package store import ( "encoding/json" "fmt" "time" "gorm.io/gorm" ) // StrategyStore strategy storage type StrategyStore struct { db *gorm.DB } // Strategy strategy configuration type Strategy struct { ID string `gorm:"primaryKey" json:"id"` UserID string `gorm:"column:user_id;not null;default:'';index" json:"user_id"` Name string `gorm:"not null" json:"name"` Description string `gorm:"default:''" json:"description"` IsActive bool `gorm:"column:is_active;default:false;index" json:"is_active"` IsDefault bool `gorm:"column:is_default;default:false" json:"is_default"` IsPublic bool `gorm:"column:is_public;default:false;index" json:"is_public"` // whether visible in strategy market ConfigVisible bool `gorm:"column:config_visible;default:true" json:"config_visible"` // whether config details are visible Config string `gorm:"not null;default:'{}'" json:"config"` CreatedAt time.Time `json:"created_at"` UpdatedAt time.Time `json:"updated_at"` } 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"` // coin source configuration CoinSource CoinSourceConfig `json:"coin_source"` // quantitative data configuration Indicators IndicatorConfig `json:"indicators"` // custom prompt (appended at the end) CustomPrompt string `json:"custom_prompt,omitempty"` // risk control configuration 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"` // Enable automatic grid direction adjustment based on box breakouts EnableDirectionAdjust bool `json:"enable_direction_adjust"` // Direction bias ratio for long_bias/short_bias modes (default 0.7 = 70%/30%) DirectionBiasRatio float64 `json:"direction_bias_ratio"` } // PromptSectionsConfig editable sections of System Prompt type PromptSectionsConfig struct { // role definition (title + description) RoleDefinition string `json:"role_definition,omitempty"` // trading frequency awareness TradingFrequency string `json:"trading_frequency,omitempty"` // entry standards EntryStandards string `json:"entry_standards,omitempty"` // decision process DecisionProcess string `json:"decision_process,omitempty"` } // CoinSourceConfig coin source configuration type CoinSourceConfig struct { // source type: "static" | "ai500" | "oi_top" | "oi_low" | "mixed" SourceType string `json:"source_type"` // static coin list (used when source_type = "static") StaticCoins []string `json:"static_coins,omitempty"` // excluded coins list (filtered out from all sources) ExcludedCoins []string `json:"excluded_coins,omitempty"` // whether to use AI500 coin pool UseAI500 bool `json:"use_ai500"` // AI500 coin pool maximum count AI500Limit int `json:"ai500_limit,omitempty"` // whether to use OI Top (OI increase ranking, suitable for long positions) UseOITop bool `json:"use_oi_top"` // OI Top maximum count OITopLimit int `json:"oi_top_limit,omitempty"` // whether to use OI Low (OI decrease ranking, suitable for short positions) UseOILow bool `json:"use_oi_low"` // OI Low maximum count OILowLimit int `json:"oi_low_limit,omitempty"` // whether to use Hyperliquid All coins (all available perp pairs) UseHyperAll bool `json:"use_hyper_all"` // whether to use Hyperliquid Main coins (top N by 24h volume) UseHyperMain bool `json:"use_hyper_main"` // Hyperliquid Main maximum count (default 20) HyperMainLimit int `json:"hyper_main_limit,omitempty"` // Note: API URLs are now built automatically using NofxOSAPIKey from IndicatorConfig } // IndicatorConfig indicator configuration type IndicatorConfig struct { // K-line configuration Klines KlineConfig `json:"klines"` // raw kline data (OHLCV) - always enabled, required for AI analysis EnableRawKlines bool `json:"enable_raw_klines"` // technical indicator switches EnableEMA bool `json:"enable_ema"` EnableMACD bool `json:"enable_macd"` EnableRSI bool `json:"enable_rsi"` EnableATR bool `json:"enable_atr"` EnableBOLL bool `json:"enable_boll"` // Bollinger Bands EnableVolume bool `json:"enable_volume"` EnableOI bool `json:"enable_oi"` // open interest EnableFundingRate bool `json:"enable_funding_rate"` // funding rate // EMA period configuration EMAPeriods []int `json:"ema_periods,omitempty"` // default [20, 50] // RSI period configuration RSIPeriods []int `json:"rsi_periods,omitempty"` // default [7, 14] // ATR period configuration ATRPeriods []int `json:"atr_periods,omitempty"` // default [14] // BOLL period configuration (period, standard deviation multiplier is fixed at 2) BOLLPeriods []int `json:"boll_periods,omitempty"` // default [20] - can select multiple timeframes // external data sources ExternalDataSources []ExternalDataSource `json:"external_data_sources,omitempty"` // ========== NofxOS Unified API Configuration ========== // Unified API Key for all NofxOS data sources NofxOSAPIKey string `json:"nofxos_api_key,omitempty"` // quantitative data sources (capital flow, position changes, price changes) EnableQuantData bool `json:"enable_quant_data"` // whether to enable quantitative data EnableQuantOI bool `json:"enable_quant_oi"` // whether to show OI data EnableQuantNetflow bool `json:"enable_quant_netflow"` // whether to show Netflow data // OI ranking data (market-wide open interest increase/decrease rankings) EnableOIRanking bool `json:"enable_oi_ranking"` // whether to enable OI ranking data OIRankingDuration string `json:"oi_ranking_duration,omitempty"` // duration: 1h, 4h, 24h OIRankingLimit int `json:"oi_ranking_limit,omitempty"` // number of entries (default 10) // NetFlow ranking data (market-wide fund flow rankings - institution/personal) EnableNetFlowRanking bool `json:"enable_netflow_ranking"` // whether to enable NetFlow ranking data NetFlowRankingDuration string `json:"netflow_ranking_duration,omitempty"` // duration: 1h, 4h, 24h NetFlowRankingLimit int `json:"netflow_ranking_limit,omitempty"` // number of entries (default 10) // Price ranking data (market-wide gainers/losers) EnablePriceRanking bool `json:"enable_price_ranking"` // whether to enable price ranking data PriceRankingDuration string `json:"price_ranking_duration,omitempty"` // durations: "1h" or "1h,4h,24h" PriceRankingLimit int `json:"price_ranking_limit,omitempty"` // number of entries per ranking (default 10) } // KlineConfig K-line configuration type KlineConfig struct { // primary timeframe: "1m", "3m", "5m", "15m", "1h", "4h" PrimaryTimeframe string `json:"primary_timeframe"` // primary timeframe K-line count PrimaryCount int `json:"primary_count"` // longer timeframe LongerTimeframe string `json:"longer_timeframe,omitempty"` // longer timeframe K-line count LongerCount int `json:"longer_count,omitempty"` // whether to enable multi-timeframe analysis EnableMultiTimeframe bool `json:"enable_multi_timeframe"` // selected timeframe list (new: supports multi-timeframe selection) SelectedTimeframes []string `json:"selected_timeframes,omitempty"` } // ExternalDataSource external data source configuration type ExternalDataSource struct { Name string `json:"name"` // data source name Type string `json:"type"` // type: "api" | "webhook" URL string `json:"url"` // API URL Method string `json:"method"` // HTTP method Headers map[string]string `json:"headers,omitempty"` DataPath string `json:"data_path,omitempty"` // JSON data path RefreshSecs int `json:"refresh_secs,omitempty"` // refresh interval (seconds) } // RiskControlConfig risk control configuration type RiskControlConfig struct { // Max number of coins held simultaneously (CODE ENFORCED) MaxPositions int `json:"max_positions"` // BTC/ETH exchange leverage for opening positions (AI guided) BTCETHMaxLeverage int `json:"btc_eth_max_leverage"` // Altcoin exchange leverage for opening positions (AI guided) AltcoinMaxLeverage int `json:"altcoin_max_leverage"` // BTC/ETH single position max value = equity × this ratio (CODE ENFORCED, default: 5) BTCETHMaxPositionValueRatio float64 `json:"btc_eth_max_position_value_ratio"` // Altcoin single position max value = equity × this ratio (CODE ENFORCED, default: 1) AltcoinMaxPositionValueRatio float64 `json:"altcoin_max_position_value_ratio"` // Max margin utilization (e.g. 0.9 = 90%) (CODE ENFORCED) MaxMarginUsage float64 `json:"max_margin_usage"` // Min position size in USDT (CODE ENFORCED) MinPositionSize float64 `json:"min_position_size"` // Min take_profit / stop_loss ratio (AI guided) MinRiskRewardRatio float64 `json:"min_risk_reward_ratio"` // Min AI confidence to open position (AI guided) MinConfidence int `json:"min_confidence"` } // NewStrategyStore creates a new StrategyStore func NewStrategyStore(db *gorm.DB) *StrategyStore { return &StrategyStore{db: db} } func (s *StrategyStore) initTables() error { // AutoMigrate will add missing columns without dropping existing data return s.db.AutoMigrate(&Strategy{}) } func (s *StrategyStore) initDefaultData() error { // No longer pre-populate strategies - create on demand when user configures return nil } // GetDefaultStrategyConfig returns the default strategy configuration for the given language func GetDefaultStrategyConfig(lang string) StrategyConfig { // Normalize language to "zh" or "en" normalizedLang := "en" if lang == "zh" { normalizedLang = "zh" } config := StrategyConfig{ Language: normalizedLang, CoinSource: CoinSourceConfig{ SourceType: "ai500", UseAI500: true, AI500Limit: 10, UseOITop: false, OITopLimit: 10, UseOILow: false, OILowLimit: 10, }, Indicators: IndicatorConfig{ Klines: KlineConfig{ PrimaryTimeframe: "5m", PrimaryCount: 30, LongerTimeframe: "4h", LongerCount: 10, EnableMultiTimeframe: true, SelectedTimeframes: []string{"5m", "15m", "1h", "4h"}, }, EnableRawKlines: true, // Required - raw OHLCV data for AI analysis EnableEMA: false, EnableMACD: false, EnableRSI: false, EnableATR: false, EnableBOLL: false, EnableVolume: true, EnableOI: true, EnableFundingRate: true, EMAPeriods: []int{20, 50}, RSIPeriods: []int{7, 14}, ATRPeriods: []int{14}, BOLLPeriods: []int{20}, // NofxOS unified API key NofxOSAPIKey: "cm_568c67eae410d912c54c", // Quant data EnableQuantData: true, EnableQuantOI: true, EnableQuantNetflow: true, // OI ranking data EnableOIRanking: true, OIRankingDuration: "1h", OIRankingLimit: 10, // NetFlow ranking data EnableNetFlowRanking: true, NetFlowRankingDuration: "1h", NetFlowRankingLimit: 10, // Price ranking data EnablePriceRanking: true, PriceRankingDuration: "1h,4h,24h", PriceRankingLimit: 10, }, RiskControl: RiskControlConfig{ MaxPositions: 3, // Max 3 coins simultaneously (CODE ENFORCED) BTCETHMaxLeverage: 5, // BTC/ETH exchange leverage (AI guided) AltcoinMaxLeverage: 5, // Altcoin exchange leverage (AI guided) BTCETHMaxPositionValueRatio: 5.0, // BTC/ETH: max position = 5x equity (CODE ENFORCED) AltcoinMaxPositionValueRatio: 1.0, // Altcoin: max position = 1x equity (CODE ENFORCED) MaxMarginUsage: 0.9, // Max 90% margin usage (CODE ENFORCED) MinPositionSize: 12, // Min 12 USDT per position (CODE ENFORCED) MinRiskRewardRatio: 3.0, // Min 3:1 profit/loss ratio (AI guided) MinConfidence: 75, // Min 75% confidence (AI guided) }, } if lang == "zh" { config.PromptSections = PromptSectionsConfig{ RoleDefinition: `# 你是一个专业的加密货币交易AI 你的任务是根据提供的市场数据做出交易决策。你是一个经验丰富的量化交易员,擅长技术分析和风险管理。`, TradingFrequency: `# ⏱️ 交易频率意识 - 优秀交易员:每天2-4笔 ≈ 每小时0.1-0.2笔 - 每小时超过2笔 = 过度交易 - 单笔持仓时间 ≥ 30-60分钟 如果你发现自己每个周期都在交易 → 标准太低;如果持仓不到30分钟就平仓 → 太冲动。`, EntryStandards: `# 🎯 入场标准(严格) 只在多个信号共振时入场。自由使用任何有效的分析方法,避免单一指标、信号矛盾、横盘震荡、或平仓后立即重新开仓等低质量行为。`, DecisionProcess: `# 📋 决策流程 1. 检查持仓 → 是否止盈/止损 2. 扫描候选币种 + 多时间框架 → 是否存在强信号 3. 先写思维链,再输出结构化JSON`, } } else { config.PromptSections = PromptSectionsConfig{ RoleDefinition: `# You are a professional cryptocurrency trading AI Your task is to make trading decisions based on the provided market data. You are an experienced quantitative trader skilled in technical analysis and risk management.`, TradingFrequency: `# ⏱️ Trading Frequency Awareness - Excellent trader: 2-4 trades per day ≈ 0.1-0.2 trades per hour - >2 trades per hour = overtrading - Single position holding time ≥ 30-60 minutes If you find yourself trading every cycle → standards are too low; if closing positions in <30 minutes → too impulsive.`, EntryStandards: `# 🎯 Entry Standards (Strict) Only enter positions when multiple signals resonate. Freely use any effective analysis methods, avoid low-quality behaviors such as single indicators, contradictory signals, sideways oscillation, or immediately restarting after closing positions.`, DecisionProcess: `# 📋 Decision Process 1. Check positions → whether to take profit/stop loss 2. Scan candidate coins + multi-timeframe → whether strong signals exist 3. Write chain of thought first, then output structured JSON`, } } return config } // Create create a strategy func (s *StrategyStore) Create(strategy *Strategy) error { return s.db.Create(strategy).Error } // Update update a strategy func (s *StrategyStore) Update(strategy *Strategy) error { return s.db.Model(&Strategy{}). Where("id = ? AND user_id = ?", strategy.ID, strategy.UserID). Updates(map[string]interface{}{ "name": strategy.Name, "description": strategy.Description, "config": strategy.Config, "is_public": strategy.IsPublic, "config_visible": strategy.ConfigVisible, "updated_at": time.Now().UTC(), }).Error } // Delete delete a strategy func (s *StrategyStore) Delete(userID, id string) error { // do not allow deleting system default strategy var st Strategy if err := s.db.Where("id = ?", id).First(&st).Error; err == nil && st.IsDefault { return fmt.Errorf("cannot delete system default strategy") } return s.db.Where("id = ? AND user_id = ?", id, userID).Delete(&Strategy{}).Error } // List get user's strategy list func (s *StrategyStore) List(userID string) ([]*Strategy, error) { var strategies []*Strategy err := s.db.Where("user_id = ? OR is_default = ?", userID, true). Order("is_default DESC, created_at DESC"). Find(&strategies).Error if err != nil { return nil, err } return strategies, nil } // ListPublic get all public strategies for the strategy market func (s *StrategyStore) ListPublic() ([]*Strategy, error) { var strategies []*Strategy err := s.db.Where("is_public = ?", true). Order("created_at DESC"). Find(&strategies).Error if err != nil { return nil, err } return strategies, nil } // Get get a single strategy func (s *StrategyStore) Get(userID, id string) (*Strategy, error) { var st Strategy err := s.db.Where("id = ? AND (user_id = ? OR is_default = ?)", id, userID, true). First(&st).Error if err != nil { return nil, err } return &st, nil } // GetActive get user's currently active strategy func (s *StrategyStore) GetActive(userID string) (*Strategy, error) { var st Strategy err := s.db.Where("user_id = ? AND is_active = ?", userID, true).First(&st).Error if err == gorm.ErrRecordNotFound { // no active strategy, return system default strategy return s.GetDefault() } if err != nil { return nil, err } return &st, nil } // GetDefault get system default strategy func (s *StrategyStore) GetDefault() (*Strategy, error) { var st Strategy err := s.db.Where("is_default = ?", true).First(&st).Error if err != nil { return nil, err } return &st, nil } // SetActive set active strategy (will first deactivate other strategies) func (s *StrategyStore) SetActive(userID, strategyID string) error { return s.db.Transaction(func(tx *gorm.DB) error { // first deactivate all strategies for the user if err := tx.Model(&Strategy{}).Where("user_id = ?", userID). Update("is_active", false).Error; err != nil { return err } // activate specified strategy return tx.Model(&Strategy{}). Where("id = ? AND (user_id = ? OR is_default = ?)", strategyID, userID, true). Update("is_active", true).Error }) } // Duplicate duplicate a strategy (used to create custom strategy based on default strategy) func (s *StrategyStore) Duplicate(userID, sourceID, newID, newName string) error { // get source strategy source, err := s.Get(userID, sourceID) if err != nil { return fmt.Errorf("failed to get source strategy: %w", err) } // create new strategy newStrategy := &Strategy{ ID: newID, UserID: userID, Name: newName, Description: "Created based on [" + source.Name + "]", IsActive: false, IsDefault: false, Config: source.Config, } return s.Create(newStrategy) } // ParseConfig parse strategy configuration JSON func (s *Strategy) ParseConfig() (*StrategyConfig, error) { var config StrategyConfig if err := json.Unmarshal([]byte(s.Config), &config); err != nil { return nil, fmt.Errorf("failed to parse strategy configuration: %w", err) } return &config, nil } // SetConfig set strategy configuration func (s *Strategy) SetConfig(config *StrategyConfig) error { data, err := json.Marshal(config) if err != nil { return fmt.Errorf("failed to serialize strategy configuration: %w", err) } s.Config = string(data) return nil }