From 0efd4a5fc3d16fe98fc6f75d78e64cffeda420c8 Mon Sep 17 00:00:00 2001 From: WrBug Date: Sat, 14 Feb 2026 05:22:56 +0800 Subject: [PATCH] =?UTF-8?q?feat(crypto-tail):=20=E5=B0=BE=E7=9B=98?= =?UTF-8?q?=E7=AD=96=E7=95=A5=E6=94=B6=E7=9B=8A=E4=B8=8E=E8=83=9C=E7=8E=87?= =?UTF-8?q?=EF=BC=9A=E8=BD=AE=E8=AF=A2=E6=9C=AA=E7=BB=93=E7=AE=97=E8=AE=A2?= =?UTF-8?q?=E5=8D=95=E5=B9=B6=E5=9B=9E=E5=86=99=E6=94=B6=E7=9B=8A?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit - 新增 V35 迁移：trigger 表增加 condition_id/resolved/winner_outcome_index/realized_pnl/settled_at - 新增 CryptoTailSettlementService：每 10s 轮询 success 未结算订单，Gamma+链上查结算，优先用 CLOB 订单实际成交价与成交量算收益 - 防重叠：与订单轮询一致使用 Job+CoroutineScope，上一轮未结束则跳过 - 策略/触发 DTO 暴露 totalRealizedPnl、胜率及单笔 resolved/realizedPnl Co-authored-by: Cursor --- .../dto/CryptoTailStrategyDto.kt | 15 ++ .../entity/CryptoTailStrategyTrigger.kt | 15 ++ .../CryptoTailStrategyTriggerRepository.kt | 18 ++ .../cryptotail/CryptoTailSettlementService.kt | 236 ++++++++++++++++++ .../cryptotail/CryptoTailStrategyService.kt | 53 ++-- ..._crypto_tail_trigger_settlement_fields.sql | 13 + 6 files changed, 332 insertions(+), 18 deletions(-) create mode 100644 backend/src/main/kotlin/com/wrbug/polymarketbot/service/cryptotail/CryptoTailSettlementService.kt create mode 100644 backend/src/main/resources/db/migration/V35__add_crypto_tail_trigger_settlement_fields.sql diff --git a/backend/src/main/kotlin/com/wrbug/polymarketbot/dto/CryptoTailStrategyDto.kt b/backend/src/main/kotlin/com/wrbug/polymarketbot/dto/CryptoTailStrategyDto.kt index bf61c26..fb61155 100644 --- a/backend/src/main/kotlin/com/wrbug/polymarketbot/dto/CryptoTailStrategyDto.kt +++ b/backend/src/main/kotlin/com/wrbug/polymarketbot/dto/CryptoTailStrategyDto.kt @@ -59,6 +59,14 @@ data class CryptoTailStrategyDto( val amountValue: String = "0", val enabled: Boolean = true, val lastTriggerAt: Long? = null, + /** 已实现总收益 USDC（已结算订单的 realizedPnl 之和） */ + val totalRealizedPnl: String? = null, + /** 已结算笔数（用于胜率分母） */ + val settledCount: Long = 0L, + /** 已结算中赢的笔数（用于胜率分子） */ + val winCount: Long = 0L, + /** 胜率 0~1（已结算时 = winCount/settledCount，无结算为 null） */ + val winRate: String? = null, val createdAt: Long = 0L, val updatedAt: Long = 0L ) @@ -101,6 +109,13 @@ data class CryptoTailStrategyTriggerDto( val orderId: String? = null, val status: String = "success", val failReason: String? = null, + /** 是否已结算 */ + val resolved: Boolean = false, + /** 已实现盈亏 USDC（结算后有值） */ + val realizedPnl: String? = null, + /** 市场赢家 outcome 索引（结算后有值） */ + val winnerOutcomeIndex: Int? = null, + val settledAt: Long? = null, val createdAt: Long = 0L ) diff --git a/backend/src/main/kotlin/com/wrbug/polymarketbot/entity/CryptoTailStrategyTrigger.kt b/backend/src/main/kotlin/com/wrbug/polymarketbot/entity/CryptoTailStrategyTrigger.kt index 3e7a07d..50cc554 100644 --- a/backend/src/main/kotlin/com/wrbug/polymarketbot/entity/CryptoTailStrategyTrigger.kt +++ b/backend/src/main/kotlin/com/wrbug/polymarketbot/entity/CryptoTailStrategyTrigger.kt @@ -35,6 +35,21 @@ data class CryptoTailStrategyTrigger( @Column(name = "order_id", length = 128) val orderId: String? = null, + @Column(name = "condition_id", length = 66) + var conditionId: String? = null, + + @Column(name = "resolved", nullable = false) + var resolved: Boolean = false, + + @Column(name = "winner_outcome_index") + var winnerOutcomeIndex: Int? = null, + + @Column(name = "realized_pnl", precision = 20, scale = 8) + var realizedPnl: BigDecimal? = null, + + @Column(name = "settled_at") + var settledAt: Long? = null, + @Column(name = "status", nullable = false, length = 20) val status: String = "success", diff --git a/backend/src/main/kotlin/com/wrbug/polymarketbot/repository/CryptoTailStrategyTriggerRepository.kt b/backend/src/main/kotlin/com/wrbug/polymarketbot/repository/CryptoTailStrategyTriggerRepository.kt index 5e99297..e28986a 100644 --- a/backend/src/main/kotlin/com/wrbug/polymarketbot/repository/CryptoTailStrategyTriggerRepository.kt +++ b/backend/src/main/kotlin/com/wrbug/polymarketbot/repository/CryptoTailStrategyTriggerRepository.kt @@ -4,6 +4,9 @@ import com.wrbug.polymarketbot.entity.CryptoTailStrategyTrigger import org.springframework.data.domain.Page import org.springframework.data.domain.Pageable import org.springframework.data.jpa.repository.JpaRepository +import org.springframework.data.jpa.repository.Query +import org.springframework.data.repository.query.Param +import java.math.BigDecimal interface CryptoTailStrategyTriggerRepository : JpaRepository { @@ -11,4 +14,19 @@ interface CryptoTailStrategyTriggerRepository : JpaRepository fun findAllByStrategyIdAndStatusOrderByCreatedAtDesc(strategyId: Long, status: String, pageable: Pageable): Page fun countByStrategyIdAndStatus(strategyId: Long, status: String): Long + + /** 轮询结算：状态成功且未结算的触发记录（用于定时扫描并回写收益） */ + fun findByStatusAndResolvedOrderByCreatedAtAsc(status: String, resolved: Boolean): List + + /** 策略已结算订单的总已实现盈亏（用于收益统计） */ + @Query("SELECT COALESCE(SUM(t.realizedPnl), 0) FROM CryptoTailStrategyTrigger t WHERE t.strategyId = :strategyId AND t.resolved = true") + fun sumRealizedPnlByStrategyId(@Param("strategyId") strategyId: Long): BigDecimal? + + /** 策略已结算订单笔数（用于胜率分母） */ + @Query("SELECT COUNT(t) FROM CryptoTailStrategyTrigger t WHERE t.strategyId = :strategyId AND t.resolved = true") + fun countResolvedByStrategyId(@Param("strategyId") strategyId: Long): Long + + /** 策略已结算中赢的笔数（outcome_index = winner_outcome_index） */ + @Query("SELECT COUNT(t) FROM CryptoTailStrategyTrigger t WHERE t.strategyId = :strategyId AND t.resolved = true AND t.outcomeIndex = t.winnerOutcomeIndex") + fun countWinsByStrategyId(@Param("strategyId") strategyId: Long): Long } diff --git a/backend/src/main/kotlin/com/wrbug/polymarketbot/service/cryptotail/CryptoTailSettlementService.kt b/backend/src/main/kotlin/com/wrbug/polymarketbot/service/cryptotail/CryptoTailSettlementService.kt new file mode 100644 index 0000000..c388397 --- /dev/null +++ b/backend/src/main/kotlin/com/wrbug/polymarketbot/service/cryptotail/CryptoTailSettlementService.kt @@ -0,0 +1,236 @@ +package com.wrbug.polymarketbot.service.cryptotail + +import com.wrbug.polymarketbot.api.GammaEventBySlugResponse +import com.wrbug.polymarketbot.entity.CryptoTailStrategy +import com.wrbug.polymarketbot.entity.CryptoTailStrategyTrigger +import com.wrbug.polymarketbot.repository.AccountRepository +import com.wrbug.polymarketbot.repository.CryptoTailStrategyRepository +import com.wrbug.polymarketbot.repository.CryptoTailStrategyTriggerRepository +import com.wrbug.polymarketbot.service.common.BlockchainService +import com.wrbug.polymarketbot.service.common.PolymarketClobService +import com.wrbug.polymarketbot.util.CryptoUtils +import com.wrbug.polymarketbot.util.RetrofitFactory +import com.wrbug.polymarketbot.util.gt +import com.wrbug.polymarketbot.util.multi +import com.wrbug.polymarketbot.util.toSafeBigDecimal +import kotlinx.coroutines.CoroutineScope +import kotlinx.coroutines.Dispatchers +import kotlinx.coroutines.Job +import kotlinx.coroutines.SupervisorJob +import kotlinx.coroutines.launch +import kotlinx.coroutines.runBlocking +import org.slf4j.LoggerFactory +import org.springframework.scheduling.annotation.Scheduled +import org.springframework.stereotype.Service +import org.springframework.transaction.annotation.Transactional +import java.math.BigDecimal +import java.math.RoundingMode + +/** + * 尾盘策略结算轮询服务 + * 定时扫描「状态成功但未结算」的触发记录，通过 Gamma 获取 conditionId、链上查询结算结果，计算收益并回写。 + * 收益优先使用 CLOB API 订单详情的实际成交价（price）与成交量（size_matched）计算；API 失败时回退为触发时的 amountUsdc + 固定价 0.99。 + */ +@Service +class CryptoTailSettlementService( + private val triggerRepository: CryptoTailStrategyTriggerRepository, + private val strategyRepository: CryptoTailStrategyRepository, + private val accountRepository: AccountRepository, + private val retrofitFactory: RetrofitFactory, + private val blockchainService: BlockchainService, + private val clobService: PolymarketClobService, + private val cryptoUtils: CryptoUtils +) { + + private val logger = LoggerFactory.getLogger(CryptoTailSettlementService::class.java) + + private val triggerFixedPrice = BigDecimal("0.99") + private val pnlScale = 8 + + private val settlementScope = CoroutineScope(Dispatchers.IO + SupervisorJob()) + + /** 跟踪上一轮结算任务的 Job，防止并发执行（与 OrderStatusUpdateService 一致） */ + @Volatile + private var settlementJob: Job? = null + + /** + * 定时轮询：每 10 秒执行一次。 + * 若上一轮任务仍在执行则跳过本次，避免并发重叠。 + */ + @Scheduled(fixedDelay = 10_000) + fun scheduledPollAndSettle() { + val previousJob = settlementJob + if (previousJob != null && previousJob.isActive) { + logger.debug("上一轮尾盘结算任务仍在执行，跳过本次调度") + return + } + settlementJob = settlementScope.launch { + try { + doPollAndSettle() + } catch (e: Exception) { + logger.error("尾盘策略结算定时任务异常: ${e.message}", e) + } finally { + settlementJob = null + } + } + } + + /** + * 轮询入口：拉取所有 status=success 且 resolved=false 的触发记录，逐条尝试结算并更新。 + * Controller/定时任务调用此方法（内部对 suspend 使用 runBlocking）。 + */ + @Transactional + fun pollAndSettle(): Int = runBlocking { + doPollAndSettle() + } + + private suspend fun doPollAndSettle(): Int { + val pending = triggerRepository.findByStatusAndResolvedOrderByCreatedAtAsc("success", false) + if (pending.isEmpty()) return 0 + var settledCount = 0 + for (trigger in pending) { + try { + if (settleOne(trigger)) settledCount++ + } catch (e: Exception) { + logger.warn("尾盘结算单条失败: triggerId=${trigger.id}, ${e.message}", e) + } + } + if (settledCount > 0) { + logger.info("尾盘策略结算轮询完成: 处理=${pending.size}, 新结算=$settledCount") + } + return settledCount + } + + /** + * 处理单条触发记录：解析 conditionId -> 查链上结算 -> 若已结算则计算 pnl 并更新。 + * @return true 表示本条已结算并更新 + */ + private suspend fun settleOne(trigger: CryptoTailStrategyTrigger): Boolean { + if (trigger.resolved) return false + val strategy = strategyRepository.findById(trigger.strategyId).orElse(null) ?: return false + val conditionId = resolveConditionId(strategy, trigger) + ?: return false + val (_, payouts) = blockchainService.getCondition(conditionId).getOrNull() ?: return false + if (payouts.isEmpty()) return false + val winnerIndex = payouts.indexOfFirst { it == java.math.BigInteger.ONE } + if (winnerIndex < 0) return false + + val won = trigger.outcomeIndex == winnerIndex + val pnl = computePnlFromApiOrFallback(trigger, strategy, won) + val now = System.currentTimeMillis() + + trigger.conditionId = conditionId + trigger.resolved = true + trigger.winnerOutcomeIndex = winnerIndex + trigger.realizedPnl = pnl + trigger.settledAt = now + triggerRepository.save(trigger) + logger.debug("尾盘结算已更新: triggerId=${trigger.id}, winnerOutcomeIndex=$winnerIndex, won=$won, pnl=$pnl") + return true + } + + private suspend fun resolveConditionId(strategy: CryptoTailStrategy, trigger: CryptoTailStrategyTrigger): String? { + if (!trigger.conditionId.isNullOrBlank()) return trigger.conditionId + val slug = "${strategy.marketSlugPrefix}-${trigger.periodStartUnix}" + val event = fetchEventBySlug(slug).getOrNull() ?: return null + val markets = event.markets ?: return null + val first = markets.firstOrNull() ?: return null + return first.conditionId?.takeIf { it.isNotBlank() } + } + + private suspend fun fetchEventBySlug(slug: String): Result { + return try { + val gammaApi = retrofitFactory.createGammaApi() + val response = gammaApi.getEventBySlug(slug) + if (response.isSuccessful && response.body() != null) { + Result.success(response.body()!!) + } else { + val msg = if (response.code() == 404) "404" else "code=${response.code()}" + Result.failure(Exception(msg)) + } + } catch (e: Exception) { + Result.failure(e) + } + } + + /** + * 优先用 CLOB API 订单详情的实际成交价与成交量计算收益；失败则用触发时的 amountUsdc + 固定价 0.99。 + */ + private suspend fun computePnlFromApiOrFallback( + trigger: CryptoTailStrategyTrigger, + strategy: CryptoTailStrategy, + won: Boolean + ): BigDecimal { + val fill = fetchOrderFill(trigger, strategy) + return if (fill != null) { + val (price, sizeMatched) = fill + if (price.gt(BigDecimal.ZERO) && sizeMatched.gt(BigDecimal.ZERO)) { + computePnlFromFill(price, sizeMatched, won) + } else { + computePnlFallback(trigger.amountUsdc, won) + } + } else { + computePnlFallback(trigger.amountUsdc, won) + } + } + + /** + * 通过 CLOB API 获取订单实际成交价与成交量；需 L2 认证（账户 API 凭证）。 + */ + private suspend fun fetchOrderFill( + trigger: CryptoTailStrategyTrigger, + strategy: CryptoTailStrategy + ): Pair? { + val orderId = trigger.orderId?.takeIf { it.isNotBlank() } ?: return null + val account = accountRepository.findById(strategy.accountId).orElse(null) ?: return null + if (account.apiKey == null || account.apiSecret == null || account.apiPassphrase == null) return null + val apiSecret = try { + account.apiSecret?.let { cryptoUtils.decrypt(it) } ?: "" + } catch (e: Exception) { + logger.debug("解密 apiSecret 失败: accountId=${account.id}", e) + return null + } + val apiPassphrase = try { + account.apiPassphrase?.let { cryptoUtils.decrypt(it) } ?: "" + } catch (e: Exception) { + logger.debug("解密 apiPassphrase 失败: accountId=${account.id}", e) + return null + } + val result = clobService.getOrder( + orderId = orderId, + apiKey = account.apiKey!!, + apiSecret = apiSecret, + apiPassphrase = apiPassphrase, + walletAddress = account.walletAddress + ) + return result.getOrNull()?.let { order -> + val price = order.price.toSafeBigDecimal() + val sizeMatched = order.sizeMatched.toSafeBigDecimal() + Pair(price, sizeMatched) + } + } + + /** + * 按实际成交价与成交量计算收益：成本 = sizeMatched * price；赢则赎回 sizeMatched * 1，输则 0。 + */ + private fun computePnlFromFill(price: BigDecimal, sizeMatched: BigDecimal, won: Boolean): BigDecimal { + val cost = sizeMatched.multi(price).setScale(pnlScale, RoundingMode.HALF_UP) + return if (won) { + sizeMatched.subtract(cost).setScale(pnlScale, RoundingMode.HALF_UP) + } else { + cost.negate() + } + } + + /** + * 回退收益计算：无 API 数据时用触发时的 amountUsdc 与固定价 0.99。 + * 赢: pnl = amountUsdc/0.99 - amountUsdc；输: pnl = -amountUsdc + */ + private fun computePnlFallback(amountUsdc: BigDecimal, won: Boolean): BigDecimal { + return if (won) { + amountUsdc.divide(triggerFixedPrice, pnlScale, RoundingMode.HALF_UP).subtract(amountUsdc) + } else { + amountUsdc.negate() + } + } +} diff --git a/backend/src/main/kotlin/com/wrbug/polymarketbot/service/cryptotail/CryptoTailStrategyService.kt b/backend/src/main/kotlin/com/wrbug/polymarketbot/service/cryptotail/CryptoTailStrategyService.kt index 2587567..cb28211 100644 --- a/backend/src/main/kotlin/com/wrbug/polymarketbot/service/cryptotail/CryptoTailStrategyService.kt +++ b/backend/src/main/kotlin/com/wrbug/polymarketbot/service/cryptotail/CryptoTailStrategyService.kt @@ -187,24 +187,37 @@ class CryptoTailStrategyService( fun getStrategy(strategyId: Long): CryptoTailStrategy? = strategyRepository.findById(strategyId).orElse(null) - private fun entityToDto(e: CryptoTailStrategy, lastTriggerAt: Long?): CryptoTailStrategyDto = CryptoTailStrategyDto( - id = e.id ?: 0L, - accountId = e.accountId, - name = e.name, - marketSlugPrefix = e.marketSlugPrefix, - marketTitle = null, - intervalSeconds = e.intervalSeconds, - windowStartSeconds = e.windowStartSeconds, - windowEndSeconds = e.windowEndSeconds, - minPrice = e.minPrice.toPlainString(), - maxPrice = e.maxPrice.toPlainString(), - amountMode = e.amountMode, - amountValue = e.amountValue.toPlainString(), - enabled = e.enabled, - lastTriggerAt = lastTriggerAt, - createdAt = e.createdAt, - updatedAt = e.updatedAt - ) + private fun entityToDto(e: CryptoTailStrategy, lastTriggerAt: Long?): CryptoTailStrategyDto { + val strategyId = e.id ?: 0L + val totalPnl = triggerRepository.sumRealizedPnlByStrategyId(strategyId) + val settledCount = triggerRepository.countResolvedByStrategyId(strategyId) + val winCount = triggerRepository.countWinsByStrategyId(strategyId) + val winRateStr = if (settledCount > 0L) { + BigDecimal(winCount).divide(BigDecimal(settledCount), 4, java.math.RoundingMode.HALF_UP).toPlainString() + } else null + return CryptoTailStrategyDto( + id = strategyId, + accountId = e.accountId, + name = e.name, + marketSlugPrefix = e.marketSlugPrefix, + marketTitle = null, + intervalSeconds = e.intervalSeconds, + windowStartSeconds = e.windowStartSeconds, + windowEndSeconds = e.windowEndSeconds, + minPrice = e.minPrice.toPlainString(), + maxPrice = e.maxPrice.toPlainString(), + amountMode = e.amountMode, + amountValue = e.amountValue.toPlainString(), + enabled = e.enabled, + lastTriggerAt = lastTriggerAt, + totalRealizedPnl = totalPnl?.toPlainString(), + settledCount = settledCount, + winCount = winCount, + winRate = winRateStr, + createdAt = e.createdAt, + updatedAt = e.updatedAt + ) + } private fun triggerToDto(t: CryptoTailStrategyTrigger): CryptoTailStrategyTriggerDto = CryptoTailStrategyTriggerDto( id = t.id ?: 0L, @@ -217,6 +230,10 @@ class CryptoTailStrategyService( orderId = t.orderId, status = t.status, failReason = t.failReason, + resolved = t.resolved, + realizedPnl = t.realizedPnl?.toPlainString(), + winnerOutcomeIndex = t.winnerOutcomeIndex, + settledAt = t.settledAt, createdAt = t.createdAt ) } diff --git a/backend/src/main/resources/db/migration/V35__add_crypto_tail_trigger_settlement_fields.sql b/backend/src/main/resources/db/migration/V35__add_crypto_tail_trigger_settlement_fields.sql new file mode 100644 index 0000000..c87fa3f --- /dev/null +++ b/backend/src/main/resources/db/migration/V35__add_crypto_tail_trigger_settlement_fields.sql @@ -0,0 +1,13 @@ +-- ============================================ +-- V35: 尾盘策略触发记录 - 结算与收益字段 +-- 用于轮询服务：扫描 success 但未结算的订单，查链上结算结果并回写收益 +-- ============================================ + +ALTER TABLE crypto_tail_strategy_trigger + ADD COLUMN condition_id VARCHAR(66) DEFAULT NULL COMMENT '市场 conditionId（用于查链上结算）' AFTER order_id, + ADD COLUMN resolved TINYINT(1) NOT NULL DEFAULT 0 COMMENT '是否已结算: 0=未结算, 1=已结算', + ADD COLUMN winner_outcome_index INT DEFAULT NULL COMMENT '市场赢家 outcome 索引（结算后写入）', + ADD COLUMN realized_pnl DECIMAL(20, 8) DEFAULT NULL COMMENT '已实现盈亏 USDC（赢为正，输为负）', + ADD COLUMN settled_at BIGINT DEFAULT NULL COMMENT '结算时间（毫秒时间戳）'; + +CREATE INDEX idx_trigger_settlement ON crypto_tail_strategy_trigger (status, resolved);