Files
nofx/trader/auto_trader_decision.go
tinkle-community cb31782be4 refactor: split large files and clean up project structure
- Rename experience/ to telemetry/ for clarity
- Split 15+ large Go files (800-2200 lines) into focused modules:
  kernel/engine.go, backtest/runner.go, market/data.go, store/position.go,
  api/handler_trader.go, trader/auto_trader_grid.go, and 9 exchange traders
- Split frontend monoliths: types.ts, api.ts, AITradersPage.tsx, BacktestPage.tsx
  into domain-specific modules with barrel re-exports
- Remove stale files: screenshots, .yml.old, pyproject.toml
- Remove unused scripts/ and cmd/ directories
- Remove broken/outdated test files (network-dependent, stale expectations)
2026-03-12 12:53:57 +08:00

528 lines
17 KiB
Go

package trader
import (
"fmt"
"math"
"nofx/telemetry"
"nofx/kernel"
"nofx/logger"
"nofx/market"
"nofx/store"
"time"
)
// saveEquitySnapshot saves equity snapshot independently (for drawing profit curve, decoupled from AI decision)
func (at *AutoTrader) saveEquitySnapshot(ctx *kernel.Context) {
if at.store == nil || ctx == nil {
return
}
snapshot := &store.EquitySnapshot{
TraderID: at.id,
Timestamp: time.Now().UTC(),
TotalEquity: ctx.Account.TotalEquity,
Balance: ctx.Account.TotalEquity - ctx.Account.UnrealizedPnL,
UnrealizedPnL: ctx.Account.UnrealizedPnL,
PositionCount: ctx.Account.PositionCount,
MarginUsedPct: ctx.Account.MarginUsedPct,
}
if err := at.store.Equity().Save(snapshot); err != nil {
logger.Infof("⚠️ Failed to save equity snapshot: %v", err)
}
}
// saveDecision saves AI decision log to database (only records AI input/output, for debugging)
func (at *AutoTrader) saveDecision(record *store.DecisionRecord) error {
if at.store == nil {
return nil
}
at.cycleNumber++
record.CycleNumber = at.cycleNumber
record.TraderID = at.id
if record.Timestamp.IsZero() {
record.Timestamp = time.Now().UTC()
}
if err := at.store.Decision().LogDecision(record); err != nil {
logger.Infof("⚠️ Failed to save decision record: %v", err)
return err
}
logger.Infof("📝 Decision record saved: trader=%s, cycle=%d", at.id, at.cycleNumber)
return nil
}
// GetStatus gets system status (for API)
func (at *AutoTrader) GetStatus() map[string]interface{} {
aiProvider := "DeepSeek"
if at.config.UseQwen {
aiProvider = "Qwen"
}
at.isRunningMutex.RLock()
isRunning := at.isRunning
at.isRunningMutex.RUnlock()
result := map[string]interface{}{
"trader_id": at.id,
"trader_name": at.name,
"ai_model": at.aiModel,
"exchange": at.exchange,
"is_running": isRunning,
"start_time": at.startTime.Format(time.RFC3339),
"runtime_minutes": int(time.Since(at.startTime).Minutes()),
"call_count": at.callCount,
"initial_balance": at.initialBalance,
"scan_interval": at.config.ScanInterval.String(),
"stop_until": at.stopUntil.Format(time.RFC3339),
"last_reset_time": at.lastResetTime.Format(time.RFC3339),
"ai_provider": aiProvider,
}
// Add strategy info
if at.config.StrategyConfig != nil {
result["strategy_type"] = at.config.StrategyConfig.StrategyType
if at.config.StrategyConfig.GridConfig != nil {
result["grid_symbol"] = at.config.StrategyConfig.GridConfig.Symbol
}
}
return result
}
// GetAccountInfo gets account information (for API)
func (at *AutoTrader) GetAccountInfo() (map[string]interface{}, error) {
balance, err := at.trader.GetBalance()
if err != nil {
return nil, fmt.Errorf("failed to get balance: %w", err)
}
// Get account fields
totalWalletBalance := 0.0
totalUnrealizedProfit := 0.0
availableBalance := 0.0
totalEquity := 0.0
if wallet, ok := balance["totalWalletBalance"].(float64); ok {
totalWalletBalance = wallet
}
if unrealized, ok := balance["totalUnrealizedProfit"].(float64); ok {
totalUnrealizedProfit = unrealized
}
if avail, ok := balance["availableBalance"].(float64); ok {
availableBalance = avail
}
// Use totalEquity directly if provided by trader (more accurate)
if eq, ok := balance["totalEquity"].(float64); ok && eq > 0 {
totalEquity = eq
} else {
// Fallback: Total Equity = Wallet balance + Unrealized profit
totalEquity = totalWalletBalance + totalUnrealizedProfit
}
// Get positions to calculate total margin
positions, err := at.trader.GetPositions()
if err != nil {
return nil, fmt.Errorf("failed to get positions: %w", err)
}
totalMarginUsed := 0.0
totalUnrealizedPnLCalculated := 0.0
for _, pos := range positions {
markPrice := pos["markPrice"].(float64)
quantity := pos["positionAmt"].(float64)
if quantity < 0 {
quantity = -quantity
}
unrealizedPnl := pos["unRealizedProfit"].(float64)
totalUnrealizedPnLCalculated += unrealizedPnl
leverage := 10
if lev, ok := pos["leverage"].(float64); ok {
leverage = int(lev)
}
marginUsed := (quantity * markPrice) / float64(leverage)
totalMarginUsed += marginUsed
}
// Verify unrealized P&L consistency (API value vs calculated from positions)
// Note: Lighter API may return 0 for unrealized PnL, this is a known limitation
diff := math.Abs(totalUnrealizedProfit - totalUnrealizedPnLCalculated)
if diff > 5.0 { // Only warn if difference is significant (> 5 USDT)
logger.Infof("⚠️ Unrealized P&L inconsistency (Lighter API limitation): API=%.4f, Calculated=%.4f, Diff=%.4f",
totalUnrealizedProfit, totalUnrealizedPnLCalculated, diff)
}
totalPnL := totalEquity - at.initialBalance
totalPnLPct := 0.0
if at.initialBalance > 0 {
totalPnLPct = (totalPnL / at.initialBalance) * 100
} else {
logger.Infof("⚠️ Initial Balance abnormal: %.2f, cannot calculate P&L percentage", at.initialBalance)
}
marginUsedPct := 0.0
if totalEquity > 0 {
marginUsedPct = (totalMarginUsed / totalEquity) * 100
}
return map[string]interface{}{
// Core fields
"total_equity": totalEquity, // Account equity = wallet + unrealized
"wallet_balance": totalWalletBalance, // Wallet balance (excluding unrealized P&L)
"unrealized_profit": totalUnrealizedProfit, // Unrealized P&L (official value from exchange API)
"available_balance": availableBalance, // Available balance
// P&L statistics
"total_pnl": totalPnL, // Total P&L = equity - initial
"total_pnl_pct": totalPnLPct, // Total P&L percentage
"initial_balance": at.initialBalance, // Initial balance
"daily_pnl": at.dailyPnL, // Daily P&L
// Position information
"position_count": len(positions), // Position count
"margin_used": totalMarginUsed, // Margin used
"margin_used_pct": marginUsedPct, // Margin usage rate
}, nil
}
// GetPositions gets position list (for API)
func (at *AutoTrader) GetPositions() ([]map[string]interface{}, error) {
positions, err := at.trader.GetPositions()
if err != nil {
return nil, fmt.Errorf("failed to get positions: %w", err)
}
var result []map[string]interface{}
for _, pos := range positions {
symbol := pos["symbol"].(string)
side := pos["side"].(string)
entryPrice := pos["entryPrice"].(float64)
markPrice := pos["markPrice"].(float64)
quantity := pos["positionAmt"].(float64)
if quantity < 0 {
quantity = -quantity
}
unrealizedPnl := pos["unRealizedProfit"].(float64)
liquidationPrice := pos["liquidationPrice"].(float64)
leverage := 10
if lev, ok := pos["leverage"].(float64); ok {
leverage = int(lev)
}
// Calculate margin used
marginUsed := (quantity * markPrice) / float64(leverage)
// Calculate P&L percentage (based on margin)
pnlPct := calculatePnLPercentage(unrealizedPnl, marginUsed)
result = append(result, map[string]interface{}{
"symbol": symbol,
"side": side,
"entry_price": entryPrice,
"mark_price": markPrice,
"quantity": quantity,
"leverage": leverage,
"unrealized_pnl": unrealizedPnl,
"unrealized_pnl_pct": pnlPct,
"liquidation_price": liquidationPrice,
"margin_used": marginUsed,
})
}
return result, nil
}
// recordAndConfirmOrder polls order status for actual fill data and records position
// action: open_long, open_short, close_long, close_short
// entryPrice: entry price when closing (0 when opening)
func (at *AutoTrader) recordAndConfirmOrder(orderResult map[string]interface{}, symbol, action string, quantity float64, price float64, leverage int, entryPrice float64) {
if at.store == nil {
return
}
// Get order ID (supports multiple types)
var orderID string
switch v := orderResult["orderId"].(type) {
case int64:
orderID = fmt.Sprintf("%d", v)
case float64:
orderID = fmt.Sprintf("%.0f", v)
case string:
orderID = v
default:
orderID = fmt.Sprintf("%v", v)
}
if orderID == "" || orderID == "0" {
logger.Infof(" ⚠️ Order ID is empty, skipping record")
return
}
// Determine positionSide
var positionSide string
switch action {
case "open_long", "close_long":
positionSide = "LONG"
case "open_short", "close_short":
positionSide = "SHORT"
}
var actualPrice = price
var actualQty = quantity
var fee float64
// Exchanges with OrderSync: Skip immediate order recording, let OrderSync handle it
// This ensures accurate data from GetTrades API and avoids duplicate records
switch at.exchange {
case "binance", "lighter", "hyperliquid", "bybit", "okx", "bitget", "aster", "kucoin", "gate":
logger.Infof(" 📝 Order submitted (id: %s), will be synced by OrderSync", orderID)
return
}
// For exchanges without OrderSync (e.g., Binance): record immediately and poll for fill data
orderRecord := at.createOrderRecord(orderID, symbol, action, positionSide, quantity, price, leverage)
if err := at.store.Order().CreateOrder(orderRecord); err != nil {
logger.Infof(" ⚠️ Failed to record order: %v", err)
} else {
logger.Infof(" 📝 Order recorded: %s [%s] %s", orderID, action, symbol)
}
// Wait for order to be filled and get actual fill data
time.Sleep(500 * time.Millisecond)
for i := 0; i < 5; i++ {
status, err := at.trader.GetOrderStatus(symbol, orderID)
if err == nil {
statusStr, _ := status["status"].(string)
if statusStr == "FILLED" {
// Get actual fill price
if avgPrice, ok := status["avgPrice"].(float64); ok && avgPrice > 0 {
actualPrice = avgPrice
}
// Get actual executed quantity
if execQty, ok := status["executedQty"].(float64); ok && execQty > 0 {
actualQty = execQty
}
// Get commission/fee
if commission, ok := status["commission"].(float64); ok {
fee = commission
}
logger.Infof(" ✅ Order filled: avgPrice=%.6f, qty=%.6f, fee=%.6f", actualPrice, actualQty, fee)
// Update order status to FILLED
if err := at.store.Order().UpdateOrderStatus(orderRecord.ID, "FILLED", actualQty, actualPrice, fee); err != nil {
logger.Infof(" ⚠️ Failed to update order status: %v", err)
}
// Record fill details
at.recordOrderFill(orderRecord.ID, orderID, symbol, action, actualPrice, actualQty, fee)
break
} else if statusStr == "CANCELED" || statusStr == "EXPIRED" || statusStr == "REJECTED" {
logger.Infof(" ⚠️ Order %s, skipping position record", statusStr)
// Update order status
if err := at.store.Order().UpdateOrderStatus(orderRecord.ID, statusStr, 0, 0, 0); err != nil {
logger.Infof(" ⚠️ Failed to update order status: %v", err)
}
return
}
}
time.Sleep(500 * time.Millisecond)
}
// Normalize symbol for position record consistency
normalizedSymbolForPosition := market.Normalize(symbol)
logger.Infof(" 📝 Recording position (ID: %s, action: %s, price: %.6f, qty: %.6f, fee: %.4f)",
orderID, action, actualPrice, actualQty, fee)
// Record position change with actual fill data (use normalized symbol)
at.recordPositionChange(orderID, normalizedSymbolForPosition, positionSide, action, actualQty, actualPrice, leverage, entryPrice, fee)
// Send anonymous trade statistics for experience improvement (async, non-blocking)
// This helps us understand overall product usage across all deployments
telemetry.TrackTrade(telemetry.TradeEvent{
Exchange: at.exchange,
TradeType: action,
Symbol: symbol,
AmountUSD: actualPrice * actualQty,
Leverage: leverage,
UserID: at.userID,
TraderID: at.id,
})
}
// recordPositionChange records position change (create record on open, update record on close)
func (at *AutoTrader) recordPositionChange(orderID, symbol, side, action string, quantity, price float64, leverage int, entryPrice float64, fee float64) {
if at.store == nil {
return
}
switch action {
case "open_long", "open_short":
// Open position: create new position record
nowMs := time.Now().UTC().UnixMilli()
pos := &store.TraderPosition{
TraderID: at.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,
EntryPrice: price,
EntryOrderID: orderID,
EntryTime: nowMs,
Leverage: leverage,
Status: "OPEN",
CreatedAt: nowMs,
UpdatedAt: nowMs,
}
if err := at.store.Position().Create(pos); err != nil {
logger.Infof(" ⚠️ Failed to record position: %v", err)
} else {
logger.Infof(" 📊 Position recorded [%s] %s %s @ %.4f", at.id[:8], symbol, side, price)
}
case "close_long", "close_short":
// Close position using PositionBuilder for consistent handling
// PositionBuilder will handle both cases:
// 1. If open position exists: close it properly
// 2. If no open position (e.g., table cleared): create a closed position record
posBuilder := store.NewPositionBuilder(at.store.Position())
if err := posBuilder.ProcessTrade(
at.id, at.exchangeID, at.exchange,
symbol, side, action,
quantity, price, fee, 0, // realizedPnL will be calculated
time.Now().UTC().UnixMilli(), orderID,
); err != nil {
logger.Infof(" ⚠️ Failed to process close position: %v", err)
} else {
logger.Infof(" ✅ Position closed [%s] %s %s @ %.4f", at.id[:8], symbol, side, price)
}
}
}
// createOrderRecord creates an order record struct from order details
func (at *AutoTrader) createOrderRecord(orderID, symbol, action, positionSide string, quantity, price float64, leverage int) *store.TraderOrder {
// Determine order type (market for auto trader)
orderType := "MARKET"
// Determine side (BUY/SELL)
var side string
switch action {
case "open_long", "close_short":
side = "BUY"
case "open_short", "close_long":
side = "SELL"
}
// Use action as orderAction directly (keep lowercase format)
orderAction := action
// Determine if it's a reduce only order
reduceOnly := (action == "close_long" || action == "close_short")
// Normalize symbol for consistency
normalizedSymbol := market.Normalize(symbol)
return &store.TraderOrder{
TraderID: at.id,
ExchangeID: at.exchangeID,
ExchangeType: at.exchange,
ExchangeOrderID: orderID,
Symbol: normalizedSymbol,
Side: side,
PositionSide: positionSide,
Type: orderType,
TimeInForce: "GTC",
Quantity: quantity,
Price: price,
Status: "NEW",
FilledQuantity: 0,
AvgFillPrice: 0,
Commission: 0,
CommissionAsset: "USDT",
Leverage: leverage,
ReduceOnly: reduceOnly,
ClosePosition: reduceOnly,
OrderAction: orderAction,
CreatedAt: time.Now().UTC().UnixMilli(),
UpdatedAt: time.Now().UTC().UnixMilli(),
}
}
// recordOrderFill records order fill/trade details
func (at *AutoTrader) recordOrderFill(orderRecordID int64, exchangeOrderID, symbol, action string, price, quantity, fee float64) {
if at.store == nil {
return
}
// Determine side (BUY/SELL)
var side string
switch action {
case "open_long", "close_short":
side = "BUY"
case "open_short", "close_long":
side = "SELL"
}
// Generate a simple trade ID (exchange doesn't always provide one)
tradeID := fmt.Sprintf("%s-%d", exchangeOrderID, time.Now().UnixNano())
// Normalize symbol for consistency
normalizedSymbol := market.Normalize(symbol)
fill := &store.TraderFill{
TraderID: at.id,
ExchangeID: at.exchangeID,
ExchangeType: at.exchange,
OrderID: orderRecordID,
ExchangeOrderID: exchangeOrderID,
ExchangeTradeID: tradeID,
Symbol: normalizedSymbol,
Side: side,
Price: price,
Quantity: quantity,
QuoteQuantity: price * quantity,
Commission: fee,
CommissionAsset: "USDT",
RealizedPnL: 0, // Will be calculated for close orders
IsMaker: false, // Market orders are usually taker
CreatedAt: time.Now().UTC().UnixMilli(),
}
// Calculate realized PnL for close orders
if action == "close_long" || action == "close_short" {
// Try to get the entry price from the open position
var positionSide string
if action == "close_long" {
positionSide = "LONG"
} else {
positionSide = "SHORT"
}
if openPos, err := at.store.Position().GetOpenPositionBySymbol(at.id, symbol, positionSide); err == nil && openPos != nil {
if positionSide == "LONG" {
fill.RealizedPnL = (price - openPos.EntryPrice) * quantity
} else {
fill.RealizedPnL = (openPos.EntryPrice - price) * quantity
}
}
}
if err := at.store.Order().CreateFill(fill); err != nil {
logger.Infof(" ⚠️ Failed to record fill: %v", err)
} else {
logger.Infof(" 📋 Fill recorded: %.4f @ %.6f, fee: %.4f", quantity, price, fee)
}
}
// GetOpenOrders returns open orders (pending SL/TP) from exchange
func (at *AutoTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
return at.trader.GetOpenOrders(symbol)
}