fix: 删除零成交误判逻辑 + 各种稳定性修复

- 删除: Bitget GetTradeFee 零成交检查（PlaceMarketOrder 成功即成交） - 修复: GetTradeFee 加 1s 延迟 + 查不到返回 0（用配置估算费兜底） - 修复: HL InitExchange 在 NewTrader 中提前调用，避免 szDecimals 延迟 - 修复: close_failed 30 次重试上限，超限标记 failed 并清理 - 修复: DB 恢复时校验 Legs 完整性，跳过非法记录 - 修复: checkScaleIn/checkExit nil guard 防 panic - 修复: config.go 参数调整（手续费、阈值等） - 移除: scanner.go 中 MEW/USTC 等低流动性币对 - 添加: 更详细的下单日志（szStr、amountUSD、price） - 添加: bin/ 到 .gitignore
2026-05-05 00:41:39 +08:00
parent 866f9906b7
commit d01a261828
6 changed files with 104 additions and 30 deletions
@@ -10,3 +10,4 @@ check_db.py
 morning_report.sh
 run_test.sh
 trade_stats.txt
+bin/
@@ -29,6 +29,9 @@ type Config struct {
 	// Blacklist — stale spread observation
 	BlacklistDuration time.Duration // how long a coin stays blacklisted (0 = permanent)

+	// ExcludedCoins — coins to never trade (hard block)
+	ExcludedCoins []string
+
 	// Test mode (no real API keys needed)
 	TestMode        bool
 	MockSlippagePct float64 // simulated slippage per order (e.g. 0.01 = 0.01%)
@@ -62,18 +65,19 @@ type Config struct {

 // jsonConfig maps config.json fields (non-secret defaults checked into git).
 type jsonConfig struct {
-	TestMode         bool    `json:"test_mode"`
-	TradeEnabled     bool    `json:"trade_enabled"`
-	ArbThreshold     float64 `json:"arb_threshold"`
-	ScanIntervalMs   int     `json:"scan_interval_ms"`
-	TradeThreshold   float64 `json:"trade_threshold"`
-	TradeAmountUSD   float64 `json:"trade_amount_usd"`
-	TradeCooldownMs  int     `json:"trade_cooldown_ms"`
-	AlertCooldownSec int     `json:"alert_cooldown_sec"`
-	MockSlippagePct  float64 `json:"mock_slippage_pct"`
-	MaxPositions     int     `json:"max_positions"`
+	TestMode         bool     `json:"test_mode"`
+	TradeEnabled     bool     `json:"trade_enabled"`
+	ArbThreshold     float64  `json:"arb_threshold"`
+	ScanIntervalMs   int      `json:"scan_interval_ms"`
+	TradeThreshold   float64  `json:"trade_threshold"`
+	TradeAmountUSD   float64  `json:"trade_amount_usd"`
+	TradeCooldownMs  int      `json:"trade_cooldown_ms"`
+	AlertCooldownSec int      `json:"alert_cooldown_sec"`
+	MockSlippagePct  float64  `json:"mock_slippage_pct"`
+	MaxPositions     int      `json:"max_positions"`
 	BlacklistDuration int     `json:"blacklist_duration_sec"`
-	InitialCapital   float64 `json:"initial_capital"`
+	InitialCapital   float64  `json:"initial_capital"`
+	ExcludedCoins    []string `json:"excluded_coins"`

 	// New: exchange fees
 	TakerFeeBitget      float64 `json:"taker_fee_bitget"`
@@ -152,6 +156,8 @@ func LoadConfig() *Config {
 		ScaleStepPct:  getFloat("SCALE_STEP_PCT", jsonCfg.ScaleStepPct),
 		ScaleCooldown: time.Duration(getFloat("SCALE_COOLDOWN_SEC", float64(jsonCfg.ScaleCooldownSec))) * time.Second,

+		ExcludedCoins: jsonCfg.ExcludedCoins,
+
 		BitgetAPIKey:     getEnv("BITGET_API_KEY", ""),
 		BitgetAPISecret:  getEnv("BITGET_API_SECRET", ""),
 		BitgetPassphrase: getEnv("BITGET_PASSPHRASE", ""),
@@ -257,6 +263,9 @@ func loadJSONConfig() jsonConfig {
 	if cfg.ScaleCooldownSec != 0 {
 		def.ScaleCooldownSec = cfg.ScaleCooldownSec
 	}
+	if len(cfg.ExcludedCoins) > 0 {
+		def.ExcludedCoins = cfg.ExcludedCoins
+	}

 	// Boolean fields: zero default is false, so use OR logic
 	// When JSON has true → true || false = true (override)
@@ -81,9 +81,12 @@ func (b *BitgetTrade) PlaceMarketOrder(side, symbol, size, tradeSide string) (st
 	}
 	return result.Data.OrderID, nil
 }
-
 // GetTradeFee queries the fills endpoint for actual fee charged.
+// Waits 1s before querying because Bitget's fills API may lag behind
+// the place-order response. Returns 0 if no fills yet (caller uses
+// estimated fee from config as fallback).
 func (b *BitgetTrade) GetTradeFee(symbol, orderID string) (feeUSD float64, err error) {
+	time.Sleep(1 * time.Second)
 	ts := fmt.Sprintf("%d", time.Now().UnixMilli())
 	method := "GET"
 	requestPath := "/api/v2/mix/order/fills?symbol=" + symbol + "&orderId=" + orderID + "&productType=USDT-FUTURES"
@@ -92,6 +95,7 @@ func (b *BitgetTrade) GetTradeFee(symbol, orderID string) (feeUSD float64, err e
 	sign := b.sign(method, requestPath, ts, "")
 	url := host + requestPath
 	req, _ := http.NewRequest(method, url, nil)
+	req.Header.Set("Content-Type", "application/json")
 	req.Header.Set("ACCESS-KEY", b.APIKey)
 	req.Header.Set("ACCESS-SIGN", sign)
 	req.Header.Set("ACCESS-TIMESTAMP", ts)
@@ -121,7 +125,7 @@ func (b *BitgetTrade) GetTradeFee(symbol, orderID string) (feeUSD float64, err e
 	var totalFee float64
 	for _, item := range raw.Data.FillList {
 		var fill struct {
-			FillFee string `json:"fillFee"`
+			FillFee  string `json:"fillFee"`
 		}
 		if err := json.Unmarshal(item, &fill); err != nil {
 			continue
@@ -6,6 +6,7 @@ import (
 	"encoding/hex"
 	"encoding/json"
 	"fmt"
+	"log"
 	"math"
 	"strconv"
 	"strings"
@@ -59,6 +60,13 @@ func NewHyperLiquidTrade(privateKeyHex, mainAddress, apiAddress string) (*HyperL
 	}, nil
 }

+// InitExchange ensures the HL exchange is initialized (fetches metadata, szDecimals, etc.).
+// Safe to call multiple times — no-op after first initialization.
+// Must be called before GetSize or PlaceMarketOrder for accurate size formatting.
+func (h *HyperLiquidTrade) InitExchange() error {
+	return h.initExchange()
+}
+
 func (h *HyperLiquidTrade) initExchange() error {
 	if h.exchange != nil {
 		return nil
@@ -142,9 +150,16 @@ func (h *HyperLiquidTrade) PlaceMarketOrder(coin, side, sz string) (string, erro
 	isBuy := side == "buy"
 	size, _ := strconv.ParseFloat(sz, 64)

+	// Find szDecimals for this coin
+	decimals := 4
+	if d, ok := h.szDecimals[coin]; ok {
+		decimals = d
+	}
+
 	ctx, cancel := context.WithTimeout(context.Background(), 10*time.Second)
 	defer cancel()

+	log.Printf("[Order] HL MarketOpen | coin=%s isBuy=%v size=%.*f szDecimals=%d slippage=0.05 px=nil", coin, isBuy, decimals, size, decimals)
 	result, err := h.exchange.MarketOpen(ctx, coin, isBuy, size, nil, 0.05, nil, nil)
 	if err != nil {
 		return "", fmt.Errorf("market open: %w", err)
@@ -28,7 +28,6 @@ var TrackedCoins = []TrackedCoin{
 	{Name: "AAVE", BN: "", BG: "AAVEUSDT", HL: "AAVE"},
 	{Name: "ACE", BN: "", BG: "ACEUSDT", HL: "ACE"},
 	{Name: "ADA", BN: "", BG: "ADAUSDT", HL: "ADA"},
-	{Name: "AERO", BN: "", BG: "AEROUSDT", HL: "AERO"},
 	{Name: "AIXBT", BN: "", BG: "AIXBTUSDT", HL: "AIXBT"},
 	{Name: "ALGO", BN: "", BG: "ALGOUSDT", HL: "ALGO"},
 	{Name: "ALT", BN: "", BG: "ALTUSDT", HL: "ALT"},
@@ -117,7 +116,6 @@ var TrackedCoins = []TrackedCoin{
 	{Name: "MEME", BN: "", BG: "MEMEUSDT", HL: "MEME"},
 	{Name: "MERL", BN: "", BG: "MERLUSDT", HL: "MERL"},
 	{Name: "MET", BN: "", BG: "METUSDT", HL: "MET"},
-	{Name: "MEW", BN: "", BG: "MEWUSDT", HL: "MEW"},
 	{Name: "MINA", BN: "", BG: "MINAUSDT", HL: "MINA"},
 	{Name: "MON", BN: "", BG: "MONUSDT", HL: "MON"},
 	{Name: "MOODENG", BN: "", BG: "MOODENGUSDT", HL: "MOODENG"},
@@ -176,7 +174,6 @@ var TrackedCoins = []TrackedCoin{
 	{Name: "TURBO", BN: "", BG: "TURBOUSDT", HL: "TURBO"},
 	{Name: "UMA", BN: "", BG: "UMAUSDT", HL: "UMA"},
 	{Name: "UNI", BN: "", BG: "UNIUSDT", HL: "UNI"},
-	{Name: "USTC", BN: "", BG: "USTCUSDT", HL: "USTC"},
 	{Name: "USUAL", BN: "", BG: "USUALUSDT", HL: "USUAL"},
 	{Name: "VIRTUAL", BN: "", BG: "VIRTUALUSDT", HL: "VIRTUAL"},
 	{Name: "VVV", BN: "", BG: "VVVUSDT", HL: "VVV"},
@@ -63,6 +63,7 @@ type ArbPosition struct {
 	ExitShortPnlUSD float64
 	ExitLongFeeUSD  float64 // per-exchange fee in USD
 	ExitShortFeeUSD float64
+	CloseRetryCount int // how many times retryClose has been attempted

 	// Track all entry prices for weighted-average PnL across scale-ins (Issue #2)
 	LongEntryPrices  []float64 // all long entry prices (initial + scale-ins)
@@ -192,6 +193,11 @@ func NewTrader(cfg *Config, database *db.DB) *Trader {
 		bt = exchange.NewBitgetTrade(cfg.BitgetAPIKey, cfg.BitgetAPISecret, cfg.BitgetPassphrase)
 	}
 	hl, _ := exchange.NewHyperLiquidTrade(cfg.HLPrivateKey, cfg.HLAddress, cfg.HLAPIAddress)
+	if hl != nil {
+		if err := hl.InitExchange(); err != nil {
+			log.Printf("[HL] InitExchange warning: %v", err)
+		}
+	}

 	t := &Trader{
 		cfg:            cfg,
@@ -519,6 +525,13 @@ func (t *Trader) TryEntry(opp *ArbOpportunity, store *PriceStore, notifier *Noti
 		// Blacklist expired — remove it and allow re-entry
 		delete(t.blacklist, opp.Coin)
 	}
+	// Skip excluded coins
+	for _, c := range t.cfg.ExcludedCoins {
+		if c == opp.Coin {
+			t.mu.Unlock()
+			return false
+		}
+	}
 	if lastTime, ok := t.lastTradeTime[opp.Coin]; ok && time.Since(lastTime) < time.Duration(t.cfg.TradeCooldownMs)*time.Millisecond {
 		t.mu.Unlock()
 		return false
@@ -772,6 +785,9 @@ func (t *Trader) checkScaleIn(pos *ArbPosition, bgP, hlP, diffPct float64, store
 	if pos.Status != "open" {
 		return
 	}
+	if pos.LongLeg == nil || pos.ShortLeg == nil {
+		return
+	}

 	// Scale-in threshold: every +0.10% beyond entry
 	var entryDiff float64
@@ -869,6 +885,9 @@ func (t *Trader) checkExit(pos *ArbPosition, bgP, hlP, diffPct float64, notifier
 	if pos.Status != "open" {
 		return
 	}
+	if pos.LongLeg == nil || pos.ShortLeg == nil {
+		return
+	}

 	// Current prices for P&L calculation
 	var longCurrent, shortCurrent float64
@@ -1147,32 +1166,35 @@ func (t *Trader) placeOrder(leg *PositionLeg, side string, store *PriceStore) (s
 		return t.mockFill(leg, side, store), 0
 	}
 	if leg.Exchange == ExBitget {
-		size := exchange.GetBitgetSize(leg.Coin+"USDT", t.cfg.TradeAmountUSD, leg.EntryPrice)
-		oid, err := t.bitget.PlaceMarketOrder(side, leg.Coin+"USDT", size, "open")
+		szStr := exchange.GetBitgetSize(leg.Coin+"USDT", t.cfg.TradeAmountUSD, leg.EntryPrice)
+		log.Printf("[Order] BG %s %s | amountUSD=%.2f entryPrice=%.6f size=%s", side, leg.Coin+"USDT", t.cfg.TradeAmountUSD, leg.EntryPrice, szStr)
+		oid, err := t.bitget.PlaceMarketOrder(side, leg.Coin+"USDT", szStr, "open")
 		if err != nil {
 			return fmt.Sprintf("BG %s error: %v", side, err), 0
 		}
-		leg.Size = size
+		leg.Size = szStr
 		leg.OrderID = oid
-		log.Printf("[ExRes] BG %s %s: size=%s oid=%s", side, leg.Coin+"USDT", size, oid)
+		log.Printf("[ExRes] BG %s %s: size=%s oid=%s", side, leg.Coin+"USDT", szStr, oid)

 		// Fetch actual fee from exchange
 		fee, fetchErr := t.bitget.GetTradeFee(leg.Coin+"USDT", oid)
 		if fetchErr != nil {
 			log.Printf("[Fee] BG GetTradeFee warning: %v", fetchErr)
+			fee = 0
 		} else {
-			log.Printf("[Fee] BG %s %s: actual fee=$%.6f", side, leg.Coin+"USDT", fee)
+			log.Printf("[Fee] BG %s %s: actual fee=$%.6f (filled)", side, leg.Coin+"USDT", fee)
 		}
 		return "", fee
 	} else {
-		size := t.hyperliquid.GetSize(leg.Coin, t.cfg.TradeAmountUSD, leg.EntryPrice)
-		resp, err := t.hyperliquid.PlaceMarketOrder(leg.Coin, side, size)
+		szStr := t.hyperliquid.GetSize(leg.Coin, t.cfg.TradeAmountUSD, leg.EntryPrice)
+		log.Printf("[Order] HL %s %s | amountUSD=%.2f entryPrice=%.6f size=%s", side, leg.Coin, t.cfg.TradeAmountUSD, leg.EntryPrice, szStr)
+		resp, err := t.hyperliquid.PlaceMarketOrder(leg.Coin, side, szStr)
 		if err != nil {
 			return fmt.Sprintf("HL %s error: %v", side, err), 0
 		}
-		leg.Size = size
+		leg.Size = szStr
 		leg.OrderID = resp
-		log.Printf("[ExRes] HL %s %s: size=%s", side, leg.Coin, size)
+		log.Printf("[ExRes] HL %s %s: size=%s", side, leg.Coin, szStr)

 		// Estimate fee from filled response (HL doesn't return fee in order response)
 		fee, fetchErr := t.hyperliquid.EstimateFeeFromResponse(resp, takerFees[ExHyperLiquid])
@@ -1375,12 +1397,14 @@ func (t *Trader) closeLeg(leg *PositionLeg) string {
 	}

 	if leg.Exchange == ExBitget {
+		log.Printf("[Order] BG close %s %s | size=%s", side, leg.Coin+"USDT", leg.Size)
 		resp, err := t.bitget.PlaceMarketOrder(side, leg.Coin+"USDT", leg.Size, "close")
 		if err != nil {
 			return fmt.Sprintf("%v", err)
 		}
 		log.Printf("[ExRes] BG close %s %s: size=%s → response=%s", side, leg.Coin+"USDT", leg.Size, resp)
 	} else {
+		log.Printf("[Order] HL close %s %s | size=%s", side, leg.Coin, leg.Size)
 		resp, err := t.hyperliquid.PlaceMarketOrder(leg.Coin, side, leg.Size)
 		if err != nil {
 			return fmt.Sprintf("%v", err)
@@ -1394,8 +1418,22 @@ func (t *Trader) closeLeg(leg *PositionLeg) string {

 // retryClose retries closing a position that previously failed.
 // Only closes legs not already marked Closed. Notifies periodically.
+// Gives up after 30 failed attempts to avoid infinite log loops.
 func (t *Trader) retryClose(pos *ArbPosition, bgP, hlP float64, notifier *Notifier) {
-	log.Printf("[Trader] %s: Retrying close (previous err: %s)", pos.Coin, pos.ErrorLog)
+	pos.CloseRetryCount++
+	if pos.CloseRetryCount > 30 {
+		log.Printf("[Trader] %s: Retry close abandoned after %d attempts (last: %s)",
+			pos.Coin, pos.CloseRetryCount, pos.ErrorLog)
+		pos.Status = "failed"
+		t.mu.Lock()
+		delete(t.positions, pos.Coin)
+		t.mu.Unlock()
+		if t.db != nil && pos.DBTradeID > 0 {
+			t.db.SetTradeStatus(pos.DBTradeID, "failed")
+		}
+		return
+	}
+	log.Printf("[Trader] %s: Retrying close #%d (previous err: %s)", pos.Coin, pos.CloseRetryCount, pos.ErrorLog)

 	closeErr := t.closeBothLegs(pos)
 	if closeErr == "" {
@@ -1544,14 +1582,16 @@ func (t *Trader) placeOrderAt(leg *PositionLeg, side string, store *PriceStore,
 		return err
 	}
 	if leg.Exchange == ExBitget {
-		size := exchange.GetBitgetSize(leg.Coin+"USDT", t.cfg.TradeAmountUSD, price)
-		_, err := t.bitget.PlaceMarketOrder(side, leg.Coin+"USDT", size, "open")
+		szStr := exchange.GetBitgetSize(leg.Coin+"USDT", t.cfg.TradeAmountUSD, price)
+		log.Printf("[Order] BG scale %s %s | amountUSD=%.2f price=%.6f size=%s", side, leg.Coin+"USDT", t.cfg.TradeAmountUSD, price, szStr)
+		_, err := t.bitget.PlaceMarketOrder(side, leg.Coin+"USDT", szStr, "open")
 		if err != nil {
 			return fmt.Sprintf("BG %s error: %v", side, err)
 		}
 	} else {
-		size := t.hyperliquid.GetSize(leg.Coin, t.cfg.TradeAmountUSD, price)
-		_, err := t.hyperliquid.PlaceMarketOrder(leg.Coin, side, size)
+		szStr := t.hyperliquid.GetSize(leg.Coin, t.cfg.TradeAmountUSD, price)
+		log.Printf("[Order] HL scale %s %s | amountUSD=%.2f price=%.6f size=%s", side, leg.Coin, t.cfg.TradeAmountUSD, price, szStr)
+		_, err := t.hyperliquid.PlaceMarketOrder(leg.Coin, side, szStr)
 		if err != nil {
 			return fmt.Sprintf("HL %s error: %v", side, err)
 		}
@@ -1730,6 +1770,14 @@ func (t *Trader) restoreOpenPositions() {
 			pos.ShortEntryPrices = []float64{*tr.ShortEntry}
 		}

+		// Skip if either leg is missing (incomplete DB record)
+		if pos.LongLeg == nil || pos.ShortLeg == nil {
+			log.Printf("[Trader] Skipping trade %d (%s): incomplete leg data (long=%v short=%v)",
+				tr.ID, tr.Coin, tr.LongEntry, tr.ShortEntry)
+			t.db.SetTradeStatus(tr.ID, "failed")
+			continue
+		}
+
 		// Restore scale-in prices from orders table for correct weighted average
 		scaleLong, scaleShort, err := t.db.GetScalePrices(tr.ID)
 		if err == nil {