Files
nofx/agent/trade.go
T
lky-spec 3ca95b294d feat: port NOFXi agent module onto latest dev base (#1485)
* feat: integrate NOFXi agent into dev

* Enhance NOFXi agent workflow and diagnostics
2026-04-21 23:47:55 +08:00

343 lines
8.9 KiB
Go

package agent
import (
"context"
"encoding/json"
"fmt"
"log/slog"
"strings"
"sync"
"time"
)
// TradeAction represents a parsed trade intent from the LLM or user.
type TradeAction struct {
ID string `json:"id"`
Action string `json:"action"` // "open_long", "open_short", "close_long", "close_short"
Symbol string `json:"symbol"` // e.g. "BTCUSDT"
Quantity float64 `json:"quantity"` // amount
Leverage int `json:"leverage"` // leverage multiplier
TraderID string `json:"trader_id"` // which trader to use
Status string `json:"status"` // "pending", "confirmed", "executed", "failed", "expired"
CreatedAt int64 `json:"created_at"`
Error string `json:"error,omitempty"`
}
// pendingTrades stores pending trade confirmations.
type pendingTrades struct {
mu sync.RWMutex
trades map[string]*TradeAction // id -> trade
}
func newPendingTrades() *pendingTrades {
return &pendingTrades{trades: make(map[string]*TradeAction)}
}
func (p *pendingTrades) Add(t *TradeAction) {
p.mu.Lock()
defer p.mu.Unlock()
p.trades[t.ID] = t
}
func (p *pendingTrades) Get(id string) *TradeAction {
p.mu.RLock()
defer p.mu.RUnlock()
return p.trades[id]
}
func (p *pendingTrades) Remove(id string) {
p.mu.Lock()
defer p.mu.Unlock()
delete(p.trades, id)
}
// CleanExpired removes trades older than 5 minutes.
func (p *pendingTrades) CleanExpired() {
p.mu.Lock()
defer p.mu.Unlock()
cutoff := time.Now().Add(-5 * time.Minute).Unix()
for id, t := range p.trades {
if t.CreatedAt < cutoff {
delete(p.trades, id)
}
}
}
// parseTradeCommand parses natural language trade commands.
// Returns nil if the message is not a trade command.
func parseTradeCommand(text string) *TradeAction {
upper := strings.ToUpper(strings.TrimSpace(text))
// Pattern: "做多 BTC 0.01" / "做空 ETH 0.1" / "long BTC 0.01" / "short ETH 0.1"
// Also: "平多 BTC" / "平空 ETH" / "close long BTC" / "close short ETH"
var action, symbol string
var quantity float64
var leverage int
words := strings.Fields(upper)
if len(words) < 2 {
return nil
}
switch words[0] {
case "做多", "LONG", "BUY":
action = "open_long"
case "做空", "SHORT", "SELL":
action = "open_short"
case "平多":
action = "close_long"
case "平空":
action = "close_short"
case "CLOSE":
if len(words) >= 3 {
switch words[1] {
case "LONG":
action = "close_long"
words = append(words[:1], words[2:]...) // remove "LONG"
case "SHORT":
action = "close_short"
words = append(words[:1], words[2:]...) // remove "SHORT"
}
}
if action == "" {
return nil
}
default:
return nil
}
// Parse symbol
if len(words) < 2 {
return nil
}
symbol = words[1]
// Only append USDT for crypto symbols, not stock tickers
if !isStockSymbol(symbol) && !strings.HasSuffix(symbol, "USDT") {
symbol += "USDT"
}
// Parse quantity (optional)
if len(words) >= 3 {
fmt.Sscanf(words[2], "%f", &quantity)
}
// Parse leverage (optional, "x10" or "10x")
if len(words) >= 4 {
lev := strings.TrimSuffix(strings.TrimPrefix(words[3], "X"), "X")
fmt.Sscanf(lev, "%d", &leverage)
}
if action == "" || symbol == "" {
return nil
}
return &TradeAction{
ID: fmt.Sprintf("trade_%d", time.Now().UnixNano()),
Action: action,
Symbol: symbol,
Quantity: quantity,
Leverage: leverage,
Status: "pending",
CreatedAt: time.Now().Unix(),
}
}
// executeTrade performs the actual trade execution via TraderManager.
func (a *Agent) executeTrade(ctx context.Context, trade *TradeAction) error {
if a.traderManager == nil {
return fmt.Errorf("no trader manager available")
}
traders := a.traderManager.GetAllTraders()
if len(traders) == 0 {
return fmt.Errorf("no traders configured")
}
// Determine if this is a stock trade to route to the right exchange
wantStock := isStockSymbol(trade.Symbol)
// Find a running trader's underlying exchange interface
var underlyingTrader interface {
OpenLong(symbol string, quantity float64, leverage int) (map[string]interface{}, error)
OpenShort(symbol string, quantity float64, leverage int) (map[string]interface{}, error)
CloseLong(symbol string, quantity float64) (map[string]interface{}, error)
CloseShort(symbol string, quantity float64) (map[string]interface{}, error)
}
for _, t := range traders {
s := t.GetStatus()
running, _ := s["is_running"].(bool)
if running {
ut := t.GetUnderlyingTrader()
if ut == nil {
continue
}
// Route stock symbols to alpaca traders, crypto to others
exchange := t.GetExchange()
isAlpaca := exchange == "alpaca"
if wantStock && !isAlpaca {
continue // Skip non-stock traders for stock symbols
}
if !wantStock && isAlpaca {
continue // Skip stock traders for crypto symbols
}
underlyingTrader = ut
break
}
}
if underlyingTrader == nil {
if wantStock {
return fmt.Errorf("no running stock trader (Alpaca) found — configure one to trade stocks")
}
return fmt.Errorf("no running trader supports trade execution")
}
switch trade.Action {
case "open_long":
if trade.Quantity <= 0 {
return fmt.Errorf("quantity must be > 0")
}
_, err := underlyingTrader.OpenLong(trade.Symbol, trade.Quantity, trade.Leverage)
return err
case "open_short":
if trade.Quantity <= 0 {
return fmt.Errorf("quantity must be > 0")
}
_, err := underlyingTrader.OpenShort(trade.Symbol, trade.Quantity, trade.Leverage)
return err
case "close_long":
_, err := underlyingTrader.CloseLong(trade.Symbol, trade.Quantity)
return err
case "close_short":
_, err := underlyingTrader.CloseShort(trade.Symbol, trade.Quantity)
return err
default:
return fmt.Errorf("unknown action: %s", trade.Action)
}
}
// formatTradeConfirmation creates a confirmation message for a pending trade.
func formatTradeConfirmation(trade *TradeAction, lang string) string {
actionNames := map[string]string{
"open_long": "做多 (Long)",
"open_short": "做空 (Short)",
"close_long": "平多 (Close Long)",
"close_short": "平空 (Close Short)",
}
symbol := trade.Symbol
if strings.HasSuffix(symbol, "USDT") {
symbol = strings.TrimSuffix(symbol, "USDT")
}
actionName := actionNames[trade.Action]
if actionName == "" {
actionName = trade.Action
}
if lang == "zh" {
msg := fmt.Sprintf("⚠️ **交易确认**\n\n"+
"操作: %s\n"+
"品种: %s\n", actionName, symbol)
if trade.Quantity > 0 {
msg += fmt.Sprintf("数量: %.4f\n", trade.Quantity)
}
if trade.Leverage > 0 {
msg += fmt.Sprintf("杠杆: %dx\n", trade.Leverage)
}
msg += fmt.Sprintf("\n发送 `确认 %s` 执行交易,或忽略取消。", trade.ID)
return msg
}
msg := fmt.Sprintf("⚠️ **Trade Confirmation**\n\n"+
"Action: %s\n"+
"Symbol: %s\n", actionName, symbol)
if trade.Quantity > 0 {
msg += fmt.Sprintf("Quantity: %.4f\n", trade.Quantity)
}
if trade.Leverage > 0 {
msg += fmt.Sprintf("Leverage: %dx\n", trade.Leverage)
}
msg += fmt.Sprintf("\nSend `confirm %s` to execute, or ignore to cancel.", trade.ID)
return msg
}
// handleTradeConfirmation processes a trade confirmation message.
func (a *Agent) handleTradeConfirmation(ctx context.Context, userID int64, text, lang string) (string, bool) {
upper := strings.ToUpper(strings.TrimSpace(text))
var tradeID string
if strings.HasPrefix(upper, "确认 ") || strings.HasPrefix(upper, "CONFIRM ") {
parts := strings.Fields(text)
if len(parts) >= 2 {
tradeID = parts[1]
}
}
if tradeID == "" {
return "", false
}
if a.pending == nil {
return "", false
}
trade := a.pending.Get(tradeID)
if trade == nil {
if lang == "zh" {
return "❌ 交易已过期或不存在。", true
}
return "❌ Trade expired or not found.", true
}
a.pending.Remove(tradeID)
trade.Status = "confirmed"
a.logger.Info("executing trade",
slog.String("id", trade.ID),
slog.String("action", trade.Action),
slog.String("symbol", trade.Symbol),
slog.Float64("quantity", trade.Quantity),
)
err := a.executeTrade(ctx, trade)
if err != nil {
trade.Status = "failed"
trade.Error = err.Error()
if lang == "zh" {
return fmt.Sprintf("❌ 交易执行失败: %s", err.Error()), true
}
return fmt.Sprintf("❌ Trade execution failed: %s", err.Error()), true
}
trade.Status = "executed"
symbol := trade.Symbol
if strings.HasSuffix(symbol, "USDT") {
symbol = strings.TrimSuffix(symbol, "USDT")
}
actionEmoji := "📈"
if strings.Contains(trade.Action, "short") {
actionEmoji = "📉"
}
if strings.Contains(trade.Action, "close") {
actionEmoji = "✅"
}
qtyStr := ""
if trade.Quantity > 0 {
qtyStr = fmt.Sprintf(" %.4f", trade.Quantity)
}
if lang == "zh" {
return fmt.Sprintf("%s 交易已执行!\n%s %s%s", actionEmoji, trade.Action, symbol, qtyStr), true
}
return fmt.Sprintf("%s Trade executed!\n%s %s%s", actionEmoji, trade.Action, symbol, qtyStr), true
}
// marshals trade action to JSON for embedding in responses
func marshalTradeAction(trade *TradeAction) string {
b, _ := json.Marshal(trade)
return string(b)
}