mirror of
https://github.com/discountry/ritmex-bot.git
synced 2026-09-09 08:18:07 +00:00
Enhance environment variable parsing and account snapshot validation
- Introduced `normalizeEnvValue` function to improve handling of environment variable values, including trimming, unquoting, and stripping inline comments. - Updated `resolveSymbolFromEnv` and parsing functions to utilize the new normalization logic. - Added `validateAccountSnapshotForSymbol` function to validate account snapshots, ensuring numeric fields are correctly formatted and flagging any issues. - Implemented tests for environment variable parsing and account snapshot validation to ensure robustness and correctness.
This commit is contained in:
+35
-7
@@ -105,23 +105,51 @@ export function resolveSymbolFromEnv(explicitExchangeId?: SupportedExchangeId |
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: resolveExchangeId();
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const { envKeys, fallback } = SYMBOL_PRIORITY_BY_EXCHANGE[exchangeId];
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for (const key of envKeys) {
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const value = process.env[key];
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if (value && value.trim()) {
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return value.trim();
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const value = normalizeEnvValue(process.env[key]);
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if (value) {
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return value;
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}
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}
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return fallback;
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}
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function normalizeEnvValue(value: string | undefined): string | undefined {
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if (!value) return undefined;
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const trimmed = value.trim();
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if (!trimmed) return undefined;
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const quote = trimmed[0];
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if ((quote === "'" || quote === "\"") && trimmed.endsWith(quote)) {
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const unquoted = trimmed.slice(1, -1).trim();
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return unquoted ? unquoted : undefined;
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}
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// Allow shell-style inline comments: KEY=value # comment
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const commentIndexHash = trimmed.search(/\s#/);
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const commentIndexSemi = trimmed.search(/\s;/);
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const commentIndex =
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commentIndexHash === -1
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? commentIndexSemi
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: commentIndexSemi === -1
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? commentIndexHash
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: Math.min(commentIndexHash, commentIndexSemi);
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if (commentIndex !== -1) {
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const withoutComment = trimmed.slice(0, commentIndex).trim();
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return withoutComment ? withoutComment : undefined;
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}
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return trimmed;
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}
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function parseNumber(value: string | undefined, fallback: number): number {
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if (!value) return fallback;
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const next = Number(value);
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const normalized = normalizeEnvValue(value);
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if (!normalized) return fallback;
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const next = Number(normalized);
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return Number.isFinite(next) ? next : fallback;
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}
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function parseBoolean(value: string | undefined, fallback: boolean): boolean {
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if (!value) return fallback;
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const normalized = value.trim().toLowerCase();
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const normalized = normalizeEnvValue(value)?.toLowerCase();
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if (!normalized) return fallback;
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if (normalized === "1" || normalized === "true" || normalized === "yes" || normalized === "on") return true;
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if (normalized === "0" || normalized === "false" || normalized === "no" || normalized === "off") return false;
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@@ -37,6 +37,17 @@ export interface FundingRateListener {
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(snapshot: FundingRateSnapshot): void;
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}
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export type RestHealthState = "healthy" | "unhealthy";
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export interface RestHealthInfo {
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consecutiveErrors: number;
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method?: string;
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path?: string;
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error?: string;
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}
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export interface RestHealthListener {
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(state: RestHealthState, info: RestHealthInfo): void;
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}
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export interface ExchangePrecision {
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priceTick: number;
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qtyStep: number;
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@@ -69,6 +80,9 @@ export interface ExchangeAdapter {
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// 连接保护相关方法(可选,仅 StandX 支持)
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onConnectionEvent?(listener: ConnectionEventListener): void;
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offConnectionEvent?(listener: ConnectionEventListener): void;
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onRestHealthEvent?(listener: RestHealthListener): void;
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offRestHealthEvent?(listener: RestHealthListener): void;
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queryOpenOrders?(): Promise<AsterOrder[]>;
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queryAccountSnapshot?(): Promise<AsterAccountSnapshot | null>;
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forceCancelAllOrders?(): Promise<boolean>;
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}
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@@ -7,6 +7,7 @@ import type {
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FundingRateListener,
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KlineListener,
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OrderListener,
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RestHealthListener,
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TickerListener,
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} from "../adapter";
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import type { AsterOrder, CreateOrderParams } from "../types";
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@@ -138,6 +139,14 @@ export class StandxExchangeAdapter implements ExchangeAdapter {
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this.gateway.offConnectionEvent(listener);
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}
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onRestHealthEvent(listener: RestHealthListener): void {
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this.gateway.onRestHealthEvent(listener);
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}
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offRestHealthEvent(listener: RestHealthListener): void {
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this.gateway.offRestHealthEvent(listener);
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}
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/**
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* 查询当前真实的挂单状态(通过 HTTP API)
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* 用于验证实际挂单情况,防止取消请求丢失
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@@ -147,6 +156,11 @@ export class StandxExchangeAdapter implements ExchangeAdapter {
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return this.gateway.queryOpenOrders(this.symbol);
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}
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async queryAccountSnapshot() {
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await this.ensureInitialized("queryAccountSnapshot");
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return this.gateway.queryAccountSnapshot();
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}
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/**
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* 强制取消所有挂单
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* 会查询当前挂单然后取消,并验证取消成功
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@@ -8,6 +8,9 @@ import type {
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FundingRateListener,
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KlineListener,
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OrderListener,
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RestHealthInfo,
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RestHealthListener,
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RestHealthState,
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TickerListener,
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} from "../adapter";
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import type {
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@@ -62,6 +65,7 @@ const WS_HEARTBEAT_CHECK_INTERVAL = 30_000;
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const WS_DATA_STALE_THRESHOLD = 3000;
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// REST 轮询间隔(毫秒)- WS 断连或数据过时时的 REST 拉取间隔
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const REST_POLL_INTERVAL = 2000;
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const REST_ERROR_DEFENSE_THRESHOLD = 3;
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const SUPPORTED_QUOTES = ["USD", "USDT", "USDC", "DUSD"];
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@@ -420,6 +424,10 @@ export class StandxGateway {
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private readonly virtualStops = new Map<string, VirtualStop>();
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private accountSnapshot: AsterAccountSnapshot | null = null;
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private readonly restHealthListeners = new Set<RestHealthListener>();
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private restConsecutiveErrors = 0;
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private restUnhealthy = false;
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private restLastError: string | null = null;
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private fundingState = new Map<string, FundingState>();
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private marketWs: WebSocket | null = null;
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@@ -558,6 +566,14 @@ export class StandxGateway {
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this.connectionListeners.add(listener);
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}
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onRestHealthEvent(listener: RestHealthListener): void {
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this.restHealthListeners.add(listener);
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}
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offRestHealthEvent(listener: RestHealthListener): void {
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this.restHealthListeners.delete(listener);
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}
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offConnectionEvent(listener: ConnectionEventListener): void {
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this.connectionListeners.delete(listener);
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}
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@@ -1411,7 +1427,7 @@ export class StandxGateway {
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}
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}
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private async refreshAccountSnapshot(): Promise<void> {
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private async refreshAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
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try {
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const [balance, positions] = await Promise.all([
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this.requestJson<StandxBalanceSnapshot>("/api/query_balance", { method: "GET" }),
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@@ -1435,11 +1451,17 @@ export class StandxGateway {
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this.balances.set(token, asset);
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}
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this.emitAccountSnapshot();
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return this.accountSnapshot;
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} catch (error) {
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this.logger("accountSnapshot", error);
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return null;
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}
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}
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async queryAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
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return await this.refreshAccountSnapshot();
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}
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private async refreshOpenOrders(symbol: string): Promise<void> {
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try {
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const ordersPayload = await this.requestJson<unknown>("/api/query_open_orders", {
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@@ -1708,22 +1730,70 @@ export class StandxGateway {
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}
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}
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}
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const response = await fetch(url.toString(), {
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method: options.method,
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headers,
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body: options.method === "GET" ? undefined : body,
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});
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const text = await response.text();
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if (!response.ok) {
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throw new Error(`${options.method} ${path} failed (${response.status}): ${text}`);
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}
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if (!text) {
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return {} as T;
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}
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try {
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return JSON.parse(text) as T;
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} catch {
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return text as unknown as T;
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const response = await fetch(url.toString(), {
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method: options.method,
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headers,
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body: options.method === "GET" ? undefined : body,
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});
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const text = await response.text();
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if (!response.ok) {
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throw new Error(`${options.method} ${path} failed (${response.status}): ${text}`);
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}
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if (!text) {
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this.recordRestSuccess();
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return {} as T;
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}
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try {
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const parsed = JSON.parse(text) as T;
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this.recordRestSuccess();
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return parsed;
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} catch {
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this.recordRestSuccess();
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return text as unknown as T;
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}
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} catch (error) {
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this.recordRestError({
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consecutiveErrors: this.restConsecutiveErrors + 1,
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method: options.method,
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path,
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error: error instanceof Error ? error.message : String(error),
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});
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throw error;
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}
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}
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private recordRestSuccess(): void {
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if (this.restConsecutiveErrors === 0 && !this.restUnhealthy) return;
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this.restConsecutiveErrors = 0;
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this.restLastError = null;
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if (!this.restUnhealthy) return;
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this.restUnhealthy = false;
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this.emitRestHealth("healthy", { consecutiveErrors: 0 });
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}
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private recordRestError(info: RestHealthInfo): void {
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this.restConsecutiveErrors = Math.max(0, Number(info.consecutiveErrors) || 0);
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this.restLastError = info.error ?? this.restLastError;
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if (!this.restUnhealthy && this.restConsecutiveErrors >= REST_ERROR_DEFENSE_THRESHOLD) {
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this.restUnhealthy = true;
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this.emitRestHealth("unhealthy", {
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consecutiveErrors: this.restConsecutiveErrors,
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method: info.method,
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path: info.path,
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error: info.error ?? this.restLastError ?? undefined,
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});
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}
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}
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private emitRestHealth(state: RestHealthState, info: RestHealthInfo): void {
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for (const listener of this.restHealthListeners) {
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try {
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listener(state, info);
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} catch (error) {
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this.logger("restHealthListener", error);
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}
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}
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}
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@@ -41,7 +41,11 @@ function formatNotificationMessage(notification: TradeNotification, accountLabel
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lines.push(``);
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for (const [key, value] of Object.entries(notification.details)) {
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if (value != null) {
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lines.push(`• ${key}: ${value}`);
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if (Array.isArray(value)) {
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lines.push(`• ${key}: ${value.join(", ") || "[]"}`);
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} else {
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lines.push(`• ${key}: ${value}`);
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}
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}
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}
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}
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@@ -7,7 +7,7 @@ export interface TradeNotification {
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title: string;
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message: string;
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accountLabel?: string;
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details?: Record<string, string | number | boolean | null>;
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details?: Record<string, string | number | boolean | null | string[]>;
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timestamp?: number;
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}
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@@ -10,9 +10,9 @@ import { formatPriceToString } from "../utils/math";
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import { createTradeLog, type TradeLogEntry } from "../logging/trade-log";
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import { extractMessage, isInsufficientBalanceError, isPrecisionError, isRateLimitError, isUnknownOrderError } from "../utils/errors";
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import { isOrderActiveStatus } from "../utils/order-status";
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import { getPosition, parseSymbolParts } from "../utils/strategy";
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import { getPosition, parseSymbolParts, validateAccountSnapshotForSymbol } from "../utils/strategy";
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import type { PositionSnapshot } from "../utils/strategy";
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import { computePositionPnl } from "../utils/pnl";
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import { computePositionPnl, computeStopLossPnl } from "../utils/pnl";
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import { getDepthBetweenPrices, getMidOrLast, getTopPrices } from "../utils/price";
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import {
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marketClose,
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@@ -95,6 +95,8 @@ const STOP_LOSS_CHECK_INTERVAL_MS = 250; // 止损检查最大间隔
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const STOP_LOSS_RETRY_INTERVAL_MS = 500; // 止损失败后重试间隔
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const DATA_STALE_THRESHOLD_MS = 5_000; // 数据过时阈值(5秒)
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const DEFENSE_MODE_CHECK_INTERVAL_MS = 1000; // 防御模式检查间隔
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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)
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const STANDX_REST_ERROR_DEFENSE_THRESHOLD = 3;
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export class MakerPointsEngine {
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private accountSnapshot: AsterAccountSnapshot | null = null;
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@@ -180,6 +182,9 @@ export class MakerPointsEngine {
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// 防御模式下的 REST 轮询定时器
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private defenseRestPollTimer: ReturnType<typeof setTimeout> | null = null;
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private defenseRestPollActive = false;
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private standxRestConsecutiveErrors = 0;
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private standxRestUnhealthy = false;
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private standxRestLastError: string | null = null;
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constructor(private readonly config: MakerPointsConfig, private readonly exchange: ExchangeAdapter) {
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this.tradeLog = createTradeLog(this.config.maxLogEntries);
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@@ -276,6 +281,7 @@ export class MakerPointsEngine {
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private bootstrap(): void {
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const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
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this.setupRestHealthProtection();
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safeSubscribe<AsterAccountSnapshot>(
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this.exchange.watchAccount.bind(this.exchange),
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@@ -377,6 +383,36 @@ export class MakerPointsEngine {
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});
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}
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private setupRestHealthProtection(): void {
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if (!this.exchange.onRestHealthEvent) return;
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this.exchange.onRestHealthEvent((state, info) => {
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if (state === "unhealthy") {
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this.standxRestUnhealthy = true;
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this.standxRestConsecutiveErrors = Math.max(this.standxRestConsecutiveErrors, info.consecutiveErrors);
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this.standxRestLastError = info.error ?? this.standxRestLastError;
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if (!this.defenseMode && this.standxRestConsecutiveErrors >= STANDX_REST_ERROR_DEFENSE_THRESHOLD) {
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this.enterDefenseMode({
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standxDepthStale: false,
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binanceStale: false,
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standxAccountStale: false,
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accountInvalid: false,
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standxRestUnhealthy: true,
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standxRestConsecutiveErrors: this.standxRestConsecutiveErrors,
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standxRestLastError: this.standxRestLastError,
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standxDepthAge: 0,
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binanceAge: 0,
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standxAccountAge: 0,
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accountIssues: [],
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});
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}
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} else if (state === "healthy") {
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this.standxRestUnhealthy = false;
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this.standxRestConsecutiveErrors = 0;
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this.standxRestLastError = null;
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}
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});
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}
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/**
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* 处理断连事件
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*/
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@@ -498,6 +534,26 @@ export class MakerPointsEngine {
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this.emitUpdate();
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return;
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}
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const accountHealth = validateAccountSnapshotForSymbol(this.accountSnapshot, this.config.symbol);
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if (!accountHealth.ok && !this.defenseMode) {
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this.enterDefenseMode({
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standxDepthStale: false,
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binanceStale: false,
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standxAccountStale: false,
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accountInvalid: true,
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standxRestUnhealthy: false,
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standxRestConsecutiveErrors: this.standxRestConsecutiveErrors,
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standxRestLastError: this.standxRestLastError,
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standxDepthAge: 0,
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binanceAge: 0,
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standxAccountAge: 0,
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accountIssues: accountHealth.issues,
|
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});
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this.emitUpdate();
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return;
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}
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||||
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this.resetReadinessFlags();
|
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if (!(await this.ensureStartupOrderReset())) {
|
||||
this.emitUpdate();
|
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@@ -979,15 +1035,7 @@ export class MakerPointsEngine {
|
||||
*/
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private computeRealtimePnl(position: PositionSnapshot): number | null {
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const { topBid, topAsk } = getTopPrices(this.depthSnapshot);
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// 使用实时深度计算 PnL
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if (topBid != null && topAsk != null) {
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return computePositionPnl(position, topBid, topAsk);
|
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}
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// 回退到账户推送的数据
|
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if (Number.isFinite(position.unrealizedProfit)) {
|
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return position.unrealizedProfit;
|
||||
}
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return null;
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return computeStopLossPnl(position, topBid, topAsk);
|
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}
|
||||
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||||
private async checkStopLoss(): Promise<void> {
|
||||
@@ -1533,24 +1581,36 @@ export class MakerPointsEngine {
|
||||
|
||||
/**
|
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* 检查数据是否过时,进入或退出防御模式
|
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* 仅检查深度数据(持续推送),账户数据只在变化时推送,不应作为过时判断依据
|
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* StandX 账户数据在 WS 推送异常时会通过 REST 补拉;长期无更新通常意味着 WS/REST 均异常,应进入防御模式
|
||||
*/
|
||||
private checkDataStaleAndDefense(): void {
|
||||
const now = Date.now();
|
||||
const standxDepthStale = this.lastStandxDepthTime > 0 && (now - this.lastStandxDepthTime) > DATA_STALE_THRESHOLD_MS;
|
||||
// 账户数据只在有变化时推送,不作为过时判断依据
|
||||
// const standxAccountStale = this.lastStandxAccountTime > 0 && (now - this.lastStandxAccountTime) > DATA_STALE_THRESHOLD_MS;
|
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const binanceStale = this.lastBinanceDepthTime > 0 && (now - this.lastBinanceDepthTime) > DATA_STALE_THRESHOLD_MS;
|
||||
|
||||
const shouldDefend = standxDepthStale || binanceStale;
|
||||
const standxAccountStale =
|
||||
this.lastStandxAccountTime > 0 && (now - this.lastStandxAccountTime) > ACCOUNT_DATA_STALE_THRESHOLD_MS;
|
||||
const accountHealth = validateAccountSnapshotForSymbol(this.accountSnapshot, this.config.symbol);
|
||||
const accountInvalid = this.accountSnapshot != null && !accountHealth.ok;
|
||||
const standxRestUnhealthy =
|
||||
this.standxRestUnhealthy && this.standxRestConsecutiveErrors >= STANDX_REST_ERROR_DEFENSE_THRESHOLD;
|
||||
|
||||
const shouldDefend = standxDepthStale || binanceStale || standxAccountStale || accountInvalid || standxRestUnhealthy;
|
||||
|
||||
if (shouldDefend && !this.defenseMode) {
|
||||
// 进入防御模式
|
||||
this.enterDefenseMode({
|
||||
standxDepthStale,
|
||||
binanceStale,
|
||||
standxDepthAge: now - this.lastStandxDepthTime,
|
||||
binanceAge: now - this.lastBinanceDepthTime,
|
||||
standxAccountStale,
|
||||
accountInvalid,
|
||||
standxRestUnhealthy,
|
||||
standxRestConsecutiveErrors: this.standxRestConsecutiveErrors,
|
||||
standxRestLastError: this.standxRestLastError,
|
||||
standxDepthAge: this.lastStandxDepthTime > 0 ? now - this.lastStandxDepthTime : 0,
|
||||
binanceAge: this.lastBinanceDepthTime > 0 ? now - this.lastBinanceDepthTime : 0,
|
||||
standxAccountAge: this.lastStandxAccountTime > 0 ? now - this.lastStandxAccountTime : 0,
|
||||
accountIssues: accountInvalid ? accountHealth.issues : [],
|
||||
});
|
||||
} else if (!shouldDefend && this.defenseMode) {
|
||||
// 退出防御模式
|
||||
@@ -1565,8 +1625,15 @@ export class MakerPointsEngine {
|
||||
private enterDefenseMode(staleInfo: {
|
||||
standxDepthStale: boolean;
|
||||
binanceStale: boolean;
|
||||
standxAccountStale: boolean;
|
||||
accountInvalid: boolean;
|
||||
standxRestUnhealthy: boolean;
|
||||
standxRestConsecutiveErrors: number;
|
||||
standxRestLastError: string | null;
|
||||
standxDepthAge: number;
|
||||
binanceAge: number;
|
||||
standxAccountAge: number;
|
||||
accountIssues: string[];
|
||||
}): void {
|
||||
this.defenseMode = true;
|
||||
|
||||
@@ -1575,6 +1642,15 @@ export class MakerPointsEngine {
|
||||
if (staleInfo.standxDepthStale) {
|
||||
staleItems.push(`StandX深度(${Math.round(staleInfo.standxDepthAge / 1000)}s)`);
|
||||
}
|
||||
if (staleInfo.standxAccountStale) {
|
||||
staleItems.push(`StandX账户(${Math.round(staleInfo.standxAccountAge / 1000)}s)`);
|
||||
}
|
||||
if (staleInfo.accountInvalid) {
|
||||
staleItems.push(`StandX仓位数据异常(${staleInfo.accountIssues.join(",") || "unknown"})`);
|
||||
}
|
||||
if (staleInfo.standxRestUnhealthy) {
|
||||
staleItems.push(`StandX REST错误(${staleInfo.standxRestConsecutiveErrors}次)`);
|
||||
}
|
||||
if (staleInfo.binanceStale) {
|
||||
staleItems.push(`Binance深度(${Math.round(staleInfo.binanceAge / 1000)}s)`);
|
||||
}
|
||||
@@ -1675,13 +1751,47 @@ export class MakerPointsEngine {
|
||||
if (!this.defenseRestPollActive || !this.defenseMode) return;
|
||||
|
||||
try {
|
||||
// 如果有查询挂单的方法,定期检查并取消
|
||||
if (this.exchange.queryAccountSnapshot) {
|
||||
const nextAccount = await this.exchange.queryAccountSnapshot();
|
||||
if (nextAccount) {
|
||||
this.accountSnapshot = nextAccount;
|
||||
this.lastStandxAccountTime = Date.now();
|
||||
this.feedStatus.account = true;
|
||||
const health = validateAccountSnapshotForSymbol(nextAccount, this.config.symbol);
|
||||
if (!health.ok) {
|
||||
this.tradeLog.push("warn", `防御模式: 仓位数据仍异常: ${health.issues.join(",")}`);
|
||||
}
|
||||
} else {
|
||||
this.tradeLog.push("warn", "防御模式: REST 获取账户快照为空");
|
||||
}
|
||||
}
|
||||
|
||||
// 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) {
|
||||
const realOrders = await this.exchange.queryOpenOrders();
|
||||
if (realOrders.length > 0) {
|
||||
this.tradeLog.push("warn", `防御模式: 发现 ${realOrders.length} 个挂单,执行取消`);
|
||||
try {
|
||||
const realOrders = await this.exchange.queryOpenOrders();
|
||||
this.openOrders = Array.isArray(realOrders)
|
||||
? realOrders.filter(
|
||||
(order) =>
|
||||
order.type !== "MARKET" &&
|
||||
order.symbol === this.config.symbol &&
|
||||
isOrderActiveStatus(order.status)
|
||||
)
|
||||
: [];
|
||||
this.pendingCancelOrders.clear();
|
||||
this.feedStatus.orders = true;
|
||||
|
||||
if (realOrders.length > 0) {
|
||||
this.tradeLog.push("warn", `防御模式: 发现 ${realOrders.length} 个挂单,执行取消`);
|
||||
await this.defenseCancelAllOrders();
|
||||
}
|
||||
} catch (error) {
|
||||
this.tradeLog.push("error", `防御模式查询挂单失败: ${extractMessage(error)}`);
|
||||
// 查询失败时仍然尝试撤销所有挂单(宁可多撤,也不遗留)
|
||||
await this.defenseCancelAllOrders();
|
||||
}
|
||||
} else {
|
||||
await this.defenseCancelAllOrders();
|
||||
}
|
||||
|
||||
// 检查止损条件(使用当前账户快照中的数据)
|
||||
|
||||
@@ -13,4 +13,24 @@ export function computePositionPnl(
|
||||
: (position.entryPrice - (priceForPnl as number)) * absAmt;
|
||||
}
|
||||
|
||||
export function computeStopLossPnl(
|
||||
position: PositionSnapshot,
|
||||
bestBid?: number | null,
|
||||
bestAsk?: number | null
|
||||
): number | null {
|
||||
const absAmt = Math.abs(position.positionAmt);
|
||||
if (!Number.isFinite(absAmt) || absAmt <= 0) return 0;
|
||||
|
||||
// If entry price is missing, prefer the exchange-provided unrealized PnL.
|
||||
if (!Number.isFinite(position.entryPrice) || position.entryPrice <= 0) {
|
||||
return Number.isFinite(position.unrealizedProfit) ? position.unrealizedProfit : null;
|
||||
}
|
||||
|
||||
const priceForPnl = position.positionAmt > 0 ? bestBid : bestAsk;
|
||||
if (!Number.isFinite(priceForPnl as number) || (priceForPnl as number) <= 0) {
|
||||
return Number.isFinite(position.unrealizedProfit) ? position.unrealizedProfit : null;
|
||||
}
|
||||
|
||||
return computePositionPnl(position, bestBid, bestAsk);
|
||||
}
|
||||
|
||||
|
||||
@@ -47,6 +47,47 @@ export function getPosition(snapshot: AsterAccountSnapshot | null, symbol: strin
|
||||
};
|
||||
}
|
||||
|
||||
export function validateAccountSnapshotForSymbol(
|
||||
snapshot: AsterAccountSnapshot | null,
|
||||
symbol: string
|
||||
): { ok: true } | { ok: false; issues: string[] } {
|
||||
if (!snapshot) return { ok: true };
|
||||
const positions = snapshot.positions?.filter((p) => p.symbol === symbol) ?? [];
|
||||
if (positions.length === 0) return { ok: true };
|
||||
|
||||
const NON_ZERO_EPS = 1e-8;
|
||||
const issues: string[] = [];
|
||||
|
||||
for (const position of positions) {
|
||||
const amt = Number(position.positionAmt);
|
||||
if (!Number.isFinite(amt)) {
|
||||
issues.push("invalid_positionAmt");
|
||||
continue;
|
||||
}
|
||||
if (Math.abs(amt) <= NON_ZERO_EPS) {
|
||||
continue;
|
||||
}
|
||||
|
||||
const entryPrice = Number(position.entryPrice);
|
||||
if (!Number.isFinite(entryPrice) || entryPrice <= 0) {
|
||||
issues.push("invalid_entryPrice");
|
||||
}
|
||||
|
||||
const unrealizedProfit = Number(position.unrealizedProfit);
|
||||
if (!Number.isFinite(unrealizedProfit)) {
|
||||
issues.push("invalid_unrealizedProfit");
|
||||
}
|
||||
|
||||
const rawMark = Number(position.markPrice);
|
||||
if (position.markPrice != null && position.markPrice !== "" && (!Number.isFinite(rawMark) || rawMark <= 0)) {
|
||||
issues.push("invalid_markPrice");
|
||||
}
|
||||
}
|
||||
|
||||
if (issues.length === 0) return { ok: true };
|
||||
return { ok: false, issues: Array.from(new Set(issues)) };
|
||||
}
|
||||
|
||||
export function getSMA(values: AsterKline[], length: number): number | null {
|
||||
if (!Array.isArray(values) || values.length < length) return null;
|
||||
const window = values.slice(-length);
|
||||
|
||||
@@ -0,0 +1,87 @@
|
||||
import { describe, expect, it } from "vitest";
|
||||
import type { AsterAccountSnapshot } from "../src/exchanges/types";
|
||||
import { validateAccountSnapshotForSymbol } from "../src/utils/strategy";
|
||||
|
||||
function baseSnapshot(positions: AsterAccountSnapshot["positions"]): AsterAccountSnapshot {
|
||||
return {
|
||||
canTrade: true,
|
||||
canDeposit: true,
|
||||
canWithdraw: true,
|
||||
updateTime: Date.now(),
|
||||
totalWalletBalance: "0",
|
||||
totalUnrealizedProfit: "0",
|
||||
positions,
|
||||
assets: [],
|
||||
marketType: "perp",
|
||||
};
|
||||
}
|
||||
|
||||
describe("validateAccountSnapshotForSymbol", () => {
|
||||
it("accepts empty positions", () => {
|
||||
const result = validateAccountSnapshotForSymbol(baseSnapshot([]), "BTC-USD");
|
||||
expect(result.ok).toBe(true);
|
||||
});
|
||||
|
||||
it("accepts zero-sized positions even if entry price is zero", () => {
|
||||
const result = validateAccountSnapshotForSymbol(
|
||||
baseSnapshot([
|
||||
{
|
||||
symbol: "BTC-USD",
|
||||
positionAmt: "0",
|
||||
entryPrice: "0",
|
||||
unrealizedProfit: "0",
|
||||
positionSide: "BOTH",
|
||||
updateTime: Date.now(),
|
||||
markPrice: "0",
|
||||
},
|
||||
]),
|
||||
"BTC-USD"
|
||||
);
|
||||
expect(result.ok).toBe(true);
|
||||
});
|
||||
|
||||
it("flags invalid numeric fields for non-zero positions", () => {
|
||||
const result = validateAccountSnapshotForSymbol(
|
||||
baseSnapshot([
|
||||
{
|
||||
symbol: "BTC-USD",
|
||||
positionAmt: "1",
|
||||
entryPrice: "NaN",
|
||||
unrealizedProfit: "oops",
|
||||
positionSide: "BOTH",
|
||||
updateTime: Date.now(),
|
||||
markPrice: "-1",
|
||||
},
|
||||
]),
|
||||
"BTC-USD"
|
||||
);
|
||||
expect(result.ok).toBe(false);
|
||||
if (!result.ok) {
|
||||
expect(result.issues).toEqual(
|
||||
expect.arrayContaining(["invalid_entryPrice", "invalid_unrealizedProfit", "invalid_markPrice"])
|
||||
);
|
||||
}
|
||||
});
|
||||
|
||||
it("flags invalid positionAmt", () => {
|
||||
const result = validateAccountSnapshotForSymbol(
|
||||
baseSnapshot([
|
||||
{
|
||||
symbol: "BTC-USD",
|
||||
positionAmt: "abc",
|
||||
entryPrice: "100",
|
||||
unrealizedProfit: "0",
|
||||
positionSide: "BOTH",
|
||||
updateTime: Date.now(),
|
||||
markPrice: "101",
|
||||
},
|
||||
]),
|
||||
"BTC-USD"
|
||||
);
|
||||
expect(result.ok).toBe(false);
|
||||
if (!result.ok) {
|
||||
expect(result.issues).toContain("invalid_positionAmt");
|
||||
}
|
||||
});
|
||||
});
|
||||
|
||||
@@ -0,0 +1,45 @@
|
||||
import { afterEach, beforeEach, describe, expect, it, vi } from "vitest";
|
||||
|
||||
const ORIGINAL_ENV = { ...process.env };
|
||||
|
||||
beforeEach(() => {
|
||||
process.env = { ...ORIGINAL_ENV };
|
||||
});
|
||||
|
||||
afterEach(() => {
|
||||
process.env = { ...ORIGINAL_ENV };
|
||||
});
|
||||
|
||||
async function loadConfig() {
|
||||
vi.resetModules();
|
||||
return await import("../src/config");
|
||||
}
|
||||
|
||||
describe("config env parsing", () => {
|
||||
it("strips shell-style inline comments from symbol values", async () => {
|
||||
process.env.EXCHANGE = "standx";
|
||||
process.env.STANDX_SYMBOL = "BTC-USD # comment";
|
||||
|
||||
const { resolveSymbolFromEnv } = await loadConfig();
|
||||
expect(resolveSymbolFromEnv()).toBe("BTC-USD");
|
||||
});
|
||||
|
||||
it("parses numeric maker-points env values with inline comments", async () => {
|
||||
process.env.EXCHANGE = "standx";
|
||||
process.env.MAKER_POINTS_STOP_LOSS_USD = "1 # comment";
|
||||
process.env.MAKER_POINTS_CLOSE_THRESHOLD = "2 ; comment";
|
||||
|
||||
const { makerPointsConfig } = await loadConfig();
|
||||
expect(makerPointsConfig.stopLossUsd).toBe(1);
|
||||
expect(makerPointsConfig.closeThreshold).toBe(2);
|
||||
});
|
||||
|
||||
it("parses boolean maker-points env values with inline comments", async () => {
|
||||
process.env.EXCHANGE = "standx";
|
||||
process.env.MAKER_POINTS_BAND_10_30 = "false # comment";
|
||||
|
||||
const { makerPointsConfig } = await loadConfig();
|
||||
expect(makerPointsConfig.enableBand10To30).toBe(false);
|
||||
});
|
||||
});
|
||||
|
||||
@@ -0,0 +1,165 @@
|
||||
import { afterEach, describe, expect, it, vi } from "vitest";
|
||||
import type { ExchangeAdapter } from "../src/exchanges/adapter";
|
||||
import type { AsterAccountSnapshot, AsterDepth, AsterKline, AsterOrder, AsterTicker } from "../src/exchanges/types";
|
||||
import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
|
||||
|
||||
class StubAdapter implements ExchangeAdapter {
|
||||
id = "standx";
|
||||
cancelAllCount = 0;
|
||||
openOrders: AsterOrder[] | Error = [];
|
||||
accountSnapshot: AsterAccountSnapshot | null = null;
|
||||
|
||||
supportsTrailingStops(): boolean {
|
||||
return false;
|
||||
}
|
||||
|
||||
watchAccount(_cb: (snapshot: AsterAccountSnapshot) => void): void {}
|
||||
watchOrders(_cb: (orders: AsterOrder[]) => void): void {}
|
||||
watchDepth(_symbol: string, _cb: (depth: AsterDepth) => void): void {}
|
||||
watchTicker(_symbol: string, _cb: (ticker: AsterTicker) => void): void {}
|
||||
watchKlines(_symbol: string, _interval: string, _cb: (klines: AsterKline[]) => void): void {}
|
||||
|
||||
async createOrder(): Promise<AsterOrder> {
|
||||
throw new Error("not implemented");
|
||||
}
|
||||
|
||||
async cancelOrder(): Promise<void> {}
|
||||
async cancelOrders(): Promise<void> {}
|
||||
|
||||
async cancelAllOrders(): Promise<void> {
|
||||
this.cancelAllCount += 1;
|
||||
this.openOrders = [];
|
||||
}
|
||||
|
||||
async queryOpenOrders(): Promise<AsterOrder[]> {
|
||||
if (this.openOrders instanceof Error) throw this.openOrders;
|
||||
return this.openOrders;
|
||||
}
|
||||
|
||||
async queryAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
|
||||
return this.accountSnapshot;
|
||||
}
|
||||
}
|
||||
|
||||
afterEach(() => {
|
||||
vi.useRealTimers();
|
||||
});
|
||||
|
||||
describe("MakerPointsEngine defense-mode REST polling", () => {
|
||||
it("keeps trying to fetch open orders and cancel all when open orders exist", async () => {
|
||||
vi.useFakeTimers();
|
||||
const adapter = new StubAdapter();
|
||||
adapter.openOrders = [
|
||||
{
|
||||
orderId: "1",
|
||||
clientOrderId: "c1",
|
||||
symbol: "BTC-USD",
|
||||
side: "BUY",
|
||||
type: "LIMIT",
|
||||
status: "NEW",
|
||||
price: "100",
|
||||
origQty: "1",
|
||||
executedQty: "0",
|
||||
time: Date.now(),
|
||||
updateTime: Date.now(),
|
||||
reduceOnly: "false",
|
||||
closePosition: "false",
|
||||
},
|
||||
];
|
||||
|
||||
const engine = new MakerPointsEngine(
|
||||
{
|
||||
symbol: "BTC-USD",
|
||||
perOrderAmount: 0.01,
|
||||
closeThreshold: 0,
|
||||
stopLossUsd: 1,
|
||||
refreshIntervalMs: 500,
|
||||
maxLogEntries: 10,
|
||||
maxCloseSlippagePct: 0.05,
|
||||
priceTick: 0.1,
|
||||
qtyStep: 0.001,
|
||||
enableBand0To10: true,
|
||||
enableBand10To30: false,
|
||||
enableBand30To100: false,
|
||||
band0To10Amount: 0.01,
|
||||
band10To30Amount: 0.01,
|
||||
band30To100Amount: 0.01,
|
||||
minRepriceBps: 3,
|
||||
enableBinanceDepthCancel: false,
|
||||
filterMinDepth: 0,
|
||||
},
|
||||
adapter
|
||||
);
|
||||
|
||||
(engine as any).enterDefenseMode({
|
||||
standxDepthStale: true,
|
||||
binanceStale: false,
|
||||
standxAccountStale: false,
|
||||
accountInvalid: false,
|
||||
standxRestUnhealthy: false,
|
||||
standxRestConsecutiveErrors: 0,
|
||||
standxRestLastError: null,
|
||||
standxDepthAge: 6000,
|
||||
binanceAge: 0,
|
||||
standxAccountAge: 0,
|
||||
accountIssues: [],
|
||||
});
|
||||
|
||||
await vi.waitFor(() => {
|
||||
expect(adapter.cancelAllCount).toBeGreaterThanOrEqual(1);
|
||||
});
|
||||
|
||||
engine.stop();
|
||||
});
|
||||
|
||||
it("attempts cancel-all even if open-order query fails", async () => {
|
||||
vi.useFakeTimers();
|
||||
const adapter = new StubAdapter();
|
||||
adapter.openOrders = new Error("boom");
|
||||
|
||||
const engine = new MakerPointsEngine(
|
||||
{
|
||||
symbol: "BTC-USD",
|
||||
perOrderAmount: 0.01,
|
||||
closeThreshold: 0,
|
||||
stopLossUsd: 1,
|
||||
refreshIntervalMs: 500,
|
||||
maxLogEntries: 10,
|
||||
maxCloseSlippagePct: 0.05,
|
||||
priceTick: 0.1,
|
||||
qtyStep: 0.001,
|
||||
enableBand0To10: true,
|
||||
enableBand10To30: false,
|
||||
enableBand30To100: false,
|
||||
band0To10Amount: 0.01,
|
||||
band10To30Amount: 0.01,
|
||||
band30To100Amount: 0.01,
|
||||
minRepriceBps: 3,
|
||||
enableBinanceDepthCancel: false,
|
||||
filterMinDepth: 0,
|
||||
},
|
||||
adapter
|
||||
);
|
||||
|
||||
(engine as any).enterDefenseMode({
|
||||
standxDepthStale: true,
|
||||
binanceStale: false,
|
||||
standxAccountStale: false,
|
||||
accountInvalid: false,
|
||||
standxRestUnhealthy: false,
|
||||
standxRestConsecutiveErrors: 0,
|
||||
standxRestLastError: null,
|
||||
standxDepthAge: 6000,
|
||||
binanceAge: 0,
|
||||
standxAccountAge: 0,
|
||||
accountIssues: [],
|
||||
});
|
||||
|
||||
await vi.waitFor(() => {
|
||||
expect(adapter.cancelAllCount).toBeGreaterThanOrEqual(1);
|
||||
});
|
||||
|
||||
engine.stop();
|
||||
});
|
||||
});
|
||||
|
||||
@@ -0,0 +1,39 @@
|
||||
import { describe, expect, it } from "vitest";
|
||||
import { computeStopLossPnl } from "../src/utils/pnl";
|
||||
|
||||
describe("computeStopLossPnl", () => {
|
||||
it("falls back to exchange-provided unrealized PnL when entryPrice is missing", () => {
|
||||
const pnl = computeStopLossPnl(
|
||||
{ positionAmt: 1, entryPrice: 0, unrealizedProfit: -2000, markPrice: null },
|
||||
40000,
|
||||
40010
|
||||
);
|
||||
expect(pnl).toBe(-2000);
|
||||
});
|
||||
|
||||
it("uses best bid/ask when entryPrice is available", () => {
|
||||
const longPnl = computeStopLossPnl(
|
||||
{ positionAmt: 1, entryPrice: 100, unrealizedProfit: -5, markPrice: null },
|
||||
90,
|
||||
91
|
||||
);
|
||||
expect(longPnl).toBe(-10);
|
||||
|
||||
const shortPnl = computeStopLossPnl(
|
||||
{ positionAmt: -2, entryPrice: 100, unrealizedProfit: -5, markPrice: null },
|
||||
95,
|
||||
105
|
||||
);
|
||||
expect(shortPnl).toBe(-10);
|
||||
});
|
||||
|
||||
it("falls back to exchange-provided unrealized PnL when best prices are unavailable", () => {
|
||||
const pnl = computeStopLossPnl(
|
||||
{ positionAmt: 1, entryPrice: 100, unrealizedProfit: -123, markPrice: null },
|
||||
null,
|
||||
null
|
||||
);
|
||||
expect(pnl).toBe(-123);
|
||||
});
|
||||
});
|
||||
|
||||
@@ -0,0 +1,55 @@
|
||||
import { afterEach, describe, expect, it, vi } from "vitest";
|
||||
import { StandxGateway } from "../src/exchanges/standx/gateway";
|
||||
|
||||
const ORIGINAL_FETCH = globalThis.fetch;
|
||||
|
||||
afterEach(() => {
|
||||
globalThis.fetch = ORIGINAL_FETCH;
|
||||
vi.restoreAllMocks();
|
||||
});
|
||||
|
||||
describe("StandxGateway REST health", () => {
|
||||
it("emits unhealthy after 3 consecutive REST failures, then healthy after a success", async () => {
|
||||
const gateway = new StandxGateway({
|
||||
token: "test-token",
|
||||
symbol: "BTC-USD",
|
||||
baseUrl: "https://example.com",
|
||||
wsUrl: "wss://example.com/ws",
|
||||
logger: () => {},
|
||||
});
|
||||
|
||||
const events: Array<{ state: string; consecutiveErrors: number }> = [];
|
||||
gateway.onRestHealthEvent((state, info) => {
|
||||
events.push({ state, consecutiveErrors: info.consecutiveErrors });
|
||||
});
|
||||
|
||||
globalThis.fetch = vi.fn(async () => {
|
||||
return {
|
||||
ok: false,
|
||||
status: 500,
|
||||
text: async () => "server error",
|
||||
} as any;
|
||||
}) as any;
|
||||
|
||||
await expect(gateway.queryOpenOrders("BTC-USD")).rejects.toThrow();
|
||||
await expect(gateway.queryOpenOrders("BTC-USD")).rejects.toThrow();
|
||||
await expect(gateway.queryOpenOrders("BTC-USD")).rejects.toThrow();
|
||||
|
||||
expect(events).toEqual([{ state: "unhealthy", consecutiveErrors: 3 }]);
|
||||
|
||||
globalThis.fetch = vi.fn(async () => {
|
||||
return {
|
||||
ok: true,
|
||||
status: 200,
|
||||
text: async () => "[]",
|
||||
} as any;
|
||||
}) as any;
|
||||
|
||||
await expect(gateway.queryOpenOrders("BTC-USD")).resolves.toEqual([]);
|
||||
expect(events).toEqual([
|
||||
{ state: "unhealthy", consecutiveErrors: 3 },
|
||||
{ state: "healthy", consecutiveErrors: 0 },
|
||||
]);
|
||||
});
|
||||
});
|
||||
|
||||
Reference in New Issue
Block a user