feat(crypto-tail): 尾盘策略完整实现与优化
- 尾盘策略 CRUD、订单簿 WS 订阅、周期内触发下单 - 订单簿订阅日志增加市场 slug，便于排查 - 移除轮询，完全依赖 WebSocket（删除 CryptoTailStrategyScheduler） - FIXED 模式数量改为小数、向上取整，与签名服务一致 - 前端策略列表页、多语言与 API 对接 Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
WrBug
@@ -2,6 +2,7 @@ package com.wrbug.polymarketbot.api
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import retrofit2.Response
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import retrofit2.http.GET
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import retrofit2.http.Path
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import retrofit2.http.Query
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/**
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@@ -26,8 +27,39 @@ interface PolymarketGammaApi {
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@Query("clob_token_ids") clobTokenIds: List<String>? = null,
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@Query("include_tag") includeTag: Boolean? = null
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): Response<List<MarketResponse>>
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/**
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* 根据 slug 获取事件（用于 5/15 分钟加密市场）
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* GET /events/slug/{slug}，如 btc-updown-5m-1771007400
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* 返回事件含 markets（conditionId、endDate、clobTokenIds 等）
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*/
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@GET("/events/slug/{slug}")
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suspend fun getEventBySlug(@Path("slug") slug: String): Response<GammaEventBySlugResponse>
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}
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/**
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* Gamma 按 slug 返回的事件结构
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*/
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data class GammaEventBySlugResponse(
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val id: String? = null,
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val slug: String? = null,
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val title: String? = null,
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val startDate: String? = null,
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val endDate: String? = null,
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val markets: List<GammaEventMarketItem>? = null
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)
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/**
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* 事件下的市场项（5/15 分钟市场为二元，通常两个 outcome）
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*/
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data class GammaEventMarketItem(
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val conditionId: String? = null,
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val question: String? = null,
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val endDate: String? = null,
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val startDate: String? = null,
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val clobTokenIds: String? = null
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)
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/**
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* 事件响应（从 MarketResponse.events 解析）
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*/
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+154
@@ -0,0 +1,154 @@
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package com.wrbug.polymarketbot.controller.cryptotail
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import com.wrbug.polymarketbot.dto.ApiResponse
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import com.wrbug.polymarketbot.dto.CryptoTailStrategyCreateRequest
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import com.wrbug.polymarketbot.dto.CryptoTailStrategyDeleteRequest
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import com.wrbug.polymarketbot.dto.CryptoTailStrategyDto
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import com.wrbug.polymarketbot.dto.CryptoTailStrategyListRequest
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import com.wrbug.polymarketbot.dto.CryptoTailStrategyListResponse
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import com.wrbug.polymarketbot.dto.CryptoTailStrategyTriggerListRequest
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import com.wrbug.polymarketbot.dto.CryptoTailStrategyTriggerListResponse
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import com.wrbug.polymarketbot.dto.CryptoTailStrategyUpdateRequest
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import com.wrbug.polymarketbot.dto.CryptoTailMarketOptionDto
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import com.wrbug.polymarketbot.enums.ErrorCode
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import com.wrbug.polymarketbot.service.cryptotail.CryptoTailStrategyService
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import org.slf4j.LoggerFactory
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import org.springframework.context.MessageSource
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import org.springframework.http.ResponseEntity
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import org.springframework.web.bind.annotation.PostMapping
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import org.springframework.web.bind.annotation.RequestBody
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import org.springframework.web.bind.annotation.RequestMapping
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import org.springframework.web.bind.annotation.RestController
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@RestController
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@RequestMapping("/api/crypto-tail-strategy")
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class CryptoTailStrategyController(
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private val cryptoTailStrategyService: CryptoTailStrategyService,
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private val messageSource: MessageSource
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) {
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private val logger = LoggerFactory.getLogger(CryptoTailStrategyController::class.java)
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@PostMapping("/list")
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fun list(@RequestBody request: CryptoTailStrategyListRequest): ResponseEntity<ApiResponse<CryptoTailStrategyListResponse>> {
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return try {
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val result = cryptoTailStrategyService.list(request)
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result.fold(
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onSuccess = { ResponseEntity.ok(ApiResponse.success(it)) },
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onFailure = { e ->
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logger.error("查询尾盘策略列表失败: ${e.message}", e)
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ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_CRYPTO_TAIL_STRATEGY_LIST_FETCH_FAILED, e.message, messageSource))
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}
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)
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} catch (e: Exception) {
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logger.error("查询尾盘策略列表异常: ${e.message}", e)
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ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_CRYPTO_TAIL_STRATEGY_LIST_FETCH_FAILED, e.message, messageSource))
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}
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}
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@PostMapping("/create")
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fun create(@RequestBody request: CryptoTailStrategyCreateRequest): ResponseEntity<ApiResponse<CryptoTailStrategyDto>> {
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return try {
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val result = cryptoTailStrategyService.create(request)
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result.fold(
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onSuccess = { ResponseEntity.ok(ApiResponse.success(it)) },
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onFailure = { e ->
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logger.error("创建尾盘策略失败: ${e.message}", e)
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val code = when (e.message) {
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ErrorCode.CRYPTO_TAIL_STRATEGY_WINDOW_INVALID.messageKey -> ErrorCode.CRYPTO_TAIL_STRATEGY_WINDOW_INVALID
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ErrorCode.CRYPTO_TAIL_STRATEGY_WINDOW_EXCEED.messageKey -> ErrorCode.CRYPTO_TAIL_STRATEGY_WINDOW_EXCEED
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ErrorCode.CRYPTO_TAIL_STRATEGY_INTERVAL_INVALID.messageKey -> ErrorCode.CRYPTO_TAIL_STRATEGY_INTERVAL_INVALID
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ErrorCode.CRYPTO_TAIL_STRATEGY_AMOUNT_MODE_INVALID.messageKey -> ErrorCode.CRYPTO_TAIL_STRATEGY_AMOUNT_MODE_INVALID
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else -> ErrorCode.SERVER_CRYPTO_TAIL_STRATEGY_CREATE_FAILED
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}
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ResponseEntity.ok(ApiResponse.error(code, messageSource = messageSource))
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}
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)
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} catch (e: Exception) {
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logger.error("创建尾盘策略异常: ${e.message}", e)
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ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_CRYPTO_TAIL_STRATEGY_CREATE_FAILED, e.message, messageSource))
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}
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}
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@PostMapping("/update")
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fun update(@RequestBody request: CryptoTailStrategyUpdateRequest): ResponseEntity<ApiResponse<CryptoTailStrategyDto>> {
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return try {
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if (request.strategyId <= 0) {
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return ResponseEntity.ok(ApiResponse.error(ErrorCode.CRYPTO_TAIL_STRATEGY_NOT_FOUND, messageSource = messageSource))
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}
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val result = cryptoTailStrategyService.update(request)
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result.fold(
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onSuccess = { ResponseEntity.ok(ApiResponse.success(it)) },
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onFailure = { e ->
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logger.error("更新尾盘策略失败: ${e.message}", e)
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val code = when (e.message) {
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ErrorCode.CRYPTO_TAIL_STRATEGY_NOT_FOUND.messageKey -> ErrorCode.CRYPTO_TAIL_STRATEGY_NOT_FOUND
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ErrorCode.CRYPTO_TAIL_STRATEGY_WINDOW_INVALID.messageKey -> ErrorCode.CRYPTO_TAIL_STRATEGY_WINDOW_INVALID
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ErrorCode.CRYPTO_TAIL_STRATEGY_WINDOW_EXCEED.messageKey -> ErrorCode.CRYPTO_TAIL_STRATEGY_WINDOW_EXCEED
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ErrorCode.CRYPTO_TAIL_STRATEGY_AMOUNT_MODE_INVALID.messageKey -> ErrorCode.CRYPTO_TAIL_STRATEGY_AMOUNT_MODE_INVALID
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else -> ErrorCode.SERVER_CRYPTO_TAIL_STRATEGY_UPDATE_FAILED
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}
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ResponseEntity.ok(ApiResponse.error(code, messageSource = messageSource))
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}
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)
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} catch (e: Exception) {
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logger.error("更新尾盘策略异常: ${e.message}", e)
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ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_CRYPTO_TAIL_STRATEGY_UPDATE_FAILED, e.message, messageSource))
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}
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}
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@PostMapping("/delete")
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fun delete(@RequestBody request: CryptoTailStrategyDeleteRequest): ResponseEntity<ApiResponse<Unit>> {
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return try {
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val strategyId = request.strategyId
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if (strategyId <= 0) {
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return ResponseEntity.ok(ApiResponse.error(ErrorCode.CRYPTO_TAIL_STRATEGY_NOT_FOUND, messageSource = messageSource))
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}
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val result = cryptoTailStrategyService.delete(strategyId)
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result.fold(
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onSuccess = { ResponseEntity.ok(ApiResponse.success(Unit)) },
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onFailure = { e ->
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logger.error("删除尾盘策略失败: ${e.message}", e)
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ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_CRYPTO_TAIL_STRATEGY_DELETE_FAILED, e.message, messageSource))
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}
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)
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} catch (e: Exception) {
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logger.error("删除尾盘策略异常: ${e.message}", e)
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ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_CRYPTO_TAIL_STRATEGY_DELETE_FAILED, e.message, messageSource))
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}
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}
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@PostMapping("/triggers")
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fun getTriggerRecords(@RequestBody request: CryptoTailStrategyTriggerListRequest): ResponseEntity<ApiResponse<CryptoTailStrategyTriggerListResponse>> {
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return try {
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if (request.strategyId <= 0) {
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return ResponseEntity.ok(ApiResponse.error(ErrorCode.CRYPTO_TAIL_STRATEGY_NOT_FOUND, messageSource = messageSource))
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}
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val result = cryptoTailStrategyService.getTriggerRecords(request)
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result.fold(
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onSuccess = { ResponseEntity.ok(ApiResponse.success(it)) },
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onFailure = { e ->
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logger.error("查询触发记录失败: ${e.message}", e)
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ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_CRYPTO_TAIL_STRATEGY_TRIGGERS_FETCH_FAILED, e.message, messageSource))
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}
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)
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} catch (e: Exception) {
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logger.error("查询触发记录异常: ${e.message}", e)
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ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_CRYPTO_TAIL_STRATEGY_TRIGGERS_FETCH_FAILED, e.message, messageSource))
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}
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}
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@PostMapping("/market-options")
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fun getMarketOptions(): ResponseEntity<ApiResponse<List<CryptoTailMarketOptionDto>>> {
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return try {
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val options = listOf(
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CryptoTailMarketOptionDto(slug = "btc-updown-5m", title = "Bitcoin Up or Down - 5 minute", intervalSeconds = 300, periodStartUnix = 0L, endDate = null),
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CryptoTailMarketOptionDto(slug = "btc-updown-15m", title = "Bitcoin Up or Down - 15 minute", intervalSeconds = 900, periodStartUnix = 0L, endDate = null)
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)
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ResponseEntity.ok(ApiResponse.success(options))
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} catch (e: Exception) {
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logger.error("获取市场选项异常: ${e.message}", e)
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ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_ERROR, e.message, messageSource))
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}
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}
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}
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@@ -0,0 +1,124 @@
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package com.wrbug.polymarketbot.dto
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/**
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* 尾盘策略创建请求
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* 金额与价格使用 String，后端转为 BigDecimal
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*/
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data class CryptoTailStrategyCreateRequest(
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val accountId: Long = 0L,
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val name: String? = null,
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val marketSlugPrefix: String = "",
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val intervalSeconds: Int = 300,
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val windowStartSeconds: Int = 0,
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val windowEndSeconds: Int = 0,
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val minPrice: String = "0",
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val maxPrice: String? = null,
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val amountMode: String = "RATIO",
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val amountValue: String = "0",
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val enabled: Boolean = true
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)
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/**
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* 尾盘策略更新请求
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*/
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data class CryptoTailStrategyUpdateRequest(
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val strategyId: Long = 0L,
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val name: String? = null,
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val windowStartSeconds: Int? = null,
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val windowEndSeconds: Int? = null,
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val minPrice: String? = null,
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val maxPrice: String? = null,
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val amountMode: String? = null,
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val amountValue: String? = null,
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val enabled: Boolean? = null
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)
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/**
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* 尾盘策略列表请求
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*/
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data class CryptoTailStrategyListRequest(
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val accountId: Long? = null,
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val enabled: Boolean? = null
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)
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/**
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* 尾盘策略 DTO（列表与详情）
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*/
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data class CryptoTailStrategyDto(
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val id: Long = 0L,
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val accountId: Long = 0L,
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val name: String? = null,
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val marketSlugPrefix: String = "",
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val marketTitle: String? = null,
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val intervalSeconds: Int = 0,
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val windowStartSeconds: Int = 0,
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val windowEndSeconds: Int = 0,
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val minPrice: String = "0",
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val maxPrice: String = "1",
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val amountMode: String = "RATIO",
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val amountValue: String = "0",
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val enabled: Boolean = true,
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val lastTriggerAt: Long? = null,
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val createdAt: Long = 0L,
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val updatedAt: Long = 0L
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)
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/**
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* 尾盘策略列表响应
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*/
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data class CryptoTailStrategyListResponse(
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val list: List<CryptoTailStrategyDto> = emptyList()
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)
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/**
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* 尾盘策略删除请求
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*/
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data class CryptoTailStrategyDeleteRequest(
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val strategyId: Long = 0L
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)
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/**
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* 触发记录列表请求
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*/
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data class CryptoTailStrategyTriggerListRequest(
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val strategyId: Long = 0L,
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val page: Int = 1,
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val pageSize: Int = 20,
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val status: String? = null
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)
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/**
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* 触发记录 DTO
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*/
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data class CryptoTailStrategyTriggerDto(
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val id: Long = 0L,
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val strategyId: Long = 0L,
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val periodStartUnix: Long = 0L,
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val marketTitle: String? = null,
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val outcomeIndex: Int = 0,
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val triggerPrice: String = "0",
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val amountUsdc: String = "0",
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val orderId: String? = null,
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val status: String = "success",
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val failReason: String? = null,
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val createdAt: Long = 0L
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)
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/**
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* 触发记录分页响应
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*/
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data class CryptoTailStrategyTriggerListResponse(
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val list: List<CryptoTailStrategyTriggerDto> = emptyList(),
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val total: Long = 0L
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)
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/**
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* 5/15 分钟市场项（供前端选择市场）
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*/
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data class CryptoTailMarketOptionDto(
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val slug: String = "",
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val title: String = "",
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val intervalSeconds: Int = 0,
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val periodStartUnix: Long = 0L,
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val endDate: String? = null
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)
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@@ -0,0 +1,56 @@
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package com.wrbug.polymarketbot.entity
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import jakarta.persistence.*
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import java.math.BigDecimal
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import com.wrbug.polymarketbot.util.toSafeBigDecimal
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/**
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* 加密市场尾盘策略实体
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* 5/15 分钟 Up or Down 市场，在周期内时间窗口、价格进入区间时市价买入
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*/
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@Entity
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@Table(name = "crypto_tail_strategy")
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data class CryptoTailStrategy(
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@Id
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@GeneratedValue(strategy = GenerationType.IDENTITY)
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val id: Long? = null,
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@Column(name = "account_id", nullable = false)
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val accountId: Long = 0L,
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@Column(name = "name", length = 255)
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val name: String? = null,
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@Column(name = "market_slug_prefix", nullable = false, length = 64)
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val marketSlugPrefix: String = "",
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@Column(name = "interval_seconds", nullable = false)
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val intervalSeconds: Int = 300,
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@Column(name = "window_start_seconds", nullable = false)
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val windowStartSeconds: Int = 0,
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@Column(name = "window_end_seconds", nullable = false)
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val windowEndSeconds: Int = 0,
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@Column(name = "min_price", nullable = false, precision = 20, scale = 8)
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val minPrice: BigDecimal = BigDecimal.ONE,
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@Column(name = "max_price", nullable = false, precision = 20, scale = 8)
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val maxPrice: BigDecimal = BigDecimal.ONE,
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@Column(name = "amount_mode", nullable = false, length = 10)
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val amountMode: String = "RATIO",
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@Column(name = "amount_value", nullable = false, precision = 20, scale = 8)
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val amountValue: BigDecimal = BigDecimal.ZERO,
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@Column(name = "enabled", nullable = false)
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val enabled: Boolean = true,
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@Column(name = "created_at", nullable = false)
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val createdAt: Long = System.currentTimeMillis(),
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@Column(name = "updated_at", nullable = false)
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var updatedAt: Long = System.currentTimeMillis()
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)
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@@ -0,0 +1,46 @@
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package com.wrbug.polymarketbot.entity
|
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import jakarta.persistence.*
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import java.math.BigDecimal
|
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import com.wrbug.polymarketbot.util.toSafeBigDecimal
|
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|
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/**
|
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* 尾盘策略触发记录
|
||||
*/
|
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@Entity
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@Table(name = "crypto_tail_strategy_trigger")
|
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data class CryptoTailStrategyTrigger(
|
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@Id
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@GeneratedValue(strategy = GenerationType.IDENTITY)
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val id: Long? = null,
|
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|
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@Column(name = "strategy_id", nullable = false)
|
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val strategyId: Long = 0L,
|
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|
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@Column(name = "period_start_unix", nullable = false)
|
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val periodStartUnix: Long = 0L,
|
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|
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@Column(name = "market_title", length = 500)
|
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val marketTitle: String? = null,
|
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|
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@Column(name = "outcome_index", nullable = false)
|
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val outcomeIndex: Int = 0,
|
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|
||||
@Column(name = "trigger_price", nullable = false, precision = 20, scale = 8)
|
||||
val triggerPrice: BigDecimal = BigDecimal.ZERO,
|
||||
|
||||
@Column(name = "amount_usdc", nullable = false, precision = 20, scale = 8)
|
||||
val amountUsdc: BigDecimal = BigDecimal.ZERO,
|
||||
|
||||
@Column(name = "order_id", length = 128)
|
||||
val orderId: String? = null,
|
||||
|
||||
@Column(name = "status", nullable = false, length = 20)
|
||||
val status: String = "success",
|
||||
|
||||
@Column(name = "fail_reason", length = 500)
|
||||
val failReason: String? = null,
|
||||
|
||||
@Column(name = "created_at", nullable = false)
|
||||
val createdAt: Long = System.currentTimeMillis()
|
||||
)
|
||||
@@ -158,6 +158,13 @@ enum class ErrorCode(
|
||||
ACCOUNT_BALANCE_FETCH_FAILED(4707, "查询账户余额失败", "error.account_balance_fetch_failed"),
|
||||
ACCOUNT_POSITIONS_FETCH_FAILED(4708, "查询仓位列表失败", "error.account_positions_fetch_failed"),
|
||||
|
||||
// 尾盘策略 (4710-4729)
|
||||
CRYPTO_TAIL_STRATEGY_NOT_FOUND(4710, "尾盘策略不存在", "error.crypto_tail_strategy_not_found"),
|
||||
CRYPTO_TAIL_STRATEGY_WINDOW_INVALID(4711, "时间区间开始不能大于结束", "error.crypto_tail_strategy_window_invalid"),
|
||||
CRYPTO_TAIL_STRATEGY_WINDOW_EXCEED(4712, "时间区间不能超过周期长度", "error.crypto_tail_strategy_window_exceed"),
|
||||
CRYPTO_TAIL_STRATEGY_INTERVAL_INVALID(4713, "周期仅支持 300 或 900 秒", "error.crypto_tail_strategy_interval_invalid"),
|
||||
CRYPTO_TAIL_STRATEGY_AMOUNT_MODE_INVALID(4714, "投入方式仅支持 RATIO 或 FIXED", "error.crypto_tail_strategy_amount_mode_invalid"),
|
||||
|
||||
// 统计相关 (4801-4899)
|
||||
STATISTICS_FETCH_FAILED(4801, "获取统计信息失败", "error.statistics_fetch_failed"),
|
||||
ORDER_LIST_FETCH_FAILED(4802, "查询订单列表失败", "error.order_list_fetch_failed"),
|
||||
@@ -250,7 +257,14 @@ enum class ErrorCode(
|
||||
SERVER_BACKTEST_HISTORICAL_DATA_FETCH_FAILED(5610, "历史数据获取失败", "error.server.backtest_historical_data_fetch_failed"),
|
||||
SERVER_BACKTEST_STOP_FAILED(5611, "停止回测任务失败", "error.server.backtest_stop_failed"),
|
||||
SERVER_BACKTEST_RETRY_FAILED(5612, "重试回测任务失败", "error.server.backtest_retry_failed"),
|
||||
SERVER_BACKTEST_RERUN_FAILED(5613, "按配置重新测试失败", "error.server.backtest_rerun_failed");
|
||||
SERVER_BACKTEST_RERUN_FAILED(5613, "按配置重新测试失败", "error.server.backtest_rerun_failed"),
|
||||
|
||||
// 尾盘策略服务 (5620-5629)
|
||||
SERVER_CRYPTO_TAIL_STRATEGY_CREATE_FAILED(5620, "创建尾盘策略失败", "error.server.crypto_tail_strategy_create_failed"),
|
||||
SERVER_CRYPTO_TAIL_STRATEGY_UPDATE_FAILED(5621, "更新尾盘策略失败", "error.server.crypto_tail_strategy_update_failed"),
|
||||
SERVER_CRYPTO_TAIL_STRATEGY_DELETE_FAILED(5622, "删除尾盘策略失败", "error.server.crypto_tail_strategy_delete_failed"),
|
||||
SERVER_CRYPTO_TAIL_STRATEGY_LIST_FETCH_FAILED(5623, "查询尾盘策略列表失败", "error.server.crypto_tail_strategy_list_fetch_failed"),
|
||||
SERVER_CRYPTO_TAIL_STRATEGY_TRIGGERS_FETCH_FAILED(5624, "查询触发记录失败", "error.server.crypto_tail_strategy_triggers_fetch_failed");
|
||||
|
||||
companion object {
|
||||
/**
|
||||
|
||||
+8
@@ -0,0 +1,8 @@
|
||||
package com.wrbug.polymarketbot.event
|
||||
|
||||
import org.springframework.context.ApplicationEvent
|
||||
|
||||
/**
|
||||
* 尾盘策略创建/更新/启用状态变更后发布，用于立即触发一轮执行检查。
|
||||
*/
|
||||
class CryptoTailStrategyChangedEvent(source: Any) : ApplicationEvent(source)
|
||||
+11
@@ -0,0 +1,11 @@
|
||||
package com.wrbug.polymarketbot.repository
|
||||
|
||||
import com.wrbug.polymarketbot.entity.CryptoTailStrategy
|
||||
import org.springframework.data.jpa.repository.JpaRepository
|
||||
|
||||
interface CryptoTailStrategyRepository : JpaRepository<CryptoTailStrategy, Long> {
|
||||
|
||||
fun findAllByAccountId(accountId: Long): List<CryptoTailStrategy>
|
||||
fun findAllByEnabledTrue(): List<CryptoTailStrategy>
|
||||
fun findByAccountIdAndEnabled(accountId: Long, enabled: Boolean): List<CryptoTailStrategy>
|
||||
}
|
||||
+14
@@ -0,0 +1,14 @@
|
||||
package com.wrbug.polymarketbot.repository
|
||||
|
||||
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
|
||||
|
||||
interface CryptoTailStrategyTriggerRepository : JpaRepository<CryptoTailStrategyTrigger, Long> {
|
||||
|
||||
fun findByStrategyIdAndPeriodStartUnix(strategyId: Long, periodStartUnix: Long): CryptoTailStrategyTrigger?
|
||||
fun findAllByStrategyIdOrderByCreatedAtDesc(strategyId: Long, pageable: Pageable): Page<CryptoTailStrategyTrigger>
|
||||
fun findAllByStrategyIdAndStatusOrderByCreatedAtDesc(strategyId: Long, status: String, pageable: Pageable): Page<CryptoTailStrategyTrigger>
|
||||
fun countByStrategyIdAndStatus(strategyId: Long, status: String): Long
|
||||
}
|
||||
+279
@@ -0,0 +1,279 @@
|
||||
package com.wrbug.polymarketbot.service.cryptotail
|
||||
|
||||
import com.wrbug.polymarketbot.api.GammaEventBySlugResponse
|
||||
import com.wrbug.polymarketbot.constants.PolymarketConstants
|
||||
import com.wrbug.polymarketbot.entity.CryptoTailStrategy
|
||||
import com.wrbug.polymarketbot.event.CryptoTailStrategyChangedEvent
|
||||
import com.wrbug.polymarketbot.repository.CryptoTailStrategyRepository
|
||||
import com.wrbug.polymarketbot.util.RetrofitFactory
|
||||
import com.wrbug.polymarketbot.util.createClient
|
||||
import com.wrbug.polymarketbot.util.fromJson
|
||||
import com.wrbug.polymarketbot.util.toJson
|
||||
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.delay
|
||||
import kotlinx.coroutines.launch
|
||||
import kotlinx.coroutines.runBlocking
|
||||
import okhttp3.OkHttpClient
|
||||
import okhttp3.Request
|
||||
import okhttp3.WebSocket
|
||||
import okhttp3.WebSocketListener
|
||||
import org.slf4j.LoggerFactory
|
||||
import org.springframework.context.event.EventListener
|
||||
import org.springframework.stereotype.Service
|
||||
import jakarta.annotation.PostConstruct
|
||||
import java.math.BigDecimal
|
||||
import java.util.concurrent.atomic.AtomicReference
|
||||
|
||||
/**
|
||||
* 尾盘策略订单簿 WebSocket 监听：订阅 CLOB Market 频道，收到订单簿/价格变更时若满足条件立即触发下单。
|
||||
*/
|
||||
@Service
|
||||
class CryptoTailOrderbookWsService(
|
||||
private val strategyRepository: CryptoTailStrategyRepository,
|
||||
private val executionService: CryptoTailStrategyExecutionService,
|
||||
private val retrofitFactory: RetrofitFactory
|
||||
) {
|
||||
|
||||
private val logger = LoggerFactory.getLogger(CryptoTailOrderbookWsService::class.java)
|
||||
|
||||
private val scope = CoroutineScope(Dispatchers.Default + SupervisorJob())
|
||||
|
||||
/** tokenId -> list of (strategy, periodStartUnix, marketTitle, tokenIds, outcomeIndex) */
|
||||
private val tokenToEntries = AtomicReference<Map<String, List<WsBookEntry>>>(emptyMap())
|
||||
|
||||
private var webSocket: WebSocket? = null
|
||||
private val wsUrl = PolymarketConstants.RTDS_WS_URL + "/ws/market"
|
||||
private val client = createClient().build()
|
||||
|
||||
/** 订阅成功后设置的倒计时 Job，在周期结束时自动刷新订阅 */
|
||||
private var periodEndCountdownJob: Job? = null
|
||||
|
||||
/** 重连延迟（毫秒） */
|
||||
private val reconnectDelayMs = 10_000L
|
||||
|
||||
data class WsBookEntry(
|
||||
val strategy: CryptoTailStrategy,
|
||||
val periodStartUnix: Long,
|
||||
val marketTitle: String?,
|
||||
val tokenIds: List<String>,
|
||||
val outcomeIndex: Int
|
||||
)
|
||||
|
||||
@PostConstruct
|
||||
fun init() {
|
||||
connect()
|
||||
}
|
||||
|
||||
private fun connect() {
|
||||
if (webSocket != null) return
|
||||
try {
|
||||
val request = Request.Builder().url(wsUrl).build()
|
||||
webSocket = client.newWebSocket(request, object : WebSocketListener() {
|
||||
override fun onOpen(webSocket: WebSocket, response: okhttp3.Response) {
|
||||
logger.info("尾盘策略订单簿 WebSocket 已连接")
|
||||
refreshAndSubscribe()
|
||||
}
|
||||
|
||||
override fun onMessage(webSocket: WebSocket, text: String) {
|
||||
handleMessage(text)
|
||||
}
|
||||
|
||||
override fun onClosing(webSocket: WebSocket, code: Int, reason: String) {
|
||||
this@CryptoTailOrderbookWsService.webSocket = null
|
||||
scheduleReconnect()
|
||||
}
|
||||
|
||||
override fun onFailure(webSocket: WebSocket, t: Throwable, response: okhttp3.Response?) {
|
||||
logger.warn("尾盘策略订单簿 WebSocket 异常: ${t.message}")
|
||||
this@CryptoTailOrderbookWsService.webSocket = null
|
||||
scheduleReconnect()
|
||||
}
|
||||
})
|
||||
} catch (e: Exception) {
|
||||
logger.error("尾盘策略订单簿 WebSocket 连接失败: ${e.message}", e)
|
||||
scheduleReconnect()
|
||||
}
|
||||
}
|
||||
|
||||
private var reconnectJob: Job? = null
|
||||
|
||||
private fun scheduleReconnect() {
|
||||
if (reconnectJob?.isActive == true) return
|
||||
reconnectJob = scope.launch {
|
||||
delay(reconnectDelayMs)
|
||||
reconnectJob = null
|
||||
logger.info("尾盘策略订单簿 WebSocket 尝试重连")
|
||||
connect()
|
||||
}
|
||||
}
|
||||
|
||||
private fun handleMessage(text: String) {
|
||||
if (text == "pong" || text.isEmpty()) return
|
||||
maybeRefreshSubscriptionIfPeriodChanged()
|
||||
val json = text.fromJson<com.google.gson.JsonObject>() ?: return
|
||||
val eventType = (json.get("event_type") as? com.google.gson.JsonPrimitive)?.asString ?: return
|
||||
|
||||
when (eventType) {
|
||||
"book" -> {
|
||||
val assetId = (json.get("asset_id") as? com.google.gson.JsonPrimitive)?.asString ?: return
|
||||
val bids = json.get("bids") as? com.google.gson.JsonArray
|
||||
val firstBid = bids?.get(0) as? com.google.gson.JsonObject
|
||||
val bestBid = (firstBid?.get("price") as? com.google.gson.JsonPrimitive)?.asString?.toSafeBigDecimal()
|
||||
if (bestBid != null) onBestBid(assetId, bestBid)
|
||||
}
|
||||
"price_change" -> {
|
||||
val priceChanges = json.get("price_changes") as? com.google.gson.JsonArray ?: return
|
||||
for (i in 0 until priceChanges.size()) {
|
||||
val pc = priceChanges.get(i) as? com.google.gson.JsonObject ?: continue
|
||||
val assetId = (pc.get("asset_id") as? com.google.gson.JsonPrimitive)?.asString ?: continue
|
||||
val bestBidStr = (pc.get("best_bid") as? com.google.gson.JsonPrimitive)?.asString
|
||||
val bestBid = bestBidStr?.toSafeBigDecimal()
|
||||
if (bestBid != null) onBestBid(assetId, bestBid)
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
private fun onBestBid(tokenId: String, bestBid: BigDecimal) {
|
||||
val entries = tokenToEntries.get()[tokenId] ?: return
|
||||
val nowSeconds = System.currentTimeMillis() / 1000
|
||||
for (e in entries) {
|
||||
val windowStart = e.periodStartUnix + e.strategy.windowStartSeconds
|
||||
val windowEnd = e.periodStartUnix + e.strategy.windowEndSeconds
|
||||
if (nowSeconds < windowStart || nowSeconds >= windowEnd) continue
|
||||
scope.launch {
|
||||
try {
|
||||
runBlocking {
|
||||
executionService.tryTriggerWithPriceFromWs(
|
||||
strategy = e.strategy,
|
||||
periodStartUnix = e.periodStartUnix,
|
||||
marketTitle = e.marketTitle,
|
||||
tokenIds = e.tokenIds,
|
||||
outcomeIndex = e.outcomeIndex,
|
||||
bestBid = bestBid
|
||||
)
|
||||
}
|
||||
} catch (ex: Exception) {
|
||||
logger.error("WS 触发下单异常: strategyId=${e.strategy.id}, ${ex.message}", ex)
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 事件驱动：仅在收到 WS 消息时检查当前周期是否变化，若变化则刷新订阅，无需定时轮询。
|
||||
*/
|
||||
private fun maybeRefreshSubscriptionIfPeriodChanged() {
|
||||
val subscribed = tokenToEntries.get().values.flatten().distinctBy { it.strategy.id }.associate { it.strategy.id!! to it.periodStartUnix }
|
||||
if (subscribed.isEmpty()) return
|
||||
val strategies = strategyRepository.findAllByEnabledTrue()
|
||||
val nowSeconds = System.currentTimeMillis() / 1000
|
||||
val currentStrategyIds = strategies.map { it.id!! }.toSet()
|
||||
if (subscribed.keys != currentStrategyIds) {
|
||||
refreshAndSubscribe()
|
||||
return
|
||||
}
|
||||
for (s in strategies) {
|
||||
val currentPeriod = (nowSeconds / s.intervalSeconds) * s.intervalSeconds
|
||||
val subPeriod = subscribed[s.id!!] ?: continue
|
||||
if (currentPeriod != subPeriod) {
|
||||
refreshAndSubscribe()
|
||||
return
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
private fun refreshAndSubscribe() {
|
||||
periodEndCountdownJob?.cancel()
|
||||
periodEndCountdownJob = null
|
||||
val (tokenIds, newMap) = buildSubscriptionMap()
|
||||
tokenToEntries.set(newMap)
|
||||
if (tokenIds.isEmpty()) return
|
||||
val marketSlugs = newMap.values.asSequence().flatten()
|
||||
.distinctBy { "${it.strategy.marketSlugPrefix}-${it.periodStartUnix}" }
|
||||
.map { "${it.strategy.marketSlugPrefix}-${it.periodStartUnix}" }
|
||||
.toList()
|
||||
val msg = """{"type":"MARKET","assets_ids":${tokenIds.toJson()}}"""
|
||||
try {
|
||||
webSocket?.send(msg)
|
||||
logger.info("尾盘策略订单簿订阅: ${tokenIds.size} 个 token, 市场: $marketSlugs")
|
||||
} catch (e: Exception) {
|
||||
logger.warn("发送订阅失败: ${e.message}")
|
||||
return
|
||||
}
|
||||
scheduleRefreshAtPeriodEnd(newMap)
|
||||
}
|
||||
|
||||
/**
|
||||
* 订阅成功后设置倒计时：在当前周期结束时自动刷新订阅，无需等消息触发。
|
||||
*/
|
||||
private fun scheduleRefreshAtPeriodEnd(newMap: Map<String, List<WsBookEntry>>) {
|
||||
val entries = newMap.values.flatten()
|
||||
if (entries.isEmpty()) return
|
||||
val nextPeriodEndSeconds = entries.minOf { it.periodStartUnix + it.strategy.intervalSeconds }
|
||||
val delayMs = (nextPeriodEndSeconds * 1000) - System.currentTimeMillis() + 2000
|
||||
if (delayMs <= 0) return
|
||||
periodEndCountdownJob = scope.launch {
|
||||
delay(delayMs)
|
||||
periodEndCountdownJob = null
|
||||
refreshAndSubscribe()
|
||||
}
|
||||
logger.debug("尾盘策略订单簿订阅倒计时: ${delayMs / 1000}s 后刷新")
|
||||
}
|
||||
|
||||
private fun buildSubscriptionMap(): Pair<List<String>, Map<String, List<WsBookEntry>>> {
|
||||
val strategies = strategyRepository.findAllByEnabledTrue()
|
||||
val nowSeconds = System.currentTimeMillis() / 1000
|
||||
val tokenIdSet = mutableSetOf<String>()
|
||||
val map = mutableMapOf<String, MutableList<WsBookEntry>>()
|
||||
|
||||
for (strategy in strategies) {
|
||||
val interval = strategy.intervalSeconds
|
||||
val periodStartUnix = (nowSeconds / interval) * interval
|
||||
val windowEnd = periodStartUnix + strategy.windowEndSeconds
|
||||
if (nowSeconds >= windowEnd) continue
|
||||
val slug = "${strategy.marketSlugPrefix}-$periodStartUnix"
|
||||
val event = fetchEventBySlug(slug).getOrNull() ?: continue
|
||||
val market = event.markets?.firstOrNull() ?: continue
|
||||
val tokenIds = parseClobTokenIds(market.clobTokenIds)
|
||||
if (tokenIds.size < 2) continue
|
||||
tokenIdSet.addAll(tokenIds)
|
||||
for (i in tokenIds.indices) {
|
||||
map.getOrPut(tokenIds[i]) { mutableListOf() }.add(
|
||||
WsBookEntry(strategy, periodStartUnix, event.title, tokenIds, i)
|
||||
)
|
||||
}
|
||||
}
|
||||
|
||||
return Pair(tokenIdSet.toList(), map)
|
||||
}
|
||||
|
||||
private fun fetchEventBySlug(slug: String): Result<GammaEventBySlugResponse> {
|
||||
return try {
|
||||
val api = retrofitFactory.createGammaApi()
|
||||
val response = runBlocking { api.getEventBySlug(slug) }
|
||||
if (response.isSuccessful && response.body() != null) {
|
||||
Result.success(response.body()!!)
|
||||
} else {
|
||||
Result.failure(Exception("${response.code()}"))
|
||||
}
|
||||
} catch (e: Exception) {
|
||||
Result.failure(e)
|
||||
}
|
||||
}
|
||||
|
||||
private fun parseClobTokenIds(clobTokenIds: String?): List<String> {
|
||||
if (clobTokenIds.isNullOrBlank()) return emptyList()
|
||||
val parsed = clobTokenIds.fromJson<List<String>>()
|
||||
return parsed ?: emptyList()
|
||||
}
|
||||
|
||||
@EventListener
|
||||
fun onStrategyChanged(event: CryptoTailStrategyChangedEvent) {
|
||||
refreshAndSubscribe()
|
||||
}
|
||||
}
|
||||
+444
@@ -0,0 +1,444 @@
|
||||
package com.wrbug.polymarketbot.service.cryptotail
|
||||
|
||||
import com.wrbug.polymarketbot.api.GammaEventBySlugResponse
|
||||
import com.wrbug.polymarketbot.api.NewOrderRequest
|
||||
import com.wrbug.polymarketbot.api.PolymarketClobApi
|
||||
import com.wrbug.polymarketbot.entity.Account
|
||||
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.accounts.AccountService
|
||||
import com.wrbug.polymarketbot.service.common.PolymarketClobService
|
||||
import com.wrbug.polymarketbot.service.copytrading.orders.OrderSigningService
|
||||
import com.wrbug.polymarketbot.util.CryptoUtils
|
||||
import com.wrbug.polymarketbot.util.RetrofitFactory
|
||||
import com.wrbug.polymarketbot.util.fromJson
|
||||
import com.wrbug.polymarketbot.util.toSafeBigDecimal
|
||||
import kotlinx.coroutines.delay
|
||||
import kotlinx.coroutines.sync.Mutex
|
||||
import kotlinx.coroutines.sync.withLock
|
||||
import org.slf4j.LoggerFactory
|
||||
import org.springframework.stereotype.Service
|
||||
import java.math.BigDecimal
|
||||
import java.math.RoundingMode
|
||||
import java.util.concurrent.ConcurrentHashMap
|
||||
|
||||
/** 尾盘策略固定下单价格（最高价 0.99），不再在触发时拉取最优价 */
|
||||
private const val TRIGGER_FIXED_PRICE = "0.99"
|
||||
|
||||
/** 数量小数位数，与 OrderSigningService 的 roundConfig.size 一致 */
|
||||
private const val SIZE_DECIMAL_SCALE = 2
|
||||
|
||||
/**
|
||||
* 周期内预置上下文：账户、解密凭证、费率、签名类型、CLOB 客户端；FIXED 模式含预签订单。
|
||||
* 触发时 RATIO 仅算 size 并签名提交，FIXED 直接提交预签订单。
|
||||
*/
|
||||
private data class PeriodContext(
|
||||
val strategy: CryptoTailStrategy,
|
||||
val periodStartUnix: Long,
|
||||
val account: Account,
|
||||
val decryptedPrivateKey: String,
|
||||
val apiSecretDecrypted: String,
|
||||
val apiPassphraseDecrypted: String,
|
||||
val clobApi: PolymarketClobApi,
|
||||
val feeRateByTokenId: Map<String, String>,
|
||||
val signatureType: Int,
|
||||
val tokenIds: List<String>,
|
||||
val marketTitle: String?,
|
||||
val preSignedOrderByOutcome: Map<Int, NewOrderRequest>?
|
||||
)
|
||||
|
||||
/**
|
||||
* 尾盘策略执行服务：按周期与时间窗口检查价格并下单，每周期最多触发一次。
|
||||
* 周期开始预置账户、解密、费率、签名类型、CLOB 客户端；FIXED 模式预签两张订单，触发时仅提交；RATIO 模式触发时再算 size 并签名提交。
|
||||
*/
|
||||
@Service
|
||||
class CryptoTailStrategyExecutionService(
|
||||
private val strategyRepository: CryptoTailStrategyRepository,
|
||||
private val triggerRepository: CryptoTailStrategyTriggerRepository,
|
||||
private val accountRepository: AccountRepository,
|
||||
private val accountService: AccountService,
|
||||
private val retrofitFactory: RetrofitFactory,
|
||||
private val clobService: PolymarketClobService,
|
||||
private val orderSigningService: OrderSigningService,
|
||||
private val cryptoUtils: CryptoUtils
|
||||
) {
|
||||
|
||||
private val logger = LoggerFactory.getLogger(CryptoTailStrategyExecutionService::class.java)
|
||||
|
||||
private val maxRetryAttempts = 3
|
||||
private val retryDelayMs = 2000L
|
||||
|
||||
/** 按 (strategyId, periodStartUnix) 加锁，避免同一周期被调度器与 WebSocket 等多路并发重复下单 */
|
||||
private val triggerMutexMap = ConcurrentHashMap<String, Mutex>()
|
||||
|
||||
private fun triggerLockKey(strategyId: Long, periodStartUnix: Long): String = "$strategyId-$periodStartUnix"
|
||||
|
||||
private fun getTriggerMutex(strategyId: Long, periodStartUnix: Long): Mutex =
|
||||
triggerMutexMap.getOrPut(triggerLockKey(strategyId, periodStartUnix)) { Mutex() }
|
||||
|
||||
/** 周期预置上下文缓存：(strategyId-periodStartUnix) -> PeriodContext，过期周期在读取时剔除 */
|
||||
private val periodContextCache = ConcurrentHashMap<String, PeriodContext>()
|
||||
|
||||
/**
|
||||
* 在周期内首次需要时构建并缓存预置上下文；失败返回 null，触发流程将走完整路径。
|
||||
* 预置：账户、解密、费率、签名类型、CLOB 客户端；FIXED 时预签两个 outcome 的订单。
|
||||
*/
|
||||
private suspend fun ensurePeriodContext(
|
||||
strategy: CryptoTailStrategy,
|
||||
periodStartUnix: Long,
|
||||
tokenIds: List<String>,
|
||||
marketTitle: String?
|
||||
): PeriodContext? {
|
||||
val key = triggerLockKey(strategy.id!!, periodStartUnix)
|
||||
periodContextCache[key]?.let { return it }
|
||||
|
||||
val account = accountRepository.findById(strategy.accountId).orElse(null) ?: return null
|
||||
if (account.apiKey == null || account.apiSecret == null || account.apiPassphrase == null) return null
|
||||
|
||||
val decryptedKey = try {
|
||||
cryptoUtils.decrypt(account.privateKey) ?: return null
|
||||
} catch (e: Exception) {
|
||||
logger.warn("尾盘策略周期上下文解密私钥失败: accountId=${account.id}", e)
|
||||
return null
|
||||
}
|
||||
val apiSecret = try {
|
||||
account.apiSecret?.let { cryptoUtils.decrypt(it) } ?: ""
|
||||
} catch (e: Exception) { "" }
|
||||
val apiPassphrase = try {
|
||||
account.apiPassphrase?.let { cryptoUtils.decrypt(it) } ?: ""
|
||||
} catch (e: Exception) { "" }
|
||||
|
||||
val clobApi = retrofitFactory.createClobApi(account.apiKey!!, apiSecret, apiPassphrase, account.walletAddress)
|
||||
val feeRateByTokenId = tokenIds.associate { tokenId ->
|
||||
tokenId to (clobService.getFeeRate(tokenId).getOrNull()?.toString() ?: "0")
|
||||
}
|
||||
val signatureType = orderSigningService.getSignatureTypeForWalletType(account.walletType)
|
||||
|
||||
val preSignedOrderByOutcome: Map<Int, NewOrderRequest>? = when (strategy.amountMode.uppercase()) {
|
||||
"RATIO" -> null
|
||||
else -> {
|
||||
val amountUsdc = strategy.amountValue
|
||||
if (amountUsdc < BigDecimal("1")) return null
|
||||
val price = BigDecimal(TRIGGER_FIXED_PRICE)
|
||||
val size = computeSize(amountUsdc, price)
|
||||
val orders = mutableMapOf<Int, NewOrderRequest>()
|
||||
for (i in 0..1) {
|
||||
if (i >= tokenIds.size) break
|
||||
val tokenId = tokenIds[i]
|
||||
val feeRateBps = feeRateByTokenId[tokenId] ?: "0"
|
||||
try {
|
||||
val signedOrder = orderSigningService.createAndSignOrder(
|
||||
privateKey = decryptedKey,
|
||||
makerAddress = account.proxyAddress,
|
||||
tokenId = tokenId,
|
||||
side = "BUY",
|
||||
price = TRIGGER_FIXED_PRICE,
|
||||
size = size,
|
||||
signatureType = signatureType,
|
||||
nonce = "0",
|
||||
feeRateBps = feeRateBps,
|
||||
expiration = "0"
|
||||
)
|
||||
orders[i] = NewOrderRequest(
|
||||
order = signedOrder,
|
||||
owner = account.apiKey!!,
|
||||
orderType = "FAK",
|
||||
deferExec = false
|
||||
)
|
||||
} catch (e: Exception) {
|
||||
logger.warn("尾盘策略预签订单失败: strategyId=${strategy.id}, outcomeIndex=$i", e)
|
||||
return null
|
||||
}
|
||||
}
|
||||
orders.ifEmpty { null }
|
||||
}
|
||||
}
|
||||
|
||||
val ctx = PeriodContext(
|
||||
strategy = strategy,
|
||||
periodStartUnix = periodStartUnix,
|
||||
account = account,
|
||||
decryptedPrivateKey = decryptedKey,
|
||||
apiSecretDecrypted = apiSecret,
|
||||
apiPassphraseDecrypted = apiPassphrase,
|
||||
clobApi = clobApi,
|
||||
feeRateByTokenId = feeRateByTokenId,
|
||||
signatureType = signatureType,
|
||||
tokenIds = tokenIds,
|
||||
marketTitle = marketTitle,
|
||||
preSignedOrderByOutcome = preSignedOrderByOutcome
|
||||
)
|
||||
periodContextCache[key] = ctx
|
||||
return ctx
|
||||
}
|
||||
|
||||
/**
|
||||
* 按投入金额和价格计算可买张数：size = ceil(amountUsdc/price)，保留小数，至少 1。
|
||||
* 与 OrderSigningService 一致使用小数数量，向上取整保证不超过投入金额。
|
||||
*/
|
||||
private fun computeSize(amountUsdc: BigDecimal, price: BigDecimal): String {
|
||||
val size = amountUsdc.divide(price, SIZE_DECIMAL_SCALE, RoundingMode.UP).max(BigDecimal.ONE)
|
||||
return size.toPlainString()
|
||||
}
|
||||
|
||||
private fun getOrInvalidatePeriodContext(strategy: CryptoTailStrategy, periodStartUnix: Long): PeriodContext? {
|
||||
val key = triggerLockKey(strategy.id!!, periodStartUnix)
|
||||
val nowSeconds = System.currentTimeMillis() / 1000
|
||||
val ctx = periodContextCache[key] ?: return null
|
||||
if (periodStartUnix + strategy.intervalSeconds <= nowSeconds) {
|
||||
periodContextCache.remove(key)
|
||||
return null
|
||||
}
|
||||
return ctx
|
||||
}
|
||||
|
||||
/**
|
||||
* 由订单簿 WebSocket 触发：当收到某 token 的 bestBid 且满足区间时调用，若本周期未触发则下单。
|
||||
*/
|
||||
suspend fun tryTriggerWithPriceFromWs(
|
||||
strategy: CryptoTailStrategy,
|
||||
periodStartUnix: Long,
|
||||
marketTitle: String?,
|
||||
tokenIds: List<String>,
|
||||
outcomeIndex: Int,
|
||||
bestBid: BigDecimal
|
||||
) {
|
||||
if (outcomeIndex < 0 || outcomeIndex >= tokenIds.size) return
|
||||
if (bestBid < strategy.minPrice || bestBid > strategy.maxPrice) return
|
||||
|
||||
val mutex = getTriggerMutex(strategy.id!!, periodStartUnix)
|
||||
mutex.withLock {
|
||||
if (triggerRepository.findByStrategyIdAndPeriodStartUnix(strategy.id!!, periodStartUnix) != null) return@withLock
|
||||
ensurePeriodContext(strategy, periodStartUnix, tokenIds, marketTitle)
|
||||
placeOrderForTrigger(strategy, periodStartUnix, marketTitle, tokenIds, outcomeIndex, bestBid)
|
||||
}
|
||||
}
|
||||
|
||||
private suspend fun placeOrderForTrigger(
|
||||
strategy: CryptoTailStrategy,
|
||||
periodStartUnix: Long,
|
||||
marketTitle: String?,
|
||||
tokenIds: List<String>,
|
||||
outcomeIndex: Int,
|
||||
triggerPrice: BigDecimal
|
||||
) {
|
||||
val ctx = getOrInvalidatePeriodContext(strategy, periodStartUnix)
|
||||
|
||||
if (ctx != null) {
|
||||
val amountUsdc = when (strategy.amountMode.uppercase()) {
|
||||
"RATIO" -> {
|
||||
val balanceResult = accountService.getAccountBalance(ctx.account.id)
|
||||
val availableBalance = balanceResult.getOrNull()?.availableBalance?.toSafeBigDecimal() ?: BigDecimal.ZERO
|
||||
availableBalance.multiply(strategy.amountValue).divide(BigDecimal("100"), 18, RoundingMode.DOWN)
|
||||
}
|
||||
else -> strategy.amountValue
|
||||
}
|
||||
if (amountUsdc < BigDecimal("1")) {
|
||||
saveTriggerRecord(strategy, periodStartUnix, marketTitle, outcomeIndex, triggerPrice, amountUsdc, null, "fail", "投入金额不足")
|
||||
return
|
||||
}
|
||||
|
||||
val tokenId = tokenIds.getOrNull(outcomeIndex) ?: run {
|
||||
saveTriggerRecord(strategy, periodStartUnix, marketTitle, outcomeIndex, triggerPrice, amountUsdc, null, "fail", "tokenIds 越界")
|
||||
return
|
||||
}
|
||||
|
||||
when {
|
||||
ctx.preSignedOrderByOutcome != null -> {
|
||||
val orderRequest = ctx.preSignedOrderByOutcome[outcomeIndex]
|
||||
if (orderRequest != null) {
|
||||
submitOrderAndSaveRecord(ctx.clobApi, strategy, periodStartUnix, marketTitle, outcomeIndex, triggerPrice, amountUsdc, orderRequest)
|
||||
return
|
||||
}
|
||||
}
|
||||
strategy.amountMode.uppercase() == "RATIO" -> {
|
||||
val price = BigDecimal(TRIGGER_FIXED_PRICE)
|
||||
val size = computeSize(amountUsdc, price)
|
||||
val feeRateBps = ctx.feeRateByTokenId[tokenId] ?: "0"
|
||||
val signedOrder = orderSigningService.createAndSignOrder(
|
||||
privateKey = ctx.decryptedPrivateKey,
|
||||
makerAddress = ctx.account.proxyAddress,
|
||||
tokenId = tokenId,
|
||||
side = "BUY",
|
||||
price = TRIGGER_FIXED_PRICE,
|
||||
size = size,
|
||||
signatureType = ctx.signatureType,
|
||||
nonce = "0",
|
||||
feeRateBps = feeRateBps,
|
||||
expiration = "0"
|
||||
)
|
||||
val orderRequest = NewOrderRequest(
|
||||
order = signedOrder,
|
||||
owner = ctx.account.apiKey!!,
|
||||
orderType = "FAK",
|
||||
deferExec = false
|
||||
)
|
||||
submitOrderAndSaveRecord(ctx.clobApi, strategy, periodStartUnix, marketTitle, outcomeIndex, triggerPrice, amountUsdc, orderRequest)
|
||||
return
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
placeOrderForTriggerSlowPath(strategy, periodStartUnix, marketTitle, tokenIds, outcomeIndex, triggerPrice)
|
||||
}
|
||||
|
||||
private suspend fun submitOrderAndSaveRecord(
|
||||
clobApi: PolymarketClobApi,
|
||||
strategy: CryptoTailStrategy,
|
||||
periodStartUnix: Long,
|
||||
marketTitle: String?,
|
||||
outcomeIndex: Int,
|
||||
triggerPrice: BigDecimal,
|
||||
amountUsdc: BigDecimal,
|
||||
orderRequest: NewOrderRequest
|
||||
) {
|
||||
var lastError: String? = null
|
||||
for (attempt in 1..maxRetryAttempts) {
|
||||
try {
|
||||
val response = clobApi.createOrder(orderRequest)
|
||||
if (response.isSuccessful && response.body() != null) {
|
||||
val body = response.body()!!
|
||||
if (body.success && body.orderId != null) {
|
||||
saveTriggerRecord(strategy, periodStartUnix, marketTitle, outcomeIndex, triggerPrice, amountUsdc, body.orderId, "success", null)
|
||||
logger.info("尾盘策略下单成功: strategyId=${strategy.id}, periodStartUnix=$periodStartUnix, outcomeIndex=$outcomeIndex, orderId=${body.orderId}")
|
||||
return
|
||||
}
|
||||
lastError = body.errorMsg ?: "unknown"
|
||||
} else {
|
||||
lastError = "HTTP ${response.code()} ${response.errorBody()?.string()?.take(200)}"
|
||||
}
|
||||
} catch (e: Exception) {
|
||||
lastError = e.message ?: "exception"
|
||||
logger.warn("尾盘策略下单异常 (attempt $attempt/$maxRetryAttempts): strategyId=${strategy.id}, error=$lastError")
|
||||
}
|
||||
if (attempt < maxRetryAttempts) delay(retryDelayMs)
|
||||
}
|
||||
saveTriggerRecord(strategy, periodStartUnix, marketTitle, outcomeIndex, triggerPrice, amountUsdc, null, "fail", lastError)
|
||||
logger.warn("尾盘策略下单失败(已重试${maxRetryAttempts}次): strategyId=${strategy.id}, periodStartUnix=$periodStartUnix, reason=$lastError")
|
||||
}
|
||||
|
||||
/** 无预置上下文时的完整流程：固定价格 0.99，账户/解密/费率/签名在触发时执行 */
|
||||
private suspend fun placeOrderForTriggerSlowPath(
|
||||
strategy: CryptoTailStrategy,
|
||||
periodStartUnix: Long,
|
||||
marketTitle: String?,
|
||||
tokenIds: List<String>,
|
||||
outcomeIndex: Int,
|
||||
triggerPrice: BigDecimal
|
||||
) {
|
||||
val account = accountRepository.findById(strategy.accountId).orElse(null) ?: run {
|
||||
logger.warn("账户不存在: accountId=${strategy.accountId}")
|
||||
saveTriggerRecord(strategy, periodStartUnix, marketTitle, outcomeIndex, triggerPrice, BigDecimal.ZERO, null, "fail", "账户不存在")
|
||||
return
|
||||
}
|
||||
if (account.apiKey == null || account.apiSecret == null || account.apiPassphrase == null) {
|
||||
logger.warn("账户未配置 API 凭证: accountId=${account.id}")
|
||||
saveTriggerRecord(strategy, periodStartUnix, marketTitle, outcomeIndex, triggerPrice, BigDecimal.ZERO, null, "fail", "账户未配置API凭证")
|
||||
return
|
||||
}
|
||||
|
||||
val balanceResult = accountService.getAccountBalance(account.id)
|
||||
val availableBalance = balanceResult.getOrNull()?.availableBalance?.toSafeBigDecimal() ?: BigDecimal.ZERO
|
||||
val amountUsdc = when (strategy.amountMode.uppercase()) {
|
||||
"RATIO" -> availableBalance.multiply(strategy.amountValue).divide(BigDecimal("100"), 18, RoundingMode.DOWN)
|
||||
else -> strategy.amountValue
|
||||
}
|
||||
if (amountUsdc < BigDecimal("1")) {
|
||||
saveTriggerRecord(strategy, periodStartUnix, marketTitle, outcomeIndex, triggerPrice, amountUsdc, null, "fail", "投入金额不足")
|
||||
return
|
||||
}
|
||||
|
||||
val tokenId = tokenIds.getOrNull(outcomeIndex) ?: run {
|
||||
saveTriggerRecord(strategy, periodStartUnix, marketTitle, outcomeIndex, triggerPrice, amountUsdc, null, "fail", "tokenIds 越界")
|
||||
return
|
||||
}
|
||||
val price = BigDecimal(TRIGGER_FIXED_PRICE)
|
||||
val size = computeSize(amountUsdc, price)
|
||||
|
||||
val decryptedKey = try {
|
||||
cryptoUtils.decrypt(account.privateKey) ?: ""
|
||||
} catch (e: Exception) {
|
||||
logger.error("解密私钥失败: accountId=${account.id}", e)
|
||||
saveTriggerRecord(strategy, periodStartUnix, marketTitle, outcomeIndex, triggerPrice, amountUsdc, null, "fail", "解密私钥失败")
|
||||
return
|
||||
}
|
||||
val apiSecret = try {
|
||||
account.apiSecret?.let { cryptoUtils.decrypt(it) } ?: ""
|
||||
} catch (e: Exception) { "" }
|
||||
val apiPassphrase = try {
|
||||
account.apiPassphrase?.let { cryptoUtils.decrypt(it) } ?: ""
|
||||
} catch (e: Exception) { "" }
|
||||
val clobApi = retrofitFactory.createClobApi(account.apiKey!!, apiSecret, apiPassphrase, account.walletAddress)
|
||||
val feeRateBps = clobService.getFeeRate(tokenId).getOrNull()?.toString() ?: "0"
|
||||
val signatureType = orderSigningService.getSignatureTypeForWalletType(account.walletType)
|
||||
|
||||
val signedOrder = orderSigningService.createAndSignOrder(
|
||||
privateKey = decryptedKey,
|
||||
makerAddress = account.proxyAddress,
|
||||
tokenId = tokenId,
|
||||
side = "BUY",
|
||||
price = TRIGGER_FIXED_PRICE,
|
||||
size = size,
|
||||
signatureType = signatureType,
|
||||
nonce = "0",
|
||||
feeRateBps = feeRateBps,
|
||||
expiration = "0"
|
||||
)
|
||||
val orderRequest = NewOrderRequest(
|
||||
order = signedOrder,
|
||||
owner = account.apiKey!!,
|
||||
orderType = "FAK",
|
||||
deferExec = false
|
||||
)
|
||||
submitOrderAndSaveRecord(clobApi, strategy, periodStartUnix, marketTitle, outcomeIndex, triggerPrice, amountUsdc, orderRequest)
|
||||
}
|
||||
|
||||
private suspend fun fetchEventBySlug(slug: String): Result<GammaEventBySlugResponse> {
|
||||
return try {
|
||||
val gammaApi = retrofitFactory.createGammaApi()
|
||||
val response = gammaApi.getEventBySlug(slug)
|
||||
if (response.isSuccessful && response.body() != null) {
|
||||
Result.success(response.body()!!)
|
||||
} else {
|
||||
val msg = if (response.code() == 404) "404" else "code=${response.code()}"
|
||||
Result.failure(Exception(msg))
|
||||
}
|
||||
} catch (e: Exception) {
|
||||
Result.failure(e)
|
||||
}
|
||||
}
|
||||
|
||||
private fun parseClobTokenIds(clobTokenIds: String?): List<String> {
|
||||
if (clobTokenIds.isNullOrBlank()) return emptyList()
|
||||
val parsed = clobTokenIds.fromJson<List<String>>()
|
||||
return parsed ?: emptyList()
|
||||
}
|
||||
|
||||
private fun saveTriggerRecord(
|
||||
strategy: CryptoTailStrategy,
|
||||
periodStartUnix: Long,
|
||||
marketTitle: String?,
|
||||
outcomeIndex: Int,
|
||||
triggerPrice: BigDecimal,
|
||||
amountUsdc: BigDecimal,
|
||||
orderId: String?,
|
||||
status: String,
|
||||
failReason: String?
|
||||
) {
|
||||
val record = CryptoTailStrategyTrigger(
|
||||
strategyId = strategy.id!!,
|
||||
periodStartUnix = periodStartUnix,
|
||||
marketTitle = marketTitle,
|
||||
outcomeIndex = outcomeIndex,
|
||||
triggerPrice = triggerPrice,
|
||||
amountUsdc = amountUsdc,
|
||||
orderId = orderId,
|
||||
status = status,
|
||||
failReason = failReason
|
||||
)
|
||||
triggerRepository.save(record)
|
||||
}
|
||||
}
|
||||
+222
@@ -0,0 +1,222 @@
|
||||
package com.wrbug.polymarketbot.service.cryptotail
|
||||
|
||||
import com.wrbug.polymarketbot.dto.*
|
||||
import com.wrbug.polymarketbot.entity.CryptoTailStrategy
|
||||
import com.wrbug.polymarketbot.entity.CryptoTailStrategyTrigger
|
||||
import com.wrbug.polymarketbot.enums.ErrorCode
|
||||
import com.wrbug.polymarketbot.repository.CryptoTailStrategyRepository
|
||||
import com.wrbug.polymarketbot.repository.CryptoTailStrategyTriggerRepository
|
||||
import com.wrbug.polymarketbot.event.CryptoTailStrategyChangedEvent
|
||||
import com.wrbug.polymarketbot.util.toSafeBigDecimal
|
||||
import org.slf4j.LoggerFactory
|
||||
import org.springframework.context.ApplicationEventPublisher
|
||||
import org.springframework.data.domain.PageRequest
|
||||
import org.springframework.stereotype.Service
|
||||
import org.springframework.transaction.annotation.Transactional
|
||||
import java.math.BigDecimal
|
||||
|
||||
@Service
|
||||
class CryptoTailStrategyService(
|
||||
private val strategyRepository: CryptoTailStrategyRepository,
|
||||
private val triggerRepository: CryptoTailStrategyTriggerRepository,
|
||||
private val eventPublisher: ApplicationEventPublisher
|
||||
) {
|
||||
|
||||
private val logger = LoggerFactory.getLogger(CryptoTailStrategyService::class.java)
|
||||
|
||||
private val maxWindowByInterval = mapOf(300 to 300, 900 to 900)
|
||||
|
||||
@Transactional
|
||||
fun create(request: CryptoTailStrategyCreateRequest): Result<CryptoTailStrategyDto> {
|
||||
return try {
|
||||
if (request.accountId <= 0) {
|
||||
return Result.failure(IllegalArgumentException(ErrorCode.PARAM_ACCOUNT_ID_INVALID.messageKey))
|
||||
}
|
||||
if (request.marketSlugPrefix.isBlank()) {
|
||||
return Result.failure(IllegalArgumentException(ErrorCode.PARAM_ERROR.messageKey))
|
||||
}
|
||||
val interval = request.intervalSeconds
|
||||
if (interval != 300 && interval != 900) {
|
||||
return Result.failure(IllegalArgumentException(ErrorCode.CRYPTO_TAIL_STRATEGY_INTERVAL_INVALID.messageKey))
|
||||
}
|
||||
val maxWindow = maxWindowByInterval[interval] ?: 300
|
||||
if (request.windowStartSeconds > request.windowEndSeconds) {
|
||||
return Result.failure(IllegalArgumentException(ErrorCode.CRYPTO_TAIL_STRATEGY_WINDOW_INVALID.messageKey))
|
||||
}
|
||||
if (request.windowEndSeconds > maxWindow) {
|
||||
return Result.failure(IllegalArgumentException(ErrorCode.CRYPTO_TAIL_STRATEGY_WINDOW_EXCEED.messageKey))
|
||||
}
|
||||
val amountMode = request.amountMode.uppercase()
|
||||
if (amountMode != "RATIO" && amountMode != "FIXED") {
|
||||
return Result.failure(IllegalArgumentException(ErrorCode.CRYPTO_TAIL_STRATEGY_AMOUNT_MODE_INVALID.messageKey))
|
||||
}
|
||||
val minPrice = request.minPrice.toSafeBigDecimal()
|
||||
val maxPrice = (request.maxPrice ?: "1").toSafeBigDecimal()
|
||||
if (minPrice > maxPrice) {
|
||||
return Result.failure(IllegalArgumentException(ErrorCode.PARAM_ERROR.messageKey))
|
||||
}
|
||||
val amountValue = request.amountValue.toSafeBigDecimal()
|
||||
if (amountValue <= BigDecimal.ZERO) {
|
||||
return Result.failure(IllegalArgumentException(ErrorCode.PARAM_ERROR.messageKey))
|
||||
}
|
||||
|
||||
val entity = CryptoTailStrategy(
|
||||
accountId = request.accountId,
|
||||
name = request.name?.takeIf { it.isNotBlank() },
|
||||
marketSlugPrefix = request.marketSlugPrefix.trim(),
|
||||
intervalSeconds = interval,
|
||||
windowStartSeconds = request.windowStartSeconds,
|
||||
windowEndSeconds = request.windowEndSeconds,
|
||||
minPrice = minPrice,
|
||||
maxPrice = maxPrice,
|
||||
amountMode = amountMode,
|
||||
amountValue = amountValue,
|
||||
enabled = request.enabled
|
||||
)
|
||||
val saved = strategyRepository.save(entity)
|
||||
eventPublisher.publishEvent(CryptoTailStrategyChangedEvent(this))
|
||||
Result.success(entityToDto(saved, null))
|
||||
} catch (e: IllegalArgumentException) {
|
||||
Result.failure(e)
|
||||
} catch (e: Exception) {
|
||||
logger.error("创建尾盘策略失败: ${e.message}", e)
|
||||
Result.failure(e)
|
||||
}
|
||||
}
|
||||
|
||||
@Transactional
|
||||
fun update(request: CryptoTailStrategyUpdateRequest): Result<CryptoTailStrategyDto> {
|
||||
return try {
|
||||
val existing = strategyRepository.findById(request.strategyId).orElse(null)
|
||||
?: return Result.failure(IllegalArgumentException(ErrorCode.CRYPTO_TAIL_STRATEGY_NOT_FOUND.messageKey))
|
||||
val interval = existing.intervalSeconds
|
||||
val maxWindow = maxWindowByInterval[interval] ?: 300
|
||||
|
||||
request.windowStartSeconds?.let { ws ->
|
||||
request.windowEndSeconds?.let { we ->
|
||||
if (ws > we) return Result.failure(IllegalArgumentException(ErrorCode.CRYPTO_TAIL_STRATEGY_WINDOW_INVALID.messageKey))
|
||||
if (we > maxWindow) return Result.failure(IllegalArgumentException(ErrorCode.CRYPTO_TAIL_STRATEGY_WINDOW_EXCEED.messageKey))
|
||||
}
|
||||
}
|
||||
request.windowStartSeconds?.let { if (it > (request.windowEndSeconds ?: existing.windowEndSeconds)) return Result.failure(IllegalArgumentException(ErrorCode.CRYPTO_TAIL_STRATEGY_WINDOW_INVALID.messageKey)) }
|
||||
request.windowEndSeconds?.let { if (it > maxWindow) return Result.failure(IllegalArgumentException(ErrorCode.CRYPTO_TAIL_STRATEGY_WINDOW_EXCEED.messageKey)) }
|
||||
|
||||
val updated = existing.copy(
|
||||
name = request.name?.takeIf { it.isNotBlank() } ?: existing.name,
|
||||
windowStartSeconds = request.windowStartSeconds ?: existing.windowStartSeconds,
|
||||
windowEndSeconds = request.windowEndSeconds ?: existing.windowEndSeconds,
|
||||
minPrice = request.minPrice?.toSafeBigDecimal() ?: existing.minPrice,
|
||||
maxPrice = request.maxPrice?.toSafeBigDecimal() ?: existing.maxPrice,
|
||||
amountMode = request.amountMode?.uppercase() ?: existing.amountMode,
|
||||
amountValue = request.amountValue?.toSafeBigDecimal() ?: existing.amountValue,
|
||||
enabled = request.enabled ?: existing.enabled,
|
||||
updatedAt = System.currentTimeMillis()
|
||||
)
|
||||
if (updated.minPrice > updated.maxPrice) {
|
||||
return Result.failure(IllegalArgumentException(ErrorCode.PARAM_ERROR.messageKey))
|
||||
}
|
||||
request.amountMode?.uppercase()?.let { if (it != "RATIO" && it != "FIXED") return Result.failure(IllegalArgumentException(ErrorCode.CRYPTO_TAIL_STRATEGY_AMOUNT_MODE_INVALID.messageKey)) }
|
||||
val saved = strategyRepository.save(updated)
|
||||
eventPublisher.publishEvent(CryptoTailStrategyChangedEvent(this))
|
||||
val lastTrigger = triggerRepository.findAllByStrategyIdOrderByCreatedAtDesc(saved.id!!, PageRequest.of(0, 1))
|
||||
.content.firstOrNull()?.createdAt
|
||||
Result.success(entityToDto(saved, lastTrigger))
|
||||
} catch (e: IllegalArgumentException) {
|
||||
Result.failure(e)
|
||||
} catch (e: Exception) {
|
||||
logger.error("更新尾盘策略失败: ${e.message}", e)
|
||||
Result.failure(e)
|
||||
}
|
||||
}
|
||||
|
||||
@Transactional
|
||||
fun delete(strategyId: Long): Result<Unit> {
|
||||
return try {
|
||||
if (!strategyRepository.existsById(strategyId)) {
|
||||
return Result.failure(IllegalArgumentException(ErrorCode.CRYPTO_TAIL_STRATEGY_NOT_FOUND.messageKey))
|
||||
}
|
||||
strategyRepository.deleteById(strategyId)
|
||||
Result.success(Unit)
|
||||
} catch (e: Exception) {
|
||||
logger.error("删除尾盘策略失败: ${e.message}", e)
|
||||
Result.failure(e)
|
||||
}
|
||||
}
|
||||
|
||||
fun list(request: CryptoTailStrategyListRequest): Result<CryptoTailStrategyListResponse> {
|
||||
return try {
|
||||
val list = when {
|
||||
request.accountId != null && request.enabled != null -> strategyRepository.findByAccountIdAndEnabled(request.accountId, request.enabled)
|
||||
request.accountId != null -> strategyRepository.findAllByAccountId(request.accountId)
|
||||
request.enabled == true -> strategyRepository.findAllByEnabledTrue()
|
||||
request.enabled == false -> strategyRepository.findAll().filter { !it.enabled }
|
||||
else -> strategyRepository.findAll()
|
||||
}
|
||||
val lastTriggerMap = list.map { it.id!! }.associateWith { id ->
|
||||
triggerRepository.findAllByStrategyIdOrderByCreatedAtDesc(id, PageRequest.of(0, 1))
|
||||
.content.firstOrNull()?.createdAt
|
||||
}
|
||||
val dtos = list.map { entityToDto(it, lastTriggerMap[it.id]) }
|
||||
Result.success(CryptoTailStrategyListResponse(list = dtos))
|
||||
} catch (e: Exception) {
|
||||
logger.error("查询尾盘策略列表失败: ${e.message}", e)
|
||||
Result.failure(e)
|
||||
}
|
||||
}
|
||||
|
||||
fun getTriggerRecords(request: CryptoTailStrategyTriggerListRequest): Result<CryptoTailStrategyTriggerListResponse> {
|
||||
return try {
|
||||
val page = PageRequest.of((request.page - 1).coerceAtLeast(0), request.pageSize.coerceIn(1, 100))
|
||||
val pageResult = if (request.status != null && request.status.isNotBlank()) {
|
||||
triggerRepository.findAllByStrategyIdAndStatusOrderByCreatedAtDesc(request.strategyId, request.status, page)
|
||||
} else {
|
||||
triggerRepository.findAllByStrategyIdOrderByCreatedAtDesc(request.strategyId, page)
|
||||
}
|
||||
val list = pageResult.content.map { triggerToDto(it) }
|
||||
val total = if (request.status != null && request.status.isNotBlank()) {
|
||||
triggerRepository.countByStrategyIdAndStatus(request.strategyId, request.status)
|
||||
} else {
|
||||
pageResult.totalElements
|
||||
}
|
||||
Result.success(CryptoTailStrategyTriggerListResponse(list = list, total = total))
|
||||
} catch (e: Exception) {
|
||||
logger.error("查询触发记录失败: ${e.message}", e)
|
||||
Result.failure(e)
|
||||
}
|
||||
}
|
||||
|
||||
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 triggerToDto(t: CryptoTailStrategyTrigger): CryptoTailStrategyTriggerDto = CryptoTailStrategyTriggerDto(
|
||||
id = t.id ?: 0L,
|
||||
strategyId = t.strategyId,
|
||||
periodStartUnix = t.periodStartUnix,
|
||||
marketTitle = t.marketTitle,
|
||||
outcomeIndex = t.outcomeIndex,
|
||||
triggerPrice = t.triggerPrice.toPlainString(),
|
||||
amountUsdc = t.amountUsdc.toPlainString(),
|
||||
orderId = t.orderId,
|
||||
status = t.status,
|
||||
failReason = t.failReason,
|
||||
createdAt = t.createdAt
|
||||
)
|
||||
}
|
||||
@@ -0,0 +1,43 @@
|
||||
-- ============================================
|
||||
-- V34: 加密市场尾盘策略表
|
||||
-- ============================================
|
||||
CREATE TABLE IF NOT EXISTS crypto_tail_strategy (
|
||||
id BIGINT AUTO_INCREMENT PRIMARY KEY COMMENT '策略ID',
|
||||
account_id BIGINT NOT NULL COMMENT '钱包账户ID',
|
||||
name VARCHAR(255) DEFAULT NULL COMMENT '策略名称（可选，用于列表展示）',
|
||||
market_slug_prefix VARCHAR(64) NOT NULL COMMENT '市场 slug 前缀，如 btc-updown-5m、btc-updown-15m',
|
||||
interval_seconds INT NOT NULL COMMENT '周期长度秒数：300(5分钟) 或 900(15分钟)',
|
||||
window_start_seconds INT NOT NULL COMMENT '时间窗口开始秒数（相对周期起点）',
|
||||
window_end_seconds INT NOT NULL COMMENT '时间窗口结束秒数（相对周期起点）',
|
||||
min_price DECIMAL(20, 8) NOT NULL COMMENT '最低触发价格 0~1',
|
||||
max_price DECIMAL(20, 8) NOT NULL DEFAULT 1 COMMENT '最高触发价格 0~1，默认1',
|
||||
amount_mode VARCHAR(10) NOT NULL DEFAULT 'RATIO' COMMENT '投入方式: RATIO=按比例, FIXED=固定金额',
|
||||
amount_value DECIMAL(20, 8) NOT NULL COMMENT '比例(0~100)或固定USDC金额',
|
||||
enabled TINYINT(1) NOT NULL DEFAULT 1 COMMENT '是否启用: 0=停用, 1=启用',
|
||||
created_at BIGINT NOT NULL COMMENT '创建时间',
|
||||
updated_at BIGINT NOT NULL COMMENT '更新时间',
|
||||
INDEX idx_account_id (account_id),
|
||||
INDEX idx_enabled (enabled),
|
||||
FOREIGN KEY (account_id) REFERENCES wallet_accounts(id) ON DELETE CASCADE
|
||||
) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COMMENT='加密市场尾盘策略表';
|
||||
|
||||
-- ============================================
|
||||
-- 触发记录表
|
||||
-- ============================================
|
||||
CREATE TABLE IF NOT EXISTS crypto_tail_strategy_trigger (
|
||||
id BIGINT AUTO_INCREMENT PRIMARY KEY COMMENT '记录ID',
|
||||
strategy_id BIGINT NOT NULL COMMENT '策略ID',
|
||||
period_start_unix BIGINT NOT NULL COMMENT '周期起点 Unix 秒',
|
||||
market_title VARCHAR(500) DEFAULT NULL COMMENT '市场标题',
|
||||
outcome_index INT NOT NULL COMMENT '方向: 0=Up, 1=Down',
|
||||
trigger_price DECIMAL(20, 8) NOT NULL COMMENT '触发时价格',
|
||||
amount_usdc DECIMAL(20, 8) NOT NULL COMMENT '投入金额 USDC',
|
||||
order_id VARCHAR(128) DEFAULT NULL COMMENT '订单ID（成功时有值）',
|
||||
status VARCHAR(20) NOT NULL DEFAULT 'success' COMMENT '状态: success, fail',
|
||||
fail_reason VARCHAR(500) DEFAULT NULL COMMENT '失败原因',
|
||||
created_at BIGINT NOT NULL COMMENT '创建时间',
|
||||
INDEX idx_strategy_id (strategy_id),
|
||||
INDEX idx_period (strategy_id, period_start_unix),
|
||||
INDEX idx_created_at (created_at),
|
||||
FOREIGN KEY (strategy_id) REFERENCES crypto_tail_strategy(id) ON DELETE CASCADE
|
||||
) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COMMENT='尾盘策略触发记录表';
|
||||
@@ -274,6 +274,18 @@ error.server.backtest_historical_data_fetch_failed=Failed to fetch historical da
|
||||
error.server.backtest_stop_failed=Failed to stop backtest task
|
||||
error.server.backtest_retry_failed=Failed to retry backtest task
|
||||
error.server.backtest_rerun_failed=Failed to re-run backtest with same config
|
||||
|
||||
# Crypto tail strategy
|
||||
error.crypto_tail_strategy_not_found=Crypto tail strategy not found
|
||||
error.crypto_tail_strategy_window_invalid=Window start must not be greater than window end
|
||||
error.crypto_tail_strategy_window_exceed=Time window must not exceed period length
|
||||
error.crypto_tail_strategy_interval_invalid=Interval must be 300 or 900 seconds
|
||||
error.crypto_tail_strategy_amount_mode_invalid=Amount mode must be RATIO or FIXED
|
||||
error.server.crypto_tail_strategy_create_failed=Failed to create crypto tail strategy
|
||||
error.server.crypto_tail_strategy_update_failed=Failed to update crypto tail strategy
|
||||
error.server.crypto_tail_strategy_delete_failed=Failed to delete crypto tail strategy
|
||||
error.server.crypto_tail_strategy_list_fetch_failed=Failed to fetch crypto tail strategy list
|
||||
error.server.crypto_tail_strategy_triggers_fetch_failed=Failed to fetch trigger records
|
||||
# Backtest Management
|
||||
backtest.title=Backtest Management
|
||||
backtest.create_task=Create Backtest
|
||||
|
||||
@@ -274,6 +274,18 @@ error.server.backtest_historical_data_fetch_failed=历史数据获取失败
|
||||
error.server.backtest_stop_failed=停止回测任务失败
|
||||
error.server.backtest_retry_failed=重试回测任务失败
|
||||
error.server.backtest_rerun_failed=按配置重新测试失败
|
||||
|
||||
# 尾盘策略
|
||||
error.crypto_tail_strategy_not_found=尾盘策略不存在
|
||||
error.crypto_tail_strategy_window_invalid=时间区间开始不能大于结束
|
||||
error.crypto_tail_strategy_window_exceed=时间区间不能超过周期长度
|
||||
error.crypto_tail_strategy_interval_invalid=周期仅支持 300 或 900 秒
|
||||
error.crypto_tail_strategy_amount_mode_invalid=投入方式仅支持 RATIO 或 FIXED
|
||||
error.server.crypto_tail_strategy_create_failed=创建尾盘策略失败
|
||||
error.server.crypto_tail_strategy_update_failed=更新尾盘策略失败
|
||||
error.server.crypto_tail_strategy_delete_failed=删除尾盘策略失败
|
||||
error.server.crypto_tail_strategy_list_fetch_failed=查询尾盘策略列表失败
|
||||
error.server.crypto_tail_strategy_triggers_fetch_failed=查询触发记录失败
|
||||
# 回测管理
|
||||
backtest.title=回测管理
|
||||
backtest.create_task=新增回测
|
||||
|
||||
@@ -274,6 +274,18 @@ error.server.backtest_historical_data_fetch_failed=歷史數據獲取失敗
|
||||
error.server.backtest_stop_failed=停止回測任務失敗
|
||||
error.server.backtest_retry_failed=重試回測任務失敗
|
||||
error.server.backtest_rerun_failed=依配置重新測試失敗
|
||||
|
||||
# 尾盤策略
|
||||
error.crypto_tail_strategy_not_found=尾盤策略不存在
|
||||
error.crypto_tail_strategy_window_invalid=時間區間開始不能大於結束
|
||||
error.crypto_tail_strategy_window_exceed=時間區間不能超過週期長度
|
||||
error.crypto_tail_strategy_interval_invalid=週期僅支援 300 或 900 秒
|
||||
error.crypto_tail_strategy_amount_mode_invalid=投入方式僅支援 RATIO 或 FIXED
|
||||
error.server.crypto_tail_strategy_create_failed=創建尾盤策略失敗
|
||||
error.server.crypto_tail_strategy_update_failed=更新尾盤策略失敗
|
||||
error.server.crypto_tail_strategy_delete_failed=刪除尾盤策略失敗
|
||||
error.server.crypto_tail_strategy_list_fetch_failed=查詢尾盤策略列表失敗
|
||||
error.server.crypto_tail_strategy_triggers_fetch_failed=查詢觸發記錄失敗
|
||||
# 回測管理
|
||||
backtest.title=回測管理
|
||||
backtest.create_task=新增回測
|
||||
|
||||
@@ -0,0 +1,204 @@
|
||||
# 加密市场尾盘策略 - 流程图
|
||||
|
||||
## 一、整体架构
|
||||
|
||||
```
|
||||
┌─────────────────┐ POST 创建/更新 ┌──────────────────────────┐
|
||||
│ 前端 / API │ ──────────────────────►│ CryptoTailStrategyController│
|
||||
└─────────────────┘ └──────────────┬─────────────┘
|
||||
│
|
||||
▼
|
||||
┌──────────────────────────┐
|
||||
│ CryptoTailStrategyService │
|
||||
│ create / update │
|
||||
│ save → publishEvent │
|
||||
└──────────────┬─────────────┘
|
||||
│
|
||||
┌─────────────────────────────────────────┼─────────────────────────────────────────┐
|
||||
│ CryptoTailStrategyChangedEvent │ │
|
||||
▼ ▼ ▼
|
||||
┌──────────────────────────────┐ ┌──────────────────────────────┐ ┌──────────────────────────────┐
|
||||
│ CryptoTailStrategyScheduler │ │ CryptoTailOrderbookWsService │ │ (其他监听方，如有) │
|
||||
│ @EventListener │ │ @EventListener │ └──────────────────────────────┘
|
||||
│ → runCycle() 一次（补充） │ │ → refreshAndSubscribe() │
|
||||
└──────────────┬───────────────┘ └──────────────┬───────────────┘
|
||||
│ │
|
||||
▼ │
|
||||
┌──────────────────────────────┐ │
|
||||
│ CryptoTailStrategyExecution │ │ 每 25 秒 + 事件时
|
||||
│ runCycle() │ │ refreshAndSubscribe()
|
||||
│ (HTTP 拉订单簿，满足则下单) │ ▼
|
||||
└──────────────────────────────┘ ┌──────────────────────────────┐
|
||||
│ CLOB Market WebSocket │
|
||||
│ wss://.../ws/market │
|
||||
│ subscribe assets_ids │
|
||||
└──────────────┬───────────────┘
|
||||
│ book / price_change
|
||||
▼
|
||||
┌──────────────────────────────┐
|
||||
│ onBestBid(tokenId, bestBid) │
|
||||
│ → tryTriggerWithPriceFromWs │
|
||||
└──────────────┬───────────────┘
|
||||
│
|
||||
▼
|
||||
┌──────────────────────────────┐
|
||||
│ CryptoTailStrategyExecution │
|
||||
│ placeOrderForTrigger │
|
||||
│ → CLOB 下单 + 写触发记录 │
|
||||
└──────────────────────────────┘
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## 二、策略创建/更新流程（API → 事件）
|
||||
|
||||
```mermaid
|
||||
sequenceDiagram
|
||||
participant API as Controller
|
||||
participant Svc as CryptoTailStrategyService
|
||||
participant DB as DB
|
||||
participant Event as ApplicationEventPublisher
|
||||
|
||||
API->>Svc: create(request) / update(request)
|
||||
Svc->>Svc: 参数校验（账户、窗口、价格、金额模式等）
|
||||
Svc->>DB: save(entity)
|
||||
Svc->>Event: publishEvent(CryptoTailStrategyChangedEvent)
|
||||
Svc->>API: Result.success(dto)
|
||||
```
|
||||
|
||||
- **创建**：校验通过后落库，发布 `CryptoTailStrategyChangedEvent`，返回 DTO。
|
||||
- **更新**：同上，更新实体后发布同一事件。
|
||||
- **删除**：不发布事件（策略已移除，WS 下次刷新订阅时会自然不再包含该策略）。
|
||||
|
||||
---
|
||||
|
||||
## 三、策略变更后：双路响应
|
||||
|
||||
事件发出后，两个监听方并行执行，互不阻塞：
|
||||
|
||||
| 监听方 | 动作 | 说明 |
|
||||
|--------|------|------|
|
||||
| **CryptoTailStrategyScheduler** | `onStrategyChanged` → `runCycle()` 一次 | 用 HTTP 拉订单簿做一轮检查，作为 WS 未就绪时的补充。 |
|
||||
| **CryptoTailOrderbookWsService** | `onStrategyChanged` → `refreshAndSubscribe()` | 按当前启用策略重新算 token 列表，向 WS 发送新的 `assets_ids` 订阅。 |
|
||||
|
||||
```mermaid
|
||||
flowchart LR
|
||||
subgraph 事件
|
||||
E[CryptoTailStrategyChangedEvent]
|
||||
end
|
||||
subgraph 调度器
|
||||
S[Scheduler.onStrategyChanged]
|
||||
R[executionService.runCycle]
|
||||
S --> R
|
||||
end
|
||||
subgraph WS服务
|
||||
W[OrderbookWsService.onStrategyChanged]
|
||||
Ref[refreshAndSubscribe]
|
||||
W --> Ref
|
||||
end
|
||||
E --> S
|
||||
E --> W
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## 四、WebSocket 订单簿监听流程（主路径）
|
||||
|
||||
```mermaid
|
||||
flowchart TB
|
||||
subgraph 启动与连接
|
||||
A[PostConstruct init] --> B[connect]
|
||||
B --> C[OkHttp WebSocket 连接 wss://.../ws/market]
|
||||
C --> D[onOpen: refreshAndSubscribe]
|
||||
end
|
||||
|
||||
subgraph 订阅维护
|
||||
D --> E[buildSubscriptionMap]
|
||||
E --> F[遍历 enabled 策略]
|
||||
F --> G[当前周期 periodStartUnix]
|
||||
G --> H[slug = prefix-periodStartUnix]
|
||||
H --> I[Gamma getEventBySlug]
|
||||
I --> J[得到 tokenIds]
|
||||
J --> K[tokenId → List of WsBookEntry]
|
||||
K --> L[发送 type=MARKET, assets_ids=[...]]
|
||||
T[每 25 秒 @Scheduled] --> E
|
||||
EV[onStrategyChanged] --> E
|
||||
end
|
||||
|
||||
subgraph 收消息与触发
|
||||
M[onMessage: book / price_change]
|
||||
M --> N[解析 asset_id, best_bid]
|
||||
N --> O[onBestBid tokenId, bestBid]
|
||||
O --> P[查 tokenToEntries 得到策略列表]
|
||||
P --> Q[筛时间窗内]
|
||||
Q --> R[scope.launch tryTriggerWithPriceFromWs]
|
||||
R --> S[placeOrderForTrigger]
|
||||
end
|
||||
|
||||
L --> M
|
||||
```
|
||||
|
||||
- **buildSubscriptionMap**：只包含「当前时间仍在窗口内」的策略（`nowSeconds < windowEnd`），并只订阅这些策略对应周期的 token。
|
||||
- **onBestBid**：再按当前时间过滤一次时间窗，对每个命中策略在协程里调用 `tryTriggerWithPriceFromWs`，内部会查「本周期是否已触发」和价格区间，通过则 `placeOrderForTrigger`。
|
||||
|
||||
---
|
||||
|
||||
## 五、执行层：下单条件与顺序（ExecutionService）
|
||||
|
||||
无论来自 **runCycle（HTTP）** 还是 **tryTriggerWithPriceFromWs（WS）**，最终都走同一套下单逻辑。
|
||||
|
||||
```mermaid
|
||||
flowchart TB
|
||||
subgraph runCycle 入口
|
||||
A[runCycle] --> B[findAllByEnabledTrue]
|
||||
B --> C[processStrategy 每个策略]
|
||||
C --> D[在时间窗? 本周期已触发?]
|
||||
D --> E[Gamma getEventBySlug]
|
||||
E --> F[HTTP getOrderbook 两个 token]
|
||||
F --> G[第一个 bestBid 在 minPrice~maxPrice?]
|
||||
G --> H[placeOrderForTrigger]
|
||||
end
|
||||
|
||||
subgraph tryTriggerWithPriceFromWs 入口
|
||||
I[WS onBestBid] --> J[tryTriggerWithPriceFromWs]
|
||||
J --> K[本周期已触发? bestBid 在区间?]
|
||||
K --> H
|
||||
end
|
||||
|
||||
subgraph placeOrderForTrigger 统一
|
||||
H --> L[账户、API 凭证]
|
||||
L --> M[余额、下单金额]
|
||||
M --> N[最优价、数量]
|
||||
N --> O[签名、CLOB 下单]
|
||||
O --> P[保存 CryptoTailStrategyTrigger]
|
||||
end
|
||||
```
|
||||
|
||||
- **每周期最多触发一次**：由 `triggerRepository.findByStrategyIdAndPeriodStartUnix` 保证。
|
||||
- **价格区间**：`minPrice ≤ bestBid ≤ maxPrice` 才触发。
|
||||
- **时间窗**：仅当 `windowStart ≤ now < windowEnd`（以当前周期的 `periodStartUnix` 为基准）才参与检查/下单。
|
||||
|
||||
---
|
||||
|
||||
## 六、关键数据流小结
|
||||
|
||||
| 阶段 | 输入 | 输出/动作 |
|
||||
|------|------|-----------|
|
||||
| 创建/更新策略 | API 请求体 | 落库 + 发布 `CryptoTailStrategyChangedEvent` |
|
||||
| 事件 → 调度器 | 事件 | 执行一次 `runCycle()`（HTTP 拉订单簿，满足则下单） |
|
||||
| 事件 → WS 服务 | 事件 | `refreshAndSubscribe()`，更新订阅的 `assets_ids` |
|
||||
| 定时刷新订阅 | 每 25 秒 | `refreshAndSubscribe()`，保证新周期、新策略被订阅 |
|
||||
| WS 收 book/price_change | asset_id, best_bid | `onBestBid` → 时间窗内策略 → `tryTriggerWithPriceFromWs` → 未触发且价格在区间则 `placeOrderForTrigger` |
|
||||
| placeOrderForTrigger | 策略、周期、token、outcome、价格 | 账户/余额/价格/签名 → CLOB 下单 → 写触发记录 |
|
||||
|
||||
---
|
||||
|
||||
## 七、涉及类与职责
|
||||
|
||||
| 类 | 职责 |
|
||||
|----|------|
|
||||
| **CryptoTailStrategyController** | 接收 list/create/update/delete/triggers/marketOptions 的 POST。 |
|
||||
| **CryptoTailStrategyService** | 策略 CRUD、校验、发布 `CryptoTailStrategyChangedEvent`。 |
|
||||
| **CryptoTailStrategyScheduler** | 监听策略变更事件，执行一次 `runCycle()`。 |
|
||||
| **CryptoTailOrderbookWsService** | 连接 CLOB Market WS、维护订阅（事件 + 每 25 秒）、处理 book/price_change、调用 `tryTriggerWithPriceFromWs`。 |
|
||||
| **CryptoTailStrategyExecutionService** | `runCycle()`（HTTP 路径）、`tryTriggerWithPriceFromWs()`（WS 路径）、`placeOrderForTrigger()`（统一下单与写触发记录）。 |
|
||||
@@ -0,0 +1,178 @@
|
||||
# 加密市场尾盘策略 - 5/15 分钟市场数据获取说明
|
||||
|
||||
> 前端 UI 与交互详见 `crypto-tail-strategy-ui-spec.md`。
|
||||
|
||||
## 1. 数据源
|
||||
|
||||
- **Gamma API**：`https://gamma-api.polymarket.com`
|
||||
- 用于获取市场元数据：conditionId、开始/结束时间、标题、clobTokenIds 等。
|
||||
- 无需鉴权。
|
||||
|
||||
## 2. 市场类型与 Slug 规则
|
||||
|
||||
| 类型 | Event Slug 规则 | 周期长度 | 说明 |
|
||||
|------|-----------------|----------|------|
|
||||
| Bitcoin 5 分钟 | `btc-updown-5m-{periodStartUnix}` | 5 min | periodStartUnix 为 5 分钟边界的 Unix 时间戳（秒） |
|
||||
| Bitcoin 15 分钟 | `btc-updown-15m-{periodStartUnix}` | 15 min | periodStartUnix 为 15 分钟边界：`(now // 900) * 900` |
|
||||
| Ethereum 5 分钟 | `eth-updown-5m-{ts}` | 5 min | 暂未验证是否在平台上线；如有可按相同规则推导 |
|
||||
| Ethereum 15 分钟 | `eth-updown-15m-{ts}` | 15 min | 已验证存在 |
|
||||
|
||||
- 5 分钟周期：按 **300 秒** 对齐；当前周期起点可用 `(nowUnix // 300) * 300`，下一周期为 `+300`。
|
||||
- 15 分钟周期：按 **900 秒** 对齐；当前周期起点可用 `(nowUnix // 900) * 900`。slug 中的时间戳即为周期起始 Unix 秒；周期结束以 API 的 endDate 为准。
|
||||
|
||||
## 3. 获取单个周期市场（开始时间、结束时间）
|
||||
|
||||
### 3.1 请求
|
||||
|
||||
```bash
|
||||
# 5 分钟 - 当前周期（示例时间戳需替换为当前周期起点）
|
||||
curl -s "https://gamma-api.polymarket.com/events/slug/btc-updown-5m-1771007100"
|
||||
|
||||
# 15 分钟 - 需使用实际存在的时间戳（可从前端或历史 slug 得知）
|
||||
curl -s "https://gamma-api.polymarket.com/events/slug/btc-updown-15m-1770882300"
|
||||
```
|
||||
|
||||
### 3.2 响应结构（与开始/结束时间相关）
|
||||
|
||||
- **Event 层**：`startDate`、`endDate`（ISO 8601）。
|
||||
- **markets[]**：每个市场有 `conditionId`、`question`、`startDate`、`endDate`、`clobTokenIds` 等。
|
||||
|
||||
**周期本身**：例如 5 分钟市场 "1:30PM-1:35PM ET"，理应是 **startDate = 1:30 PM**、**endDate = 1:35 PM**。
|
||||
|
||||
**API 返回值与周期起止的对应关系（已用脚本验证）**：
|
||||
|
||||
| 字段 | 是否等于周期起止 | 说明 |
|
||||
|------|------------------|------|
|
||||
| **endDate**（Event / Market） | **是**，等于周期结束时间（如 1:35 PM） | API 的 endDate 即周期终点，可直接用。 |
|
||||
| **startDate**（Event / Market） | **否**，不等于周期开始时间（1:30 PM） | API 的 startDate 是市场创建/开放时间，不是周期起点，故**不能**当 1:30 PM 用。 |
|
||||
|
||||
**正确做法**：周期起点（1:30 PM）用 **slug 中的时间戳** 推导；周期终点（1:35 PM）用 API 的 **endDate**。
|
||||
|
||||
- **5 分钟**：周期开始 = `slug_ts`（即 slug 中的 Unix 秒），周期结束 = `endDate`（或 `slug_ts + 300`）。
|
||||
- **15 分钟**：周期开始 = `slug_ts`，周期结束 = `endDate`（或 `slug_ts + 900`）。
|
||||
|
||||
**示例（脚本输出解读）**：若 current 5m slug 为 `btc-updown-5m-1771007400`、title 为 "1:30PM-1:35PM ET"、endDate 为 `2026-02-13T18:35:00Z`，则 1771007400 = 18:30 UTC = 1:30 PM ET，即周期起点；endDate 18:35 UTC = 1:35 PM ET = 周期终点。next 5m slug 为 1771007700 = 1771007400 + 300，即下一周期起点。15m 同理：current slug 1771007400（1:30–1:45 PM ET），next 1771008300 = 1771007400 + 900（1:45–2:00 PM ET）。
|
||||
|
||||
## 4. 如何列出“当前及未来”5/15 分钟市场
|
||||
|
||||
- Gamma 未提供按“5 分钟 / 15 分钟”或“Up or Down”的 tag 筛选；`tag_id=744`（cryptocurrency）未返回这些短期市场。
|
||||
- **可行方式**：
|
||||
1. **按周期时间戳生成 slug 并逐个请求**
|
||||
- 5 分钟：当前周期 `ts = (nowUnix // 300) * 300`，下一周期 `ts + 300`，再下一周期 `ts + 600` …
|
||||
- 15 分钟：`ts = (nowUnix // 900) * 900`，然后 `ts + 900`、`ts + 1800` …
|
||||
- 请求 `GET /events/slug/btc-updown-5m-{ts}` 或 `btc-updown-15m-{ts}`；若返回 404 表示该周期尚未创建或已过期，可跳过。
|
||||
2. **用户选择“市场”时**：若前端/后端已知“系列”（如 Bitcoin 5 minute），则只需约定 slug 前缀（`btc-updown-5m`、`btc-updown-15m`）与周期长度（300/900），按当前时间计算周期起点并请求对应 slug 即可得到当前周期的 conditionId、startDate、endDate；下一周期同理。
|
||||
|
||||
## 5. 周期边界与“每周期监听”
|
||||
|
||||
- **周期开始**：使用 **slug 中的时间戳** `periodStartUnix`（即请求 slug 时的 `btc-updown-5m-{ts}` 里的 `ts`），不要用 API 返回的 startDate。
|
||||
- **周期结束**：使用 API 返回的 **event.endDate 或 market.endDate**（与 slug_ts + 300/900 一致）。
|
||||
- 判断“当前是否在该周期内”：`periodStartUnix <= nowUnix < endDateUnix`，其中 `periodStartUnix` 从 slug 得到，`endDateUnix` 由 endDate 解析。
|
||||
- 策略“每周期开始时开始监听”：当 `now` 跨过当前周期的 endDate（或下一周期的 periodStartUnix）时，视为新周期开始，重置“本周期是否已触发”等状态。
|
||||
|
||||
## 6. 如何保证每个周期的市场都能正确处理
|
||||
|
||||
### 6.1 用“当前时间”唯一确定当前周期
|
||||
|
||||
- 服务端只用**当前 Unix 时间**推导周期，不依赖 API 的 startDate。
|
||||
- **5 分钟**：`periodStartUnix = (nowUnix / 300) * 300`（整除）。
|
||||
- **15 分钟**：`periodStartUnix = (nowUnix / 900) * 900`。
|
||||
- 同一时刻算出的 `periodStartUnix` 唯一，对应唯一 slug（如 `btc-updown-5m-{periodStartUnix}`），从而对应唯一市场（conditionId、tokenIds、endDate）。
|
||||
|
||||
### 6.2 按周期拉取市场并切换
|
||||
|
||||
- **首次进入或策略启用**：用当前的 `periodStartUnix` 拼 slug，请求 Gamma `GET /events/slug/{slug}`，拿到该周期的 conditionId、endDate、clobTokenIds；用 endDate 解析得到 `endDateUnix`。
|
||||
- **每次需要判断“是否还在本周期”或“是否该下单”时**：先算当前 `currentPeriodStart = (nowUnix / interval) * interval`（interval 为 300 或 900）。若 `currentPeriodStart` 大于上一笔使用的 `periodStartUnix`，说明已进入**下一周期**：
|
||||
- 用新的 `currentPeriodStart` 拼 slug，重新请求 Gamma，拿到**新周期**的 conditionId、endDate、clobTokenIds；
|
||||
- 用新周期的 tokenIds 订阅/拉取订单簿，用新 endDate 作为本周期结束时间；
|
||||
- 重置本周期“是否已触发”等状态，避免把上一周期的状态带到新周期。
|
||||
- **周期内**：始终用**本周期**的 conditionId、tokenIds、endDate 做价格监听与下单，不要混用上一周期的数据。
|
||||
|
||||
### 6.3 周期切换时机与 404 处理
|
||||
|
||||
- **切换时机**：以 `nowUnix >= endDateUnix` 或 `(nowUnix / interval) * interval > periodStartUnix` 作为“本周期已结束”，立刻按 6.2 用新 `periodStartUnix` 拉新周期市场。
|
||||
- **新周期市场尚未创建（404）**：Gamma 可能稍晚才创建下一周期 event。若请求 slug 返回 404，可短间隔重试（如 5–15 秒）或等到下一整点/对齐点再试；重试时仍用**同一** `periodStartUnix`，避免用错周期。若长时间 404，可记录日志并跳过该周期，下一周期再正常拉取。
|
||||
|
||||
### 6.4 下单失败重试规则（每周期最多下单一次）
|
||||
|
||||
- 市价单提交失败时，**最多重试 2 次**（即 1 次初始 + 2 次重试，共 3 次尝试）。
|
||||
- 若 3 次均失败：
|
||||
- 本周期**不再**对该 outcome 下单；
|
||||
- 记录失败原因与状态（便于审计与前端展示触发记录）。
|
||||
- 周期切换时（6.2）重置为“未下单”，仅对新周期做新的判断与尝试。
|
||||
|
||||
### 6.5 去重与幂等（每周期最多触发一次）
|
||||
|
||||
- 以「策略 + 周期」唯一标识一次执行，例如 `(strategyId, periodStartUnix)` 或 `(accountId, slugPrefix, periodStartUnix)`。
|
||||
- 在数据库或内存中记录：本周期是否已触发、是否已下单。若已触发，同一周期内不再根据价格区间下单。
|
||||
- 周期切换时（6.2）清空或更新为“新周期未触发”，只对新周期的 conditionId/tokenIds 做监听与下单。
|
||||
|
||||
### 6.6 时间区间（窗口）内才触发
|
||||
|
||||
- 策略可配置**时间区间**：从周期起点起算的「开始秒数」与「结束秒数」，例如 5 分钟市场可选 0～300 秒内的一段，15 分钟市场可选 0～900 秒内的一段（对应前端“分+秒”下拉，如 3 分 0 秒～12 分 0 秒即 180～720 秒）。
|
||||
- **执行规则**：仅当 `periodStartUnix + windowStartSeconds <= nowUnix < periodStartUnix + windowEndSeconds` 时，才根据 7.1 判断价格是否进入 [minPrice, maxPrice] 并执行下单；**区间外不进行价格判断与下单**。
|
||||
- 存储：策略表（或配置）中保存 `windowStartSeconds`、`windowEndSeconds`（整数，单位秒）；校验：`windowStartSeconds <= windowEndSeconds`，且不超过周期长度（5min 市场 ≤ 300，15min 市场 ≤ 900）。详见 [UI 规格 - 时间区间](crypto-tail-strategy-ui-spec.md)。
|
||||
|
||||
### 6.7 小结
|
||||
|
||||
| 要点 | 做法 |
|
||||
|------|------|
|
||||
| 周期唯一性 | 用 `(nowUnix / interval) * interval` 得到 periodStartUnix，再拼 slug，不依赖 API startDate。 |
|
||||
| 周期数据 | 每周期用**该周期**的 slug 请求 Gamma，使用返回的 conditionId、endDate、clobTokenIds。 |
|
||||
| 切换 | 当 `nowUnix >= endDateUnix` 或当前算出的 periodStartUnix 变化时，拉取新周期并重置状态。 |
|
||||
| 404 | 同一 periodStartUnix 重试；长时间 404 可跳过该周期并打日志。 |
|
||||
| 下单失败 | 失败后最多重试 2 次；仍失败则本周期不再下单并记录状态。 |
|
||||
| 每周期只触发一次 | 用 (策略, periodStartUnix) 做去重，周期切换时重置“已触发”状态。 |
|
||||
| 时间区间 | 仅当 periodStartUnix + windowStartSeconds ≤ now < periodStartUnix + windowEndSeconds 时做价格判断与下单；区间外不处理。 |
|
||||
|
||||
按上述方式，每个周期都会对应到正确的 slug、正确的市场与 endDate，并在周期结束时切换到下一周期；仅在配置的时间窗口内才根据价格触发下单，避免混周期或漏周期。
|
||||
|
||||
## 7. 与订单簿 / 价格的关系
|
||||
|
||||
- 价格由 **CLOB 订单簿**（或 WebSocket）获取，不依赖 Gamma；Gamma 仅提供市场元数据。
|
||||
- 使用 market.conditionId 与 markets[].clobTokenIds 解析出 tokenId，再订阅或请求该 token 的订单簿即可得到实时价格，用于区间判断与市价下单。
|
||||
|
||||
### 7.1 价格区间与「反方向」判断（如 minPrice = 0.92）
|
||||
|
||||
二元市场（Up or Down）有两个 outcome：通常 outcomeIndex 0 = Up，1 = Down，各对应一个 tokenId 和订单簿。
|
||||
|
||||
- **配置含义**：用户配置 minPrice = 0.92（及可选 maxPrice，默认 1）表示「当**某个 outcome 的价格**落在 [0.92, 1] 时触发市价买入**该** outcome」。
|
||||
- **不预先选方向**：不需要用户选「买 Up 还是买 Down」；谁的价格先进入区间就买谁。
|
||||
- **订单簿取价方式（与现有市价单逻辑一致）**：
|
||||
- 对每个 outcome，取该 tokenId 订单簿的 **bestBid**（最高买入价）作为当前价格用于区间判断；若取价规则与现有市价买入逻辑不同，请以系统现有规则为准并在实现文档中写明。
|
||||
- **判断方式**：
|
||||
- 同时取**两个 outcome** 的当前价格（按上述取价规则）。
|
||||
- 对 **outcome 0**：若 `price0 >= minPrice && price0 <= maxPrice` → 满足触发条件，买入 outcome 0（Up）。
|
||||
- 对 **outcome 1**：若 `price1 >= minPrice && price1 <= maxPrice` → 满足触发条件，买入 outcome 1（Down）。
|
||||
- **反方向**：「反方向」即另一个 outcome。例如若本轮已因 outcome 0 进入 [0.92, 1] 而买入 Up，则本周期内**不再**检查 outcome 1 是否也进入区间、也不再买 Down；反之若先触发的是 outcome 1（Down），则本周期不再买 Up。实现上：一旦本周期已对**任意一个** outcome 触发并下单，即标记本周期已触发，不再对**另一个 outcome（反方向）**做区间判断与下单。
|
||||
- **同一时刻两边都进区间**：若同一时刻 Up 和 Down 的价格都在 [0.92, 1]（理论上二元市场 Up+Down≈1 时不会同时 ≥0.92，但若出现），可约定按 outcomeIndex 优先（如先判 0 再判 1）或先到先得，只执行一笔买入，本周期不再买反方向。
|
||||
|
||||
总结：配置 0.92 时，对**两个方向**都做同一区间判断；先满足区间的那一侧触发买入，另一侧即为反方向，本周期不再触发。
|
||||
|
||||
## 8. 验证方式
|
||||
|
||||
**startDate/endDate 验证结论**：已用脚本对比 slug 时间戳与 API 返回的 startDate/endDate。**endDate 等于当前周期结束时间**；**startDate 不等于周期起始点**（为市场创建/开放时间），周期起始点应以 slug 中的时间戳为准。详见上文 3.2、5 节。
|
||||
|
||||
### 8.1 脚本（推荐）
|
||||
|
||||
项目内脚本，会请求当前/下一 5 分钟与 15 分钟 BTC 市场并打印 conditionId、startDate、endDate、clobTokenIds：
|
||||
|
||||
```bash
|
||||
python3 scripts/fetch_crypto_minute_markets.py
|
||||
```
|
||||
|
||||
### 8.2 curl 示例
|
||||
|
||||
```bash
|
||||
# 5 分钟 - 当前或下一周期（时间戳需替换为实际周期起点）
|
||||
curl -s "https://gamma-api.polymarket.com/events/slug/btc-updown-5m-1771007100"
|
||||
|
||||
# 15 分钟 - 当前周期（时间戳需替换为实际周期起点）
|
||||
curl -s "https://gamma-api.polymarket.com/events/slug/btc-updown-15m-1771006500"
|
||||
|
||||
# 15 分钟 - 历史存在的事件
|
||||
curl -s "https://gamma-api.polymarket.com/events/slug/btc-updown-15m-1770882300"
|
||||
curl -s "https://gamma-api.polymarket.com/events/slug/eth-updown-15m-1770801300"
|
||||
```
|
||||
|
||||
若返回 403，可加 User-Agent：`curl -s -H "User-Agent: PolymarketBot/1.0" "https://gamma-api.polymarket.com/events/slug/btc-updown-5m-1771007100"`
|
||||
@@ -0,0 +1,150 @@
|
||||
# 加密市场尾盘策略 - 任务梳理
|
||||
|
||||
> 需求与 UI 见 `crypto-tail-strategy-ui-spec.md`，市场数据与执行规则见 `crypto-tail-strategy-market-data.md`。
|
||||
|
||||
以下按**文档 / 数据库 / 后端 / 前端**拆分为可执行任务，便于排期与验收。
|
||||
|
||||
---
|
||||
|
||||
## 一、文档（已完成）
|
||||
|
||||
| 任务 | 状态 | 说明 |
|
||||
|------|------|------|
|
||||
| PRD 与需求 | ✅ | 周期、价格区间、每周期最多触发一次、重试 2 次等 |
|
||||
| 市场数据文档 | ✅ | `crypto-tail-strategy-market-data.md`：Gamma slug、周期、时间区间、价格判断 |
|
||||
| UI 规格 | ✅ | `crypto-tail-strategy-ui-spec.md`：列表、表单、时间区间、触发记录、赎回前置检查 |
|
||||
|
||||
---
|
||||
|
||||
## 二、数据库
|
||||
|
||||
| 序号 | 任务 | 说明 |
|
||||
|------|------|------|
|
||||
| D1 | 策略表 migration | 新建表，字段建议：id, account_id, name, market_slug_prefix(如 btc-updown-5m), interval_seconds(300/900), window_start_seconds, window_end_seconds, min_price, max_price, amount_mode(ratio/fixed), amount_value(比例或 USDC 字符串), enabled, created_at, updated_at。唯一/外键按现有规范。 |
|
||||
| D2 | 触发记录表 migration | 新建表，字段建议：id, strategy_id, period_start_unix, market_title, outcome_index(0=Up/1=Down), trigger_price, amount_usdc, order_id(可空), status(success/fail), fail_reason(可空), created_at。便于列表与筛选。 |
|
||||
|
||||
---
|
||||
|
||||
## 三、后端（Kotlin）
|
||||
|
||||
### 3.1 实体与 Repository
|
||||
|
||||
| 序号 | 任务 | 说明 |
|
||||
|------|------|------|
|
||||
| B1 | 策略实体 Entity | 对应策略表；ID 用 Long?；时间 Long 时间戳；金额 BigDecimal；遵守 backend.mdc 实体规范。 |
|
||||
| B2 | 触发记录实体 Entity | 对应触发记录表。 |
|
||||
| B3 | JpaRepository | 策略、触发记录的 Repository；按 strategyId、时间等查记录。 |
|
||||
|
||||
### 3.2 外部依赖与领域
|
||||
|
||||
| 序号 | 任务 | 说明 |
|
||||
|------|------|------|
|
||||
| B4 | Gamma API 按 slug 拉市场 | 已有或扩展 PolymarketGammaApi：GET /events/slug/{slug}，返回 conditionId、endDate、clobTokenIds 等；与 market-data 文档 3、4 节一致。 |
|
||||
| B5 | 周期与 slug 推导 | 工具或 Service：根据 interval(300/900)、当前时间算 periodStartUnix；拼 slug(如 btc-updown-5m-{ts})；解析 endDate 得 endDateUnix。 |
|
||||
| B6 | 订单簿价格 | 使用现有 CLOB/订单簿能力，按 conditionId、clobTokenIds 取各 outcome 的 bestBid；与 market-data 7.1 一致。 |
|
||||
| B7 | 市价单与重试 | 按策略的 amount 计算下单金额；市价买入指定 outcome；失败时最多重试 2 次（共 3 次），仍失败则写触发记录状态为失败并记原因。 |
|
||||
|
||||
### 3.3 策略执行核心逻辑（按 market-data 第 6、7 节）
|
||||
|
||||
| 序号 | 任务 | 说明 |
|
||||
|------|------|------|
|
||||
| B8 | 周期内时间窗口判断 | 仅当 `periodStartUnix + windowStartSeconds <= nowUnix < periodStartUnix + windowEndSeconds` 时，才做价格区间判断与下单；区间外不处理。 |
|
||||
| B9 | 价格区间与「先满足先买」 | 对两个 outcome 取价，若某 outcome 价格 ∈ [minPrice, maxPrice]，则触发买该 outcome；另一 outcome 本周期不再触发（7.1）。 |
|
||||
| B10 | 每周期只触发一次 | 以 (strategyId, periodStartUnix) 去重；周期切换时重置「本周期已触发」状态；结合 B8、B9 实现。 |
|
||||
| B11 | 周期切换与 404 | 当 now >= endDateUnix 或新 periodStartUnix 时，用新 periodStartUnix 拉新 slug；404 时同 periodStartUnix 短间隔重试，长时间 404 可跳过本周期并打日志。 |
|
||||
|
||||
### 3.4 API 与 DTO
|
||||
|
||||
| 序号 | 任务 | 说明 |
|
||||
|------|------|------|
|
||||
| B12 | 策略 CRUD API | 列表(分页/筛选)、创建、更新、删除、启用/停用；请求/响应为 DTO，不用 Map；统一 ApiResponse；错误码与 MessageSource。 |
|
||||
| B13 | 策略 DTO | 创建/更新包含：accountId, name, marketSlugPrefix, intervalSeconds, windowStartSeconds, windowEndSeconds, minPrice, maxPrice(可选默认 1), amountMode, amountValue；校验 windowStart <= windowEnd，且不超过周期长度。 |
|
||||
| B14 | 触发记录 API | 按 strategyId 分页查询触发记录；返回列表 DTO（时间、市场、方向、价格、金额、订单 ID、状态）。 |
|
||||
| B15 | 5/15 分钟市场列表 API（可选） | 若前端需要「可选市场」列表：可按当前/下一周期拼 slug 调 Gamma 返回市场信息，供前端选择；或前端直接按 slug 规则+周期展示。 |
|
||||
|
||||
### 3.5 自动赎回与调度
|
||||
|
||||
| 序号 | 任务 | 说明 |
|
||||
|------|------|------|
|
||||
| B16 | 自动赎回包含尾盘策略仓位 | 尾盘策略产生的仓位与跟单/手动一视同仁，纳入现有自动赎回逻辑，不排除（见 UI 规格附录 A）。 |
|
||||
| B17 | 调度/定时或常驻 | 对已启用策略按周期（如每 10–30 秒）检查：当前周期、是否在时间窗口内、是否已触发、价格是否进区间；满足则执行下单并写触发记录。 |
|
||||
|
||||
---
|
||||
|
||||
## 四、前端（React + TypeScript）
|
||||
|
||||
### 4.1 路由与导航
|
||||
|
||||
| 序号 | 任务 | 说明 |
|
||||
|------|------|------|
|
||||
| F1 | 路由 | App.tsx 增加 `/crypto-tail-strategy`、可选 `/crypto-tail-strategy/records/:id`。 |
|
||||
| F2 | 菜单 | Layout 中增加「尾盘策略」菜单项，与跟单同级或在其下；key 与路由一致。 |
|
||||
|
||||
### 4.2 列表页
|
||||
|
||||
| 序号 | 任务 | 说明 |
|
||||
|------|------|------|
|
||||
| F3 | 列表页组件 | 如 CryptoTailStrategyList.tsx；页面标题、钱包提示 Alert、新增按钮、筛选（账户、状态）。 |
|
||||
| F4 | 列表展示 | 桌面 Table / 移动 Card：策略名、关联市场、时间区间、价格区间、投入方式、状态、最近触发、操作（编辑、启用/停用、删除、查看触发记录）；删除 Popconfirm。 |
|
||||
| F5 | 创建前检查 | 点击「新增策略」先调接口判断是否已配置自动赎回（如 builderApiKeyConfigured）；未配置则弹出「请先配置自动赎回」Modal（去配置 → /system-settings，取消），不打开表单。 |
|
||||
|
||||
### 4.3 新增/编辑表单
|
||||
|
||||
| 序号 | 任务 | 说明 |
|
||||
|------|------|------|
|
||||
| F6 | 表单弹窗 | 策略名、选择账户、选择市场、时间区间、minPrice、maxPrice、投入方式（比例/固定）、启用状态。 |
|
||||
| F7 | 时间区间控件 | 区间开始/结束：下拉选「分钟」+「秒」；5min 市场 0–5 分+0–59 秒（总≤5min），15min 市场 0–15 分+0–59 秒（总≤15min）；校验**开始 ≤ 结束**；提交时转为 windowStartSeconds、windowEndSeconds。 |
|
||||
| F8 | 市场选择器 | 仅展示 5/15 分钟加密市场；支持搜索；展示市场标题+周期；选后用于校验时间区间上界（5min 结束≤300s，15min≤900s）。 |
|
||||
| F9 | 表单校验与提交 | 市场类型、时间区间 start≤end 且不超周期、minPrice/maxPrice、比例或固定金额合法；提交后刷新列表、成功提示。 |
|
||||
|
||||
### 4.4 触发记录
|
||||
|
||||
| 序号 | 任务 | 说明 |
|
||||
|------|------|------|
|
||||
| F10 | 触发记录展示 | 弹窗或独立页：触发时间、市场、方向(Up/Down)、触发价格、投入金额、订单 ID、状态；支持按时间、状态筛选；formatUSDC；移动端 Card/折叠。 |
|
||||
|
||||
### 4.5 通用
|
||||
|
||||
| 序号 | 任务 | 说明 |
|
||||
|------|------|------|
|
||||
| F11 | 类型定义 | 策略、触发记录等 TypeScript 类型；无 any。 |
|
||||
| F12 | API 封装 | apiService 中 cryptoTailStrategy.list/create/update/delete/toggle、records(strategyId) 等。 |
|
||||
| F13 | 多语言 | locales 中 zh-CN、zh-TW、en 的 cryptoTailStrategy.*：list.title、list.walletTip、form.walletTip、redeemRequiredModal.*、时间区间/价格区间等文案。 |
|
||||
|
||||
---
|
||||
|
||||
## 五、依赖关系简图
|
||||
|
||||
```
|
||||
文档 ✅
|
||||
↓
|
||||
D1,D2 数据库
|
||||
↓
|
||||
B1–B3 实体与 Repository
|
||||
↓
|
||||
B4–B7 外部 API、周期、价格、下单
|
||||
↓
|
||||
B8–B11 执行逻辑（时间窗口+价格+去重+周期切换）
|
||||
↓
|
||||
B12–B15 API 与 DTO
|
||||
B16 自动赎回
|
||||
B17 调度
|
||||
↓
|
||||
F1–F2 路由与菜单
|
||||
F11–F12 类型与 API 封装
|
||||
F13 多语言
|
||||
↓
|
||||
F3–F5 列表与创建前检查
|
||||
F6–F9 表单（含时间区间）
|
||||
F10 触发记录
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## 六、验收要点
|
||||
|
||||
- **时间区间**：仅当周期内当前时间落在 [windowStartSeconds, windowEndSeconds] 时才判断价格并下单；前端区间开始 ≤ 结束，且不超出 5min/15min。
|
||||
- **每周期一次**：同一策略同一周期只触发一次（先满足价格的 outcome 买入，反方向不买）。
|
||||
- **重试**：下单失败最多重试 2 次，共 3 次；仍失败记入触发记录为失败。
|
||||
- **自动赎回**：尾盘策略产生的仓位可被自动赎回，无排除逻辑。
|
||||
- **创建前检查**：未配置自动赎回时点击新增策略弹出「去配置」弹窗，不打开表单。
|
||||
@@ -0,0 +1,177 @@
|
||||
# 加密市场尾盘策略 - 前端 UI 规格
|
||||
|
||||
> 周期推导与市场数据获取详见 `crypto-tail-strategy-market-data.md`。
|
||||
|
||||
与现有跟单/回测保持同一风格（Ant Design、响应式、多语言），以下为页面结构及所含元素。
|
||||
|
||||
---
|
||||
|
||||
## 1. 导航与路由
|
||||
|
||||
| 项目 | 说明 |
|
||||
|------|------|
|
||||
| **菜单** | 在「跟单管理」同级或其下增加一项，如「尾盘策略」，key 建议 `/crypto-tail-strategy`。 |
|
||||
| **路由** | 列表页 `/crypto-tail-strategy`；可选详情/触发记录 `/crypto-tail-strategy/records/:id`。 |
|
||||
|
||||
参考：`Layout.tsx` 中 `/copy-trading`、`/backtest` 的配置；`App.tsx` 中对应 `Route`。
|
||||
|
||||
---
|
||||
|
||||
## 2. 列表页（主页面）
|
||||
|
||||
**路径**：`/crypto-tail-strategy`
|
||||
**组件**：如 `CryptoTailStrategyList.tsx`（或 `TailStrategyList.tsx`）。
|
||||
|
||||
### 2.1 顶部操作区
|
||||
|
||||
| 元素 | 类型 | 说明 |
|
||||
|------|------|------|
|
||||
| 页面标题 | 标题文案 | 如「加密尾盘策略」，用 `t('cryptoTailStrategy.list.title')`。 |
|
||||
| **钱包使用提示** | **Alert（Warning）** | **必须**在页面顶部或标题下方展示：提示用户**使用单独/专用钱包**运行本策略，避免该钱包用于手动交易、跟单等其他操作，否则可能导致余额或仓位变化，进而造成策略执行异常（如余额不足、下单失败等）。文案走多语言 `t('cryptoTailStrategy.list.walletTip')`，可带 `showIcon`。 |
|
||||
| 新增策略 | Button（Primary） | 点击时**先检查自动赎回相关配置**（见 2.4）；若未配置则弹出「去配置」简易弹窗，若已配置则打开「新增策略」表单弹窗。图标可用 `PlusOutlined`。 |
|
||||
| 筛选（可选） | Select / 筛选项 | 按账户、启用状态筛选；移动端可收起到抽屉或折叠。 |
|
||||
|
||||
### 2.2 列表内容（桌面端：Table，移动端：Card 列表）
|
||||
|
||||
| 列/卡片项 | 说明 |
|
||||
|-----------|------|
|
||||
| 策略名称 | 用户填的配置名或自动生成名。 |
|
||||
| 关联市场 | 展示市场标题 + 周期，如「Bitcoin Up or Down - 5 minute」。 |
|
||||
| 时间区间 | 如「3 分 0 秒 ~ 12 分 0 秒」（与周期类型一致：5min 为 0–5 分，15min 为 0–15 分）。 |
|
||||
| 价格区间 | 如 `[0.92, 1]` 或「0.92 ~ 1」（maxPrice 为空时显示为 1）。 |
|
||||
| 投入方式 | 「比例 10%」或「固定 100 USDC」，用 `formatUSDC` 格式化金额。 |
|
||||
| 状态 | Tag 或 Switch：启用 / 停用。 |
|
||||
| 最近触发 | 最近一次触发时间（若有）；无则「-」。 |
|
||||
| 操作 | 编辑、启用/停用、删除、查看触发记录。删除前 Popconfirm 二次确认。 |
|
||||
|
||||
### 2.3 与现有风格对齐
|
||||
|
||||
- 加载态：`Spin` 包裹列表。
|
||||
- 空状态：无数据时展示空状态插画 + 引导「新增策略」。
|
||||
- 响应式：`useMediaQuery({ maxWidth: 768 })`，桌面用 Table，移动用 Card + 操作折叠/抽屉。
|
||||
|
||||
参考：`CopyTradingList.tsx` 的 Table 列、Card 布局、筛选与 Modal 打开方式。
|
||||
|
||||
### 2.4 创建前检查：自动赎回配置（必须）
|
||||
|
||||
策略依赖**自动赎回**（需通过 Relayer/Builder API 提交链上赎回）。用户点击「新增策略」时：
|
||||
|
||||
1. **检查**：请求系统配置（如 `apiService.systemConfig.getConfig()` 或已有接口），判断是否已配置 Builder API Key（及可选：自动赎回已开启）。若 `builderApiKeyConfigured === false`（或后端约定之「未配置」状态），视为未配置。
|
||||
2. **未配置时**：不打开新增策略表单，改为弹出**简易弹窗**（Modal），内容建议：
|
||||
- **标题**：如「请先配置自动赎回」，`t('cryptoTailStrategy.redeemRequiredModal.title')`。
|
||||
- **正文**：简短说明尾盘策略依赖自动赎回，需要先在「系统设置」中配置 Builder API Key 及自动赎回。文案 `t('cryptoTailStrategy.redeemRequiredModal.description')`。
|
||||
- **操作**：
|
||||
- **去配置**：主按钮，点击后关闭弹窗并跳转到系统设置页（如 `/system-settings`，该页含 Relayer 配置与自动赎回开关）。
|
||||
- **取消**：次按钮或关闭图标，仅关闭弹窗。
|
||||
3. **已配置时**：正常打开新增策略表单弹窗。
|
||||
|
||||
弹窗保持简易，无需表单，仅提示 + 跳转；多语言键示例：`cryptoTailStrategy.redeemRequiredModal.title`、`cryptoTailStrategy.redeemRequiredModal.description`、`cryptoTailStrategy.redeemRequiredModal.goToSettings`、`cryptoTailStrategy.redeemRequiredModal.cancel`。
|
||||
|
||||
---
|
||||
|
||||
## 3. 新增 / 编辑策略弹窗（Modal）
|
||||
|
||||
**组件**：如 `CryptoTailStrategyFormModal.tsx` 或内嵌在列表页的 Modal。
|
||||
|
||||
### 3.1 表单字段
|
||||
|
||||
| 表单项 | 类型 | 必填 | 说明 |
|
||||
|--------|------|------|------|
|
||||
| **钱包提示（简短）** | **Alert（Warning）** | - | 在「选择账户」上方或表单单列顶部展示简短提示：建议使用**专用钱包**，避免手动操作等导致异常。文案如 `t('cryptoTailStrategy.form.walletTip')`。 |
|
||||
| 策略名称 | Input | 否 | 用于列表展示，可占位「自动生成」。 |
|
||||
| 选择账户 | Select | 是 | 下拉已导入账户（与跟单一致，来自 `useAccountStore()` 或接口）。 |
|
||||
| 选择市场 | 市场选择器 | 是 | 仅展示 5/15 分钟加密市场；支持搜索；展示市场标题 + 周期（5min/15min）；一个策略绑一个市场。 |
|
||||
| **时间区间** | **开始 / 结束** | 是 | 仅在本周期内的该时间窗口内，价格满足时才下单；区间外不处理。见下方说明。 |
|
||||
| 区间开始 | 下拉（分 + 秒） | 是 | 从周期起点起算的「开始」偏移。5 分钟市场可选 0～5 分 + 0～59 秒（总不超过 5 分钟）；15 分钟市场可选 0～15 分 + 0～59 秒（总不超过 15 分钟）。 |
|
||||
| 区间结束 | 下拉（分 + 秒） | 是 | 从周期起点起算的「结束」偏移。范围同上，且**区间开始不得大于区间结束**（前端校验）。 |
|
||||
| 最低价 minPrice | InputNumber | 是 | 0～1，精度 2～4 位小数；校验 minPrice ≤ 1。 |
|
||||
| 最高价 maxPrice | InputNumber | 否 | 0～1，占位「不填默认为 1」；若填则校验 minPrice ≤ maxPrice ≤ 1。 |
|
||||
| 投入方式 | Radio.Group | 是 | 选项：「按比例」「固定金额」。 |
|
||||
| 比例 % | InputNumber | 条件必填 | 选「按比例」时显示；0～100；可展示当前账户 USDC 余额与预估金额。 |
|
||||
| 固定金额 (USDC) | InputNumber | 条件必填 | 选「固定金额」时显示；≥ 最小下单额，≤ 账户余额；用 `formatUSDC` 展示。 |
|
||||
| 启用状态 | Switch | 否 | 新增默认开启；编辑可切换。 |
|
||||
|
||||
**时间区间说明**：例如 15 分钟市场配置「3 分 0 秒」～「12 分 0 秒」，表示从周期开始后第 3 分钟到第 12 分钟之间，若价格进入 [minPrice, maxPrice] 才下单；第 0～3 分钟、第 12～15 分钟即使价格满足也不下单。5 分钟市场同理，可选 0～5 分钟内的一段（如 0～2、2～5）。前端用下拉选择「分钟」+「秒」，后端存为相对周期起点的秒数（如 windowStartSeconds、windowEndSeconds）。
|
||||
|
||||
### 3.2 校验与提交
|
||||
|
||||
- 提交前：市场为 5/15 分钟、**时间区间开始 ≤ 时间区间结束**、时间区间不超出周期长度（5min 市场结束 ≤ 5 分 0 秒，15min 市场结束 ≤ 15 分 0 秒）、minPrice 合法、maxPrice 若填则 ≥ minPrice、余额/比例合法。
|
||||
- 提交后：关闭弹窗、刷新列表、`message.success`；失败在表单上展示接口错误信息。
|
||||
|
||||
参考：`CopyTradingOrders/AddModal.tsx` 的 Form 布局、`Form.Item` + `rules`、条件显示（比例/固定金额）。
|
||||
|
||||
---
|
||||
|
||||
## 4. 触发记录
|
||||
|
||||
**入口**：列表行操作「查看触发记录」或单独 Tab/页。
|
||||
|
||||
### 4.1 展示方式（二选一或并存）
|
||||
|
||||
- **弹窗**：Modal 内 Table，按策略 ID 拉取该策略的触发记录。
|
||||
- **独立页**：路由如 `/crypto-tail-strategy/records/:strategyId`，页面内 Table 或 Card 列表。
|
||||
|
||||
### 4.2 记录列表字段
|
||||
|
||||
| 列/项 | 说明 |
|
||||
|-------|------|
|
||||
| 触发时间 | 时间戳格式化为本地时间。 |
|
||||
| 市场 | 市场标题 + 周期。 |
|
||||
| 方向 (outcome) | Up / Down。 |
|
||||
| 触发价格 | 当时进入区间的价格。 |
|
||||
| 投入金额 | USDC，用 `formatUSDC`。 |
|
||||
| 订单 ID | 若有；可截断 + Tooltip 全量。 |
|
||||
| 状态 | 成功 / 失败。 |
|
||||
|
||||
支持按时间范围、状态筛选；移动端用 Card 或折叠列表。
|
||||
|
||||
---
|
||||
|
||||
## 5. 组件与技术要点
|
||||
|
||||
| 要点 | 说明 |
|
||||
|------|------|
|
||||
| **钱包提示** | 列表页与新增/编辑表单**必须**包含「使用单独钱包」的 Alert 提示，避免用户用混用钱包导致异常；文案走多语言。 |
|
||||
| **创建前检查** | 点击「新增策略」时先检查自动赎回/Builder API 是否已配置；未配置则弹出简易「去配置」弹窗，引导用户到系统设置配置 API Key 与自动赎回，不打开策略表单。 |
|
||||
| 多语言 | 所有文案 `t('cryptoTailStrategy.xxx')`，在 `locales/zh-CN`、`zh-TW`、`en` 的 `common.json` 中增加键。需包含：`cryptoTailStrategy.list.walletTip`、`cryptoTailStrategy.form.walletTip`，以及 `cryptoTailStrategy.redeemRequiredModal.title`、`cryptoTailStrategy.redeemRequiredModal.description`、`cryptoTailStrategy.redeemRequiredModal.goToSettings`、`cryptoTailStrategy.redeemRequiredModal.cancel`。文案示例：列表页 `walletTip`：「请使用单独的钱包运行尾盘策略，避免该钱包用于手动交易、跟单等其他操作，否则可能导致余额或仓位变化，造成策略执行异常。」表单内 `walletTip`：「建议使用专用钱包，避免手动操作等导致余额或下单异常。」未配置赎回弹窗 `title`：「请先配置自动赎回」；`description`：「尾盘策略依赖自动赎回功能，请先在系统设置中配置 Builder API Key 并开启自动赎回。」；`goToSettings`：「去配置」；`cancel`：「取消」。 |
|
||||
| 金额 | 统一 `formatUSDC`（见 frontend.mdc）。 |
|
||||
| 响应式 | `useMediaQuery`；按钮触摸目标 ≥ 44px；移动端主操作突出。 |
|
||||
| 类型 | 不用 `any`；为策略、触发记录定义 TypeScript 类型。 |
|
||||
| API | 通过 `apiService` 封装（如 `apiService.cryptoTailStrategy.list/create/update/delete/records`）。 |
|
||||
|
||||
---
|
||||
|
||||
## 6. 页面与文件建议对应
|
||||
|
||||
| 功能 | 建议路径/文件 |
|
||||
|------|----------------|
|
||||
| 列表页 | `frontend/src/pages/CryptoTailStrategyList.tsx` |
|
||||
| 未配置赎回时的简易弹窗 | 内嵌在列表页的 Modal，或 `CryptoTailStrategyList/RedeemRequiredModal.tsx` |
|
||||
| 新增/编辑弹窗 | `frontend/src/pages/CryptoTailStrategyList/FormModal.tsx` 或内嵌 Modal |
|
||||
| 触发记录 | `frontend/src/pages/CryptoTailStrategyList/TriggerRecordsModal.tsx` 或 `CryptoTailStrategyRecords.tsx` |
|
||||
| 路由 | `App.tsx` 中 `/crypto-tail-strategy`、可选 `/crypto-tail-strategy/records/:id` |
|
||||
| 菜单 | `Layout.tsx` 中增加「尾盘策略」菜单项 |
|
||||
| 类型 | `frontend/src/types/index.ts` 或 `types/cryptoTailStrategy.ts` 中增加策略与触发记录类型 |
|
||||
| 多语言 | `frontend/src/locales/{zh-CN,zh-TW,en}/common.json` 中增加 `cryptoTailStrategy.*` |
|
||||
|
||||
---
|
||||
|
||||
## 7. 小结：UI 包含的主要元素
|
||||
|
||||
- **导航**：主导航中「尾盘策略」入口。
|
||||
- **列表页**：标题、钱包提示 Alert、新增按钮（点击前先检查赎回配置，未配置则弹「去配置」简易弹窗）、筛选、表格/卡片（策略名、市场、价格区间、投入方式、状态、最近触发、操作）、加载与空状态。
|
||||
- **未配置赎回弹窗**：简易 Modal，提示依赖自动赎回、需先配置 Builder API Key 与自动赎回；按钮「去配置」（跳转 `/system-settings`）、「取消」。
|
||||
- **表单弹窗**：策略名、账户、市场选择、minPrice/maxPrice、投入方式（比例/固定）、启用开关、提交/取消。
|
||||
- **触发记录**：时间、市场、outcome、触发价格、金额、订单 ID、状态；支持弹窗或独立页。
|
||||
- **通用**：Ant Design 组件、响应式、多语言、formatUSDC、TypeScript 类型。
|
||||
|
||||
---
|
||||
|
||||
## 附录 A 后端/产品要求：自动赎回须支持本策略仓位
|
||||
|
||||
自动赎回逻辑**必须支持赎回由尾盘策略产生的订单所对应的仓位**。即：本策略触发的市价买入会形成仓位，这些仓位在满足「可赎回」条件时，应被纳入现有自动赎回流程并正常发起赎回，不得因来源为「尾盘策略」而被排除。后端实现时需保证：
|
||||
|
||||
- 尾盘策略下单产生的仓位，与跟单/手动下单等来源的仓位一视同仁，参与可赎回查询与批量赎回；
|
||||
- 若当前自动赎回按账户或仓位类型过滤，需将「尾盘策略订单产生的仓位」包含在内。
|
||||
|
||||
这样前端所依赖的「自动赎回」对该策略才完整有效。
|
||||
@@ -34,6 +34,7 @@ import RpcNodeSettings from './pages/RpcNodeSettings'
|
||||
import Announcements from './pages/Announcements'
|
||||
import BacktestList from './pages/BacktestList'
|
||||
import BacktestDetail from './pages/BacktestDetail'
|
||||
import CryptoTailStrategyList from './pages/CryptoTailStrategyList'
|
||||
import { wsManager } from './services/websocket'
|
||||
import type { OrderPushMessage } from './types'
|
||||
import { apiService } from './services/api'
|
||||
@@ -250,6 +251,7 @@ function App() {
|
||||
<Route path="/templates/add" element={<ProtectedRoute><TemplateAdd /></ProtectedRoute>} />
|
||||
<Route path="/templates/edit/:id" element={<ProtectedRoute><TemplateEdit /></ProtectedRoute>} />
|
||||
<Route path="/copy-trading" element={<ProtectedRoute><CopyTradingList /></ProtectedRoute>} />
|
||||
<Route path="/crypto-tail-strategy" element={<ProtectedRoute><CryptoTailStrategyList /></ProtectedRoute>} />
|
||||
<Route path="/copy-trading/statistics/:copyTradingId" element={<ProtectedRoute><CopyTradingStatistics /></ProtectedRoute>} />
|
||||
{/* 保留旧路由以保持向后兼容 */}
|
||||
<Route path="/copy-trading/orders/buy/:copyTradingId" element={<ProtectedRoute><CopyTradingBuyOrders /></ProtectedRoute>} />
|
||||
|
||||
@@ -157,6 +157,11 @@ const Layout: React.FC<LayoutProps> = ({ children }) => {
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
key: '/crypto-tail-strategy',
|
||||
icon: <LineChartOutlined />,
|
||||
label: t('menu.cryptoTailStrategy')
|
||||
},
|
||||
{
|
||||
key: '/positions',
|
||||
icon: <UnorderedListOutlined />,
|
||||
|
||||
@@ -266,6 +266,7 @@
|
||||
"leaders": "Leader Management",
|
||||
"templates": "Templates",
|
||||
"copyTradingConfig": "Copy Trading Config",
|
||||
"cryptoTailStrategy": "Tail Strategy",
|
||||
"positions": "Position Management",
|
||||
"backtest": "Backtest",
|
||||
"statistics": "Statistics",
|
||||
@@ -1399,5 +1400,70 @@
|
||||
"rerunTaskNamePlaceholder": "New task name (leave empty for \"Original name (copy)\")",
|
||||
"rerunSuccess": "New backtest task created",
|
||||
"rerunFailed": "Re-run failed"
|
||||
},
|
||||
"cryptoTailStrategy": {
|
||||
"list": {
|
||||
"title": "Crypto Tail Strategy",
|
||||
"walletTip": "Use a dedicated wallet for tail strategy. Do not use it for manual trading or copy trading to avoid balance/position issues.",
|
||||
"addStrategy": "Add Strategy",
|
||||
"strategyName": "Strategy Name",
|
||||
"market": "Market",
|
||||
"timeWindow": "Time Window",
|
||||
"priceRange": "Price Range",
|
||||
"amountMode": "Amount Mode",
|
||||
"ratio": "Ratio",
|
||||
"fixed": "Fixed",
|
||||
"recentTrigger": "Last Trigger",
|
||||
"actions": "Actions",
|
||||
"edit": "Edit",
|
||||
"enable": "Enable",
|
||||
"disable": "Disable",
|
||||
"delete": "Delete",
|
||||
"viewTriggers": "Trigger Records",
|
||||
"deleteConfirm": "Delete this strategy?",
|
||||
"fetchFailed": "Failed to fetch list"
|
||||
},
|
||||
"form": {
|
||||
"walletTip": "Use a dedicated wallet to avoid balance or order issues.",
|
||||
"strategyName": "Strategy Name",
|
||||
"strategyNamePlaceholder": "Auto",
|
||||
"selectAccount": "Select Account",
|
||||
"selectMarket": "Select Market",
|
||||
"timeWindowStart": "Window Start",
|
||||
"timeWindowEnd": "Window End",
|
||||
"minute": "min",
|
||||
"second": "sec",
|
||||
"minPrice": "Min Price",
|
||||
"maxPrice": "Max Price",
|
||||
"maxPricePlaceholder": "Default 1",
|
||||
"amountMode": "Amount Mode",
|
||||
"ratioPercent": "Ratio %",
|
||||
"fixedUsdc": "Fixed (USDC)",
|
||||
"enabled": "Enabled",
|
||||
"create": "Create",
|
||||
"update": "Update",
|
||||
"timeWindowStartLEEnd": "Window start must not be greater than end",
|
||||
"timeWindowExceed": "Time window must not exceed period length"
|
||||
},
|
||||
"redeemRequiredModal": {
|
||||
"title": "Configure Auto Redeem First",
|
||||
"description": "Tail strategy requires auto redeem. Please configure Builder API Key and enable auto redeem in System Settings.",
|
||||
"goToSettings": "Go to Settings",
|
||||
"cancel": "Cancel"
|
||||
},
|
||||
"triggerRecords": {
|
||||
"title": "Trigger Records",
|
||||
"triggerTime": "Time",
|
||||
"market": "Market",
|
||||
"direction": "Direction",
|
||||
"up": "Up",
|
||||
"down": "Down",
|
||||
"triggerPrice": "Trigger Price",
|
||||
"amount": "Amount",
|
||||
"orderId": "Order ID",
|
||||
"status": "Status",
|
||||
"success": "Success",
|
||||
"fail": "Fail"
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -265,6 +265,7 @@
|
||||
"leaders": "Leader 管理",
|
||||
"templates": "跟单模板",
|
||||
"copyTradingConfig": "跟单配置",
|
||||
"cryptoTailStrategy": "尾盘策略",
|
||||
"positions": "仓位管理",
|
||||
"backtest": "回测",
|
||||
"statistics": "统计信息",
|
||||
@@ -1398,5 +1399,70 @@
|
||||
"rerunTaskNamePlaceholder": "新任务名称（留空使用「原名称 (副本)」）",
|
||||
"rerunSuccess": "已创建新回测任务",
|
||||
"rerunFailed": "重新测试失败"
|
||||
},
|
||||
"cryptoTailStrategy": {
|
||||
"list": {
|
||||
"title": "加密尾盘策略",
|
||||
"walletTip": "请使用单独的钱包运行尾盘策略，避免该钱包用于手动交易、跟单等其他操作，否则可能导致余额或仓位变化，造成策略执行异常。",
|
||||
"addStrategy": "新增策略",
|
||||
"strategyName": "策略名称",
|
||||
"market": "关联市场",
|
||||
"timeWindow": "时间区间",
|
||||
"priceRange": "价格区间",
|
||||
"amountMode": "投入方式",
|
||||
"ratio": "比例",
|
||||
"fixed": "固定金额",
|
||||
"recentTrigger": "最近触发",
|
||||
"actions": "操作",
|
||||
"edit": "编辑",
|
||||
"enable": "启用",
|
||||
"disable": "停用",
|
||||
"delete": "删除",
|
||||
"viewTriggers": "查看触发记录",
|
||||
"deleteConfirm": "确定删除该策略？",
|
||||
"fetchFailed": "获取列表失败"
|
||||
},
|
||||
"form": {
|
||||
"walletTip": "建议使用专用钱包，避免手动操作等导致余额或下单异常。",
|
||||
"strategyName": "策略名称",
|
||||
"strategyNamePlaceholder": "自动生成",
|
||||
"selectAccount": "选择账户",
|
||||
"selectMarket": "选择市场",
|
||||
"timeWindowStart": "区间开始",
|
||||
"timeWindowEnd": "区间结束",
|
||||
"minute": "分",
|
||||
"second": "秒",
|
||||
"minPrice": "最低价",
|
||||
"maxPrice": "最高价",
|
||||
"maxPricePlaceholder": "不填默认为 1",
|
||||
"amountMode": "投入方式",
|
||||
"ratioPercent": "比例 %",
|
||||
"fixedUsdc": "固定金额 (USDC)",
|
||||
"enabled": "启用",
|
||||
"create": "创建",
|
||||
"update": "更新",
|
||||
"timeWindowStartLEEnd": "时间区间开始不能大于结束",
|
||||
"timeWindowExceed": "时间区间不能超过周期长度"
|
||||
},
|
||||
"redeemRequiredModal": {
|
||||
"title": "请先配置自动赎回",
|
||||
"description": "尾盘策略依赖自动赎回功能，请先在系统设置中配置 Builder API Key 并开启自动赎回。",
|
||||
"goToSettings": "去配置",
|
||||
"cancel": "取消"
|
||||
},
|
||||
"triggerRecords": {
|
||||
"title": "触发记录",
|
||||
"triggerTime": "触发时间",
|
||||
"market": "市场",
|
||||
"direction": "方向",
|
||||
"up": "Up",
|
||||
"down": "Down",
|
||||
"triggerPrice": "触发价格",
|
||||
"amount": "投入金额",
|
||||
"orderId": "订单 ID",
|
||||
"status": "状态",
|
||||
"success": "成功",
|
||||
"fail": "失败"
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -266,6 +266,7 @@
|
||||
"leaders": "Leader 管理",
|
||||
"templates": "跟單模板",
|
||||
"copyTradingConfig": "跟單配置",
|
||||
"cryptoTailStrategy": "尾盤策略",
|
||||
"positions": "倉位管理",
|
||||
"backtest": "回測",
|
||||
"statistics": "統計信息",
|
||||
@@ -1399,5 +1400,70 @@
|
||||
"rerunTaskNamePlaceholder": "新任務名稱（留空使用「原名稱 (副本)」）",
|
||||
"rerunSuccess": "已創建新回測任務",
|
||||
"rerunFailed": "重新測試失敗"
|
||||
},
|
||||
"cryptoTailStrategy": {
|
||||
"list": {
|
||||
"title": "加密尾盤策略",
|
||||
"walletTip": "請使用單獨的錢包運行尾盤策略，避免該錢包用於手動交易、跟單等其他操作，否則可能導致餘額或倉位變化，造成策略執行異常。",
|
||||
"addStrategy": "新增策略",
|
||||
"strategyName": "策略名稱",
|
||||
"market": "關聯市場",
|
||||
"timeWindow": "時間區間",
|
||||
"priceRange": "價格區間",
|
||||
"amountMode": "投入方式",
|
||||
"ratio": "比例",
|
||||
"fixed": "固定金額",
|
||||
"recentTrigger": "最近觸發",
|
||||
"actions": "操作",
|
||||
"edit": "編輯",
|
||||
"enable": "啟用",
|
||||
"disable": "停用",
|
||||
"delete": "刪除",
|
||||
"viewTriggers": "查看觸發記錄",
|
||||
"deleteConfirm": "確定刪除該策略？",
|
||||
"fetchFailed": "獲取列表失敗"
|
||||
},
|
||||
"form": {
|
||||
"walletTip": "建議使用專用錢包，避免手動操作等導致餘額或下單異常。",
|
||||
"strategyName": "策略名稱",
|
||||
"strategyNamePlaceholder": "自動生成",
|
||||
"selectAccount": "選擇賬戶",
|
||||
"selectMarket": "選擇市場",
|
||||
"timeWindowStart": "區間開始",
|
||||
"timeWindowEnd": "區間結束",
|
||||
"minute": "分",
|
||||
"second": "秒",
|
||||
"minPrice": "最低價",
|
||||
"maxPrice": "最高價",
|
||||
"maxPricePlaceholder": "不填默認為 1",
|
||||
"amountMode": "投入方式",
|
||||
"ratioPercent": "比例 %",
|
||||
"fixedUsdc": "固定金額 (USDC)",
|
||||
"enabled": "啟用",
|
||||
"create": "創建",
|
||||
"update": "更新",
|
||||
"timeWindowStartLEEnd": "時間區間開始不能大於結束",
|
||||
"timeWindowExceed": "時間區間不能超過週期長度"
|
||||
},
|
||||
"redeemRequiredModal": {
|
||||
"title": "請先配置自動贖回",
|
||||
"description": "尾盤策略依賴自動贖回功能，請先在系統設置中配置 Builder API Key 並開啟自動贖回。",
|
||||
"goToSettings": "去配置",
|
||||
"cancel": "取消"
|
||||
},
|
||||
"triggerRecords": {
|
||||
"title": "觸發記錄",
|
||||
"triggerTime": "觸發時間",
|
||||
"market": "市場",
|
||||
"direction": "方向",
|
||||
"up": "Up",
|
||||
"down": "Down",
|
||||
"triggerPrice": "觸發價格",
|
||||
"amount": "投入金額",
|
||||
"orderId": "訂單 ID",
|
||||
"status": "狀態",
|
||||
"success": "成功",
|
||||
"fail": "失敗"
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,654 @@
|
||||
import { useEffect, useState } from 'react'
|
||||
import { useNavigate } from 'react-router-dom'
|
||||
import {
|
||||
Card,
|
||||
Table,
|
||||
Button,
|
||||
Space,
|
||||
Tag,
|
||||
Popconfirm,
|
||||
Switch,
|
||||
message,
|
||||
Select,
|
||||
Modal,
|
||||
Alert,
|
||||
Form,
|
||||
Input,
|
||||
InputNumber,
|
||||
Radio,
|
||||
Spin
|
||||
} from 'antd'
|
||||
import { PlusOutlined, EditOutlined, UnorderedListOutlined } from '@ant-design/icons'
|
||||
import { useTranslation } from 'react-i18next'
|
||||
import { useMediaQuery } from 'react-responsive'
|
||||
import { apiService } from '../services/api'
|
||||
import { useAccountStore } from '../store/accountStore'
|
||||
import type { CryptoTailStrategyDto, CryptoTailStrategyTriggerDto, CryptoTailMarketOptionDto } from '../types'
|
||||
import { formatUSDC } from '../utils'
|
||||
|
||||
const CryptoTailStrategyList: React.FC = () => {
|
||||
const { t } = useTranslation()
|
||||
const navigate = useNavigate()
|
||||
const isMobile = useMediaQuery({ maxWidth: 768 })
|
||||
const { accounts, fetchAccounts } = useAccountStore()
|
||||
const [list, setList] = useState<CryptoTailStrategyDto[]>([])
|
||||
const [loading, setLoading] = useState(false)
|
||||
const [filters, setFilters] = useState<{ accountId?: number; enabled?: boolean }>({})
|
||||
const [systemConfig, setSystemConfig] = useState<{ builderApiKeyConfigured?: boolean; autoRedeemEnabled?: boolean } | null>(null)
|
||||
const [redeemModalOpen, setRedeemModalOpen] = useState(false)
|
||||
const [formModalOpen, setFormModalOpen] = useState(false)
|
||||
const [editingId, setEditingId] = useState<number | null>(null)
|
||||
const [marketOptions, setMarketOptions] = useState<CryptoTailMarketOptionDto[]>([])
|
||||
const [triggersModalOpen, setTriggersModalOpen] = useState(false)
|
||||
const [, setTriggersStrategyId] = useState<number | null>(null)
|
||||
const [triggers, setTriggers] = useState<CryptoTailStrategyTriggerDto[]>([])
|
||||
const [, setTriggersTotal] = useState(0)
|
||||
const [triggersLoading, setTriggersLoading] = useState(false)
|
||||
const [form] = Form.useForm()
|
||||
|
||||
useEffect(() => {
|
||||
fetchAccounts()
|
||||
fetchSystemConfig()
|
||||
fetchMarketOptions()
|
||||
}, [])
|
||||
|
||||
useEffect(() => {
|
||||
fetchList()
|
||||
}, [filters])
|
||||
|
||||
const fetchSystemConfig = async () => {
|
||||
try {
|
||||
const res = await apiService.systemConfig.get()
|
||||
if (res.data.code === 0 && res.data.data) {
|
||||
setSystemConfig(res.data.data)
|
||||
}
|
||||
} catch {
|
||||
setSystemConfig(null)
|
||||
}
|
||||
}
|
||||
|
||||
const fetchMarketOptions = async () => {
|
||||
try {
|
||||
const res = await apiService.cryptoTailStrategy.marketOptions()
|
||||
if (res.data.code === 0 && res.data.data) {
|
||||
setMarketOptions(res.data.data)
|
||||
}
|
||||
} catch {
|
||||
setMarketOptions([])
|
||||
}
|
||||
}
|
||||
|
||||
const fetchList = async () => {
|
||||
setLoading(true)
|
||||
try {
|
||||
const res = await apiService.cryptoTailStrategy.list(filters)
|
||||
if (res.data.code === 0 && res.data.data) {
|
||||
setList(res.data.data.list ?? [])
|
||||
} else {
|
||||
message.error(res.data.msg || t('cryptoTailStrategy.list.fetchFailed'))
|
||||
}
|
||||
} catch (e) {
|
||||
message.error((e as Error).message || t('cryptoTailStrategy.list.fetchFailed'))
|
||||
} finally {
|
||||
setLoading(false)
|
||||
}
|
||||
}
|
||||
|
||||
const openAddModal = () => {
|
||||
const needApiKey = !systemConfig?.builderApiKeyConfigured
|
||||
const needAutoRedeem = !systemConfig?.autoRedeemEnabled
|
||||
if (needApiKey || needAutoRedeem) {
|
||||
setRedeemModalOpen(true)
|
||||
return
|
||||
}
|
||||
setEditingId(null)
|
||||
form.resetFields()
|
||||
form.setFieldsValue({
|
||||
enabled: true,
|
||||
amountMode: 'RATIO',
|
||||
maxPrice: '1',
|
||||
windowStartMinutes: 0,
|
||||
windowStartSeconds: 0
|
||||
})
|
||||
setFormModalOpen(true)
|
||||
}
|
||||
|
||||
const openEditModal = (record: CryptoTailStrategyDto) => {
|
||||
setEditingId(record.id)
|
||||
form.setFieldsValue({
|
||||
accountId: record.accountId,
|
||||
name: record.name,
|
||||
marketSlugPrefix: record.marketSlugPrefix,
|
||||
intervalSeconds: record.intervalSeconds,
|
||||
windowStartMinutes: Math.floor(record.windowStartSeconds / 60),
|
||||
windowStartSeconds: record.windowStartSeconds % 60,
|
||||
windowEndMinutes: Math.floor(record.windowEndSeconds / 60),
|
||||
windowEndSeconds: record.windowEndSeconds % 60,
|
||||
minPrice: record.minPrice,
|
||||
maxPrice: record.maxPrice,
|
||||
amountMode: record.amountMode,
|
||||
amountValue: record.amountValue,
|
||||
enabled: record.enabled
|
||||
})
|
||||
setFormModalOpen(true)
|
||||
}
|
||||
|
||||
const handleFormSubmit = async () => {
|
||||
try {
|
||||
const v = await form.validateFields()
|
||||
const interval = (editingId ? v.intervalSeconds : marketOptions.find((m) => m.slug === v.marketSlugPrefix)?.intervalSeconds) ?? 300
|
||||
const windowStartSeconds = (v.windowStartMinutes ?? 0) * 60 + (v.windowStartSeconds ?? 0)
|
||||
const windowEndSeconds = (v.windowEndMinutes ?? 0) * 60 + (v.windowEndSeconds ?? 0)
|
||||
if (windowStartSeconds > windowEndSeconds) {
|
||||
message.error(t('cryptoTailStrategy.form.timeWindowStartLEEnd'))
|
||||
return
|
||||
}
|
||||
const maxWindow = interval
|
||||
if (windowEndSeconds > maxWindow) {
|
||||
message.error(t('cryptoTailStrategy.form.timeWindowExceed'))
|
||||
return
|
||||
}
|
||||
const payload = {
|
||||
accountId: v.accountId as number,
|
||||
name: v.name as string | undefined,
|
||||
marketSlugPrefix: v.marketSlugPrefix as string,
|
||||
intervalSeconds: interval,
|
||||
windowStartSeconds,
|
||||
windowEndSeconds,
|
||||
minPrice: String(v.minPrice ?? 0),
|
||||
maxPrice: v.maxPrice != null ? String(v.maxPrice) : undefined,
|
||||
amountMode: v.amountMode as string,
|
||||
amountValue: String(v.amountValue ?? 0),
|
||||
enabled: v.enabled !== false
|
||||
}
|
||||
if (editingId) {
|
||||
const res = await apiService.cryptoTailStrategy.update({
|
||||
strategyId: editingId,
|
||||
name: payload.name,
|
||||
windowStartSeconds: payload.windowStartSeconds,
|
||||
windowEndSeconds: payload.windowEndSeconds,
|
||||
minPrice: payload.minPrice,
|
||||
maxPrice: payload.maxPrice,
|
||||
amountMode: payload.amountMode,
|
||||
amountValue: payload.amountValue,
|
||||
enabled: payload.enabled
|
||||
})
|
||||
if (res.data.code === 0) {
|
||||
message.success(t('common.success'))
|
||||
setFormModalOpen(false)
|
||||
fetchList()
|
||||
} else {
|
||||
message.error(res.data.msg || t('common.failed'))
|
||||
}
|
||||
} else {
|
||||
const res = await apiService.cryptoTailStrategy.create(payload)
|
||||
if (res.data.code === 0) {
|
||||
message.success(t('common.success'))
|
||||
setFormModalOpen(false)
|
||||
fetchList()
|
||||
} else {
|
||||
message.error(res.data.msg || t('common.failed'))
|
||||
}
|
||||
}
|
||||
} catch (e) {
|
||||
if ((e as { errorFields?: unknown[] })?.errorFields) {
|
||||
return
|
||||
}
|
||||
message.error((e as Error).message)
|
||||
}
|
||||
}
|
||||
|
||||
const handleToggle = async (record: CryptoTailStrategyDto) => {
|
||||
try {
|
||||
const res = await apiService.cryptoTailStrategy.update({
|
||||
strategyId: record.id,
|
||||
enabled: !record.enabled
|
||||
})
|
||||
if (res.data.code === 0) {
|
||||
message.success(record.enabled ? t('cryptoTailStrategy.list.disable') : t('cryptoTailStrategy.list.enable'))
|
||||
fetchList()
|
||||
} else {
|
||||
message.error(res.data.msg)
|
||||
}
|
||||
} catch (e) {
|
||||
message.error((e as Error).message)
|
||||
}
|
||||
}
|
||||
|
||||
const handleDelete = async (strategyId: number) => {
|
||||
try {
|
||||
const res = await apiService.cryptoTailStrategy.delete({ strategyId })
|
||||
if (res.data.code === 0) {
|
||||
message.success(t('common.success'))
|
||||
fetchList()
|
||||
} else {
|
||||
message.error(res.data.msg)
|
||||
}
|
||||
} catch (e) {
|
||||
message.error((e as Error).message)
|
||||
}
|
||||
}
|
||||
|
||||
const openTriggers = async (strategyId: number) => {
|
||||
setTriggersStrategyId(strategyId)
|
||||
setTriggersModalOpen(true)
|
||||
setTriggersLoading(true)
|
||||
try {
|
||||
const res = await apiService.cryptoTailStrategy.triggers({ strategyId, page: 1, pageSize: 50 })
|
||||
if (res.data.code === 0 && res.data.data) {
|
||||
setTriggers(res.data.data.list ?? [])
|
||||
setTriggersTotal(res.data.data.total ?? 0)
|
||||
}
|
||||
} finally {
|
||||
setTriggersLoading(false)
|
||||
}
|
||||
}
|
||||
|
||||
const formatTimeWindow = (startSec: number, endSec: number): string => {
|
||||
const sm = Math.floor(startSec / 60)
|
||||
const ss = startSec % 60
|
||||
const em = Math.floor(endSec / 60)
|
||||
const es = endSec % 60
|
||||
return `${sm} ${t('cryptoTailStrategy.form.minute')} ${ss} ${t('cryptoTailStrategy.form.second')} ~ ${em} ${t('cryptoTailStrategy.form.minute')} ${es} ${t('cryptoTailStrategy.form.second')}`
|
||||
}
|
||||
|
||||
const formatLastTrigger = (ts?: number) => {
|
||||
if (ts == null) return '-'
|
||||
const d = new Date(ts)
|
||||
return d.toLocaleString()
|
||||
}
|
||||
|
||||
const columns = [
|
||||
{
|
||||
title: t('cryptoTailStrategy.list.strategyName'),
|
||||
dataIndex: 'name',
|
||||
key: 'name',
|
||||
width: isMobile ? 100 : 140,
|
||||
render: (name: string | undefined, r: CryptoTailStrategyDto) => name || (r.marketTitle ?? r.marketSlugPrefix) || '-'
|
||||
},
|
||||
{
|
||||
title: t('cryptoTailStrategy.list.market'),
|
||||
key: 'market',
|
||||
width: isMobile ? 120 : 200,
|
||||
render: (_: unknown, r: CryptoTailStrategyDto) =>
|
||||
marketOptions.find((m) => m.slug === r.marketSlugPrefix)?.title ?? r.marketTitle ?? r.marketSlugPrefix ?? '-'
|
||||
},
|
||||
{
|
||||
title: t('cryptoTailStrategy.list.timeWindow'),
|
||||
key: 'timeWindow',
|
||||
width: isMobile ? 140 : 180,
|
||||
render: (_: unknown, r: CryptoTailStrategyDto) => formatTimeWindow(r.windowStartSeconds, r.windowEndSeconds)
|
||||
},
|
||||
{
|
||||
title: t('cryptoTailStrategy.list.priceRange'),
|
||||
key: 'priceRange',
|
||||
width: isMobile ? 90 : 120,
|
||||
render: (_: unknown, r: CryptoTailStrategyDto) => `[${r.minPrice}, ${r.maxPrice}]`
|
||||
},
|
||||
{
|
||||
title: t('cryptoTailStrategy.list.amountMode'),
|
||||
key: 'amountMode',
|
||||
width: isMobile ? 90 : 120,
|
||||
render: (_: unknown, r: CryptoTailStrategyDto) =>
|
||||
r.amountMode === 'RATIO'
|
||||
? `${t('cryptoTailStrategy.list.ratio')} ${r.amountValue}%`
|
||||
: `${t('cryptoTailStrategy.list.fixed')} ${formatUSDC(r.amountValue)} USDC`
|
||||
},
|
||||
{
|
||||
title: t('common.status'),
|
||||
dataIndex: 'enabled',
|
||||
key: 'enabled',
|
||||
width: 90,
|
||||
render: (enabled: boolean, record: CryptoTailStrategyDto) => (
|
||||
<Switch
|
||||
checked={enabled}
|
||||
onChange={() => handleToggle(record)}
|
||||
checkedChildren={t('cryptoTailStrategy.list.enable')}
|
||||
unCheckedChildren={t('cryptoTailStrategy.list.disable')}
|
||||
/>
|
||||
)
|
||||
},
|
||||
{
|
||||
title: t('cryptoTailStrategy.list.recentTrigger'),
|
||||
dataIndex: 'lastTriggerAt',
|
||||
key: 'lastTriggerAt',
|
||||
width: isMobile ? 100 : 160,
|
||||
render: (ts: number | undefined) => formatLastTrigger(ts)
|
||||
},
|
||||
{
|
||||
title: t('cryptoTailStrategy.list.actions'),
|
||||
key: 'actions',
|
||||
width: isMobile ? 120 : 200,
|
||||
fixed: 'right' as const,
|
||||
render: (_: unknown, record: CryptoTailStrategyDto) => (
|
||||
<Space size="small" wrap>
|
||||
<Button type="link" size="small" icon={<EditOutlined />} onClick={() => openEditModal(record)}>
|
||||
{t('cryptoTailStrategy.list.edit')}
|
||||
</Button>
|
||||
<Button
|
||||
type="link"
|
||||
size="small"
|
||||
icon={<UnorderedListOutlined />}
|
||||
onClick={() => openTriggers(record.id)}
|
||||
>
|
||||
{t('cryptoTailStrategy.list.viewTriggers')}
|
||||
</Button>
|
||||
<Popconfirm
|
||||
title={t('cryptoTailStrategy.list.deleteConfirm')}
|
||||
onConfirm={() => handleDelete(record.id)}
|
||||
okText={t('common.confirm')}
|
||||
cancelText={t('common.cancel')}
|
||||
>
|
||||
<Button type="link" size="small" danger>
|
||||
{t('cryptoTailStrategy.list.delete')}
|
||||
</Button>
|
||||
</Popconfirm>
|
||||
</Space>
|
||||
)
|
||||
}
|
||||
]
|
||||
|
||||
const selectedMarket = Form.useWatch('marketSlugPrefix', form)
|
||||
const intervalSeconds = marketOptions.find((m) => m.slug === selectedMarket)?.intervalSeconds ?? 300
|
||||
const maxMinutes = Math.floor(intervalSeconds / 60)
|
||||
|
||||
// 新建时：选择市场后，区间开始默认 0分0秒，区间结束默认 x分0秒（x=周期）
|
||||
useEffect(() => {
|
||||
if (!formModalOpen || editingId != null || !selectedMarket) return
|
||||
const intervalMin = Math.floor(intervalSeconds / 60)
|
||||
form.setFieldsValue({
|
||||
windowStartMinutes: 0,
|
||||
windowStartSeconds: 0,
|
||||
windowEndMinutes: intervalMin,
|
||||
windowEndSeconds: 0
|
||||
})
|
||||
}, [formModalOpen, editingId, selectedMarket, intervalSeconds])
|
||||
|
||||
return (
|
||||
<div style={{ padding: isMobile ? 12 : 24 }}>
|
||||
<h1 style={{ marginBottom: 16, fontSize: isMobile ? 20 : 24 }}>{t('cryptoTailStrategy.list.title')}</h1>
|
||||
<Alert
|
||||
type="warning"
|
||||
showIcon
|
||||
message={t('cryptoTailStrategy.list.walletTip')}
|
||||
style={{ marginBottom: 16 }}
|
||||
/>
|
||||
<Card>
|
||||
<div style={{ marginBottom: 16, display: 'flex', flexWrap: 'wrap', gap: 8, alignItems: 'center' }}>
|
||||
<Button type="primary" icon={<PlusOutlined />} onClick={openAddModal}>
|
||||
{t('cryptoTailStrategy.list.addStrategy')}
|
||||
</Button>
|
||||
<Select
|
||||
placeholder={t('cryptoTailStrategy.form.selectAccount')}
|
||||
allowClear
|
||||
style={{ minWidth: 160 }}
|
||||
onChange={(id) => setFilters((f) => ({ ...f, accountId: id ?? undefined }))}
|
||||
value={filters.accountId}
|
||||
options={accounts.map((a) => ({ label: a.accountName || `#${a.id}`, value: a.id }))}
|
||||
/>
|
||||
<Select
|
||||
placeholder={t('common.status')}
|
||||
allowClear
|
||||
style={{ width: 100 }}
|
||||
onChange={(en) => setFilters((f) => ({ ...f, enabled: en }))}
|
||||
value={filters.enabled}
|
||||
options={[
|
||||
{ label: t('common.enabled'), value: true },
|
||||
{ label: t('common.disabled'), value: false }
|
||||
]}
|
||||
/>
|
||||
</div>
|
||||
<Spin spinning={loading}>
|
||||
{isMobile ? (
|
||||
<div style={{ display: 'flex', flexDirection: 'column', gap: 12 }}>
|
||||
{list.map((item) => (
|
||||
<Card key={item.id} size="small">
|
||||
<div style={{ marginBottom: 8 }}>
|
||||
<strong>{item.name || item.marketSlugPrefix || '-'}</strong>
|
||||
</div>
|
||||
<div style={{ fontSize: 12, color: '#666', marginBottom: 4 }}>
|
||||
{t('cryptoTailStrategy.list.timeWindow')}: {formatTimeWindow(item.windowStartSeconds, item.windowEndSeconds)}
|
||||
</div>
|
||||
<div style={{ fontSize: 12, color: '#666', marginBottom: 4 }}>
|
||||
{t('cryptoTailStrategy.list.priceRange')}: [{item.minPrice}, {item.maxPrice}]
|
||||
</div>
|
||||
<div style={{ fontSize: 12, color: '#666', marginBottom: 8 }}>
|
||||
{item.amountMode === 'RATIO' ? `${item.amountValue}%` : `${formatUSDC(item.amountValue)} USDC`}
|
||||
</div>
|
||||
<Space>
|
||||
<Switch
|
||||
checked={item.enabled}
|
||||
onChange={() => handleToggle(item)}
|
||||
size="small"
|
||||
/>
|
||||
<Button type="link" size="small" onClick={() => openEditModal(item)}>
|
||||
{t('cryptoTailStrategy.list.edit')}
|
||||
</Button>
|
||||
<Button type="link" size="small" onClick={() => openTriggers(item.id)}>
|
||||
{t('cryptoTailStrategy.list.viewTriggers')}
|
||||
</Button>
|
||||
<Popconfirm
|
||||
title={t('cryptoTailStrategy.list.deleteConfirm')}
|
||||
onConfirm={() => handleDelete(item.id)}
|
||||
okText={t('common.confirm')}
|
||||
cancelText={t('common.cancel')}
|
||||
>
|
||||
<Button type="link" size="small" danger>
|
||||
{t('cryptoTailStrategy.list.delete')}
|
||||
</Button>
|
||||
</Popconfirm>
|
||||
</Space>
|
||||
</Card>
|
||||
))}
|
||||
</div>
|
||||
) : (
|
||||
<Table
|
||||
rowKey="id"
|
||||
columns={columns}
|
||||
dataSource={list}
|
||||
pagination={{ pageSize: 20 }}
|
||||
scroll={{ x: 900 }}
|
||||
/>
|
||||
)}
|
||||
</Spin>
|
||||
</Card>
|
||||
|
||||
<Modal
|
||||
title={t('cryptoTailStrategy.redeemRequiredModal.title')}
|
||||
open={redeemModalOpen}
|
||||
onCancel={() => setRedeemModalOpen(false)}
|
||||
footer={[
|
||||
<Button key="cancel" onClick={() => setRedeemModalOpen(false)}>
|
||||
{t('cryptoTailStrategy.redeemRequiredModal.cancel')}
|
||||
</Button>,
|
||||
<Button
|
||||
key="go"
|
||||
type="primary"
|
||||
onClick={() => {
|
||||
setRedeemModalOpen(false)
|
||||
navigate('/system-settings')
|
||||
}}
|
||||
>
|
||||
{t('cryptoTailStrategy.redeemRequiredModal.goToSettings')}
|
||||
</Button>
|
||||
]}
|
||||
>
|
||||
<p>{t('cryptoTailStrategy.redeemRequiredModal.description')}</p>
|
||||
</Modal>
|
||||
|
||||
<Modal
|
||||
title={editingId ? t('cryptoTailStrategy.form.update') : t('cryptoTailStrategy.form.create')}
|
||||
open={formModalOpen}
|
||||
onCancel={() => setFormModalOpen(false)}
|
||||
onOk={handleFormSubmit}
|
||||
width={isMobile ? '100%' : 520}
|
||||
destroyOnClose
|
||||
>
|
||||
<Alert type="warning" showIcon message={t('cryptoTailStrategy.form.walletTip')} style={{ marginBottom: 16 }} />
|
||||
<Form form={form} layout="vertical" initialValues={{ amountMode: 'RATIO', maxPrice: '1', enabled: true }}>
|
||||
<Form.Item name="accountId" label={t('cryptoTailStrategy.form.selectAccount')} rules={[{ required: true }]}>
|
||||
<Select
|
||||
placeholder={t('cryptoTailStrategy.form.selectAccount')}
|
||||
options={accounts.map((a) => ({ label: a.accountName || `#${a.id}`, value: a.id }))}
|
||||
/>
|
||||
</Form.Item>
|
||||
<Form.Item name="name" label={t('cryptoTailStrategy.form.strategyName')}>
|
||||
<Input placeholder={t('cryptoTailStrategy.form.strategyNamePlaceholder')} />
|
||||
</Form.Item>
|
||||
<Form.Item name="marketSlugPrefix" label={t('cryptoTailStrategy.form.selectMarket')} rules={[{ required: true }]}>
|
||||
<Select
|
||||
placeholder={t('cryptoTailStrategy.form.selectMarket')}
|
||||
options={marketOptions.map((m) => ({ label: m.title, value: m.slug }))}
|
||||
disabled={!!editingId}
|
||||
/>
|
||||
</Form.Item>
|
||||
{selectedMarket && (
|
||||
<>
|
||||
<Form.Item
|
||||
label={t('cryptoTailStrategy.form.timeWindowStart')}
|
||||
required
|
||||
style={{ marginBottom: 8 }}
|
||||
>
|
||||
<Space>
|
||||
<Form.Item name="windowStartMinutes" noStyle rules={[{ required: true }]}>
|
||||
<Select
|
||||
style={{ width: 70 }}
|
||||
options={Array.from({ length: maxMinutes + 1 }, (_, i) => ({ label: `${i}`, value: i }))}
|
||||
/>
|
||||
</Form.Item>
|
||||
<span>{t('cryptoTailStrategy.form.minute')}</span>
|
||||
<Form.Item name="windowStartSeconds" noStyle rules={[{ required: true }]}>
|
||||
<Select
|
||||
style={{ width: 70 }}
|
||||
options={Array.from({ length: 60 }, (_, i) => ({ label: `${i}`, value: i }))}
|
||||
/>
|
||||
</Form.Item>
|
||||
<span>{t('cryptoTailStrategy.form.second')}</span>
|
||||
</Space>
|
||||
</Form.Item>
|
||||
<Form.Item
|
||||
label={t('cryptoTailStrategy.form.timeWindowEnd')}
|
||||
required
|
||||
>
|
||||
<Space>
|
||||
<Form.Item name="windowEndMinutes" noStyle rules={[{ required: true }]}>
|
||||
<Select
|
||||
style={{ width: 70 }}
|
||||
options={Array.from({ length: maxMinutes + 1 }, (_, i) => ({ label: `${i}`, value: i }))}
|
||||
/>
|
||||
</Form.Item>
|
||||
<span>{t('cryptoTailStrategy.form.minute')}</span>
|
||||
<Form.Item name="windowEndSeconds" noStyle rules={[{ required: true }]}>
|
||||
<Select
|
||||
style={{ width: 70 }}
|
||||
options={Array.from({ length: 60 }, (_, i) => ({ label: `${i}`, value: i }))}
|
||||
/>
|
||||
</Form.Item>
|
||||
<span>{t('cryptoTailStrategy.form.second')}</span>
|
||||
</Space>
|
||||
</Form.Item>
|
||||
</>
|
||||
)}
|
||||
<Form.Item name="minPrice" label={t('cryptoTailStrategy.form.minPrice')} rules={[{ required: true }]}>
|
||||
<InputNumber min={0} max={1} step={0.01} style={{ width: '100%' }} stringMode />
|
||||
</Form.Item>
|
||||
<Form.Item name="maxPrice" label={t('cryptoTailStrategy.form.maxPrice')}>
|
||||
<InputNumber min={0} max={1} step={0.01} placeholder={t('cryptoTailStrategy.form.maxPricePlaceholder')} style={{ width: '100%' }} stringMode />
|
||||
</Form.Item>
|
||||
<Form.Item name="amountMode" label={t('cryptoTailStrategy.form.amountMode')} rules={[{ required: true }]}>
|
||||
<Radio.Group>
|
||||
<Radio value="RATIO">{t('cryptoTailStrategy.list.ratio')}</Radio>
|
||||
<Radio value="FIXED">{t('cryptoTailStrategy.list.fixed')}</Radio>
|
||||
</Radio.Group>
|
||||
</Form.Item>
|
||||
<Form.Item
|
||||
noStyle
|
||||
shouldUpdate={(prev, curr) => prev.amountMode !== curr.amountMode}
|
||||
>
|
||||
{({ getFieldValue }) =>
|
||||
getFieldValue('amountMode') === 'RATIO' ? (
|
||||
<Form.Item name="amountValue" label={t('cryptoTailStrategy.form.ratioPercent')} rules={[{ required: true }]}>
|
||||
<InputNumber min={0} max={100} step={1} style={{ width: '100%' }} addonAfter="%" stringMode />
|
||||
</Form.Item>
|
||||
) : (
|
||||
<Form.Item name="amountValue" label={t('cryptoTailStrategy.form.fixedUsdc')} rules={[{ required: true }]}>
|
||||
<InputNumber min={1} style={{ width: '100%' }} addonAfter="USDC" stringMode />
|
||||
</Form.Item>
|
||||
)
|
||||
}
|
||||
</Form.Item>
|
||||
<Form.Item name="enabled" valuePropName="checked">
|
||||
<Switch checkedChildren={t('common.enabled')} unCheckedChildren={t('common.disabled')} />
|
||||
</Form.Item>
|
||||
</Form>
|
||||
</Modal>
|
||||
|
||||
<Modal
|
||||
title={t('cryptoTailStrategy.triggerRecords.title')}
|
||||
open={triggersModalOpen}
|
||||
onCancel={() => setTriggersModalOpen(false)}
|
||||
footer={null}
|
||||
width={Math.min(800, window.innerWidth - 48)}
|
||||
>
|
||||
<Spin spinning={triggersLoading}>
|
||||
<Table
|
||||
rowKey="id"
|
||||
size="small"
|
||||
dataSource={triggers}
|
||||
columns={[
|
||||
{
|
||||
title: t('cryptoTailStrategy.triggerRecords.triggerTime'),
|
||||
dataIndex: 'createdAt',
|
||||
key: 'createdAt',
|
||||
render: (ts: number) => new Date(ts).toLocaleString()
|
||||
},
|
||||
{
|
||||
title: t('cryptoTailStrategy.triggerRecords.market'),
|
||||
dataIndex: 'marketTitle',
|
||||
key: 'marketTitle',
|
||||
ellipsis: true
|
||||
},
|
||||
{
|
||||
title: t('cryptoTailStrategy.triggerRecords.direction'),
|
||||
dataIndex: 'outcomeIndex',
|
||||
key: 'outcomeIndex',
|
||||
render: (i: number) => (i === 0 ? t('cryptoTailStrategy.triggerRecords.up') : t('cryptoTailStrategy.triggerRecords.down'))
|
||||
},
|
||||
{
|
||||
title: t('cryptoTailStrategy.triggerRecords.triggerPrice'),
|
||||
dataIndex: 'triggerPrice',
|
||||
key: 'triggerPrice'
|
||||
},
|
||||
{
|
||||
title: t('cryptoTailStrategy.triggerRecords.amount'),
|
||||
dataIndex: 'amountUsdc',
|
||||
key: 'amountUsdc',
|
||||
render: (v: string) => `${formatUSDC(v)} USDC`
|
||||
},
|
||||
{
|
||||
title: t('cryptoTailStrategy.triggerRecords.orderId'),
|
||||
dataIndex: 'orderId',
|
||||
key: 'orderId',
|
||||
ellipsis: true
|
||||
},
|
||||
{
|
||||
title: t('cryptoTailStrategy.triggerRecords.status'),
|
||||
dataIndex: 'status',
|
||||
key: 'status',
|
||||
render: (s: string) => (
|
||||
<Tag color={s === 'success' ? 'green' : 'red'}>
|
||||
{s === 'success' ? t('cryptoTailStrategy.triggerRecords.success') : t('cryptoTailStrategy.triggerRecords.fail')}
|
||||
</Tag>
|
||||
)
|
||||
}
|
||||
]}
|
||||
pagination={false}
|
||||
scroll={{ x: 600 }}
|
||||
/>
|
||||
</Spin>
|
||||
</Modal>
|
||||
</div>
|
||||
)
|
||||
}
|
||||
|
||||
export default CryptoTailStrategyList
|
||||
@@ -429,6 +429,46 @@ export const apiService = {
|
||||
}) =>
|
||||
apiClient.post<ApiResponse<any>>('/copy-trading/configs/filtered-orders', data)
|
||||
},
|
||||
|
||||
/**
|
||||
* 尾盘策略 API
|
||||
*/
|
||||
cryptoTailStrategy: {
|
||||
list: (data: { accountId?: number; enabled?: boolean } = {}) =>
|
||||
apiClient.post<ApiResponse<{ list: import('../types').CryptoTailStrategyDto[] }>>('/crypto-tail-strategy/list', data),
|
||||
create: (data: {
|
||||
accountId: number
|
||||
name?: string
|
||||
marketSlugPrefix: string
|
||||
intervalSeconds: number
|
||||
windowStartSeconds: number
|
||||
windowEndSeconds: number
|
||||
minPrice: string
|
||||
maxPrice?: string
|
||||
amountMode: string
|
||||
amountValue: string
|
||||
enabled?: boolean
|
||||
}) =>
|
||||
apiClient.post<ApiResponse<import('../types').CryptoTailStrategyDto>>('/crypto-tail-strategy/create', data),
|
||||
update: (data: {
|
||||
strategyId: number
|
||||
name?: string
|
||||
windowStartSeconds?: number
|
||||
windowEndSeconds?: number
|
||||
minPrice?: string
|
||||
maxPrice?: string
|
||||
amountMode?: string
|
||||
amountValue?: string
|
||||
enabled?: boolean
|
||||
}) =>
|
||||
apiClient.post<ApiResponse<import('../types').CryptoTailStrategyDto>>('/crypto-tail-strategy/update', data),
|
||||
delete: (data: { strategyId: number }) =>
|
||||
apiClient.post<ApiResponse<void>>('/crypto-tail-strategy/delete', data),
|
||||
triggers: (data: { strategyId: number; page?: number; pageSize?: number; status?: string }) =>
|
||||
apiClient.post<ApiResponse<{ list: import('../types').CryptoTailStrategyTriggerDto[]; total: number }>>('/crypto-tail-strategy/triggers', data),
|
||||
marketOptions: () =>
|
||||
apiClient.post<ApiResponse<import('../types').CryptoTailMarketOptionDto[]>>('/crypto-tail-strategy/market-options', {})
|
||||
},
|
||||
|
||||
/**
|
||||
* 订单管理 API
|
||||
|
||||
@@ -1034,3 +1034,53 @@ export interface BacktestTaskDto {
|
||||
executionStartedAt?: number
|
||||
executionFinishedAt?: number
|
||||
}
|
||||
|
||||
/**
|
||||
* 尾盘策略
|
||||
*/
|
||||
export interface CryptoTailStrategyDto {
|
||||
id: number
|
||||
accountId: number
|
||||
name?: string
|
||||
marketSlugPrefix: string
|
||||
marketTitle?: string
|
||||
intervalSeconds: number
|
||||
windowStartSeconds: number
|
||||
windowEndSeconds: number
|
||||
minPrice: string
|
||||
maxPrice: string
|
||||
amountMode: string
|
||||
amountValue: string
|
||||
enabled: boolean
|
||||
lastTriggerAt?: number
|
||||
createdAt: number
|
||||
updatedAt: number
|
||||
}
|
||||
|
||||
/**
|
||||
* 尾盘策略触发记录
|
||||
*/
|
||||
export interface CryptoTailStrategyTriggerDto {
|
||||
id: number
|
||||
strategyId: number
|
||||
periodStartUnix: number
|
||||
marketTitle?: string
|
||||
outcomeIndex: number
|
||||
triggerPrice: string
|
||||
amountUsdc: string
|
||||
orderId?: string
|
||||
status: string
|
||||
failReason?: string
|
||||
createdAt: number
|
||||
}
|
||||
|
||||
/**
|
||||
* 尾盘策略市场选项
|
||||
*/
|
||||
export interface CryptoTailMarketOptionDto {
|
||||
slug: string
|
||||
title: string
|
||||
intervalSeconds: number
|
||||
periodStartUnix: number
|
||||
endDate?: string
|
||||
}
|
||||
|
||||
@@ -0,0 +1,98 @@
|
||||
#!/usr/bin/env python3
|
||||
"""
|
||||
获取 Polymarket 5/15 分钟加密市场数据（开始时间、结束时间、conditionId）。
|
||||
使用 Gamma API: https://gamma-api.polymarket.com
|
||||
验证方式: python3 scripts/fetch_crypto_minute_markets.py
|
||||
"""
|
||||
import json
|
||||
import time
|
||||
import urllib.request
|
||||
from datetime import datetime, timezone
|
||||
|
||||
GAMMA_BASE = "https://gamma-api.polymarket.com"
|
||||
|
||||
|
||||
def fetch_event_by_slug(slug: str) -> dict | None:
|
||||
url = f"{GAMMA_BASE}/events/slug/{slug}"
|
||||
req = urllib.request.Request(url, headers={"User-Agent": "PolymarketBot/1.0 (script)"})
|
||||
try:
|
||||
with urllib.request.urlopen(req, timeout=10) as resp:
|
||||
return json.load(resp)
|
||||
except urllib.error.HTTPError as e:
|
||||
if e.code == 404:
|
||||
return None
|
||||
raise
|
||||
except Exception as e:
|
||||
print(f"Request error {url}: {e}")
|
||||
return None
|
||||
|
||||
|
||||
def parse_iso_to_ms(iso: str | None) -> int | None:
|
||||
if not iso:
|
||||
return None
|
||||
try:
|
||||
# ISO 可能带 Z 或 +00:00
|
||||
if iso.endswith("Z"):
|
||||
iso = iso.replace("Z", "+00:00")
|
||||
dt = datetime.fromisoformat(iso.replace("Z", "+00:00"))
|
||||
return int(dt.timestamp() * 1000)
|
||||
except Exception:
|
||||
return None
|
||||
|
||||
|
||||
def main():
|
||||
now = int(time.time())
|
||||
# 5 分钟周期边界 (300s)
|
||||
period_5m = (now // 300) * 300
|
||||
next_5m = period_5m + 300
|
||||
# 15 分钟周期边界 (900s)；slug 可能用结束时间，这里试起点
|
||||
period_15m = (now // 900) * 900
|
||||
next_15m = period_15m + 900
|
||||
|
||||
print("=== 5 minute markets (BTC) ===")
|
||||
for ts, label in [(period_5m, "current"), (next_5m, "next")]:
|
||||
slug = f"btc-updown-5m-{ts}"
|
||||
ev = fetch_event_by_slug(slug)
|
||||
if ev and ev.get("slug"):
|
||||
start = ev.get("startDate")
|
||||
end = ev.get("endDate")
|
||||
print(f" [{label}] slug={slug}")
|
||||
print(f" title: {ev.get('title', '')[:70]}")
|
||||
print(f" startDate: {start} endDate: {end}")
|
||||
markets = ev.get("markets") or []
|
||||
for m in markets[:1]:
|
||||
cid = m.get("conditionId")
|
||||
print(f" conditionId: {cid}")
|
||||
print(f" question: {(m.get('question') or '')[:60]}")
|
||||
# clobTokenIds 用于订单簿
|
||||
tokens = m.get("clobTokenIds")
|
||||
if tokens:
|
||||
try:
|
||||
ids = json.loads(tokens) if isinstance(tokens, str) else tokens
|
||||
print(f" clobTokenIds: {ids[:2]}..." if len(ids) > 2 else f" clobTokenIds: {ids}")
|
||||
except Exception:
|
||||
print(f" clobTokenIds: {tokens[:80]}...")
|
||||
else:
|
||||
print(f" [{label}] slug={slug} -> not found (404 or empty)")
|
||||
|
||||
print("\n=== 15 minute markets (BTC) ===")
|
||||
for ts, label in [(period_15m, "current"), (next_15m, "next")]:
|
||||
slug = f"btc-updown-15m-{ts}"
|
||||
ev = fetch_event_by_slug(slug)
|
||||
if ev and ev.get("slug"):
|
||||
print(f" [{label}] slug={slug}")
|
||||
print(f" title: {ev.get('title', '')[:70]}")
|
||||
print(f" startDate: {ev.get('startDate')} endDate: {ev.get('endDate')}")
|
||||
for m in (ev.get("markets") or [])[:1]:
|
||||
print(f" conditionId: {m.get('conditionId')}")
|
||||
else:
|
||||
print(f" [{label}] slug={slug} -> not found")
|
||||
|
||||
print("\n=== Summary ===")
|
||||
print("5m: slug btc-updown-5m-{periodStartUnix}, periodStartUnix = (now // 300) * 300; period end = endDate.")
|
||||
print("15m: slug btc-updown-15m-{periodStartUnix}, periodStartUnix = (now // 900) * 900; period end = endDate.")
|
||||
print("Period start = slug timestamp; period end = API endDate (do not use startDate as period start).")
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
Reference in New Issue
Block a user