Files
nofx/provider/nofxos/netflow.go
tinkle-community 110bf52908 feat: cream terminal redesign, English-only UI, autopilot launch fixes
- Redesign dashboard into a cream-paper + vermilion IBM Plex Mono terminal
  (live L2 order book, cost/liq map, WS K-line, signal matrix, orchestration
  topology, risk radar, execution log, current positions, equity curve)
- Convert all user-facing UI and backend strings/prompts from Chinese to
  English (multi-language retained, default English)
- Add /api/statistics/full endpoint + full-stats frontend wiring
- Fix Autopilot launch: reuse the existing trader instead of creating
  duplicates (eliminates repeat ~35s create cost and stale-trader 404s);
  launch sends 5m scan interval
- Fix unreadable toasts: cream theme with high-contrast text + per-type accent
- Silence background dashboard polls (getTraderConfig) to stop error-toast spam
2026-06-30 16:03:52 +08:00

264 lines
8.3 KiB
Go

package nofxos
import (
"encoding/json"
"fmt"
"log"
"strings"
"time"
)
// NetFlowPosition represents fund flow data for a single coin
type NetFlowPosition struct {
Rank int `json:"rank"`
Symbol string `json:"symbol"`
Amount float64 `json:"amount"` // Fund flow amount in USDT (positive=inflow, negative=outflow)
Price float64 `json:"price"`
}
// NetFlowResponse is the API response structure
type NetFlowResponse struct {
Success bool `json:"success"`
Data struct {
Netflows []NetFlowPosition `json:"netflows"`
Count int `json:"count"`
Type string `json:"type"` // institution or personal
Trade string `json:"trade"` // futures or spot
TimeRange string `json:"time_range"`
RankType string `json:"rank_type"` // top or low
Limit int `json:"limit"`
} `json:"data"`
}
// NetFlowRankingData contains institution and personal fund flow rankings
type NetFlowRankingData struct {
Duration string `json:"duration"`
TimeRange string `json:"time_range"`
InstitutionFutureTop []NetFlowPosition `json:"institution_future_top"`
InstitutionFutureLow []NetFlowPosition `json:"institution_future_low"`
PersonalFutureTop []NetFlowPosition `json:"personal_future_top"`
PersonalFutureLow []NetFlowPosition `json:"personal_future_low"`
FetchedAt time.Time `json:"fetched_at"`
}
// GetNetFlowRanking retrieves NetFlow ranking data (institution/personal, top/low)
func (c *Client) GetNetFlowRanking(duration string, limit int) (*NetFlowRankingData, error) {
if duration == "" {
duration = "1h"
}
if limit <= 0 {
limit = 10
}
result := &NetFlowRankingData{
Duration: duration,
FetchedAt: time.Now(),
}
// Fetch institution futures top (inflow)
positions, timeRange, err := c.fetchNetFlowRanking("top", duration, limit, "institution", "future")
if err != nil {
log.Printf("⚠️ Failed to fetch institution future inflow ranking: %v", err)
} else {
result.InstitutionFutureTop = positions
result.TimeRange = timeRange
}
// Fetch institution futures low (outflow)
positions, _, err = c.fetchNetFlowRanking("low", duration, limit, "institution", "future")
if err != nil {
log.Printf("⚠️ Failed to fetch institution future outflow ranking: %v", err)
} else {
result.InstitutionFutureLow = positions
}
// Fetch personal futures top (retail inflow)
positions, _, err = c.fetchNetFlowRanking("top", duration, limit, "personal", "future")
if err != nil {
log.Printf("⚠️ Failed to fetch personal future inflow ranking: %v", err)
} else {
result.PersonalFutureTop = positions
}
// Fetch personal futures low (retail outflow)
positions, _, err = c.fetchNetFlowRanking("low", duration, limit, "personal", "future")
if err != nil {
log.Printf("⚠️ Failed to fetch personal future outflow ranking: %v", err)
} else {
result.PersonalFutureLow = positions
}
log.Printf("✓ Fetched NetFlow ranking data: inst_in=%d, inst_out=%d, retail_in=%d, retail_out=%d (duration: %s)",
len(result.InstitutionFutureTop), len(result.InstitutionFutureLow),
len(result.PersonalFutureTop), len(result.PersonalFutureLow), duration)
return result, nil
}
func (c *Client) fetchNetFlowRanking(rankType, duration string, limit int, flowType, trade string) ([]NetFlowPosition, string, error) {
endpoint := fmt.Sprintf("/api/netflow/%s-ranking?limit=%d&duration=%s&type=%s&trade=%s",
rankType, limit, duration, flowType, trade)
body, err := c.doRequest(endpoint)
if err != nil {
return nil, "", fmt.Errorf("request failed: %w", err)
}
var response NetFlowResponse
if err := json.Unmarshal(body, &response); err != nil {
return nil, "", fmt.Errorf("JSON parsing failed: %w", err)
}
if !response.Success {
return nil, "", fmt.Errorf("API returned failure status")
}
return response.Data.Netflows, response.Data.TimeRange, nil
}
// FormatNetFlowRankingForAI formats NetFlow ranking data for AI consumption
func FormatNetFlowRankingForAI(data *NetFlowRankingData, lang Language) string {
if data == nil {
return ""
}
if lang == LangChinese {
return formatNetFlowRankingZH(data)
}
return formatNetFlowRankingEN(data)
}
func formatNetFlowRankingZH(data *NetFlowRankingData) string {
var sb strings.Builder
sb.WriteString(fmt.Sprintf("## Net Flow Ranking (%s)\n\n", data.Duration))
// Institution inflow
if len(data.InstitutionFutureTop) > 0 {
sb.WriteString("### Institution Inflow Ranking\n")
sb.WriteString("Smart Money buy signal:\n\n")
sb.WriteString("| Rank | Symbol | Inflow Amount(USDT) | Price |\n")
sb.WriteString("|------|------|----------------|------|\n")
for _, pos := range data.InstitutionFutureTop {
sb.WriteString(fmt.Sprintf("| %d | %s | %s | $%.4f |\n",
pos.Rank, pos.Symbol, formatValue(pos.Amount), pos.Price))
}
sb.WriteString("\n")
}
// Institution outflow
if len(data.InstitutionFutureLow) > 0 {
sb.WriteString("### Institution Outflow Ranking\n")
sb.WriteString("Smart Money sell signal:\n\n")
sb.WriteString("| Rank | Symbol | Outflow Amount(USDT) | Price |\n")
sb.WriteString("|------|------|----------------|------|\n")
for _, pos := range data.InstitutionFutureLow {
sb.WriteString(fmt.Sprintf("| %d | %s | %s | $%.4f |\n",
pos.Rank, pos.Symbol, formatValue(pos.Amount), pos.Price))
}
sb.WriteString("\n")
}
// Retail flow summary
if len(data.PersonalFutureTop) > 0 || len(data.PersonalFutureLow) > 0 {
sb.WriteString("### Retail Capital Movement\n")
if len(data.PersonalFutureTop) > 0 {
sb.WriteString("Retail buy: ")
for i, pos := range data.PersonalFutureTop {
if i >= 3 {
break
}
if i > 0 {
sb.WriteString(", ")
}
sb.WriteString(fmt.Sprintf("%s(%s)", pos.Symbol, formatValue(pos.Amount)))
}
sb.WriteString("\n")
}
if len(data.PersonalFutureLow) > 0 {
sb.WriteString("Retail sell: ")
for i, pos := range data.PersonalFutureLow {
if i >= 3 {
break
}
if i > 0 {
sb.WriteString(", ")
}
sb.WriteString(fmt.Sprintf("%s(%s)", pos.Symbol, formatValue(pos.Amount)))
}
sb.WriteString("\n")
}
sb.WriteString("\n")
}
sb.WriteString("**Interpretation**: Institution buy + Retail sell = strongly bullish | Institution sell + Retail buy = strongly bearish\n\n")
return sb.String()
}
func formatNetFlowRankingEN(data *NetFlowRankingData) string {
var sb strings.Builder
sb.WriteString(fmt.Sprintf("## Fund Flow Ranking (%s)\n\n", data.Duration))
// Institution inflow
if len(data.InstitutionFutureTop) > 0 {
sb.WriteString("### Institution Inflow\n")
sb.WriteString("Smart Money buying signals:\n\n")
sb.WriteString("| Rank | Symbol | Inflow (USDT) | Price |\n")
sb.WriteString("|------|--------|---------------|-------|\n")
for _, pos := range data.InstitutionFutureTop {
sb.WriteString(fmt.Sprintf("| %d | %s | %s | $%.4f |\n",
pos.Rank, pos.Symbol, formatValue(pos.Amount), pos.Price))
}
sb.WriteString("\n")
}
// Institution outflow
if len(data.InstitutionFutureLow) > 0 {
sb.WriteString("### Institution Outflow\n")
sb.WriteString("Smart Money selling signals:\n\n")
sb.WriteString("| Rank | Symbol | Outflow (USDT) | Price |\n")
sb.WriteString("|------|--------|----------------|-------|\n")
for _, pos := range data.InstitutionFutureLow {
sb.WriteString(fmt.Sprintf("| %d | %s | %s | $%.4f |\n",
pos.Rank, pos.Symbol, formatValue(pos.Amount), pos.Price))
}
sb.WriteString("\n")
}
// Retail flow summary
if len(data.PersonalFutureTop) > 0 || len(data.PersonalFutureLow) > 0 {
sb.WriteString("### Retail Flow\n")
if len(data.PersonalFutureTop) > 0 {
sb.WriteString("Retail buying: ")
for i, pos := range data.PersonalFutureTop {
if i >= 3 {
break
}
if i > 0 {
sb.WriteString(", ")
}
sb.WriteString(fmt.Sprintf("%s(%s)", pos.Symbol, formatValue(pos.Amount)))
}
sb.WriteString("\n")
}
if len(data.PersonalFutureLow) > 0 {
sb.WriteString("Retail selling: ")
for i, pos := range data.PersonalFutureLow {
if i >= 3 {
break
}
if i > 0 {
sb.WriteString(", ")
}
sb.WriteString(fmt.Sprintf("%s(%s)", pos.Symbol, formatValue(pos.Amount)))
}
sb.WriteString("\n")
}
sb.WriteString("\n")
}
sb.WriteString("**Key**: Institution buy + Retail sell = Strong bullish | Institution sell + Retail buy = Strong bearish\n\n")
return sb.String()
}