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Enhance environment variable parsing and account snapshot validation

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- 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:
discountry
2026-01-24 22:46:14 +08:00
parent fe7b8eb6f3
commit a629bc940c
14 changed files with 738 additions and 46 deletions
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src/strategy/maker-points-engine.ts
+131 -21
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@@ -10,9 +10,9 @@ import { formatPriceToString } from "../utils/math";
import { createTradeLog, type TradeLogEntry } from "../logging/trade-log";
import { extractMessage, isInsufficientBalanceError, isPrecisionError, isRateLimitError, isUnknownOrderError } from "../utils/errors";
import { isOrderActiveStatus } from "../utils/order-status";
import { getPosition, parseSymbolParts } from "../utils/strategy";
import { getPosition, parseSymbolParts, validateAccountSnapshotForSymbol } from "../utils/strategy";
import type { PositionSnapshot } from "../utils/strategy";
import { computePositionPnl } from "../utils/pnl";
import { computePositionPnl, computeStopLossPnl } from "../utils/pnl";
import { getDepthBetweenPrices, getMidOrLast, getTopPrices } from "../utils/price";
import {
marketClose,
@@ -95,6 +95,8 @@ const STOP_LOSS_CHECK_INTERVAL_MS = 250; // 止损检查最大间隔
const STOP_LOSS_RETRY_INTERVAL_MS = 500; // 止损失败后重试间隔
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;
export class MakerPointsEngine {
private accountSnapshot: AsterAccountSnapshot | null = null;
@@ -180,6 +182,9 @@ export class MakerPointsEngine {
// 防御模式下的 REST 轮询定时器
private defenseRestPollTimer: ReturnType<typeof setTimeout> | null = null;
private defenseRestPollActive = false;
private standxRestConsecutiveErrors = 0;
private standxRestUnhealthy = false;
private standxRestLastError: string | null = null;
constructor(private readonly config: MakerPointsConfig, private readonly exchange: ExchangeAdapter) {
this.tradeLog = createTradeLog(this.config.maxLogEntries);
@@ -276,6 +281,7 @@ export class MakerPointsEngine {
private bootstrap(): void {
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
this.setupRestHealthProtection();
safeSubscribe<AsterAccountSnapshot>(
this.exchange.watchAccount.bind(this.exchange),
@@ -377,6 +383,36 @@ export class MakerPointsEngine {
});
}
private setupRestHealthProtection(): void {
if (!this.exchange.onRestHealthEvent) return;
this.exchange.onRestHealthEvent((state, info) => {
if (state === "unhealthy") {
this.standxRestUnhealthy = true;
this.standxRestConsecutiveErrors = Math.max(this.standxRestConsecutiveErrors, info.consecutiveErrors);
this.standxRestLastError = info.error ?? this.standxRestLastError;
if (!this.defenseMode && this.standxRestConsecutiveErrors >= STANDX_REST_ERROR_DEFENSE_THRESHOLD) {
this.enterDefenseMode({
standxDepthStale: false,
binanceStale: false,
standxAccountStale: false,
accountInvalid: false,
standxRestUnhealthy: true,
standxRestConsecutiveErrors: this.standxRestConsecutiveErrors,
standxRestLastError: this.standxRestLastError,
standxDepthAge: 0,
binanceAge: 0,
standxAccountAge: 0,
accountIssues: [],
});
}
} else if (state === "healthy") {
this.standxRestUnhealthy = false;
this.standxRestConsecutiveErrors = 0;
this.standxRestLastError = null;
}
});
}
/**
* 处理断连事件
*/
@@ -498,6 +534,26 @@ export class MakerPointsEngine {
this.emitUpdate();
return;
}
const accountHealth = validateAccountSnapshotForSymbol(this.accountSnapshot, this.config.symbol);
if (!accountHealth.ok && !this.defenseMode) {
this.enterDefenseMode({
standxDepthStale: false,
binanceStale: false,
standxAccountStale: false,
accountInvalid: true,
standxRestUnhealthy: false,
standxRestConsecutiveErrors: this.standxRestConsecutiveErrors,
standxRestLastError: this.standxRestLastError,
standxDepthAge: 0,
binanceAge: 0,
standxAccountAge: 0,
accountIssues: accountHealth.issues,
});
this.emitUpdate();
return;
}
this.resetReadinessFlags();
if (!(await this.ensureStartupOrderReset())) {
this.emitUpdate();
@@ -979,15 +1035,7 @@ export class MakerPointsEngine {
*/
private computeRealtimePnl(position: PositionSnapshot): number | null {
const { topBid, topAsk } = getTopPrices(this.depthSnapshot);
// 使用实时深度计算 PnL
if (topBid != null && topAsk != null) {
return computePositionPnl(position, topBid, topAsk);
}
// 回退到账户推送的数据
if (Number.isFinite(position.unrealizedProfit)) {
return position.unrealizedProfit;
}
return null;
return computeStopLossPnl(position, topBid, topAsk);
}
private async checkStopLoss(): Promise<void> {
@@ -1533,24 +1581,36 @@ export class MakerPointsEngine {
/**
* 检查数据是否过时，进入或退出防御模式
* 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
* 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;
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）