Files
ritmex-bot/src/ui/SwingApp.tsx
T
discountry c4559cb0d7 Add swing trading strategy with RSI signals and Binance integration
- Introduced a new swing trading strategy utilizing the RSI indicator on the ETHBTC pair from Binance.
- Implemented the `SwingEngine` to manage trading logic, including entry and exit conditions based on RSI thresholds.
- Added configuration options for swing direction, trade amount, and RSI parameters in `config.ts`.
- Created new documentation for the swing strategy, detailing its behavior and configuration.
- Enhanced CLI to support the new swing strategy option.
- Added tests for swing logic to ensure correct behavior under various market conditions.
2026-01-31 16:15:07 +08:00

218 lines
7.7 KiB
TypeScript

import React, { useEffect, useMemo, useRef, useState } from "react";
import { Box, Text, useInput } from "ink";
import { swingConfig } from "../config";
import { getExchangeDisplayName, resolveExchangeId } from "../exchanges/create-adapter";
import { buildAdapterFromEnv } from "../exchanges/resolve-from-env";
import { SwingEngine, type SwingEngineSnapshot } from "../strategy/swing-engine";
import { formatNumber } from "../utils/format";
import { DataTable, type TableColumn } from "./components/DataTable";
import { t } from "../i18n";
const READY_MESSAGE = t("swing.readyMessage");
interface SwingAppProps {
onExit: () => void;
}
const inputSupported = Boolean(process.stdin && (process.stdin as any).isTTY);
export function SwingApp({ onExit }: SwingAppProps) {
const [snapshot, setSnapshot] = useState<SwingEngineSnapshot | null>(null);
const [error, setError] = useState<Error | null>(null);
const engineRef = useRef<SwingEngine | 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(() => {
try {
const adapter = buildAdapterFromEnv({ exchangeId, symbol: swingConfig.symbol });
const engine = new SwingEngine(swingConfig, adapter);
engineRef.current = engine;
setSnapshot(engine.getSnapshot());
const handler = (next: SwingEngineSnapshot) => {
setSnapshot({ ...next, tradeLog: [...next.tradeLog], openOrders: [...next.openOrders] });
};
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">{t("common.startFailed", { message: error.message })}</Text>
<Text color="gray">{t("common.checkEnv")}</Text>
</Box>
);
}
if (!snapshot) {
return (
<Box padding={1}>
<Text>{t("common.initializing", { target: t("swing.name") })}</Text>
</Box>
);
}
const zoneLabel =
snapshot.rsiZone === "overbought"
? t("swing.zone.overbought")
: snapshot.rsiZone === "oversold"
? t("swing.zone.oversold")
: snapshot.rsiZone === "neutral"
? t("swing.zone.neutral")
: t("swing.zone.unknown");
const phaseLabel =
snapshot.phase === "disabled"
? t("swing.phase.disabled")
: snapshot.phase === "initializing"
? t("swing.phase.initializing")
: snapshot.phase === "waiting_open_short"
? t("swing.phase.waitingOpenShort")
: snapshot.phase === "waiting_close_short"
? t("swing.phase.waitingCloseShort")
: snapshot.phase === "waiting_open_long"
? t("swing.phase.waitingOpenLong")
: snapshot.phase === "waiting_close_long"
? t("swing.phase.waitingCloseLong")
: t("swing.phase.observing");
const lastLogs = snapshot.tradeLog.slice(-5);
const sortedOrders = [...snapshot.openOrders].sort(
(a, b) => (Number(b.updateTime ?? 0) - Number(a.updateTime ?? 0)) || Number(b.orderId) - Number(a.orderId)
);
const orderRows = sortedOrders.slice(0, 8).map((order) => ({
id: order.orderId,
side: order.side,
type: order.type,
price: order.price,
qty: order.origQty,
filled: order.executedQty,
status: order.status,
}));
const orderColumns: TableColumn[] = [
{ key: "id", header: "ID", align: "right", minWidth: 6 },
{ key: "side", header: "Side", minWidth: 4 },
{ key: "type", header: "Type", minWidth: 10 },
{ key: "price", header: "Price", align: "right", minWidth: 10 },
{ key: "qty", header: "Qty", align: "right", minWidth: 8 },
{ key: "filled", header: "Filled", align: "right", minWidth: 8 },
{ key: "status", header: "Status", minWidth: 10 },
];
const hasPosition = Math.abs(snapshot.position.positionAmt) > 1e-5;
return (
<Box flexDirection="column" paddingX={1} paddingY={0}>
<Box flexDirection="column" marginBottom={1}>
<Text color="cyanBright">{t("swing.title")}</Text>
<Text>
{t("swing.headerLine", {
exchange: exchangeName,
symbol: snapshot.symbol,
direction: snapshot.direction,
lastPrice: formatNumber(snapshot.lastPrice, 6),
phase: phaseLabel,
})}
</Text>
<Text color="gray">
{t("swing.signalLine", {
binanceSymbol: "ETHBTC",
binancePrice: formatNumber(snapshot.binancePrice, 8),
rsi: formatNumber(snapshot.rsi, 2),
zone: zoneLabel,
connection: snapshot.binanceConnection,
})}
</Text>
<Text color={snapshot.disabled ? "red" : "gray"}>
{t("swing.statusLine", {
status: snapshot.disabled
? t("status.paused")
: snapshot.ready
? t("status.live")
: READY_MESSAGE,
})}
</Text>
{snapshot.error ? <Text color="red">{snapshot.error}</Text> : null}
</Box>
<Box flexDirection="row" marginBottom={1}>
<Box flexDirection="column" marginRight={4}>
<Text color="greenBright">{t("common.section.position")}</Text>
{hasPosition ? (
<>
<Text>
{t("swing.positionLine", {
direction: snapshot.position.positionAmt > 0 ? t("common.direction.long") : t("common.direction.short"),
qty: formatNumber(Math.abs(snapshot.position.positionAmt), 4),
entry: formatNumber(snapshot.position.entryPrice, 6),
})}
</Text>
<Text>
{t("swing.pnlLine", {
pnl: formatNumber(snapshot.pnl, 4),
unrealized: formatNumber(snapshot.unrealized, 4),
})}
</Text>
<Text color={snapshot.stopLossKillSwitch ? "red" : "gray"}>
{t("swing.stopLine", { stop: formatNumber(snapshot.stopLossTarget, 6) })}
</Text>
</>
) : (
<Text color="gray">{t("common.noPosition")}</Text>
)}
</Box>
<Box flexDirection="column">
<Text color="greenBright">{t("swing.stateTitle")}</Text>
<Text color="gray">
{t("swing.armedLine", {
se: snapshot.armed.armedShortEntry ? "Y" : "N",
sx: snapshot.armed.armedShortExit ? "Y" : "N",
le: snapshot.armed.armedLongEntry ? "Y" : "N",
lx: snapshot.armed.armedLongExit ? "Y" : "N",
})}
</Text>
<Text color="gray">{t("swing.volumeLine", { volume: formatNumber(snapshot.sessionVolume, 2) })}</Text>
</Box>
</Box>
<Box flexDirection="column" marginBottom={1}>
<Text color="yellow">{t("common.section.orders")}</Text>
{orderRows.length > 0 ? <DataTable columns={orderColumns} rows={orderRows} /> : <Text color="gray">{t("common.noOrders")}</Text>}
</Box>
<Box flexDirection="column">
<Text color="yellow">{t("common.section.recentTrades")}</Text>
{lastLogs.length > 0 ? (
lastLogs.map((item, index) => (
<Text key={`${item.time}-${index}`}>
[{item.time}] [{item.type}] {item.detail}
</Text>
))
) : (
<Text color="gray">{t("common.noLogs")}</Text>
)}
</Box>
</Box>
);
}