mirror of
https://github.com/NoFxAiOS/nofx.git
synced 2026-07-09 14:00:57 +08:00
cd6fe62e16
- execute_trade: warn user when US market is closed (order queued for next open) - get_market_price: include market_open/market_status for stock quotes - Uses Alpaca's /v2/clock endpoint via IsMarketOpen() interface - Prevents surprise queued orders during off-hours
424 lines
15 KiB
Go
424 lines
15 KiB
Go
package trader
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import (
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"fmt"
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"nofx/kernel"
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"nofx/logger"
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"nofx/market"
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"nofx/store"
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"time"
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)
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// executeDecisionWithRecord executes AI decision and records detailed information
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func (at *AutoTrader) executeDecisionWithRecord(decision *kernel.Decision, actionRecord *store.DecisionAction) error {
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switch decision.Action {
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case "open_long":
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return at.executeOpenLongWithRecord(decision, actionRecord)
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case "open_short":
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return at.executeOpenShortWithRecord(decision, actionRecord)
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case "close_long":
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return at.executeCloseLongWithRecord(decision, actionRecord)
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case "close_short":
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return at.executeCloseShortWithRecord(decision, actionRecord)
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case "hold", "wait":
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// No execution needed, just record
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return nil
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default:
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return fmt.Errorf("unknown action: %s", decision.Action)
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}
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}
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// executeOpenLongWithRecord executes open long position and records detailed information
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func (at *AutoTrader) executeOpenLongWithRecord(decision *kernel.Decision, actionRecord *store.DecisionAction) error {
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logger.Infof(" 📈 Open long: %s", decision.Symbol)
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// ⚠️ Get current positions for multiple checks
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positions, err := at.trader.GetPositions()
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if err != nil {
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return fmt.Errorf("failed to get positions: %w", err)
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}
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// [CODE ENFORCED] Check max positions limit
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if err := at.enforceMaxPositions(len(positions)); err != nil {
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return err
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}
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// Check if there's already a position in the same symbol and direction
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for _, pos := range positions {
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if posString(pos, "symbol") == decision.Symbol && posString(pos, "side") == "long" {
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return fmt.Errorf("❌ %s already has long position, close it first", decision.Symbol)
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}
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}
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// Get current price
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marketData, err := market.GetWithExchange(decision.Symbol, at.exchange)
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if err != nil {
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return err
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}
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// Get balance (needed for multiple checks)
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balance, err := at.trader.GetBalance()
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if err != nil {
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return fmt.Errorf("failed to get account balance: %w", err)
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}
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availableBalance := 0.0
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if avail, ok := balance["availableBalance"].(float64); ok {
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availableBalance = avail
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}
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// Get equity for position value ratio check
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equity := 0.0
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if eq, ok := balance["totalEquity"].(float64); ok && eq > 0 {
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equity = eq
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} else if eq, ok := balance["totalWalletBalance"].(float64); ok && eq > 0 {
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equity = eq
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} else {
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equity = availableBalance // Fallback to available balance
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}
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// [CODE ENFORCED] Position Value Ratio Check: position_value <= equity × ratio
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adjustedPositionSize, wasCapped := at.enforcePositionValueRatio(decision.PositionSizeUSD, equity, decision.Symbol)
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if wasCapped {
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decision.PositionSizeUSD = adjustedPositionSize
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}
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// ⚠️ Auto-adjust position size if insufficient margin
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// Formula: totalRequired = positionSize/leverage + positionSize*0.001 + positionSize/leverage*0.01
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// = positionSize * (1.01/leverage + 0.001)
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marginFactor := 1.01/float64(decision.Leverage) + 0.001
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maxAffordablePositionSize := availableBalance / marginFactor
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actualPositionSize := decision.PositionSizeUSD
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if actualPositionSize > maxAffordablePositionSize {
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// Use 98% of max to leave buffer for price fluctuation
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adjustedSize := maxAffordablePositionSize * 0.98
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logger.Infof(" ⚠️ Position size %.2f exceeds max affordable %.2f, auto-reducing to %.2f",
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actualPositionSize, maxAffordablePositionSize, adjustedSize)
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actualPositionSize = adjustedSize
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decision.PositionSizeUSD = actualPositionSize
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}
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// [CODE ENFORCED] Minimum position size check
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if err := at.enforceMinPositionSize(decision.PositionSizeUSD); err != nil {
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return err
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}
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// Calculate quantity with adjusted position size
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quantity := actualPositionSize / marketData.CurrentPrice
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actionRecord.Quantity = quantity
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actionRecord.Price = marketData.CurrentPrice
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// Set margin mode
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if err := at.trader.SetMarginMode(decision.Symbol, at.config.IsCrossMargin); err != nil {
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logger.Infof(" ⚠️ Failed to set margin mode: %v", err)
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// Continue execution, doesn't affect trading
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}
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// Open position
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order, err := at.trader.OpenLong(decision.Symbol, quantity, decision.Leverage)
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if err != nil {
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return err
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}
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// Record order ID
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if orderID, ok := order["orderId"].(int64); ok {
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actionRecord.OrderID = orderID
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}
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logger.Infof(" ✓ Position opened successfully, order ID: %v, quantity: %.4f", order["orderId"], quantity)
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// Record order to database and poll for confirmation
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at.recordAndConfirmOrder(order, decision.Symbol, "open_long", quantity, marketData.CurrentPrice, decision.Leverage, 0)
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// Record position opening time
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posKey := decision.Symbol + "_long"
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at.positionFirstSeenTime[posKey] = time.Now().UnixMilli()
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// Set stop loss and take profit (skip if AI didn't specify a price)
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if decision.StopLoss > 0 {
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if err := at.trader.SetStopLoss(decision.Symbol, "LONG", quantity, decision.StopLoss); err != nil {
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logger.Infof(" ⚠ Failed to set stop loss: %v", err)
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}
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}
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if decision.TakeProfit > 0 {
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if err := at.trader.SetTakeProfit(decision.Symbol, "LONG", quantity, decision.TakeProfit); err != nil {
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logger.Infof(" ⚠ Failed to set take profit: %v", err)
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}
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}
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return nil
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}
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// executeOpenShortWithRecord executes open short position and records detailed information
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func (at *AutoTrader) executeOpenShortWithRecord(decision *kernel.Decision, actionRecord *store.DecisionAction) error {
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logger.Infof(" 📉 Open short: %s", decision.Symbol)
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// ⚠️ Get current positions for multiple checks
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positions, err := at.trader.GetPositions()
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if err != nil {
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return fmt.Errorf("failed to get positions: %w", err)
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}
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// [CODE ENFORCED] Check max positions limit
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if err := at.enforceMaxPositions(len(positions)); err != nil {
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return err
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}
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// Check if there's already a position in the same symbol and direction
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for _, pos := range positions {
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if posString(pos, "symbol") == decision.Symbol && posString(pos, "side") == "short" {
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return fmt.Errorf("❌ %s already has short position, close it first", decision.Symbol)
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}
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}
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// Get current price
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marketData, err := market.GetWithExchange(decision.Symbol, at.exchange)
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if err != nil {
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return err
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}
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// Get balance (needed for multiple checks)
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balance, err := at.trader.GetBalance()
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if err != nil {
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return fmt.Errorf("failed to get account balance: %w", err)
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}
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availableBalance := 0.0
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if avail, ok := balance["availableBalance"].(float64); ok {
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availableBalance = avail
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}
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// Get equity for position value ratio check
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equity := 0.0
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if eq, ok := balance["totalEquity"].(float64); ok && eq > 0 {
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equity = eq
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} else if eq, ok := balance["totalWalletBalance"].(float64); ok && eq > 0 {
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equity = eq
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} else {
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equity = availableBalance // Fallback to available balance
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}
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// [CODE ENFORCED] Position Value Ratio Check: position_value <= equity × ratio
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adjustedPositionSize, wasCapped := at.enforcePositionValueRatio(decision.PositionSizeUSD, equity, decision.Symbol)
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if wasCapped {
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decision.PositionSizeUSD = adjustedPositionSize
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}
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// ⚠️ Auto-adjust position size if insufficient margin
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// Formula: totalRequired = positionSize/leverage + positionSize*0.001 + positionSize/leverage*0.01
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// = positionSize * (1.01/leverage + 0.001)
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marginFactor := 1.01/float64(decision.Leverage) + 0.001
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maxAffordablePositionSize := availableBalance / marginFactor
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actualPositionSize := decision.PositionSizeUSD
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if actualPositionSize > maxAffordablePositionSize {
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// Use 98% of max to leave buffer for price fluctuation
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adjustedSize := maxAffordablePositionSize * 0.98
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logger.Infof(" ⚠️ Position size %.2f exceeds max affordable %.2f, auto-reducing to %.2f",
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actualPositionSize, maxAffordablePositionSize, adjustedSize)
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actualPositionSize = adjustedSize
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decision.PositionSizeUSD = actualPositionSize
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}
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// [CODE ENFORCED] Minimum position size check
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if err := at.enforceMinPositionSize(decision.PositionSizeUSD); err != nil {
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return err
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}
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// Calculate quantity with adjusted position size
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quantity := actualPositionSize / marketData.CurrentPrice
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actionRecord.Quantity = quantity
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actionRecord.Price = marketData.CurrentPrice
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// Set margin mode
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if err := at.trader.SetMarginMode(decision.Symbol, at.config.IsCrossMargin); err != nil {
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logger.Infof(" ⚠️ Failed to set margin mode: %v", err)
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// Continue execution, doesn't affect trading
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}
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// Open position
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order, err := at.trader.OpenShort(decision.Symbol, quantity, decision.Leverage)
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if err != nil {
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return err
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}
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// Record order ID
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if orderID, ok := order["orderId"].(int64); ok {
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actionRecord.OrderID = orderID
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}
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logger.Infof(" ✓ Position opened successfully, order ID: %v, quantity: %.4f", order["orderId"], quantity)
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// Record order to database and poll for confirmation
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at.recordAndConfirmOrder(order, decision.Symbol, "open_short", quantity, marketData.CurrentPrice, decision.Leverage, 0)
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// Record position opening time
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posKey := decision.Symbol + "_short"
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at.positionFirstSeenTime[posKey] = time.Now().UnixMilli()
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// Set stop loss and take profit
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if decision.StopLoss > 0 {
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if err := at.trader.SetStopLoss(decision.Symbol, "SHORT", quantity, decision.StopLoss); err != nil {
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logger.Infof(" ⚠ Failed to set stop loss: %v", err)
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}
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}
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if decision.TakeProfit > 0 {
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if err := at.trader.SetTakeProfit(decision.Symbol, "SHORT", quantity, decision.TakeProfit); err != nil {
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logger.Infof(" ⚠ Failed to set take profit: %v", err)
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}
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}
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return nil
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}
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// executeCloseLongWithRecord executes close long position and records detailed information
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func (at *AutoTrader) executeCloseLongWithRecord(decision *kernel.Decision, actionRecord *store.DecisionAction) error {
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logger.Infof(" 🔄 Close long: %s", decision.Symbol)
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// Get current price
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marketData, err := market.GetWithExchange(decision.Symbol, at.exchange)
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if err != nil {
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return err
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}
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actionRecord.Price = marketData.CurrentPrice
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// Normalize symbol for database lookup
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normalizedSymbol := market.Normalize(decision.Symbol)
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// Get entry price and quantity - prioritize local database for accurate quantity
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var entryPrice float64
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var quantity float64
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// First try to get from local database (more accurate for quantity)
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if at.store != nil {
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if openPos, err := at.store.Position().GetOpenPositionBySymbol(at.id, normalizedSymbol, "LONG"); err == nil && openPos != nil {
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quantity = openPos.Quantity
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entryPrice = openPos.EntryPrice
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logger.Infof(" 📊 Using local position data: qty=%.8f, entry=%.2f", quantity, entryPrice)
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}
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}
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// Fallback to exchange API if local data not found
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if quantity == 0 {
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positions, err := at.trader.GetPositions()
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if err == nil {
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for _, pos := range positions {
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if posString(pos, "symbol") == decision.Symbol && posString(pos, "side") == "long" {
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entryPrice = posFloat64(pos, "entryPrice")
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if amt := posFloat64(pos, "positionAmt"); amt > 0 {
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quantity = amt
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}
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break
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}
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}
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}
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logger.Infof(" 📊 Using exchange position data: qty=%.8f, entry=%.2f", quantity, entryPrice)
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}
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// Cancel existing stop-loss and take-profit orders BEFORE closing position
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// Critical: orphaned SL/TP orders could trigger after position is closed and create unintended positions
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if err := at.trader.CancelStopOrders(decision.Symbol); err != nil {
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logger.Warnf(" ⚠️ Failed to cancel stop orders for %s: %v (proceeding with close)", decision.Symbol, err)
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} else {
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logger.Infof(" 🗑️ Cancelled stop/TP orders for %s", decision.Symbol)
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}
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// Record quantity in action record (was missing — close decisions showed 0 quantity in history)
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actionRecord.Quantity = quantity
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// Close position
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order, err := at.trader.CloseLong(decision.Symbol, 0) // 0 = close all
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if err != nil {
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return err
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}
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// Record order ID
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if orderID, ok := order["orderId"].(int64); ok {
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actionRecord.OrderID = orderID
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}
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// Record order to database and poll for confirmation
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at.recordAndConfirmOrder(order, decision.Symbol, "close_long", quantity, marketData.CurrentPrice, 0, entryPrice)
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// Clear peak PnL cache for this position (prevent stale data if same symbol is reopened)
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at.ClearPeakPnLCache(decision.Symbol, "long")
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logger.Infof(" ✓ Position closed successfully")
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return nil
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}
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// executeCloseShortWithRecord executes close short position and records detailed information
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func (at *AutoTrader) executeCloseShortWithRecord(decision *kernel.Decision, actionRecord *store.DecisionAction) error {
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logger.Infof(" 🔄 Close short: %s", decision.Symbol)
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// Get current price
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marketData, err := market.GetWithExchange(decision.Symbol, at.exchange)
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if err != nil {
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return err
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}
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actionRecord.Price = marketData.CurrentPrice
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// Normalize symbol for database lookup
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normalizedSymbol := market.Normalize(decision.Symbol)
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// Get entry price and quantity - prioritize local database for accurate quantity
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var entryPrice float64
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var quantity float64
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// First try to get from local database (more accurate for quantity)
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if at.store != nil {
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if openPos, err := at.store.Position().GetOpenPositionBySymbol(at.id, normalizedSymbol, "SHORT"); err == nil && openPos != nil {
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quantity = openPos.Quantity
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entryPrice = openPos.EntryPrice
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logger.Infof(" 📊 Using local position data: qty=%.8f, entry=%.2f", quantity, entryPrice)
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}
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}
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// Fallback to exchange API if local data not found
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if quantity == 0 {
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positions, err := at.trader.GetPositions()
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if err == nil {
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for _, pos := range positions {
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if posString(pos, "symbol") == decision.Symbol && posString(pos, "side") == "short" {
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entryPrice = posFloat64(pos, "entryPrice")
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if amt := posFloat64(pos, "positionAmt"); amt != 0 {
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quantity = -amt // positionAmt is negative for short
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}
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break
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}
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}
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}
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logger.Infof(" 📊 Using exchange position data: qty=%.8f, entry=%.2f", quantity, entryPrice)
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}
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// Record quantity in action record (was missing — close decisions showed 0 quantity in history)
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actionRecord.Quantity = quantity
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// Cancel existing stop-loss and take-profit orders BEFORE closing position
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// Critical: orphaned SL/TP orders could trigger after position is closed and create unintended positions
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if err := at.trader.CancelStopOrders(decision.Symbol); err != nil {
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logger.Warnf(" ⚠️ Failed to cancel stop orders for %s: %v (proceeding with close)", decision.Symbol, err)
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} else {
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logger.Infof(" 🗑️ Cancelled stop/TP orders for %s", decision.Symbol)
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}
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// Close position
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order, err := at.trader.CloseShort(decision.Symbol, 0) // 0 = close all
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if err != nil {
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return err
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}
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// Record order ID
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if orderID, ok := order["orderId"].(int64); ok {
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actionRecord.OrderID = orderID
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}
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// Record order to database and poll for confirmation
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at.recordAndConfirmOrder(order, decision.Symbol, "close_short", quantity, marketData.CurrentPrice, 0, entryPrice)
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// Clear peak PnL cache for this position (prevent stale data if same symbol is reopened)
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at.ClearPeakPnLCache(decision.Symbol, "short")
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logger.Infof(" ✓ Position closed successfully")
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return nil
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}
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