feat: 添加期现套利策略支持，更新相关配置和界面，增强 Aster 现货 API 客户端功能

2026-09-10 16:58:08 +00:00 · 2025-10-07 00:23:24 +08:00
parent 1bd3e7edc6
commit d7a95ceb36
11 changed files with 3971 additions and 39 deletions
@@ -0,0 +1,134 @@
+import React, { useEffect, useMemo, useRef, useState } from "react";
+import { Box, Text, useInput } from "ink";
+import { basisConfig } from "../config";
+import { getExchangeDisplayName, resolveExchangeId } from "../exchanges/create-adapter";
+import { buildAdapterFromEnv } from "../exchanges/resolve-from-env";
+import { BasisArbEngine, type BasisArbSnapshot } from "../strategy/basis-arb-engine";
+import { formatNumber } from "../utils/format";
+
+interface BasisAppProps {
+  onExit: () => void;
+}
+
+const inputSupported = Boolean(process.stdin && (process.stdin as any).isTTY);
+
+export function BasisApp({ onExit }: BasisAppProps) {
+  const [snapshot, setSnapshot] = useState<BasisArbSnapshot | null>(null);
+  const [error, setError] = useState<Error | null>(null);
+  const engineRef = useRef<BasisArbEngine | null>(null);
+  const exchangeId = useMemo(() => resolveExchangeId(), []);
+  const exchangeName = useMemo(() => getExchangeDisplayName(exchangeId), [exchangeId]);
+
+  useInput(
+    (input, key) => {
+      if (key.escape) {
+        engineRef.current?.stop();
+        onExit();
+      }
+    },
+    { isActive: inputSupported }
+  );
+
+  useEffect(() => {
+    if (exchangeId !== "aster") {
+      setError(new Error("期现套利策略目前仅支持 Aster 交易所。请设置 EXCHANGE=aster 后重试。"));
+      return;
+    }
+    try {
+      const adapter = buildAdapterFromEnv({ exchangeId, symbol: basisConfig.futuresSymbol });
+      const engine = new BasisArbEngine(basisConfig, adapter);
+      engineRef.current = engine;
+      setSnapshot(engine.getSnapshot());
+      const handler = (next: BasisArbSnapshot) => {
+        setSnapshot({ ...next, tradeLog: [...next.tradeLog] });
+      };
+      engine.on("update", handler);
+      engine.start();
+      return () => {
+        engine.off("update", handler);
+        engine.stop();
+      };
+    } catch (err) {
+      console.error(err);
+      setError(err instanceof Error ? err : new Error(String(err)));
+    }
+  }, [exchangeId]);
+
+  if (error) {
+    return (
+      <Box flexDirection="column" padding={1}>
+        <Text color="red">无法启动期现套利策略: {error.message}</Text>
+        <Text color="gray">按 Esc 返回菜单。</Text>
+      </Box>
+    );
+  }
+
+  if (!snapshot) {
+    return (
+      <Box padding={1}>
+        <Text>正在初始化期现套利监控…</Text>
+      </Box>
+    );
+  }
+
+  const futuresBid = formatNumber(snapshot.futuresBid, 4);
+  const futuresAsk = formatNumber(snapshot.futuresAsk, 4);
+  const spotBid = formatNumber(snapshot.spotBid, 4);
+  const spotAsk = formatNumber(snapshot.spotAsk, 4);
+  const spread = formatNumber(snapshot.spread, 4);
+  const spreadBps = formatNumber(snapshot.spreadBps, 2);
+  const netSpread = formatNumber(snapshot.netSpread, 4);
+  const netSpreadBps = formatNumber(snapshot.netSpreadBps, 2);
+  const lastUpdated = snapshot.lastUpdated ? new Date(snapshot.lastUpdated).toLocaleTimeString() : "-";
+  const futuresUpdated = snapshot.futuresLastUpdate ? new Date(snapshot.futuresLastUpdate).toLocaleTimeString() : "-";
+  const spotUpdated = snapshot.spotLastUpdate ? new Date(snapshot.spotLastUpdate).toLocaleTimeString() : "-";
+  const feedStatus = snapshot.feedStatus;
+  const lastLogs = snapshot.tradeLog.slice(-5);
+
+  return (
+    <Box flexDirection="column" paddingX={1}>
+      <Box flexDirection="column" marginBottom={1}>
+        <Text color="cyanBright">Basis Arbitrage Dashboard</Text>
+        <Text>
+          交易所: {exchangeName} ｜ 期货合约: {snapshot.futuresSymbol} ｜ 现货交易对: {snapshot.spotSymbol}
+        </Text>
+        <Text color="gray">按 Esc 返回策略选择 ｜ 数据状态: 期货({feedStatus.futures ? "OK" : "--"}) 现货({feedStatus.spot ? "OK" : "--"})</Text>
+        <Text color="gray">最近更新时间: {lastUpdated}</Text>
+      </Box>
+
+      <Box flexDirection="row" marginBottom={1}>
+        <Box flexDirection="column" marginRight={4}>
+          <Text color="greenBright">期货盘口</Text>
+          <Text>买一: {futuresBid} ｜ 卖一: {futuresAsk}</Text>
+          <Text color="gray">更新时间: {futuresUpdated}</Text>
+        </Box>
+        <Box flexDirection="column">
+          <Text color="greenBright">现货盘口</Text>
+          <Text>买一: {spotBid} ｜ 卖一: {spotAsk}</Text>
+          <Text color="gray">更新时间: {spotUpdated}</Text>
+        </Box>
+      </Box>
+
+      <Box flexDirection="column" marginBottom={1}>
+        <Text color={snapshot.opportunity ? "greenBright" : "redBright"}>套利差价（卖期货 / 买现货）</Text>
+        <Text color={snapshot.opportunity ? "green" : undefined}>毛价差: {spread} USDT ｜ {spreadBps} bp</Text>
+        <Text color={snapshot.opportunity ? "green" : "red"}>
+          扣除 taker 手续费 ({(basisConfig.takerFeeRate * 100).toFixed(4)}% × 双边): {netSpread} USDT ｜ {netSpreadBps} bp
+        </Text>
+      </Box>
+
+      <Box flexDirection="column">
+        <Text color="yellow">最近事件</Text>
+        {lastLogs.length ? (
+          lastLogs.map((entry, index) => (
+            <Text key={`${entry.time}-${index}`}>
+              [{entry.time}] [{entry.type}] {entry.detail}
+            </Text>
+          ))
+        ) : (
+          <Text color="gray">暂无日志</Text>
+        )}
+      </Box>
+    </Box>
+  );
+}