refactor: 尾盘策略统一更名为加密价差策略
- 前端：菜单父级「加密价差策略」，子项「策略配置」「实时监控」；i18n 与类型注释全部替换 - 后端：i18n、ErrorCode、DTO/实体/服务注释与日志「尾盘」→「加密价差策略」；TG 通知文案 - 文档：README、中英文用户指南、UI 规格、任务、流程、价差流程、市场数据、动态系数等全部更新 - 不修改 API 路径、路由、表名与类名，保持兼容 Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
WrBug
@@ -6,7 +6,7 @@ import jakarta.annotation.PostConstruct
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import org.springframework.context.annotation.Configuration
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/**
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* 尾盘监控服务配置
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* 加密价差策略监控服务配置
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* 处理 WebSocketSubscriptionService 和 CryptoTailMonitorService 之间的循环依赖
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*/
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@Configuration
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+11
-11
@@ -43,12 +43,12 @@ class CryptoTailStrategyController(
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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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logger.error("查询加密价差策略列表失败: ${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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logger.error("查询加密价差策略列表异常: ${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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@@ -60,7 +60,7 @@ class CryptoTailStrategyController(
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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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logger.error("创建加密价差策略失败: ${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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@@ -72,7 +72,7 @@ class CryptoTailStrategyController(
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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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logger.error("创建加密价差策略异常: ${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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@@ -87,7 +87,7 @@ class CryptoTailStrategyController(
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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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logger.error("更新加密价差策略失败: ${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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@@ -99,7 +99,7 @@ class CryptoTailStrategyController(
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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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logger.error("更新加密价差策略异常: ${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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@@ -115,12 +115,12 @@ class CryptoTailStrategyController(
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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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logger.error("删除加密价差策略失败: ${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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logger.error("删除加密价差策略异常: ${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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@@ -194,7 +194,7 @@ class CryptoTailStrategyController(
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}
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/**
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* 初始化尾盘策略监控
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* 初始化加密价差策略监控
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* 返回策略信息、开盘价、tokenIds等初始化数据
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*/
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@PostMapping("/monitor/init")
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@@ -207,12 +207,12 @@ class CryptoTailStrategyController(
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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("初始化尾盘监控失败: ${e.message}", e)
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logger.error("初始化加密价差策略监控失败: ${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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} catch (e: Exception) {
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logger.error("初始化尾盘监控异常: ${e.message}", e)
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logger.error("初始化加密价差策略监控异常: ${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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@@ -1,7 +1,7 @@
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package com.wrbug.polymarketbot.dto
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/**
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* 尾盘策略监控初始化请求
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* 加密价差策略监控初始化请求
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*/
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data class CryptoTailMonitorInitRequest(
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/** 策略ID */
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@@ -9,7 +9,7 @@ data class CryptoTailMonitorInitRequest(
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)
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/**
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* 尾盘策略监控初始化响应
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* 加密价差策略监控初始化响应
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*/
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data class CryptoTailMonitorInitResponse(
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/** 策略ID */
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@@ -59,7 +59,7 @@ data class CryptoTailMonitorInitResponse(
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)
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/**
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* 尾盘策略监控实时推送数据
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* 加密价差策略监控实时推送数据
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*/
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data class CryptoTailMonitorPushData(
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/** 策略ID */
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@@ -1,7 +1,7 @@
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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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* 加密价差策略创建请求
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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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@@ -25,7 +25,7 @@ data class CryptoTailStrategyCreateRequest(
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)
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/**
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* 尾盘策略更新请求
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* 加密价差策略更新请求
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*/
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data class CryptoTailStrategyUpdateRequest(
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val strategyId: Long = 0L,
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@@ -46,7 +46,7 @@ data class CryptoTailStrategyUpdateRequest(
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)
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/**
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* 尾盘策略列表请求
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* 加密价差策略列表请求
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*/
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data class CryptoTailStrategyListRequest(
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val accountId: Long? = null,
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@@ -54,7 +54,7 @@ data class CryptoTailStrategyListRequest(
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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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* 加密价差策略 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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@@ -90,14 +90,14 @@ data class CryptoTailStrategyDto(
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)
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/**
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* 尾盘策略列表响应
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* 加密价差策略列表响应
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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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* 加密价差策略删除请求
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*/
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data class CryptoTailStrategyDeleteRequest(
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val strategyId: Long = 0L
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@@ -8,7 +8,7 @@ import jakarta.persistence.*
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import java.math.BigDecimal
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/**
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* 加密市场尾盘策略实体
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* 加密价差策略实体
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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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@@ -5,7 +5,7 @@ import java.math.BigDecimal
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import com.wrbug.polymarketbot.util.toSafeBigDecimal
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/**
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* 尾盘策略触发记录
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* 加密价差策略触发记录
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*/
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@Entity
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@Table(name = "crypto_tail_strategy_trigger")
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@@ -158,8 +158,8 @@ enum class ErrorCode(
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ACCOUNT_BALANCE_FETCH_FAILED(4707, "查询账户余额失败", "error.account_balance_fetch_failed"),
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ACCOUNT_POSITIONS_FETCH_FAILED(4708, "查询仓位列表失败", "error.account_positions_fetch_failed"),
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// 尾盘策略 (4710-4729)
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CRYPTO_TAIL_STRATEGY_NOT_FOUND(4710, "尾盘策略不存在", "error.crypto_tail_strategy_not_found"),
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// 加密价差策略 (4710-4729)
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CRYPTO_TAIL_STRATEGY_NOT_FOUND(4710, "加密价差策略不存在", "error.crypto_tail_strategy_not_found"),
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CRYPTO_TAIL_STRATEGY_WINDOW_INVALID(4711, "时间区间开始不能大于结束", "error.crypto_tail_strategy_window_invalid"),
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CRYPTO_TAIL_STRATEGY_WINDOW_EXCEED(4712, "时间区间不能超过周期长度", "error.crypto_tail_strategy_window_exceed"),
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CRYPTO_TAIL_STRATEGY_INTERVAL_INVALID(4713, "周期仅支持 300 或 900 秒", "error.crypto_tail_strategy_interval_invalid"),
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@@ -259,11 +259,11 @@ enum class ErrorCode(
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SERVER_BACKTEST_RETRY_FAILED(5612, "重试回测任务失败", "error.server.backtest_retry_failed"),
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SERVER_BACKTEST_RERUN_FAILED(5613, "按配置重新测试失败", "error.server.backtest_rerun_failed"),
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// 尾盘策略服务 (5620-5629)
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SERVER_CRYPTO_TAIL_STRATEGY_CREATE_FAILED(5620, "创建尾盘策略失败", "error.server.crypto_tail_strategy_create_failed"),
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SERVER_CRYPTO_TAIL_STRATEGY_UPDATE_FAILED(5621, "更新尾盘策略失败", "error.server.crypto_tail_strategy_update_failed"),
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SERVER_CRYPTO_TAIL_STRATEGY_DELETE_FAILED(5622, "删除尾盘策略失败", "error.server.crypto_tail_strategy_delete_failed"),
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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"),
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// 加密价差策略服务 (5620-5629)
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SERVER_CRYPTO_TAIL_STRATEGY_CREATE_FAILED(5620, "创建加密价差策略失败", "error.server.crypto_tail_strategy_create_failed"),
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SERVER_CRYPTO_TAIL_STRATEGY_UPDATE_FAILED(5621, "更新加密价差策略失败", "error.server.crypto_tail_strategy_update_failed"),
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SERVER_CRYPTO_TAIL_STRATEGY_DELETE_FAILED(5622, "删除加密价差策略失败", "error.server.crypto_tail_strategy_delete_failed"),
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SERVER_CRYPTO_TAIL_STRATEGY_LIST_FETCH_FAILED(5623, "查询加密价差策略列表失败", "error.server.crypto_tail_strategy_list_fetch_failed"),
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SERVER_CRYPTO_TAIL_STRATEGY_TRIGGERS_FETCH_FAILED(5624, "查询触发记录失败", "error.server.crypto_tail_strategy_triggers_fetch_failed");
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companion object {
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+1
-1
@@ -3,6 +3,6 @@ package com.wrbug.polymarketbot.event
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import org.springframework.context.ApplicationEvent
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/**
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* 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。
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* 加密价差策略创建/更新/启用状态变更后发布，用于立即触发一轮执行检查。
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*/
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class CryptoTailStrategyChangedEvent(source: Any) : ApplicationEvent(source)
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+1
-1
@@ -23,7 +23,7 @@ interface CryptoTailStrategyTriggerRepository : JpaRepository<CryptoTailStrategy
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/** 轮询结算：仅处理下单成功的订单（status=success 且 orderId 非空）、且未结算的触发记录 */
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fun findByStatusAndResolvedAndOrderIdIsNotNullOrderByCreatedAtAsc(status: String, resolved: Boolean): List<CryptoTailStrategyTrigger>
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/** 根据订单 ID 查询尾盘触发记录 */
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/** 根据订单 ID 查询加密价差策略触发记录 */
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fun findByOrderId(orderId: String): CryptoTailStrategyTrigger?
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/** 轮询发 TG：status=success、orderId 非空、未发过通知，按创建时间正序 */
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+1
-1
@@ -396,7 +396,7 @@ class PositionCheckService(
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val positionsByAccount = redeemablePositions.groupBy { it.accountId }
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for ((accountId, positions) in positionsByAccount) {
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// 查找该账户下所有启用的跟单配置（仅用于赎回成功后更新跟单订单状态；无跟单配置的账户如尾盘策略账户也会执行赎回）
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// 查找该账户下所有启用的跟单配置（仅用于赎回成功后更新跟单订单状态；无跟单配置的账户如加密价差策略账户也会执行赎回）
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val copyTradings = copyTradingRepository.findByAccountId(accountId)
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.filter { it.enabled }
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+1
-1
@@ -94,7 +94,7 @@ class BinanceKlineAutoSpreadService(
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val baseDown = averageAfterIqr(spreadsDown).setScale(8, RoundingMode.HALF_UP)
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cache[cacheKey(marketSlugPrefix, intervalSeconds, periodStartUnix)] = baseUp to baseDown
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logger.info(
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"尾盘自动价差已计算并缓存(100%基准): market=$marketSlugPrefix symbol=$symbol interval=${intervalSeconds}s periodStartUnix=$periodStartUnix | " +
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"加密价差策略自动价差已计算并缓存(100%基准): market=$marketSlugPrefix symbol=$symbol interval=${intervalSeconds}s periodStartUnix=$periodStartUnix | " +
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"Up方向: 样本数=${spreadsUp.size}, baseSpreadUp=${baseUp.toPlainString()} | " +
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"Down方向: 样本数=${spreadsDown.size}, baseSpreadDown=${baseDown.toPlainString()}"
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)
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+2
-2
@@ -19,7 +19,7 @@ import java.util.concurrent.ConcurrentHashMap
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import java.util.concurrent.atomic.AtomicReference
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/**
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* 币安 K 线 WebSocket：按需订阅尾盘策略使用的币种 5m/15m，维护当前周期 (open, close)，供价差校验使用。
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* 币安 K 线 WebSocket：按需订阅加密价差策略使用的币种 5m/15m，维护当前周期 (open, close)，供价差校验使用。
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* 仅当存在启用策略且策略使用到某市场时才订阅对应币种，无策略时不建立连接。
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*/
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@Service
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@@ -46,7 +46,7 @@ class BinanceKlineService {
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/** 已连接的 WebSocket: wsKey (symbol-interval) -> WebSocket */
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private val connectedWebSockets = ConcurrentHashMap<String, WebSocket>()
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/** 当前需要订阅的完整市场集合（如 btc-updown-5m、btc-updown-15m），由尾盘策略刷新时更新 */
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/** 当前需要订阅的完整市场集合（如 btc-updown-5m、btc-updown-15m），由加密价差策略刷新时更新 */
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private val requiredMarketPrefixes = AtomicReference<Set<String>>(emptySet())
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private val subscriptionLock = Any()
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private var reconnectJob: Job? = null
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+10
-10
@@ -40,14 +40,14 @@ class WebSocketSubscriptionService(
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// 存储 order 频道的订阅回调：sessionId -> callback（用于取消订阅）
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private val orderChannelCallbacks = ConcurrentHashMap<String, (OrderPushMessage) -> Unit>()
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// 存储尾盘监控频道的订阅回调：sessionId -> (strategyId -> callback)
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// 存储加密价差策略监控频道的订阅回调：sessionId -> (strategyId -> callback)
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private val monitorChannelCallbacks = ConcurrentHashMap<String, MutableMap<Long, (CryptoTailMonitorPushData) -> Unit>>()
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// 尾盘监控服务（延迟注入，避免循环依赖）
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// 加密价差策略监控服务（延迟注入，避免循环依赖）
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private var cryptoTailMonitorService: CryptoTailMonitorService? = null
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/**
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* 设置尾盘监控服务（由 Spring 在初始化后调用）
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* 设置加密价差策略监控服务（由 Spring 在初始化后调用）
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*/
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fun setCryptoTailMonitorService(service: CryptoTailMonitorService) {
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cryptoTailMonitorService = service
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@@ -75,7 +75,7 @@ class WebSocketSubscriptionService(
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// 清理 order 频道的回调
|
||||
orderChannelCallbacks.remove(sessionId)
|
||||
|
||||
// 清理尾盘监控频道的回调
|
||||
// 清理加密价差策略监控频道的回调
|
||||
val monitorCallbacks = monitorChannelCallbacks.remove(sessionId)
|
||||
monitorCallbacks?.keys?.forEach { strategyId ->
|
||||
cryptoTailMonitorService?.unsubscribe(sessionId, strategyId)
|
||||
@@ -127,7 +127,7 @@ class WebSocketSubscriptionService(
|
||||
orderPushService.subscribeAllEnabled(callback)
|
||||
}
|
||||
channel.startsWith("crypto_tail_monitor_") -> {
|
||||
// 尾盘策略监控频道
|
||||
// 加密价差策略监控频道
|
||||
val strategyId = channel.removePrefix("crypto_tail_monitor_").toLongOrNull()
|
||||
if (strategyId != null && cryptoTailMonitorService != null) {
|
||||
val callback: (CryptoTailMonitorPushData) -> Unit = { message ->
|
||||
@@ -136,7 +136,7 @@ class WebSocketSubscriptionService(
|
||||
monitorChannelCallbacks.getOrPut(sessionId) { mutableMapOf() }[strategyId] = callback
|
||||
cryptoTailMonitorService!!.subscribe(sessionId, strategyId, callback)
|
||||
} else {
|
||||
logger.warn("无效的尾盘监控频道或服务未初始化: $channel")
|
||||
logger.warn("无效的加密价差策略监控频道或服务未初始化: $channel")
|
||||
sendSubscribeAck(sessionId, channel, false, "无效的策略ID")
|
||||
}
|
||||
}
|
||||
@@ -167,7 +167,7 @@ class WebSocketSubscriptionService(
|
||||
}
|
||||
}
|
||||
channel.startsWith("crypto_tail_monitor_") -> {
|
||||
// 取消尾盘监控订阅
|
||||
// 取消加密价差策略监控订阅
|
||||
val strategyId = channel.removePrefix("crypto_tail_monitor_").toLongOrNull()
|
||||
if (strategyId != null) {
|
||||
monitorChannelCallbacks[sessionId]?.remove(strategyId)
|
||||
@@ -178,21 +178,21 @@ class WebSocketSubscriptionService(
|
||||
}
|
||||
|
||||
/**
|
||||
* 注册尾盘监控回调（由 CryptoTailMonitorService 调用）
|
||||
* 注册加密价差策略监控回调（由 CryptoTailMonitorService 调用）
|
||||
*/
|
||||
fun registerMonitorCallback(sessionId: String, strategyId: Long, callback: (CryptoTailMonitorPushData) -> Unit) {
|
||||
monitorChannelCallbacks.getOrPut(sessionId) { mutableMapOf() }[strategyId] = callback
|
||||
}
|
||||
|
||||
/**
|
||||
* 注销尾盘监控回调（由 CryptoTailMonitorService 调用）
|
||||
* 注销加密价差策略监控回调（由 CryptoTailMonitorService 调用）
|
||||
*/
|
||||
fun unregisterMonitorCallback(sessionId: String, strategyId: Long) {
|
||||
monitorChannelCallbacks[sessionId]?.remove(strategyId)
|
||||
}
|
||||
|
||||
/**
|
||||
* 推送尾盘监控数据（由 CryptoTailMonitorService 调用）
|
||||
* 推送加密价差策略监控数据（由 CryptoTailMonitorService 调用）
|
||||
*/
|
||||
fun pushMonitorData(strategyId: Long, data: CryptoTailMonitorPushData) {
|
||||
val channel = "crypto_tail_monitor_$strategyId"
|
||||
|
||||
+7
-7
@@ -41,7 +41,7 @@ import java.util.concurrent.atomic.AtomicBoolean
|
||||
import java.util.concurrent.atomic.AtomicReference
|
||||
|
||||
/**
|
||||
* 尾盘策略监控服务
|
||||
* 加密价差策略监控服务
|
||||
* 负责实时推送监控数据到前端
|
||||
*/
|
||||
@Service
|
||||
@@ -526,7 +526,7 @@ class CryptoTailMonitorService(
|
||||
val msg = """{"type":"MARKET","assets_ids":${tokenIds.toJson()}}"""
|
||||
try {
|
||||
webSocket.send(msg)
|
||||
logger.info("尾盘监控 WebSocket（当前周期）已连接并订阅: ${tokenIds.size} 个 token")
|
||||
logger.info("加密价差策略监控 WebSocket（当前周期）已连接并订阅: ${tokenIds.size} 个 token")
|
||||
} catch (e: Exception) {
|
||||
logger.warn("发送当前周期订阅失败: ${e.message}")
|
||||
}
|
||||
@@ -563,9 +563,9 @@ class CryptoTailMonitorService(
|
||||
try {
|
||||
webSocket.send(msg)
|
||||
if (tokenIds.isEmpty()) {
|
||||
logger.info("尾盘监控 WebSocket（下一周期）已连接，暂无 token 订阅，等待周期切换后更新")
|
||||
logger.info("加密价差策略监控 WebSocket（下一周期）已连接，暂无 token 订阅，等待周期切换后更新")
|
||||
} else {
|
||||
logger.info("尾盘监控 WebSocket（下一周期）已连接并订阅: ${tokenIds.size} 个 token")
|
||||
logger.info("加密价差策略监控 WebSocket（下一周期）已连接并订阅: ${tokenIds.size} 个 token")
|
||||
}
|
||||
} catch (e: Exception) {
|
||||
logger.warn("发送下一周期订阅失败: ${e.message}")
|
||||
@@ -593,7 +593,7 @@ class CryptoTailMonitorService(
|
||||
private fun closeCurrentPeriodWebSocket() {
|
||||
currentPeriodWebSocket?.close(1000, "period_ended")
|
||||
currentPeriodWebSocket = null
|
||||
logger.info("尾盘监控 WebSocket（当前周期）已关闭")
|
||||
logger.info("加密价差策略监控 WebSocket（当前周期）已关闭")
|
||||
}
|
||||
|
||||
private fun closeAllWebSockets() {
|
||||
@@ -604,7 +604,7 @@ class CryptoTailMonitorService(
|
||||
currentPeriodWebSocket = null
|
||||
nextPeriodWebSocket?.close(1000, "no_subscribers")
|
||||
nextPeriodWebSocket = null
|
||||
logger.info("尾盘监控 WebSocket 已全部关闭（无订阅者）")
|
||||
logger.info("加密价差策略监控 WebSocket 已全部关闭（无订阅者）")
|
||||
}
|
||||
|
||||
private fun handleMessage(webSocket: WebSocket, text: String) {
|
||||
@@ -802,7 +802,7 @@ class CryptoTailMonitorService(
|
||||
delay(reconnectDelayMs)
|
||||
reconnectJob = null
|
||||
if (strategySubscribers.isNotEmpty()) {
|
||||
logger.info("尾盘监控 WebSocket 尝试重连")
|
||||
logger.info("加密价差策略监控 WebSocket 尝试重连")
|
||||
refreshSubscription()
|
||||
}
|
||||
}
|
||||
|
||||
+5
-5
@@ -22,7 +22,7 @@ import org.springframework.transaction.annotation.Transactional
|
||||
import jakarta.annotation.PreDestroy
|
||||
|
||||
/**
|
||||
* 尾盘策略订单 TG 通知轮询服务（与跟单一致）
|
||||
* 加密价差策略订单 TG 通知轮询服务（与跟单一致）
|
||||
* 定时查询「下单成功且未发 TG」的触发记录，通过 CLOB getOrder 获取订单详情后发送 TG 并标记已发。
|
||||
*/
|
||||
@Service
|
||||
@@ -57,14 +57,14 @@ class CryptoTailOrderNotificationPollingService(
|
||||
@Scheduled(fixedDelay = 5000)
|
||||
fun scheduledSendPendingNotifications() {
|
||||
if (notificationJob != null && notificationJob!!.isActive) {
|
||||
logger.debug("上一轮尾盘 TG 通知任务仍在执行，跳过本次")
|
||||
logger.debug("上一轮加密价差策略 TG 通知任务仍在执行，跳过本次")
|
||||
return
|
||||
}
|
||||
notificationJob = scope.launch {
|
||||
try {
|
||||
getSelf().sendPendingNotifications()
|
||||
} catch (e: Exception) {
|
||||
logger.error("尾盘 TG 通知轮询异常: ${e.message}", e)
|
||||
logger.error("加密价差策略 TG 通知轮询异常: ${e.message}", e)
|
||||
} finally {
|
||||
notificationJob = null
|
||||
}
|
||||
@@ -88,7 +88,7 @@ class CryptoTailOrderNotificationPollingService(
|
||||
triggerRepository.save(trigger)
|
||||
}
|
||||
} catch (e: Exception) {
|
||||
logger.warn("尾盘 TG 通知单条失败: triggerId=${trigger.id}, orderId=${trigger.orderId}, ${e.message}", e)
|
||||
logger.warn("加密价差策略 TG 通知单条失败: triggerId=${trigger.id}, orderId=${trigger.orderId}, ${e.message}", e)
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -142,7 +142,7 @@ class CryptoTailOrderNotificationPollingService(
|
||||
walletAddress = account.walletAddress,
|
||||
orderTime = orderTimeMs
|
||||
)
|
||||
logger.info("尾盘订单 TG 通知已发送: orderId=$orderId, strategyId=${strategy.id}, triggerId=${trigger.id}")
|
||||
logger.info("加密价差策略订单 TG 通知已发送: orderId=$orderId, strategyId=${strategy.id}, triggerId=${trigger.id}")
|
||||
return true
|
||||
}
|
||||
|
||||
|
||||
+17
-17
@@ -35,7 +35,7 @@ import java.util.concurrent.atomic.AtomicBoolean
|
||||
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。
|
||||
* 加密价差策略订单簿 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(
|
||||
@@ -103,7 +103,7 @@ class CryptoTailOrderbookWsService(
|
||||
try {
|
||||
webSocket?.close(1000, "shutdown")
|
||||
} catch (e: Exception) {
|
||||
logger.debug("关闭尾盘策略 WebSocket 时异常: ${e.message}")
|
||||
logger.debug("关闭加密价差策略 WebSocket 时异常: ${e.message}")
|
||||
}
|
||||
webSocket = null
|
||||
scopeJob.cancel()
|
||||
@@ -116,7 +116,7 @@ class CryptoTailOrderbookWsService(
|
||||
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")
|
||||
logger.info("加密价差策略订单簿 WebSocket 已连接")
|
||||
refreshAndSubscribe(fromConnect = true)
|
||||
}
|
||||
|
||||
@@ -130,13 +130,13 @@ class CryptoTailOrderbookWsService(
|
||||
}
|
||||
|
||||
override fun onFailure(webSocket: WebSocket, t: Throwable, response: okhttp3.Response?) {
|
||||
logger.warn("尾盘策略订单簿 WebSocket 异常: ${t.message}")
|
||||
logger.warn("加密价差策略订单簿 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)
|
||||
logger.error("加密价差策略订单簿 WebSocket 连接失败: ${e.message}", e)
|
||||
scheduleReconnect()
|
||||
}
|
||||
}
|
||||
@@ -150,7 +150,7 @@ class CryptoTailOrderbookWsService(
|
||||
delay(reconnectDelayMs)
|
||||
reconnectJob = null
|
||||
if (strategyRepository.findAllByEnabledTrue().isEmpty()) return@launch
|
||||
logger.info("尾盘策略订单簿 WebSocket 尝试重连")
|
||||
logger.info("加密价差策略订单簿 WebSocket 尝试重连")
|
||||
connect()
|
||||
}
|
||||
}
|
||||
@@ -244,7 +244,7 @@ class CryptoTailOrderbookWsService(
|
||||
synchronized(refreshLock) {
|
||||
// 如果正在刷新，直接返回，避免重复调用
|
||||
if (isRefreshing.get()) {
|
||||
logger.debug("尾盘策略订阅刷新已在进行中，跳过本次调用")
|
||||
logger.debug("加密价差策略订阅刷新已在进行中，跳过本次调用")
|
||||
return
|
||||
}
|
||||
isRefreshing.set(true)
|
||||
@@ -281,7 +281,7 @@ class CryptoTailOrderbookWsService(
|
||||
val msg = """{"type":"MARKET","assets_ids":${tokenIds.toJson()}}"""
|
||||
try {
|
||||
webSocket?.send(msg)
|
||||
logger.info("尾盘策略订单簿订阅: ${tokenIds.size} 个 token, 市场: $marketSlugs")
|
||||
logger.info("加密价差策略订单簿订阅: ${tokenIds.size} 个 token, 市场: $marketSlugs")
|
||||
} catch (e: Exception) {
|
||||
logger.warn("发送订阅失败: ${e.message}")
|
||||
return
|
||||
@@ -303,9 +303,9 @@ class CryptoTailOrderbookWsService(
|
||||
try {
|
||||
ws.close(1000, "subscription_change")
|
||||
} catch (e: Exception) {
|
||||
logger.debug("关闭尾盘策略 WebSocket 时异常: ${e.message}")
|
||||
logger.debug("关闭加密价差策略 WebSocket 时异常: ${e.message}")
|
||||
}
|
||||
logger.info("尾盘策略订单簿 WebSocket 已关闭（订阅更新，将重连）")
|
||||
logger.info("加密价差策略订单簿 WebSocket 已关闭（订阅更新，将重连）")
|
||||
}
|
||||
}
|
||||
|
||||
@@ -357,9 +357,9 @@ class CryptoTailOrderbookWsService(
|
||||
try {
|
||||
ws.close(1000, "no_enabled_strategies")
|
||||
} catch (e: Exception) {
|
||||
logger.debug("关闭尾盘策略 WebSocket 时异常: ${e.message}")
|
||||
logger.debug("关闭加密价差策略 WebSocket 时异常: ${e.message}")
|
||||
}
|
||||
logger.info("尾盘策略订单簿 WebSocket 已关闭（无启用策略）")
|
||||
logger.info("加密价差策略订单簿 WebSocket 已关闭（无启用策略）")
|
||||
}
|
||||
}
|
||||
|
||||
@@ -377,7 +377,7 @@ class CryptoTailOrderbookWsService(
|
||||
periodEndCountdownJob = null
|
||||
refreshAndSubscribe()
|
||||
}
|
||||
logger.debug("尾盘策略订单簿订阅倒计时: ${delayMs / 1000}s 后刷新")
|
||||
logger.debug("加密价差策略订单簿订阅倒计时: ${delayMs / 1000}s 后刷新")
|
||||
}
|
||||
|
||||
private fun buildSubscriptionMap(): Pair<List<String>, Map<String, List<WsBookEntry>>> {
|
||||
@@ -391,23 +391,23 @@ class CryptoTailOrderbookWsService(
|
||||
val periodStartUnix = (nowSeconds / interval) * interval
|
||||
val windowEnd = periodStartUnix + strategy.windowEndSeconds
|
||||
if (nowSeconds >= windowEnd) {
|
||||
logger.debug("尾盘策略跳过（已过时间窗口）: strategyId=${strategy.id}, slug=${strategy.marketSlugPrefix}, windowEnd=$windowEnd")
|
||||
logger.debug("加密价差策略跳过（已过时间窗口）: strategyId=${strategy.id}, slug=${strategy.marketSlugPrefix}, windowEnd=$windowEnd")
|
||||
continue
|
||||
}
|
||||
val slug = "${strategy.marketSlugPrefix}-$periodStartUnix"
|
||||
val event = runBlocking { fetchEventBySlugWithRetry(slug).getOrNull() }
|
||||
if (event == null) {
|
||||
logger.warn("尾盘策略跳过（拉取事件失败）: strategyId=${strategy.id}, slug=$slug，请确认 Gamma 是否存在该 slug 或稍后重试")
|
||||
logger.warn("加密价差策略跳过（拉取事件失败）: strategyId=${strategy.id}, slug=$slug，请确认 Gamma 是否存在该 slug 或稍后重试")
|
||||
continue
|
||||
}
|
||||
val market = event.markets?.firstOrNull()
|
||||
if (market == null) {
|
||||
logger.warn("尾盘策略跳过（事件无市场）: strategyId=${strategy.id}, slug=$slug")
|
||||
logger.warn("加密价差策略跳过（事件无市场）: strategyId=${strategy.id}, slug=$slug")
|
||||
continue
|
||||
}
|
||||
val tokenIds = parseClobTokenIds(market.clobTokenIds)
|
||||
if (tokenIds.size < 2) {
|
||||
logger.warn("尾盘策略跳过（token 数量不足）: strategyId=${strategy.id}, slug=$slug, tokenCount=${tokenIds.size}")
|
||||
logger.warn("加密价差策略跳过（token 数量不足）: strategyId=${strategy.id}, slug=$slug, tokenCount=${tokenIds.size}")
|
||||
continue
|
||||
}
|
||||
tokenIdSet.addAll(tokenIds)
|
||||
|
||||
+11
-11
@@ -27,7 +27,7 @@ import java.math.BigDecimal
|
||||
import java.math.RoundingMode
|
||||
|
||||
/**
|
||||
* 尾盘策略结算轮询服务
|
||||
* 加密价差策略结算轮询服务
|
||||
* 定时扫描「状态成功但未结算」的触发记录，通过 Gamma 获取 conditionId、链上查询结算结果，计算收益并回写。
|
||||
* 实际成交价与成交量使用 Data API 的 activity 接口获取（getUserActivity），比 CLOB getOrder 更准确；失败时回退为触发时的 amountUsdc + 固定价 0.99。
|
||||
*/
|
||||
@@ -60,14 +60,14 @@ class CryptoTailSettlementService(
|
||||
fun scheduledPollAndSettle() {
|
||||
val previousJob = settlementJob
|
||||
if (previousJob != null && previousJob.isActive) {
|
||||
logger.debug("上一轮尾盘结算任务仍在执行，跳过本次调度")
|
||||
logger.debug("上一轮加密价差策略结算任务仍在执行，跳过本次调度")
|
||||
return
|
||||
}
|
||||
settlementJob = settlementScope.launch {
|
||||
try {
|
||||
doPollAndSettle()
|
||||
} catch (e: Exception) {
|
||||
logger.error("尾盘策略结算定时任务异常: ${e.message}", e)
|
||||
logger.error("加密价差策略结算定时任务异常: ${e.message}", e)
|
||||
} finally {
|
||||
settlementJob = null
|
||||
}
|
||||
@@ -91,11 +91,11 @@ class CryptoTailSettlementService(
|
||||
try {
|
||||
if (settleOne(trigger)) settledCount++
|
||||
} catch (e: Exception) {
|
||||
logger.warn("尾盘结算单条失败: triggerId=${trigger.id}, ${e.message}", e)
|
||||
logger.warn("加密价差策略结算单条失败: triggerId=${trigger.id}, ${e.message}", e)
|
||||
}
|
||||
}
|
||||
if (settledCount > 0) {
|
||||
logger.info("尾盘策略结算轮询完成: 处理=${pending.size}, 新结算=$settledCount")
|
||||
logger.info("加密价差策略结算轮询完成: 处理=${pending.size}, 新结算=$settledCount")
|
||||
}
|
||||
return settledCount
|
||||
}
|
||||
@@ -154,7 +154,7 @@ class CryptoTailSettlementService(
|
||||
settledAt = now
|
||||
)
|
||||
triggerRepository.save(updated)
|
||||
logger.debug("尾盘结算已更新: triggerId=${trigger.id}, winnerOutcomeIndex=$winnerIndex, won=$won, pnl=$pnl")
|
||||
logger.debug("加密价差策略结算已更新: triggerId=${trigger.id}, winnerOutcomeIndex=$winnerIndex, won=$won, pnl=$pnl")
|
||||
return true
|
||||
}
|
||||
|
||||
@@ -201,7 +201,7 @@ class CryptoTailSettlementService(
|
||||
conditionId: String
|
||||
): ActivityFill? {
|
||||
val account = accountRepository.findById(strategy.accountId).orElse(null) ?: run {
|
||||
logger.warn("尾盘结算未拉取 activity: 账户不存在, triggerId=${trigger.id}, accountId=${strategy.accountId}")
|
||||
logger.warn("加密价差策略结算未拉取 activity: 账户不存在, triggerId=${trigger.id}, accountId=${strategy.accountId}")
|
||||
return null
|
||||
}
|
||||
val user = account.proxyAddress
|
||||
@@ -220,7 +220,7 @@ class CryptoTailSettlementService(
|
||||
sortDirection = "DESC"
|
||||
)
|
||||
if (!response.isSuccessful || response.body() == null) {
|
||||
logger.warn("尾盘结算拉取 activity 失败: triggerId=${trigger.id}, code=${response.code()}")
|
||||
logger.warn("加密价差策略结算拉取 activity 失败: triggerId=${trigger.id}, code=${response.code()}")
|
||||
return null
|
||||
}
|
||||
val activities = response.body()!!
|
||||
@@ -234,7 +234,7 @@ class CryptoTailSettlementService(
|
||||
a.price != null && a.price > 0 &&
|
||||
a.size != null && a.size > 0
|
||||
} ?: run {
|
||||
logger.debug("尾盘结算 activity 无匹配成交: triggerId=${trigger.id}, conditionId=$conditionId, outcomeIndex=${trigger.outcomeIndex}, 条数=${activities.size}")
|
||||
logger.debug("加密价差策略结算 activity 无匹配成交: triggerId=${trigger.id}, conditionId=$conditionId, outcomeIndex=${trigger.outcomeIndex}, 条数=${activities.size}")
|
||||
return null
|
||||
}
|
||||
val price = match.price!!.toSafeBigDecimal()
|
||||
@@ -243,11 +243,11 @@ class CryptoTailSettlementService(
|
||||
if (price.gt(BigDecimal.ZERO) && size.gt(BigDecimal.ZERO)) {
|
||||
ActivityFill(price = price, size = size, usdcSize = usdcSize)
|
||||
} else {
|
||||
logger.debug("尾盘结算 activity 成交数据无效: triggerId=${trigger.id}, price=$price, size=$size")
|
||||
logger.debug("加密价差策略结算 activity 成交数据无效: triggerId=${trigger.id}, price=$price, size=$size")
|
||||
null
|
||||
}
|
||||
} catch (e: Exception) {
|
||||
logger.warn("尾盘结算拉取 activity 异常，触发价/投入金额不会更新: triggerId=${trigger.id}, error=${e.message}")
|
||||
logger.warn("加密价差策略结算拉取 activity 异常，触发价/投入金额不会更新: triggerId=${trigger.id}, error=${e.message}")
|
||||
null
|
||||
}
|
||||
}
|
||||
|
||||
+9
-9
@@ -34,7 +34,7 @@ import java.math.RoundingMode
|
||||
import java.util.concurrent.ConcurrentHashMap
|
||||
import java.util.regex.Pattern
|
||||
|
||||
/** 尾盘策略固定下单价格（最高价 0.99），不再在触发时拉取最优价 */
|
||||
/** 加密价差策略固定下单价格（最高价 0.99），不再在触发时拉取最优价 */
|
||||
private const val TRIGGER_FIXED_PRICE = "0.99"
|
||||
|
||||
/** 最大价差模式（MAX）时，买入价格调整系数（加在触发价格上） */
|
||||
@@ -62,7 +62,7 @@ private data class PeriodContext(
|
||||
)
|
||||
|
||||
/**
|
||||
* 尾盘策略执行服务：按周期与时间窗口检查价格并下单，每周期最多触发一次。
|
||||
* 加密价差策略执行服务：按周期与时间窗口检查价格并下单，每周期最多触发一次。
|
||||
* 周期开始预置账户、解密、费率、签名类型、CLOB 客户端；触发时按 outcomeIndex 计算 size 并签名提交。
|
||||
*/
|
||||
@Service
|
||||
@@ -131,7 +131,7 @@ class CryptoTailStrategyExecutionService(
|
||||
val decryptedKey = try {
|
||||
cryptoUtils.decrypt(account.privateKey) ?: return null
|
||||
} catch (e: Exception) {
|
||||
logger.warn("尾盘策略周期上下文解密私钥失败: accountId=${account.id}", e)
|
||||
logger.warn("加密价差策略周期上下文解密私钥失败: accountId=${account.id}", e)
|
||||
return null
|
||||
}
|
||||
val apiSecret = try {
|
||||
@@ -230,11 +230,11 @@ class CryptoTailStrategyExecutionService(
|
||||
)
|
||||
val openPrice = oc?.first?.toPlainString() ?: "-"
|
||||
val closePrice = oc?.second?.toPlainString() ?: "-"
|
||||
val strategyName = strategy.name?.takeIf { it.isNotBlank() } ?: "尾盘策略-${strategy.marketSlugPrefix}"
|
||||
val strategyName = strategy.name?.takeIf { it.isNotBlank() } ?: "加密价差策略-${strategy.marketSlugPrefix}"
|
||||
val direction = if (outcomeIndex == 0) "Up" else "Down"
|
||||
val modeStr = if (strategy.spreadDirection == SpreadDirection.MAX) "最大价差" else "最小价差"
|
||||
logger.info(
|
||||
"尾盘策略首次满足条件: strategyName=$strategyName, strategyId=${strategy.id}, " +
|
||||
"加密价差策略首次满足条件: strategyName=$strategyName, strategyId=${strategy.id}, " +
|
||||
"openPrice=$openPrice, closePrice=$closePrice, marketPrice=${bestBid.toPlainString()}, " +
|
||||
"direction=$direction, outcomeIndex=$outcomeIndex, spreadMode=$modeStr"
|
||||
)
|
||||
@@ -446,7 +446,7 @@ class CryptoTailStrategyExecutionService(
|
||||
"success",
|
||||
null
|
||||
)
|
||||
logger.info("尾盘策略下单成功: strategyId=${strategy.id}, periodStartUnix=$periodStartUnix, outcomeIndex=$outcomeIndex, orderId=${body.orderId}")
|
||||
logger.info("加密价差策略下单成功: strategyId=${strategy.id}, periodStartUnix=$periodStartUnix, outcomeIndex=$outcomeIndex, orderId=${body.orderId}")
|
||||
return
|
||||
}
|
||||
failReason = body.errorMsg ?: "unknown"
|
||||
@@ -456,7 +456,7 @@ class CryptoTailStrategyExecutionService(
|
||||
}
|
||||
} catch (e: Exception) {
|
||||
failReason = e.message ?: e.toString()
|
||||
logger.error("尾盘策略下单异常: strategyId=${strategy.id}, periodStartUnix=$periodStartUnix", e)
|
||||
logger.error("加密价差策略下单异常: strategyId=${strategy.id}, periodStartUnix=$periodStartUnix", e)
|
||||
}
|
||||
saveTriggerRecord(
|
||||
strategy,
|
||||
@@ -469,7 +469,7 @@ class CryptoTailStrategyExecutionService(
|
||||
"fail",
|
||||
failReason
|
||||
)
|
||||
logger.error("尾盘策略下单失败: strategyId=${strategy.id}, periodStartUnix=$periodStartUnix, reason=$failReason")
|
||||
logger.error("加密价差策略下单失败: strategyId=${strategy.id}, periodStartUnix=$periodStartUnix, reason=$failReason")
|
||||
}
|
||||
|
||||
/** 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 */
|
||||
@@ -672,6 +672,6 @@ class CryptoTailStrategyExecutionService(
|
||||
periodContextCache.clear()
|
||||
// 清理所有锁，避免内存泄漏
|
||||
triggerMutexMap.clear()
|
||||
logger.debug("尾盘策略执行服务已清理缓存和锁")
|
||||
logger.debug("加密价差策略执行服务已清理缓存和锁")
|
||||
}
|
||||
}
|
||||
|
||||
+5
-5
@@ -104,7 +104,7 @@ class CryptoTailStrategyService(
|
||||
} catch (e: IllegalArgumentException) {
|
||||
Result.failure(e)
|
||||
} catch (e: Exception) {
|
||||
logger.error("创建尾盘策略失败: ${e.message}", e)
|
||||
logger.error("创建加密价差策略失败: ${e.message}", e)
|
||||
Result.failure(e)
|
||||
}
|
||||
}
|
||||
@@ -179,7 +179,7 @@ class CryptoTailStrategyService(
|
||||
} catch (e: IllegalArgumentException) {
|
||||
Result.failure(e)
|
||||
} catch (e: Exception) {
|
||||
logger.error("更新尾盘策略失败: ${e.message}", e)
|
||||
logger.error("更新加密价差策略失败: ${e.message}", e)
|
||||
Result.failure(e)
|
||||
}
|
||||
}
|
||||
@@ -194,7 +194,7 @@ class CryptoTailStrategyService(
|
||||
eventPublisher.publishEvent(CryptoTailStrategyChangedEvent(this))
|
||||
Result.success(Unit)
|
||||
} catch (e: Exception) {
|
||||
logger.error("删除尾盘策略失败: ${e.message}", e)
|
||||
logger.error("删除加密价差策略失败: ${e.message}", e)
|
||||
Result.failure(e)
|
||||
}
|
||||
}
|
||||
@@ -215,7 +215,7 @@ class CryptoTailStrategyService(
|
||||
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)
|
||||
logger.error("查询加密价差策略列表失败: ${e.message}", e)
|
||||
Result.failure(e)
|
||||
}
|
||||
}
|
||||
@@ -263,7 +263,7 @@ class CryptoTailStrategyService(
|
||||
private fun generateStrategyName(marketSlugPrefix: String): String {
|
||||
val suffix = Instant.now().atZone(ZoneId.systemDefault())
|
||||
.format(DateTimeFormatter.ofPattern("yyyyMMddHHmmss"))
|
||||
return "尾盘策略-${marketSlugPrefix}-$suffix"
|
||||
return "加密价差策略-${marketSlugPrefix}-$suffix"
|
||||
}
|
||||
|
||||
private fun entityToDto(e: CryptoTailStrategy, lastTriggerAt: Long?): CryptoTailStrategyDto {
|
||||
|
||||
+1
-1
@@ -250,7 +250,7 @@ class ApiHealthCheckService(
|
||||
name = "币安 WebSocket",
|
||||
url = binanceWsUrl,
|
||||
status = "success",
|
||||
message = "无尾盘策略，未订阅"
|
||||
message = "无加密价差策略，未订阅"
|
||||
)
|
||||
} else if (connected > 0) {
|
||||
val which = statuses.filter { it.value }.keys.joinToString("、")
|
||||
|
||||
+4
-4
@@ -304,7 +304,7 @@ class TelegramNotificationService(
|
||||
}
|
||||
|
||||
/**
|
||||
* 发送尾盘策略下单成功通知（与跟单一致：在收到 WS 订单推送时匹配尾盘订单后调用）
|
||||
* 发送加密价差策略下单成功通知（与跟单一致：在收到 WS 订单推送时匹配价差策略订单后调用）
|
||||
*/
|
||||
suspend fun sendCryptoTailOrderSuccessNotification(
|
||||
orderId: String?,
|
||||
@@ -324,7 +324,7 @@ class TelegramNotificationService(
|
||||
if (orderId != null) {
|
||||
val lastSentTime = sentOrderIds[orderId]
|
||||
if (lastSentTime != null && System.currentTimeMillis() - lastSentTime < 5 * 60 * 1000) {
|
||||
logger.info("尾盘订单通知已发送过（5分钟内），跳过: orderId=$orderId")
|
||||
logger.info("加密价差策略订单通知已发送过（5分钟内），跳过: orderId=$orderId")
|
||||
return
|
||||
}
|
||||
sentOrderIds[orderId] = System.currentTimeMillis()
|
||||
@@ -894,7 +894,7 @@ class TelegramNotificationService(
|
||||
}
|
||||
|
||||
/**
|
||||
* 构建尾盘策略下单成功消息（与订单成功格式一致，增加「尾盘策略」标题与策略名）
|
||||
* 构建加密价差策略下单成功消息（与订单成功格式一致，增加「加密价差策略」标题与策略名）
|
||||
*/
|
||||
private fun buildCryptoTailOrderSuccessMessage(
|
||||
orderId: String?,
|
||||
@@ -912,7 +912,7 @@ class TelegramNotificationService(
|
||||
locale: java.util.Locale,
|
||||
orderTime: Long?
|
||||
): String {
|
||||
val tailOrderSuccess = messageSource.getMessage("notification.tail.order.success", null, "尾盘策略下单成功", locale)
|
||||
val tailOrderSuccess = messageSource.getMessage("notification.tail.order.success", null, "加密价差策略下单成功", locale)
|
||||
val strategyLabel = messageSource.getMessage("notification.tail.strategy", null, "策略", locale)
|
||||
val orderInfo = messageSource.getMessage("notification.order.info", null, "订单信息", locale)
|
||||
val orderIdLabel = messageSource.getMessage("notification.order.id", null, "订单ID", locale)
|
||||
|
||||
@@ -16,7 +16,7 @@ notification.order.time=Time
|
||||
notification.order.error_info=Error Information
|
||||
notification.order.unknown_account=Unknown Account
|
||||
notification.order.calculate_failed=Calculation Failed
|
||||
notification.tail.order.success=Tail Session Order Success
|
||||
notification.tail.order.success=Crypto spread strategy order success
|
||||
notification.tail.strategy=Strategy
|
||||
notification.redeem.success=Position Redeemed Successfully
|
||||
notification.redeem.info=Redeem Information
|
||||
@@ -277,16 +277,16 @@ 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
|
||||
# Crypto spread strategy
|
||||
error.crypto_tail_strategy_not_found=Crypto spread 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_create_failed=Failed to create crypto spread strategy
|
||||
error.server.crypto_tail_strategy_update_failed=Failed to update crypto spread strategy
|
||||
error.server.crypto_tail_strategy_delete_failed=Failed to delete crypto spread strategy
|
||||
error.server.crypto_tail_strategy_list_fetch_failed=Failed to fetch crypto spread strategy list
|
||||
error.server.crypto_tail_strategy_triggers_fetch_failed=Failed to fetch trigger records
|
||||
# Backtest Management
|
||||
backtest.title=Backtest Management
|
||||
|
||||
@@ -16,7 +16,7 @@ notification.order.time=时间
|
||||
notification.order.error_info=错误信息
|
||||
notification.order.unknown_account=未知账户
|
||||
notification.order.calculate_failed=计算失败
|
||||
notification.tail.order.success=尾盘策略下单成功
|
||||
notification.tail.order.success=加密价差策略下单成功
|
||||
notification.tail.strategy=策略
|
||||
notification.redeem.success=仓位赎回成功
|
||||
notification.redeem.info=赎回信息
|
||||
@@ -277,16 +277,16 @@ 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
|
||||
# 加密价差策略
|
||||
error.crypto_tail_strategy_not_found=加密价差策略不存在
|
||||
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_create_failed=创建加密价差策略失败
|
||||
error.server.crypto_tail_strategy_update_failed=更新加密价差策略失败
|
||||
error.server.crypto_tail_strategy_delete_failed=删除加密价差策略失败
|
||||
error.server.crypto_tail_strategy_list_fetch_failed=查询加密价差策略列表失败
|
||||
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
|
||||
|
||||
@@ -16,7 +16,7 @@ notification.order.time=時間
|
||||
notification.order.error_info=錯誤信息
|
||||
notification.order.unknown_account=未知賬戶
|
||||
notification.order.calculate_failed=計算失敗
|
||||
notification.tail.order.success=尾盤策略下單成功
|
||||
notification.tail.order.success=加密價差策略下單成功
|
||||
notification.tail.strategy=策略
|
||||
notification.redeem.success=倉位贖回成功
|
||||
notification.redeem.info=贖回信息
|
||||
@@ -277,16 +277,16 @@ 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
|
||||
# 加密價差策略
|
||||
error.crypto_tail_strategy_not_found=加密價差策略不存在
|
||||
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_create_failed=創建加密價差策略失敗
|
||||
error.server.crypto_tail_strategy_update_failed=更新加密價差策略失敗
|
||||
error.server.crypto_tail_strategy_delete_failed=刪除加密價差策略失敗
|
||||
error.server.crypto_tail_strategy_list_fetch_failed=查詢加密價差策略列表失敗
|
||||
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
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
# 尾盘策略文档 (Crypto Tail Strategy)
|
||||
# 加密价差策略文档 (Crypto Spread Strategy)
|
||||
|
||||
本目录集中存放与 Polymarket 加密市场尾盘策略相关的文档。
|
||||
本目录集中存放与 Polymarket 加密市场加密价差策略相关的文档。
|
||||
|
||||
## 目录结构
|
||||
|
||||
|
||||
@@ -55,7 +55,7 @@ effectiveMinSpread = baseSpread × coefficient
|
||||
|
||||
- 需要策略的 `windowStartSeconds`、`windowEndSeconds` 传入计算处；若窗口长度为 0，可退化为系数 = 1.0 或 0.5（需约定）。
|
||||
|
||||
**优点**：与「尾盘只在窗口内触发」一致，时间语义清晰；毫秒级 progress 更精确。
|
||||
**优点**：与「加密价差策略只在窗口内触发」一致，时间语义清晰；毫秒级 progress 更精确。
|
||||
**缺点**：`getAutoMinSpread` 需要增加当前时间（毫秒）和窗口参数（或传整个 strategy）。
|
||||
|
||||
---
|
||||
|
||||
@@ -1,8 +1,8 @@
|
||||
# Crypto Tail Strategy Configuration Guide
|
||||
# Crypto Spread Strategy Configuration Guide
|
||||
|
||||
## Part 1: What is Crypto Tail Strategy?
|
||||
## Part 1: What is Crypto Spread Strategy?
|
||||
|
||||
Crypto Tail Strategy is an automated trading strategy designed specifically for Polymarket crypto markets' **5-minute** or **15-minute** "Up or Down" markets.
|
||||
Crypto Spread Strategy is an automated trading strategy designed specifically for Polymarket crypto markets' **5-minute** or **15-minute** "Up or Down" markets.
|
||||
|
||||
**Core Logic**: Within a specified time window, when the market price enters your set price range, the system will automatically buy at a fixed price (0.99) without manual operation.
|
||||
|
||||
@@ -39,7 +39,7 @@ Cycle Start → Within Time Window → Price Enters Range → Auto Order
|
||||
|
||||
- **Maximum one trigger per cycle**: Within the same cycle, even if conditions are met multiple times, only one order is placed
|
||||
- **Fixed order price**: All orders are submitted at price 0.99
|
||||
- **Requires separate wallet**: It's recommended to use a dedicated wallet for tail strategies to avoid conflicts with other operations (manual trading, copy trading, etc.)
|
||||
- **Requires separate wallet**: It's recommended to use a dedicated wallet for crypto spread strategies to avoid conflicts with other operations (manual trading, copy trading, etc.)
|
||||
|
||||
---
|
||||
|
||||
@@ -50,7 +50,7 @@ Cycle Start → Within Time Window → Price Enters Range → Auto Order
|
||||
| Parameter | Description | Required | Example |
|
||||
|-----------|-------------|----------|---------|
|
||||
| **Account** | Select the wallet account for trading | ✅ | Account A |
|
||||
| **Strategy Name** | Name your strategy for easy identification | ❌ | "BTC 15min Tail Strategy" |
|
||||
| **Strategy Name** | Name your strategy for easy identification | ❌ | "BTC 15min Crypto Spread Strategy" |
|
||||
| **Market** | Select the market to trade (5-minute or 15-minute) | ✅ | btc-updown-15m |
|
||||
|
||||
### 3.2 Cycle Settings
|
||||
@@ -341,7 +341,7 @@ Enabled: On
|
||||
2. **Position conflicts**: Manual trading and strategy trading may conflict
|
||||
3. **Management confusion**: Difficult to distinguish which orders are from strategy vs manual
|
||||
|
||||
**Recommendation**: Create a dedicated wallet, only for tail strategies.
|
||||
**Recommendation**: Create a dedicated wallet, only for crypto spread strategies.
|
||||
|
||||
### Q7: Why is the order price fixed at 0.99?
|
||||
|
||||
@@ -352,7 +352,7 @@ Enabled: On
|
||||
|
||||
### Q8: Does the strategy depend on auto-redeem functionality?
|
||||
|
||||
**A**: Yes, tail strategy depends on auto-redeem functionality.
|
||||
**A**: Yes, crypto spread strategy depends on auto-redeem functionality.
|
||||
|
||||
**Reasons**:
|
||||
- Strategy orders create positions after execution
|
||||
@@ -411,7 +411,7 @@ Enabled: On
|
||||
|
||||
### 7.1 View Strategy List
|
||||
|
||||
On the "Crypto Tail Strategy" page, you can view all strategies:
|
||||
On the "Crypto Spread Strategy" page, you can view all strategies:
|
||||
- Strategy name
|
||||
- Market information
|
||||
- Time window
|
||||
@@ -453,7 +453,7 @@ After deleting a strategy:
|
||||
|
||||
## Part 8: Summary
|
||||
|
||||
Crypto Tail Strategy is a powerful automated trading tool that can help you:
|
||||
Crypto Spread Strategy is a powerful automated trading tool that can help you:
|
||||
|
||||
1. **Automated Trading**: No need for manual monitoring, system executes automatically
|
||||
2. **Precise Control**: Precisely control trigger conditions through time windows and price ranges
|
||||
|
||||
@@ -1,4 +1,4 @@
|
||||
# 加密市场尾盘策略 - 流程图
|
||||
# 加密价差策略 - 流程图
|
||||
|
||||
## 一、整体架构
|
||||
|
||||
|
||||
@@ -1,4 +1,4 @@
|
||||
# 加密市场尾盘策略 - 5/15 分钟市场数据获取说明
|
||||
# 加密价差策略 - 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`。
|
||||
|
||||
|
||||
@@ -1,8 +1,8 @@
|
||||
# 尾盘策略 - 最小价差参数流程分析
|
||||
# 加密价差策略 - 最小价差参数流程分析
|
||||
|
||||
## 一、需求摘要
|
||||
|
||||
在现有尾盘策略上增加**最小价差**参数：当策略条件（时间窗、价格区间）满足时，再判断**当前周期 Binance K 线的开盘价与收盘价价差**是否满足最小价差；满足才下单，不满足则等待，直到价差满足再下单。
|
||||
在现有加密价差策略上增加**最小价差**参数：当策略条件（时间窗、价格区间）满足时，再判断**当前周期 Binance K 线的开盘价与收盘价价差**是否满足最小价差；满足才下单，不满足则等待，直到价差满足再下单。
|
||||
|
||||
- **后端**：需订阅币安对应币对（如 BTC/USDC）的 K 线，维护当前周期的**开盘价**与**实时收盘价**，并在触发时做价差校验。
|
||||
- **前端**：可配置三种场景——无、固定、自动（见下）。
|
||||
@@ -244,4 +244,4 @@ sequenceDiagram
|
||||
3. **下单与去重**
|
||||
- 仍保持「每周期最多触发一次」；价差不满足时不写触发记录，直到某次同时满足价格与价差后才下单并写记录。
|
||||
|
||||
按上述流程即可在现有尾盘策略上接入「最小价差」参数，并由后端订阅币安 K 线、在触发前做价差校验；固定与自动的时序差异见**第六节时序图**。
|
||||
按上述流程即可在现有加密价差策略上接入「最小价差」参数，并由后端订阅币安 K 线、在触发前做价差校验；固定与自动的时序差异见**第六节时序图**。
|
||||
|
||||
@@ -1,4 +1,4 @@
|
||||
# 加密市场尾盘策略 - 任务梳理
|
||||
# 加密价差策略 - 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`。
|
||||
|
||||
@@ -66,7 +66,7 @@
|
||||
|
||||
| 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）。 |
|
||||
| B16 | 自动赎回包含加密价差策略仓位 | 加密价差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。 |
|
||||
|
||||
---
|
||||
@@ -78,7 +78,7 @@
|
||||
| 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。 |
|
||||
| F2 | 菜单 | Layout 中增加「加密价差策略」菜单项，与跟单同级或在其下；key 与路由一致。 |
|
||||
|
||||
### 4.2 列表页
|
||||
|
||||
@@ -146,5 +146,5 @@ F10 触发记录
|
||||
- **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。
|
||||
- **自动赎回**：加密价差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。
|
||||
|
||||
@@ -1,4 +1,4 @@
|
||||
# 加密市场尾盘策略 - 前端 UI 规格
|
||||
# 加密价差策略 - 前端 UI 规格
|
||||
|
||||
> 周期推导与市场数据获取详见 `crypto-tail-strategy-market-data.md`。
|
||||
|
||||
@@ -10,7 +10,7 @@
|
||||
|
||||
| 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`。 |
|
||||
| **菜单** | 在「跟单管理」同级或其下增加一项，如「加密价差策略」，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`。
|
||||
@@ -26,7 +26,7 @@
|
||||
|
||||
| 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')`。 |
|
||||
| 页面标题 | 标题文案 | 如「加密价差策略」，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。 |
|
||||
@@ -59,7 +59,7 @@
|
||||
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')`。
|
||||
- **正文**：简短说明加密价差策略依赖自动赎回，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。
|
||||
@@ -133,7 +133,7 @@
|
||||
|------|------|
|
||||
| **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」。 |
|
||||
| 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加密价差策略，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`：「加密价差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。 |
|
||||
@@ -150,7 +150,7 @@
|
||||
| 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 |
|
||||
| 菜单 | `Layout.tsx` 中增加「加密价差策略」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.*` |
|
||||
|
||||
@@ -158,7 +158,7 @@
|
||||
|
||||
## 7. 小结：UI 包含的主要元素
|
||||
|
||||
- **导航**：主导航中「尾盘策略」入口。
|
||||
- **导航**：主导航中「加密价差策略」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。
|
||||
@@ -169,9 +169,9 @@
|
||||
|
||||
## 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：
|
||||
自动赎回逻辑**必须支持赎回由加密价差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「加密价差策略」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。
|
||||
- 加密价差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「加密价差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。
|
||||
|
||||
@@ -1,8 +1,8 @@
|
||||
# 尾盘策略配置指南
|
||||
# 加密价差策略配置指南
|
||||
|
||||
## 一、什么是尾盘策略？
|
||||
## 一、什么是加密价差策略？
|
||||
|
||||
尾盘策略是一种自动化交易策略，专门用于 Polymarket 加密市场的 **5分钟** 或 **15分钟** "Up or Down" 市场。
|
||||
加密价差策略是一种自动化交易策略，专门用于 Polymarket 加密市场的 **5分钟** 或 **15分钟** "Up or Down" 市场。
|
||||
|
||||
**核心逻辑**：在指定时间窗口内，当市场价格进入您设定的价格区间时，系统会自动以固定价格（0.99）买入，无需手动操作。
|
||||
|
||||
@@ -39,7 +39,7 @@
|
||||
|
||||
- **每周期最多触发一次**：同一个周期内，即使多次满足条件，也只下单一次
|
||||
- **固定下单价格**：所有订单都以 0.99 的价格提交
|
||||
- **需要单独钱包**：建议使用专门的钱包运行尾盘策略，避免与其他操作（手动交易、跟单等）冲突
|
||||
- **需要单独钱包**：建议使用专门的钱包运行加密价差策略，避免与其他操作（手动交易、跟单等）冲突
|
||||
|
||||
---
|
||||
|
||||
@@ -50,7 +50,7 @@
|
||||
| 参数 | 说明 | 必填 | 示例 |
|
||||
|------|------|------|------|
|
||||
| **账户** | 选择用于交易的钱包账户 | ✅ | 账户A |
|
||||
| **策略名称** | 给策略起个名字，方便识别 | ❌ | "BTC 15分钟尾盘策略" |
|
||||
| **策略名称** | 给策略起个名字，方便识别 | ❌ | "BTC 15分钟加密价差策略" |
|
||||
| **市场** | 选择要交易的市场（5分钟或15分钟） | ✅ | btc-updown-15m |
|
||||
|
||||
### 3.2 周期设置
|
||||
@@ -341,7 +341,7 @@
|
||||
2. **仓位冲突**：手动交易和策略交易可能产生冲突
|
||||
3. **管理混乱**：难以区分哪些订单是策略产生的，哪些是手动产生的
|
||||
|
||||
**建议**：创建一个专门的钱包，只用于尾盘策略。
|
||||
**建议**：创建一个专门的钱包，只用于加密价差策略。
|
||||
|
||||
### Q7：下单价格为什么是固定的 0.99？
|
||||
|
||||
@@ -352,7 +352,7 @@
|
||||
|
||||
### Q8：策略需要依赖自动赎回功能吗？
|
||||
|
||||
**A**：是的，尾盘策略依赖自动赎回功能。
|
||||
**A**：是的，加密价差策略依赖自动赎回功能。
|
||||
|
||||
**原因**：
|
||||
- 策略下单后会形成仓位
|
||||
@@ -411,7 +411,7 @@
|
||||
|
||||
### 7.1 查看策略列表
|
||||
|
||||
在「尾盘策略」页面可以查看所有策略：
|
||||
在「加密价差策略」页面可以查看所有策略：
|
||||
- 策略名称
|
||||
- 市场信息
|
||||
- 时间窗口
|
||||
@@ -453,7 +453,7 @@
|
||||
|
||||
## 八、总结
|
||||
|
||||
尾盘策略是一个强大的自动化交易工具，可以帮助您：
|
||||
加密价差策略是一个强大的自动化交易工具，可以帮助您：
|
||||
|
||||
1. **自动化交易**：无需手动盯盘，系统自动执行
|
||||
2. **精准控制**：通过时间窗口和价格区间精确控制触发条件
|
||||
|
||||
@@ -168,7 +168,7 @@ const Layout: React.FC<LayoutProps> = ({ children }) => {
|
||||
{
|
||||
key: '/crypto-tail-management',
|
||||
icon: <LineChartOutlined />,
|
||||
label: t('menu.cryptoTail'),
|
||||
label: t('menu.cryptoSpreadStrategy'),
|
||||
children: [
|
||||
{
|
||||
key: '/crypto-tail-strategy',
|
||||
|
||||
@@ -312,9 +312,9 @@
|
||||
"leaders": "Leader Management",
|
||||
"templates": "Templates",
|
||||
"copyTradingConfig": "Copy Trading Config",
|
||||
"cryptoTail": "Crypto Tail",
|
||||
"cryptoTailStrategy": "Tail Strategy",
|
||||
"cryptoTailMonitor": "Tail Monitor",
|
||||
"cryptoSpreadStrategy": "Crypto Spread Strategy",
|
||||
"cryptoTailStrategy": "Strategy Config",
|
||||
"cryptoTailMonitor": "Real-time Monitor",
|
||||
"positions": "Position Management",
|
||||
"backtest": "Backtest",
|
||||
"statistics": "Statistics",
|
||||
@@ -1486,12 +1486,12 @@
|
||||
"cryptoTailStrategy": {
|
||||
"binanceApiAlert": {
|
||||
"title": "Cannot connect to Binance API — strategy cannot run for now",
|
||||
"description": "Tail strategy needs Binance market data to work. The connection failed; this may be a network issue or Binance outage. Try again later by clicking the button below.",
|
||||
"description": "Crypto spread strategy needs Binance market data to work. The connection failed; this may be a network issue or Binance outage. Try again later by clicking the button below.",
|
||||
"recheck": "Re-check"
|
||||
},
|
||||
"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.",
|
||||
"title": "Crypto Spread Strategy",
|
||||
"walletTip": "Use a dedicated wallet for crypto spread strategy. Do not use it for manual trading or copy trading to avoid balance/position issues.",
|
||||
"addStrategy": "Add Strategy",
|
||||
"strategyName": "Strategy Name",
|
||||
"account": "Account",
|
||||
@@ -1548,7 +1548,7 @@
|
||||
},
|
||||
"redeemRequiredModal": {
|
||||
"title": "Configure Auto Redeem First",
|
||||
"description": "Tail strategy requires auto redeem. Please configure Builder API Key and enable auto redeem in System Settings.",
|
||||
"description": "Crypto spread strategy requires auto redeem. Please configure Builder API Key and enable auto redeem in System Settings.",
|
||||
"goToSettings": "Go to Settings",
|
||||
"cancel": "Cancel"
|
||||
},
|
||||
@@ -1579,7 +1579,7 @@
|
||||
}
|
||||
},
|
||||
"cryptoTailMonitor": {
|
||||
"title": "Tail Strategy Monitor",
|
||||
"title": "Crypto Spread Strategy Monitor",
|
||||
"selectStrategy": "Strategy",
|
||||
"selectStrategyPlaceholder": "Select a strategy to monitor",
|
||||
"direction": "Direction",
|
||||
|
||||
@@ -312,9 +312,9 @@
|
||||
"leaders": "Leader 管理",
|
||||
"templates": "跟单模板",
|
||||
"copyTradingConfig": "跟单配置",
|
||||
"cryptoTail": "尾盘",
|
||||
"cryptoTailStrategy": "尾盘策略",
|
||||
"cryptoTailMonitor": "尾盘监控",
|
||||
"cryptoSpreadStrategy": "加密价差策略",
|
||||
"cryptoTailStrategy": "策略配置",
|
||||
"cryptoTailMonitor": "实时监控",
|
||||
"positions": "仓位管理",
|
||||
"backtest": "回测",
|
||||
"statistics": "统计信息",
|
||||
@@ -1486,12 +1486,12 @@
|
||||
"cryptoTailStrategy": {
|
||||
"binanceApiAlert": {
|
||||
"title": "无法连接币安 API，策略暂时不能运行",
|
||||
"description": "尾盘策略需要从币安获取行情数据才能工作。当前连接失败，可能是网络问题或币安服务异常，请稍后点击下方按钮重新检测。",
|
||||
"description": "加密价差策略需要从币安获取行情数据才能工作。当前连接失败，可能是网络问题或币安服务异常，请稍后点击下方按钮重新检测。",
|
||||
"recheck": "重新检测"
|
||||
},
|
||||
"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。",
|
||||
"title": "加密价差策略",
|
||||
"walletTip": "请使用单独的钱包运行加密价差策略，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",
|
||||
"account": "账户",
|
||||
@@ -1548,7 +1548,7 @@
|
||||
},
|
||||
"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。",
|
||||
"description": "加密价差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"
|
||||
},
|
||||
@@ -1579,7 +1579,7 @@
|
||||
}
|
||||
},
|
||||
"cryptoTailMonitor": {
|
||||
"title": "尾盘策略监控",
|
||||
"title": "加密价差策略监控",
|
||||
"selectStrategy": "选择策略",
|
||||
"selectStrategyPlaceholder": "请选择要监控的策略",
|
||||
"direction": "监控方向",
|
||||
|
||||
@@ -312,9 +312,9 @@
|
||||
"leaders": "Leader 管理",
|
||||
"templates": "跟單模板",
|
||||
"copyTradingConfig": "跟單配置",
|
||||
"cryptoTail": "尾盤",
|
||||
"cryptoTailStrategy": "尾盤策略",
|
||||
"cryptoTailMonitor": "尾盤監控",
|
||||
"cryptoSpreadStrategy": "加密價差策略",
|
||||
"cryptoTailStrategy": "策略配置",
|
||||
"cryptoTailMonitor": "即時監控",
|
||||
"positions": "倉位管理",
|
||||
"backtest": "回測",
|
||||
"statistics": "統計信息",
|
||||
@@ -1486,12 +1486,12 @@
|
||||
"cryptoTailStrategy": {
|
||||
"binanceApiAlert": {
|
||||
"title": "無法連接幣安 API，策略暫時不能運行",
|
||||
"description": "尾盤策略需要從幣安取得行情資料才能運作。目前連線失敗，可能是網路問題或幣安服務異常，請稍後點擊下方按鈕重新檢測。",
|
||||
"description": "加密價差策略需要從幣安取得行情資料才能運作。目前連線失敗，可能是網路問題或幣安服務異常，請稍後點擊下方按鈕重新檢測。",
|
||||
"recheck": "重新檢測"
|
||||
},
|
||||
"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。",
|
||||
"title": "加密價差策略",
|
||||
"walletTip": "請使用單獨的錢包運行加密價差策略，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",
|
||||
"account": "賬戶",
|
||||
@@ -1548,7 +1548,7 @@
|
||||
},
|
||||
"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。",
|
||||
"description": "加密價差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"
|
||||
},
|
||||
@@ -1579,7 +1579,7 @@
|
||||
}
|
||||
},
|
||||
"cryptoTailMonitor": {
|
||||
"title": "尾盤策略監控",
|
||||
"title": "加密價差策略監控",
|
||||
"selectStrategy": "選擇策略",
|
||||
"selectStrategyPlaceholder": "請選擇要監控的策略",
|
||||
"direction": "監控方向",
|
||||
|
||||
@@ -446,7 +446,7 @@ export const apiService = {
|
||||
},
|
||||
|
||||
/**
|
||||
* 尾盘策略 API
|
||||
* 加密价差策略 API
|
||||
*/
|
||||
cryptoTailStrategy: {
|
||||
list: (data: { accountId?: number; enabled?: boolean } = {}) =>
|
||||
|
||||
@@ -1036,7 +1036,7 @@ export interface BacktestTaskDto {
|
||||
}
|
||||
|
||||
/**
|
||||
* 尾盘策略
|
||||
* 加密价差策略
|
||||
*/
|
||||
export interface CryptoTailStrategyDto {
|
||||
id: number
|
||||
@@ -1076,7 +1076,7 @@ export interface CryptoTailAutoMinSpreadResponse {
|
||||
}
|
||||
|
||||
/**
|
||||
* 尾盘策略触发记录
|
||||
* 加密价差策略触发记录
|
||||
*/
|
||||
export interface CryptoTailStrategyTriggerDto {
|
||||
id: number
|
||||
@@ -1098,7 +1098,7 @@ export interface CryptoTailStrategyTriggerDto {
|
||||
}
|
||||
|
||||
/**
|
||||
* 尾盘策略市场选项
|
||||
* 加密价差策略市场选项
|
||||
*/
|
||||
export interface CryptoTailMarketOptionDto {
|
||||
slug: string
|
||||
@@ -1109,7 +1109,7 @@ export interface CryptoTailMarketOptionDto {
|
||||
}
|
||||
|
||||
/**
|
||||
* 尾盘策略监控初始化响应
|
||||
* 加密价差策略监控初始化响应
|
||||
*/
|
||||
export interface CryptoTailMonitorInitResponse {
|
||||
/** 策略ID */
|
||||
@@ -1159,7 +1159,7 @@ export interface CryptoTailMonitorInitResponse {
|
||||
}
|
||||
|
||||
/**
|
||||
* 尾盘策略监控实时推送数据
|
||||
* 加密价差策略监控实时推送数据
|
||||
*/
|
||||
export interface CryptoTailMonitorPushData {
|
||||
/** 策略ID */
|
||||
|
||||
Reference in New Issue
Block a user