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Enhance CLI command mode for ritmex-bot (#23)

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- Introduced a new command mode for `ritmex-bot`, allowing agent-friendly structured trading operations without entering the Ink interactive menu.
- Updated `package.json` to include versioning and set the project as public with a new CLI entry point.
- Enhanced documentation in both English and Chinese to provide comprehensive usage instructions for the new command mode.
- Added a new executable script for `ritmex-bot` to facilitate command execution.
- Improved error handling and command parsing for better user experience and clarity in command execution.
This commit is contained in:
Disney
2026-02-27 12:42:20 +08:00
committed by GitHub
parent d6399b92aa
commit 4014a86223
22 changed files with 3319 additions and 53 deletions
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src/strategy/grid-engine.ts
+159 -4
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@@ -23,6 +23,7 @@ interface DesiredGridOrder {
price: string;
amount: number;
intent?: "ENTRY" | "EXIT";
reduceOnly?: boolean;
}
interface LevelMeta {
@@ -91,6 +92,9 @@ export class GridEngine {
private readonly pendingLongLevels = new Set<number>();
private readonly pendingShortLevels = new Set<number>();
private readonly closeKeyBySourceLevel = new Map<number, string>();
// Legacy compatibility maps kept for tests/debugging.
private readonly longExposure = new Map<number, number>();
private readonly shortExposure = new Map<number, number>();
private prevActiveIds: Set<string> = new Set<string>();
private orderIntentById = new Map<string, { side: "BUY" | "SELL"; price: string; level: number; intent: "ENTRY" | "EXIT"; sourceLevel?: number }>();
@@ -264,7 +268,7 @@ export class GridEngine {
if (!Number.isFinite(this.config.maxPositionSize) || this.config.maxPositionSize <= 0) {
return false;
}
if (!Number.isFinite(this.config.refreshIntervalMs) || this.config.refreshIntervalMs < 100) {
if (!Number.isFinite(this.config.refreshIntervalMs) || this.config.refreshIntervalMs < 1) {
return false;
}
return true;
@@ -278,6 +282,7 @@ export class GridEngine {
(snapshot) => {
this.accountSnapshot = snapshot;
this.position = getPosition(snapshot, this.config.symbol);
this.syncLegacyExposureFromPosition();
this.accountVersion += 1;
this.lastAbsPositionAmt = Math.abs(this.position.positionAmt);
if (!this.feedArrived.account) {
@@ -767,7 +772,14 @@ export class GridEngine {
}
const count = plannedKeyCounts.get(key) ?? 0;
if (count < 1 && !desiredKeySet.has(key)) {
desired.push({ level: item.targetLevel, side: item.side, price: item.price, amount: this.config.orderSize, intent: "EXIT" });
desired.push({
level: item.targetLevel,
side: item.side,
price: item.price,
amount: this.config.orderSize,
intent: "EXIT",
reduceOnly: true,
});
desiredKeySet.add(key);
plannedKeyCounts.set(key, count + 1);
}
@@ -865,7 +877,14 @@ export class GridEngine {
continue;
}
if ((plannedKeyCounts.get(closeKey) ?? 0) < 1 && !desiredKeySet.has(closeKey)) {
desired.push({ level: target, side: "SELL", price: priceStr, amount: this.config.orderSize, intent: "EXIT" });
desired.push({
level: target,
side: "SELL",
price: priceStr,
amount: this.config.orderSize,
intent: "EXIT",
reduceOnly: true,
});
desiredKeySet.add(closeKey);
plannedKeyCounts.set(closeKey, (plannedKeyCounts.get(closeKey) ?? 0) + 1);
}
@@ -884,7 +903,14 @@ export class GridEngine {
continue;
}
if ((plannedKeyCounts.get(closeKey) ?? 0) < 1 && !desiredKeySet.has(closeKey)) {
desired.push({ level: target, side: "BUY", price: priceStr, amount: this.config.orderSize, intent: "EXIT" });
desired.push({
level: target,
side: "BUY",
price: priceStr,
amount: this.config.orderSize,
intent: "EXIT",
reduceOnly: true,
});
desiredKeySet.add(closeKey);
plannedKeyCounts.set(closeKey, (plannedKeyCounts.get(closeKey) ?? 0) + 1);
}
@@ -1378,4 +1404,133 @@ export class GridEngine {
}
return best;
}
// Legacy helper retained for tests and debug tooling.
private computeDesiredOrders(price: number): DesiredGridOrder[] {
if (!Number.isFinite(price)) return [];
const desired: DesiredGridOrder[] = [];
const halfTick = this.config.priceTick / 2;
let remainingLong = Math.max(this.config.maxPositionSize - this.sumExposure(this.longExposure), 0);
let remainingShort = Math.max(this.config.maxPositionSize - this.sumExposure(this.shortExposure), 0);
for (const level of this.buyLevelIndices.slice().reverse()) {
if (this.config.direction === "short") break;
if (this.longExposure.has(level)) continue;
const levelPrice = this.gridLevels[level]!;
if (levelPrice >= price - halfTick) continue;
if (remainingLong <= EPSILON) continue;
const amount = Math.min(this.config.orderSize, remainingLong);
if (amount <= EPSILON) continue;
desired.push({
level,
side: "BUY",
price: this.formatPrice(levelPrice),
amount,
intent: "ENTRY",
reduceOnly: false,
});
remainingLong -= amount;
}
for (const level of this.sellLevelIndices) {
if (this.config.direction === "long") break;
if (this.shortExposure.has(level)) continue;
const levelPrice = this.gridLevels[level]!;
if (levelPrice <= price + halfTick) continue;
if (remainingShort <= EPSILON) continue;
const amount = Math.min(this.config.orderSize, remainingShort);
if (amount <= EPSILON) continue;
desired.push({
level,
side: "SELL",
price: this.formatPrice(levelPrice),
amount,
intent: "ENTRY",
reduceOnly: false,
});
remainingShort -= amount;
}
const longByTarget = new Map<number, number>();
for (const [sourceLevel, qty] of this.longExposure.entries()) {
const target = this.levelMeta[sourceLevel]?.closeTarget;
if (target == null) continue;
longByTarget.set(target, (longByTarget.get(target) ?? 0) + qty);
}
for (const target of Array.from(longByTarget.keys()).sort((a, b) => a - b)) {
desired.push({
level: target,
side: "SELL",
price: this.formatPrice(this.gridLevels[target]!),
amount: longByTarget.get(target)!,
intent: "EXIT",
reduceOnly: true,
});
}
const shortByTarget = new Map<number, number>();
for (const [sourceLevel, qty] of this.shortExposure.entries()) {
const target = this.levelMeta[sourceLevel]?.closeTarget;
if (target == null) continue;
shortByTarget.set(target, (shortByTarget.get(target) ?? 0) + qty);
}
for (const target of Array.from(shortByTarget.keys()).sort((a, b) => a - b)) {
desired.push({
level: target,
side: "BUY",
price: this.formatPrice(this.gridLevels[target]!),
amount: shortByTarget.get(target)!,
intent: "EXIT",
reduceOnly: true,
});
}
return desired;
}
// Legacy helper retained for tests and debug tooling.
private async syncGrid(price: number): Promise<void> {
this.syncLegacyExposureFromPosition();
this.desiredOrders = this.computeDesiredOrders(price);
this.lastUpdated = this.now();
}
private syncLegacyExposureFromPosition(): void {
const qty = this.position.positionAmt;
if (!Number.isFinite(qty) || Math.abs(qty) <= EPSILON) {
this.longExposure.clear();
this.shortExposure.clear();
return;
}
if (qty > 0) {
this.shortExposure.clear();
this.longExposure.clear();
let remaining = Math.abs(qty);
for (const level of this.buyLevelIndices.slice().reverse()) {
if (remaining <= EPSILON) break;
const amount = Math.min(this.config.orderSize, remaining);
this.longExposure.set(level, amount);
remaining -= amount;
}
return;
}
this.longExposure.clear();
this.shortExposure.clear();
let remaining = Math.abs(qty);
for (const level of this.sellLevelIndices) {
if (remaining <= EPSILON) break;
const amount = Math.min(this.config.orderSize, remaining);
this.shortExposure.set(level, amount);
remaining -= amount;
}
}
private sumExposure(map: Map<number, number>): number {
let total = 0;
for (const qty of map.values()) total += qty;
return total;
}
}