fix: 手动平仓持久化PnL到DB
ClosePosition/CloseAllPositions 之前只调 closeBothLegs 关交易所仓位 后直接 delete(t.positions)，没有写DB/记PnL/入 closedTrades， 重启后交易数据丢失。 - 新增 finalizeClosedPosition() 共享方法： 统一处理 PnL计算、exchangeFunds更新、DB持久化(exit orders + UpdateTradeStatus)、closedTrades追加、SSE推事件 - ClosePosition/CloseAllPositions 改用该方法 - 手动平仓用入场均价的出场价格，PnL=0， 原因标记为'手动平仓'/'全部平仓' - 同时增加 closeBothLegs 失败的处理（之前直接忽略）
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jackyu66git
@@ -348,13 +348,23 @@ func (t *Trader) ClosePosition(coin string) error {
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if pos.Status != "open" && pos.Status != "close_failed" {
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return fmt.Errorf("position %s is in status %s, cannot close", coin, pos.Status)
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}
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t.closeBothLegs(pos)
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pos.Status = "closed"
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pos.ExitedAt = time.Now()
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t.mu.Lock()
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delete(t.positions, coin)
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t.mu.Unlock()
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log.Printf("[Trader] Manually closed %s %s", coin, pos.Direction)
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elapsed := time.Since(pos.StartedAt)
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closeErr := t.closeBothLegs(pos)
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if closeErr != "" {
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pos.Status = "close_failed"
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pos.ExitedAt = time.Now()
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pos.ErrorLog = closeErr
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log.Printf("[Trader] ❌ Manual close %s failed: %s", coin, closeErr)
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return fmt.Errorf("close failed: %s", closeErr)
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}
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// Use entry prices as exit price estimate (manual close — no live price snapshot)
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longAvg := weightedAvgPrice(pos.LongEntryPrices, t.cfg.TradeAmountUSD)
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shortAvg := weightedAvgPrice(pos.ShortEntryPrices, t.cfg.TradeAmountUSD)
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t.finalizeClosedPosition(pos, longAvg, shortAvg, 0, 0, 0, 0, 0, longAvg, shortAvg, "手动", "手动平仓", elapsed)
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log.Printf("[Trader] Manually closed %s %s — persisted to DB", coin, pos.Direction)
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return nil
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}
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@@ -369,13 +379,19 @@ func (t *Trader) CloseAllPositions() int {
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count := 0
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for _, pos := range positions {
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if pos.Status == "open" || pos.Status == "close_failed" {
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t.closeBothLegs(pos)
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pos.Status = "closed"
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pos.ExitedAt = time.Now()
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t.mu.Lock()
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delete(t.positions, pos.Coin)
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t.mu.Unlock()
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log.Printf("[Trader] Force-closed %s %s", pos.Coin, pos.Direction)
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elapsed := time.Since(pos.StartedAt)
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closeErr := t.closeBothLegs(pos)
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if closeErr != "" {
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pos.Status = "close_failed"
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pos.ExitedAt = time.Now()
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pos.ErrorLog = closeErr
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log.Printf("[Trader] ❌ Force-close %s failed: %s", pos.Coin, closeErr)
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continue
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}
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longAvg := weightedAvgPrice(pos.LongEntryPrices, t.cfg.TradeAmountUSD)
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shortAvg := weightedAvgPrice(pos.ShortEntryPrices, t.cfg.TradeAmountUSD)
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t.finalizeClosedPosition(pos, longAvg, shortAvg, 0, 0, 0, 0, 0, longAvg, shortAvg, "手动", "全部平仓", elapsed)
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log.Printf("[Trader] Force-closed %s %s — persisted to DB", pos.Coin, pos.Direction)
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count++
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}
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}
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@@ -1163,6 +1179,165 @@ func (t *Trader) placeOrder(leg *PositionLeg, side string, store *PriceStore) (s
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}
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}
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// finalizeClosedPosition persists a closed position: computes PnL (if not given),
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// records to closedTrades, updates exchangeFunds, persists exit orders + trade to DB.
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// longPct/shortPct/totalFeesPct are % values; pass the price snapshot used at close trigger.
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// longPrice/shortPrice are the exit prices for each leg. Use entry prices if unknown.
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func (t *Trader) finalizeClosedPosition(pos *ArbPosition, longPrice, shortPrice, diffPct, netPnlPct, longPnlPct, shortPnlPct, totalFeesPct, longCurrent, shortCurrent float64, convergence, exitReason string, elapsed time.Duration) {
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pos.ExitedAt = time.Now()
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pos.Status = "closed"
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pos.RealizedPnl = netPnlPct
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// Per-leg PnL and fees in USD
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numBatches := 1 + pos.ScaleLevels
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legCapital := t.cfg.TradeAmountUSD
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longPnlUSD := longPnlPct / 100 * float64(numBatches) * legCapital
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shortPnlUSD := shortPnlPct / 100 * float64(numBatches) * legCapital
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totalLongShares := 0.0
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for _, p := range pos.LongEntryPrices {
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totalLongShares += legCapital / 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 += legCapital / p
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}
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longEntryFeeSum := float64(numBatches) * legCapital * takerFees[pos.LongLeg.Exchange] / 100
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shortEntryFeeSum := float64(numBatches) * legCapital * takerFees[pos.ShortLeg.Exchange] / 100
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longExitFeeAmt := totalLongShares * longPrice * takerFees[pos.LongLeg.Exchange] / 100
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shortExitFeeAmt := totalShortShares * shortPrice * takerFees[pos.ShortLeg.Exchange] / 100
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longFeeUSD := longEntryFeeSum + longExitFeeAmt
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shortFeeUSD := shortEntryFeeSum + shortExitFeeAmt
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pos.LongLeg.ExitPrice = longPrice
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pos.ShortLeg.ExitPrice = shortPrice
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// Update exchange funds
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t.mu.Lock()
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if ef, ok := t.exchangeFunds[pos.LongLeg.Exchange]; ok {
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ef.Balance -= longFeeUSD
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ef.Balance += longPnlUSD
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ef.TotalFee += longFeeUSD
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ef.TotalPnl += longPnlUSD
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}
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if ef, ok := t.exchangeFunds[pos.ShortLeg.Exchange]; ok {
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ef.Balance -= shortFeeUSD
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ef.Balance += shortPnlUSD
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ef.TotalFee += shortFeeUSD
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ef.TotalPnl += shortPnlUSD
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}
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t.mu.Unlock()
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// Build trade record
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record := TradeRecord{
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Coin: pos.Coin,
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Direction: pos.Direction,
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EntrySpread: pos.EntrySpread,
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ExitSpread: diffPct,
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PnlPct: netPnlPct,
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PnlUSD: 2 * pos.AmountUSD * netPnlPct / 100,
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Convergence: convergence,
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Reason: exitReason,
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Duration: elapsed.Round(time.Second).String(),
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OpenedAt: pos.StartedAt,
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ClosedAt: pos.ExitedAt,
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ScaleLevels: pos.ScaleLevels,
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AmountUSD: pos.AmountUSD,
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PnlLongUSD: longPnlUSD,
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PnlShortUSD: shortPnlUSD,
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FeeLongUSD: longFeeUSD,
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FeeShortUSD: shortFeeUSD,
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}
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t.mu.Lock()
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delete(t.positions, pos.Coin)
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t.lastTradeTime[pos.Coin] = time.Now()
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t.closedTrades = append(t.closedTrades, record)
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t.realTradesDone++
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t.mu.Unlock()
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// Auto-stop after target real trades
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if t.realTradesTarget > 0 && t.realTradesDone >= t.realTradesTarget {
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log.Printf("[Trader] ✅ %d real trades completed — shutting down...", t.realTradesDone)
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t.shuttingDown = true
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select {
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case t.StopCh <- struct{}{}:
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default:
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}
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}
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// Persist to DB
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if t.db != nil && pos.DBTradeID > 0 {
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now := time.Now()
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status := "filled"
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longOID, _ := t.db.SaveOrder(&db.OrderRecord{
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TradeID: pos.DBTradeID, Leg: "long", Type: "exit",
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Exchange: pos.LongLeg.Exchange, Side: "sell",
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Price: &longPrice, Size: &totalLongShares,
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Fee: &longExitFeeAmt, Status: &status, CreatedAt: now,
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})
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shortOID, _ := t.db.SaveOrder(&db.OrderRecord{
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TradeID: pos.DBTradeID, Leg: "short", Type: "exit",
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Exchange: pos.ShortLeg.Exchange, Side: "buy",
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Price: &shortPrice, Size: &totalShortShares,
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Fee: &shortExitFeeAmt, Status: &status, CreatedAt: now,
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})
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t.db.SaveSystemOrder(&db.SystemOrderRecord{
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TradeID: pos.DBTradeID, Type: "exit", Status: "filled",
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Spread: &diffPct,
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LongPrice: &longPrice, ShortPrice: &shortPrice,
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LongOrderID: &longOID, ShortOrderID: &shortOID,
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CreatedAt: now,
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})
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feeEntrySum := longEntryFeeSum + shortEntryFeeSum
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feeExitSum := longExitFeeAmt + shortExitFeeAmt
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t.db.UpdateTradeStatus(pos.DBTradeID, &db.TradeRecord{
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Status: "closed",
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ExitSpread: &diffPct,
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LongExit: &longPrice,
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ShortExit: &shortPrice,
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LongPnl: &longPnlPct,
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ShortPnl: &shortPnlPct,
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FeeEntry: &feeEntrySum,
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FeeExit: &feeExitSum,
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NetPnl: &netPnlPct,
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AmountUSD: pos.AmountUSD,
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ScaleCount: pos.ScaleLevels,
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ExitReason: &exitReason,
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Convergence: &convergence,
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ClosedAt: &now,
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PnlLongUSD: &longPnlUSD,
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PnlShortUSD: &shortPnlUSD,
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FeeLongUSD: &longFeeUSD,
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FeeShortUSD: &shortFeeUSD,
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})
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}
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// SSE trade event
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if t.OnTradeEvent != nil {
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t.OnTradeEvent("trade_close", map[string]interface{}{
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"coin": pos.Coin,
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"direction": pos.Direction,
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"entry_spread": pos.EntrySpread,
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"exit_spread": diffPct,
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"pnl_pct": netPnlPct,
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"pnl_usd": record.PnlUSD,
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"convergence": convergence,
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"reason": exitReason,
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"duration": record.Duration,
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"scale_levels": pos.ScaleLevels,
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"amount_usd": pos.AmountUSD,
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"long_pnl_usd": record.PnlLongUSD,
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"short_pnl_usd": record.PnlShortUSD,
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"long_fee_usd": record.FeeLongUSD,
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"short_fee_usd": record.FeeShortUSD,
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})
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}
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}
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func (t *Trader) closeBothLegs(pos *ArbPosition) string {
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errs := ""
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if !pos.LongLeg.Closed {
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