Files
nofx/trader/position_sync.go
T
tinkle-community 319ccb8ca3 fix: initial balance calculation and UI improvements
- Fix initial balance using available_balance instead of total_equity
- Fix WSMonitor nil pointer by starting market monitor before loading traders
- Add strategy name display on traders list and dashboard pages
- Various position sync and trading improvements
2025-12-10 14:40:08 +08:00

648 lines
18 KiB
Go

package trader
import (
"fmt"
"nofx/logger"
"nofx/store"
"sync"
"time"
)
// PositionSyncManager Position status synchronization manager
// Responsible for periodically synchronizing exchange positions, detecting manual closures and other changes
type PositionSyncManager struct {
store *store.Store
interval time.Duration
historySyncInterval time.Duration // Interval for full history sync
stopCh chan struct{}
wg sync.WaitGroup
traderCache map[string]Trader // trader_id -> Trader instance cache
configCache map[string]*store.TraderFullConfig // trader_id -> config cache
cacheMutex sync.RWMutex
lastHistorySync map[string]time.Time // trader_id -> last history sync time
lastHistorySyncMutex sync.RWMutex
}
// NewPositionSyncManager Create position synchronization manager
func NewPositionSyncManager(st *store.Store, interval time.Duration) *PositionSyncManager {
if interval == 0 {
interval = 10 * time.Second
}
return &PositionSyncManager{
store: st,
interval: interval,
historySyncInterval: 5 * time.Minute, // Sync closed positions every 5 minutes
stopCh: make(chan struct{}),
traderCache: make(map[string]Trader),
configCache: make(map[string]*store.TraderFullConfig),
lastHistorySync: make(map[string]time.Time),
}
}
// Start Start position synchronization service
func (m *PositionSyncManager) Start() {
m.wg.Add(1)
go m.run()
logger.Info("📊 Position sync manager started")
// Run startup sync in background
go m.startupSync()
}
// Stop Stop position synchronization service
func (m *PositionSyncManager) Stop() {
close(m.stopCh)
m.wg.Wait()
// Clear cache
m.cacheMutex.Lock()
m.traderCache = make(map[string]Trader)
m.configCache = make(map[string]*store.TraderFullConfig)
m.cacheMutex.Unlock()
logger.Info("📊 Position sync manager stopped")
}
// run Main loop
func (m *PositionSyncManager) run() {
defer m.wg.Done()
// Execute immediately on startup
m.syncPositions()
ticker := time.NewTicker(m.interval)
defer ticker.Stop()
for {
select {
case <-m.stopCh:
return
case <-ticker.C:
m.syncPositions()
}
}
}
// syncPositions Synchronize all position statuses
func (m *PositionSyncManager) syncPositions() {
// Get all OPEN status positions
localPositions, err := m.store.Position().GetAllOpenPositions()
if err != nil {
logger.Infof("⚠️ Failed to get local positions: %v", err)
return
}
if len(localPositions) == 0 {
return
}
// Group by trader_id
positionsByTrader := make(map[string][]*store.TraderPosition)
for _, pos := range localPositions {
positionsByTrader[pos.TraderID] = append(positionsByTrader[pos.TraderID], pos)
}
// Process each trader
for traderID, traderPositions := range positionsByTrader {
m.syncTraderPositions(traderID, traderPositions)
}
}
// syncTraderPositions Synchronize positions for a single trader
func (m *PositionSyncManager) syncTraderPositions(traderID string, localPositions []*store.TraderPosition) {
// Get or create trader instance
trader, err := m.getOrCreateTrader(traderID)
if err != nil {
logger.Infof("⚠️ Failed to get trader instance (ID: %s): %v", traderID, err)
return
}
// Get exchange ID for history sync
config, _ := m.getTraderConfig(traderID)
exchangeID := ""
if config != nil {
exchangeID = config.Exchange.ID
}
// Maybe run periodic history sync
if exchangeID != "" {
m.maybeRunHistorySync(traderID, exchangeID, trader)
}
// Get current exchange positions
exchangePositions, err := trader.GetPositions()
if err != nil {
logger.Infof("⚠️ Failed to get exchange positions (ID: %s): %v", traderID, err)
return
}
// Build exchange position map: symbol_side -> position
exchangeMap := make(map[string]map[string]interface{})
for _, pos := range exchangePositions {
symbol, _ := pos["symbol"].(string)
side, _ := pos["positionSide"].(string)
if symbol == "" || side == "" {
continue
}
key := fmt.Sprintf("%s_%s", symbol, side)
exchangeMap[key] = pos
}
// Compare local and exchange positions
for _, localPos := range localPositions {
key := fmt.Sprintf("%s_%s", localPos.Symbol, localPos.Side)
exchangePos, exists := exchangeMap[key]
if !exists {
// Exchange doesn't have this position → it has been closed
m.closeLocalPosition(localPos, trader, "manual")
continue
}
// Check if quantity is 0 or very small
qty := getFloatFromMap(exchangePos, "positionAmt")
if qty < 0 {
qty = -qty // Short position quantity is negative
}
if qty < 0.0000001 {
// Quantity is 0, position closed
m.closeLocalPosition(localPos, trader, "manual")
}
}
}
// closeLocalPosition Mark local position as closed
func (m *PositionSyncManager) closeLocalPosition(pos *store.TraderPosition, trader Trader, reason string) {
// Try to get accurate closure data from exchange first
closedPnLRecord := m.findClosedPnLRecord(trader, pos)
var exitPrice, realizedPnL, fee float64
var closeReason, exitOrderID string
if closedPnLRecord != nil {
// Use accurate data from exchange
exitPrice = closedPnLRecord.ExitPrice
realizedPnL = closedPnLRecord.RealizedPnL
fee = closedPnLRecord.Fee
closeReason = closedPnLRecord.CloseType
exitOrderID = closedPnLRecord.OrderID
logger.Infof("📊 Found accurate closure data from exchange for %s %s", pos.Symbol, pos.Side)
} else {
// Fallback: use market price and calculate PnL
exitPrice = pos.EntryPrice // Default to entry price
if price, err := trader.GetMarketPrice(pos.Symbol); err == nil && price > 0 {
exitPrice = price
}
// Calculate PnL
if pos.Side == "LONG" {
realizedPnL = (exitPrice - pos.EntryPrice) * pos.Quantity
} else {
realizedPnL = (pos.EntryPrice - exitPrice) * pos.Quantity
}
closeReason = reason
fee = 0
exitOrderID = ""
logger.Infof("⚠️ Using market price for closure (no exchange data): %s %s", pos.Symbol, pos.Side)
}
// Update database
err := m.store.Position().ClosePosition(
pos.ID,
exitPrice,
exitOrderID,
realizedPnL,
fee,
closeReason,
)
if err != nil {
logger.Infof("⚠️ Failed to update position status: %v", err)
} else {
logger.Infof("📊 Position closed [%s] %s %s @ %.4f → %.4f, PnL: %.2f, Fee: %.4f (%s)",
pos.TraderID[:8], pos.Symbol, pos.Side, pos.EntryPrice, exitPrice, realizedPnL, fee, closeReason)
}
}
// findClosedPnLRecord Try to find matching ClosedPnL record from exchange
func (m *PositionSyncManager) findClosedPnLRecord(trader Trader, pos *store.TraderPosition) *ClosedPnLRecord {
// Get closed PnL records from the last 24 hours (to cover recent closures)
startTime := time.Now().Add(-24 * time.Hour)
records, err := trader.GetClosedPnL(startTime, 50)
if err != nil {
logger.Infof("⚠️ Failed to get closed PnL records: %v", err)
return nil
}
if len(records) == 0 {
return nil
}
// Normalize position side for comparison
posSide := pos.Side
if posSide == "LONG" {
posSide = "long"
} else if posSide == "SHORT" {
posSide = "short"
}
// Find matching record by symbol and side
// Priority: exact match on symbol and side, closest entry price
var bestMatch *ClosedPnLRecord
var bestPriceDiff float64 = -1
for i := range records {
record := &records[i]
if record.Symbol != pos.Symbol {
continue
}
// Match side (case-insensitive)
recordSide := record.Side
if recordSide == "LONG" {
recordSide = "long"
} else if recordSide == "SHORT" {
recordSide = "short"
}
if recordSide != posSide {
continue
}
// Check if entry price is close (within 2% to account for slippage)
if record.EntryPrice > 0 {
priceDiff := abs((record.EntryPrice - pos.EntryPrice) / pos.EntryPrice)
if priceDiff > 0.02 {
continue // Entry price too different, probably not the same position
}
// Prefer closest entry price match
if bestMatch == nil || priceDiff < bestPriceDiff {
bestMatch = record
bestPriceDiff = priceDiff
}
} else {
// No entry price in record, accept if symbol and side match
if bestMatch == nil {
bestMatch = record
}
}
}
return bestMatch
}
// abs returns absolute value of float64
func abs(x float64) float64 {
if x < 0 {
return -x
}
return x
}
// getOrCreateTrader Get or create trader instance
func (m *PositionSyncManager) getOrCreateTrader(traderID string) (Trader, error) {
m.cacheMutex.RLock()
trader, exists := m.traderCache[traderID]
m.cacheMutex.RUnlock()
if exists && trader != nil {
return trader, nil
}
// Need to create new trader instance
config, err := m.getTraderConfig(traderID)
if err != nil {
return nil, fmt.Errorf("failed to get trader config: %w", err)
}
trader, err = m.createTrader(config)
if err != nil {
return nil, fmt.Errorf("failed to create trader instance: %w", err)
}
m.cacheMutex.Lock()
m.traderCache[traderID] = trader
m.cacheMutex.Unlock()
return trader, nil
}
// getTraderConfig Get trader configuration
func (m *PositionSyncManager) getTraderConfig(traderID string) (*store.TraderFullConfig, error) {
m.cacheMutex.RLock()
config, exists := m.configCache[traderID]
m.cacheMutex.RUnlock()
if exists {
return config, nil
}
// Get from database
traders, err := m.store.Trader().ListAll()
if err != nil {
return nil, fmt.Errorf("failed to get trader list: %w", err)
}
var userID string
for _, t := range traders {
if t.ID == traderID {
userID = t.UserID
break
}
}
if userID == "" {
return nil, fmt.Errorf("trader not found: %s", traderID)
}
config, err = m.store.Trader().GetFullConfig(userID, traderID)
if err != nil {
return nil, err
}
m.cacheMutex.Lock()
m.configCache[traderID] = config
m.cacheMutex.Unlock()
return config, nil
}
// createTrader Create trader instance based on configuration
func (m *PositionSyncManager) createTrader(config *store.TraderFullConfig) (Trader, error) {
exchange := config.Exchange
// Use exchange.ID to determine specific exchange, not exchange.Type (cex/dex)
switch exchange.ID {
case "binance":
return NewFuturesTrader(exchange.APIKey, exchange.SecretKey, config.Trader.UserID), nil
case "bybit":
return NewBybitTrader(exchange.APIKey, exchange.SecretKey), nil
case "okx":
return NewOKXTrader(exchange.APIKey, exchange.SecretKey, exchange.Passphrase), nil
case "hyperliquid":
return NewHyperliquidTrader(exchange.SecretKey, exchange.HyperliquidWalletAddr, exchange.Testnet)
case "aster":
return NewAsterTrader(exchange.AsterUser, exchange.AsterSigner, exchange.AsterPrivateKey)
case "lighter":
if exchange.LighterAPIKeyPrivateKey != "" {
return NewLighterTraderV2(
exchange.LighterPrivateKey,
exchange.LighterWalletAddr,
exchange.LighterAPIKeyPrivateKey,
exchange.Testnet,
)
}
return NewLighterTrader(exchange.LighterPrivateKey, exchange.LighterWalletAddr, exchange.Testnet)
default:
return nil, fmt.Errorf("unsupported exchange: %s", exchange.ID)
}
}
// InvalidateCache Invalidate cache
func (m *PositionSyncManager) InvalidateCache(traderID string) {
m.cacheMutex.Lock()
defer m.cacheMutex.Unlock()
delete(m.traderCache, traderID)
delete(m.configCache, traderID)
}
// getFloatFromMap Get float64 value from map
func getFloatFromMap(m map[string]interface{}, key string) float64 {
if v, ok := m[key]; ok {
switch val := v.(type) {
case float64:
return val
case int64:
return float64(val)
case int:
return float64(val)
case string:
var f float64
fmt.Sscanf(val, "%f", &f)
return f
}
}
return 0
}
// =============================================================================
// Startup and History Sync Methods
// =============================================================================
// startupSync performs initial sync on startup
// 1. Sync existing positions from exchange (to detect external positions)
// 2. Sync closed positions history from exchange
func (m *PositionSyncManager) startupSync() {
logger.Info("📊 Starting startup sync...")
// Get all traders
traders, err := m.store.Trader().ListAll()
if err != nil {
logger.Infof("⚠️ Failed to get traders for startup sync: %v", err)
return
}
for _, traderInfo := range traders {
traderID := traderInfo.ID
// Get trader instance
trader, err := m.getOrCreateTrader(traderID)
if err != nil {
logger.Infof("⚠️ Failed to get trader instance for startup sync (ID: %s): %v", traderID, err)
continue
}
// Get exchange ID
config, err := m.getTraderConfig(traderID)
if err != nil {
logger.Infof("⚠️ Failed to get trader config for startup sync (ID: %s): %v", traderID, err)
continue
}
exchangeID := config.Exchange.ID
// 1. Sync current open positions from exchange
m.syncExternalPositions(traderID, exchangeID, trader)
// 2. Sync closed positions history from exchange
m.syncClosedPositionsHistory(traderID, exchangeID, trader)
}
logger.Info("📊 Startup sync completed")
}
// syncExternalPositions syncs positions that exist on exchange but not locally
// These could be positions opened manually or from other systems
func (m *PositionSyncManager) syncExternalPositions(traderID, exchangeID string, trader Trader) {
// Get current positions from exchange
exchangePositions, err := trader.GetPositions()
if err != nil {
logger.Infof("⚠️ Failed to get exchange positions for external sync (ID: %s): %v", traderID, err)
return
}
// Get local open positions
localPositions, err := m.store.Position().GetOpenPositions(traderID)
if err != nil {
logger.Infof("⚠️ Failed to get local positions for external sync (ID: %s): %v", traderID, err)
return
}
// Build local position map: symbol_side -> position
localMap := make(map[string]*store.TraderPosition)
for _, pos := range localPositions {
key := fmt.Sprintf("%s_%s", pos.Symbol, pos.Side)
localMap[key] = pos
}
// Find positions that exist on exchange but not locally
for _, pos := range exchangePositions {
symbol, _ := pos["symbol"].(string)
side, _ := pos["side"].(string)
if symbol == "" || side == "" {
continue
}
// Normalize side
normalizedSide := side
if side == "Buy" || side == "LONG" || side == "long" {
normalizedSide = "LONG"
} else if side == "Sell" || side == "SHORT" || side == "short" {
normalizedSide = "SHORT"
}
key := fmt.Sprintf("%s_%s", symbol, normalizedSide)
// Check if we already have this position locally
if _, exists := localMap[key]; exists {
continue // Already tracking this position
}
// This is an external position - create local record
qty := getFloatFromMap(pos, "positionAmt")
if qty < 0 {
qty = -qty
}
if qty < 0.0000001 {
continue // No actual position
}
entryPrice := getFloatFromMap(pos, "entryPrice")
leverage := int(getFloatFromMap(pos, "leverage"))
if leverage == 0 {
leverage = 1
}
// Get entry time if available
createdTime := getFloatFromMap(pos, "createdTime")
var entryTime time.Time
if createdTime > 0 {
entryTime = time.UnixMilli(int64(createdTime))
} else {
entryTime = time.Now() // Use current time as fallback
}
// Generate unique exchange position ID
exchangePositionID := fmt.Sprintf("%s_%s_%d", symbol, normalizedSide, entryTime.UnixMilli())
newPos := &store.TraderPosition{
TraderID: traderID,
ExchangeID: exchangeID,
ExchangePositionID: exchangePositionID,
Symbol: symbol,
Side: normalizedSide,
Quantity: qty,
EntryPrice: entryPrice,
EntryTime: entryTime,
Leverage: leverage,
Source: "sync", // Mark as synced from exchange
}
if err := m.store.Position().CreateOpenPosition(newPos); err != nil {
logger.Infof("⚠️ Failed to create external position record: %v", err)
} else {
logger.Infof("📊 Synced external position: [%s] %s %s @ %.4f (qty: %.4f)",
traderID[:8], symbol, normalizedSide, entryPrice, qty)
}
}
}
// syncClosedPositionsHistory syncs closed positions from exchange history
func (m *PositionSyncManager) syncClosedPositionsHistory(traderID, exchangeID string, trader Trader) {
// Get last sync time
lastSyncTime, err := m.store.Position().GetLastClosedPositionTime(traderID)
if err != nil {
logger.Infof("⚠️ Failed to get last closed position time (ID: %s): %v", traderID, err)
lastSyncTime = time.Now().Add(-30 * 24 * time.Hour) // Default to 30 days ago
}
// Subtract a small buffer to avoid missing positions at the boundary
startTime := lastSyncTime.Add(-1 * time.Minute)
// Get closed positions from exchange
closedRecords, err := trader.GetClosedPnL(startTime, 200) // Get up to 200 records
if err != nil {
logger.Infof("⚠️ Failed to get closed PnL records (ID: %s): %v", traderID, err)
return
}
if len(closedRecords) == 0 {
return
}
// Convert to store.ClosedPnLRecord and sync
storeRecords := make([]store.ClosedPnLRecord, len(closedRecords))
for i, rec := range closedRecords {
storeRecords[i] = store.ClosedPnLRecord{
Symbol: rec.Symbol,
Side: rec.Side,
EntryPrice: rec.EntryPrice,
ExitPrice: rec.ExitPrice,
Quantity: rec.Quantity,
RealizedPnL: rec.RealizedPnL,
Fee: rec.Fee,
Leverage: rec.Leverage,
EntryTime: rec.EntryTime,
ExitTime: rec.ExitTime,
OrderID: rec.OrderID,
CloseType: rec.CloseType,
ExchangeID: rec.ExchangeID,
}
}
created, skipped, err := m.store.Position().SyncClosedPositions(traderID, exchangeID, storeRecords)
if err != nil {
logger.Infof("⚠️ Failed to sync closed positions (ID: %s): %v", traderID, err)
return
}
if created > 0 {
logger.Infof("📊 Synced %d new closed positions for trader %s (skipped %d duplicates)",
created, traderID[:8], skipped)
}
// Update last history sync time
m.lastHistorySyncMutex.Lock()
m.lastHistorySync[traderID] = time.Now()
m.lastHistorySyncMutex.Unlock()
}
// maybeRunHistorySync checks if it's time to run history sync for a trader
func (m *PositionSyncManager) maybeRunHistorySync(traderID, exchangeID string, trader Trader) {
m.lastHistorySyncMutex.RLock()
lastSync, exists := m.lastHistorySync[traderID]
m.lastHistorySyncMutex.RUnlock()
if !exists || time.Since(lastSync) >= m.historySyncInterval {
m.syncClosedPositionsHistory(traderID, exchangeID, trader)
}
}