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refactor(cryptotail): 取消 FIXED 模式预签订单，改为触发时再签名

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- 移除 PeriodContext.preSignedOrderByOutcome，周期开始仅预取参数（账户、解密、费率、CLOB 等）
- ensurePeriodContext 不再预签两个 outcome 的订单
- placeOrderForTrigger 统一 FIXED/RATIO 流程，均于触发时计算 size 并签名提交
- 每次触发仅对当前 outcome 签名一次，避免预签两张仅用一张的浪费

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
WrBug
2026-02-14 16:01:57 +08:00
parent 5074bb4f28
commit 2ec4ae3f98
1 changed files with 31 additions and 81 deletions
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backend/src/main/kotlin/com/wrbug/polymarketbot/service/cryptotail/CryptoTailStrategyExecutionService.kt
+31 -81
View File
@@ -26,6 +26,7 @@ import org.springframework.stereotype.Service
import java.math.BigDecimal
import java.math.RoundingMode
import java.util.concurrent.ConcurrentHashMap
import java.util.regex.Pattern
/** 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"
@@ -34,8 +35,8 @@ private const val TRIGGER_FIXED_PRICE = "0.99"
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。
* 周期内预置上下文：账户、解密凭证、费率、签名类型、CLOB 客户端；不含预签订单。
* 触发时 FIXED/RATIO 均按 outcomeIndex 计算 size 并签名提交。
*/
private data class PeriodContext(
val strategy: CryptoTailStrategy,
@@ -48,13 +49,12 @@ private data class PeriodContext(
val feeRateByTokenId: Map<String, String>,
val signatureType: Int,
val tokenIds: List<String>,
val marketTitle: String?,
val preSignedOrderByOutcome: Map<Int, NewOrderRequest>?
val marketTitle: String?
)
/**
* 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。
* 周期开始预置账户、解密、费率、签名类型、CLOB 客户端；触发时按 outcomeIndex 计算 size 并签名提交。
*/
@Service
class CryptoTailStrategyExecutionService(
@@ -88,7 +88,7 @@ class CryptoTailStrategyExecutionService(
/**
* 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。
* 预置：账户、解密、费率、签名类型、CLOB 客户端；不预签订单，触发时再签名。
*/
private suspend fun ensurePeriodContext(
strategy: CryptoTailStrategy,
@@ -121,45 +121,7 @@ class CryptoTailStrategyExecutionService(
}
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 }
}
}
if (strategy.amountMode.uppercase() != "RATIO" && strategy.amountValue < BigDecimal("1")) return null
val ctx = PeriodContext(
strategy = strategy,
@@ -172,8 +134,7 @@ class CryptoTailStrategyExecutionService(
feeRateByTokenId = feeRateByTokenId,
signatureType = signatureType,
tokenIds = tokenIds,
marketTitle = marketTitle,
preSignedOrderByOutcome = preSignedOrderByOutcome
marketTitle = marketTitle
)
periodContextCache[key] = ctx
return ctx
@@ -268,40 +229,29 @@ class CryptoTailStrategyExecutionService(
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
}
}
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)