feat: 添加基础网格策略支持，更新环境配置示例和文档，增强 CLI 和 UI 界面

2026-09-10 00:38:07 +00:00 · 2025-10-07 01:40:06 +08:00
parent d7a95ceb36
commit 5e65c7025d
11 changed files with 1222 additions and 12 deletions
@@ -3,13 +3,14 @@ import { Box, Text, useInput } from "ink";
 import { TrendApp } from "./TrendApp";
 import { MakerApp } from "./MakerApp";
 import { OffsetMakerApp } from "./OffsetMakerApp";
+import { GridApp } from "./GridApp";
 import { BasisApp } from "./BasisApp";
 import { isBasisStrategyEnabled } from "../config";
 import { loadCopyrightFragments, verifyCopyrightIntegrity } from "../utils/copyright";
 import { resolveExchangeId } from "../exchanges/create-adapter";

 interface StrategyOption {
-  id: "trend" | "maker" | "offset-maker" | "basis";
+  id: "trend" | "maker" | "offset-maker" | "basis" | "grid";
  label: string;
  description: string;
  component: React.ComponentType<{ onExit: () => void }>;
@@ -28,6 +29,12 @@ const BASE_STRATEGIES: StrategyOption[] = [
    description: "双边挂单提供流动性，自动追价与风控止损",
    component: MakerApp,
  },
+  {
+    id: "grid",
+    label: "基础网格策略",
+    description: "在上下边界之间布设等比网格，自动加仓与减仓",
+    component: GridApp,
+  },
  {
    id: "offset-maker",
    label: "偏移做市策略",
@@ -0,0 +1,196 @@
+import React, { useEffect, useMemo, useRef, useState } from "react";
+import { Box, Text, useInput } from "ink";
+import { gridConfig } from "../config";
+import { getExchangeDisplayName, resolveExchangeId } from "../exchanges/create-adapter";
+import { buildAdapterFromEnv } from "../exchanges/resolve-from-env";
+import { GridEngine, type GridEngineSnapshot } from "../strategy/grid-engine";
+import { DataTable, type TableColumn } from "./components/DataTable";
+import { formatNumber } from "../utils/format";
+
+interface GridAppProps {
+  onExit: () => void;
+}
+
+const inputSupported = Boolean(process.stdin && (process.stdin as any).isTTY);
+
+export function GridApp({ onExit }: GridAppProps) {
+  const [snapshot, setSnapshot] = useState<GridEngineSnapshot | null>(null);
+  const [error, setError] = useState<Error | null>(null);
+  const engineRef = useRef<GridEngine | 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: gridConfig.symbol });
+      const engine = new GridEngine(gridConfig, adapter);
+      engineRef.current = engine;
+      setSnapshot(engine.getSnapshot());
+      const handler = (next: GridEngineSnapshot) => {
+        setSnapshot({
+          ...next,
+          desiredOrders: [...next.desiredOrders],
+          gridLines: [...next.gridLines],
+          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">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>正在初始化网格策略…</Text>
+      </Box>
+    );
+  }
+
+  const feedStatus = snapshot.feedStatus;
+  const feedEntries: Array<{ key: keyof typeof feedStatus; label: string }> = [
+    { key: "account", label: "账户" },
+    { key: "orders", label: "订单" },
+    { key: "depth", label: "深度" },
+    { key: "ticker", label: "行情" },
+  ];
+  const stopReason = snapshot.running ? null : snapshot.stopReason;
+  const lastLogs = snapshot.tradeLog.slice(-5);
+  const position = snapshot.position;
+  const hasPosition = Math.abs(position.positionAmt) > 1e-5;
+
+  const gridColumns: TableColumn[] = [
+    { key: "level", header: "#", align: "right", minWidth: 3 },
+    { key: "price", header: "Price", align: "right", minWidth: 10 },
+    { key: "side", header: "Side", minWidth: 4 },
+    { key: "active", header: "Active", minWidth: 6 },
+    { key: "hasOrder", header: "Order", minWidth: 5 },
+    { key: "reduceOnly", header: "RO", minWidth: 4 },
+  ];
+  const gridRows = snapshot.gridLines.map((line) => ({
+    level: line.level,
+    price: formatNumber(line.price, 4),
+    side: line.side,
+    active: line.active ? "yes" : "no",
+    hasOrder: line.hasOrder ? "yes" : "no",
+    reduceOnly: line.reduceOnly ? "yes" : "no",
+  }));
+
+  const desiredColumns: TableColumn[] = [
+    { key: "level", header: "#", align: "right", minWidth: 3 },
+    { key: "side", header: "Side", minWidth: 4 },
+    { key: "price", header: "Price", align: "right", minWidth: 10 },
+    { key: "amount", header: "Qty", align: "right", minWidth: 8 },
+    { key: "reduceOnly", header: "RO", minWidth: 4 },
+  ];
+  const desiredRows = snapshot.desiredOrders.map((order) => ({
+    level: order.level,
+    side: order.side,
+    price: order.price,
+    amount: formatNumber(order.amount, 4),
+    reduceOnly: order.reduceOnly ? "yes" : "no",
+  }));
+
+  return (
+    <Box flexDirection="column" paddingX={1}>
+      <Box flexDirection="column" marginBottom={1}>
+        <Text color="cyanBright">Grid Strategy Dashboard</Text>
+        <Text>
+          交易所: {exchangeName} ｜ 交易对: {snapshot.symbol} ｜ 状态: {snapshot.running ? "运行中" : "暂停"} ｜ 方向: {snapshot.direction}
+        </Text>
+        <Text>
+          实时价格: {formatNumber(snapshot.lastPrice, 4)} ｜ 下界: {formatNumber(snapshot.lowerPrice, 4)} ｜ 上界: {formatNumber(snapshot.upperPrice, 4)} ｜ 网格数量: {snapshot.gridLines.length}
+        </Text>
+        <Text color="gray">数据状态:
+          {feedEntries.map((entry, index) => (
+            <Text key={entry.key} color={feedStatus[entry.key] ? "green" : "red"}>
+              {index === 0 ? " " : " "}
+              {entry.label}
+            </Text>
+          ))}
+          ｜ 按 Esc 返回策略选择
+        </Text>
+        {stopReason ? <Text color="yellow">暂停原因: {stopReason}</Text> : null}
+      </Box>
+
+      <Box flexDirection="row" marginBottom={1}>
+        <Box flexDirection="column" marginRight={4}>
+          <Text color="greenBright">网格配置</Text>
+          <Text>
+            单笔数量: {formatNumber(gridConfig.orderSize, 6)} ｜ 最大仓位: {formatNumber(gridConfig.maxPositionSize, 6)}
+          </Text>
+          <Text>
+            止损阈值: {(gridConfig.stopLossPct * 100).toFixed(2)}% ｜ 重启阈值: {(gridConfig.restartTriggerPct * 100).toFixed(2)}% ｜ 自动重启: {gridConfig.autoRestart ? "启用" : "关闭"}
+          </Text>
+          <Text>
+            刷新间隔: {gridConfig.refreshIntervalMs} ms
+          </Text>
+        </Box>
+        <Box flexDirection="column">
+          <Text color="greenBright">持仓</Text>
+          {hasPosition ? (
+            <>
+              <Text>
+                当前持仓: {position.positionAmt > 0 ? "多" : "空"} ｜ 数量: {formatNumber(Math.abs(position.positionAmt), 6)} ｜ 均价: {formatNumber(position.entryPrice, 4)}
+              </Text>
+              <Text>
+                未实现盈亏: {formatNumber(position.unrealizedProfit, 4)} ｜ 标记价: {formatNumber(position.markPrice, 4)}
+              </Text>
+            </>
+          ) : (
+            <Text color="gray">当前无持仓</Text>
+          )}
+        </Box>
+      </Box>
+
+      <Box flexDirection="column" marginBottom={1}>
+        <Text color="yellow">网格线</Text>
+        {gridRows.length > 0 ? <DataTable columns={gridColumns} rows={gridRows} /> : <Text color="gray">暂无网格线</Text>}
+      </Box>
+
+      <Box flexDirection="column" marginBottom={1}>
+        <Text color="yellow">目标挂单</Text>
+        {desiredRows.length > 0 ? <DataTable columns={desiredColumns} rows={desiredRows} /> : <Text color="gray">暂无目标挂单</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>
+  );
+}