text-sm" style={{ color: '#EAECEF' }}>
|
||||
{t('gridRisk')}
|
||||
</span>
|
||||
</div>
|
||||
<div className="flex items-center gap-3">
|
||||
{/* Summary badges when collapsed */}
|
||||
<div className="flex items-center gap-2 text-xs">
|
||||
<span
|
||||
className="px-2 py-0.5 rounded"
|
||||
style={{ background: getRegimeColor(riskInfo.regime_level) + '20', color: getRegimeColor(riskInfo.regime_level) }}
|
||||
>
|
||||
{t(riskInfo.regime_level || 'standard')}
|
||||
</span>
|
||||
<span className="font-mono" style={{ color: '#EAECEF' }}>
|
||||
{riskInfo.effective_leverage.toFixed(1)}x
|
||||
</span>
|
||||
<span
|
||||
className="font-mono"
|
||||
style={{ color: getPositionColor(riskInfo.position_percent) }}
|
||||
>
|
||||
{riskInfo.position_percent.toFixed(0)}%
|
||||
</span>
|
||||
</div>
|
||||
{expanded ? (
|
||||
<ChevronUp className="w-4 h-4" style={{ color: '#848E9C' }} />
|
||||
) : (
|
||||
<ChevronDown className="w-4 h-4" style={{ color: '#848E9C' }} />
|
||||
)}
|
||||
</div>
|
||||
</div>
|
||||
|
||||
{/* Expanded Content */}
|
||||
{expanded && (
|
||||
<div className="px-3 pb-3 space-y-3">
|
||||
{/* Row 1: Leverage & Position */}
|
||||
<div className="grid grid-cols-2 gap-3">
|
||||
{/* Leverage */}
|
||||
<div className="p-2 rounded" style={{ background: '#1E2329' }}>
|
||||
<div className="flex items-center gap-1 mb-2">
|
||||
<TrendingUp className="w-3 h-3" style={{ color: '#F0B90B' }} />
|
||||
<span className="text-xs font-medium" style={{ color: '#848E9C' }}>{t('leverageInfo')}</span>
|
||||
</div>
|
||||
<div className="grid grid-cols-3 gap-1 text-xs">
|
||||
<div>
|
||||
<div style={{ color: '#5E6673' }}>{t('currentLeverage')}</div>
|
||||
<div className="font-mono" style={{ color: '#EAECEF' }}>{riskInfo.current_leverage}x</div>
|
||||
</div>
|
||||
<div>
|
||||
<div style={{ color: '#5E6673' }}>{t('effectiveLeverage')}</div>
|
||||
<div className="font-mono" style={{ color: '#F0B90B' }}>{riskInfo.effective_leverage.toFixed(2)}x</div>
|
||||
</div>
|
||||
<div>
|
||||
<div style={{ color: '#5E6673' }}>{t('recommendedLeverage')}</div>
|
||||
<div
|
||||
className="font-mono"
|
||||
style={{ color: riskInfo.current_leverage > riskInfo.recommended_leverage ? '#F6465D' : '#0ECB81' }}
|
||||
>
|
||||
{riskInfo.recommended_leverage}x
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
{/* Position */}
|
||||
<div className="p-2 rounded" style={{ background: '#1E2329' }}>
|
||||
<div className="flex items-center gap-1 mb-2">
|
||||
<Activity className="w-3 h-3" style={{ color: '#F0B90B' }} />
|
||||
<span className="text-xs font-medium" style={{ color: '#848E9C' }}>{t('positionInfo')}</span>
|
||||
</div>
|
||||
<div className="grid grid-cols-3 gap-1 text-xs">
|
||||
<div>
|
||||
<div style={{ color: '#5E6673' }}>{t('currentPosition')}</div>
|
||||
<div className="font-mono" style={{ color: '#EAECEF' }}>{formatUSD(riskInfo.current_position)}</div>
|
||||
</div>
|
||||
<div>
|
||||
<div style={{ color: '#5E6673' }}>{t('maxPosition')}</div>
|
||||
<div className="font-mono" style={{ color: '#EAECEF' }}>{formatUSD(riskInfo.max_position)}</div>
|
||||
</div>
|
||||
<div>
|
||||
<div style={{ color: '#5E6673' }}>{t('positionPercent')}</div>
|
||||
<div className="font-mono" style={{ color: getPositionColor(riskInfo.position_percent) }}>
|
||||
{riskInfo.position_percent.toFixed(1)}%
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
{/* Mini progress bar */}
|
||||
<div className="h-1 mt-2 rounded-full overflow-hidden" style={{ background: '#2B3139' }}>
|
||||
<div
|
||||
className="h-full rounded-full"
|
||||
style={{ width: `${Math.min(riskInfo.position_percent, 100)}%`, background: getPositionColor(riskInfo.position_percent) }}
|
||||
/>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
{/* Row 2: Market State & Liquidation */}
|
||||
<div className="grid grid-cols-2 gap-3">
|
||||
{/* Market State */}
|
||||
<div className="p-2 rounded" style={{ background: '#1E2329' }}>
|
||||
<div className="flex items-center gap-1 mb-2">
|
||||
<Shield className="w-3 h-3" style={{ color: '#F0B90B' }} />
|
||||
<span className="text-xs font-medium" style={{ color: '#848E9C' }}>{t('marketState')}</span>
|
||||
</div>
|
||||
<div className="grid grid-cols-2 gap-2 text-xs">
|
||||
<div>
|
||||
<div style={{ color: '#5E6673' }}>{t('regimeLevel')}</div>
|
||||
<div className="font-medium" style={{ color: getRegimeColor(riskInfo.regime_level) }}>
|
||||
{t(riskInfo.regime_level || 'standard')}
|
||||
</div>
|
||||
</div>
|
||||
<div>
|
||||
<div style={{ color: '#5E6673' }}>{t('currentPrice')}</div>
|
||||
<div className="font-mono" style={{ color: '#EAECEF' }}>{formatPrice(riskInfo.current_price)}</div>
|
||||
</div>
|
||||
<div>
|
||||
<div style={{ color: '#5E6673' }}>{t('breakoutLevel')}</div>
|
||||
<div className="font-medium" style={{ color: getBreakoutColor(riskInfo.breakout_level) }}>
|
||||
{t(riskInfo.breakout_level || 'none')}
|
||||
</div>
|
||||
</div>
|
||||
<div>
|
||||
<div style={{ color: '#5E6673' }}>{t('breakoutDirection')}</div>
|
||||
<div
|
||||
className="font-medium"
|
||||
style={{ color: riskInfo.breakout_direction === 'up' ? '#0ECB81' : riskInfo.breakout_direction === 'down' ? '#F6465D' : '#848E9C' }}
|
||||
>
|
||||
{riskInfo.breakout_direction ? t(riskInfo.breakout_direction) : '-'}
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
{/* Liquidation */}
|
||||
<div className="p-2 rounded" style={{ background: '#1E2329' }}>
|
||||
<div className="flex items-center gap-1 mb-2">
|
||||
<AlertTriangle className="w-3 h-3" style={{ color: '#F6465D' }} />
|
||||
<span className="text-xs font-medium" style={{ color: '#848E9C' }}>{t('liquidationInfo')}</span>
|
||||
</div>
|
||||
<div className="grid grid-cols-2 gap-2 text-xs">
|
||||
<div>
|
||||
<div style={{ color: '#5E6673' }}>{t('liquidationPrice')}</div>
|
||||
<div className="font-mono" style={{ color: '#F6465D' }}>
|
||||
{riskInfo.liquidation_price > 0 ? formatPrice(riskInfo.liquidation_price) : '-'}
|
||||
</div>
|
||||
</div>
|
||||
<div>
|
||||
<div style={{ color: '#5E6673' }}>{t('liquidationDistance')}</div>
|
||||
<div className="font-mono" style={{ color: '#F6465D' }}>
|
||||
{riskInfo.liquidation_distance > 0 ? `${riskInfo.liquidation_distance.toFixed(1)}%` : '-'}
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
{/* Row 3: Box State */}
|
||||
<div className="p-2 rounded" style={{ background: '#1E2329' }}>
|
||||
<div className="flex items-center gap-1 mb-2">
|
||||
<Box className="w-3 h-3" style={{ color: '#F0B90B' }} />
|
||||
<span className="text-xs font-medium" style={{ color: '#848E9C' }}>{t('boxState')}</span>
|
||||
</div>
|
||||
<div className="grid grid-cols-3 gap-2 text-xs">
|
||||
<div className="flex justify-between">
|
||||
<span style={{ color: '#5E6673' }}>{t('shortBox')}</span>
|
||||
<span className="font-mono" style={{ color: '#EAECEF' }}>
|
||||
{formatPrice(riskInfo.short_box_lower)} - {formatPrice(riskInfo.short_box_upper)}
|
||||
</span>
|
||||
</div>
|
||||
<div className="flex justify-between">
|
||||
<span style={{ color: '#5E6673' }}>{t('midBox')}</span>
|
||||
<span className="font-mono" style={{ color: '#EAECEF' }}>
|
||||
{formatPrice(riskInfo.mid_box_lower)} - {formatPrice(riskInfo.mid_box_upper)}
|
||||
</span>
|
||||
</div>
|
||||
<div className="flex justify-between">
|
||||
<span style={{ color: '#5E6673' }}>{t('longBox')}</span>
|
||||
<span className="font-mono" style={{ color: '#EAECEF' }}>
|
||||
{formatPrice(riskInfo.long_box_lower)} - {formatPrice(riskInfo.long_box_upper)}
|
||||
</span>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
)}
|
||||
</div>
|
||||
)
|
||||
}
|
||||
@@ -1,16 +0,0 @@
|
||||
import { useLanguage } from '../contexts/LanguageContext'
|
||||
|
||||
export function DataPage() {
|
||||
const { language } = useLanguage()
|
||||
|
||||
return (
|
||||
<div className="w-full h-[calc(100vh-64px)]">
|
||||
<iframe
|
||||
src="https://nofxos.ai/dashboard"
|
||||
title={language === 'zh' ? '数据中心' : 'Data Center'}
|
||||
className="w-full h-full border-0"
|
||||
allow="fullscreen"
|
||||
/>
|
||||
</div>
|
||||
)
|
||||
}
|
||||
@@ -36,7 +36,6 @@ export function LandingPage() {
|
||||
onLoginRequired={handleLoginRequired}
|
||||
onPageChange={(page) => {
|
||||
const pathMap: Record<string, string> = {
|
||||
'data': '/data',
|
||||
'competition': '/competition',
|
||||
'strategy-market': '/strategy-market',
|
||||
'traders': '/traders',
|
||||
|
||||
@@ -37,7 +37,6 @@ import { IndicatorEditor } from '../components/strategy/IndicatorEditor'
|
||||
import { RiskControlEditor } from '../components/strategy/RiskControlEditor'
|
||||
import { PromptSectionsEditor } from '../components/strategy/PromptSectionsEditor'
|
||||
import { PublishSettingsEditor } from '../components/strategy/PublishSettingsEditor'
|
||||
import { GridConfigEditor, defaultGridConfig } from '../components/strategy/GridConfigEditor'
|
||||
import { DeepVoidBackground } from '../components/DeepVoidBackground'
|
||||
|
||||
const API_BASE = import.meta.env.VITE_API_BASE || ''
|
||||
@@ -60,7 +59,6 @@ export function StrategyStudioPage() {
|
||||
|
||||
// Accordion states for left panel
|
||||
const [expandedSections, setExpandedSections] = useState({
|
||||
gridConfig: true,
|
||||
coinSource: true,
|
||||
indicators: false,
|
||||
riskControl: false,
|
||||
@@ -488,12 +486,6 @@ export function StrategyStudioPage() {
|
||||
subtitle: { zh: '可视化配置和测试交易策略', en: 'Configure and test trading strategies' },
|
||||
strategies: { zh: '策略', en: 'Strategies' },
|
||||
newStrategy: { zh: '新建', en: 'New' },
|
||||
strategyType: { zh: '策略类型', en: 'Strategy Type' },
|
||||
aiTrading: { zh: 'AI 智能交易', en: 'AI Trading' },
|
||||
aiTradingDesc: { zh: 'AI 分析市场并自主决策买卖', en: 'AI analyzes market and makes trading decisions' },
|
||||
gridTrading: { zh: 'AI 网格交易', en: 'AI Grid Trading' },
|
||||
gridTradingDesc: { zh: 'AI 控制网格策略，在震荡市场获利', en: 'AI-controlled grid strategy for ranging markets' },
|
||||
gridConfig: { zh: '网格配置', en: 'Grid Configuration' },
|
||||
coinSource: { zh: '币种来源', en: 'Coin Source' },
|
||||
indicators: { zh: '技术指标', en: 'Indicators' },
|
||||
riskControl: { zh: '风控参数', en: 'Risk Control' },
|
||||
@@ -541,33 +533,12 @@ export function StrategyStudioPage() {
|
||||
)
|
||||
}
|
||||
|
||||
// Get current strategy type (default to ai_trading if not set)
|
||||
const currentStrategyType = editingConfig?.strategy_type || 'ai_trading'
|
||||
|
||||
const configSections = [
|
||||
// Grid Config - only for grid_trading
|
||||
{
|
||||
key: 'gridConfig' as const,
|
||||
icon: Activity,
|
||||
color: '#0ECB81',
|
||||
title: t('gridConfig'),
|
||||
forStrategyType: 'grid_trading' as const,
|
||||
content: editingConfig?.grid_config && (
|
||||
<GridConfigEditor
|
||||
config={editingConfig.grid_config}
|
||||
onChange={(gridConfig) => updateConfig('grid_config', gridConfig)}
|
||||
disabled={selectedStrategy?.is_default}
|
||||
language={language}
|
||||
/>
|
||||
),
|
||||
},
|
||||
// AI Trading sections
|
||||
{
|
||||
key: 'coinSource' as const,
|
||||
icon: Target,
|
||||
color: '#F0B90B',
|
||||
title: t('coinSource'),
|
||||
forStrategyType: 'ai_trading' as const,
|
||||
content: editingConfig && (
|
||||
<CoinSourceEditor
|
||||
config={editingConfig.coin_source}
|
||||
@@ -582,7 +553,6 @@ export function StrategyStudioPage() {
|
||||
icon: BarChart3,
|
||||
color: '#0ECB81',
|
||||
title: t('indicators'),
|
||||
forStrategyType: 'ai_trading' as const,
|
||||
content: editingConfig && (
|
||||
<IndicatorEditor
|
||||
config={editingConfig.indicators}
|
||||
@@ -597,7 +567,6 @@ export function StrategyStudioPage() {
|
||||
icon: Shield,
|
||||
color: '#F6465D',
|
||||
title: t('riskControl'),
|
||||
forStrategyType: 'ai_trading' as const,
|
||||
content: editingConfig && (
|
||||
<RiskControlEditor
|
||||
config={editingConfig.risk_control}
|
||||
@@ -612,7 +581,6 @@ export function StrategyStudioPage() {
|
||||
icon: FileText,
|
||||
color: '#a855f7',
|
||||
title: t('promptSections'),
|
||||
forStrategyType: 'ai_trading' as const,
|
||||
content: editingConfig && (
|
||||
<PromptSectionsEditor
|
||||
config={editingConfig.prompt_sections}
|
||||
@@ -627,7 +595,6 @@ export function StrategyStudioPage() {
|
||||
icon: Settings,
|
||||
color: '#60a5fa',
|
||||
title: t('customPrompt'),
|
||||
forStrategyType: 'ai_trading' as const,
|
||||
content: editingConfig && (
|
||||
<div>
|
||||
<p className="text-xs mb-2" style={{ color: '#848E9C' }}>
|
||||
@@ -649,7 +616,6 @@ export function StrategyStudioPage() {
|
||||
icon: Globe,
|
||||
color: '#0ECB81',
|
||||
title: t('publishSettings'),
|
||||
forStrategyType: 'both' as const,
|
||||
content: selectedStrategy && (
|
||||
<PublishSettingsEditor
|
||||
isPublic={selectedStrategy.is_public ?? false}
|
||||
@@ -667,9 +633,7 @@ export function StrategyStudioPage() {
|
||||
/>
|
||||
),
|
||||
},
|
||||
].filter(section =>
|
||||
section.forStrategyType === 'both' || section.forStrategyType === currentStrategyType
|
||||
)
|
||||
]
|
||||
|
||||
return (
|
||||
<DeepVoidBackground className="h-[calc(100vh-64px)] flex flex-col bg-nofx-bg relative overflow-hidden">
|
||||
@@ -849,62 +813,6 @@ export function StrategyStudioPage() {
|
||||
</div>
|
||||
</div>
|
||||
|
||||
{/* Strategy Type Selector */}
|
||||
{editingConfig && (
|
||||
<div className="mb-4 p-4 rounded-lg bg-nofx-bg-lighter border border-nofx-gold/20">
|
||||
<div className="flex items-center gap-2 mb-3">
|
||||
<Zap className="w-4 h-4" style={{ color: '#F0B90B' }} />
|
||||
<span className="text-sm font-medium text-nofx-text">{t('strategyType')}</span>
|
||||
</div>
|
||||
<div className="grid grid-cols-2 gap-3">
|
||||
<button
|
||||
onClick={() => {
|
||||
if (!selectedStrategy?.is_default) {
|
||||
updateConfig('strategy_type', 'ai_trading')
|
||||
// Clear grid config when switching to AI trading
|
||||
updateConfig('grid_config', undefined)
|
||||
}
|
||||
}}
|
||||
disabled={selectedStrategy?.is_default}
|
||||
className={`p-3 rounded-lg border transition-all ${
|
||||
(!editingConfig.strategy_type || editingConfig.strategy_type === 'ai_trading')
|
||||
? 'border-nofx-gold bg-nofx-gold/10'
|
||||
: 'border-nofx-border hover:border-nofx-gold/50'
|
||||
}`}
|
||||
>
|
||||
<div className="flex items-center gap-2 mb-1">
|
||||
<Bot className="w-4 h-4" style={{ color: '#F0B90B' }} />
|
||||
<span className="text-sm font-medium text-nofx-text">{t('aiTrading')}</span>
|
||||
</div>
|
||||
<p className="text-xs text-nofx-text-muted text-left">{t('aiTradingDesc')}</p>
|
||||
</button>
|
||||
<button
|
||||
onClick={() => {
|
||||
if (!selectedStrategy?.is_default) {
|
||||
updateConfig('strategy_type', 'grid_trading')
|
||||
// Initialize grid config if not exists
|
||||
if (!editingConfig.grid_config) {
|
||||
updateConfig('grid_config', defaultGridConfig)
|
||||
}
|
||||
}
|
||||
}}
|
||||
disabled={selectedStrategy?.is_default}
|
||||
className={`p-3 rounded-lg border transition-all ${
|
||||
editingConfig.strategy_type === 'grid_trading'
|
||||
? 'border-nofx-gold bg-nofx-gold/10'
|
||||
: 'border-nofx-border hover:border-nofx-gold/50'
|
||||
}`}
|
||||
>
|
||||
<div className="flex items-center gap-2 mb-1">
|
||||
<Activity className="w-4 h-4" style={{ color: '#0ECB81' }} />
|
||||
<span className="text-sm font-medium text-nofx-text">{t('gridTrading')}</span>
|
||||
</div>
|
||||
<p className="text-xs text-nofx-text-muted text-left">{t('gridTradingDesc')}</p>
|
||||
</button>
|
||||
</div>
|
||||
</div>
|
||||
)}
|
||||
|
||||
{/* Config Sections */}
|
||||
<div className="space-y-2">
|
||||
{configSections.map(({ key, icon: Icon, color, title, content }) => (
|
||||
|
||||
@@ -9,7 +9,6 @@ import { confirmToast, notify } from '../lib/notify'
|
||||
import { t, type Language } from '../i18n/translations'
|
||||
import { LogOut, Loader2, Eye, EyeOff, Copy, Check } from 'lucide-react'
|
||||
import { DeepVoidBackground } from '../components/DeepVoidBackground'
|
||||
import { GridRiskPanel } from '../components/strategy/GridRiskPanel'
|
||||
import type {
|
||||
SystemStatus,
|
||||
AccountInfo,
|
||||
@@ -152,13 +151,6 @@ export function TraderDashboardPage({
|
||||
setPositionsCurrentPage(1)
|
||||
}, [selectedTraderId, positionsPageSize])
|
||||
|
||||
// Auto-set chart symbol for grid trading
|
||||
useEffect(() => {
|
||||
if (status?.strategy_type === 'grid_trading' && status?.grid_symbol) {
|
||||
setSelectedChartSymbol(status.grid_symbol)
|
||||
}
|
||||
}, [status?.strategy_type, status?.grid_symbol])
|
||||
|
||||
// Get current exchange info for perp-dex wallet display
|
||||
const currentExchange = exchanges?.find(
|
||||
(e) => e.id === selectedTrader?.exchange_id
|
||||
@@ -540,17 +532,6 @@ export function TraderDashboardPage({
|
||||
/>
|
||||
</div>
|
||||
|
||||
{/* Grid Risk Panel - Only show for grid trading strategy */}
|
||||
{status?.strategy_type === 'grid_trading' && selectedTraderId && (
|
||||
<div className="mb-8 animate-slide-in" style={{ animationDelay: '0.05s' }}>
|
||||
<GridRiskPanel
|
||||
traderId={selectedTraderId}
|
||||
language={language}
|
||||
refreshInterval={5000}
|
||||
/>
|
||||
</div>
|
||||
)}
|
||||
|
||||
{/* Main Content Area */}
|
||||
<div className="grid grid-cols-1 lg:grid-cols-2 gap-6 mb-6">
|
||||
{/* Left Column: Charts + Positions */}
|
||||
|
||||
@@ -11,8 +11,6 @@ export interface SystemStatus {
|
||||
stop_until: string
|
||||
last_reset_time: string
|
||||
ai_provider: string
|
||||
strategy_type?: 'ai_trading' | 'grid_trading'
|
||||
grid_symbol?: string
|
||||
}
|
||||
|
||||
export interface AccountInfo {
|
||||
@@ -464,8 +462,6 @@ export interface PromptSectionsConfig {
|
||||
}
|
||||
|
||||
export interface StrategyConfig {
|
||||
// Strategy type: "ai_trading" (default) or "grid_trading"
|
||||
strategy_type?: 'ai_trading' | 'grid_trading';
|
||||
// Language setting: "zh" for Chinese, "en" for English
|
||||
// Determines the language used for data formatting and prompt generation
|
||||
language?: 'zh' | 'en';
|
||||
@@ -474,38 +470,6 @@ export interface StrategyConfig {
|
||||
custom_prompt?: string;
|
||||
risk_control: RiskControlConfig;
|
||||
prompt_sections?: PromptSectionsConfig;
|
||||
// Grid trading configuration (only used when strategy_type is 'grid_trading')
|
||||
grid_config?: GridStrategyConfig;
|
||||
}
|
||||
|
||||
// Grid trading specific configuration
|
||||
export interface GridStrategyConfig {
|
||||
// Trading pair (e.g., "BTCUSDT")
|
||||
symbol: string;
|
||||
// Number of grid levels (5-50)
|
||||
grid_count: number;
|
||||
// Total investment in USDT
|
||||
total_investment: number;
|
||||
// Leverage (1-20)
|
||||
leverage: number;
|
||||
// Upper price boundary (0 = auto-calculate from ATR)
|
||||
upper_price: number;
|
||||
// Lower price boundary (0 = auto-calculate from ATR)
|
||||
lower_price: number;
|
||||
// Use ATR to auto-calculate bounds
|
||||
use_atr_bounds: boolean;
|
||||
// ATR multiplier for bound calculation (default 2.0)
|
||||
atr_multiplier: number;
|
||||
// Position distribution: "uniform" | "gaussian" | "pyramid"
|
||||
distribution: 'uniform' | 'gaussian' | 'pyramid';
|
||||
// Maximum drawdown percentage before emergency exit
|
||||
max_drawdown_pct: number;
|
||||
// Stop loss percentage per position
|
||||
stop_loss_pct: number;
|
||||
// Daily loss limit percentage
|
||||
daily_loss_limit_pct: number;
|
||||
// Use maker-only orders for lower fees
|
||||
use_maker_only: boolean;
|
||||
}
|
||||
|
||||
export interface CoinSourceConfig {
|
||||
@@ -786,36 +750,3 @@ export interface PositionHistoryResponse {
|
||||
symbol_stats: SymbolStats[];
|
||||
direction_stats: DirectionStats[];
|
||||
}
|
||||
|
||||
// Grid Risk Information for frontend display
|
||||
export interface GridRiskInfo {
|
||||
// Leverage info
|
||||
current_leverage: number
|
||||
effective_leverage: number
|
||||
recommended_leverage: number
|
||||
|
||||
// Position info
|
||||
current_position: number
|
||||
max_position: number
|
||||
position_percent: number
|
||||
|
||||
// Liquidation info
|
||||
liquidation_price: number
|
||||
liquidation_distance: number
|
||||
|
||||
// Market state
|
||||
regime_level: string
|
||||
|
||||
// Box state
|
||||
short_box_upper: number
|
||||
short_box_lower: number
|
||||
mid_box_upper: number
|
||||
mid_box_lower: number
|
||||
long_box_upper: number
|
||||
long_box_lower: number
|
||||
current_price: number
|
||||
|
||||
// Breakout state
|
||||
breakout_level: string
|
||||
breakout_direction: string
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user