mirror of
https://github.com/discountry/ritmex-bot.git
synced 2026-09-10 00:38:07 +00:00
更新 MakerEngine 和 TrendEngine,添加启动时订单管理逻辑;更新 AsterGateway,增加持仓同步功能;更新 README.md,修正项目描述及功能列表
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@@ -66,6 +66,8 @@ export class MakerEngine {
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private sessionQuoteVolume = 0;
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private prevPositionAmt = 0;
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private initializedPosition = false;
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private initialOrderSnapshotReady = false;
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private initialOrderResetDone = false;
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constructor(private readonly config: MakerConfig, private readonly exchange: ExchangeAdapter) {
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this.tradeLog = createTradeLog(this.config.maxLogEntries);
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@@ -128,6 +130,7 @@ export class MakerEngine {
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this.pendingCancelOrders.delete(id);
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}
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}
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this.initialOrderSnapshotReady = true;
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this.emitUpdate();
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});
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@@ -170,6 +173,10 @@ export class MakerEngine {
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this.emitUpdate();
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return;
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}
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if (!(await this.ensureStartupOrderReset())) {
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this.emitUpdate();
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return;
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}
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const depth = this.depthSnapshot!;
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const bidLevel = depth.bids?.[0];
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@@ -209,6 +216,31 @@ export class MakerEngine {
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}
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}
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private async ensureStartupOrderReset(): Promise<boolean> {
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if (this.initialOrderResetDone) return true;
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if (!this.initialOrderSnapshotReady) return false;
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if (!this.openOrders.length) {
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this.initialOrderResetDone = true;
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return true;
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}
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try {
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await this.exchange.cancelAllOrders({ symbol: this.config.symbol });
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this.pendingCancelOrders.clear();
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unlockOperating(this.locks, this.timers, this.pending, "LIMIT");
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this.tradeLog.push("order", "启动时清理历史挂单");
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this.initialOrderResetDone = true;
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return true;
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} catch (error) {
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if (isUnknownOrderError(error)) {
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this.tradeLog.push("order", "历史挂单已消失,跳过启动清理");
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this.initialOrderResetDone = true;
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return true;
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}
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this.tradeLog.push("error", `启动撤单失败: ${String(error)}`);
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return false;
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}
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}
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private async syncOrders(targets: DesiredOrder[]): Promise<void> {
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const tolerance = this.config.priceChaseThreshold;
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const unmatched = new Set(targets.map((_, idx) => idx));
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@@ -81,6 +81,9 @@ export class TrendEngine {
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private cancelAllRequested = false;
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private readonly pendingCancelOrders = new Set<number>();
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private ordersSnapshotReady = false;
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private startupLogged = false;
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private readonly listeners = new Map<TrendEngineEvent, Set<TrendEngineListener>>();
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constructor(private readonly config: TradingConfig, private readonly exchange: ExchangeAdapter) {
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@@ -142,6 +145,7 @@ export class TrendEngine {
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if (this.openOrders.length === 0 || this.pendingCancelOrders.size === 0) {
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this.cancelAllRequested = false;
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}
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this.ordersSnapshotReady = true;
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this.emitUpdate();
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});
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this.exchange.watchDepth(this.config.symbol, (depth) => {
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@@ -182,10 +186,15 @@ export class TrendEngine {
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if (this.processing) return;
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this.processing = true;
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try {
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if (!this.ordersSnapshotReady) {
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this.emitUpdate();
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return;
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}
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if (!this.isReady()) {
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this.emitUpdate();
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return;
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}
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this.logStartupState();
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const sma30 = getSMA(this.klineSnapshot, 30);
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if (sma30 == null) {
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return;
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@@ -216,6 +225,22 @@ export class TrendEngine {
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}
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}
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private logStartupState(): void {
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if (this.startupLogged) return;
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const position = getPosition(this.accountSnapshot, this.config.symbol);
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const hasPosition = Math.abs(position.positionAmt) > 1e-5;
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if (hasPosition) {
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this.tradeLog.push(
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"info",
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`检测到已有持仓: ${position.positionAmt > 0 ? "多" : "空"} ${Math.abs(position.positionAmt).toFixed(4)} @ ${position.entryPrice.toFixed(2)}`
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);
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}
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if (this.openOrders.length > 0) {
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this.tradeLog.push("info", `检测到已有挂单 ${this.openOrders.length} 笔,将按策略规则接管`);
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}
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this.startupLogged = true;
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}
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private async handleOpenPosition(currentPrice: number, currentSma: number): Promise<void> {
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if (this.lastPrice == null) {
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this.lastPrice = currentPrice;
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@@ -1,6 +1,7 @@
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import crypto from "crypto";
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import { setInterval, clearInterval, setTimeout, clearTimeout } from "timers";
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import type {
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AsterAccountPosition,
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AsterAccountSnapshot,
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AsterDepth,
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AsterKline,
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@@ -21,6 +22,7 @@ const DEFAULT_KLINE_LIMIT = 120;
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const KLINE_REFRESH_INTERVAL_MS = 60_000;
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const LISTEN_KEY_KEEPALIVE_MS = 30 * 60 * 1000;
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const RECONNECT_DELAY_MS = 2000;
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const POSITION_SYNC_INTERVAL_MS = 5000;
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function requireEnv(value: string | undefined, key: string): string {
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if (!value) {
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@@ -164,10 +166,46 @@ function toOrderFromEvent(event: any): AsterOrder {
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};
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}
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function toPositionFromRisk(raw: any): AsterAccountPosition {
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const positionSide = String(raw.positionSide ?? raw.ps ?? "BOTH").toUpperCase() as PositionSide;
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return {
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symbol: raw.symbol ?? raw.s ?? "",
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positionAmt: raw.positionAmt ?? raw.pa ?? "0",
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entryPrice: raw.entryPrice ?? raw.ep ?? "0",
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unrealizedProfit: raw.unRealizedProfit ?? raw.unrealizedProfit ?? raw.up ?? "0",
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positionSide,
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updateTime: raw.updateTime ?? Date.now(),
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initialMargin: raw.initialMargin ?? raw.positionInitialMargin,
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maintMargin: raw.maintMargin,
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positionInitialMargin: raw.positionInitialMargin,
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openOrderInitialMargin: raw.openOrderInitialMargin,
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leverage: raw.leverage,
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isolated: typeof raw.isolated === "boolean" ? raw.isolated : undefined,
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maxNotional: raw.maxNotionalValue ?? raw.maxNotional,
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marginType: raw.marginType,
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isolatedMargin: raw.isolatedMargin,
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isAutoAddMargin: raw.isAutoAddMargin,
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liquidationPrice: raw.liquidationPrice,
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markPrice: raw.markPrice,
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};
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}
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function deepCloneAccount(snapshot: AsterAccountSnapshot | null): AsterAccountSnapshot | null {
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return snapshot ? JSON.parse(JSON.stringify(snapshot)) : null;
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}
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function sumUnrealizedProfit(positions: AsterAccountPosition[]): string {
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const total = positions.reduce((acc, position) => acc + Number(position.unrealizedProfit ?? 0), 0);
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return total.toFixed(8);
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}
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function clonePositions(positions: AsterAccountPosition[]): AsterAccountPosition[] {
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return positions.map((position) => ({
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...position,
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updateTime: position.updateTime ?? Date.now(),
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}));
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}
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class SimpleEvent<T> {
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private readonly listeners = new Set<(payload: T) => void>();
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@@ -218,6 +256,13 @@ export class AsterRestClient {
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return raw.map(toOrderFromRest);
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}
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async getPositions(symbol?: string): Promise<AsterAccountPosition[]> {
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const params: Record<string, unknown> = {};
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if (symbol) params.symbol = symbol.toUpperCase();
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const raw = await this.signedRequest<any[]>({ path: "/fapi/v2/positionRisk", method: "GET", params });
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return raw.map(toPositionFromRisk);
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}
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async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
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const payload: Record<string, unknown> = { ...params };
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const response = await this.signedRequest<any>({ path: "/fapi/v1/order", method: "POST", params: payload });
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@@ -674,6 +719,8 @@ export class AsterGateway {
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private accountSnapshot: AsterAccountSnapshot | null = null;
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private readonly openOrders = new Map<number, AsterOrder>();
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private positionSyncTimer: ReturnType<typeof setInterval> | null = null;
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private positionSyncInFlight = false;
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private readonly accountEvent = new SimpleEvent<AsterAccountSnapshot>();
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private readonly ordersEvent = new SimpleEvent<AsterOrder[]>();
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@@ -702,6 +749,11 @@ export class AsterGateway {
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const order = toOrderFromEvent(event.payload);
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mergeOrderSnapshot(this.openOrders, order);
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this.ordersEvent.emit(Array.from(this.openOrders.values()));
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const execType = typeof event.payload?.x === "string" ? event.payload.x.toUpperCase() : "";
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const status = typeof event.payload?.X === "string" ? event.payload.X.toUpperCase() : "";
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if (execType === "TRADE" || status === "FILLED" || status === "PARTIALLY_FILLED") {
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void this.refreshPositions();
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}
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});
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this.userStream.onConnect(() => {
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void this.refreshSnapshots();
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@@ -715,6 +767,7 @@ export class AsterGateway {
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await this.refreshSnapshots();
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this.initialized = true;
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await this.userStream.start();
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this.startPositionSync();
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})().catch((error) => {
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this.initializing = null;
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throw error;
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@@ -840,8 +893,24 @@ export class AsterGateway {
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private async refreshSnapshots(): Promise<void> {
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try {
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const account = await this.rest.getAccount();
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this.accountSnapshot = account;
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this.accountEvent.emit(account);
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let positions = account.positions ?? [];
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try {
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const latestPositions = await this.rest.getPositions();
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if (Array.isArray(latestPositions) && latestPositions.length) {
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positions = latestPositions;
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}
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} catch (positionError) {
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console.error("[AsterGateway] 刷新持仓失败", positionError);
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}
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const normalizedPositions = clonePositions(positions);
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const snapshot: AsterAccountSnapshot = {
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...account,
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positions: normalizedPositions,
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totalUnrealizedProfit: sumUnrealizedProfit(normalizedPositions),
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updateTime: Date.now(),
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};
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this.accountSnapshot = snapshot;
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this.accountEvent.emit(snapshot);
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} catch (error) {
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console.error("[AsterGateway] 刷新账户信息失败", error);
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}
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@@ -855,6 +924,52 @@ export class AsterGateway {
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}
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}
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private startPositionSync(): void {
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if (this.positionSyncTimer) return;
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const tick = () => {
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void this.refreshPositions();
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};
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void this.refreshPositions();
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this.positionSyncTimer = setInterval(tick, POSITION_SYNC_INTERVAL_MS);
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}
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private async refreshPositions(): Promise<void> {
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if (this.positionSyncInFlight) return;
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this.positionSyncInFlight = true;
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try {
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const positions = await this.rest.getPositions();
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if (!Array.isArray(positions)) return;
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const normalizedPositions = clonePositions(positions);
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if (!this.accountSnapshot) {
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const snapshot: AsterAccountSnapshot = {
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canTrade: true,
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canDeposit: true,
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canWithdraw: true,
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updateTime: Date.now(),
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totalWalletBalance: "0",
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totalUnrealizedProfit: sumUnrealizedProfit(normalizedPositions),
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positions: normalizedPositions,
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assets: [],
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};
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this.accountSnapshot = snapshot;
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this.accountEvent.emit(snapshot);
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return;
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}
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const nextSnapshot: AsterAccountSnapshot = {
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...this.accountSnapshot,
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positions: normalizedPositions,
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totalUnrealizedProfit: sumUnrealizedProfit(normalizedPositions),
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updateTime: Date.now(),
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};
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this.accountSnapshot = nextSnapshot;
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this.accountEvent.emit(nextSnapshot);
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} catch (error) {
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console.error("[AsterGateway] 同步持仓失败", error);
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} finally {
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this.positionSyncInFlight = false;
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}
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}
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getAccountSnapshot(): AsterAccountSnapshot | null {
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return this.accountSnapshot;
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}
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@@ -37,6 +37,11 @@ export interface AsterAccountPosition {
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leverage?: string;
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isolated?: boolean;
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maxNotional?: string;
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marginType?: string;
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isolatedMargin?: string;
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isAutoAddMargin?: string;
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liquidationPrice?: string;
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markPrice?: string;
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}
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export interface AsterAccountAsset {
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