feat: add Guardian strategy to manage existing positions with stop loss and trailing stop functionality

2026-09-10 16:58:08 +00:00 · 2025-11-09 14:09:54 +08:00
parent e94cf1bda2
commit 1baee3a207
8 changed files with 965 additions and 23 deletions
@@ -0,0 +1,149 @@
+import React, { useEffect, useMemo, useRef, useState } from "react";
+import { Box, Text, useInput } from "ink";
+import { tradingConfig } from "../config";
+import { resolveExchangeId, getExchangeDisplayName } from "../exchanges/create-adapter";
+import { buildAdapterFromEnv } from "../exchanges/resolve-from-env";
+import { GuardianEngine, type GuardianEngineSnapshot } from "../strategy/guardian-engine";
+import { formatNumber } from "../utils/format";
+import { DataTable, type TableColumn } from "./components/DataTable";
+
+interface GuardianAppProps {
+  onExit: () => void;
+}
+
+const READY_MESSAGE = "正在等待行情/账户推送…";
+const inputSupported = Boolean(process.stdin && (process.stdin as any).isTTY);
+
+export function GuardianApp({ onExit }: GuardianAppProps) {
+  const [snapshot, setSnapshot] = useState<GuardianEngineSnapshot | null>(null);
+  const [error, setError] = useState<Error | null>(null);
+  const engineRef = useRef<GuardianEngine | null>(null);
+  const exchangeId = useMemo(() => resolveExchangeId(), []);
+  const exchangeName = useMemo(() => getExchangeDisplayName(exchangeId), [exchangeId]);
+
+  useInput(
+    (input, key) => {
+      if (key.escape) {
+        engineRef.current?.stop();
+        onExit();
+      }
+    },
+    { isActive: inputSupported }
+  );
+
+  useEffect(() => {
+    try {
+      const adapter = buildAdapterFromEnv({ exchangeId, symbol: tradingConfig.symbol });
+      const engine = new GuardianEngine(tradingConfig, adapter);
+      engineRef.current = engine;
+      setSnapshot(engine.getSnapshot());
+      const handler = (next: GuardianEngineSnapshot) => {
+        setSnapshot({ ...next, tradeLog: [...next.tradeLog] });
+      };
+      engine.on("update", handler);
+      engine.start();
+      return () => {
+        engine.off("update", handler);
+        engine.stop();
+      };
+    } catch (err) {
+      console.error(err);
+      setError(err instanceof Error ? err : new Error(String(err)));
+    }
+  }, [exchangeId]);
+
+  if (error) {
+    return (
+      <Box flexDirection="column" padding={1}>
+        <Text color="red">Guardian 策略启动失败: {error.message}</Text>
+        <Text color="gray">请检查环境变量和网络连通性。</Text>
+      </Box>
+    );
+  }
+
+  if (!snapshot) {
+    return (
+      <Box padding={1}>
+        <Text>正在初始化 Guardian 策略…</Text>
+      </Box>
+    );
+  }
+
+  const { position, stopOrder, trailingOrder, tradeLog, ready, guardStatus } = snapshot;
+  const hasPosition = Math.abs(position.positionAmt) > 1e-8;
+  const stopOrderPrice = stopOrder ? Number(stopOrder.stopPrice ?? stopOrder.price) : null;
+  const trailingActivate = trailingOrder ? Number(trailingOrder.activatePrice ?? (trailingOrder as any).activationPrice) : null;
+  const lastLogs = tradeLog.slice(-6);
+  const orderColumns: TableColumn[] = [
+    { key: "id", header: "ID", align: "right", minWidth: 6 },
+    { key: "side", header: "Side", minWidth: 4 },
+    { key: "type", header: "Type", minWidth: 12 },
+    { key: "price", header: "Price", align: "right", minWidth: 10 },
+    { key: "qty", header: "Qty", align: "right", minWidth: 8 },
+    { key: "status", header: "Status", minWidth: 10 },
+  ];
+  const orderRows = [...snapshot.openOrders]
+    .sort((a, b) => (Number(b.updateTime ?? 0) - Number(a.updateTime ?? 0)) || Number(b.orderId) - Number(a.orderId))
+    .slice(0, 8)
+    .map((order) => ({
+      id: order.orderId,
+      side: order.side,
+      type: order.type,
+      price: order.price ?? order.stopPrice,
+      qty: order.origQty,
+      status: order.status,
+    }));
+
+  return (
+    <Box flexDirection="column" paddingX={1} paddingY={0}>
+      <Box flexDirection="column" marginBottom={1}>
+        <Text color="cyanBright">Guardian Strategy Dashboard</Text>
+        <Text>
+          交易所: {exchangeName} ｜ 交易对: {snapshot.symbol} ｜ 最近价格: {formatNumber(snapshot.lastPrice, 2)} ｜ 状态: {ready ? "实时运行" : READY_MESSAGE}
+        </Text>
+        <Text color="gray">策略只会维护止损/止盈，不会主动开仓。按 Esc 返回菜单。</Text>
+      </Box>
+
+      <Box flexDirection="column" marginBottom={1}>
+        <Text color="greenBright">当前仓位与风控</Text>
+        {hasPosition ? (
+          <>
+            <Text>
+              方向: {position.positionAmt > 0 ? "多" : "空"} ｜ 数量: {formatNumber(Math.abs(position.positionAmt), 4)} ｜ 开仓价: {formatNumber(position.entryPrice, 2)} ｜ 浮动盈亏: {formatNumber(snapshot.pnl, 4)} USDT
+            </Text>
+            <Text>
+              目标止损价: {formatNumber(snapshot.targetStopPrice, 2)} ｜ 当前止损单: {formatNumber(stopOrderPrice, 2)} ｜ 动态止盈触发: {formatNumber(snapshot.trailingActivationPrice, 2)} ｜ 动态止盈单: {formatNumber(trailingActivate, 2)}
+            </Text>
+            <Text color={snapshot.requiresStop ? "yellow" : "gray"}>
+              Guardian 状态: {guardStatus === "protecting" ? "已挂止损" : guardStatus === "pending" ? "缺少止损，正在同步" : "监听中"}
+            </Text>
+          </>
+        ) : (
+          <Text color="gray">当前无持仓，Guardian 正在监听新的仓位变化。</Text>
+        )}
+      </Box>
+
+      <Box flexDirection="column" marginBottom={1}>
+        <Text color="yellow">当前挂单</Text>
+        {orderRows.length > 0 ? (
+          <DataTable columns={orderColumns} rows={orderRows} />
+        ) : (
+          <Text color="gray">暂无保护类挂单</Text>
+        )}
+      </Box>
+
+      <Box flexDirection="column">
+        <Text color="yellow">最近事件</Text>
+        {lastLogs.length > 0 ? (
+          lastLogs.map((item, index) => (
+            <Text key={`${item.time}-${index}`}>
+              [{item.time}] [{item.type}] {item.detail}
+            </Text>
+          ))
+        ) : (
+          <Text color="gray">暂无日志</Text>
+        )}
+      </Box>
+    </Box>
+  );
+}