refactor(core): give order functions a parameter object

placeOrder took 13 positional arguments; the other five order functions took
9-13. The leading six — adapter, symbol, openOrders, locks, timers, pendings —
were the same values at all 36 call sites, and every engine spelled them out
again for each order it placed.

Introduce Parameter Object: OrderContext holds what is fixed for an engine's
lifetime (exposed once via a lazily-built this.orderContext), and each function
takes a named request. A wrong argument order is now a compile error rather than
a silently misrouted order.

The type change surfaced dead weight: placeOrder's opts.priceTick was never read
by its body, yet five engines passed it. Removed.

Also finishes the PrecisionSyncer migration — grid-engine was the ninth copy and
was missed last round, so it still carried the uncleared retry timer.

Extract Function: normalizeQuantity replaces the round-down-but-never-to-zero
block that appeared in all five order functions.

250 pass; tsc and oxlint clean.
This commit is contained in:
discountry
2026-07-29 21:17:58 +08:00
parent 6f64dd5a0a
commit 5aecaabb16
10 changed files with 542 additions and 708 deletions
+39 -43
View File
@@ -2,7 +2,7 @@ import type { ExchangeAdapter } from "../exchanges/adapter";
import type { AccountSnapshot, Depth, Order, Ticker } from "../exchanges/types";
import { createTradeLog, type TradeLogEntry } from "../logging/trade-log";
import { marketClose, placeMarketOrder, placeStopLossOrder, unlockOperating } from "../core/order-coordinator";
import type { OrderLockMap, OrderPendingMap, OrderTimerMap } from "../core/order-coordinator";
import type { OrderContext, OrderLockMap, OrderPendingMap, OrderTimerMap } from "../core/order-coordinator";
import { extractMessage, isRateLimitError, isUnknownOrderError } from "../utils/errors";
import { getPosition, type PositionSnapshot } from "../utils/strategy";
import { computePositionPnl } from "../utils/pnl";
@@ -136,6 +136,19 @@ export class SwingEngine {
this.bootstrap();
}
/** Bundles the fixed order-routing state; rebuilt lazily on first use. */
private get orderContext(): OrderContext {
return (this.orderContextCache ??= {
adapter: this.exchange,
symbol: this.config.symbol,
locks: this.locks,
timers: this.timers,
pendings: this.pending,
log: (type, detail) => this.tradeLog.push(type, detail),
});
}
private orderContextCache: OrderContext | null = null;
start(): void {
if (this.timer) return;
this.timer = setInterval(() => {
@@ -348,24 +361,18 @@ export class SwingEngine {
if (Math.abs(position.positionAmt) > EPS) {
return;
}
await placeMarketOrder(
this.exchange,
this.config.symbol,
this.openOrders,
this.locks,
this.timers,
this.pending,
side,
this.config.tradeAmount,
(type, detail) => this.tradeLog.push(type, detail),
false,
{
await placeMarketOrder(this.orderContext, {
openOrders: this.openOrders,
side: side,
amount: this.config.tradeAmount,
reduceOnly: false,
guard: {
markPrice: position.markPrice,
expectedPrice: Number(this.tickerSnapshot?.lastPrice) || null,
maxPct: this.config.maxCloseSlippagePct,
},
{ qtyStep: this.config.qtyStep }
);
qtyStep: this.config.qtyStep
});
this.tradeLog.push("open", `${reason}: ${side} (market)`);
} catch (err) {
this.tradeLog.push("error", `Open failed: ${extractMessage(err)}`);
@@ -380,23 +387,17 @@ export class SwingEngine {
side === "SELL"
? Number(this.depthSnapshot?.bids?.[0]?.[0])
: Number(this.depthSnapshot?.asks?.[0]?.[0]);
await marketClose(
this.exchange,
this.config.symbol,
this.openOrders,
this.locks,
this.timers,
this.pending,
side,
Math.abs(position.positionAmt),
(type, detail) => this.tradeLog.push(type, detail),
{
await marketClose(this.orderContext, {
openOrders: this.openOrders,
side: side,
quantity: Math.abs(position.positionAmt),
guard: {
markPrice: position.markPrice,
expectedPrice: Number.isFinite(expected) ? expected : Number(this.tickerSnapshot?.lastPrice) || null,
maxPct: this.config.maxCloseSlippagePct,
},
{ qtyStep: this.config.qtyStep }
);
qtyStep: this.config.qtyStep
});
this.tradeLog.push("close", `${reason}: ${side} (market close)`);
} catch (err) {
if (isUnknownOrderError(err)) {
@@ -459,24 +460,19 @@ export class SwingEngine {
try {
const qty = Math.abs(position.positionAmt);
await placeStopLossOrder(
this.exchange,
this.config.symbol,
this.openOrders,
this.locks,
this.timers,
this.pending,
stopSide,
stopPrice,
qty,
lastPrice,
(type, detail) => this.tradeLog.push(type, detail),
{
await placeStopLossOrder(this.orderContext, {
openOrders: this.openOrders,
side: stopSide,
stopPrice: stopPrice,
quantity: qty,
lastPrice: lastPrice,
guard: {
markPrice: position.markPrice,
maxPct: this.config.maxCloseSlippagePct,
},
{ priceTick: this.config.priceTick, qtyStep: this.config.qtyStep }
);
priceTick: this.config.priceTick,
qtyStep: this.config.qtyStep
});
this.lastStopAttempt = { side: stopSide, price: stopPrice, at: Date.now() };
} catch (err) {
this.lastStopAttempt = { side: stopSide, price: stopPrice, at: Date.now() };