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
@@ -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