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

This commit is contained in:
discountry
2025-09-24 01:23:42 +08:00
parent 7a2e075d28
commit 633f5fb904
5 changed files with 181 additions and 4 deletions
+32
View File
@@ -66,6 +66,8 @@ export class MakerEngine {
private sessionQuoteVolume = 0;
private prevPositionAmt = 0;
private initializedPosition = false;
private initialOrderSnapshotReady = false;
private initialOrderResetDone = false;
constructor(private readonly config: MakerConfig, private readonly exchange: ExchangeAdapter) {
this.tradeLog = createTradeLog(this.config.maxLogEntries);
@@ -128,6 +130,7 @@ export class MakerEngine {
this.pendingCancelOrders.delete(id);
}
}
this.initialOrderSnapshotReady = true;
this.emitUpdate();
});
@@ -170,6 +173,10 @@ export class MakerEngine {
this.emitUpdate();
return;
}
if (!(await this.ensureStartupOrderReset())) {
this.emitUpdate();
return;
}
const depth = this.depthSnapshot!;
const bidLevel = depth.bids?.[0];
@@ -209,6 +216,31 @@ export class MakerEngine {
}
}
private async ensureStartupOrderReset(): Promise<boolean> {
if (this.initialOrderResetDone) return true;
if (!this.initialOrderSnapshotReady) return false;
if (!this.openOrders.length) {
this.initialOrderResetDone = true;
return true;
}
try {
await this.exchange.cancelAllOrders({ symbol: this.config.symbol });
this.pendingCancelOrders.clear();
unlockOperating(this.locks, this.timers, this.pending, "LIMIT");
this.tradeLog.push("order", "启动时清理历史挂单");
this.initialOrderResetDone = true;
return true;
} catch (error) {
if (isUnknownOrderError(error)) {
this.tradeLog.push("order", "历史挂单已消失,跳过启动清理");
this.initialOrderResetDone = true;
return true;
}
this.tradeLog.push("error", `启动撤单失败: ${String(error)}`);
return false;
}
}
private async syncOrders(targets: DesiredOrder[]): Promise<void> {
const tolerance = this.config.priceChaseThreshold;
const unmatched = new Set(targets.map((_, idx) => idx));
+25
View File
@@ -81,6 +81,9 @@ export class TrendEngine {
private cancelAllRequested = false;
private readonly pendingCancelOrders = new Set<number>();
private ordersSnapshotReady = false;
private startupLogged = false;
private readonly listeners = new Map<TrendEngineEvent, Set<TrendEngineListener>>();
constructor(private readonly config: TradingConfig, private readonly exchange: ExchangeAdapter) {
@@ -142,6 +145,7 @@ export class TrendEngine {
if (this.openOrders.length === 0 || this.pendingCancelOrders.size === 0) {
this.cancelAllRequested = false;
}
this.ordersSnapshotReady = true;
this.emitUpdate();
});
this.exchange.watchDepth(this.config.symbol, (depth) => {
@@ -182,10 +186,15 @@ export class TrendEngine {
if (this.processing) return;
this.processing = true;
try {
if (!this.ordersSnapshotReady) {
this.emitUpdate();
return;
}
if (!this.isReady()) {
this.emitUpdate();
return;
}
this.logStartupState();
const sma30 = getSMA(this.klineSnapshot, 30);
if (sma30 == null) {
return;
@@ -216,6 +225,22 @@ export class TrendEngine {
}
}
private logStartupState(): void {
if (this.startupLogged) return;
const position = getPosition(this.accountSnapshot, this.config.symbol);
const hasPosition = Math.abs(position.positionAmt) > 1e-5;
if (hasPosition) {
this.tradeLog.push(
"info",
`检测到已有持仓: ${position.positionAmt > 0 ? "多" : "空"} ${Math.abs(position.positionAmt).toFixed(4)} @ ${position.entryPrice.toFixed(2)}`
);
}
if (this.openOrders.length > 0) {
this.tradeLog.push("info", `检测到已有挂单 ${this.openOrders.length} 笔,将按策略规则接管`);
}
this.startupLogged = true;
}
private async handleOpenPosition(currentPrice: number, currentSma: number): Promise<void> {
if (this.lastPrice == null) {
this.lastPrice = currentPrice;