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add presist

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discountry
2025-09-23 02:01:55 +08:00
parent 667ede7ca8
commit 1386455870
9 changed files with 319 additions and 80 deletions
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src/core/maker-engine.ts
+55 -6
View File
@@ -8,15 +8,14 @@ import type {
} from "../exchanges/types";
import { toPrice1Decimal } from "../utils/math";
import { createTradeLog, type TradeLogEntry } from "../state/trade-log";
import { loadState, saveState } from "../utils/persistence";
import { getPosition, type PositionSnapshot } from "../utils/strategy";
import {
marketClose,
OrderLockMap,
OrderPendingMap,
OrderTimerMap,
placeOrder,
unlockOperating,
} from "./order-coordinator";
import type { OrderLockMap, OrderPendingMap, OrderTimerMap } from "./order-coordinator";
interface DesiredOrder {
side: "BUY" | "SELL";
@@ -57,6 +56,10 @@ export class MakerEngine {
private readonly tradeLog: ReturnType<typeof createTradeLog>;
private readonly listeners = new Map<MakerEvent, Set<MakerListener>>();
private readonly stateFile: string;
private savedStateApplied = false;
private lastPersistedAt = 0;
private savedOpenOrders: AsterOrder[] = [];
private timer: ReturnType<typeof setInterval> | null = null;
private processing = false;
@@ -65,7 +68,9 @@ export class MakerEngine {
constructor(private readonly config: MakerConfig, private readonly exchange: ExchangeAdapter) {
this.tradeLog = createTradeLog(this.config.maxLogEntries);
this.stateFile = `maker-${this.config.symbol}.json`;
this.bootstrap();
void this.restoreState();
}
start(): void {
@@ -113,7 +118,10 @@ export class MakerEngine {
this.exchange.watchOrders((orders) => {
this.syncLocksWithOrders(orders);
this.openOrders = Array.isArray(orders) ? orders.filter((order) => order.type !== "MARKET") : [];
this.openOrders = Array.isArray(orders)
? orders.filter((order) => order.type !== "MARKET" && order.symbol === this.config.symbol)
: [];
this.reconcileSavedOpenOrders();
this.emitUpdate();
});
@@ -230,6 +238,7 @@ export class MakerEngine {
for (const index of unmatched) {
const target = targets[index];
if (!target) continue;
if (target.amount < EPS) continue;
try {
await placeOrder(
@@ -297,8 +306,10 @@ export class MakerEngine {
private emitUpdate(): void {
const snapshot = this.buildSnapshot();
const handlers = this.listeners.get("update");
if (!handlers) return;
handlers.forEach((handler) => handler(snapshot));
if (handlers) {
handlers.forEach((handler) => handler(snapshot));
}
void this.persistSnapshot(snapshot);
}
private buildSnapshot(): MakerEngineSnapshot {
@@ -330,4 +341,42 @@ export class MakerEngine {
lastUpdated: Date.now(),
};
}
private async restoreState(): Promise<void> {
if (this.savedStateApplied) return;
this.savedStateApplied = true;
const state = await loadState<{
tradeLog?: TradeLogEntry[];
accountUnrealized?: number;
openOrders?: AsterOrder[];
}>(this.stateFile);
if (!state) return;
if (Array.isArray(state.tradeLog)) this.tradeLog.replace(state.tradeLog);
if (typeof state.accountUnrealized === "number") this.accountUnrealized = state.accountUnrealized;
if (Array.isArray(state.openOrders)) this.savedOpenOrders = state.openOrders;
}
private reconcileSavedOpenOrders(): void {
if (!this.savedOpenOrders.length) return;
const currentIds = new Set(this.openOrders.map((order) => order.orderId));
const missing = this.savedOpenOrders.filter((order) => !currentIds.has(order.orderId));
if (missing.length) {
this.tradeLog.push("order", `检测到 ${missing.length} 个历史挂单与当前状态不一致，将重新同步`);
}
this.savedOpenOrders = [];
}
private async persistSnapshot(snapshot?: MakerEngineSnapshot): Promise<void> {
const now = Date.now();
if (now - this.lastPersistedAt < 1000) return;
this.lastPersistedAt = now;
const current = snapshot ?? this.buildSnapshot();
await saveState(this.stateFile, {
tradeLog: current.tradeLog,
accountUnrealized: current.accountUnrealized,
openOrders: current.openOrders.filter((order) => order.symbol === this.config.symbol),
position: current.position,
timestamp: current.lastUpdated,
});
}
}
src/core/trend-engine.ts
+60 -6
View File
@@ -16,16 +16,15 @@ import {
} from "../utils/strategy";
import {
marketClose,
OrderLockMap,
OrderPendingMap,
OrderTimerMap,
placeMarketOrder,
placeStopLossOrder,
placeTrailingStopOrder,
unlockOperating,
} from "./order-coordinator";
import type { OrderLockMap, OrderPendingMap, OrderTimerMap } from "./order-coordinator";
import { toPrice1Decimal } from "../utils/math";
import { createTradeLog, type TradeLogEntry } from "../state/trade-log";
import { loadState, saveState } from "../utils/persistence";
export interface TrendEngineSnapshot {
ready: boolean;
@@ -75,12 +74,18 @@ export class TrendEngine {
private totalProfit = 0;
private totalTrades = 0;
private lastOpenPlan: OpenOrderPlan = { side: null, price: null };
private savedStateApplied = false;
private readonly stateFile: string;
private lastPersistedAt = 0;
private savedOpenOrders: AsterOrder[] = [];
private readonly listeners = new Map<TrendEngineEvent, Set<TrendEngineListener>>();
constructor(private readonly config: TradingConfig, private readonly exchange: ExchangeAdapter) {
this.tradeLog = createTradeLog(this.config.maxLogEntries);
this.stateFile = `trend-${this.config.symbol}.json`;
this.bootstrap();
void this.restoreState();
}
start(): void {
@@ -124,8 +129,9 @@ export class TrendEngine {
this.exchange.watchOrders((orders) => {
this.synchronizeLocks(orders);
this.openOrders = Array.isArray(orders)
? orders.filter((order) => order.type !== "MARKET")
? orders.filter((order) => order.type !== "MARKET" && order.symbol === this.config.symbol)
: [];
this.reconcileSavedOpenOrders();
this.emitUpdate();
});
this.exchange.watchDepth(this.config.symbol, (depth) => {
@@ -392,8 +398,10 @@ export class TrendEngine {
private emitUpdate(): void {
const snapshot = this.buildSnapshot();
const handlers = this.listeners.get("update");
if (!handlers) return;
handlers.forEach((handler) => handler(snapshot));
if (handlers) {
handlers.forEach((handler) => handler(snapshot));
}
void this.persistSnapshot(snapshot);
}
private buildSnapshot(): TrendEngineSnapshot {
@@ -431,4 +439,50 @@ export class TrendEngine {
lastOpenSignal: this.lastOpenPlan,
};
}
private async restoreState(): Promise<void> {
if (this.savedStateApplied) return;
this.savedStateApplied = true;
const state = await loadState<{
totalProfit?: number;
totalTrades?: number;
lastOpenPlan?: OpenOrderPlan;
tradeLog?: TradeLogEntry[];
openOrders?: AsterOrder[];
}>(this.stateFile);
if (!state) return;
if (typeof state.totalProfit === "number") this.totalProfit = state.totalProfit;
if (typeof state.totalTrades === "number") this.totalTrades = state.totalTrades;
if (state.lastOpenPlan) this.lastOpenPlan = state.lastOpenPlan;
if (Array.isArray(state.tradeLog)) this.tradeLog.replace(state.tradeLog);
if (Array.isArray(state.openOrders)) this.savedOpenOrders = state.openOrders;
}
private reconcileSavedOpenOrders(): void {
if (!this.savedOpenOrders.length) return;
const currentIds = new Set(this.openOrders.map((order) => order.orderId));
const missing = this.savedOpenOrders.filter((order) => !currentIds.has(order.orderId));
if (missing.length) {
this.tradeLog.push(
"order",
`检测到 ${missing.length} 个历史挂单与当前状态不符，将按策略逻辑重新挂单`
);
}
this.savedOpenOrders = [];
}
private async persistSnapshot(snapshot: TrendEngineSnapshot): Promise<void> {
const now = Date.now();
if (now - this.lastPersistedAt < 1000) return;
this.lastPersistedAt = now;
await saveState(this.stateFile, {
totalProfit: this.totalProfit,
totalTrades: this.totalTrades,
lastOpenPlan: this.lastOpenPlan,
tradeLog: snapshot.tradeLog,
openOrders: snapshot.openOrders.filter((order) => order.symbol === this.config.symbol),
position: snapshot.position,
timestamp: snapshot.lastUpdated,
});
}
}