feat: 手续费改为逐笔USD累算 + Vite React前端 + system_orders表 + README
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jackyu66git
@@ -520,7 +520,7 @@ func (t *Trader) checkExit(pos *ArbPosition, bgP, hlP, diffPct float64, notifier
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longPnl := (longCurrent - longAvg) / longAvg * 100
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shortPnl := (shortAvg - shortCurrent) / shortAvg * 100
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totalFees := 2 * (takerFees[ExBitget] + takerFees[ExHyperLiquid]) // 开仓 + 平仓手续费
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totalFees := float64(2+pos.ScaleLevels) * (takerFees[ExBitget] + takerFees[ExHyperLiquid]) // 开仓(含加仓) + 平仓手续费
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netPnl := longPnl + shortPnl - totalFees
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elapsed := time.Since(pos.StartedAt)
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@@ -905,15 +905,35 @@ func (t *Trader) GetClosedTrades() []TradeRecord {
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return r
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}
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// persistTrade saves a completed trade to SQLite.
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// persistTrade saves a completed trade to SQLite, with per-leg orders and system_orders.
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func (t *Trader) persistTrade(pos *ArbPosition, exitSpread float64, convergence, exitReason string, netPnl, longPnl, shortPnl, totalFees float64) {
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var entrySpread, fe float64
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var entrySpread float64
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if pos.LongLeg != nil {
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entrySpread = pos.EntrySpread
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}
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fe = totalFees / 2 // split into entry/exit halves
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now := time.Now()
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tradeUnit := t.cfg.TradeAmountUSD
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// Pre-calculate all fees BEFORE saving the trade
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totalFeeEntryUSD := 0.0
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for range pos.LongEntryPrices {
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totalFeeEntryUSD += tradeUnit * takerFees[pos.LongLeg.Exchange] / 100
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}
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for range pos.ShortEntryPrices {
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totalFeeEntryUSD += tradeUnit * takerFees[pos.ShortLeg.Exchange] / 100
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}
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totalLongShares := 0.0
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for _, p := range pos.LongEntryPrices {
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totalLongShares += tradeUnit / p
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}
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totalShortShares := 0.0
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for _, p := range pos.ShortEntryPrices {
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totalShortShares += tradeUnit / p
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}
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totalFeeExitUSD := totalLongShares*pos.LongLeg.ExitPrice*takerFees[pos.LongLeg.Exchange]/100 +
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totalShortShares*pos.ShortLeg.ExitPrice*takerFees[pos.ShortLeg.Exchange]/100
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dbTrade := &db.TradeRecord{
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Coin: pos.Coin,
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Direction: pos.Direction,
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@@ -928,8 +948,8 @@ func (t *Trader) persistTrade(pos *ArbPosition, exitSpread float64, convergence,
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ShortExit: &pos.ShortLeg.ExitPrice,
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LongPnl: &longPnl,
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ShortPnl: &shortPnl,
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FeeEntry: &fe,
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FeeExit: &fe,
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FeeEntry: &totalFeeEntryUSD,
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FeeExit: &totalFeeExitUSD,
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NetPnl: &netPnl,
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AmountUSD: pos.AmountUSD,
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ScaleCount: pos.ScaleLevels,
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@@ -938,8 +958,145 @@ func (t *Trader) persistTrade(pos *ArbPosition, exitSpread float64, convergence,
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OpenedAt: pos.StartedAt,
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ClosedAt: &now,
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}
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if _, err := t.db.SaveTrade(dbTrade); err != nil {
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tradeID, err := t.db.SaveTrade(dbTrade)
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if err != nil {
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log.Printf("[Trader] Failed to save trade to DB: %v", err)
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return
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}
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// Save per-leg order records
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// Long leg: entry (buy), scales (buy), exit (sell)
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status := "filled"
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var longEntryOrderIDs []int64
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for i, p := range pos.LongEntryPrices {
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shares := tradeUnit / p
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orderType := "entry"
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if i > 0 {
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orderType = "scale"
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}
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fee := tradeUnit * takerFees[pos.LongLeg.Exchange] / 100
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oid, oErr := t.db.SaveOrder(&db.OrderRecord{
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TradeID: tradeID,
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Leg: "long",
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Type: orderType,
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Exchange: pos.LongLeg.Exchange,
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Side: "buy",
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Price: &p,
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Size: &shares,
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Fee: &fee,
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Status: &status,
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CreatedAt: pos.StartedAt,
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})
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if oErr != nil {
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log.Printf("[Trader] Failed to save long entry order: %v", oErr)
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} else {
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longEntryOrderIDs = append(longEntryOrderIDs, oid)
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}
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}
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// Long exit (sell)
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longExitShares := totalLongShares
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longExitFee := totalLongShares * pos.LongLeg.ExitPrice * takerFees[pos.LongLeg.Exchange] / 100
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status = "filled"
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var longExitOrderID int64
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if oid, oErr := t.db.SaveOrder(&db.OrderRecord{
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TradeID: tradeID,
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Leg: "long",
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Type: "exit",
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Exchange: pos.LongLeg.Exchange,
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Side: "sell",
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Price: &pos.LongLeg.ExitPrice,
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Size: &longExitShares,
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Fee: &longExitFee,
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Status: &status,
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CreatedAt: now,
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}); oErr != nil {
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log.Printf("[Trader] Failed to save long exit order: %v", oErr)
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} else {
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longExitOrderID = oid
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}
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// Short leg: entry (sell), scales (sell), exit (buy)
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var shortEntryOrderIDs []int64
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for i, p := range pos.ShortEntryPrices {
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shares := tradeUnit / p
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orderType := "entry"
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if i > 0 {
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orderType = "scale"
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}
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fee := tradeUnit * takerFees[pos.ShortLeg.Exchange] / 100
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oid, oErr := t.db.SaveOrder(&db.OrderRecord{
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TradeID: tradeID,
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Leg: "short",
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Type: orderType,
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Exchange: pos.ShortLeg.Exchange,
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Side: "sell",
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Price: &p,
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Size: &shares,
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Fee: &fee,
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Status: &status,
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CreatedAt: pos.StartedAt,
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})
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if oErr != nil {
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log.Printf("[Trader] Failed to save short entry order: %v", oErr)
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} else {
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shortEntryOrderIDs = append(shortEntryOrderIDs, oid)
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}
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}
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// Short exit (buy)
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shortExitShares := totalShortShares
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shortExitFee := totalShortShares * pos.ShortLeg.ExitPrice * takerFees[pos.ShortLeg.Exchange] / 100
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var shortExitOrderID int64
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if oid, oErr := t.db.SaveOrder(&db.OrderRecord{
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TradeID: tradeID,
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Leg: "short",
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Type: "exit",
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Exchange: pos.ShortLeg.Exchange,
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Side: "buy",
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Price: &pos.ShortLeg.ExitPrice,
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Size: &shortExitShares,
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Fee: &shortExitFee,
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Status: &status,
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CreatedAt: now,
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}); oErr != nil {
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log.Printf("[Trader] Failed to save short exit order: %v", oErr)
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} else {
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shortExitOrderID = oid
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}
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// Save system orders linking long+short legs
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es := pos.EntrySpread
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for i := 0; i < len(longEntryOrderIDs) && i < len(shortEntryOrderIDs); i++ {
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sysType := "entry"
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if i > 0 {
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sysType = "scale"
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}
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if _, sErr := t.db.SaveSystemOrder(&db.SystemOrderRecord{
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TradeID: tradeID,
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Type: sysType,
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Status: "filled",
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Spread: &es,
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LongPrice: &pos.LongEntryPrices[i],
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ShortPrice: &pos.ShortEntryPrices[i],
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LongOrderID: &longEntryOrderIDs[i],
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ShortOrderID: &shortEntryOrderIDs[i],
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CreatedAt: pos.StartedAt,
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}); sErr != nil {
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log.Printf("[Trader] Failed to save entry system order: %v", sErr)
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}
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}
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// Exit system order
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if _, sErr := t.db.SaveSystemOrder(&db.SystemOrderRecord{
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TradeID: tradeID,
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Type: "exit",
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Status: "filled",
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Spread: &exitSpread,
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LongPrice: &pos.LongLeg.ExitPrice,
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ShortPrice: &pos.ShortLeg.ExitPrice,
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LongOrderID: &longExitOrderID,
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ShortOrderID: &shortExitOrderID,
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CreatedAt: now,
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}); sErr != nil {
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log.Printf("[Trader] Failed to save exit system order: %v", sErr)
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}
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}
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@@ -1004,7 +1161,7 @@ func (t *Trader) blacklistCoin(pos *ArbPosition, bgP, hlP, diffPct float64, noti
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shortAvg := weightedAvgPrice(pos.ShortEntryPrices, t.cfg.TradeAmountUSD)
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longPnl := (longCurrent - longAvg) / longAvg * 100
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shortPnl := (shortAvg - shortCurrent) / shortAvg * 100
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totalFees := 2 * (takerFees[ExBitget] + takerFees[ExHyperLiquid])
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totalFees := float64(2+pos.ScaleLevels) * (takerFees[ExBitget] + takerFees[ExHyperLiquid])
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netPnl := longPnl + shortPnl - totalFees
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pos.ExitDiffPct = diffPct
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@@ -1074,4 +1231,4 @@ func (t *Trader) RemoveBlacklist(coin string) {
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defer t.mu.Unlock()
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delete(t.blacklist, coin)
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log.Printf("[Trader] ✅ %s: Removed from blacklist", coin)
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}
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}
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