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
2026-02-14 05:01:10 +08:00
co-authored by Cursor
parent f1ec0a330b
commit 2238370088
29 changed files with 3240 additions and 1 deletions
@@ -2,6 +2,7 @@ package com.wrbug.polymarketbot.api
import retrofit2.Response
import retrofit2.http.GET
import retrofit2.http.Path
import retrofit2.http.Query
/**
@@ -26,8 +27,39 @@ interface PolymarketGammaApi {
@Query("clob_token_ids") clobTokenIds: List<String>? = null,
@Query("include_tag") includeTag: Boolean? = null
): Response<List<MarketResponse>>
/**
* 根据 slug 获取事件(用于 5/15 分钟加密市场)
* GET /events/slug/{slug},如 btc-updown-5m-1771007400
* 返回事件含 marketsconditionId、endDate、clobTokenIds 等)
*/
@GET("/events/slug/{slug}")
suspend fun getEventBySlug(@Path("slug") slug: String): Response<GammaEventBySlugResponse>
}
/**
* Gamma 按 slug 返回的事件结构
*/
data class GammaEventBySlugResponse(
val id: String? = null,
val slug: String? = null,
val title: String? = null,
val startDate: String? = null,
val endDate: String? = null,
val markets: List<GammaEventMarketItem>? = null
)
/**
* 事件下的市场项(5/15 分钟市场为二元,通常两个 outcome)
*/
data class GammaEventMarketItem(
val conditionId: String? = null,
val question: String? = null,
val endDate: String? = null,
val startDate: String? = null,
val clobTokenIds: String? = null
)
/**
* 事件响应(从 MarketResponse.events 解析)
*/
@@ -0,0 +1,154 @@
package com.wrbug.polymarketbot.controller.cryptotail
import com.wrbug.polymarketbot.dto.ApiResponse
import com.wrbug.polymarketbot.dto.CryptoTailStrategyCreateRequest
import com.wrbug.polymarketbot.dto.CryptoTailStrategyDeleteRequest
import com.wrbug.polymarketbot.dto.CryptoTailStrategyDto
import com.wrbug.polymarketbot.dto.CryptoTailStrategyListRequest
import com.wrbug.polymarketbot.dto.CryptoTailStrategyListResponse
import com.wrbug.polymarketbot.dto.CryptoTailStrategyTriggerListRequest
import com.wrbug.polymarketbot.dto.CryptoTailStrategyTriggerListResponse
import com.wrbug.polymarketbot.dto.CryptoTailStrategyUpdateRequest
import com.wrbug.polymarketbot.dto.CryptoTailMarketOptionDto
import com.wrbug.polymarketbot.enums.ErrorCode
import com.wrbug.polymarketbot.service.cryptotail.CryptoTailStrategyService
import org.slf4j.LoggerFactory
import org.springframework.context.MessageSource
import org.springframework.http.ResponseEntity
import org.springframework.web.bind.annotation.PostMapping
import org.springframework.web.bind.annotation.RequestBody
import org.springframework.web.bind.annotation.RequestMapping
import org.springframework.web.bind.annotation.RestController
@RestController
@RequestMapping("/api/crypto-tail-strategy")
class CryptoTailStrategyController(
private val cryptoTailStrategyService: CryptoTailStrategyService,
private val messageSource: MessageSource
) {
private val logger = LoggerFactory.getLogger(CryptoTailStrategyController::class.java)
@PostMapping("/list")
fun list(@RequestBody request: CryptoTailStrategyListRequest): ResponseEntity<ApiResponse<CryptoTailStrategyListResponse>> {
return try {
val result = cryptoTailStrategyService.list(request)
result.fold(
onSuccess = { ResponseEntity.ok(ApiResponse.success(it)) },
onFailure = { e ->
logger.error("查询尾盘策略列表失败: ${e.message}", e)
ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_CRYPTO_TAIL_STRATEGY_LIST_FETCH_FAILED, e.message, messageSource))
}
)
} catch (e: Exception) {
logger.error("查询尾盘策略列表异常: ${e.message}", e)
ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_CRYPTO_TAIL_STRATEGY_LIST_FETCH_FAILED, e.message, messageSource))
}
}
@PostMapping("/create")
fun create(@RequestBody request: CryptoTailStrategyCreateRequest): ResponseEntity<ApiResponse<CryptoTailStrategyDto>> {
return try {
val result = cryptoTailStrategyService.create(request)
result.fold(
onSuccess = { ResponseEntity.ok(ApiResponse.success(it)) },
onFailure = { e ->
logger.error("创建尾盘策略失败: ${e.message}", e)
val code = when (e.message) {
ErrorCode.CRYPTO_TAIL_STRATEGY_WINDOW_INVALID.messageKey -> ErrorCode.CRYPTO_TAIL_STRATEGY_WINDOW_INVALID
ErrorCode.CRYPTO_TAIL_STRATEGY_WINDOW_EXCEED.messageKey -> ErrorCode.CRYPTO_TAIL_STRATEGY_WINDOW_EXCEED
ErrorCode.CRYPTO_TAIL_STRATEGY_INTERVAL_INVALID.messageKey -> ErrorCode.CRYPTO_TAIL_STRATEGY_INTERVAL_INVALID
ErrorCode.CRYPTO_TAIL_STRATEGY_AMOUNT_MODE_INVALID.messageKey -> ErrorCode.CRYPTO_TAIL_STRATEGY_AMOUNT_MODE_INVALID
else -> ErrorCode.SERVER_CRYPTO_TAIL_STRATEGY_CREATE_FAILED
}
ResponseEntity.ok(ApiResponse.error(code, messageSource = messageSource))
}
)
} catch (e: Exception) {
logger.error("创建尾盘策略异常: ${e.message}", e)
ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_CRYPTO_TAIL_STRATEGY_CREATE_FAILED, e.message, messageSource))
}
}
@PostMapping("/update")
fun update(@RequestBody request: CryptoTailStrategyUpdateRequest): ResponseEntity<ApiResponse<CryptoTailStrategyDto>> {
return try {
if (request.strategyId <= 0) {
return ResponseEntity.ok(ApiResponse.error(ErrorCode.CRYPTO_TAIL_STRATEGY_NOT_FOUND, messageSource = messageSource))
}
val result = cryptoTailStrategyService.update(request)
result.fold(
onSuccess = { ResponseEntity.ok(ApiResponse.success(it)) },
onFailure = { e ->
logger.error("更新尾盘策略失败: ${e.message}", e)
val code = when (e.message) {
ErrorCode.CRYPTO_TAIL_STRATEGY_NOT_FOUND.messageKey -> ErrorCode.CRYPTO_TAIL_STRATEGY_NOT_FOUND
ErrorCode.CRYPTO_TAIL_STRATEGY_WINDOW_INVALID.messageKey -> ErrorCode.CRYPTO_TAIL_STRATEGY_WINDOW_INVALID
ErrorCode.CRYPTO_TAIL_STRATEGY_WINDOW_EXCEED.messageKey -> ErrorCode.CRYPTO_TAIL_STRATEGY_WINDOW_EXCEED
ErrorCode.CRYPTO_TAIL_STRATEGY_AMOUNT_MODE_INVALID.messageKey -> ErrorCode.CRYPTO_TAIL_STRATEGY_AMOUNT_MODE_INVALID
else -> ErrorCode.SERVER_CRYPTO_TAIL_STRATEGY_UPDATE_FAILED
}
ResponseEntity.ok(ApiResponse.error(code, messageSource = messageSource))
}
)
} catch (e: Exception) {
logger.error("更新尾盘策略异常: ${e.message}", e)
ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_CRYPTO_TAIL_STRATEGY_UPDATE_FAILED, e.message, messageSource))
}
}
@PostMapping("/delete")
fun delete(@RequestBody request: CryptoTailStrategyDeleteRequest): ResponseEntity<ApiResponse<Unit>> {
return try {
val strategyId = request.strategyId
if (strategyId <= 0) {
return ResponseEntity.ok(ApiResponse.error(ErrorCode.CRYPTO_TAIL_STRATEGY_NOT_FOUND, messageSource = messageSource))
}
val result = cryptoTailStrategyService.delete(strategyId)
result.fold(
onSuccess = { ResponseEntity.ok(ApiResponse.success(Unit)) },
onFailure = { e ->
logger.error("删除尾盘策略失败: ${e.message}", e)
ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_CRYPTO_TAIL_STRATEGY_DELETE_FAILED, e.message, messageSource))
}
)
} catch (e: Exception) {
logger.error("删除尾盘策略异常: ${e.message}", e)
ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_CRYPTO_TAIL_STRATEGY_DELETE_FAILED, e.message, messageSource))
}
}
@PostMapping("/triggers")
fun getTriggerRecords(@RequestBody request: CryptoTailStrategyTriggerListRequest): ResponseEntity<ApiResponse<CryptoTailStrategyTriggerListResponse>> {
return try {
if (request.strategyId <= 0) {
return ResponseEntity.ok(ApiResponse.error(ErrorCode.CRYPTO_TAIL_STRATEGY_NOT_FOUND, messageSource = messageSource))
}
val result = cryptoTailStrategyService.getTriggerRecords(request)
result.fold(
onSuccess = { ResponseEntity.ok(ApiResponse.success(it)) },
onFailure = { e ->
logger.error("查询触发记录失败: ${e.message}", e)
ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_CRYPTO_TAIL_STRATEGY_TRIGGERS_FETCH_FAILED, e.message, messageSource))
}
)
} catch (e: Exception) {
logger.error("查询触发记录异常: ${e.message}", e)
ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_CRYPTO_TAIL_STRATEGY_TRIGGERS_FETCH_FAILED, e.message, messageSource))
}
}
@PostMapping("/market-options")
fun getMarketOptions(): ResponseEntity<ApiResponse<List<CryptoTailMarketOptionDto>>> {
return try {
val options = listOf(
CryptoTailMarketOptionDto(slug = "btc-updown-5m", title = "Bitcoin Up or Down - 5 minute", intervalSeconds = 300, periodStartUnix = 0L, endDate = null),
CryptoTailMarketOptionDto(slug = "btc-updown-15m", title = "Bitcoin Up or Down - 15 minute", intervalSeconds = 900, periodStartUnix = 0L, endDate = null)
)
ResponseEntity.ok(ApiResponse.success(options))
} catch (e: Exception) {
logger.error("获取市场选项异常: ${e.message}", e)
ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_ERROR, e.message, messageSource))
}
}
}
@@ -0,0 +1,124 @@
package com.wrbug.polymarketbot.dto
/**
* 尾盘策略创建请求
* 金额与价格使用 String,后端转为 BigDecimal
*/
data class CryptoTailStrategyCreateRequest(
val accountId: Long = 0L,
val name: String? = null,
val marketSlugPrefix: String = "",
val intervalSeconds: Int = 300,
val windowStartSeconds: Int = 0,
val windowEndSeconds: Int = 0,
val minPrice: String = "0",
val maxPrice: String? = null,
val amountMode: String = "RATIO",
val amountValue: String = "0",
val enabled: Boolean = true
)
/**
* 尾盘策略更新请求
*/
data class CryptoTailStrategyUpdateRequest(
val strategyId: Long = 0L,
val name: String? = null,
val windowStartSeconds: Int? = null,
val windowEndSeconds: Int? = null,
val minPrice: String? = null,
val maxPrice: String? = null,
val amountMode: String? = null,
val amountValue: String? = null,
val enabled: Boolean? = null
)
/**
* 尾盘策略列表请求
*/
data class CryptoTailStrategyListRequest(
val accountId: Long? = null,
val enabled: Boolean? = null
)
/**
* 尾盘策略 DTO(列表与详情)
*/
data class CryptoTailStrategyDto(
val id: Long = 0L,
val accountId: Long = 0L,
val name: String? = null,
val marketSlugPrefix: String = "",
val marketTitle: String? = null,
val intervalSeconds: Int = 0,
val windowStartSeconds: Int = 0,
val windowEndSeconds: Int = 0,
val minPrice: String = "0",
val maxPrice: String = "1",
val amountMode: String = "RATIO",
val amountValue: String = "0",
val enabled: Boolean = true,
val lastTriggerAt: Long? = null,
val createdAt: Long = 0L,
val updatedAt: Long = 0L
)
/**
* 尾盘策略列表响应
*/
data class CryptoTailStrategyListResponse(
val list: List<CryptoTailStrategyDto> = emptyList()
)
/**
* 尾盘策略删除请求
*/
data class CryptoTailStrategyDeleteRequest(
val strategyId: Long = 0L
)
/**
* 触发记录列表请求
*/
data class CryptoTailStrategyTriggerListRequest(
val strategyId: Long = 0L,
val page: Int = 1,
val pageSize: Int = 20,
val status: String? = null
)
/**
* 触发记录 DTO
*/
data class CryptoTailStrategyTriggerDto(
val id: Long = 0L,
val strategyId: Long = 0L,
val periodStartUnix: Long = 0L,
val marketTitle: String? = null,
val outcomeIndex: Int = 0,
val triggerPrice: String = "0",
val amountUsdc: String = "0",
val orderId: String? = null,
val status: String = "success",
val failReason: String? = null,
val createdAt: Long = 0L
)
/**
* 触发记录分页响应
*/
data class CryptoTailStrategyTriggerListResponse(
val list: List<CryptoTailStrategyTriggerDto> = emptyList(),
val total: Long = 0L
)
/**
* 5/15 分钟市场项(供前端选择市场)
*/
data class CryptoTailMarketOptionDto(
val slug: String = "",
val title: String = "",
val intervalSeconds: Int = 0,
val periodStartUnix: Long = 0L,
val endDate: String? = null
)
@@ -0,0 +1,56 @@
package com.wrbug.polymarketbot.entity
import jakarta.persistence.*
import java.math.BigDecimal
import com.wrbug.polymarketbot.util.toSafeBigDecimal
/**
* 加密市场尾盘策略实体
* 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
*/
@Entity
@Table(name = "crypto_tail_strategy")
data class CryptoTailStrategy(
@Id
@GeneratedValue(strategy = GenerationType.IDENTITY)
val id: Long? = null,
@Column(name = "account_id", nullable = false)
val accountId: Long = 0L,
@Column(name = "name", length = 255)
val name: String? = null,
@Column(name = "market_slug_prefix", nullable = false, length = 64)
val marketSlugPrefix: String = "",
@Column(name = "interval_seconds", nullable = false)
val intervalSeconds: Int = 300,
@Column(name = "window_start_seconds", nullable = false)
val windowStartSeconds: Int = 0,
@Column(name = "window_end_seconds", nullable = false)
val windowEndSeconds: Int = 0,
@Column(name = "min_price", nullable = false, precision = 20, scale = 8)
val minPrice: BigDecimal = BigDecimal.ONE,
@Column(name = "max_price", nullable = false, precision = 20, scale = 8)
val maxPrice: BigDecimal = BigDecimal.ONE,
@Column(name = "amount_mode", nullable = false, length = 10)
val amountMode: String = "RATIO",
@Column(name = "amount_value", nullable = false, precision = 20, scale = 8)
val amountValue: BigDecimal = BigDecimal.ZERO,
@Column(name = "enabled", nullable = false)
val enabled: Boolean = true,
@Column(name = "created_at", nullable = false)
val createdAt: Long = System.currentTimeMillis(),
@Column(name = "updated_at", nullable = false)
var updatedAt: Long = System.currentTimeMillis()
)
@@ -0,0 +1,46 @@
package com.wrbug.polymarketbot.entity
import jakarta.persistence.*
import java.math.BigDecimal
import com.wrbug.polymarketbot.util.toSafeBigDecimal
/**
* 尾盘策略触发记录
*/
@Entity
@Table(name = "crypto_tail_strategy_trigger")
data class CryptoTailStrategyTrigger(
@Id
@GeneratedValue(strategy = GenerationType.IDENTITY)
val id: Long? = null,
@Column(name = "strategy_id", nullable = false)
val strategyId: Long = 0L,
@Column(name = "period_start_unix", nullable = false)
val periodStartUnix: Long = 0L,
@Column(name = "market_title", length = 500)
val marketTitle: String? = null,
@Column(name = "outcome_index", nullable = false)
val outcomeIndex: Int = 0,
@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 {
/**
@@ -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)
@@ -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>
}
@@ -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
}
@@ -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()
}
}
@@ -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)
}
}
@@ -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