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Add changeMarginMode method to ExchangeAdapter and Standx classes

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- Introduced `changeMarginMode` method in `ExchangeAdapter` interface to allow margin mode adjustments.
- Implemented the `changeMarginMode` method in `StandxExchangeAdapter` to interact with the gateway for changing margin modes.
- Added corresponding `changeMarginMode` method in `StandxGateway` to handle API requests for margin mode changes.
- Enhanced `MakerPointsEngine` to ensure isolated margin mode before order placement, with appropriate logging and defense mode activation if the change fails.
- Created tests for margin mode functionality to validate behavior under different scenarios.
This commit is contained in:
discountry
2026-01-24 22:57:03 +08:00
parent a629bc940c
commit 683352f737
6 changed files with 322 additions and 2 deletions
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src/strategy/maker-points-engine.ts
+100 -1
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@@ -97,6 +97,8 @@ const DATA_STALE_THRESHOLD_MS = 5_000; // 数据过时阈值（5秒）
const DEFENSE_MODE_CHECK_INTERVAL_MS = 1000; // 防御模式检查间隔
const ACCOUNT_DATA_STALE_THRESHOLD_MS = 20_000; // 账户数据长期无更新阈值（StandX 有 REST 兜底，长期无更新通常意味着异常）
const STANDX_REST_ERROR_DEFENSE_THRESHOLD = 3;
const STANDX_MARGIN_MODE_CHECK_INTERVAL_MS = 500;
const STANDX_MARGIN_MODE_MAX_ATTEMPTS = 10;
export class MakerPointsEngine {
private accountSnapshot: AsterAccountSnapshot | null = null;
@@ -185,6 +187,7 @@ export class MakerPointsEngine {
private standxRestConsecutiveErrors = 0;
private standxRestUnhealthy = false;
private standxRestLastError: string | null = null;
private marginModeEnsuring: Promise<boolean> | null = null;
constructor(private readonly config: MakerPointsConfig, private readonly exchange: ExchangeAdapter) {
this.tradeLog = createTradeLog(this.config.maxLogEntries);
@@ -399,6 +402,8 @@ export class MakerPointsEngine {
standxRestUnhealthy: true,
standxRestConsecutiveErrors: this.standxRestConsecutiveErrors,
standxRestLastError: this.standxRestLastError,
marginModeNotIsolated: false,
marginMode: this.getStandxMarginMode(this.accountSnapshot),
standxDepthAge: 0,
binanceAge: 0,
standxAccountAge: 0,
@@ -535,6 +540,27 @@ export class MakerPointsEngine {
return;
}
if (!(await this.ensureStandxIsolatedMarginMode())) {
const current = this.getStandxMarginMode(this.accountSnapshot);
this.enterDefenseMode({
standxDepthStale: false,
binanceStale: false,
standxAccountStale: false,
accountInvalid: false,
standxRestUnhealthy: false,
standxRestConsecutiveErrors: this.standxRestConsecutiveErrors,
standxRestLastError: this.standxRestLastError,
marginModeNotIsolated: true,
marginMode: current,
standxDepthAge: 0,
binanceAge: 0,
standxAccountAge: 0,
accountIssues: [],
});
this.emitUpdate();
return;
}
const accountHealth = validateAccountSnapshotForSymbol(this.accountSnapshot, this.config.symbol);
if (!accountHealth.ok && !this.defenseMode) {
this.enterDefenseMode({
@@ -545,6 +571,8 @@ export class MakerPointsEngine {
standxRestUnhealthy: false,
standxRestConsecutiveErrors: this.standxRestConsecutiveErrors,
standxRestLastError: this.standxRestLastError,
marginModeNotIsolated: false,
marginMode: this.getStandxMarginMode(this.accountSnapshot),
standxDepthAge: 0,
binanceAge: 0,
standxAccountAge: 0,
@@ -1594,8 +1622,16 @@ export class MakerPointsEngine {
const accountInvalid = this.accountSnapshot != null && !accountHealth.ok;
const standxRestUnhealthy =
this.standxRestUnhealthy && this.standxRestConsecutiveErrors >= STANDX_REST_ERROR_DEFENSE_THRESHOLD;
const marginMode = this.getStandxMarginMode(this.accountSnapshot);
const marginModeNotIsolated = this.exchange.id === "standx" && marginMode != null && marginMode !== "isolated";
const shouldDefend = standxDepthStale || binanceStale || standxAccountStale || accountInvalid || standxRestUnhealthy;
const shouldDefend =
standxDepthStale ||
binanceStale ||
standxAccountStale ||
accountInvalid ||
standxRestUnhealthy ||
marginModeNotIsolated;
if (shouldDefend && !this.defenseMode) {
// 进入防御模式
@@ -1607,6 +1643,8 @@ export class MakerPointsEngine {
standxRestUnhealthy,
standxRestConsecutiveErrors: this.standxRestConsecutiveErrors,
standxRestLastError: this.standxRestLastError,
marginModeNotIsolated,
marginMode,
standxDepthAge: this.lastStandxDepthTime > 0 ? now - this.lastStandxDepthTime : 0,
binanceAge: this.lastBinanceDepthTime > 0 ? now - this.lastBinanceDepthTime : 0,
standxAccountAge: this.lastStandxAccountTime > 0 ? now - this.lastStandxAccountTime : 0,
@@ -1630,6 +1668,8 @@ export class MakerPointsEngine {
standxRestUnhealthy: boolean;
standxRestConsecutiveErrors: number;
standxRestLastError: string | null;
marginModeNotIsolated: boolean;
marginMode: string | null;
standxDepthAge: number;
binanceAge: number;
standxAccountAge: number;
@@ -1651,6 +1691,9 @@ export class MakerPointsEngine {
if (staleInfo.standxRestUnhealthy) {
staleItems.push(`StandX REST错误(${staleInfo.standxRestConsecutiveErrors}次)`);
}
if (staleInfo.marginModeNotIsolated) {
staleItems.push(`保证金模式(${staleInfo.marginMode ?? "unknown"})`);
}
if (staleInfo.binanceStale) {
staleItems.push(`Binance深度(${Math.round(staleInfo.binanceAge / 1000)}s)`);
}
@@ -1766,6 +1809,11 @@ export class MakerPointsEngine {
}
}
// 防御模式下也尝试修复保证金模式（StandX）
if (this.exchange.id === "standx") {
await this.ensureStandxIsolatedMarginMode();
}
// 防御模式下持续通过 REST 刷新挂单，并尽力撤销所有挂单（避免本地状态/WS 丢失导致遗留挂单）
if (this.exchange.queryOpenOrders) {
try {
@@ -1809,6 +1857,57 @@ export class MakerPointsEngine {
void poll();
}
private getStandxMarginMode(snapshot: AsterAccountSnapshot | null): string | null {
if (this.exchange.id !== "standx") return null;
const positions = snapshot?.positions ?? [];
const match = positions.find((pos) => pos.symbol === this.config.symbol);
const raw = (match as any)?.marginType ?? (match as any)?.margin_mode;
const mode = typeof raw === "string" ? raw.trim().toLowerCase() : "";
return mode ? mode : null;
}
private async ensureStandxIsolatedMarginMode(): Promise<boolean> {
if (this.exchange.id !== "standx") return true;
const currentMode = this.getStandxMarginMode(this.accountSnapshot);
if (currentMode === "isolated") return true;
const change = this.exchange.changeMarginMode?.bind(this.exchange);
const queryAccount = this.exchange.queryAccountSnapshot?.bind(this.exchange);
if (!change || !queryAccount) return false;
if (this.marginModeEnsuring) {
return false;
}
this.marginModeEnsuring = (async () => {
try {
await change({ symbol: this.config.symbol, marginMode: "isolated" });
for (let attempt = 0; attempt < STANDX_MARGIN_MODE_MAX_ATTEMPTS; attempt++) {
const next = await queryAccount();
if (next) {
this.accountSnapshot = next;
this.lastStandxAccountTime = Date.now();
this.feedStatus.account = true;
}
const mode = this.getStandxMarginMode(this.accountSnapshot);
if (mode === "isolated") {
this.tradeLog.push("info", "已切换为逐仓模式 (isolated)，恢复策略运行");
return true;
}
await this.sleep(STANDX_MARGIN_MODE_CHECK_INTERVAL_MS);
}
this.tradeLog.push("warn", `逐仓模式切换未确认，当前模式: ${this.getStandxMarginMode(this.accountSnapshot) ?? "unknown"}`);
return false;
} catch (error) {
this.tradeLog.push("error", `切换逐仓模式失败: ${extractMessage(error)}`);
return false;
} finally {
this.marginModeEnsuring = null;
}
})();
return await this.marginModeEnsuring;
}
/**
* 停止防御模式下的 REST 轮询
*/