mirror of
https://github.com/laoxong/nofx.git
synced 2026-06-04 09:58:22 +08:00
tinkle-community
cb31782be4
- 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Remove stale files: screenshots, .yml.old, pyproject.toml - Remove unused scripts/ and cmd/ directories - Remove broken/outdated test files (network-dependent, stale expectations)
697 lines
22 KiB
Go
697 lines
22 KiB
Go
package market
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import (
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"encoding/json"
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"fmt"
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"io"
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"math"
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"nofx/logger"
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"strconv"
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"strings"
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"sync"
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"time"
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)
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// FundingRateCache is the funding rate cache structure
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// Binance Funding Rate only updates every 8 hours, using 1-hour cache can significantly reduce API calls
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type FundingRateCache struct {
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Rate float64
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UpdatedAt time.Time
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}
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var (
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fundingRateMap sync.Map // map[string]*FundingRateCache
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frCacheTTL = 1 * time.Hour
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)
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// Get retrieves market data for the specified token (uses Binance data by default)
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func Get(symbol string) (*Data, error) {
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return GetWithExchange(symbol, "binance")
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}
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// GetWithExchange retrieves market data for the specified token using exchange-specific data
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func GetWithExchange(symbol, exchange string) (*Data, error) {
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var klines3m, klines4h []Kline
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var err error
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// Normalize symbol
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symbol = Normalize(symbol)
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// Check if this is an xyz dex asset (use Hyperliquid API)
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isXyzAsset := IsXyzDexAsset(symbol)
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// For hyperliquid exchange, also use Hyperliquid API
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useHyperliquidAPI := isXyzAsset || strings.ToLower(exchange) == "hyperliquid"
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// Get 3-minute K-line data (or 5-minute for xyz assets as 3m may not be available)
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if useHyperliquidAPI {
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// Use Hyperliquid API for xyz dex assets (use 5m since 3m may not be available)
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klines3m, err = getKlinesFromHyperliquid(symbol, "5m", 100)
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if err != nil {
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return nil, fmt.Errorf("Failed to get 5-minute K-line from Hyperliquid: %v", err)
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}
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} else {
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// Use CoinAnk for regular crypto assets with exchange-specific data
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klines3m, err = getKlinesFromCoinAnk(symbol, "3m", exchange, 100)
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if err != nil {
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return nil, fmt.Errorf("Failed to get 3-minute K-line from CoinAnk (%s): %v", exchange, err)
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}
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}
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// Data staleness detection: Prevent DOGEUSDT-style price freeze issues
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if isStaleData(klines3m, symbol) {
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logger.Infof("⚠️ WARNING: %s detected stale data (consecutive price freeze), skipping symbol", symbol)
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return nil, fmt.Errorf("%s data is stale, possible cache failure", symbol)
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}
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// Get 4-hour K-line data
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if useHyperliquidAPI {
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klines4h, err = getKlinesFromHyperliquid(symbol, "4h", 100)
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if err != nil {
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return nil, fmt.Errorf("Failed to get 4-hour K-line from Hyperliquid: %v", err)
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}
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} else {
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klines4h, err = getKlinesFromCoinAnk(symbol, "4h", exchange, 100)
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if err != nil {
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return nil, fmt.Errorf("Failed to get 4-hour K-line from CoinAnk (%s): %v", exchange, err)
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}
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}
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// Check if data is empty
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if len(klines3m) == 0 {
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return nil, fmt.Errorf("3-minute K-line data is empty")
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}
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if len(klines4h) == 0 {
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return nil, fmt.Errorf("4-hour K-line data is empty")
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}
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// Calculate current indicators (based on 3-minute latest data)
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currentPrice := klines3m[len(klines3m)-1].Close
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currentEMA20 := calculateEMA(klines3m, 20)
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currentMACD := calculateMACD(klines3m)
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currentRSI7 := calculateRSI(klines3m, 7)
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// Calculate price change percentage
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// 1-hour price change = price from 20 3-minute K-lines ago
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priceChange1h := 0.0
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if len(klines3m) >= 21 { // Need at least 21 K-lines (current + 20 previous)
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price1hAgo := klines3m[len(klines3m)-21].Close
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if price1hAgo > 0 {
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priceChange1h = ((currentPrice - price1hAgo) / price1hAgo) * 100
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}
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}
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// 4-hour price change = price from 1 4-hour K-line ago
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priceChange4h := 0.0
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if len(klines4h) >= 2 {
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price4hAgo := klines4h[len(klines4h)-2].Close
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if price4hAgo > 0 {
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priceChange4h = ((currentPrice - price4hAgo) / price4hAgo) * 100
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}
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}
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// Get OI data
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oiData, err := getOpenInterestData(symbol)
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if err != nil {
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// OI failure doesn't affect overall result, use default values
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oiData = &OIData{Latest: 0, Average: 0}
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}
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// Get Funding Rate
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fundingRate, _ := getFundingRate(symbol)
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// Calculate intraday series data
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intradayData := calculateIntradaySeries(klines3m)
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// Calculate longer-term data
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longerTermData := calculateLongerTermData(klines4h)
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return &Data{
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Symbol: symbol,
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CurrentPrice: currentPrice,
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PriceChange1h: priceChange1h,
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PriceChange4h: priceChange4h,
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CurrentEMA20: currentEMA20,
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CurrentMACD: currentMACD,
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CurrentRSI7: currentRSI7,
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OpenInterest: oiData,
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FundingRate: fundingRate,
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IntradaySeries: intradayData,
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LongerTermContext: longerTermData,
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}, nil
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}
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// GetWithTimeframes retrieves market data for specified multiple timeframes
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// timeframes: list of timeframes, e.g. ["5m", "15m", "1h", "4h"]
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// primaryTimeframe: primary timeframe (used for calculating current indicators), defaults to timeframes[0]
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// count: number of K-lines for each timeframe
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func GetWithTimeframes(symbol string, timeframes []string, primaryTimeframe string, count int) (*Data, error) {
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symbol = Normalize(symbol)
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if len(timeframes) == 0 {
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return nil, fmt.Errorf("at least one timeframe is required")
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}
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// If primary timeframe is not specified, use the first one
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if primaryTimeframe == "" {
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primaryTimeframe = timeframes[0]
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}
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// Ensure primary timeframe is in the list
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hasPrimary := false
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for _, tf := range timeframes {
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if tf == primaryTimeframe {
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hasPrimary = true
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break
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}
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}
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if !hasPrimary {
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timeframes = append([]string{primaryTimeframe}, timeframes...)
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}
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// Store data for all timeframes
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timeframeData := make(map[string]*TimeframeSeriesData)
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var primaryKlines []Kline
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// Check if this is an xyz dex asset (use Hyperliquid API)
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isXyzAsset := IsXyzDexAsset(symbol)
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// Get K-line data for each timeframe
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for _, tf := range timeframes {
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var klines []Kline
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var err error
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if isXyzAsset {
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// Use Hyperliquid API for xyz dex assets
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klines, err = getKlinesFromHyperliquid(symbol, tf, 200)
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if err != nil {
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logger.Infof("⚠️ Failed to get %s %s K-line from Hyperliquid: %v", symbol, tf, err)
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continue
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}
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} else {
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// Use CoinAnk for regular crypto assets (default to Binance)
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klines, err = getKlinesFromCoinAnk(symbol, tf, "binance", 200)
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if err != nil {
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logger.Infof("⚠️ Failed to get %s %s K-line from CoinAnk: %v", symbol, tf, err)
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continue
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}
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}
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if len(klines) == 0 {
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logger.Infof("⚠️ %s %s K-line data is empty", symbol, tf)
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continue
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}
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// Save primary timeframe K-lines for calculating base indicators
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if tf == primaryTimeframe {
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primaryKlines = klines
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}
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// Calculate series data for this timeframe (use count from config)
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seriesData := calculateTimeframeSeries(klines, tf, count)
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timeframeData[tf] = seriesData
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}
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// If primary timeframe data is empty, return error
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if len(primaryKlines) == 0 {
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return nil, fmt.Errorf("Primary timeframe %s K-line data is empty", primaryTimeframe)
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}
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// Data staleness detection
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if isStaleData(primaryKlines, symbol) {
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logger.Infof("⚠️ WARNING: %s detected stale data (consecutive price freeze), skipping symbol", symbol)
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return nil, fmt.Errorf("%s data is stale, possible cache failure", symbol)
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}
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// Calculate current indicators (based on primary timeframe latest data)
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currentPrice := primaryKlines[len(primaryKlines)-1].Close
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currentEMA20 := calculateEMA(primaryKlines, 20)
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currentMACD := calculateMACD(primaryKlines)
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currentRSI7 := calculateRSI(primaryKlines, 7)
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// Calculate price changes
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priceChange1h := calculatePriceChangeByBars(primaryKlines, primaryTimeframe, 60) // 1 hour
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priceChange4h := calculatePriceChangeByBars(primaryKlines, primaryTimeframe, 240) // 4 hours
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// Get OI data
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oiData, err := getOpenInterestData(symbol)
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if err != nil {
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oiData = &OIData{Latest: 0, Average: 0}
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}
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// Get Funding Rate
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fundingRate, _ := getFundingRate(symbol)
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return &Data{
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Symbol: symbol,
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CurrentPrice: currentPrice,
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PriceChange1h: priceChange1h,
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PriceChange4h: priceChange4h,
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CurrentEMA20: currentEMA20,
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CurrentMACD: currentMACD,
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CurrentRSI7: currentRSI7,
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OpenInterest: oiData,
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FundingRate: fundingRate,
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TimeframeData: timeframeData,
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}, nil
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}
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// getOpenInterestData retrieves OI data
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func getOpenInterestData(symbol string) (*OIData, error) {
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url := fmt.Sprintf("https://fapi.binance.com/fapi/v1/openInterest?symbol=%s", symbol)
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apiClient := NewAPIClient()
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resp, err := apiClient.client.Get(url)
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if err != nil {
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return nil, err
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}
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defer resp.Body.Close()
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body, err := io.ReadAll(resp.Body)
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if err != nil {
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return nil, err
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}
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var result struct {
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OpenInterest string `json:"openInterest"`
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Symbol string `json:"symbol"`
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Time int64 `json:"time"`
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}
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if err := json.Unmarshal(body, &result); err != nil {
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return nil, err
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}
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oi, _ := strconv.ParseFloat(result.OpenInterest, 64)
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return &OIData{
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Latest: oi,
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Average: oi * 0.999, // Approximate average
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}, nil
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}
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// getFundingRate retrieves funding rate (optimized: uses 1-hour cache)
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func getFundingRate(symbol string) (float64, error) {
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// Check cache (1-hour validity)
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// Funding Rate only updates every 8 hours, 1-hour cache is very reasonable
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if cached, ok := fundingRateMap.Load(symbol); ok {
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cache := cached.(*FundingRateCache)
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if time.Since(cache.UpdatedAt) < frCacheTTL {
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// Cache hit, return directly
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return cache.Rate, nil
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}
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}
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// Cache expired or doesn't exist, call API
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url := fmt.Sprintf("https://fapi.binance.com/fapi/v1/premiumIndex?symbol=%s", symbol)
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apiClient := NewAPIClient()
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resp, err := apiClient.client.Get(url)
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if err != nil {
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return 0, err
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}
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defer resp.Body.Close()
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body, err := io.ReadAll(resp.Body)
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if err != nil {
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return 0, err
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}
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var result struct {
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Symbol string `json:"symbol"`
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MarkPrice string `json:"markPrice"`
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IndexPrice string `json:"indexPrice"`
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LastFundingRate string `json:"lastFundingRate"`
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NextFundingTime int64 `json:"nextFundingTime"`
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InterestRate string `json:"interestRate"`
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Time int64 `json:"time"`
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}
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if err := json.Unmarshal(body, &result); err != nil {
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return 0, err
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}
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rate, _ := strconv.ParseFloat(result.LastFundingRate, 64)
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// Update cache
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fundingRateMap.Store(symbol, &FundingRateCache{
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Rate: rate,
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UpdatedAt: time.Now(),
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})
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return rate, nil
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}
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// Format formats and outputs market data
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func Format(data *Data) string {
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var sb strings.Builder
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// Format price with dynamic precision
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priceStr := formatPriceWithDynamicPrecision(data.CurrentPrice)
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sb.WriteString(fmt.Sprintf("current_price = %s, current_ema20 = %.3f, current_macd = %.3f, current_rsi (7 period) = %.3f\n\n",
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priceStr, data.CurrentEMA20, data.CurrentMACD, data.CurrentRSI7))
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sb.WriteString(fmt.Sprintf("In addition, here is the latest %s open interest and funding rate for perps:\n\n",
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data.Symbol))
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if data.OpenInterest != nil {
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// Format OI data with dynamic precision
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oiLatestStr := formatPriceWithDynamicPrecision(data.OpenInterest.Latest)
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oiAverageStr := formatPriceWithDynamicPrecision(data.OpenInterest.Average)
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sb.WriteString(fmt.Sprintf("Open Interest: Latest: %s Average: %s\n\n",
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oiLatestStr, oiAverageStr))
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}
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sb.WriteString(fmt.Sprintf("Funding Rate: %.2e\n\n", data.FundingRate))
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if data.IntradaySeries != nil {
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sb.WriteString("Intraday series (3‑minute intervals, oldest → latest):\n\n")
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if len(data.IntradaySeries.MidPrices) > 0 {
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sb.WriteString(fmt.Sprintf("Mid prices: %s\n\n", formatFloatSlice(data.IntradaySeries.MidPrices)))
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}
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if len(data.IntradaySeries.EMA20Values) > 0 {
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sb.WriteString(fmt.Sprintf("EMA indicators (20‑period): %s\n\n", formatFloatSlice(data.IntradaySeries.EMA20Values)))
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}
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if len(data.IntradaySeries.MACDValues) > 0 {
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sb.WriteString(fmt.Sprintf("MACD indicators: %s\n\n", formatFloatSlice(data.IntradaySeries.MACDValues)))
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}
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if len(data.IntradaySeries.RSI7Values) > 0 {
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sb.WriteString(fmt.Sprintf("RSI indicators (7‑Period): %s\n\n", formatFloatSlice(data.IntradaySeries.RSI7Values)))
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}
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if len(data.IntradaySeries.RSI14Values) > 0 {
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sb.WriteString(fmt.Sprintf("RSI indicators (14‑Period): %s\n\n", formatFloatSlice(data.IntradaySeries.RSI14Values)))
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}
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if len(data.IntradaySeries.Volume) > 0 {
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sb.WriteString(fmt.Sprintf("Volume: %s\n\n", formatFloatSlice(data.IntradaySeries.Volume)))
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}
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sb.WriteString(fmt.Sprintf("3m ATR (14‑period): %.3f\n\n", data.IntradaySeries.ATR14))
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}
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if data.LongerTermContext != nil {
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sb.WriteString("Longer‑term context (4‑hour timeframe):\n\n")
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sb.WriteString(fmt.Sprintf("20‑Period EMA: %.3f vs. 50‑Period EMA: %.3f\n\n",
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data.LongerTermContext.EMA20, data.LongerTermContext.EMA50))
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sb.WriteString(fmt.Sprintf("3‑Period ATR: %.3f vs. 14‑Period ATR: %.3f\n\n",
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data.LongerTermContext.ATR3, data.LongerTermContext.ATR14))
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sb.WriteString(fmt.Sprintf("Current Volume: %.3f vs. Average Volume: %.3f\n\n",
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data.LongerTermContext.CurrentVolume, data.LongerTermContext.AverageVolume))
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if len(data.LongerTermContext.MACDValues) > 0 {
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sb.WriteString(fmt.Sprintf("MACD indicators: %s\n\n", formatFloatSlice(data.LongerTermContext.MACDValues)))
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}
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if len(data.LongerTermContext.RSI14Values) > 0 {
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sb.WriteString(fmt.Sprintf("RSI indicators (14‑Period): %s\n\n", formatFloatSlice(data.LongerTermContext.RSI14Values)))
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}
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}
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// Multi-timeframe data (new)
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if len(data.TimeframeData) > 0 {
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// Output sorted by timeframe
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timeframeOrder := []string{"1m", "3m", "5m", "15m", "30m", "1h", "2h", "4h", "6h", "8h", "12h", "1d", "3d", "1w"}
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for _, tf := range timeframeOrder {
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if tfData, ok := data.TimeframeData[tf]; ok {
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sb.WriteString(fmt.Sprintf("=== %s Timeframe ===\n\n", strings.ToUpper(tf)))
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formatTimeframeData(&sb, tfData)
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}
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}
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}
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return sb.String()
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}
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// formatTimeframeData formats data for a single timeframe
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func formatTimeframeData(sb *strings.Builder, data *TimeframeSeriesData) {
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// Use OHLCV table format if kline data is available
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if len(data.Klines) > 0 {
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sb.WriteString("Time(UTC) Open High Low Close Volume\n")
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for i, k := range data.Klines {
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t := time.Unix(k.Time/1000, 0).UTC()
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timeStr := t.Format("01-02 15:04")
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marker := ""
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if i == len(data.Klines)-1 {
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marker = " <- current"
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}
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sb.WriteString(fmt.Sprintf("%-14s %-9.4f %-9.4f %-9.4f %-9.4f %-12.2f%s\n",
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timeStr, k.Open, k.High, k.Low, k.Close, k.Volume, marker))
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}
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sb.WriteString("\n")
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} else if len(data.MidPrices) > 0 {
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// Fallback to old format for backward compatibility
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sb.WriteString(fmt.Sprintf("Mid prices: %s\n\n", formatFloatSlice(data.MidPrices)))
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if len(data.Volume) > 0 {
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sb.WriteString(fmt.Sprintf("Volume: %s\n\n", formatFloatSlice(data.Volume)))
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}
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}
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// Technical indicators
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if len(data.EMA20Values) > 0 {
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sb.WriteString(fmt.Sprintf("EMA20: %s\n", formatFloatSlice(data.EMA20Values)))
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}
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if len(data.EMA50Values) > 0 {
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sb.WriteString(fmt.Sprintf("EMA50: %s\n", formatFloatSlice(data.EMA50Values)))
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}
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if len(data.MACDValues) > 0 {
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sb.WriteString(fmt.Sprintf("MACD: %s\n", formatFloatSlice(data.MACDValues)))
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}
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if len(data.RSI7Values) > 0 {
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sb.WriteString(fmt.Sprintf("RSI7: %s\n", formatFloatSlice(data.RSI7Values)))
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}
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|
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if len(data.RSI14Values) > 0 {
|
||
sb.WriteString(fmt.Sprintf("RSI14: %s\n", formatFloatSlice(data.RSI14Values)))
|
||
}
|
||
|
||
if data.ATR14 > 0 {
|
||
sb.WriteString(fmt.Sprintf("ATR14: %.4f\n", data.ATR14))
|
||
}
|
||
|
||
sb.WriteString("\n")
|
||
}
|
||
|
||
// formatPriceWithDynamicPrecision dynamically selects precision based on price range
|
||
// This perfectly supports all coins from ultra-low price meme coins (< 0.0001) to BTC/ETH
|
||
func formatPriceWithDynamicPrecision(price float64) string {
|
||
switch {
|
||
case price < 0.0001:
|
||
// Ultra-low price meme coins: 1000SATS, 1000WHY, DOGS
|
||
// 0.00002070 → "0.00002070" (8 decimal places)
|
||
return fmt.Sprintf("%.8f", price)
|
||
case price < 0.001:
|
||
// Low price meme coins: NEIRO, HMSTR, HOT, NOT
|
||
// 0.00015060 → "0.000151" (6 decimal places)
|
||
return fmt.Sprintf("%.6f", price)
|
||
case price < 0.01:
|
||
// Mid-low price coins: PEPE, SHIB, MEME
|
||
// 0.00556800 → "0.005568" (6 decimal places)
|
||
return fmt.Sprintf("%.6f", price)
|
||
case price < 1.0:
|
||
// Low price coins: ASTER, DOGE, ADA, TRX
|
||
// 0.9954 → "0.9954" (4 decimal places)
|
||
return fmt.Sprintf("%.4f", price)
|
||
case price < 100:
|
||
// Mid price coins: SOL, AVAX, LINK, MATIC
|
||
// 23.4567 → "23.4567" (4 decimal places)
|
||
return fmt.Sprintf("%.4f", price)
|
||
default:
|
||
// High price coins: BTC, ETH (save tokens)
|
||
// 45678.9123 → "45678.91" (2 decimal places)
|
||
return fmt.Sprintf("%.2f", price)
|
||
}
|
||
}
|
||
|
||
// formatFloatSlice formats float64 slice to string (using dynamic precision)
|
||
func formatFloatSlice(values []float64) string {
|
||
strValues := make([]string, len(values))
|
||
for i, v := range values {
|
||
strValues[i] = formatPriceWithDynamicPrecision(v)
|
||
}
|
||
return "[" + strings.Join(strValues, ", ") + "]"
|
||
}
|
||
|
||
// xyz dex assets that should NOT get USDT suffix
|
||
var xyzDexAssets = map[string]bool{
|
||
// Stocks
|
||
"TSLA": true, "NVDA": true, "AAPL": true, "MSFT": true, "META": true,
|
||
"AMZN": true, "GOOGL": true, "AMD": true, "COIN": true, "NFLX": true,
|
||
"PLTR": true, "HOOD": true, "INTC": true, "MSTR": true, "TSM": true,
|
||
"ORCL": true, "MU": true, "RIVN": true, "COST": true, "LLY": true,
|
||
"CRCL": true, "SKHX": true, "SNDK": true,
|
||
// Forex
|
||
"EUR": true, "JPY": true,
|
||
// Commodities
|
||
"GOLD": true, "SILVER": true,
|
||
// Index
|
||
"XYZ100": true,
|
||
}
|
||
|
||
// IsXyzDexAsset checks if a symbol is an xyz dex asset
|
||
func IsXyzDexAsset(symbol string) bool {
|
||
base := strings.ToUpper(symbol)
|
||
// Remove any prefix/suffix
|
||
base = strings.TrimPrefix(base, "XYZ:")
|
||
for _, suffix := range []string{"USDT", "USD", "-USDC"} {
|
||
if strings.HasSuffix(base, suffix) {
|
||
base = strings.TrimSuffix(base, suffix)
|
||
break
|
||
}
|
||
}
|
||
return xyzDexAssets[base]
|
||
}
|
||
|
||
// Normalize normalizes symbol
|
||
// For crypto: ensures it's a USDT trading pair
|
||
// For xyz dex assets (stocks, forex, commodities): uses xyz: prefix without USDT suffix
|
||
func Normalize(symbol string) string {
|
||
symbol = strings.ToUpper(symbol)
|
||
|
||
// Check if this is an xyz dex asset
|
||
if IsXyzDexAsset(symbol) {
|
||
// Remove any xyz: prefix (case-insensitive) and USDT suffix, then add xyz: prefix
|
||
base := symbol
|
||
// Handle both lowercase and uppercase xyz: prefix
|
||
if strings.HasPrefix(strings.ToLower(base), "xyz:") {
|
||
base = base[4:] // Remove first 4 characters ("xyz:")
|
||
}
|
||
for _, suffix := range []string{"USDT", "USD", "-USDC"} {
|
||
if strings.HasSuffix(base, suffix) {
|
||
base = strings.TrimSuffix(base, suffix)
|
||
break
|
||
}
|
||
}
|
||
return "xyz:" + base
|
||
}
|
||
|
||
// Remove exchange-specific separators (Gate uses BTC_USDT, OKX uses BTC-USDT-SWAP)
|
||
symbol = strings.ReplaceAll(symbol, "_", "")
|
||
symbol = strings.ReplaceAll(symbol, "-SWAP", "")
|
||
symbol = strings.ReplaceAll(symbol, "-", "")
|
||
|
||
// For regular crypto assets
|
||
if strings.HasSuffix(symbol, "USDT") {
|
||
return symbol
|
||
}
|
||
return symbol + "USDT"
|
||
}
|
||
|
||
// parseFloat parses float value
|
||
func parseFloat(v interface{}) (float64, error) {
|
||
switch val := v.(type) {
|
||
case string:
|
||
return strconv.ParseFloat(val, 64)
|
||
case float64:
|
||
return val, nil
|
||
case int:
|
||
return float64(val), nil
|
||
case int64:
|
||
return float64(val), nil
|
||
default:
|
||
return 0, fmt.Errorf("unsupported type: %T", v)
|
||
}
|
||
}
|
||
|
||
// BuildDataFromKlines constructs market data snapshot from preloaded K-line series (for backtesting/simulation).
|
||
func BuildDataFromKlines(symbol string, primary []Kline, longer []Kline) (*Data, error) {
|
||
if len(primary) == 0 {
|
||
return nil, fmt.Errorf("primary series is empty")
|
||
}
|
||
|
||
symbol = Normalize(symbol)
|
||
current := primary[len(primary)-1]
|
||
currentPrice := current.Close
|
||
|
||
data := &Data{
|
||
Symbol: symbol,
|
||
CurrentPrice: currentPrice,
|
||
CurrentEMA20: calculateEMA(primary, 20),
|
||
CurrentMACD: calculateMACD(primary),
|
||
CurrentRSI7: calculateRSI(primary, 7),
|
||
PriceChange1h: priceChangeFromSeries(primary, time.Hour),
|
||
PriceChange4h: priceChangeFromSeries(primary, 4*time.Hour),
|
||
OpenInterest: &OIData{Latest: 0, Average: 0},
|
||
FundingRate: 0,
|
||
IntradaySeries: calculateIntradaySeries(primary),
|
||
LongerTermContext: nil,
|
||
}
|
||
|
||
if len(longer) > 0 {
|
||
data.LongerTermContext = calculateLongerTermData(longer)
|
||
}
|
||
|
||
return data, nil
|
||
}
|
||
|
||
func priceChangeFromSeries(series []Kline, duration time.Duration) float64 {
|
||
if len(series) == 0 || duration <= 0 {
|
||
return 0
|
||
}
|
||
last := series[len(series)-1]
|
||
target := last.CloseTime - duration.Milliseconds()
|
||
for i := len(series) - 1; i >= 0; i-- {
|
||
if series[i].CloseTime <= target {
|
||
price := series[i].Close
|
||
if price > 0 {
|
||
return ((last.Close - price) / price) * 100
|
||
}
|
||
break
|
||
}
|
||
}
|
||
return 0
|
||
}
|
||
|
||
// isStaleData detects stale data (consecutive price freeze)
|
||
// Fix DOGEUSDT-style issue: consecutive N periods with completely unchanged prices indicate data source anomaly
|
||
func isStaleData(klines []Kline, symbol string) bool {
|
||
if len(klines) < 5 {
|
||
return false // Insufficient data to determine
|
||
}
|
||
|
||
// Detection threshold: 5 consecutive 3-minute periods with unchanged price (15 minutes without fluctuation)
|
||
const stalePriceThreshold = 5
|
||
const priceTolerancePct = 0.0001 // 0.01% fluctuation tolerance (avoid false positives)
|
||
|
||
// Take the last stalePriceThreshold K-lines
|
||
recentKlines := klines[len(klines)-stalePriceThreshold:]
|
||
firstPrice := recentKlines[0].Close
|
||
|
||
// Check if all prices are within tolerance
|
||
for i := 1; i < len(recentKlines); i++ {
|
||
priceDiff := math.Abs(recentKlines[i].Close-firstPrice) / firstPrice
|
||
if priceDiff > priceTolerancePct {
|
||
return false // Price fluctuation exists, data is normal
|
||
}
|
||
}
|
||
|
||
// Additional check: MACD and volume
|
||
// If price is unchanged but MACD/volume shows normal fluctuation, it might be a real market situation (extremely low volatility)
|
||
// Check if volume is also 0 (data completely frozen)
|
||
allVolumeZero := true
|
||
for _, k := range recentKlines {
|
||
if k.Volume > 0 {
|
||
allVolumeZero = false
|
||
break
|
||
}
|
||
}
|
||
|
||
if allVolumeZero {
|
||
logger.Infof("⚠️ %s stale data confirmed: price freeze + zero volume", symbol)
|
||
return true
|
||
}
|
||
|
||
// Price frozen but has volume: might be extremely low volatility market, allow but log warning
|
||
logger.Infof("⚠️ %s detected extreme price stability (no fluctuation for %d consecutive periods), but volume is normal", symbol, stalePriceThreshold)
|
||
return false
|
||
}
|