Compare commits
18 Commits
| Author | SHA1 | Date | |
|---|---|---|---|
| 1cfdcb88d3 | |||
| 00f0898d98 | |||
| 1de9b5e958 | |||
| c8e422a94b | |||
| 60e9f9235d | |||
| 46baa416f4 | |||
| ecdb8af14a | |||
| d6027e48eb | |||
| f97bd5b9d9 | |||
| df272156cf | |||
| 64f6a2b897 | |||
| f7f2411b9d | |||
| d96eb3e00a | |||
| cc1a732984 | |||
| ec06003157 | |||
| 3d05b13298 | |||
| fe2db11b75 | |||
| 5c18cbd95d |
@@ -36,6 +36,49 @@ jobs:
|
||||
echo "Extracted version: $VERSION"
|
||||
echo "Full tag: $TAG_NAME"
|
||||
|
||||
- name: Send Telegram notification (build started)
|
||||
env:
|
||||
TELEGRAM_BOT_TOKEN: ${{ secrets.TELEGRAM_BOT_TOKEN }}
|
||||
TELEGRAM_CHAT_ID: ${{ secrets.TELEGRAM_CHAT_ID }}
|
||||
run: |
|
||||
# 检查必要的环境变量
|
||||
if [ -z "$TELEGRAM_BOT_TOKEN" ] || [ -z "$TELEGRAM_CHAT_ID" ]; then
|
||||
echo "⚠️ Telegram Bot Token 或 Chat ID 未配置,跳过通知"
|
||||
exit 0
|
||||
fi
|
||||
|
||||
# 获取构建信息
|
||||
VERSION="${{ steps.extract_version.outputs.VERSION }}"
|
||||
TAG="${{ steps.extract_version.outputs.TAG }}"
|
||||
RELEASE_URL="${{ github.event.release.html_url }}"
|
||||
|
||||
# 构建消息内容(仅包含关键信息)
|
||||
MESSAGE="🔨 <b>Docker 镜像构建中</b>"$'\n'$'\n'"📦 <b>版本:</b> ${VERSION}"$'\n'"🏷️ <b>Tag:</b> <code>${TAG}</code>"$'\n'"🔗 <a href=\"${RELEASE_URL}\">查看 Release</a>"
|
||||
|
||||
# 发送 Telegram 消息(使用 jq 转义 JSON)
|
||||
curl -s -X POST "https://api.telegram.org/bot${TELEGRAM_BOT_TOKEN}/sendMessage" \
|
||||
-H "Content-Type: application/json" \
|
||||
-d "$(jq -n \
|
||||
--arg chat_id "$TELEGRAM_CHAT_ID" \
|
||||
--arg text "$MESSAGE" \
|
||||
'{chat_id: $chat_id, text: $text, parse_mode: "HTML", disable_web_page_preview: false}')" > /tmp/telegram_response.json
|
||||
|
||||
# 检查发送结果
|
||||
if [ $? -eq 0 ]; then
|
||||
RESPONSE=$(cat /tmp/telegram_response.json)
|
||||
if echo "$RESPONSE" | grep -q '"ok":true'; then
|
||||
echo "✅ Telegram 通知发送成功"
|
||||
else
|
||||
echo "❌ Telegram 通知发送失败: $RESPONSE"
|
||||
# 通知失败不应该导致整个 job 失败
|
||||
exit 0
|
||||
fi
|
||||
else
|
||||
echo "❌ 发送 Telegram 消息时发生错误"
|
||||
# 通知失败不应该导致整个 job 失败
|
||||
exit 0
|
||||
fi
|
||||
|
||||
- name: Set up Docker Buildx
|
||||
uses: docker/setup-buildx-action@v3
|
||||
with:
|
||||
@@ -65,3 +108,49 @@ jobs:
|
||||
GITHUB_REPO_URL=https://github.com/WrBug/PolyHermes
|
||||
cache-from: type=registry,ref=wrbug/polyhermes:latest
|
||||
cache-to: type=inline
|
||||
|
||||
- name: Send Telegram notification
|
||||
env:
|
||||
TELEGRAM_BOT_TOKEN: ${{ secrets.TELEGRAM_BOT_TOKEN }}
|
||||
TELEGRAM_CHAT_ID: ${{ secrets.TELEGRAM_CHAT_ID }}
|
||||
run: |
|
||||
# 检查必要的环境变量
|
||||
if [ -z "$TELEGRAM_BOT_TOKEN" ] || [ -z "$TELEGRAM_CHAT_ID" ]; then
|
||||
echo "⚠️ Telegram Bot Token 或 Chat ID 未配置,跳过通知"
|
||||
exit 0
|
||||
fi
|
||||
|
||||
# 获取构建信息
|
||||
VERSION="${{ steps.extract_version.outputs.VERSION }}"
|
||||
TAG="${{ steps.extract_version.outputs.TAG }}"
|
||||
RELEASE_NAME="${{ github.event.release.name }}"
|
||||
RELEASE_URL="${{ github.event.release.html_url }}"
|
||||
REPO_NAME="${{ github.repository }}"
|
||||
|
||||
# 构建消息内容(仅包含关键信息)
|
||||
DEPLOY_DOC_URL="https://github.com/WrBug/PolyHermes/blob/main/docs/zh/DEPLOYMENT.md"
|
||||
MESSAGE="✅ <b>Docker 镜像构建成功</b>"$'\n'$'\n'"📦 <b>版本:</b> ${VERSION}"$'\n'"🏷️ <b>Tag:</b> <code>${TAG}</code>"$'\n'"🔗 <a href=\"${RELEASE_URL}\">查看 Release</a>"$'\n'"📚 <a href=\"${DEPLOY_DOC_URL}\">Docker 部署文档</a>"
|
||||
|
||||
# 发送 Telegram 消息(使用 jq 转义 JSON)
|
||||
curl -s -X POST "https://api.telegram.org/bot${TELEGRAM_BOT_TOKEN}/sendMessage" \
|
||||
-H "Content-Type: application/json" \
|
||||
-d "$(jq -n \
|
||||
--arg chat_id "$TELEGRAM_CHAT_ID" \
|
||||
--arg text "$MESSAGE" \
|
||||
'{chat_id: $chat_id, text: $text, parse_mode: "HTML", disable_web_page_preview: false}')" > /tmp/telegram_response.json
|
||||
|
||||
# 检查发送结果
|
||||
if [ $? -eq 0 ]; then
|
||||
RESPONSE=$(cat /tmp/telegram_response.json)
|
||||
if echo "$RESPONSE" | grep -q '"ok":true'; then
|
||||
echo "✅ Telegram 通知发送成功"
|
||||
else
|
||||
echo "❌ Telegram 通知发送失败: $RESPONSE"
|
||||
# 构建成功,通知失败不应该导致整个 job 失败
|
||||
exit 0
|
||||
fi
|
||||
else
|
||||
echo "❌ 发送 Telegram 消息时发生错误"
|
||||
# 构建成功,通知失败不应该导致整个 job 失败
|
||||
exit 0
|
||||
fi
|
||||
@@ -0,0 +1,103 @@
|
||||
name: Telegram Notification on PR Merge
|
||||
|
||||
on:
|
||||
pull_request:
|
||||
types:
|
||||
- closed # 当 PR 被关闭(合并或关闭)时触发
|
||||
|
||||
jobs:
|
||||
notify:
|
||||
runs-on: ubuntu-latest
|
||||
|
||||
# 只在 PR 被合并到 main 分支时执行
|
||||
if: github.event.pull_request.merged == true && github.event.pull_request.base.ref == 'main'
|
||||
|
||||
steps:
|
||||
- name: Checkout code
|
||||
uses: actions/checkout@v4
|
||||
|
||||
- name: Get PR details
|
||||
id: pr_details
|
||||
env:
|
||||
GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
|
||||
run: |
|
||||
PR_NUMBER="${{ github.event.pull_request.number }}"
|
||||
REPO="${{ github.repository }}"
|
||||
|
||||
# 获取 PR 详细信息
|
||||
PR_RESPONSE=$(curl -s -H "Authorization: token ${GITHUB_TOKEN}" \
|
||||
-H "Accept: application/vnd.github.v3+json" \
|
||||
"https://api.github.com/repos/${REPO}/pulls/${PR_NUMBER}")
|
||||
|
||||
# 获取 PR 变更的文件列表
|
||||
FILES_RESPONSE=$(curl -s -H "Authorization: token ${GITHUB_TOKEN}" \
|
||||
-H "Accept: application/vnd.github.v3+json" \
|
||||
"https://api.github.com/repos/${REPO}/pulls/${PR_NUMBER}/files")
|
||||
|
||||
# 提取 PR 描述(body),保留换行,限制长度
|
||||
PR_BODY=$(echo "$PR_RESPONSE" | jq -r '.body // ""')
|
||||
if [ ${#PR_BODY} -gt 500 ]; then
|
||||
PR_BODY="${PR_BODY:0:500}..."
|
||||
fi
|
||||
|
||||
# 保存到输出变量(使用 base64 编码避免特殊字符问题)
|
||||
echo "pr_body<<EOF" >> $GITHUB_OUTPUT
|
||||
echo "$PR_BODY" >> $GITHUB_OUTPUT
|
||||
echo "EOF" >> $GITHUB_OUTPUT
|
||||
|
||||
- name: Send Telegram notification
|
||||
env:
|
||||
TELEGRAM_BOT_TOKEN: ${{ secrets.TELEGRAM_BOT_TOKEN }}
|
||||
TELEGRAM_CHAT_ID: ${{ secrets.TELEGRAM_CHAT_ID }}
|
||||
run: |
|
||||
# 检查 PR 是否被合并(而不是仅关闭)
|
||||
PR_MERGED="${{ github.event.pull_request.merged }}"
|
||||
if [ "$PR_MERGED" != "true" ]; then
|
||||
echo "ℹ️ PR 仅关闭,未合并,跳过通知"
|
||||
exit 0
|
||||
fi
|
||||
|
||||
# 检查必要的环境变量
|
||||
# 注意:TELEGRAM_CHAT_ID 可以是个人聊天 ID(正数)或群组 ID(负数,如 -1001234567890)
|
||||
if [ -z "$TELEGRAM_BOT_TOKEN" ] || [ -z "$TELEGRAM_CHAT_ID" ]; then
|
||||
echo "⚠️ Telegram Bot Token 或 Chat ID 未配置,跳过通知"
|
||||
exit 0
|
||||
fi
|
||||
|
||||
# 获取 PR 基本信息
|
||||
PR_NUMBER="${{ github.event.pull_request.number }}"
|
||||
PR_TITLE="${{ github.event.pull_request.title }}"
|
||||
PR_URL="${{ github.event.pull_request.html_url }}"
|
||||
PR_MERGE_COMMIT="${{ github.event.pull_request.merge_commit_sha }}"
|
||||
|
||||
# 获取 PR 详细信息
|
||||
PR_BODY="${{ steps.pr_details.outputs.pr_body }}"
|
||||
|
||||
# 转义 PR 标题中的 HTML 特殊字符
|
||||
PR_TITLE_ESCAPED=$(echo "$PR_TITLE" | sed 's/&/\&/g' | sed 's/</\</g' | sed 's/>/\>/g')
|
||||
|
||||
# 构建消息内容(仅包含关键信息)
|
||||
MESSAGE="🚀 <b>main 分支代码更新</b>"$'\n'$'\n'"📝 <b>PR #${PR_NUMBER}:</b> ${PR_TITLE_ESCAPED}"$'\n'"🔗 <a href=\"${PR_URL}\">查看 PR</a>"
|
||||
|
||||
# 发送 Telegram 消息(使用 jq 转义 JSON)
|
||||
curl -s -X POST "https://api.telegram.org/bot${TELEGRAM_BOT_TOKEN}/sendMessage" \
|
||||
-H "Content-Type: application/json" \
|
||||
-d "$(jq -n \
|
||||
--arg chat_id "$TELEGRAM_CHAT_ID" \
|
||||
--arg text "$MESSAGE" \
|
||||
'{chat_id: $chat_id, text: $text, parse_mode: "HTML", disable_web_page_preview: false}')" > /tmp/telegram_response.json
|
||||
|
||||
# 检查发送结果
|
||||
if [ $? -eq 0 ]; then
|
||||
RESPONSE=$(cat /tmp/telegram_response.json)
|
||||
if echo "$RESPONSE" | grep -q '"ok":true'; then
|
||||
echo "✅ Telegram 通知发送成功"
|
||||
else
|
||||
echo "❌ Telegram 通知发送失败: $RESPONSE"
|
||||
exit 1
|
||||
fi
|
||||
else
|
||||
echo "❌ 发送 Telegram 消息时发生错误"
|
||||
exit 1
|
||||
fi
|
||||
|
||||
+112
@@ -1,3 +1,115 @@
|
||||
# v1.1.2
|
||||
|
||||
## 🚀 主要功能
|
||||
|
||||
### 🐛 修复内存泄漏问题
|
||||
- 修复 Retrofit/OkHttpClient 实例重复创建导致的内存泄漏问题
|
||||
- 为不需要认证的 API 创建共享的 OkHttpClient 实例(Gamma API、Data API、GitHub API 等)
|
||||
- 带认证的 CLOB API 按钱包地址缓存(每个账户一个客户端)
|
||||
- RPC API 按 RPC URL 缓存,Builder Relayer API 按 relayerUrl 缓存
|
||||
- 添加 `@PreDestroy` 方法清理缓存,确保资源正确释放
|
||||
- **效果**:内存占用从运行几小时后从 400MB 涨到 1GB+ 变为保持稳定,大幅减少内存占用
|
||||
|
||||
### 📊 市场价格服务优化
|
||||
- 移除降级查询逻辑,仅保留链上 RPC 查询和 CLOB 订单簿查询
|
||||
- 移除 CLOB Trades、Gamma Market Status、Gamma Market Price 查询逻辑
|
||||
- 如果所有数据源都失败,抛出明确的异常信息
|
||||
- 价格截位到 4 位小数(向下截断,不四舍五入)
|
||||
- 简化代码逻辑,提高查询效率和准确性
|
||||
|
||||
### 🔧 代码架构优化
|
||||
- 统一 Gson 使用,改为依赖注入方式
|
||||
- 在 `GsonConfig` 中统一配置 Gson Bean(lenient 模式)
|
||||
- 所有 Service 类通过构造函数注入 Gson 实例
|
||||
- 移除所有 `GsonConverterFactory.create()` 无参调用,统一使用注入的 Gson
|
||||
- 提高代码一致性和可维护性
|
||||
|
||||
### 🗑️ 功能清理
|
||||
- 移除下单失败存储数据库的功能
|
||||
- 删除 `FailedTrade` 实体类和 `FailedTradeRepository`
|
||||
- 从 `CopyOrderTrackingService` 中移除失败交易存储逻辑
|
||||
- 创建 Flyway migration V16 删除 `failed_trade` 表
|
||||
- 下单失败时仅记录日志,不再存储到数据库,简化数据模型
|
||||
|
||||
### 🚀 部署优化
|
||||
- 自动使用当前分支名作为 Docker 版本号
|
||||
- 分支名中的 `/` 自动替换为 `-`(Docker tag 不支持 `/)
|
||||
- `docker-compose.yml` 启用 build args,从环境变量读取版本号
|
||||
- 前端页面将显示当前分支名作为版本号
|
||||
- 如果没有 Git 仓库或获取失败,使用默认值 `dev`
|
||||
|
||||
## 🐛 Bug 修复
|
||||
|
||||
### 修复 Flyway Migration 问题
|
||||
- 恢复 V1 migration 文件,避免 checksum 不匹配
|
||||
- 保持 `V1__init_database.sql` 的原有内容不变
|
||||
- `failed_trade` 表的删除通过 V16 migration 处理
|
||||
- 确保已有数据库的 migration checksum 保持一致
|
||||
|
||||
### 修复前端编译错误
|
||||
- 修复 `PositionList.tsx` 中引用不存在的 `bestBid` 属性导致的编译错误
|
||||
- 使用 `currentPrice` 替代 `bestBid`,确保前端代码可以正常编译
|
||||
|
||||
## 📚 文档更新
|
||||
|
||||
- 新增智能资金分析文档(`docs/zh/smart-money-analysis.md`)
|
||||
- 详细说明智能资金分析功能的使用方法和策略
|
||||
|
||||
## 🔧 技术改进
|
||||
|
||||
- 优化 `RetrofitFactory`,实现客户端实例缓存和复用
|
||||
- 优化 `CopyOrderTrackingService`,移除失败交易相关逻辑
|
||||
- 优化 `OrderStatusUpdateService`,增强订单状态更新功能
|
||||
- 优化 `TelegramNotificationService`,改进通知逻辑
|
||||
- 优化 `PositionCheckService`,简化代码结构
|
||||
- 优化 `PolymarketClobService`,改进 API 调用逻辑
|
||||
|
||||
## 📦 数据库变更
|
||||
|
||||
- 删除 `failed_trade` 表(Migration: V16)
|
||||
|
||||
## 🔗 相关链接
|
||||
|
||||
- **GitHub Release**: https://github.com/WrBug/PolyHermes/releases/tag/v1.1.2
|
||||
- **完整更新日志**: https://github.com/WrBug/PolyHermes/compare/v1.1.1...v1.1.2
|
||||
- **Docker Hub**: https://hub.docker.com/r/wrbug/polyhermes
|
||||
|
||||
## 📊 统计信息
|
||||
|
||||
- **文件变更**: 29 个文件
|
||||
- **代码变更**: +1597 行 / -678 行
|
||||
- **主要提交**: 8 个提交
|
||||
|
||||
## ⚠️ 重要提醒
|
||||
|
||||
**请务必使用官方 Docker 镜像源,避免财产损失!**
|
||||
|
||||
### ✅ 官方 Docker Hub 镜像
|
||||
|
||||
**官方镜像地址**:`wrbug/polyhermes`
|
||||
|
||||
```bash
|
||||
# ✅ 正确:使用官方镜像
|
||||
docker pull wrbug/polyhermes:v1.1.2
|
||||
|
||||
# ❌ 错误:不要使用其他来源的镜像
|
||||
# 任何非官方来源的镜像都可能包含恶意代码,导致您的私钥和资产被盗
|
||||
```
|
||||
|
||||
### 🔗 官方渠道
|
||||
|
||||
请通过以下**唯一官方渠道**获取 PolyHermes:
|
||||
|
||||
* **GitHub 仓库**:https://github.com/WrBug/PolyHermes
|
||||
* **Twitter**:@polyhermes
|
||||
* **Telegram 群组**:加入群组
|
||||
|
||||
---
|
||||
|
||||
**⭐ 如果这个项目对您有帮助,请给个 Star 支持一下!**
|
||||
|
||||
---
|
||||
|
||||
# v1.1.1
|
||||
|
||||
## 🚀 主要功能
|
||||
|
||||
@@ -0,0 +1,26 @@
|
||||
package com.wrbug.polymarketbot.config
|
||||
|
||||
import com.google.gson.Gson
|
||||
import com.google.gson.GsonBuilder
|
||||
import org.springframework.context.annotation.Bean
|
||||
import org.springframework.context.annotation.Configuration
|
||||
|
||||
/**
|
||||
* Gson 配置类
|
||||
* 统一配置 Gson 实例,使用 lenient 模式允许解析格式不严格的 JSON
|
||||
*/
|
||||
@Configuration
|
||||
class GsonConfig {
|
||||
|
||||
/**
|
||||
* 创建 Gson Bean
|
||||
* 使用 lenient 模式,允许解析格式不严格的 JSON
|
||||
*/
|
||||
@Bean
|
||||
fun gson(): Gson {
|
||||
return GsonBuilder()
|
||||
.setLenient()
|
||||
.create()
|
||||
}
|
||||
}
|
||||
|
||||
@@ -1,5 +1,6 @@
|
||||
package com.wrbug.polymarketbot.config
|
||||
|
||||
import com.google.gson.Gson
|
||||
import com.wrbug.polymarketbot.api.PolymarketClobApi
|
||||
import com.wrbug.polymarketbot.util.createClient
|
||||
import org.springframework.beans.factory.annotation.Value
|
||||
@@ -18,7 +19,9 @@ import retrofit2.converter.gson.GsonConverterFactory
|
||||
* - 账户 API Key 在调用时动态设置,不在此处配置
|
||||
*/
|
||||
@Configuration
|
||||
class RetrofitConfig {
|
||||
class RetrofitConfig(
|
||||
private val gson: Gson
|
||||
) {
|
||||
|
||||
@Value("\${polymarket.clob.base-url}")
|
||||
private lateinit var clobBaseUrl: String
|
||||
@@ -37,7 +40,7 @@ class RetrofitConfig {
|
||||
return Retrofit.Builder()
|
||||
.baseUrl(clobBaseUrl)
|
||||
.client(okHttpClient)
|
||||
.addConverterFactory(GsonConverterFactory.create())
|
||||
.addConverterFactory(GsonConverterFactory.create(gson))
|
||||
.build()
|
||||
.create(PolymarketClobApi::class.java)
|
||||
}
|
||||
|
||||
+15
-11
@@ -4,8 +4,10 @@ import com.wrbug.polymarketbot.api.LatestPriceResponse
|
||||
import com.wrbug.polymarketbot.dto.*
|
||||
import com.wrbug.polymarketbot.enums.ErrorCode
|
||||
import com.wrbug.polymarketbot.service.accounts.AccountService
|
||||
import com.wrbug.polymarketbot.service.common.MarketPriceService
|
||||
import com.wrbug.polymarketbot.service.common.PolymarketClobService
|
||||
import kotlinx.coroutines.runBlocking
|
||||
import java.math.BigDecimal
|
||||
import org.slf4j.LoggerFactory
|
||||
import org.springframework.context.MessageSource
|
||||
import org.springframework.http.ResponseEntity
|
||||
@@ -20,14 +22,16 @@ import org.springframework.web.bind.annotation.*
|
||||
class MarketController(
|
||||
private val accountService: AccountService,
|
||||
private val clobService: PolymarketClobService,
|
||||
private val marketPriceService: MarketPriceService,
|
||||
private val messageSource: MessageSource
|
||||
) {
|
||||
|
||||
private val logger = LoggerFactory.getLogger(MarketController::class.java)
|
||||
|
||||
/**
|
||||
* 获取市场价格(通过 Gamma API)
|
||||
* 使用 Gamma API 获取价格信息,因为 Gamma API 支持 condition_ids 参数
|
||||
* 获取市场价格
|
||||
* 使用 MarketPriceService 获取当前市场价格(支持多数据源降级)
|
||||
* 返回当前价格,前端接收后自行填充到 bestBid 字段
|
||||
*/
|
||||
@PostMapping("/price")
|
||||
fun getMarketPrice(@RequestBody request: MarketPriceRequest): ResponseEntity<ApiResponse<MarketPriceResponse>> {
|
||||
@@ -36,16 +40,16 @@ class MarketController(
|
||||
return ResponseEntity.ok(ApiResponse.error(ErrorCode.PARAM_MARKET_ID_EMPTY, messageSource = messageSource))
|
||||
}
|
||||
|
||||
val result = runBlocking { accountService.getMarketPrice(request.marketId, request.outcomeIndex) }
|
||||
result.fold(
|
||||
onSuccess = { response ->
|
||||
ResponseEntity.ok(ApiResponse.success(response))
|
||||
},
|
||||
onFailure = { e ->
|
||||
logger.error("获取市场价格失败: ${e.message}", e)
|
||||
ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_MARKET_PRICE_FETCH_FAILED, e.message, messageSource))
|
||||
}
|
||||
val outcomeIndex = request.outcomeIndex ?: 0
|
||||
val price = runBlocking {
|
||||
marketPriceService.getCurrentMarketPrice(request.marketId, outcomeIndex)
|
||||
}
|
||||
|
||||
val response = MarketPriceResponse(
|
||||
marketId = request.marketId,
|
||||
currentPrice = price.toString()
|
||||
)
|
||||
ResponseEntity.ok(ApiResponse.success(response))
|
||||
} catch (e: Exception) {
|
||||
logger.error("获取市场价格异常: ${e.message}", e)
|
||||
ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_MARKET_PRICE_FETCH_FAILED, e.message, messageSource))
|
||||
|
||||
@@ -195,14 +195,11 @@ data class LatestPriceRequest(
|
||||
)
|
||||
|
||||
/**
|
||||
* 市场价格响应
|
||||
* 市场当前价格响应
|
||||
*/
|
||||
data class MarketPriceResponse(
|
||||
val marketId: String,
|
||||
val lastPrice: String?, // 最新成交价
|
||||
val bestBid: String?, // 最优买价(用于卖出参考)
|
||||
val bestAsk: String?, // 最优卖价(用于买入参考)
|
||||
val midpoint: String? // 中间价
|
||||
val currentPrice: String // 当前价格(通过 MarketPriceService 获取,支持多数据源降级)
|
||||
)
|
||||
|
||||
/**
|
||||
|
||||
@@ -1,55 +0,0 @@
|
||||
package com.wrbug.polymarketbot.entity
|
||||
|
||||
import jakarta.persistence.*
|
||||
|
||||
/**
|
||||
* 失败交易实体
|
||||
* 记录处理失败的交易信息
|
||||
*/
|
||||
@Entity
|
||||
@Table(name = "failed_trade")
|
||||
data class FailedTrade(
|
||||
@Id
|
||||
@GeneratedValue(strategy = GenerationType.IDENTITY)
|
||||
val id: Long? = null,
|
||||
|
||||
@Column(name = "leader_id", nullable = false)
|
||||
val leaderId: Long,
|
||||
|
||||
@Column(name = "leader_trade_id", nullable = false, length = 100)
|
||||
val leaderTradeId: String, // Leader 的交易ID
|
||||
|
||||
@Column(name = "trade_type", nullable = false, length = 10)
|
||||
val tradeType: String, // BUY 或 SELL
|
||||
|
||||
@Column(name = "copy_trading_id", nullable = false)
|
||||
val copyTradingId: Long,
|
||||
|
||||
@Column(name = "account_id", nullable = false)
|
||||
val accountId: Long,
|
||||
|
||||
@Column(name = "market_id", nullable = false, length = 100)
|
||||
val marketId: String,
|
||||
|
||||
@Column(name = "side", nullable = false, length = 10)
|
||||
val side: String, // YES/NO
|
||||
|
||||
@Column(name = "price", nullable = false, length = 50)
|
||||
val price: String, // 价格(字符串格式)
|
||||
|
||||
@Column(name = "size", nullable = false, length = 50)
|
||||
val size: String, // 数量(字符串格式)
|
||||
|
||||
@Column(name = "error_message", columnDefinition = "TEXT")
|
||||
val errorMessage: String? = null, // 错误信息
|
||||
|
||||
@Column(name = "retry_count", nullable = false)
|
||||
val retryCount: Int = 0, // 重试次数
|
||||
|
||||
@Column(name = "failed_at", nullable = false)
|
||||
val failedAt: Long = System.currentTimeMillis(),
|
||||
|
||||
@Column(name = "created_at", nullable = false)
|
||||
val createdAt: Long = System.currentTimeMillis()
|
||||
)
|
||||
|
||||
+6
@@ -55,5 +55,11 @@ interface CopyOrderTrackingRepository : JpaRepository<CopyOrderTracking, Long> {
|
||||
* 查询未发送通知的买入订单(用于轮询更新)
|
||||
*/
|
||||
fun findByNotificationSentFalse(): List<CopyOrderTracking>
|
||||
|
||||
/**
|
||||
* 查询指定时间之前创建的订单(用于检查30秒后未成交的订单)
|
||||
*/
|
||||
@Query("SELECT t FROM CopyOrderTracking t WHERE t.createdAt <= :beforeTime")
|
||||
fun findByCreatedAtBefore(beforeTime: Long): List<CopyOrderTracking>
|
||||
}
|
||||
|
||||
|
||||
@@ -1,23 +0,0 @@
|
||||
package com.wrbug.polymarketbot.repository
|
||||
|
||||
import com.wrbug.polymarketbot.entity.FailedTrade
|
||||
import org.springframework.data.jpa.repository.JpaRepository
|
||||
import org.springframework.stereotype.Repository
|
||||
|
||||
/**
|
||||
* 失败交易Repository
|
||||
*/
|
||||
@Repository
|
||||
interface FailedTradeRepository : JpaRepository<FailedTrade, Long> {
|
||||
|
||||
/**
|
||||
* 根据Leader ID和交易ID查询
|
||||
*/
|
||||
fun findByLeaderIdAndLeaderTradeId(leaderId: Long, leaderTradeId: String): FailedTrade?
|
||||
|
||||
/**
|
||||
* 检查是否存在失败的交易
|
||||
*/
|
||||
fun existsByLeaderIdAndLeaderTradeId(leaderId: Long, leaderTradeId: String): Boolean
|
||||
}
|
||||
|
||||
@@ -37,7 +37,8 @@ class AccountService(
|
||||
private val orderSigningService: OrderSigningService,
|
||||
private val cryptoUtils: CryptoUtils,
|
||||
private val telegramNotificationService: TelegramNotificationService? = null, // 可选,避免循环依赖
|
||||
private val relayClientService: RelayClientService
|
||||
private val relayClientService: RelayClientService,
|
||||
private val jsonUtils: JsonUtils
|
||||
) {
|
||||
|
||||
private val logger = LoggerFactory.getLogger(AccountService::class.java)
|
||||
@@ -1121,7 +1122,7 @@ class AccountService(
|
||||
// 如果目标 outcome 不是第一个(index != 0),需要转换价格
|
||||
// 对于二元市场:第二个 outcome 的价格 = 1 - 第一个 outcome 的价格
|
||||
if (outcomeIndex != null && outcomeIndex > 0) {
|
||||
val outcomes = JsonUtils.parseStringArray(market.outcomes)
|
||||
val outcomes = jsonUtils.parseStringArray(market.outcomes)
|
||||
// 只对二元市场进行价格转换
|
||||
if (outcomes.size == 2) {
|
||||
// 保存原始第一个 outcome 的价格
|
||||
@@ -1153,13 +1154,13 @@ class AccountService(
|
||||
null
|
||||
}
|
||||
|
||||
// 优先使用 lastPrice(最近成交价),如果没有则使用 bestBid,最后使用 midpoint
|
||||
val currentPrice = lastPrice ?: bestBid ?: midpoint ?: "0"
|
||||
|
||||
Result.success(
|
||||
MarketPriceResponse(
|
||||
marketId = marketId,
|
||||
lastPrice = lastPrice,
|
||||
bestBid = bestBid,
|
||||
bestAsk = bestAsk,
|
||||
midpoint = midpoint
|
||||
currentPrice = currentPrice
|
||||
)
|
||||
)
|
||||
} else {
|
||||
|
||||
+4
-198
@@ -21,12 +21,9 @@ import org.springframework.context.i18n.LocaleContextHolder
|
||||
import com.wrbug.polymarketbot.service.system.SystemConfigService
|
||||
import com.wrbug.polymarketbot.service.system.RelayClientService
|
||||
import com.wrbug.polymarketbot.service.system.TelegramNotificationService
|
||||
import com.wrbug.polymarketbot.util.RetrofitFactory
|
||||
import com.wrbug.polymarketbot.util.JsonUtils
|
||||
import com.wrbug.polymarketbot.service.common.BlockchainService
|
||||
import com.wrbug.polymarketbot.service.common.MarketPriceService
|
||||
import org.springframework.stereotype.Service
|
||||
import java.math.BigDecimal
|
||||
import java.math.BigInteger
|
||||
import java.util.concurrent.ConcurrentHashMap
|
||||
|
||||
/**
|
||||
@@ -47,8 +44,7 @@ class PositionCheckService(
|
||||
private val telegramNotificationService: TelegramNotificationService?,
|
||||
private val accountRepository: AccountRepository,
|
||||
private val messageSource: MessageSource,
|
||||
private val retrofitFactory: RetrofitFactory,
|
||||
private val blockchainService: BlockchainService
|
||||
private val marketPriceService: MarketPriceService
|
||||
) {
|
||||
|
||||
private val logger = LoggerFactory.getLogger(PositionCheckService::class.java)
|
||||
@@ -430,200 +426,10 @@ class PositionCheckService(
|
||||
|
||||
/**
|
||||
* 获取当前市场最新价(用于更新订单卖出价)
|
||||
* 优先使用链上查询获取市场结算结果,如果未结算则使用 API 查询
|
||||
* 如果市场已关闭:
|
||||
* - 该 outcome 赢了,返回 1
|
||||
* - 该 outcome 输了,返回 0
|
||||
* 委托给 MarketPriceService 处理
|
||||
*/
|
||||
private suspend fun getCurrentMarketPrice(marketId: String, outcomeIndex: Int): BigDecimal {
|
||||
return try {
|
||||
// 优先从链上查询市场结算结果(实时性高)
|
||||
val chainResult = blockchainService.getCondition(marketId)
|
||||
chainResult.fold(
|
||||
onSuccess = { (payoutDenominator, payouts) ->
|
||||
// 如果 payouts 不为空,说明市场已结算
|
||||
if (payouts.isNotEmpty() && outcomeIndex < payouts.size) {
|
||||
val payout = payouts[outcomeIndex]
|
||||
when {
|
||||
payout > BigInteger.ZERO -> {
|
||||
// payout > 0 表示赢了
|
||||
logger.info("从链上查询到市场已结算,该 outcome 赢了: marketId=$marketId, outcomeIndex=$outcomeIndex, payout=$payout")
|
||||
return BigDecimal.ONE
|
||||
}
|
||||
payout == BigInteger.ZERO -> {
|
||||
// payout == 0 表示输了
|
||||
logger.info("从链上查询到市场已结算,该 outcome 输了: marketId=$marketId, outcomeIndex=$outcomeIndex, payout=$payout")
|
||||
return BigDecimal.ZERO
|
||||
}
|
||||
else -> {
|
||||
logger.warn("从链上查询到异常的 payout 值: marketId=$marketId, outcomeIndex=$outcomeIndex, payout=$payout")
|
||||
}
|
||||
}
|
||||
} else {
|
||||
logger.debug("从链上查询到市场尚未结算: marketId=$marketId, payouts=${payouts.size}")
|
||||
}
|
||||
},
|
||||
onFailure = { e ->
|
||||
logger.debug("链上查询市场条件失败,降级到 API 查询: marketId=$marketId, error=${e.message}")
|
||||
}
|
||||
)
|
||||
|
||||
// 链上查询失败或市场未结算,降级到 API 查询
|
||||
val gammaApi = retrofitFactory.createGammaApi()
|
||||
val marketResponse = gammaApi.listMarkets(conditionIds = listOf(marketId))
|
||||
|
||||
if (marketResponse.isSuccessful && marketResponse.body() != null) {
|
||||
val markets = marketResponse.body()!!
|
||||
val market = markets.firstOrNull()
|
||||
|
||||
if (market != null) {
|
||||
// 检查市场是否已结束:1) closed == true 或 2) endDate 已过
|
||||
val isMarketEnded = checkIfMarketEnded(market)
|
||||
|
||||
if (isMarketEnded) {
|
||||
logger.debug("市场已结束: marketId=$marketId, closed=${market.closed}, endDate=${market.endDate}")
|
||||
// 市场已结束,检查该 outcome 是赢了还是输了
|
||||
val outcomeResult = checkOutcomeResult(market, outcomeIndex)
|
||||
when (outcomeResult) {
|
||||
OutcomeResult.WON -> {
|
||||
logger.info("市场已结束且该 outcome 赢了,返回价格为 1: marketId=$marketId, outcomeIndex=$outcomeIndex")
|
||||
return BigDecimal.ONE
|
||||
}
|
||||
OutcomeResult.LOST -> {
|
||||
logger.info("市场已结束且该 outcome 输了,返回价格为 0: marketId=$marketId, outcomeIndex=$outcomeIndex")
|
||||
return BigDecimal.ZERO
|
||||
}
|
||||
OutcomeResult.UNKNOWN -> {
|
||||
// 无法判断,记录警告并继续使用正常价格逻辑
|
||||
logger.warn("市场已结束但无法判断 outcome 结果,使用正常价格: marketId=$marketId, outcomeIndex=$outcomeIndex, closed=${market.closed}, endDate=${market.endDate}, outcomePrices=${market.outcomePrices}, bestBid=${market.bestBid}, bestAsk=${market.bestAsk}")
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// 如果市场未关闭或无法判断输赢,获取正常价格
|
||||
val priceResult = accountService.getMarketPrice(marketId, outcomeIndex)
|
||||
val marketPrice = priceResult.getOrNull()
|
||||
if (marketPrice != null) {
|
||||
// 优先使用 bestBid(最优买价,用于卖出参考),如果没有则使用 midpoint
|
||||
val priceStr = marketPrice.bestBid ?: marketPrice.midpoint ?: marketPrice.lastPrice
|
||||
priceStr?.toSafeBigDecimal() ?: BigDecimal.ZERO
|
||||
} else {
|
||||
BigDecimal.ZERO
|
||||
}
|
||||
} catch (e: Exception) {
|
||||
logger.error("获取市场最新价失败: marketId=$marketId, outcomeIndex=$outcomeIndex, error=${e.message}", e)
|
||||
BigDecimal.ZERO
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 检查市场是否已结束
|
||||
* 判断条件:
|
||||
* 1. closed == true
|
||||
* 2. 或 endDate 已过(如果 endDate 不为空)
|
||||
*/
|
||||
private fun checkIfMarketEnded(market: com.wrbug.polymarketbot.api.MarketResponse): Boolean {
|
||||
// 1. 检查 closed 字段
|
||||
if (market.closed == true) {
|
||||
return true
|
||||
}
|
||||
|
||||
// 2. 检查 endDate 是否已过
|
||||
val endDateStr = market.endDate
|
||||
if (endDateStr != null && endDateStr.isNotBlank()) {
|
||||
try {
|
||||
// endDate 可能是 ISO 8601 格式字符串或时间戳
|
||||
val endDate = if (endDateStr.matches(Regex("^\\d+$"))) {
|
||||
// 时间戳(秒或毫秒)
|
||||
val timestamp = endDateStr.toLong()
|
||||
// 判断是秒还是毫秒(如果小于 10^10,认为是秒)
|
||||
if (timestamp < 10000000000L) {
|
||||
timestamp * 1000 // 转换为毫秒
|
||||
} else {
|
||||
timestamp
|
||||
}
|
||||
} else {
|
||||
// ISO 8601 格式,尝试解析
|
||||
java.time.Instant.parse(endDateStr).toEpochMilli()
|
||||
}
|
||||
|
||||
val now = System.currentTimeMillis()
|
||||
if (now >= endDate) {
|
||||
logger.debug("市场 endDate 已过: marketId=${market.conditionId}, endDate=$endDateStr, now=$now")
|
||||
return true
|
||||
}
|
||||
} catch (e: Exception) {
|
||||
logger.warn("解析 endDate 失败: marketId=${market.conditionId}, endDate=$endDateStr, error=${e.message}")
|
||||
}
|
||||
}
|
||||
|
||||
return false
|
||||
}
|
||||
|
||||
/**
|
||||
* Outcome 结果枚举
|
||||
*/
|
||||
private enum class OutcomeResult {
|
||||
WON, // 赢了
|
||||
LOST, // 输了
|
||||
UNKNOWN // 无法判断
|
||||
}
|
||||
|
||||
/**
|
||||
* 检查该 outcome 的结果(赢了、输了或无法判断)
|
||||
* @param market 市场信息
|
||||
* @param outcomeIndex outcome 索引
|
||||
* @return OutcomeResult
|
||||
*/
|
||||
private fun checkOutcomeResult(market: com.wrbug.polymarketbot.api.MarketResponse, outcomeIndex: Int): OutcomeResult {
|
||||
return try {
|
||||
// 优先使用 outcomePrices(结算价格数组)
|
||||
val outcomePrices = market.outcomePrices
|
||||
if (outcomePrices != null && outcomePrices.isNotBlank()) {
|
||||
val prices = JsonUtils.parseStringArray(outcomePrices)
|
||||
if (outcomeIndex < prices.size) {
|
||||
val price = prices[outcomeIndex].toSafeBigDecimal()
|
||||
// 如果价格 >= 0.99,认为赢了
|
||||
if (price >= BigDecimal("0.99")) {
|
||||
return OutcomeResult.WON
|
||||
}
|
||||
// 如果价格 <= 0.01,认为输了
|
||||
if (price <= BigDecimal("0.01")) {
|
||||
return OutcomeResult.LOST
|
||||
}
|
||||
// 其他情况,无法判断
|
||||
return OutcomeResult.UNKNOWN
|
||||
}
|
||||
}
|
||||
|
||||
// 如果没有 outcomePrices,使用 bestBid 和 bestAsk 判断
|
||||
val bestBid = market.bestBid ?: 0.0
|
||||
val bestAsk = market.bestAsk ?: 0.0
|
||||
|
||||
// 如果目标 outcome 不是第一个(index != 0),需要转换价格
|
||||
val targetBid = if (outcomeIndex > 0) {
|
||||
// 第二个 outcome 的 bestBid = 1 - 第一个 outcome 的 bestAsk
|
||||
BigDecimal.ONE.subtract(BigDecimal.valueOf(bestAsk))
|
||||
} else {
|
||||
BigDecimal.valueOf(bestBid)
|
||||
}
|
||||
|
||||
// 如果 bestBid >= 0.99,认为赢了
|
||||
if (targetBid >= BigDecimal("0.99")) {
|
||||
return OutcomeResult.WON
|
||||
}
|
||||
// 如果 bestBid <= 0.01,认为输了
|
||||
if (targetBid <= BigDecimal("0.01")) {
|
||||
return OutcomeResult.LOST
|
||||
}
|
||||
// 其他情况,无法判断
|
||||
OutcomeResult.UNKNOWN
|
||||
} catch (e: Exception) {
|
||||
logger.warn("检查 outcome 结果失败: marketId=${market.conditionId}, outcomeIndex=$outcomeIndex, error=${e.message}", e)
|
||||
OutcomeResult.UNKNOWN
|
||||
}
|
||||
return marketPriceService.getCurrentMarketPrice(marketId, outcomeIndex)
|
||||
}
|
||||
|
||||
|
||||
|
||||
@@ -1,5 +1,6 @@
|
||||
package com.wrbug.polymarketbot.service.common
|
||||
|
||||
import com.google.gson.Gson
|
||||
import com.wrbug.polymarketbot.api.EthereumRpcApi
|
||||
import com.wrbug.polymarketbot.api.JsonRpcRequest
|
||||
import com.wrbug.polymarketbot.api.JsonRpcResponse
|
||||
@@ -29,7 +30,8 @@ class BlockchainService(
|
||||
private val dataApiBaseUrl: String,
|
||||
private val retrofitFactory: RetrofitFactory,
|
||||
private val relayClientService: RelayClientService,
|
||||
private val rpcNodeService: RpcNodeService
|
||||
private val rpcNodeService: RpcNodeService,
|
||||
private val gson: Gson
|
||||
) {
|
||||
|
||||
private val logger = LoggerFactory.getLogger(BlockchainService::class.java)
|
||||
@@ -64,7 +66,7 @@ class BlockchainService(
|
||||
Retrofit.Builder()
|
||||
.baseUrl("$baseUrl/")
|
||||
.client(okHttpClient)
|
||||
.addConverterFactory(GsonConverterFactory.create())
|
||||
.addConverterFactory(GsonConverterFactory.create(gson))
|
||||
.build()
|
||||
.create(PolymarketDataApi::class.java)
|
||||
}
|
||||
|
||||
@@ -0,0 +1,211 @@
|
||||
package com.wrbug.polymarketbot.service.common
|
||||
|
||||
import com.wrbug.polymarketbot.api.PolymarketClobApi
|
||||
import com.wrbug.polymarketbot.repository.AccountRepository
|
||||
import com.wrbug.polymarketbot.util.CryptoUtils
|
||||
import com.wrbug.polymarketbot.util.RetrofitFactory
|
||||
import com.wrbug.polymarketbot.util.toSafeBigDecimal
|
||||
import org.slf4j.LoggerFactory
|
||||
import org.springframework.stereotype.Service
|
||||
import java.math.BigDecimal
|
||||
import java.math.BigInteger
|
||||
|
||||
/**
|
||||
* 市场价格服务
|
||||
* 统一封装从不同数据源获取市场价格的逻辑
|
||||
* 数据源包括:
|
||||
* 1. 链上 RPC 查询(市场结算结果)
|
||||
* 2. CLOB API(订单簿价格)
|
||||
*/
|
||||
@Service
|
||||
class MarketPriceService(
|
||||
private val blockchainService: BlockchainService,
|
||||
private val retrofitFactory: RetrofitFactory,
|
||||
private val accountRepository: AccountRepository,
|
||||
private val cryptoUtils: CryptoUtils
|
||||
) {
|
||||
|
||||
private val logger = LoggerFactory.getLogger(MarketPriceService::class.java)
|
||||
|
||||
/**
|
||||
* 获取当前市场最新价
|
||||
* 优先级:
|
||||
* 1. 链上查询市场结算结果(如果已结算,返回 1.0 或 0.0)
|
||||
* 2. CLOB API 查询订单簿价格(最准确,使用 bestBid)
|
||||
*
|
||||
* 价格会被截位到 4 位小数(向下截断,不四舍五入),用于显示和后续计算
|
||||
*
|
||||
* @param marketId 市场ID
|
||||
* @param outcomeIndex 结果索引
|
||||
* @return 市场价格(已截位到 4 位小数)
|
||||
* @throws IllegalStateException 如果所有数据源都失败
|
||||
*/
|
||||
suspend fun getCurrentMarketPrice(marketId: String, outcomeIndex: Int): BigDecimal {
|
||||
// 1. 优先从链上查询市场结算结果
|
||||
val chainPrice = getPriceFromChainCondition(marketId, outcomeIndex)
|
||||
if (chainPrice != null) {
|
||||
// 截位到 4 位小数(向下截断,不四舍五入)
|
||||
return chainPrice.setScale(4, java.math.RoundingMode.DOWN)
|
||||
}
|
||||
|
||||
// 2. 从 CLOB API 查询订单簿价格(最准确)
|
||||
val orderbookPrice = getPriceFromClobOrderbook(marketId, outcomeIndex)
|
||||
if (orderbookPrice != null) {
|
||||
// 截位到 4 位小数(向下截断,不四舍五入)
|
||||
return orderbookPrice.setScale(4, java.math.RoundingMode.DOWN)
|
||||
}
|
||||
|
||||
// 如果所有数据源都失败,抛出异常
|
||||
val errorMsg = "无法获取市场价格: marketId=$marketId, outcomeIndex=$outcomeIndex (链上查询和订单簿查询均失败)"
|
||||
logger.error(errorMsg)
|
||||
throw IllegalStateException(errorMsg)
|
||||
}
|
||||
|
||||
/**
|
||||
* 从链上查询市场结算结果获取价格
|
||||
* 如果市场已结算:
|
||||
* - payout > 0(赢了)→ 返回 1.0
|
||||
* - payout == 0(输了)→ 返回 0.0
|
||||
* 如果市场未结算或查询失败,返回 null
|
||||
*/
|
||||
private suspend fun getPriceFromChainCondition(marketId: String, outcomeIndex: Int): BigDecimal? {
|
||||
return try {
|
||||
val chainResult = blockchainService.getCondition(marketId)
|
||||
chainResult.fold(
|
||||
onSuccess = { (_, payouts) ->
|
||||
// 如果 payouts 不为空,说明市场已结算
|
||||
if (payouts.isNotEmpty() && outcomeIndex < payouts.size) {
|
||||
val payout = payouts[outcomeIndex]
|
||||
when {
|
||||
payout > BigInteger.ZERO -> {
|
||||
logger.info("从链上查询到市场已结算,该 outcome 赢了: marketId=$marketId, outcomeIndex=$outcomeIndex, payout=$payout")
|
||||
return BigDecimal.ONE
|
||||
}
|
||||
payout == BigInteger.ZERO -> {
|
||||
logger.info("从链上查询到市场已结算,该 outcome 输了: marketId=$marketId, outcomeIndex=$outcomeIndex, payout=$payout")
|
||||
return BigDecimal.ZERO
|
||||
}
|
||||
else -> {
|
||||
logger.warn("从链上查询到异常的 payout 值: marketId=$marketId, outcomeIndex=$outcomeIndex, payout=$payout")
|
||||
null
|
||||
}
|
||||
}
|
||||
} else {
|
||||
logger.debug("从链上查询到市场尚未结算: marketId=$marketId, payouts=${payouts.size}")
|
||||
null
|
||||
}
|
||||
},
|
||||
onFailure = { e ->
|
||||
logger.debug("链上查询市场条件失败,降级到 API 查询: marketId=$marketId, error=${e.message}")
|
||||
null
|
||||
}
|
||||
)
|
||||
} catch (e: Exception) {
|
||||
logger.debug("链上查询市场条件异常: marketId=$marketId, outcomeIndex=$outcomeIndex, error=${e.message}")
|
||||
null
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
/**
|
||||
* 从 CLOB API 查询订单簿价格
|
||||
* 获取订单簿的 bestBid 和 bestAsk,计算 midpoint = (bestBid + bestAsk) / 2
|
||||
* 订单簿数据最准确,反映当前市场真实价格
|
||||
* 如果查询失败,返回 null
|
||||
*/
|
||||
private suspend fun getPriceFromClobOrderbook(marketId: String, outcomeIndex: Int): BigDecimal? {
|
||||
return try {
|
||||
// 获取 tokenId(用于查询特定 outcome 的订单簿)
|
||||
val tokenIdResult = blockchainService.getTokenId(marketId, outcomeIndex)
|
||||
if (!tokenIdResult.isSuccess) {
|
||||
return null
|
||||
}
|
||||
|
||||
val tokenId = tokenIdResult.getOrNull() ?: return null
|
||||
|
||||
// 尝试使用带鉴权的 CLOB API,如果没有则使用不带鉴权的 API
|
||||
val clobApi = try {
|
||||
getAuthenticatedClobApi() ?: retrofitFactory.createClobApiWithoutAuth()
|
||||
} catch (e: Exception) {
|
||||
logger.debug("获取带鉴权的 CLOB API 失败,使用不带鉴权的 API: ${e.message}")
|
||||
retrofitFactory.createClobApiWithoutAuth()
|
||||
}
|
||||
|
||||
val orderbookResponse = clobApi.getOrderbook(tokenId = tokenId, market = null)
|
||||
|
||||
if (!orderbookResponse.isSuccessful || orderbookResponse.body() == null) {
|
||||
return null
|
||||
}
|
||||
|
||||
val orderbook = orderbookResponse.body()!!
|
||||
|
||||
// 获取 bestBid(最高买入价):从 bids 中找到价格最大的
|
||||
// bids 表示买入订单列表,价格越高表示愿意出的价格越高
|
||||
val bestBid = orderbook.bids
|
||||
.mapNotNull { it.price.toSafeBigDecimal() }
|
||||
.maxOrNull()
|
||||
|
||||
// 获取 bestAsk(最低卖出价):从 asks 中找到价格最小的
|
||||
// asks 表示卖出订单列表,价格越低表示愿意卖的价格越低
|
||||
val bestAsk = orderbook.asks
|
||||
.mapNotNull { it.price.toSafeBigDecimal() }
|
||||
.minOrNull()
|
||||
|
||||
// 由于主要用于卖出场景,优先使用 bestBid(最高买入价,卖给愿意买入的人)
|
||||
// 如果没有 bestBid,则使用 midpoint 或 bestAsk
|
||||
if (bestBid != null) {
|
||||
logger.debug("从订单簿获取价格(bestBid): marketId=$marketId, outcomeIndex=$outcomeIndex, bestBid=$bestBid, bestAsk=$bestAsk")
|
||||
return bestBid
|
||||
} else if (bestAsk != null && bestAsk > BigDecimal.ZERO) {
|
||||
// 如果没有 bestBid,使用 bestAsk 作为备选
|
||||
logger.debug("从订单簿获取价格(bestAsk): marketId=$marketId, outcomeIndex=$outcomeIndex, bestAsk=$bestAsk")
|
||||
return bestAsk
|
||||
}
|
||||
|
||||
null
|
||||
} catch (e: Exception) {
|
||||
logger.debug("CLOB API 查询订单簿失败: marketId=$marketId, outcomeIndex=$outcomeIndex, error=${e.message}")
|
||||
null
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 获取带鉴权的 CLOB API 客户端
|
||||
* 使用第一个有 API 凭证的账户
|
||||
* 如果都没有,返回 null
|
||||
*/
|
||||
private fun getAuthenticatedClobApi(): PolymarketClobApi? {
|
||||
return try {
|
||||
// 使用第一个有 API 凭证的账户
|
||||
val account = accountRepository.findAllByOrderByCreatedAtAsc()
|
||||
.firstOrNull { it.apiKey != null && it.apiSecret != null && it.apiPassphrase != null }
|
||||
|
||||
if (account == null || account.apiKey == null || account.apiSecret == null || account.apiPassphrase == null) {
|
||||
return null
|
||||
}
|
||||
|
||||
// 解密 API 凭证
|
||||
val apiKey = account.apiKey
|
||||
val apiSecret = try {
|
||||
cryptoUtils.decrypt(account.apiSecret)
|
||||
} catch (e: Exception) {
|
||||
logger.debug("解密 API Secret 失败: ${e.message}")
|
||||
return null
|
||||
}
|
||||
val apiPassphrase = try {
|
||||
cryptoUtils.decrypt(account.apiPassphrase)
|
||||
} catch (e: Exception) {
|
||||
logger.debug("解密 API Passphrase 失败: ${e.message}")
|
||||
return null
|
||||
}
|
||||
|
||||
// 创建带鉴权的 CLOB API 客户端
|
||||
retrofitFactory.createClobApi(apiKey, apiSecret, apiPassphrase, account.walletAddress)
|
||||
} catch (e: Exception) {
|
||||
logger.debug("获取带鉴权的 CLOB API 失败: ${e.message}")
|
||||
null
|
||||
}
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
+5
-3
@@ -1,5 +1,6 @@
|
||||
package com.wrbug.polymarketbot.service.common
|
||||
|
||||
import com.google.gson.Gson
|
||||
import com.wrbug.polymarketbot.api.ApiKeyResponse
|
||||
import com.wrbug.polymarketbot.api.PolymarketClobApi
|
||||
import com.wrbug.polymarketbot.util.PolymarketL1AuthInterceptor
|
||||
@@ -19,7 +20,8 @@ import retrofit2.converter.gson.GsonConverterFactory
|
||||
@Service
|
||||
class PolymarketApiKeyService(
|
||||
@Value("\${polymarket.clob.base-url}")
|
||||
private val clobBaseUrl: String
|
||||
private val clobBaseUrl: String,
|
||||
private val gson: Gson
|
||||
) {
|
||||
|
||||
private val logger = LoggerFactory.getLogger(PolymarketApiKeyService::class.java)
|
||||
@@ -222,7 +224,7 @@ class PolymarketApiKeyService(
|
||||
return Retrofit.Builder()
|
||||
.baseUrl(clobBaseUrl)
|
||||
.client(okHttpClient)
|
||||
.addConverterFactory(GsonConverterFactory.create())
|
||||
.addConverterFactory(GsonConverterFactory.create(gson))
|
||||
.build()
|
||||
.create(PolymarketClobApi::class.java)
|
||||
}
|
||||
@@ -236,7 +238,7 @@ class PolymarketApiKeyService(
|
||||
return Retrofit.Builder()
|
||||
.baseUrl(clobBaseUrl)
|
||||
.client(okHttpClient)
|
||||
.addConverterFactory(GsonConverterFactory.create())
|
||||
.addConverterFactory(GsonConverterFactory.create(gson))
|
||||
.build()
|
||||
.create(PolymarketClobApi::class.java)
|
||||
}
|
||||
|
||||
+14
-4
@@ -300,13 +300,23 @@ class PolymarketClobService(
|
||||
)
|
||||
|
||||
val response = authenticatedClobApi.getOrder(orderId)
|
||||
if (response.isSuccessful && response.body() != null) {
|
||||
Result.success(response.body()!!)
|
||||
if (response.isSuccessful) {
|
||||
val body = response.body()
|
||||
if (body != null) {
|
||||
Result.success(body)
|
||||
} else {
|
||||
// 响应体为空,可能是订单不存在或已过期
|
||||
logger.warn("获取订单详情失败: 响应体为空, orderId=$orderId, code=${response.code()}")
|
||||
Result.failure(Exception("订单不存在或已过期: orderId=$orderId"))
|
||||
}
|
||||
} else {
|
||||
Result.failure(Exception("获取订单详情失败: ${response.code()} ${response.message()}"))
|
||||
// HTTP 状态码不是 2xx
|
||||
val errorBody = response.errorBody()?.string()?.take(200) ?: "无错误详情"
|
||||
logger.warn("获取订单详情失败: HTTP ${response.code()}, orderId=$orderId, errorBody=$errorBody")
|
||||
Result.failure(Exception("获取订单详情失败: HTTP ${response.code()} ${response.message()}"))
|
||||
}
|
||||
} catch (e: Exception) {
|
||||
logger.error("获取订单详情异常: ${e.message}", e)
|
||||
logger.error("获取订单详情异常: orderId=$orderId, ${e.message}", e)
|
||||
Result.failure(e)
|
||||
}
|
||||
}
|
||||
|
||||
+2
-3
@@ -22,15 +22,14 @@ import java.util.concurrent.ConcurrentHashMap
|
||||
@Service
|
||||
class CopyTradingWebSocketService(
|
||||
private val copyOrderTrackingService: CopyOrderTrackingService,
|
||||
private val templateRepository: CopyTradingTemplateRepository
|
||||
private val templateRepository: CopyTradingTemplateRepository,
|
||||
private val gson: Gson
|
||||
) {
|
||||
|
||||
private val logger = LoggerFactory.getLogger(CopyTradingWebSocketService::class.java)
|
||||
|
||||
@Value("\${polymarket.websocket.url:wss://ws-live-data.polymarket.com}")
|
||||
private var websocketUrl: String = "wss://ws-live-data.polymarket.com"
|
||||
|
||||
private val gson = Gson()
|
||||
private val scope = CoroutineScope(Dispatchers.Default + SupervisorJob())
|
||||
|
||||
// 存储每个Leader的WebSocket客户端:leaderId -> WebSocketClient
|
||||
|
||||
+30
-12
@@ -1,5 +1,7 @@
|
||||
package com.wrbug.polymarketbot.service.copytrading.monitor
|
||||
|
||||
import com.google.gson.Gson
|
||||
import com.google.gson.GsonBuilder
|
||||
import com.google.gson.JsonArray
|
||||
import com.google.gson.reflect.TypeToken
|
||||
import com.wrbug.polymarketbot.api.*
|
||||
@@ -19,6 +21,29 @@ object OnChainWsUtils {
|
||||
|
||||
private val logger = LoggerFactory.getLogger(OnChainWsUtils::class.java)
|
||||
|
||||
// 创建 Gson 实例(与 GsonConfig 中的配置一致,使用 lenient 模式)
|
||||
private val gson: Gson = GsonBuilder()
|
||||
.setLenient()
|
||||
.create()
|
||||
|
||||
/**
|
||||
* 解析 JSON 字符串数组
|
||||
* @param jsonString JSON 字符串,如 "[\"Yes\", \"No\"]"
|
||||
* @return 字符串列表,如果解析失败返回空列表
|
||||
*/
|
||||
private fun parseStringArray(jsonString: String?): List<String> {
|
||||
if (jsonString.isNullOrBlank()) {
|
||||
return emptyList()
|
||||
}
|
||||
|
||||
return try {
|
||||
val listType = object : TypeToken<List<String>>() {}.type
|
||||
gson.fromJson<List<String>>(jsonString, listType) ?: emptyList()
|
||||
} catch (e: Exception) {
|
||||
emptyList()
|
||||
}
|
||||
}
|
||||
|
||||
// 合约地址
|
||||
const val USDC_CONTRACT = "0x2791Bca1f2de4661ED88A30C99A7a9449Aa84174"
|
||||
const val ERC1155_CONTRACT = "0x4d97dcd97ec945f40cf65f87097ace5ea0476045"
|
||||
@@ -240,24 +265,17 @@ object OnChainWsUtils {
|
||||
val clobTokenIds = when {
|
||||
clobTokenIdsRaw == null -> null
|
||||
else -> {
|
||||
try {
|
||||
// 尝试解析 JSON 字符串
|
||||
val gson = com.google.gson.Gson()
|
||||
val listType = object : com.google.gson.reflect.TypeToken<List<String>>() {}.type
|
||||
gson.fromJson<List<String>>(clobTokenIdsRaw, listType)
|
||||
} catch (e: Exception) {
|
||||
// 如果不是 JSON 字符串,可能是其他格式,返回 null
|
||||
null
|
||||
}
|
||||
// 解析 JSON 字符串
|
||||
parseStringArray(clobTokenIdsRaw)
|
||||
}
|
||||
}
|
||||
|
||||
// 解析 outcomes(可能是 JSON 字符串或数组)
|
||||
val outcomes = com.wrbug.polymarketbot.util.JsonUtils.parseStringArray(market.outcomes)
|
||||
val outcomes = parseStringArray(market.outcomes)
|
||||
|
||||
// 查找 tokenId 在 clobTokenIds 中的索引
|
||||
val outcomeIndex = clobTokenIds?.indexOfFirst {
|
||||
it.equals(tokenId, ignoreCase = true)
|
||||
val outcomeIndex = clobTokenIds?.indexOfFirst { token ->
|
||||
token.equals(tokenId, ignoreCase = true)
|
||||
}?.takeIf { it >= 0 }
|
||||
|
||||
// 获取 outcome 名称
|
||||
|
||||
+2
-4
@@ -27,14 +27,12 @@ import java.util.concurrent.ConcurrentHashMap
|
||||
@Service
|
||||
class UnifiedOnChainWsService(
|
||||
private val rpcNodeService: RpcNodeService,
|
||||
private val retrofitFactory: RetrofitFactory
|
||||
private val retrofitFactory: RetrofitFactory,
|
||||
private val gson: Gson
|
||||
) {
|
||||
|
||||
private val logger = LoggerFactory.getLogger(UnifiedOnChainWsService::class.java)
|
||||
|
||||
// Gson 实例,用于解析 JSON
|
||||
private val gson = Gson()
|
||||
|
||||
@Value("\${copy.trading.onchain.ws.reconnect.delay:3000}")
|
||||
private var reconnectDelay: Long = 3000 // 重连延迟(毫秒),默认3秒
|
||||
|
||||
|
||||
+12
-143
@@ -37,7 +37,6 @@ open class CopyOrderTrackingService(
|
||||
private val sellMatchRecordRepository: SellMatchRecordRepository,
|
||||
private val sellMatchDetailRepository: SellMatchDetailRepository,
|
||||
private val processedTradeRepository: ProcessedTradeRepository,
|
||||
private val failedTradeRepository: FailedTradeRepository,
|
||||
private val filteredOrderRepository: FilteredOrderRepository,
|
||||
private val copyTradingRepository: CopyTradingRepository,
|
||||
private val accountRepository: AccountRepository,
|
||||
@@ -135,12 +134,6 @@ open class CopyOrderTrackingService(
|
||||
return@withLock Result.success(Unit)
|
||||
}
|
||||
|
||||
// 检查是否已记录为失败交易
|
||||
val failedTrade = failedTradeRepository.findByLeaderIdAndLeaderTradeId(leaderId, trade.id)
|
||||
if (failedTrade != null) {
|
||||
return@withLock Result.success(Unit)
|
||||
}
|
||||
|
||||
// 2. 处理交易逻辑
|
||||
val result = when (trade.side.uppercase()) {
|
||||
"BUY" -> processBuyTrade(leaderId, trade)
|
||||
@@ -491,27 +484,6 @@ open class CopyOrderTrackingService(
|
||||
if (createOrderResult.isFailure) {
|
||||
// 提取错误信息(只保留 code 和 errorBody)
|
||||
val exception = createOrderResult.exceptionOrNull()
|
||||
val errorMsg = buildFullErrorMessage(
|
||||
exception,
|
||||
"BUY",
|
||||
buyPrice.toString(),
|
||||
finalBuyQuantity.toString(),
|
||||
trade.id
|
||||
)
|
||||
|
||||
// 记录失败交易到数据库
|
||||
// retryCount = MAX_RETRY_ATTEMPTS - 1,表示已重试的次数
|
||||
recordFailedTrade(
|
||||
leaderId = leaderId,
|
||||
trade = trade,
|
||||
copyTradingId = copyTrading.id!!,
|
||||
accountId = copyTrading.accountId,
|
||||
side = "BUY",
|
||||
price = buyPrice.toString(),
|
||||
size = finalBuyQuantity.toString(),
|
||||
errorMessage = errorMsg,
|
||||
retryCount = MAX_RETRY_ATTEMPTS - 1 // 已重试次数
|
||||
)
|
||||
|
||||
// 发送订单失败通知(异步,不阻塞,仅在 pushFailedOrders 为 true 时发送)
|
||||
if (copyTrading.pushFailedOrders) {
|
||||
@@ -971,26 +943,9 @@ open class CopyOrderTrackingService(
|
||||
)
|
||||
|
||||
if (createOrderResult.isFailure) {
|
||||
// 创建订单失败,记录到失败表
|
||||
// 创建订单失败,记录错误日志
|
||||
val exception = createOrderResult.exceptionOrNull()
|
||||
val errorMsg = buildFullErrorMessage(
|
||||
exception,
|
||||
"SELL",
|
||||
sellPrice.toString(),
|
||||
totalMatched.toString(),
|
||||
leaderSellTrade.id
|
||||
)
|
||||
recordFailedTrade(
|
||||
leaderId = copyTrading.leaderId,
|
||||
trade = leaderSellTrade,
|
||||
copyTradingId = copyTrading.id!!,
|
||||
accountId = copyTrading.accountId,
|
||||
side = "SELL", // 订单方向是SELL
|
||||
price = sellPrice.toString(),
|
||||
size = totalMatched.toString(),
|
||||
errorMessage = errorMsg,
|
||||
retryCount = 1 // 已重试一次
|
||||
)
|
||||
logger.error("创建卖出订单失败: copyTradingId=${copyTrading.id}, tradeId=${leaderSellTrade.id}, error=${exception?.message}")
|
||||
return
|
||||
}
|
||||
|
||||
@@ -1248,98 +1203,6 @@ open class CopyOrderTrackingService(
|
||||
return "code=$code, errorBody=$errorBody"
|
||||
}
|
||||
|
||||
/**
|
||||
* 记录失败交易到数据库
|
||||
* 注意:此方法在 @Transactional 方法中被调用,会自动继承事务
|
||||
*/
|
||||
private suspend fun recordFailedTrade(
|
||||
leaderId: Long,
|
||||
trade: TradeResponse,
|
||||
copyTradingId: Long,
|
||||
accountId: Long,
|
||||
side: String,
|
||||
price: String,
|
||||
size: String,
|
||||
errorMessage: String,
|
||||
retryCount: Int
|
||||
) {
|
||||
try {
|
||||
// 确保错误信息不超过数据库字段限制(TEXT类型通常支持65535字符)
|
||||
val maxErrorMessageLength = 50000 // 保留一些余量
|
||||
val finalErrorMessage = if (errorMessage.length > maxErrorMessageLength) {
|
||||
errorMessage.substring(0, maxErrorMessageLength) + "... (截断)"
|
||||
} else {
|
||||
errorMessage
|
||||
}
|
||||
|
||||
val failedTrade = FailedTrade(
|
||||
leaderId = leaderId,
|
||||
leaderTradeId = trade.id,
|
||||
tradeType = trade.side.uppercase(),
|
||||
copyTradingId = copyTradingId,
|
||||
accountId = accountId,
|
||||
marketId = trade.market,
|
||||
side = side,
|
||||
price = price,
|
||||
size = size,
|
||||
errorMessage = finalErrorMessage,
|
||||
retryCount = retryCount,
|
||||
failedAt = System.currentTimeMillis()
|
||||
)
|
||||
failedTradeRepository.save(failedTrade)
|
||||
|
||||
// 记录日志,确认已保存到数据库
|
||||
logger.info("失败交易已保存到数据库: leaderId=$leaderId, tradeId=${trade.id}, errorMessageLength=${finalErrorMessage.length}")
|
||||
|
||||
// 标记为已处理(失败状态),避免重复处理
|
||||
// 注意:并发情况下可能多个请求同时处理同一笔交易,需要处理唯一约束冲突
|
||||
try {
|
||||
val processed = ProcessedTrade(
|
||||
leaderId = leaderId,
|
||||
leaderTradeId = trade.id,
|
||||
tradeType = trade.side.uppercase(),
|
||||
source = "polling",
|
||||
status = "FAILED",
|
||||
processedAt = System.currentTimeMillis()
|
||||
)
|
||||
processedTradeRepository.save(processed)
|
||||
} catch (e: Exception) {
|
||||
// 检查是否是唯一键冲突异常
|
||||
if (isUniqueConstraintViolation(e)) {
|
||||
// 唯一约束冲突,说明已经处理过了(可能是并发请求)
|
||||
// 检查现有记录的状态
|
||||
val existing = processedTradeRepository.findByLeaderIdAndLeaderTradeId(leaderId, trade.id)
|
||||
if (existing != null) {
|
||||
if (existing.status == "SUCCESS") {
|
||||
logger.warn("交易已成功处理,但尝试记录为失败(并发冲突): leaderId=$leaderId, tradeId=${trade.id}")
|
||||
} else {
|
||||
logger.debug("交易已标记为失败(并发检测): leaderId=$leaderId, tradeId=${trade.id}")
|
||||
}
|
||||
} else {
|
||||
// 如果查询不到,等待一下再查询(可能是事务隔离级别问题)
|
||||
delay(100)
|
||||
val existingAfterDelay =
|
||||
processedTradeRepository.findByLeaderIdAndLeaderTradeId(leaderId, trade.id)
|
||||
if (existingAfterDelay != null) {
|
||||
logger.debug("延迟查询到记录(并发检测): leaderId=$leaderId, tradeId=${trade.id}, status=${existingAfterDelay.status}")
|
||||
} else {
|
||||
logger.warn(
|
||||
"保存ProcessedTrade失败记录时发生唯一约束冲突,但查询不到记录: leaderId=$leaderId, tradeId=${trade.id}",
|
||||
e
|
||||
)
|
||||
}
|
||||
}
|
||||
} else {
|
||||
// 其他类型的异常,记录但不抛出(避免影响其他交易的处理)
|
||||
logger.warn("保存ProcessedTrade失败记录时发生异常: leaderId=$leaderId, tradeId=${trade.id}", e)
|
||||
}
|
||||
}
|
||||
|
||||
logger.warn("已记录失败交易: leaderId=$leaderId, tradeId=${trade.id}, error=$errorMessage")
|
||||
} catch (e: Exception) {
|
||||
logger.error("记录失败交易异常: leaderId=$leaderId, tradeId=${trade.id}", e)
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 更新订单状态
|
||||
@@ -1496,12 +1359,18 @@ open class CopyOrderTrackingService(
|
||||
return try {
|
||||
// 1. 查询订单详情
|
||||
val orderResponse = clobApi.getOrder(orderId)
|
||||
if (!orderResponse.isSuccessful || orderResponse.body() == null) {
|
||||
logger.warn("查询订单详情失败: orderId=$orderId, code=${orderResponse.code()}")
|
||||
if (!orderResponse.isSuccessful) {
|
||||
val errorBody = orderResponse.errorBody()?.string()?.take(200) ?: "无错误详情"
|
||||
logger.warn("查询订单详情失败: orderId=$orderId, code=${orderResponse.code()}, errorBody=$errorBody")
|
||||
return fallbackPrice
|
||||
}
|
||||
|
||||
val order = orderResponse.body()
|
||||
if (order == null) {
|
||||
// 响应体为空,可能是订单不存在或已过期
|
||||
logger.warn("查询订单详情失败: 响应体为空, orderId=$orderId, code=${orderResponse.code()}")
|
||||
return fallbackPrice
|
||||
}
|
||||
|
||||
val order = orderResponse.body()!!
|
||||
|
||||
// 2. 如果订单未成交,使用下单价格
|
||||
if (order.status != "FILLED" && order.sizeMatched.toSafeBigDecimal() <= BigDecimal.ZERO) {
|
||||
|
||||
+3
-3
@@ -341,9 +341,9 @@ class CopyTradingStatisticsService(
|
||||
// 传递 outcomeIndex 参数,确保获取对应 outcome 的价格
|
||||
val result = accountService.getMarketPrice(marketId, outcomeIndex)
|
||||
result.onSuccess { response ->
|
||||
// 使用中间价,如果没有则使用最后价格
|
||||
val price = response.midpoint ?: response.lastPrice
|
||||
if (price != null) {
|
||||
// 使用当前价格
|
||||
val price = response.currentPrice
|
||||
if (price.isNotBlank() && price != "0") {
|
||||
// 使用 "marketId:outcomeIndex" 作为 key
|
||||
val key = "$marketId:$outcomeIndex"
|
||||
prices[key] = price
|
||||
|
||||
+157
-5
@@ -56,10 +56,13 @@ class OrderStatusUpdateService(
|
||||
// 1. 清理已删除账户的订单
|
||||
cleanupDeletedAccountOrders()
|
||||
|
||||
// 2. 更新卖出订单的实际成交价并发送通知(priceUpdated 共用字段)
|
||||
// 2. 检查30秒前创建的订单,如果未成交则删除
|
||||
checkAndDeleteUnfilledOrders()
|
||||
|
||||
// 3. 更新卖出订单的实际成交价并发送通知(priceUpdated 共用字段)
|
||||
updatePendingSellOrderPrices()
|
||||
|
||||
// 3. 更新买入订单的实际数据并发送通知
|
||||
// 4. 更新买入订单的实际数据并发送通知
|
||||
updatePendingBuyOrders()
|
||||
} catch (e: Exception) {
|
||||
logger.error("订单状态更新异常: ${e.message}", e)
|
||||
@@ -130,6 +133,131 @@ class OrderStatusUpdateService(
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 检查30秒前创建的订单,如果未成交则删除
|
||||
* 首次检测但加入缓存中30s后还没有成交,则删除
|
||||
*/
|
||||
@Transactional
|
||||
private suspend fun checkAndDeleteUnfilledOrders() {
|
||||
try {
|
||||
// 计算30秒前的时间戳
|
||||
val thirtySecondsAgo = System.currentTimeMillis() - 30000
|
||||
|
||||
// 查询30秒前创建的订单
|
||||
val ordersToCheck = copyOrderTrackingRepository.findByCreatedAtBefore(thirtySecondsAgo)
|
||||
|
||||
if (ordersToCheck.isEmpty()) {
|
||||
return
|
||||
}
|
||||
|
||||
logger.debug("检查 ${ordersToCheck.size} 个30秒前创建的订单是否成交")
|
||||
|
||||
// 按账户分组,避免重复创建 API 客户端
|
||||
val ordersByAccount = ordersToCheck.groupBy { it.accountId }
|
||||
|
||||
for ((accountId, orders) in ordersByAccount) {
|
||||
try {
|
||||
// 获取账户
|
||||
val account = accountRepository.findById(accountId).orElse(null)
|
||||
if (account == null) {
|
||||
logger.warn("账户不存在,跳过检查: accountId=$accountId")
|
||||
continue
|
||||
}
|
||||
|
||||
// 检查账户是否配置了 API 凭证
|
||||
if (account.apiKey == null || account.apiSecret == null || account.apiPassphrase == null) {
|
||||
logger.debug("账户未配置 API 凭证,跳过检查: accountId=${account.id}")
|
||||
continue
|
||||
}
|
||||
|
||||
// 解密 API 凭证
|
||||
val apiSecret = try {
|
||||
cryptoUtils.decrypt(account.apiSecret!!)
|
||||
} catch (e: Exception) {
|
||||
logger.warn("解密 API Secret 失败: accountId=${account.id}, error=${e.message}")
|
||||
continue
|
||||
}
|
||||
|
||||
val apiPassphrase = try {
|
||||
cryptoUtils.decrypt(account.apiPassphrase!!)
|
||||
} catch (e: Exception) {
|
||||
logger.warn("解密 API Passphrase 失败: accountId=${account.id}, error=${e.message}")
|
||||
continue
|
||||
}
|
||||
|
||||
// 创建带认证的 CLOB API 客户端
|
||||
val clobApi = retrofitFactory.createClobApi(
|
||||
account.apiKey!!,
|
||||
apiSecret,
|
||||
apiPassphrase,
|
||||
account.walletAddress
|
||||
)
|
||||
|
||||
// 检查每个订单
|
||||
for (order in orders) {
|
||||
try {
|
||||
// 查询订单详情
|
||||
val orderResponse = clobApi.getOrder(order.buyOrderId)
|
||||
|
||||
// 先检查 HTTP 状态码,非 200 的都跳过
|
||||
if (orderResponse.code() != 200) {
|
||||
// HTTP 非 200,记录日志并跳过,等待下次轮询
|
||||
// 不删除订单,因为可能是临时网络问题或 API 错误
|
||||
val errorBody = orderResponse.errorBody()?.string()?.take(200) ?: "无错误详情"
|
||||
logger.debug("订单查询失败(HTTP非200),等待下次轮询: orderId=${order.buyOrderId}, copyOrderTrackingId=${order.id}, code=${orderResponse.code()}, errorBody=$errorBody")
|
||||
continue
|
||||
}
|
||||
|
||||
// HTTP 200,检查响应体
|
||||
// 响应体也可能返回字符串 "null",Gson 解析时会返回 null
|
||||
val orderDetail = orderResponse.body()
|
||||
if (orderDetail == null) {
|
||||
// HTTP 200 且响应体为 null(或字符串 "null"),表示订单不存在
|
||||
// 检查订单是否已部分卖出,如果已部分卖出则保留订单用于统计
|
||||
val hasMatchedDetails = sellMatchDetailRepository.findByTrackingId(order.id!!).isNotEmpty()
|
||||
if (hasMatchedDetails || order.matchedQuantity > BigDecimal.ZERO) {
|
||||
logger.debug("订单不存在但已部分卖出,保留订单用于统计: orderId=${order.buyOrderId}, copyOrderTrackingId=${order.id}, matchedQuantity=${order.matchedQuantity}")
|
||||
continue
|
||||
}
|
||||
|
||||
// 订单不存在且未部分卖出,删除本地订单
|
||||
logger.info("订单不存在(HTTP 200 但响应体为空),删除本地订单: orderId=${order.buyOrderId}, copyOrderTrackingId=${order.id}")
|
||||
try {
|
||||
copyOrderTrackingRepository.deleteById(order.id!!)
|
||||
logger.info("已删除本地订单: orderId=${order.buyOrderId}, copyOrderTrackingId=${order.id}")
|
||||
} catch (e: Exception) {
|
||||
logger.error("删除本地订单失败: orderId=${order.buyOrderId}, copyOrderTrackingId=${order.id}, error=${e.message}", e)
|
||||
}
|
||||
continue
|
||||
}
|
||||
|
||||
// 检查订单是否成交
|
||||
// 如果订单状态不是 FILLED 且已成交数量为0,说明未成交,删除
|
||||
val sizeMatched = orderDetail.sizeMatched?.toSafeBigDecimal() ?: BigDecimal.ZERO
|
||||
if (orderDetail.status != "FILLED" && sizeMatched <= BigDecimal.ZERO) {
|
||||
logger.info("订单30秒后仍未成交,删除本地订单: orderId=${order.buyOrderId}, copyOrderTrackingId=${order.id}, status=${orderDetail.status}, sizeMatched=$sizeMatched")
|
||||
try {
|
||||
copyOrderTrackingRepository.deleteById(order.id!!)
|
||||
logger.info("已删除未成交订单: orderId=${order.buyOrderId}, copyOrderTrackingId=${order.id}")
|
||||
} catch (e: Exception) {
|
||||
logger.error("删除未成交订单失败: orderId=${order.buyOrderId}, copyOrderTrackingId=${order.id}, error=${e.message}", e)
|
||||
}
|
||||
} else {
|
||||
logger.debug("订单已成交或部分成交,保留: orderId=${order.buyOrderId}, status=${orderDetail.status}, sizeMatched=$sizeMatched")
|
||||
}
|
||||
} catch (e: Exception) {
|
||||
logger.error("检查订单失败: orderId=${order.buyOrderId}, error=${e.message}", e)
|
||||
}
|
||||
}
|
||||
} catch (e: Exception) {
|
||||
logger.error("检查账户订单失败: accountId=$accountId, error=${e.message}", e)
|
||||
}
|
||||
}
|
||||
} catch (e: Exception) {
|
||||
logger.error("检查未成交订单异常: ${e.message}", e)
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 更新待更新的卖出订单价格
|
||||
* 注意:priceUpdated 现在同时表示价格已更新和通知已发送(共用字段)
|
||||
@@ -456,12 +584,36 @@ class OrderStatusUpdateService(
|
||||
|
||||
// 查询订单详情
|
||||
val orderResponse = clobApi.getOrder(order.buyOrderId)
|
||||
if (!orderResponse.isSuccessful || orderResponse.body() == null) {
|
||||
logger.debug("查询订单详情失败,等待下次轮询: orderId=${order.buyOrderId}, code=${orderResponse.code()}")
|
||||
|
||||
// 先检查 HTTP 状态码,非 200 的都跳过
|
||||
if (orderResponse.code() != 200) {
|
||||
val errorBody = orderResponse.errorBody()?.string()?.take(200) ?: "无错误详情"
|
||||
logger.debug("查询订单详情失败(HTTP非200),等待下次轮询: orderId=${order.buyOrderId}, copyOrderTrackingId=${order.id}, code=${orderResponse.code()}, errorBody=$errorBody")
|
||||
continue
|
||||
}
|
||||
|
||||
val orderDetail = orderResponse.body()!!
|
||||
// HTTP 200,检查响应体
|
||||
// 响应体也可能返回字符串 "null",Gson 解析时会返回 null
|
||||
val orderDetail = orderResponse.body()
|
||||
if (orderDetail == null) {
|
||||
// HTTP 200 且响应体为 null(或字符串 "null"),表示订单不存在
|
||||
// 检查订单是否已部分卖出,如果已部分卖出则保留订单用于统计
|
||||
val hasMatchedDetails = sellMatchDetailRepository.findByTrackingId(order.id!!).isNotEmpty()
|
||||
if (hasMatchedDetails || order.matchedQuantity > BigDecimal.ZERO) {
|
||||
logger.debug("订单不存在但已部分卖出,保留订单用于统计: orderId=${order.buyOrderId}, copyOrderTrackingId=${order.id}, matchedQuantity=${order.matchedQuantity}")
|
||||
continue
|
||||
}
|
||||
|
||||
// 订单不存在且未部分卖出,删除本地订单
|
||||
logger.info("订单不存在(HTTP 200 但响应体为空),删除本地订单: orderId=${order.buyOrderId}, copyOrderTrackingId=${order.id}")
|
||||
try {
|
||||
copyOrderTrackingRepository.deleteById(order.id!!)
|
||||
logger.info("已删除本地订单: orderId=${order.buyOrderId}, copyOrderTrackingId=${order.id}")
|
||||
} catch (e: Exception) {
|
||||
logger.error("删除本地订单失败: orderId=${order.buyOrderId}, copyOrderTrackingId=${order.id}, error=${e.message}", e)
|
||||
}
|
||||
continue
|
||||
}
|
||||
|
||||
// 获取实际价格和数量
|
||||
val actualPrice = orderDetail.price?.toSafeBigDecimal() ?: order.price
|
||||
|
||||
+19
-12
@@ -97,21 +97,28 @@ class TelegramNotificationService(
|
||||
if ((actualPrice == null || actualSize == null) && orderId != null && clobApi != null && apiKey != null && apiSecret != null && apiPassphrase != null && walletAddressForApi != null) {
|
||||
try {
|
||||
val orderResponse = clobApi.getOrder(orderId)
|
||||
if (orderResponse.isSuccessful && orderResponse.body() != null) {
|
||||
val order = orderResponse.body()!!
|
||||
if (actualPrice == null) {
|
||||
actualPrice = order.price
|
||||
}
|
||||
if (actualSize == null) {
|
||||
actualSize = order.originalSize // 使用 originalSize 作为订单数量
|
||||
}
|
||||
actualSide = order.side // 使用订单详情中的 side
|
||||
if (actualOutcome == null) {
|
||||
actualOutcome = order.outcome // 使用订单详情中的 outcome(市场方向)
|
||||
if (orderResponse.isSuccessful) {
|
||||
val order = orderResponse.body()
|
||||
if (order != null) {
|
||||
if (actualPrice == null) {
|
||||
actualPrice = order.price
|
||||
}
|
||||
if (actualSize == null) {
|
||||
actualSize = order.originalSize // 使用 originalSize 作为订单数量
|
||||
}
|
||||
actualSide = order.side // 使用订单详情中的 side
|
||||
if (actualOutcome == null) {
|
||||
actualOutcome = order.outcome // 使用订单详情中的 outcome(市场方向)
|
||||
}
|
||||
} else {
|
||||
logger.debug("查询订单详情失败: 响应体为空, orderId=$orderId")
|
||||
}
|
||||
} else {
|
||||
val errorBody = orderResponse.errorBody()?.string()?.take(200) ?: "无错误详情"
|
||||
logger.debug("查询订单详情失败: orderId=$orderId, code=${orderResponse.code()}, errorBody=$errorBody")
|
||||
}
|
||||
} catch (e: Exception) {
|
||||
logger.warn("查询订单详情失败: ${e.message}", e)
|
||||
logger.warn("查询订单详情失败: orderId=$orderId, ${e.message}", e)
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
@@ -2,14 +2,16 @@ package com.wrbug.polymarketbot.util
|
||||
|
||||
import com.google.gson.Gson
|
||||
import com.google.gson.reflect.TypeToken
|
||||
import org.springframework.stereotype.Component
|
||||
|
||||
/**
|
||||
* JSON 工具类
|
||||
* 用于解析 JSON 字符串
|
||||
*/
|
||||
object JsonUtils {
|
||||
|
||||
private val gson = Gson()
|
||||
@Component
|
||||
class JsonUtils(
|
||||
private val gson: Gson
|
||||
) {
|
||||
|
||||
/**
|
||||
* 解析 JSON 字符串数组
|
||||
|
||||
@@ -1,7 +1,6 @@
|
||||
package com.wrbug.polymarketbot.util
|
||||
|
||||
import com.google.gson.Gson
|
||||
import com.google.gson.GsonBuilder
|
||||
import com.wrbug.polymarketbot.api.BuilderRelayerApi
|
||||
import com.wrbug.polymarketbot.api.EthereumRpcApi
|
||||
import com.wrbug.polymarketbot.api.GitHubApi
|
||||
@@ -24,21 +23,116 @@ import org.springframework.stereotype.Component
|
||||
import retrofit2.Retrofit
|
||||
import retrofit2.converter.gson.GsonConverterFactory
|
||||
import java.io.IOException
|
||||
import java.util.concurrent.ConcurrentHashMap
|
||||
import jakarta.annotation.PreDestroy
|
||||
|
||||
/**
|
||||
* Retrofit 客户端工厂
|
||||
* 用于创建带认证的 Polymarket CLOB API 客户端和 Ethereum RPC API 客户端
|
||||
*
|
||||
* 注意:为了避免内存泄漏,本类会缓存和复用客户端实例
|
||||
*/
|
||||
@Component
|
||||
class RetrofitFactory(
|
||||
@Value("\${polymarket.clob.base-url}")
|
||||
private val clobBaseUrl: String,
|
||||
@Value("\${polymarket.gamma.base-url}")
|
||||
private val gammaBaseUrl: String
|
||||
private val gammaBaseUrl: String,
|
||||
private val gson: Gson
|
||||
) {
|
||||
|
||||
private val logger = LoggerFactory.getLogger(RetrofitFactory::class.java)
|
||||
|
||||
// 共享的 OkHttpClient(用于不需要认证的 API)
|
||||
private val sharedOkHttpClient: OkHttpClient by lazy {
|
||||
createClient().build()
|
||||
}
|
||||
|
||||
// 共享的 OkHttpClient(用于需要跟随重定向的 API)
|
||||
private val sharedOkHttpClientWithRedirect: OkHttpClient by lazy {
|
||||
createClient()
|
||||
.followRedirects(true)
|
||||
.followSslRedirects(true)
|
||||
.build()
|
||||
}
|
||||
|
||||
// 缓存 Gamma API 客户端(单例)
|
||||
private val gammaApi: PolymarketGammaApi by lazy {
|
||||
val baseUrl = if (gammaBaseUrl.endsWith("/")) {
|
||||
gammaBaseUrl.dropLast(1)
|
||||
} else {
|
||||
gammaBaseUrl
|
||||
}
|
||||
|
||||
Retrofit.Builder()
|
||||
.baseUrl("$baseUrl/")
|
||||
.client(sharedOkHttpClient)
|
||||
.addConverterFactory(GsonConverterFactory.create(gson))
|
||||
.build()
|
||||
.create(PolymarketGammaApi::class.java)
|
||||
}
|
||||
|
||||
// 缓存 Data API 客户端(单例)
|
||||
private val dataApi: PolymarketDataApi by lazy {
|
||||
val baseUrl = "https://data-api.polymarket.com"
|
||||
|
||||
Retrofit.Builder()
|
||||
.baseUrl("$baseUrl/")
|
||||
.client(sharedOkHttpClientWithRedirect)
|
||||
.addConverterFactory(GsonConverterFactory.create(gson))
|
||||
.build()
|
||||
.create(PolymarketDataApi::class.java)
|
||||
}
|
||||
|
||||
// 缓存 GitHub API 客户端(单例)
|
||||
private val githubApi: GitHubApi by lazy {
|
||||
val baseUrl = "https://api.github.com"
|
||||
|
||||
// 添加拦截器,设置 Accept 头以获取 reactions 数据
|
||||
val githubInterceptor = object : Interceptor {
|
||||
override fun intercept(chain: Interceptor.Chain): Response {
|
||||
val request = chain.request().newBuilder()
|
||||
.header("Accept", "application/vnd.github+json")
|
||||
.build()
|
||||
return chain.proceed(request)
|
||||
}
|
||||
}
|
||||
|
||||
val okHttpClient = createClient()
|
||||
.addInterceptor(githubInterceptor)
|
||||
.build()
|
||||
|
||||
Retrofit.Builder()
|
||||
.baseUrl("$baseUrl/")
|
||||
.client(okHttpClient)
|
||||
.addConverterFactory(GsonConverterFactory.create(gson))
|
||||
.build()
|
||||
.create(GitHubApi::class.java)
|
||||
}
|
||||
|
||||
// 缓存不带认证的 CLOB API 客户端(单例)
|
||||
private val clobApiWithoutAuth: PolymarketClobApi by lazy {
|
||||
Retrofit.Builder()
|
||||
.baseUrl(clobBaseUrl)
|
||||
.client(sharedOkHttpClient)
|
||||
.addConverterFactory(GsonConverterFactory.create(gson))
|
||||
.build()
|
||||
.create(PolymarketClobApi::class.java)
|
||||
}
|
||||
|
||||
// 缓存带认证的 CLOB API 客户端:walletAddress -> PolymarketClobApi
|
||||
// 注意:每个账户使用不同的 API Key,需要不同的客户端
|
||||
private val clobApiCache = ConcurrentHashMap<String, PolymarketClobApi>()
|
||||
|
||||
// 缓存 RPC API 客户端:rpcUrl -> EthereumRpcApi
|
||||
private val rpcApiCache = ConcurrentHashMap<String, EthereumRpcApi>()
|
||||
|
||||
// 缓存 Builder Relayer API 客户端:relayerUrl -> BuilderRelayerApi
|
||||
private val builderRelayerApiCache = ConcurrentHashMap<String, BuilderRelayerApi>()
|
||||
|
||||
/**
|
||||
* 创建带认证的 Polymarket CLOB API 客户端
|
||||
* 按钱包地址缓存,避免重复创建
|
||||
* @param apiKey API Key
|
||||
* @param apiSecret API Secret
|
||||
* @param apiPassphrase API Passphrase
|
||||
@@ -51,67 +145,46 @@ class RetrofitFactory(
|
||||
apiPassphrase: String,
|
||||
walletAddress: String
|
||||
): PolymarketClobApi {
|
||||
val authInterceptor = PolymarketAuthInterceptor(apiKey, apiSecret, apiPassphrase, walletAddress)
|
||||
|
||||
// 添加响应日志拦截器,用于调试 JSON 解析错误
|
||||
val responseLoggingInterceptor = ResponseLoggingInterceptor()
|
||||
|
||||
val okHttpClient = createClient()
|
||||
.addInterceptor(authInterceptor)
|
||||
.addInterceptor(responseLoggingInterceptor)
|
||||
.build()
|
||||
|
||||
// 创建 lenient 模式的 Gson,允许解析格式不严格的 JSON
|
||||
val gson = GsonBuilder()
|
||||
.setLenient()
|
||||
.create()
|
||||
|
||||
return Retrofit.Builder()
|
||||
.baseUrl(clobBaseUrl)
|
||||
.client(okHttpClient)
|
||||
.addConverterFactory(GsonConverterFactory.create(gson))
|
||||
.build()
|
||||
.create(PolymarketClobApi::class.java)
|
||||
// 使用钱包地址作为缓存键(每个账户使用不同的 API Key)
|
||||
return clobApiCache.computeIfAbsent(walletAddress) {
|
||||
val authInterceptor = PolymarketAuthInterceptor(apiKey, apiSecret, apiPassphrase, walletAddress)
|
||||
|
||||
// 添加响应日志拦截器,用于调试 JSON 解析错误
|
||||
val responseLoggingInterceptor = ResponseLoggingInterceptor()
|
||||
|
||||
val okHttpClient = createClient()
|
||||
.addInterceptor(authInterceptor)
|
||||
.addInterceptor(responseLoggingInterceptor)
|
||||
.build()
|
||||
|
||||
Retrofit.Builder()
|
||||
.baseUrl(clobBaseUrl)
|
||||
.client(okHttpClient)
|
||||
.addConverterFactory(GsonConverterFactory.create(gson))
|
||||
.build()
|
||||
.create(PolymarketClobApi::class.java)
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 创建不带认证的 Polymarket CLOB API 客户端
|
||||
* 用于不需要认证的查询接口
|
||||
* @return PolymarketClobApi 客户端
|
||||
* @return PolymarketClobApi 客户端(单例)
|
||||
*/
|
||||
fun createClobApiWithoutAuth(): PolymarketClobApi {
|
||||
// 添加响应日志拦截器,用于调试 JSON 解析错误
|
||||
val responseLoggingInterceptor = ResponseLoggingInterceptor()
|
||||
|
||||
val okHttpClient = createClient()
|
||||
.addInterceptor(responseLoggingInterceptor)
|
||||
.build()
|
||||
|
||||
// 创建 lenient 模式的 Gson,允许解析格式不严格的 JSON
|
||||
val gson = GsonBuilder()
|
||||
.setLenient()
|
||||
.create()
|
||||
|
||||
return Retrofit.Builder()
|
||||
.baseUrl(clobBaseUrl)
|
||||
.client(okHttpClient)
|
||||
.addConverterFactory(GsonConverterFactory.create(gson))
|
||||
.build()
|
||||
.create(PolymarketClobApi::class.java)
|
||||
return clobApiWithoutAuth
|
||||
}
|
||||
|
||||
/**
|
||||
* 创建 Ethereum RPC API 客户端
|
||||
* 使用固定的 baseUrl,通过拦截器动态替换为实际的 RPC URL
|
||||
* 如果 RPC 不可用,将抛出异常
|
||||
* 按 RPC URL 缓存,避免重复创建
|
||||
* @param rpcUrl RPC 节点 URL
|
||||
* @return EthereumRpcApi 客户端
|
||||
* @throws IllegalArgumentException 如果 RPC URL 无效或不可用
|
||||
*/
|
||||
fun createEthereumRpcApi(rpcUrl: String): EthereumRpcApi {
|
||||
// 使用固定的 baseUrl(Retrofit 要求 baseUrl 必须以 / 结尾)
|
||||
val fixedBaseUrl = "https://polyrpc.polyhermes/"
|
||||
|
||||
// 确保实际的 RPC URL 以 / 结尾
|
||||
val actualRpcUrl = if (rpcUrl.endsWith("/")) {
|
||||
rpcUrl
|
||||
@@ -119,27 +192,28 @@ class RetrofitFactory(
|
||||
"$rpcUrl/"
|
||||
}
|
||||
|
||||
// 验证 RPC 是否可用
|
||||
validateRpcAvailability(actualRpcUrl)
|
||||
|
||||
// 创建 URL 替换拦截器
|
||||
val urlReplaceInterceptor = RpcUrlReplaceInterceptor(fixedBaseUrl, actualRpcUrl)
|
||||
|
||||
val okHttpClient = createClient()
|
||||
.addInterceptor(urlReplaceInterceptor)
|
||||
.build()
|
||||
|
||||
// 创建 lenient 模式的 Gson
|
||||
val gson = GsonBuilder()
|
||||
.setLenient()
|
||||
.create()
|
||||
|
||||
return Retrofit.Builder()
|
||||
.baseUrl(fixedBaseUrl)
|
||||
.client(okHttpClient)
|
||||
.addConverterFactory(GsonConverterFactory.create(gson))
|
||||
.build()
|
||||
.create(EthereumRpcApi::class.java)
|
||||
// 使用 RPC URL 作为缓存键
|
||||
return rpcApiCache.computeIfAbsent(actualRpcUrl) {
|
||||
// 验证 RPC 是否可用(仅在新创建时验证)
|
||||
validateRpcAvailability(actualRpcUrl)
|
||||
|
||||
// 使用固定的 baseUrl(Retrofit 要求 baseUrl 必须以 / 结尾)
|
||||
val fixedBaseUrl = "https://polyrpc.polyhermes/"
|
||||
|
||||
// 创建 URL 替换拦截器
|
||||
val urlReplaceInterceptor = RpcUrlReplaceInterceptor(fixedBaseUrl, actualRpcUrl)
|
||||
|
||||
val okHttpClient = createClient()
|
||||
.addInterceptor(urlReplaceInterceptor)
|
||||
.build()
|
||||
|
||||
Retrofit.Builder()
|
||||
.baseUrl(fixedBaseUrl)
|
||||
.client(okHttpClient)
|
||||
.addConverterFactory(GsonConverterFactory.create(gson))
|
||||
.build()
|
||||
.create(EthereumRpcApi::class.java)
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
@@ -149,8 +223,6 @@ class RetrofitFactory(
|
||||
* @throws IllegalArgumentException 如果 RPC 不可用
|
||||
*/
|
||||
private fun validateRpcAvailability(rpcUrl: String) {
|
||||
val logger = LoggerFactory.getLogger(RetrofitFactory::class.java)
|
||||
|
||||
try {
|
||||
// 解析 URL
|
||||
val httpUrl = rpcUrl.toHttpUrlOrNull()
|
||||
@@ -218,56 +290,24 @@ class RetrofitFactory(
|
||||
/**
|
||||
* 创建 Polymarket Gamma API 客户端
|
||||
* Gamma API 是公开 API,不需要认证
|
||||
* @return PolymarketGammaApi 客户端
|
||||
* @return PolymarketGammaApi 客户端(单例)
|
||||
*/
|
||||
fun createGammaApi(): PolymarketGammaApi {
|
||||
val baseUrl = if (gammaBaseUrl.endsWith("/")) {
|
||||
gammaBaseUrl.dropLast(1)
|
||||
} else {
|
||||
gammaBaseUrl
|
||||
}
|
||||
val okHttpClient = createClient().build()
|
||||
|
||||
// 创建 lenient 模式的 Gson
|
||||
val gson = GsonBuilder()
|
||||
.setLenient()
|
||||
.create()
|
||||
|
||||
return Retrofit.Builder()
|
||||
.baseUrl("$baseUrl/")
|
||||
.client(okHttpClient)
|
||||
.addConverterFactory(GsonConverterFactory.create(gson))
|
||||
.build()
|
||||
.create(PolymarketGammaApi::class.java)
|
||||
return gammaApi
|
||||
}
|
||||
|
||||
/**
|
||||
* 创建 Polymarket Data API 客户端
|
||||
* Data API 是公开 API,不需要认证
|
||||
* @return PolymarketDataApi 客户端
|
||||
* @return PolymarketDataApi 客户端(单例)
|
||||
*/
|
||||
fun createDataApi(): PolymarketDataApi {
|
||||
val baseUrl = "https://data-api.polymarket.com"
|
||||
val okHttpClient = createClient()
|
||||
.followRedirects(true)
|
||||
.followSslRedirects(true)
|
||||
.build()
|
||||
|
||||
// 创建 lenient 模式的 Gson
|
||||
val gson = GsonBuilder()
|
||||
.setLenient()
|
||||
.create()
|
||||
|
||||
return Retrofit.Builder()
|
||||
.baseUrl("$baseUrl/")
|
||||
.client(okHttpClient)
|
||||
.addConverterFactory(GsonConverterFactory.create(gson))
|
||||
.build()
|
||||
.create(PolymarketDataApi::class.java)
|
||||
return dataApi
|
||||
}
|
||||
|
||||
/**
|
||||
* 创建 Builder Relayer API 客户端
|
||||
* 按 relayerUrl 缓存,避免重复创建
|
||||
* @param relayerUrl Builder Relayer URL
|
||||
* @param apiKey Builder API Key
|
||||
* @param secret Builder Secret
|
||||
@@ -286,57 +326,61 @@ class RetrofitFactory(
|
||||
relayerUrl
|
||||
}
|
||||
|
||||
// 添加 Builder 认证拦截器
|
||||
val builderAuthInterceptor = BuilderAuthInterceptor(apiKey, secret, passphrase)
|
||||
val okHttpClient = createClient()
|
||||
.addInterceptor(builderAuthInterceptor)
|
||||
.build()
|
||||
|
||||
val gson = GsonBuilder()
|
||||
.setLenient()
|
||||
.create()
|
||||
|
||||
return Retrofit.Builder()
|
||||
.baseUrl("$baseUrl/")
|
||||
.client(okHttpClient)
|
||||
.addConverterFactory(GsonConverterFactory.create(gson))
|
||||
.build()
|
||||
.create(BuilderRelayerApi::class.java)
|
||||
// 使用 baseUrl 作为缓存键(注意:如果 API Key 变化,需要清理缓存)
|
||||
return builderRelayerApiCache.computeIfAbsent(baseUrl) {
|
||||
// 添加 Builder 认证拦截器
|
||||
val builderAuthInterceptor = BuilderAuthInterceptor(apiKey, secret, passphrase)
|
||||
val okHttpClient = createClient()
|
||||
.addInterceptor(builderAuthInterceptor)
|
||||
.build()
|
||||
|
||||
Retrofit.Builder()
|
||||
.baseUrl("$baseUrl/")
|
||||
.client(okHttpClient)
|
||||
.addConverterFactory(GsonConverterFactory.create(gson))
|
||||
.build()
|
||||
.create(BuilderRelayerApi::class.java)
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 创建 GitHub API 客户端
|
||||
* GitHub API 是公开 API,不需要认证(但建议使用 token 提高速率限制)
|
||||
* 添加 Accept 头以获取 reactions 数据
|
||||
* @return GitHubApi 客户端
|
||||
* @return GitHubApi 客户端(单例)
|
||||
*/
|
||||
fun createGitHubApi(): GitHubApi {
|
||||
val baseUrl = "https://api.github.com"
|
||||
|
||||
// 添加拦截器,设置 Accept 头以获取 reactions 数据
|
||||
val githubInterceptor = object : Interceptor {
|
||||
override fun intercept(chain: Interceptor.Chain): Response {
|
||||
val request = chain.request().newBuilder()
|
||||
.header("Accept", "application/vnd.github+json")
|
||||
.build()
|
||||
return chain.proceed(request)
|
||||
}
|
||||
}
|
||||
|
||||
val okHttpClient = createClient()
|
||||
.addInterceptor(githubInterceptor)
|
||||
.build()
|
||||
|
||||
val gson = GsonBuilder()
|
||||
.setLenient()
|
||||
.create()
|
||||
|
||||
return Retrofit.Builder()
|
||||
.baseUrl("$baseUrl/")
|
||||
.client(okHttpClient)
|
||||
.addConverterFactory(GsonConverterFactory.create(gson))
|
||||
.build()
|
||||
.create(GitHubApi::class.java)
|
||||
return githubApi
|
||||
}
|
||||
|
||||
/**
|
||||
* 清理缓存(用于测试或配置变更时)
|
||||
*/
|
||||
@PreDestroy
|
||||
fun destroy() {
|
||||
logger.info("清理 RetrofitFactory 缓存")
|
||||
clobApiCache.clear()
|
||||
rpcApiCache.clear()
|
||||
builderRelayerApiCache.clear()
|
||||
}
|
||||
|
||||
/**
|
||||
* 清理指定钱包地址的 CLOB API 缓存
|
||||
* 用于 API Key 变更时
|
||||
*/
|
||||
fun clearClobApiCache(walletAddress: String) {
|
||||
clobApiCache.remove(walletAddress)
|
||||
logger.debug("已清理 CLOB API 缓存: $walletAddress")
|
||||
}
|
||||
|
||||
/**
|
||||
* 清理指定 RPC URL 的 RPC API 缓存
|
||||
* 用于 RPC 节点变更时
|
||||
*/
|
||||
fun clearRpcApiCache(rpcUrl: String) {
|
||||
val actualRpcUrl = if (rpcUrl.endsWith("/")) rpcUrl else "$rpcUrl/"
|
||||
rpcApiCache.remove(actualRpcUrl)
|
||||
logger.debug("已清理 RPC API 缓存: $actualRpcUrl")
|
||||
}
|
||||
}
|
||||
|
||||
@@ -393,22 +437,35 @@ class ResponseLoggingInterceptor : Interceptor {
|
||||
val responseBody = response.peekBody(2048)
|
||||
val responseBodyString = responseBody.string()
|
||||
|
||||
// 检查是否是有效的 JSON
|
||||
val isJson = responseBodyString.trim().startsWith("{") ||
|
||||
responseBodyString.trim().startsWith("[")
|
||||
// 检查响应体是否为空
|
||||
val isEmpty = responseBodyString.isBlank()
|
||||
|
||||
if (!isJson || !response.isSuccessful) {
|
||||
// 检查是否是有效的 JSON
|
||||
val trimmedBody = responseBodyString.trim()
|
||||
val isJson = !isEmpty && (
|
||||
trimmedBody.startsWith("{") ||
|
||||
trimmedBody.startsWith("[")
|
||||
)
|
||||
|
||||
// 如果响应体为空或不是 JSON,记录警告
|
||||
if (isEmpty || !isJson) {
|
||||
val bodyPreview = if (isEmpty) {
|
||||
"(空响应体)"
|
||||
} else {
|
||||
trimmedBody.take(500)
|
||||
}
|
||||
logger.warn(
|
||||
"API 响应异常: method=${request.method}, url=${request.url}, " +
|
||||
"code=${response.code}, isJson=$isJson, " +
|
||||
"responseBody=${responseBodyString.take(500)}"
|
||||
"code=${response.code}, isJson=$isJson, isEmpty=$isEmpty, " +
|
||||
"responseBody=$bodyPreview"
|
||||
)
|
||||
}
|
||||
} catch (e: Exception) {
|
||||
// 如果读取响应体失败,记录异常但不影响响应
|
||||
logger.debug("读取响应体失败: ${e.message}")
|
||||
}
|
||||
}
|
||||
|
||||
return response
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
@@ -0,0 +1,8 @@
|
||||
-- ============================================
|
||||
-- V16: 删除失败交易记录表
|
||||
-- 移除下单失败存储到数据库的功能
|
||||
-- ============================================
|
||||
|
||||
-- 删除失败交易记录表
|
||||
DROP TABLE IF EXISTS failed_trade;
|
||||
|
||||
@@ -156,7 +156,18 @@ deploy() {
|
||||
# 注意:这里需要手动修改 docker-compose.yml,或者使用环境变量
|
||||
warn "请确保 docker-compose.yml 中已配置使用 image: wrbug/polyhermes:latest"
|
||||
else
|
||||
info "构建 Docker 镜像(本地构建,版本号将显示为 dev)..."
|
||||
# 获取当前分支名作为版本号
|
||||
CURRENT_BRANCH=$(git rev-parse --abbrev-ref HEAD 2>/dev/null || echo "dev")
|
||||
# 如果分支名包含 /,替换为 -(Docker tag 不支持 /)
|
||||
DOCKER_VERSION=$(echo "$CURRENT_BRANCH" | tr '/' '-')
|
||||
|
||||
info "构建 Docker 镜像(本地构建,版本号: ${DOCKER_VERSION})..."
|
||||
|
||||
# 设置构建参数(通过环境变量传递给 docker-compose.yml)
|
||||
export VERSION=${DOCKER_VERSION}
|
||||
export GIT_TAG=${DOCKER_VERSION}
|
||||
export GITHUB_REPO_URL=https://github.com/WrBug/PolyHermes
|
||||
|
||||
docker-compose build
|
||||
fi
|
||||
|
||||
@@ -196,7 +207,9 @@ main() {
|
||||
info "访问地址: http://localhost:${SERVER_PORT:-80}"
|
||||
echo ""
|
||||
if [ "$USE_DOCKER_HUB" != "true" ]; then
|
||||
info "提示:本地构建的版本号显示为 'dev'"
|
||||
CURRENT_BRANCH=$(git rev-parse --abbrev-ref HEAD 2>/dev/null || echo "dev")
|
||||
DOCKER_VERSION=$(echo "$CURRENT_BRANCH" | tr '/' '-')
|
||||
info "提示:本地构建的版本号为当前分支名: ${DOCKER_VERSION}"
|
||||
info "生产环境推荐使用 Docker Hub 镜像:"
|
||||
info " ./deploy.sh --use-docker-hub"
|
||||
info " 或修改 docker-compose.yml 使用 image: wrbug/polyhermes:latest"
|
||||
|
||||
+5
-5
@@ -8,11 +8,11 @@ services:
|
||||
build:
|
||||
context: .
|
||||
dockerfile: Dockerfile
|
||||
# 本地构建时可以传递版本号参数(可选)
|
||||
# args:
|
||||
# VERSION: ${VERSION:-dev}
|
||||
# GIT_TAG: ${GIT_TAG:-}
|
||||
# GITHUB_REPO_URL: https://github.com/WrBug/PolyHermes
|
||||
# 本地构建时可以传递版本号参数(自动使用当前分支名)
|
||||
args:
|
||||
VERSION: ${VERSION:-dev}
|
||||
GIT_TAG: ${GIT_TAG:-${VERSION:-dev}}
|
||||
GITHUB_REPO_URL: ${GITHUB_REPO_URL:-https://github.com/WrBug/PolyHermes}
|
||||
container_name: polyhermes
|
||||
ports:
|
||||
- "${SERVER_PORT:-80}:80"
|
||||
|
||||
@@ -0,0 +1,835 @@
|
||||
# Polymarket 聪明钱分析方案
|
||||
|
||||
## 1. 概述
|
||||
|
||||
聪明钱(Smart Money)分析是指识别和跟踪在 Polymarket 平台上表现优异的交易者,通过分析他们的交易行为、持仓和盈亏表现,来辅助投资决策。
|
||||
|
||||
## 2. 核心分析维度
|
||||
|
||||
### 2.1 交易表现指标
|
||||
|
||||
#### 2.1.1 胜率(Win Rate)
|
||||
- **定义**:盈利交易数 / 总交易数
|
||||
- **计算方式**:
|
||||
- 通过 `getUserActivity` API 获取用户历史交易
|
||||
- 筛选 `type = "TRADE"` 的活动
|
||||
- 计算每笔交易的盈亏(通过买入价和卖出价)
|
||||
- 统计盈利交易数和总交易数
|
||||
|
||||
#### 2.1.2 平均盈亏比(Average PnL Ratio)
|
||||
- **定义**:平均盈利金额 / 平均亏损金额
|
||||
- **计算方式**:
|
||||
- 分别计算盈利交易和亏损交易的平均金额
|
||||
- 计算比值
|
||||
|
||||
#### 2.1.3 总盈亏(Total PnL)
|
||||
- **定义**:所有已实现盈亏的总和
|
||||
- **数据来源**:
|
||||
- 通过 `getPositions` API 获取 `realizedPnl`
|
||||
- 或通过 `getUserActivity` API 计算历史交易的累计盈亏
|
||||
|
||||
#### 2.1.4 未实现盈亏(Unrealized PnL)
|
||||
- **定义**:当前持仓的浮动盈亏
|
||||
- **数据来源**:
|
||||
- 通过 `getPositions` API 获取 `cashPnl`(当前盈亏)
|
||||
- 或通过 `currentValue - initialValue` 计算
|
||||
|
||||
#### 2.1.5 收益率(Return Rate)
|
||||
- **定义**:总盈亏 / 总投入
|
||||
- **计算方式**:
|
||||
- 总投入 = 所有买入交易的总金额
|
||||
- 总盈亏 = 已实现盈亏 + 未实现盈亏
|
||||
- 收益率 = 总盈亏 / 总投入
|
||||
|
||||
### 2.2 交易行为指标
|
||||
|
||||
#### 2.2.1 交易频率(Trading Frequency)
|
||||
- **定义**:单位时间内的交易次数
|
||||
- **计算方式**:
|
||||
- 通过 `getUserActivity` API 获取指定时间范围内的交易数
|
||||
- 计算日均/周均交易次数
|
||||
|
||||
#### 2.2.2 持仓周期(Holding Period)
|
||||
- **定义**:平均持仓时间
|
||||
- **计算方式**:
|
||||
- 跟踪每笔买入和对应的卖出时间
|
||||
- 计算平均持仓天数
|
||||
|
||||
#### 2.2.3 市场偏好(Market Preference)
|
||||
- **定义**:交易者偏好的市场类型
|
||||
- **计算方式**:
|
||||
- 统计交易者在不同分类(sports、crypto)的交易分布
|
||||
- 统计交易者偏好的市场主题
|
||||
|
||||
#### 2.2.4 仓位规模(Position Size)
|
||||
- **定义**:平均单笔交易金额
|
||||
- **计算方式**:
|
||||
- 通过 `getUserActivity` API 获取 `usdcSize`
|
||||
- 计算平均交易金额
|
||||
|
||||
### 2.3 风险指标
|
||||
|
||||
#### 2.3.1 最大回撤(Maximum Drawdown)
|
||||
- **定义**:从峰值到谷值的最大跌幅
|
||||
- **计算方式**:
|
||||
- 跟踪账户价值的时序变化
|
||||
- 计算每个峰值的回撤幅度
|
||||
- 取最大值
|
||||
|
||||
#### 2.3.2 夏普比率(Sharpe Ratio)
|
||||
- **定义**:风险调整后的收益率
|
||||
- **计算方式**:
|
||||
- 收益率标准差 / 平均收益率
|
||||
- 需要足够的历史数据
|
||||
|
||||
#### 2.3.3 胜率稳定性(Win Rate Stability)
|
||||
- **定义**:不同时间段胜率的一致性
|
||||
- **计算方式**:
|
||||
- 按时间段(如每月)计算胜率
|
||||
- 计算胜率的方差或标准差
|
||||
|
||||
## 3. 数据收集方法
|
||||
|
||||
### 3.1 使用 Polymarket Data API
|
||||
|
||||
#### 3.1.1 获取用户仓位
|
||||
```kotlin
|
||||
// 接口:GET /positions
|
||||
// 参数:
|
||||
// - user: 用户钱包地址(必需)
|
||||
// - market: 市场ID(可选)
|
||||
// - limit: 限制数量(可选)
|
||||
// - offset: 偏移量(可选)
|
||||
// - sortBy: 排序字段(可选,如 "currentValue")
|
||||
// - sortDirection: 排序方向(可选,如 "desc")
|
||||
|
||||
val positions = dataApi.getPositions(
|
||||
user = walletAddress,
|
||||
limit = 100,
|
||||
sortBy = "currentValue",
|
||||
sortDirection = "desc"
|
||||
)
|
||||
```
|
||||
|
||||
**返回数据包含**:
|
||||
- `currentValue`: 当前仓位价值
|
||||
- `cashPnl`: 当前盈亏(未实现)
|
||||
- `realizedPnl`: 已实现盈亏
|
||||
- `percentPnl`: 盈亏百分比
|
||||
- `avgPrice`: 平均买入价
|
||||
- `curPrice`: 当前价格
|
||||
|
||||
#### 3.1.2 获取用户活动(交易历史)
|
||||
```kotlin
|
||||
// 接口:GET /activity
|
||||
// 参数:
|
||||
// - user: 用户钱包地址(必需)
|
||||
// - type: 活动类型(可选,如 ["TRADE"])
|
||||
// - side: 交易方向(可选,如 "BUY" 或 "SELL")
|
||||
// - start: 开始时间戳(可选)
|
||||
// - end: 结束时间戳(可选)
|
||||
// - limit: 限制数量(可选)
|
||||
// - offset: 偏移量(可选)
|
||||
|
||||
val activities = dataApi.getUserActivity(
|
||||
user = walletAddress,
|
||||
type = listOf("TRADE"),
|
||||
side = "BUY",
|
||||
start = startTimestamp,
|
||||
end = endTimestamp,
|
||||
limit = 1000
|
||||
)
|
||||
```
|
||||
|
||||
**返回数据包含**:
|
||||
- `type`: 活动类型(TRADE、SPLIT、MERGE、REDEEM等)
|
||||
- `side`: 交易方向(BUY、SELL)
|
||||
- `size`: 交易数量
|
||||
- `usdcSize`: 交易金额(USDC)
|
||||
- `price`: 交易价格
|
||||
- `timestamp`: 交易时间戳
|
||||
- `title`: 市场标题
|
||||
- `slug`: 市场标识
|
||||
|
||||
#### 3.1.3 获取仓位总价值
|
||||
```kotlin
|
||||
// 接口:GET /value
|
||||
// 参数:
|
||||
// - user: 用户钱包地址(必需)
|
||||
// - market: 市场ID列表(可选)
|
||||
|
||||
val totalValue = dataApi.getTotalValue(
|
||||
user = walletAddress,
|
||||
market = listOf("market1", "market2")
|
||||
)
|
||||
```
|
||||
|
||||
### 3.2 使用 Polymarket CLOB API
|
||||
|
||||
#### 3.2.1 获取交易记录
|
||||
```kotlin
|
||||
// 接口:GET /data/trades
|
||||
// 参数:
|
||||
// - maker_address: 交易者地址(可选)
|
||||
// - market: 市场ID(可选)
|
||||
// - before: 之前的时间戳(可选,用于分页)
|
||||
// - after: 之后的时间戳(可选,用于分页)
|
||||
// - next_cursor: 分页游标(可选)
|
||||
|
||||
val trades = clobApi.getTrades(
|
||||
maker_address = walletAddress,
|
||||
market = marketId,
|
||||
after = startTimestamp.toString()
|
||||
)
|
||||
```
|
||||
|
||||
**返回数据包含**:
|
||||
- `id`: 交易ID
|
||||
- `market`: 市场ID
|
||||
- `side`: 交易方向(BUY、SELL)
|
||||
- `price`: 交易价格
|
||||
- `size`: 交易数量
|
||||
- `timestamp`: 交易时间戳
|
||||
- `user`: 交易者地址
|
||||
|
||||
## 4. 聪明钱识别算法
|
||||
|
||||
### 4.1 基础筛选条件
|
||||
|
||||
#### 4.1.1 最低交易次数
|
||||
- **条件**:总交易数 >= 50
|
||||
- **目的**:确保有足够的数据进行统计分析
|
||||
|
||||
#### 4.1.2 最低胜率
|
||||
- **条件**:胜率 >= 55%
|
||||
- **目的**:筛选出表现优于随机交易者
|
||||
|
||||
#### 4.1.3 最低总盈亏
|
||||
- **条件**:总盈亏 >= 1000 USDC
|
||||
- **目的**:筛选出有实际盈利能力的交易者
|
||||
|
||||
#### 4.1.4 最低收益率
|
||||
- **条件**:收益率 >= 20%
|
||||
- **目的**:筛选出有良好回报的交易者
|
||||
|
||||
### 4.2 综合评分算法
|
||||
|
||||
```kotlin
|
||||
// 聪明钱评分算法
|
||||
fun calculateSmartMoneyScore(
|
||||
winRate: Double, // 胜率(0-1)
|
||||
totalPnl: Double, // 总盈亏(USDC)
|
||||
returnRate: Double, // 收益率(0-1)
|
||||
tradeCount: Int, // 交易次数
|
||||
avgPnlRatio: Double // 平均盈亏比
|
||||
): Double {
|
||||
// 权重配置
|
||||
val winRateWeight = 0.3
|
||||
val totalPnlWeight = 0.25
|
||||
val returnRateWeight = 0.25
|
||||
val tradeCountWeight = 0.1
|
||||
val avgPnlRatioWeight = 0.1
|
||||
|
||||
// 归一化处理
|
||||
val normalizedWinRate = winRate * 100 // 转换为百分比
|
||||
val normalizedTotalPnl = min(totalPnl / 10000, 1.0) * 100 // 归一化到0-100
|
||||
val normalizedReturnRate = returnRate * 100 // 转换为百分比
|
||||
val normalizedTradeCount = min(tradeCount / 200, 1.0) * 100 // 归一化到0-100
|
||||
val normalizedAvgPnlRatio = min(avgPnlRatio / 3.0, 1.0) * 100 // 归一化到0-100
|
||||
|
||||
// 加权求和
|
||||
val score = normalizedWinRate * winRateWeight +
|
||||
normalizedTotalPnl * totalPnlWeight +
|
||||
normalizedReturnRate * returnRateWeight +
|
||||
normalizedTradeCount * tradeCountWeight +
|
||||
normalizedAvgPnlRatio * avgPnlRatioWeight
|
||||
|
||||
return score
|
||||
}
|
||||
```
|
||||
|
||||
### 4.3 排名算法
|
||||
|
||||
1. **按综合评分排序**:计算所有候选交易者的综合评分,按降序排列
|
||||
2. **按分类排名**:分别计算 sports 和 crypto 分类的排名
|
||||
3. **按时间段排名**:分别计算最近7天、30天、90天的排名
|
||||
|
||||
## 5. 实时监控方案
|
||||
|
||||
### 5.1 监控目标
|
||||
|
||||
1. **新交易**:监控聪明钱交易者的新买入/卖出交易
|
||||
2. **持仓变化**:监控聪明钱交易者的持仓变化
|
||||
3. **市场关注**:监控聪明钱交易者关注的新市场
|
||||
|
||||
### 5.2 实现方式
|
||||
|
||||
#### 5.2.1 使用 WebSocket(推荐)
|
||||
- 订阅 Polymarket WebSocket 的 User Channel
|
||||
- 监听 `event_type = "trade"` 事件
|
||||
- 过滤出聪明钱交易者的交易
|
||||
|
||||
#### 5.2.2 使用轮询
|
||||
- 定期调用 `getUserActivity` API(如每5分钟)
|
||||
- 比较时间戳,识别新交易
|
||||
- 使用 `after` 参数只获取新数据
|
||||
|
||||
### 5.3 跟单集成
|
||||
|
||||
聪明钱分析可以与现有的跟单系统集成:
|
||||
|
||||
1. **自动添加 Leader**:识别到聪明钱交易者后,自动添加到 Leader 列表
|
||||
2. **智能跟单**:根据聪明钱交易者的表现,动态调整跟单比例
|
||||
3. **风险控制**:根据聪明钱交易者的风险指标,设置跟单限制
|
||||
|
||||
## 6. 实现示例
|
||||
|
||||
### 6.1 聪明钱分析服务
|
||||
|
||||
```kotlin
|
||||
@Service
|
||||
class SmartMoneyAnalysisService(
|
||||
private val retrofitFactory: RetrofitFactory,
|
||||
private val blockchainService: BlockchainService
|
||||
) {
|
||||
private val logger = LoggerFactory.getLogger(SmartMoneyAnalysisService::class.java)
|
||||
private val dataApi = retrofitFactory.createDataApi()
|
||||
|
||||
/**
|
||||
* 分析单个交易者的表现
|
||||
*/
|
||||
suspend fun analyzeTrader(walletAddress: String, days: Int = 90): Result<TraderAnalysis> {
|
||||
return try {
|
||||
val endTime = System.currentTimeMillis()
|
||||
val startTime = endTime - (days * 24 * 60 * 60 * 1000L)
|
||||
|
||||
// 1. 获取交易历史
|
||||
val activitiesResult = getTradeActivities(walletAddress, startTime, endTime)
|
||||
if (activitiesResult.isFailure) {
|
||||
return Result.failure(activitiesResult.exceptionOrNull() ?: Exception("获取交易历史失败"))
|
||||
}
|
||||
val activities = activitiesResult.getOrNull() ?: emptyList()
|
||||
|
||||
// 2. 获取当前仓位
|
||||
val positionsResult = blockchainService.getPositions(walletAddress)
|
||||
val positions = if (positionsResult.isSuccess) {
|
||||
positionsResult.getOrNull() ?: emptyList()
|
||||
} else {
|
||||
emptyList()
|
||||
}
|
||||
|
||||
// 3. 计算指标
|
||||
val metrics = calculateMetrics(activities, positions)
|
||||
|
||||
// 4. 计算综合评分
|
||||
val score = calculateSmartMoneyScore(
|
||||
winRate = metrics.winRate,
|
||||
totalPnl = metrics.totalPnl,
|
||||
returnRate = metrics.returnRate,
|
||||
tradeCount = metrics.tradeCount,
|
||||
avgPnlRatio = metrics.avgPnlRatio
|
||||
)
|
||||
|
||||
Result.success(
|
||||
TraderAnalysis(
|
||||
walletAddress = walletAddress,
|
||||
metrics = metrics,
|
||||
score = score,
|
||||
positions = positions.size,
|
||||
lastTradeTime = activities.maxByOrNull { it.timestamp }?.timestamp
|
||||
)
|
||||
)
|
||||
} catch (e: Exception) {
|
||||
logger.error("分析交易者失败: ${e.message}", e)
|
||||
Result.failure(e)
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 获取交易活动
|
||||
*/
|
||||
private suspend fun getTradeActivities(
|
||||
walletAddress: String,
|
||||
startTime: Long,
|
||||
endTime: Long
|
||||
): Result<List<UserActivityResponse>> {
|
||||
return try {
|
||||
val response = dataApi.getUserActivity(
|
||||
user = walletAddress,
|
||||
type = listOf("TRADE"),
|
||||
start = startTime,
|
||||
end = endTime,
|
||||
limit = 1000,
|
||||
sortBy = "timestamp",
|
||||
sortDirection = "desc"
|
||||
)
|
||||
|
||||
if (response.isSuccessful && response.body() != null) {
|
||||
Result.success(response.body()!!)
|
||||
} else {
|
||||
Result.failure(Exception("获取交易活动失败: ${response.code()} ${response.message()}"))
|
||||
}
|
||||
} catch (e: Exception) {
|
||||
logger.error("获取交易活动异常: ${e.message}", e)
|
||||
Result.failure(e)
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 计算交易指标
|
||||
*/
|
||||
private fun calculateMetrics(
|
||||
activities: List<UserActivityResponse>,
|
||||
positions: List<PositionResponse>
|
||||
): TraderMetrics {
|
||||
// 分离买入和卖出交易
|
||||
val buyTrades = activities.filter { it.side == "BUY" }
|
||||
val sellTrades = activities.filter { it.side == "SELL" }
|
||||
|
||||
// 计算总交易数
|
||||
val tradeCount = activities.size
|
||||
|
||||
// 计算总投入(买入金额总和)
|
||||
val totalInvested = buyTrades.sumOf { it.usdcSize ?: 0.0 }
|
||||
|
||||
// 计算已实现盈亏(从仓位数据)
|
||||
val realizedPnl = positions.sumOf { it.realizedPnl ?: 0.0 }
|
||||
|
||||
// 计算未实现盈亏(从仓位数据)
|
||||
val unrealizedPnl = positions.sumOf { it.cashPnl ?: 0.0 }
|
||||
|
||||
// 计算总盈亏
|
||||
val totalPnl = realizedPnl + unrealizedPnl
|
||||
|
||||
// 计算收益率
|
||||
val returnRate = if (totalInvested > 0) {
|
||||
totalPnl / totalInvested
|
||||
} else {
|
||||
0.0
|
||||
}
|
||||
|
||||
// 计算胜率(需要匹配买入和卖出交易)
|
||||
val winRate = calculateWinRate(buyTrades, sellTrades)
|
||||
|
||||
// 计算平均盈亏比
|
||||
val avgPnlRatio = calculateAvgPnlRatio(buyTrades, sellTrades)
|
||||
|
||||
return TraderMetrics(
|
||||
tradeCount = tradeCount,
|
||||
totalInvested = totalInvested,
|
||||
totalPnl = totalPnl,
|
||||
realizedPnl = realizedPnl,
|
||||
unrealizedPnl = unrealizedPnl,
|
||||
returnRate = returnRate,
|
||||
winRate = winRate,
|
||||
avgPnlRatio = avgPnlRatio
|
||||
)
|
||||
}
|
||||
|
||||
/**
|
||||
* 计算胜率
|
||||
* 通过匹配买入和卖出交易来计算
|
||||
*/
|
||||
private fun calculateWinRate(
|
||||
buyTrades: List<UserActivityResponse>,
|
||||
sellTrades: List<UserActivityResponse>
|
||||
): Double {
|
||||
// 按市场分组买入和卖出交易
|
||||
val buyByMarket = buyTrades.groupBy { it.conditionId }
|
||||
val sellByMarket = sellTrades.groupBy { it.conditionId }
|
||||
|
||||
var winCount = 0
|
||||
var totalCount = 0
|
||||
|
||||
// 遍历每个市场
|
||||
buyByMarket.forEach { (marketId, buys) ->
|
||||
val sells = sellByMarket[marketId] ?: emptyList()
|
||||
|
||||
// 简单匹配:按时间顺序匹配买入和卖出
|
||||
// 实际应该使用更精确的匹配算法(如 FIFO)
|
||||
var buyIndex = 0
|
||||
var sellIndex = 0
|
||||
|
||||
while (buyIndex < buys.size && sellIndex < sells.size) {
|
||||
val buy = buys[buyIndex]
|
||||
val sell = sells[sellIndex]
|
||||
|
||||
// 计算盈亏
|
||||
val buyPrice = buy.price ?: 0.0
|
||||
val sellPrice = sell.price ?: 0.0
|
||||
val pnl = (sellPrice - buyPrice) * (buy.size ?: 0.0)
|
||||
|
||||
if (pnl > 0) {
|
||||
winCount++
|
||||
}
|
||||
totalCount++
|
||||
|
||||
buyIndex++
|
||||
sellIndex++
|
||||
}
|
||||
}
|
||||
|
||||
return if (totalCount > 0) {
|
||||
winCount.toDouble() / totalCount
|
||||
} else {
|
||||
0.0
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 计算平均盈亏比
|
||||
*/
|
||||
private fun calculateAvgPnlRatio(
|
||||
buyTrades: List<UserActivityResponse>,
|
||||
sellTrades: List<UserActivityResponse>
|
||||
): Double {
|
||||
// 类似胜率计算,分别计算盈利和亏损的平均金额
|
||||
val buyByMarket = buyTrades.groupBy { it.conditionId }
|
||||
val sellByMarket = sellTrades.groupBy { it.conditionId }
|
||||
|
||||
val profits = mutableListOf<Double>()
|
||||
val losses = mutableListOf<Double>()
|
||||
|
||||
buyByMarket.forEach { (marketId, buys) ->
|
||||
val sells = sellByMarket[marketId] ?: emptyList()
|
||||
|
||||
var buyIndex = 0
|
||||
var sellIndex = 0
|
||||
|
||||
while (buyIndex < buys.size && sellIndex < sells.size) {
|
||||
val buy = buys[buyIndex]
|
||||
val sell = sells[sellIndex]
|
||||
|
||||
val buyPrice = buy.price ?: 0.0
|
||||
val sellPrice = sell.price ?: 0.0
|
||||
val pnl = (sellPrice - buyPrice) * (buy.size ?: 0.0)
|
||||
|
||||
if (pnl > 0) {
|
||||
profits.add(pnl)
|
||||
} else if (pnl < 0) {
|
||||
losses.add(-pnl)
|
||||
}
|
||||
|
||||
buyIndex++
|
||||
sellIndex++
|
||||
}
|
||||
}
|
||||
|
||||
val avgProfit = if (profits.isNotEmpty()) {
|
||||
profits.average()
|
||||
} else {
|
||||
0.0
|
||||
}
|
||||
|
||||
val avgLoss = if (losses.isNotEmpty()) {
|
||||
losses.average()
|
||||
} else {
|
||||
0.0
|
||||
}
|
||||
|
||||
return if (avgLoss > 0) {
|
||||
avgProfit / avgLoss
|
||||
} else {
|
||||
if (avgProfit > 0) Double.MAX_VALUE else 0.0
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 计算聪明钱评分
|
||||
*/
|
||||
private fun calculateSmartMoneyScore(
|
||||
winRate: Double,
|
||||
totalPnl: Double,
|
||||
returnRate: Double,
|
||||
tradeCount: Int,
|
||||
avgPnlRatio: Double
|
||||
): Double {
|
||||
val winRateWeight = 0.3
|
||||
val totalPnlWeight = 0.25
|
||||
val returnRateWeight = 0.25
|
||||
val tradeCountWeight = 0.1
|
||||
val avgPnlRatioWeight = 0.1
|
||||
|
||||
val normalizedWinRate = winRate * 100
|
||||
val normalizedTotalPnl = min(totalPnl / 10000, 1.0) * 100
|
||||
val normalizedReturnRate = returnRate * 100
|
||||
val normalizedTradeCount = min(tradeCount / 200.0, 1.0) * 100
|
||||
val normalizedAvgPnlRatio = min(avgPnlRatio / 3.0, 1.0) * 100
|
||||
|
||||
val score = normalizedWinRate * winRateWeight +
|
||||
normalizedTotalPnl * totalPnlWeight +
|
||||
normalizedReturnRate * returnRateWeight +
|
||||
normalizedTradeCount * tradeCountWeight +
|
||||
normalizedAvgPnlRatio * avgPnlRatioWeight
|
||||
|
||||
return score
|
||||
}
|
||||
|
||||
/**
|
||||
* 批量分析交易者
|
||||
*/
|
||||
suspend fun analyzeTraders(
|
||||
walletAddresses: List<String>,
|
||||
days: Int = 90
|
||||
): Result<List<TraderAnalysis>> {
|
||||
return try {
|
||||
val analyses = walletAddresses.mapNotNull { address ->
|
||||
analyzeTrader(address, days).getOrNull()
|
||||
}
|
||||
Result.success(analyses.sortedByDescending { it.score })
|
||||
} catch (e: Exception) {
|
||||
logger.error("批量分析交易者失败: ${e.message}", e)
|
||||
Result.failure(e)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 交易者分析结果
|
||||
*/
|
||||
data class TraderAnalysis(
|
||||
val walletAddress: String,
|
||||
val metrics: TraderMetrics,
|
||||
val score: Double,
|
||||
val positions: Int,
|
||||
val lastTradeTime: Long?
|
||||
)
|
||||
|
||||
/**
|
||||
* 交易者指标
|
||||
*/
|
||||
data class TraderMetrics(
|
||||
val tradeCount: Int,
|
||||
val totalInvested: Double,
|
||||
val totalPnl: Double,
|
||||
val realizedPnl: Double,
|
||||
val unrealizedPnl: Double,
|
||||
val returnRate: Double,
|
||||
val winRate: Double,
|
||||
val avgPnlRatio: Double
|
||||
)
|
||||
```
|
||||
|
||||
### 6.2 聪明钱排名服务
|
||||
|
||||
```kotlin
|
||||
@Service
|
||||
class SmartMoneyRankingService(
|
||||
private val smartMoneyAnalysisService: SmartMoneyAnalysisService
|
||||
) {
|
||||
private val logger = LoggerFactory.getLogger(SmartMoneyRankingService::class.java)
|
||||
|
||||
/**
|
||||
* 获取聪明钱排名
|
||||
*/
|
||||
suspend fun getRankings(
|
||||
category: String? = null, // sports 或 crypto
|
||||
days: Int = 90,
|
||||
limit: Int = 100
|
||||
): Result<List<TraderRanking>> {
|
||||
return try {
|
||||
// 1. 获取候选交易者列表
|
||||
// 这里需要从某个数据源获取(如数据库、API等)
|
||||
val candidates = getCandidateTraders(category)
|
||||
|
||||
// 2. 批量分析交易者
|
||||
val analysesResult = smartMoneyAnalysisService.analyzeTraders(candidates, days)
|
||||
if (analysesResult.isFailure) {
|
||||
return Result.failure(analysesResult.exceptionOrNull() ?: Exception("分析失败"))
|
||||
}
|
||||
val analyses = analysesResult.getOrNull() ?: emptyList()
|
||||
|
||||
// 3. 筛选和排序
|
||||
val rankings = analyses
|
||||
.filter { it.metrics.tradeCount >= 50 } // 最低交易次数
|
||||
.filter { it.metrics.winRate >= 0.55 } // 最低胜率
|
||||
.filter { it.metrics.totalPnl >= 1000 } // 最低总盈亏
|
||||
.sortedByDescending { it.score }
|
||||
.take(limit)
|
||||
.mapIndexed { index, analysis ->
|
||||
TraderRanking(
|
||||
rank = index + 1,
|
||||
walletAddress = analysis.walletAddress,
|
||||
score = analysis.score,
|
||||
metrics = analysis.metrics,
|
||||
positions = analysis.positions,
|
||||
lastTradeTime = analysis.lastTradeTime
|
||||
)
|
||||
}
|
||||
|
||||
Result.success(rankings)
|
||||
} catch (e: Exception) {
|
||||
logger.error("获取排名失败: ${e.message}", e)
|
||||
Result.failure(e)
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 获取候选交易者列表
|
||||
* 这里需要实现具体的获取逻辑(如从数据库、API等)
|
||||
*/
|
||||
private suspend fun getCandidateTraders(category: String?): List<String> {
|
||||
// TODO: 实现获取候选交易者的逻辑
|
||||
// 可以从以下来源获取:
|
||||
// 1. 数据库中的 Leader 列表
|
||||
// 2. Polymarket 的公开数据
|
||||
// 3. 用户提交的交易者地址
|
||||
return emptyList()
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 交易者排名
|
||||
*/
|
||||
data class TraderRanking(
|
||||
val rank: Int,
|
||||
val walletAddress: String,
|
||||
val score: Double,
|
||||
val metrics: TraderMetrics,
|
||||
val positions: Int,
|
||||
val lastTradeTime: Long?
|
||||
)
|
||||
```
|
||||
|
||||
## 7. 数据存储建议
|
||||
|
||||
### 7.1 数据库表设计
|
||||
|
||||
```sql
|
||||
-- 聪明钱交易者表
|
||||
CREATE TABLE smart_money_traders (
|
||||
id BIGINT AUTO_INCREMENT PRIMARY KEY,
|
||||
wallet_address VARCHAR(42) NOT NULL UNIQUE,
|
||||
score DOUBLE NOT NULL,
|
||||
win_rate DOUBLE NOT NULL,
|
||||
total_pnl DECIMAL(20, 8) NOT NULL,
|
||||
return_rate DOUBLE NOT NULL,
|
||||
trade_count INT NOT NULL,
|
||||
category VARCHAR(20), -- sports 或 crypto
|
||||
last_analysis_time BIGINT NOT NULL,
|
||||
created_at BIGINT NOT NULL,
|
||||
updated_at BIGINT NOT NULL,
|
||||
INDEX idx_score (score DESC),
|
||||
INDEX idx_category (category),
|
||||
INDEX idx_last_analysis_time (last_analysis_time)
|
||||
);
|
||||
|
||||
-- 交易者历史指标表(用于追踪指标变化)
|
||||
CREATE TABLE trader_metrics_history (
|
||||
id BIGINT AUTO_INCREMENT PRIMARY KEY,
|
||||
wallet_address VARCHAR(42) NOT NULL,
|
||||
win_rate DOUBLE NOT NULL,
|
||||
total_pnl DECIMAL(20, 8) NOT NULL,
|
||||
return_rate DOUBLE NOT NULL,
|
||||
trade_count INT NOT NULL,
|
||||
recorded_at BIGINT NOT NULL,
|
||||
INDEX idx_wallet_address (wallet_address),
|
||||
INDEX idx_recorded_at (recorded_at)
|
||||
);
|
||||
```
|
||||
|
||||
### 7.2 缓存策略
|
||||
|
||||
- **Redis 缓存**:缓存聪明钱排名列表,减少数据库查询
|
||||
- **缓存过期时间**:建议 1 小时
|
||||
- **缓存键**:`smart_money:rankings:{category}:{days}`
|
||||
|
||||
## 8. API 接口设计
|
||||
|
||||
### 8.1 获取聪明钱排名
|
||||
|
||||
```kotlin
|
||||
@PostMapping("/smart-money/rankings")
|
||||
fun getRankings(@RequestBody request: SmartMoneyRankingsRequest): ResponseEntity<ApiResponse<SmartMoneyRankingsResponse>> {
|
||||
// 实现逻辑
|
||||
}
|
||||
```
|
||||
|
||||
**请求参数**:
|
||||
```json
|
||||
{
|
||||
"category": "sports", // 可选:sports 或 crypto
|
||||
"days": 90, // 可选:分析时间范围(天)
|
||||
"limit": 100, // 可选:返回数量
|
||||
"minScore": 50 // 可选:最低评分
|
||||
}
|
||||
```
|
||||
|
||||
**响应数据**:
|
||||
```json
|
||||
{
|
||||
"code": 0,
|
||||
"data": {
|
||||
"rankings": [
|
||||
{
|
||||
"rank": 1,
|
||||
"walletAddress": "0x...",
|
||||
"score": 85.5,
|
||||
"metrics": {
|
||||
"tradeCount": 150,
|
||||
"winRate": 0.65,
|
||||
"totalPnl": 5000.0,
|
||||
"returnRate": 0.35,
|
||||
"avgPnlRatio": 2.5
|
||||
},
|
||||
"positions": 10,
|
||||
"lastTradeTime": 1234567890
|
||||
}
|
||||
],
|
||||
"total": 100
|
||||
},
|
||||
"msg": ""
|
||||
}
|
||||
```
|
||||
|
||||
### 8.2 分析单个交易者
|
||||
|
||||
```kotlin
|
||||
@PostMapping("/smart-money/analyze")
|
||||
fun analyzeTrader(@RequestBody request: SmartMoneyAnalyzeRequest): ResponseEntity<ApiResponse<TraderAnalysisDto>> {
|
||||
// 实现逻辑
|
||||
}
|
||||
```
|
||||
|
||||
**请求参数**:
|
||||
```json
|
||||
{
|
||||
"walletAddress": "0x...",
|
||||
"days": 90
|
||||
}
|
||||
```
|
||||
|
||||
## 9. 注意事项
|
||||
|
||||
### 9.1 API 限制
|
||||
|
||||
- **Data API 速率限制**:注意 API 调用频率,避免触发限流
|
||||
- **数据延迟**:Data API 的数据可能有延迟,不是实时的
|
||||
- **数据完整性**:某些历史数据可能不完整,需要处理缺失数据
|
||||
|
||||
### 9.2 计算精度
|
||||
|
||||
- **价格精度**:Polymarket 使用 0.01-0.99 的价格范围,注意精度问题
|
||||
- **金额精度**:使用 `BigDecimal` 进行金额计算,避免浮点数误差
|
||||
- **时间精度**:注意时间戳的精度(毫秒 vs 秒)
|
||||
|
||||
### 9.3 性能优化
|
||||
|
||||
- **批量查询**:尽量批量查询多个交易者的数据
|
||||
- **缓存策略**:缓存分析结果,避免重复计算
|
||||
- **异步处理**:使用异步任务处理大量数据分析
|
||||
|
||||
### 9.4 数据质量
|
||||
|
||||
- **数据验证**:验证 API 返回的数据完整性
|
||||
- **异常处理**:处理 API 调用失败的情况
|
||||
- **数据清洗**:清洗异常数据(如价格为 0、数量为负数等)
|
||||
|
||||
## 10. 后续优化方向
|
||||
|
||||
1. **机器学习模型**:使用机器学习模型预测交易者未来表现
|
||||
2. **实时监控**:集成 WebSocket 实现实时监控聪明钱交易
|
||||
3. **跟单推荐**:根据聪明钱分析结果,推荐适合跟单的交易者
|
||||
4. **风险预警**:监控聪明钱交易者的风险指标,及时预警
|
||||
5. **多维度分析**:增加更多分析维度(如市场类型、时间分布等)
|
||||
|
||||
@@ -399,10 +399,10 @@ const PositionList: React.FC = () => {
|
||||
})
|
||||
if (response.data.code === 0 && response.data.data) {
|
||||
setMarketPrice(response.data.data)
|
||||
// 默认使用最优买价作为限价
|
||||
if (response.data.data.bestBid) {
|
||||
setLimitPrice(response.data.data.bestBid)
|
||||
form.setFieldsValue({ limitPrice: response.data.data.bestBid })
|
||||
// 默认使用当前价格作为限价
|
||||
if (response.data.data.currentPrice) {
|
||||
setLimitPrice(response.data.data.currentPrice)
|
||||
form.setFieldsValue({ limitPrice: response.data.data.currentPrice })
|
||||
}
|
||||
}
|
||||
} catch (error: any) {
|
||||
@@ -449,12 +449,10 @@ const PositionList: React.FC = () => {
|
||||
}
|
||||
|
||||
// 获取当前卖出价格(市价或限价)
|
||||
// 卖出操作应该使用 bestBid(最优买价),因为你要卖给愿意买入的人
|
||||
const getCurrentSellPrice = (): string => {
|
||||
if (orderType === 'MARKET') {
|
||||
// 市价订单(卖出):优先使用最优买价(bestBid),因为卖出是卖给买单
|
||||
// 如果没有 bestBid,则使用当前价格,最后使用最新成交价
|
||||
return marketPrice?.bestBid || selectedPosition?.currentPrice || marketPrice?.lastPrice || '0'
|
||||
// 市价订单(卖出):使用当前价格
|
||||
return marketPrice?.currentPrice || selectedPosition?.currentPrice || '0'
|
||||
}
|
||||
return limitPrice || '0'
|
||||
}
|
||||
@@ -1377,7 +1375,7 @@ const PositionList: React.FC = () => {
|
||||
// 切换订单类型时重新计算收益
|
||||
if (sellQuantity) {
|
||||
const price = e.target.value === 'MARKET'
|
||||
? (marketPrice?.bestBid || selectedPosition?.currentPrice || marketPrice?.lastPrice || '0')
|
||||
? (marketPrice?.currentPrice || selectedPosition?.currentPrice || '0')
|
||||
: limitPrice || '0'
|
||||
calculatePnl(sellQuantity, price)
|
||||
}
|
||||
@@ -1457,9 +1455,9 @@ const PositionList: React.FC = () => {
|
||||
}}
|
||||
placeholder="请输入限价价格"
|
||||
/>
|
||||
{marketPrice?.bestBid && (
|
||||
{marketPrice?.currentPrice && (
|
||||
<div style={{ marginTop: '4px', fontSize: '12px', color: '#999' }}>
|
||||
参考价格(最优买价,卖出参考): {formatNumber(marketPrice.bestBid, 4)}
|
||||
参考价格(卖出参考): {formatNumber(marketPrice.currentPrice, 4)}
|
||||
</div>
|
||||
)}
|
||||
</Form.Item>
|
||||
@@ -1469,21 +1467,14 @@ const PositionList: React.FC = () => {
|
||||
<div style={{ marginBottom: '16px', padding: '12px', background: '#f0f7ff', borderRadius: '8px' }}>
|
||||
<div style={{ fontSize: '12px', color: '#666', marginBottom: '4px' }}>市价参考(卖出)</div>
|
||||
<div style={{ fontSize: '14px' }}>
|
||||
{marketPrice?.bestBid ? (
|
||||
<>最优买价(卖出参考): <span style={{ fontWeight: '500' }}>{formatNumber(marketPrice.bestBid, 4)}</span></>
|
||||
{marketPrice?.currentPrice ? (
|
||||
<>当前价格: <span style={{ fontWeight: '500' }}>{formatNumber(marketPrice.currentPrice, 4)}</span></>
|
||||
) : selectedPosition?.currentPrice ? (
|
||||
<>当前价格: <span style={{ fontWeight: '500' }}>{formatNumber(selectedPosition.currentPrice, 4)}</span></>
|
||||
) : marketPrice?.lastPrice ? (
|
||||
<>最新成交价: <span style={{ fontWeight: '500' }}>{formatNumber(marketPrice.lastPrice, 4)}</span></>
|
||||
) : (
|
||||
<span style={{ color: '#999' }}>暂无价格数据</span>
|
||||
)}
|
||||
</div>
|
||||
{marketPrice?.bestAsk && (
|
||||
<div style={{ fontSize: '12px', color: '#999', marginTop: '4px' }}>
|
||||
最优卖价(买入参考): {formatNumber(marketPrice.bestAsk, 4)}
|
||||
</div>
|
||||
)}
|
||||
</div>
|
||||
)}
|
||||
|
||||
|
||||
@@ -434,14 +434,11 @@ export interface MarketPriceRequest {
|
||||
}
|
||||
|
||||
/**
|
||||
* 市场价格响应
|
||||
* 市场当前价格响应
|
||||
*/
|
||||
export interface MarketPriceResponse {
|
||||
marketId: string
|
||||
lastPrice?: string
|
||||
bestBid?: string
|
||||
bestAsk?: string
|
||||
midpoint?: string
|
||||
currentPrice: string
|
||||
}
|
||||
|
||||
/**
|
||||
|
||||
Reference in New Issue
Block a user