Files
nofx/trader/order_sync.go
T
tinkle-community f4ece051e7 Refactor/trading actions (#1169)
* refactor: 简化交易动作,移除 update_stop_loss/update_take_profit/partial_close
- 移除 Decision 结构体中的 NewStopLoss, NewTakeProfit, ClosePercentage 字段
- 删除 executeUpdateStopLossWithRecord, executeUpdateTakeProfitWithRecord, executePartialCloseWithRecord 函数
- 简化 logger 中的 partial_close 聚合逻辑
- 更新 AI prompt 和验证逻辑,只保留 6 个核心动作
- 清理相关测试代码
保留的交易动作: open_long, open_short, close_long, close_short, hold, wait
* refactor: 移除 AI学习与反思 模块
- 删除前端 AILearning.tsx 组件和相关引用
- 删除后端 /performance API 接口
- 删除 logger 中 AnalyzePerformance、calculateSharpeRatio 等函数
- 删除 PerformanceAnalysis、TradeOutcome、SymbolPerformance 等结构体
- 删除 Context 中的 Performance 字段
- 移除 AI prompt 中夏普比率自我进化相关内容
- 清理 i18n 翻译文件中的相关条目
该模块基于磁盘存储计算,经常出错,做减法移除
* refactor: 将数据库操作统一迁移到 store 包
- 新增 store/ 包,统一管理所有数据库操作
  - store.go: 主 Store 结构,懒加载各子模块
  - user.go, ai_model.go, exchange.go, trader.go 等子模块
  - 支持加密/解密函数注入 (SetCryptoFuncs)
- 更新 main.go 使用 store.New() 替代 config.NewDatabase()
- 更新 api/server.go 使用 *store.Store 替代 *config.Database
- 更新 manager/trader_manager.go:
  - 新增 LoadTradersFromStore, LoadUserTradersFromStore 方法
  - 删除旧版 LoadUserTraders, LoadTraderByID, loadSingleTrader 等方法
  - 移除 nofx/config 依赖
- 删除 config/database.go 和 config/database_test.go
- 更新 api/server_test.go 使用 store.Trader 类型
- 清理 logger/ 包中未使用的 telegram 相关代码
* refactor: unify encryption key management via .env
- Remove redundant EncryptionManager and SecureStorage
- Simplify CryptoService to load keys from environment variables only
  - RSA_PRIVATE_KEY: RSA private key for client-server encryption
  - DATA_ENCRYPTION_KEY: AES-256 key for database encryption
  - JWT_SECRET: JWT signing key for authentication
- Update start.sh to auto-generate missing keys on first run
- Remove secrets/ directory and file-based key storage
- Delete obsolete encryption setup scripts
- Update .env.example with all required keys
* refactor: unify logger usage across mcp package
- Add MCPLogger adapter in logger package to implement mcp.Logger interface
- Update mcp/config.go to use global logger by default
- Remove redundant defaultLogger from mcp/logger.go
- Keep noopLogger for testing purposes
* chore: remove leftover test RSA key file
* chore: remove unused bootstrap package
* refactor: unify logging to use logger package instead of fmt/log
- Replace all fmt.Print/log.Print calls with logger package
- Add auto-initialization in logger package init() for test compatibility
- Update main.go to initialize logger at startup
- Migrate all packages: api, backtest, config, decision, manager, market, store, trader
* refactor: rename database file from config.db to data.db
- Update main.go, start.sh, docker-compose.yml
- Update migration script and documentation
- Update .gitignore and translations
* fix: add RSA_PRIVATE_KEY to docker-compose environment
* fix: add registration_enabled to /api/config response
* fix: Fix navigation between login and register pages
Use window.location.href instead of react-router's navigate() to fix
the issue where URL changes but the page doesn't reload due to App.tsx
using custom route state management.
* fix: Switch SQLite from WAL to DELETE mode for Docker compatibility
WAL mode causes data sync issues with Docker bind mounts on macOS due
to incompatible file locking mechanisms between the container and host.
DELETE mode (traditional journaling) ensures data is written directly
to the main database file.
* refactor: Remove default user from database initialization
The default user was a legacy placeholder that is no longer needed now
that proper user registration is in place.
* feat: Add order tracking system with centralized status sync
- Add trader_orders table for tracking all order lifecycle
- Implement GetOrderStatus interface for all exchanges (Binance, Bybit, Hyperliquid, Aster, Lighter)
- Create OrderSyncManager for centralized order status polling
- Add trading statistics (Sharpe ratio, win rate, profit factor) to AI context
- Include recent completed orders in AI decision input
- Remove per-order goroutine polling in favor of global sync manager
* feat: Add TradingView K-line chart to dashboard
- Create TradingViewChart component with exchange/symbol selectors
- Support Binance, Bybit, OKX, Coinbase, Kraken, KuCoin exchanges
- Add popular symbols quick selection
- Support multiple timeframes (1m to 1W)
- Add fullscreen mode
- Integrate with Dashboard page below equity chart
- Add i18n translations for zh/en
* refactor: Replace separate charts with tabbed ChartTabs component
- Create ChartTabs component with tab switching between equity curve and K-line
- Add embedded mode support for EquityChart and TradingViewChart
- User can now switch between account equity and market chart in same area
* fix: Use ChartTabs in App.tsx and fix embedded mode in EquityChart
- Replace EquityChart with ChartTabs in App.tsx (the actual dashboard renderer)
- Fix EquityChart embedded mode for error and empty data states
- Rename interval state to timeInterval to avoid shadowing window.setInterval
- Add debug logging to ChartTabs component
* feat: Add position tracking system for accurate trade history
- Add trader_positions table to track complete open/close trades
- Add PositionSyncManager to detect manual closes via polling
- Record position on open, update on close with PnL calculation
- Use positions table for trading stats and recent trades (replacing orders table)
- Fix TradingView chart symbol format (add .P suffix for futures)
- Fix DecisionCard wait/hold action color (gray instead of red)
- Auto-append USDT suffix for custom symbol input
* update
---------
2025-12-06 01:04:26 +08:00

310 lines
8.0 KiB
Go

package trader
import (
"fmt"
"nofx/logger"
"nofx/store"
"sync"
"time"
)
// OrderSyncManager 订单状态同步管理器
// 负责定期扫描所有 NEW 状态的订单,并更新其状态
type OrderSyncManager struct {
store *store.Store
interval time.Duration
stopCh chan struct{}
wg sync.WaitGroup
traderCache map[string]Trader // trader_id -> Trader 实例缓存
configCache map[string]*store.TraderFullConfig // trader_id -> 配置缓存
cacheMutex sync.RWMutex
}
// NewOrderSyncManager 创建订单同步管理器
func NewOrderSyncManager(st *store.Store, interval time.Duration) *OrderSyncManager {
if interval == 0 {
interval = 10 * time.Second
}
return &OrderSyncManager{
store: st,
interval: interval,
stopCh: make(chan struct{}),
traderCache: make(map[string]Trader),
configCache: make(map[string]*store.TraderFullConfig),
}
}
// Start 启动订单同步服务
func (m *OrderSyncManager) Start() {
m.wg.Add(1)
go m.run()
logger.Info("📦 订单同步管理器已启动")
}
// Stop 停止订单同步服务
func (m *OrderSyncManager) Stop() {
close(m.stopCh)
m.wg.Wait()
// 清理缓存
m.cacheMutex.Lock()
m.traderCache = make(map[string]Trader)
m.configCache = make(map[string]*store.TraderFullConfig)
m.cacheMutex.Unlock()
logger.Info("📦 订单同步管理器已停止")
}
// run 主循环
func (m *OrderSyncManager) run() {
defer m.wg.Done()
// 启动时立即执行一次
m.syncOrders()
ticker := time.NewTicker(m.interval)
defer ticker.Stop()
for {
select {
case <-m.stopCh:
return
case <-ticker.C:
m.syncOrders()
}
}
}
// syncOrders 同步所有待处理订单
func (m *OrderSyncManager) syncOrders() {
// 获取所有 NEW 状态的订单
orders, err := m.store.Order().GetAllPendingOrders()
if err != nil {
logger.Infof("⚠️ 获取待处理订单失败: %v", err)
return
}
if len(orders) == 0 {
return
}
logger.Infof("📦 开始同步 %d 个待处理订单...", len(orders))
// 按 trader_id 分组
ordersByTrader := make(map[string][]*store.TraderOrder)
for _, order := range orders {
ordersByTrader[order.TraderID] = append(ordersByTrader[order.TraderID], order)
}
// 逐个 trader 处理
for traderID, traderOrders := range ordersByTrader {
m.syncTraderOrders(traderID, traderOrders)
}
}
// syncTraderOrders 同步单个 trader 的订单
func (m *OrderSyncManager) syncTraderOrders(traderID string, orders []*store.TraderOrder) {
// 获取或创建 trader 实例
trader, err := m.getOrCreateTrader(traderID)
if err != nil {
logger.Infof("⚠️ 获取 trader 实例失败 (ID: %s): %v", traderID, err)
return
}
for _, order := range orders {
m.syncSingleOrder(trader, order)
}
}
// syncSingleOrder 同步单个订单状态
func (m *OrderSyncManager) syncSingleOrder(trader Trader, order *store.TraderOrder) {
status, err := trader.GetOrderStatus(order.Symbol, order.OrderID)
if err != nil {
// 查询失败,检查订单创建时间,超过一定时间假设已成交
if time.Since(order.CreatedAt) > 5*time.Minute {
logger.Infof("⚠️ 订单查询超时,假设已成交 (ID: %s)", order.OrderID)
m.markOrderFilled(order, 0, 0, 0)
}
return
}
statusStr, _ := status["status"].(string)
switch statusStr {
case "FILLED":
avgPrice, _ := status["avgPrice"].(float64)
executedQty, _ := status["executedQty"].(float64)
commission, _ := status["commission"].(float64)
// 如果 API 未返回数量,使用原始数量
if executedQty == 0 {
executedQty = order.Quantity
}
m.markOrderFilled(order, avgPrice, executedQty, commission)
case "CANCELED", "EXPIRED":
order.Status = statusStr
if err := m.store.Order().Update(order); err != nil {
logger.Infof("⚠️ 更新订单状态失败: %v", err)
} else {
logger.Infof("📦 订单状态更新: %s (ID: %s)", statusStr, order.OrderID)
}
}
}
// markOrderFilled 标记订单已成交
func (m *OrderSyncManager) markOrderFilled(order *store.TraderOrder, avgPrice, executedQty, commission float64) {
// 如果 avgPrice 为 0,使用订单价格
if avgPrice == 0 {
avgPrice = order.Price
}
if executedQty == 0 {
executedQty = order.Quantity
}
// 计算已实现盈亏(仅平仓订单)
var realizedPnL float64
if (order.Action == "close_long" || order.Action == "close_short") && order.EntryPrice > 0 && avgPrice > 0 {
if order.Action == "close_long" {
// 平多盈亏 = (平仓价 - 开仓价) * 数量
realizedPnL = (avgPrice - order.EntryPrice) * executedQty
} else {
// 平空盈亏 = (开仓价 - 平仓价) * 数量
realizedPnL = (order.EntryPrice - avgPrice) * executedQty
}
}
order.AvgPrice = avgPrice
order.ExecutedQty = executedQty
order.Status = "FILLED"
order.Fee = commission
order.RealizedPnL = realizedPnL
order.FilledAt = time.Now()
if err := m.store.Order().Update(order); err != nil {
logger.Infof("⚠️ 更新订单状态失败: %v", err)
} else {
if realizedPnL != 0 {
logger.Infof("✅ 订单已成交 (ID: %s, avgPrice: %.4f, qty: %.4f, PnL: %.2f)",
order.OrderID, avgPrice, executedQty, realizedPnL)
} else {
logger.Infof("✅ 订单已成交 (ID: %s, avgPrice: %.4f, qty: %.4f)",
order.OrderID, avgPrice, executedQty)
}
}
}
// getOrCreateTrader 获取或创建 trader 实例
func (m *OrderSyncManager) getOrCreateTrader(traderID string) (Trader, error) {
m.cacheMutex.RLock()
trader, exists := m.traderCache[traderID]
m.cacheMutex.RUnlock()
if exists && trader != nil {
return trader, nil
}
// 需要创建新的 trader 实例
// 首先获取 trader 配置
config, err := m.getTraderConfig(traderID)
if err != nil {
return nil, fmt.Errorf("获取 trader 配置失败: %w", err)
}
// 根据交易所类型创建 trader
trader, err = m.createTrader(config)
if err != nil {
return nil, fmt.Errorf("创建 trader 实例失败: %w", err)
}
m.cacheMutex.Lock()
m.traderCache[traderID] = trader
m.cacheMutex.Unlock()
return trader, nil
}
// getTraderConfig 获取 trader 配置
func (m *OrderSyncManager) getTraderConfig(traderID string) (*store.TraderFullConfig, error) {
m.cacheMutex.RLock()
config, exists := m.configCache[traderID]
m.cacheMutex.RUnlock()
if exists {
return config, nil
}
// 从数据库获取 - 需要找到 trader 对应的 userID
// 首先查询所有 traders 找到对应的 userID
traders, err := m.store.Trader().ListAll()
if err != nil {
return nil, fmt.Errorf("获取 trader 列表失败: %w", err)
}
var userID string
for _, t := range traders {
if t.ID == traderID {
userID = t.UserID
break
}
}
if userID == "" {
return nil, fmt.Errorf("找不到 trader: %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 根据配置创建 trader 实例
func (m *OrderSyncManager) createTrader(config *store.TraderFullConfig) (Trader, error) {
exchange := config.Exchange
switch exchange.Type {
case "binance":
return NewFuturesTrader(exchange.APIKey, exchange.SecretKey, config.Trader.UserID), nil
case "bybit":
return NewBybitTrader(exchange.APIKey, exchange.SecretKey), 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("不支持的交易所类型: %s", exchange.Type)
}
}
// InvalidateCache 使缓存失效(当配置变更时调用)
func (m *OrderSyncManager) InvalidateCache(traderID string) {
m.cacheMutex.Lock()
defer m.cacheMutex.Unlock()
delete(m.traderCache, traderID)
delete(m.configCache, traderID)
}