mirror of
https://github.com/NoFxAiOS/nofx.git
synced 2026-07-04 19:41:02 +08:00
7e96c5d0f2
* feat: add AI grid trading and market regime classification - Add GridTrader interface with PlaceLimitOrder, CancelOrder, GetOrderBook - Implement GridTrader for all exchanges (Binance, Bybit, OKX, Bitget, Hyperliquid, Aster, Lighter) - Add grid engine with ATR-based boundary calculation and fund distribution - Add market regime classification documents (Chinese/English) - Add GridConfigEditor component for frontend configuration * fix: implement GetOpenOrders for Lighter exchange * debug: add logging for Lighter GetActiveOrders API call * fix: correct Lighter API response parsing for GetOpenOrders - Changed response field from 'data' to 'orders' to match Lighter API - Updated OrderResponse struct to match Lighter's actual field names - Fixed field types: price/quantity as strings, is_ask for side * feat: implement GetOpenOrders for Aster, OKX, Bitget exchanges - Aster: uses /fapi/v3/openOrders endpoint - OKX: uses /api/v5/trade/orders-pending and orders-algo-pending - Bitget: uses /api/v2/mix/order/orders-pending and orders-plan-pending * fix: address code review issues for GetOpenOrders - Add error logging for OKX/Bitget API failures (was silently swallowed) - Fix Lighter position side logic to handle reduce-only orders - Change verbose debug logs from Infof to Debugf level * fix: provide FromAccountIndex and ApiKeyIndex for Lighter nonce auto-fetch Root cause: SDK requires these fields to fetch nonce from API, otherwise nonce gets cached/stuck * fix: use auth query parameter instead of Authorization header for Lighter API * test: add Lighter API authentication tests and diagnostic tools * fix(grid): add leverage setting before order placement CRITICAL BUG FIX: - Call SetLeverage() in GridTraderAdapter.PlaceLimitOrder() - Set leverage during grid initialization - Log leverage setting results * fix(grid): prevent CancelOrder from canceling all orders CRITICAL BUG FIX: - CancelOrder no longer calls CancelAllOrders - Try exchange-specific CancelOrder if available - Return error if individual cancellation not supported * fix(grid): add total position value limit check CRITICAL: Prevent excessive position accumulation - New checkTotalPositionLimit() function - Checks current + pending + new order value - Rejects orders that would exceed TotalInvestment x Leverage - Logs clear error messages when limit exceeded * feat(grid): implement stop loss execution CRITICAL: Add code-level stop loss protection - New checkAndExecuteStopLoss() function - Checks each filled level against StopLossPct - Automatically closes positions exceeding stop loss - Called during every grid state sync * feat(grid): add breakout detection and auto-pause CRITICAL: Detect price breakout from grid range - New checkBreakout() function to detect upper/lower breakouts - Auto-pause grid on significant breakout (>2%) - Cancel all orders when breakout detected - Prevent continued losses in trending market - Minor breakouts (1-2%) logged for AI consideration * feat(grid): enforce max drawdown limit with emergency exit CRITICAL: Add drawdown protection - New checkMaxDrawdown() function tracks peak equity - emergencyExit() closes all positions and cancels orders - Auto-pause grid when MaxDrawdownPct exceeded - Protect capital from excessive losses * feat(grid): enforce daily loss limit - Add checkDailyLossLimit() function to check if daily loss exceeds limit - Track daily PnL with auto-reset at midnight - Pause grid when DailyLossLimitPct exceeded - Add updateDailyPnL() helper for realized PnL tracking - Prevent excessive single-day losses * fix(grid): update daily PnL when stop loss is executed The updateDailyPnL() function was added but never called, leaving DailyPnL always at 0 and preventing daily loss limit checks from triggering. This fix updates DailyPnL and TotalProfit directly in checkAndExecuteStopLoss() when a stop loss is executed. We update directly rather than calling updateDailyPnL() because the mutex is already held in that function. * feat(grid): add automatic grid adjustment - New checkGridSkew() detects imbalanced grid - autoAdjustGrid() reinitializes around current price - Prevents grid from becoming ineffective after drift - Triggers when one side is 3x more filled than other * fix(grid): recalculate bounds in autoAdjustGrid before reinitializing levels Critical fix for grid auto-adjustment: - Recalculate grid bounds (UpperPrice, LowerPrice, GridSpacing) centered on current price before reinitializing grid levels - Preserve filled positions during adjustment by saving and restoring them to the closest new level after reinitialization - Hold mutex lock for the entire adjustment operation to ensure atomicity - Add locked variants of calculateDefaultBounds, calculateATRBounds, and initializeGridLevels to use during adjustment Without this fix, autoAdjustGrid was using old boundaries when creating new grid levels, defeating the purpose of auto-adjustment when price moved significantly. * fix(grid): improve order state sync logic - Don't assume missing orders are filled - Compare position size to determine fill vs cancel - Properly reset cancelled orders to empty state - More accurate grid state tracking * fix(grid): use actual PositionSize sum instead of count in syncGridState heuristic The position-based heuristic was using `float64(previousFilledCount) * level.OrderQuantity` which incorrectly assumed uniform order quantities. Since the grid uses weighted distribution (gaussian, pyramid, uniform) where orders have different quantities, this could lead to incorrect fill detection. Now sums the actual PositionSize from filled levels for accurate comparison. Also adds warning log when GetPositions() fails. * docs: add grid market regime detection design Design for enhanced market state recognition with: - Multi-dimensional indicators (ATR, Bollinger, EMA, MACD, RSI) - Multi-period box indicators (72/240/500 1h candles) - 4-level ranging classification - Breakout detection and handling - Frontend risk control panel * docs: add grid market regime implementation plan 20 tasks covering: - Donchian channel calculation - Box data types and API - Regime classification (4 levels) - Breakout detection and handling - False breakout recovery - Frontend risk panel - AI prompt updates * feat(market): add Donchian channel calculation Add calculateDonchian function to compute highest high and lowest low over a specified period. This is the foundation for box (range) detection in the multi-period box indicator system for grid trading. * fix(market): handle invalid period in calculateDonchian * feat(market): add BoxData and RegimeLevel types * feat(market): add GetBoxData for multi-period box calculation Adds calculateBoxData internal function and GetBoxData public API that fetches 1h klines and computes three Donchian box levels (short/mid/long). This will be used by the grid trading system to detect market regime. * feat(store): add box and regime fields to grid models * feat(trader): add regime classification and breakout detection Implements Tasks 6-9 for grid market regime awareness: - Task 6: classifyRegimeLevel with Bollinger/ATR thresholds - Task 7: detectBoxBreakout for multi-period box breakouts - Task 8: confirmBreakout with 3-candle confirmation logic - Task 9: getBreakoutAction mapping breakout levels to actions * feat(trader): integrate box breakout detection into grid cycle - Task 10: Add checkBoxBreakout with 3-candle confirmation - Task 11: Add checkFalseBreakoutRecovery for 50% position recovery - Task 12: Add box/breakout/regime fields to GridState * feat: add grid risk panel with API endpoint - Task 13: Add GridRiskInfo type to frontend - Task 14: Add /traders/:id/grid-risk API endpoint - Task 15: Add GetGridRiskInfo method to AutoTrader - Task 16: Create GridRiskPanel component with i18n * feat(kernel): add box indicators to AI prompt - Add BoxData field to GridContext - Add box indicator table to both zh/en prompts - Show breakout/warning alerts based on price position * feat(web): integrate GridRiskPanel into TraderDashboardPage * feat(lighter): improve API key validation and market caching - Add API key validation status tracking - Add market list caching to reduce API calls - Improve logging (debug vs info levels) - Add comprehensive integration tests - Update trader manager and store for lighter support * fix: remove hardcoded test wallet address * fix(grid): improve GridRiskPanel layout and fix liquidation data - Make panel collapsible with summary badges when collapsed - Use compact 2-column grid layout for detailed info - Fix auth token key (token -> auth_token) - Only calculate liquidation distance when position exists * fix(grid): add isRunning checks to prevent trades after Stop() is called
NOFX Web Dashboard
基于 Vite + React + TypeScript 的AI自动交易监控面板
技术栈
- React 18 - UI框架
- TypeScript - 类型安全
- Vite - 构建工具
- Tailwind CSS - 样式框架
- SWR - 数据获取和缓存
- Zustand - 状态管理
- Recharts - 图表库
安装依赖
npm install
运行开发服务器
npm run dev
构建生产版本
npm run build
功能特性
实时监控
- 系统状态 - 运行状态、AI提供商、周期数
- 账户信息 - 净值、可用余额、总盈亏、保证金使用率
- 持仓列表 - 实时价格、盈亏、杠杆、强平价
- 决策日志 - 完整的AI思维链（可展开）、决策动作、执行结果
AI思维链分析
每个决策记录都包含完整的AI思考过程：
- 第一步：现有持仓分析（技术指标、盈亏评估）
- 第二步：账户风险评估（保证金使用率、可用余额）
- 第三步：新机会评估（候选币种筛选、技术形态分析）
- 第四步：最终决策总结（平仓/开仓/持有决策）
点击 "💭 AI思维链分析" 即可展开查看完整分析过程！
自动刷新
- 系统状态、账户、持仓：每5秒刷新
- 决策日志、统计：每10秒刷新
API集成
前端通过Vite代理访问后端API（http://localhost:8080）
API端点：
GET /api/status- 系统状态GET /api/account- 账户信息GET /api/positions- 持仓列表GET /api/decisions- 决策日志（最近30条）GET /api/decisions/latest- 最新决策（最近5条）GET /api/statistics- 统计信息
项目结构
web/
├── src/
│ ├── components/ # React组件（待扩展）
│ ├── lib/
│ │ └── api.ts # API调用函数
│ ├── store/ # Zustand状态管理（待扩展）
│ ├── types/
│ │ └── index.ts # TypeScript类型定义
│ ├── App.tsx # 主应用组件
│ ├── main.tsx # 入口文件
│ └── index.css # 全局样式
├── index.html # HTML模板
├── vite.config.ts # Vite配置
├── tailwind.config.js # Tailwind配置
├── tsconfig.json # TypeScript配置
└── package.json # 依赖配置
注意事项
- 确保后端API服务已启动（默认端口8080）
- Node.js版本要求：>= 18.0.0
- 网络连接：需要访问Binance API
开发计划
- 添加图表展示（账户净值走势、盈亏曲线）
- 添加决策详情页面（完整的CoT分析）
- 添加手动交易控制
- 添加参数配置页面
- 添加通知和告警系统