refactor: 逐批次实时写入DB，删除persistTrade
This commit is contained in:
jackyu66git
@@ -63,6 +63,9 @@ type ArbPosition struct {
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// Track all entry prices for weighted-average PnL across scale-ins (Issue #2)
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LongEntryPrices []float64 // all long entry prices (initial + scale-ins)
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ShortEntryPrices []float64 // all short entry prices (initial + scale-ins)
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// DB trade ID — set after first save, used for incremental order/scale/exit persists
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DBTradeID int64
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}
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// DeepCopy returns a copy-safe snapshot of the position (no shared pointers).
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@@ -410,6 +413,55 @@ func (t *Trader) executeEntry(opp *ArbOpportunity, store *PriceStore, notifier *
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pos.LastScaleAt = time.Now()
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pos.Status = "open" // both legs placed, ready for Tick/exit logic
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// Persist entry to DB immediately (incremental — not batch at close)
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if t.db != nil {
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now := time.Now()
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status := "filled"
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tradeUnit := t.cfg.TradeAmountUSD
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es := pos.EntrySpread
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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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Status: "open",
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EntrySpread: &es,
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LongExchange: pos.LongLeg.Exchange,
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ShortExchange: pos.ShortLeg.Exchange,
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LongEntry: &pos.LongLeg.EntryPrice,
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ShortEntry: &pos.ShortLeg.EntryPrice,
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AmountUSD: t.cfg.TradeAmountUSD,
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OpenedAt: now,
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}
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if tradeID, err := t.db.SaveTrade(dbTrade); err == nil {
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pos.DBTradeID = tradeID
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longFee := tradeUnit * takerFees[pos.LongLeg.Exchange] / 100
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shortFee := tradeUnit * takerFees[pos.ShortLeg.Exchange] / 100
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longShares := tradeUnit / pos.LongLeg.EntryPrice
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shortShares := tradeUnit / pos.ShortLeg.EntryPrice
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longOID, _ := t.db.SaveOrder(&db.OrderRecord{
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TradeID: tradeID, Leg: "long", Type: "entry",
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Exchange: pos.LongLeg.Exchange, Side: "buy",
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Price: &pos.LongLeg.EntryPrice, Size: &longShares,
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Fee: &longFee, Status: &status, CreatedAt: now,
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})
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shortOID, _ := t.db.SaveOrder(&db.OrderRecord{
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TradeID: tradeID, Leg: "short", Type: "entry",
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Exchange: pos.ShortLeg.Exchange, Side: "sell",
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Price: &pos.ShortLeg.EntryPrice, Size: &shortShares,
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Fee: &shortFee, Status: &status, CreatedAt: now,
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})
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t.db.SaveSystemOrder(&db.SystemOrderRecord{
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TradeID: tradeID, Type: "entry", Status: "filled",
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Spread: &es,
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LongPrice: &pos.LongLeg.EntryPrice, ShortPrice: &pos.ShortLeg.EntryPrice,
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LongOrderID: &longOID, ShortOrderID: &shortOID,
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CreatedAt: now,
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})
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}
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}
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log.Printf("[Trader] %s: Opened %s | Long %s @ %.2f Short %s @ %.2f | $%.0f",
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pos.Coin, pos.Direction, pos.LongLeg.Exchange, pos.LongLeg.EntryPrice,
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pos.ShortLeg.Exchange, pos.ShortLeg.EntryPrice, t.cfg.TradeAmountUSD)
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@@ -495,6 +547,39 @@ func (t *Trader) checkScaleIn(pos *ArbPosition, bgP, hlP, diffPct float64, store
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pos.LongEntryPrices = append(pos.LongEntryPrices, longPrice)
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pos.ShortEntryPrices = append(pos.ShortEntryPrices, shortPrice)
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// Persist scale orders to DB immediately
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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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tradeUnit := t.cfg.TradeAmountUSD
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es := pos.EntrySpread
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longFee := tradeUnit * takerFees[pos.LongLeg.Exchange] / 100
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shortFee := tradeUnit * takerFees[pos.ShortLeg.Exchange] / 100
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longShares := tradeUnit / longPrice
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shortShares := tradeUnit / shortPrice
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longOID, _ := t.db.SaveOrder(&db.OrderRecord{
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TradeID: pos.DBTradeID, Leg: "long", Type: "scale",
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Exchange: pos.LongLeg.Exchange, Side: "buy",
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Price: &longPrice, Size: &longShares,
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Fee: &longFee, 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: "scale",
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Exchange: pos.ShortLeg.Exchange, Side: "sell",
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Price: &shortPrice, Size: &shortShares,
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Fee: &shortFee, 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: "scale", Status: "filled",
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Spread: &es,
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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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}
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log.Printf("[Trader] %s: Scale-in #%d executed | spread=%.4f%% (entry=%.4f%%) | total=$%.0f",
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pos.Coin, pos.ScaleLevels, diffPct, entryDiff, pos.AmountUSD)
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}
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@@ -617,9 +702,73 @@ func (t *Trader) checkExit(pos *ArbPosition, bgP, hlP, diffPct float64, notifier
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t.closedTrades = append(t.closedTrades, record)
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t.mu.Unlock()
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// Persist to SQLite
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if t.db != nil {
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t.persistTrade(pos, diffPct, convergenceLabel, exitReason, netPnl, longPnl, shortPnl, totalFees)
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// Persist exit orders + close trade in 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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tradeUnit := t.cfg.TradeAmountUSD
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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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// Save exit orders
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longExitFee := totalLongShares * pos.LongLeg.ExitPrice * takerFees[pos.LongLeg.Exchange] / 100
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longExitShares := totalLongShares
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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: &pos.LongLeg.ExitPrice, Size: &longExitShares,
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Fee: &longExitFee, Status: &status, CreatedAt: now,
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})
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shortExitFee := totalShortShares * pos.ShortLeg.ExitPrice * takerFees[pos.ShortLeg.Exchange] / 100
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shortExitShares := totalShortShares
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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: &pos.ShortLeg.ExitPrice, Size: &shortExitShares,
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Fee: &shortExitFee, Status: &status, CreatedAt: now,
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})
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// Save exit system order
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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: &pos.LongLeg.ExitPrice, ShortPrice: &pos.ShortLeg.ExitPrice,
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LongOrderID: &longOID, ShortOrderID: &shortOID,
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CreatedAt: now,
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})
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// Close trade: sum fees from in-memory calculation, update status
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feeEntrySum, feeExitSum := 0.0, 0.0
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for range pos.LongEntryPrices {
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feeEntrySum += tradeUnit * takerFees[pos.LongLeg.Exchange] / 100
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}
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for range pos.ShortEntryPrices {
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feeEntrySum += tradeUnit * takerFees[pos.ShortLeg.Exchange] / 100
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}
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feeExitSum = longExitFee + shortExitFee
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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: &pos.LongLeg.ExitPrice,
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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: &feeEntrySum,
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FeeExit: &feeExitSum,
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NetPnl: &netPnl,
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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: &convergenceLabel,
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ClosedAt: &now,
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})
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}
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msg := fmt.Sprintf(
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@@ -732,7 +881,7 @@ func (t *Trader) retryClose(pos *ArbPosition, bgP, hlP float64, notifier *Notifi
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closeErr := t.closeBothLegs(pos)
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if closeErr == "" {
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// All legs finally closed — record + persist
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// All legs finally closed — record + update DB
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pos.Status = "closed"
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pos.ExitedAt = time.Now()
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@@ -758,9 +907,68 @@ func (t *Trader) retryClose(pos *ArbPosition, bgP, hlP float64, notifier *Notifi
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t.closedTrades = append(t.closedTrades, record)
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t.mu.Unlock()
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if t.db != nil {
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t.persistTrade(pos, pos.ExitDiffPct, pos.ExitConvergence, pos.ExitReasonText,
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pos.ExitNetPnl, pos.ExitLongPnl, pos.ExitShortPnl, pos.ExitTotalFees)
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// Persist exit orders + close trade in DB (only for legs that weren't already closed)
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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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tradeUnit := t.cfg.TradeAmountUSD
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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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// Save exit orders for legs that were just now closed
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if pos.LongLeg.Closed {
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longExitFee := totalLongShares * pos.LongLeg.ExitPrice * takerFees[pos.LongLeg.Exchange] / 100
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longExitShares := totalLongShares
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_, _ = 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: &pos.LongLeg.ExitPrice, Size: &longExitShares,
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Fee: &longExitFee, Status: &status, CreatedAt: now,
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})
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}
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if pos.ShortLeg.Closed {
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shortExitFee := totalShortShares * pos.ShortLeg.ExitPrice * takerFees[pos.ShortLeg.Exchange] / 100
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shortExitShares := totalShortShares
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_, _ = 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: &pos.ShortLeg.ExitPrice, Size: &shortExitShares,
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Fee: &shortExitFee, Status: &status, CreatedAt: now,
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})
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}
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// Save exit system order (idempotent-safe since we always overwrite on retry)
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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: &pos.ExitDiffPct,
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LongPrice: &pos.LongLeg.ExitPrice, ShortPrice: &pos.ShortLeg.ExitPrice,
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CreatedAt: now,
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})
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// Close trade using previously saved exit metadata
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feePct := pos.ExitTotalFees
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t.db.UpdateTradeStatus(pos.DBTradeID, &db.TradeRecord{
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Status: "closed",
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ExitSpread: &pos.ExitDiffPct,
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LongExit: &pos.LongLeg.ExitPrice,
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ShortExit: &pos.ShortLeg.ExitPrice,
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LongPnl: &pos.ExitLongPnl,
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ShortPnl: &pos.ExitShortPnl,
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FeeEntry: &feePct,
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FeeExit: &feePct,
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NetPnl: &pos.ExitNetPnl,
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AmountUSD: pos.AmountUSD,
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ScaleCount: pos.ScaleLevels,
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ExitReason: &pos.ExitReasonText,
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Convergence: &pos.ExitConvergence,
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ClosedAt: &now,
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})
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}
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notifier.Send(fmt.Sprintf(
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@@ -926,200 +1134,6 @@ func (t *Trader) GetClosedTrades() []TradeRecord {
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}
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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 float64
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if pos.LongLeg != nil {
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entrySpread = pos.EntrySpread
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}
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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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Status: "closed",
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EntrySpread: &entrySpread,
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ExitSpread: &exitSpread,
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LongExchange: pos.LongLeg.Exchange,
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ShortExchange: pos.ShortLeg.Exchange,
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LongEntry: &pos.LongLeg.EntryPrice,
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LongExit: &pos.LongLeg.ExitPrice,
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ShortEntry: &pos.ShortLeg.EntryPrice,
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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: &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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ExitReason: &exitReason,
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Convergence: &convergence,
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OpenedAt: pos.StartedAt,
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ClosedAt: &now,
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}
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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 {
|
||||
shortExitOrderID = oid
|
||||
}
|
||||
|
||||
// Save system orders linking long+short legs
|
||||
es := pos.EntrySpread
|
||||
for i := 0; i < len(longEntryOrderIDs) && i < len(shortEntryOrderIDs); i++ {
|
||||
sysType := "entry"
|
||||
if i > 0 {
|
||||
sysType = "scale"
|
||||
}
|
||||
if _, sErr := t.db.SaveSystemOrder(&db.SystemOrderRecord{
|
||||
TradeID: tradeID,
|
||||
Type: sysType,
|
||||
Status: "filled",
|
||||
Spread: &es,
|
||||
LongPrice: &pos.LongEntryPrices[i],
|
||||
ShortPrice: &pos.ShortEntryPrices[i],
|
||||
LongOrderID: &longEntryOrderIDs[i],
|
||||
ShortOrderID: &shortEntryOrderIDs[i],
|
||||
CreatedAt: pos.StartedAt,
|
||||
}); sErr != nil {
|
||||
log.Printf("[Trader] Failed to save entry system order: %v", sErr)
|
||||
}
|
||||
}
|
||||
// Exit system order
|
||||
if _, sErr := t.db.SaveSystemOrder(&db.SystemOrderRecord{
|
||||
TradeID: tradeID,
|
||||
Type: "exit",
|
||||
Status: "filled",
|
||||
Spread: &exitSpread,
|
||||
LongPrice: &pos.LongLeg.ExitPrice,
|
||||
ShortPrice: &pos.ShortLeg.ExitPrice,
|
||||
LongOrderID: &longExitOrderID,
|
||||
ShortOrderID: &shortExitOrderID,
|
||||
CreatedAt: now,
|
||||
}); sErr != nil {
|
||||
log.Printf("[Trader] Failed to save exit system order: %v", sErr)
|
||||
}
|
||||
}
|
||||
|
||||
// restoreOpenPositions loads open trades from DB and recreates their positions.
|
||||
func (t *Trader) restoreOpenPositions() {
|
||||
openTrades, err := t.db.GetOpenTrades()
|
||||
|
||||
Reference in New Issue
Block a user