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fix: OKX trading issues and improve position tracking

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- Add maxMktSz check for OKX market orders to prevent exceeding limits
- Increase margin safety buffer (0.1% fee + 1% buffer) for all exchanges
- Fix Binance position closure detection with direct trade queries
- Move Recent Completed Trades before Current Positions in AI prompt
- Update README screenshots with table layout for better alignment
This commit is contained in:
tinkle-community
2025-12-10 22:01:57 +08:00
parent 870faa0843
commit ecbedc6525
29 changed files with 2141 additions and 1647 deletions
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trader/auto_trader.go
+30 -14
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@@ -22,7 +22,8 @@ type AutoTraderConfig struct {
AIModel string // AI model: "qwen" or "deepseek"
// Trading platform selection
Exchange string // "binance", "bybit", "okx", "hyperliquid", "aster" or "lighter"
Exchange string // Exchange type: "binance", "bybit", "okx", "hyperliquid", "aster" or "lighter"
ExchangeID string // Exchange account UUID (for multi-account support)
// Binance API configuration
BinanceAPIKey string
@@ -86,7 +87,8 @@ type AutoTrader struct {
id string // Trader unique identifier
name string // Trader display name
aiModel string // AI model name
exchange string // Trading platform name
exchange string // Trading platform type (binance/bybit/etc)
exchangeID string // Exchange account UUID
config AutoTraderConfig
trader Trader // Use Trader interface (supports multiple platforms)
mcpClient mcp.AIClient
@@ -272,6 +274,7 @@ func NewAutoTrader(config AutoTraderConfig, st *store.Store, userID string) (*Au
name: config.Name,
aiModel: config.AIModel,
exchange: config.Exchange,
exchangeID: config.ExchangeID,
config: config,
trader: trader,
mcpClient: mcpClient,
@@ -687,7 +690,11 @@ func (at *AutoTrader) buildTradingContext() (*decision.Context, error) {
// 7. Add recent closed trades (if store is available)
if at.store != nil {
// Get recent 10 closed trades for AI context
if recentTrades, err := at.store.Position().GetRecentTrades(at.id, 10); err == nil {
recentTrades, err := at.store.Position().GetRecentTrades(at.id, 10)
if err != nil {
logger.Infof("⚠️ [%s] Failed to get recent trades: %v", at.name, err)
} else {
logger.Infof("📊 [%s] Found %d recent closed trades for AI context", at.name, len(recentTrades))
for _, trade := range recentTrades {
ctx.RecentOrders = append(ctx.RecentOrders, decision.RecentOrder{
Symbol: trade.Symbol,
@@ -702,6 +709,8 @@ func (at *AutoTrader) buildTradingContext() (*decision.Context, error) {
})
}
}
} else {
logger.Infof("⚠️ [%s] Store is nil, cannot get recent trades", at.name)
}
// 8. Get quantitative data (if enabled in strategy config)
@@ -814,13 +823,16 @@ func (at *AutoTrader) executeOpenLongWithRecord(decision *decision.Decision, act
// ⚠️ Margin validation: prevent insufficient margin error (code=-2019)
requiredMargin := decision.PositionSizeUSD / float64(decision.Leverage)
// Fee estimation (Taker fee rate 0.04%)
estimatedFee := decision.PositionSizeUSD * 0.0004
totalRequired := requiredMargin + estimatedFee
// Fee estimation: use 0.1% (safety buffer over typical 0.04% taker fee)
// This accounts for: taker fee, slippage, funding rate, and exchange-specific variations (OKX needs more buffer)
estimatedFee := decision.PositionSizeUSD * 0.001
// Add 1% safety buffer for price fluctuation and rounding
safetyBuffer := requiredMargin * 0.01
totalRequired := requiredMargin + estimatedFee + safetyBuffer
if totalRequired > availableBalance {
return fmt.Errorf("❌ Insufficient margin: required %.2f USDT (margin %.2f + fee %.2f), available %.2f USDT",
totalRequired, requiredMargin, estimatedFee, availableBalance)
return fmt.Errorf("❌ Insufficient margin: required %.2f USDT (margin %.2f + fee %.2f + buffer %.2f), available %.2f USDT",
totalRequired, requiredMargin, estimatedFee, safetyBuffer, availableBalance)
}
// Set margin mode
@@ -927,13 +939,16 @@ func (at *AutoTrader) executeOpenShortWithRecord(decision *decision.Decision, ac
// ⚠️ Margin validation: prevent insufficient margin error (code=-2019)
requiredMargin := decision.PositionSizeUSD / float64(decision.Leverage)
// Fee estimation (Taker fee rate 0.04%)
estimatedFee := decision.PositionSizeUSD * 0.0004
totalRequired := requiredMargin + estimatedFee
// Fee estimation: use 0.1% (safety buffer over typical 0.04% taker fee)
// This accounts for: taker fee, slippage, funding rate, and exchange-specific variations (OKX needs more buffer)
estimatedFee := decision.PositionSizeUSD * 0.001
// Add 1% safety buffer for price fluctuation and rounding
safetyBuffer := requiredMargin * 0.01
totalRequired := requiredMargin + estimatedFee + safetyBuffer
if totalRequired > availableBalance {
return fmt.Errorf("❌ Insufficient margin: required %.2f USDT (margin %.2f + fee %.2f), available %.2f USDT",
totalRequired, requiredMargin, estimatedFee, availableBalance)
return fmt.Errorf("❌ Insufficient margin: required %.2f USDT (margin %.2f + fee %.2f + buffer %.2f), available %.2f USDT",
totalRequired, requiredMargin, estimatedFee, safetyBuffer, availableBalance)
}
// Set margin mode
@@ -1612,7 +1627,8 @@ func (at *AutoTrader) recordPositionChange(orderID, symbol, side, action string,
// Open position: create new position record
pos := &store.TraderPosition{
TraderID: at.id,
ExchangeID: at.exchange, // Record specific exchange ID
ExchangeID: at.exchangeID, // Exchange account UUID
ExchangeType: at.exchange, // Exchange type: binance/bybit/okx/etc
Symbol: symbol,
Side: side, // LONG or SHORT
Quantity: quantity,