Commit Graph
11 Commits
Author SHA1 Message Date
jackyu66gitandClaude Opus 4.7 f97ac16b1c feat: 实际成交价追踪 + reduceOnly保护 + 数据库增强
- Bitget GetTradeFee 返回实际成交均价(weighted avg fill price)及手续费, 支持最多5次重试
- HyperLiquid ParseFillFromResponse 提取订单成交均价, 新增 GetSize/GetBalance 方法
- 开仓/加仓/平仓均从交易所获取实际成交价替代WS估算价
- HL 平仓使用 reduceOnly 防止反向开仓
- 所有 OrderID 保存到数据库 orders 表
- 加仓零成交检测及实际手续费获取
- PnL 计算修正为按USD计算手续费
- 新增 GetAllClosedTrades / GetClosedStats 数据库查询
- 服务器重启 restore 未完成交易修复(DBTradeID 缺失)
- 黑名单强平添加 USD PnL/手续费预计算

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-05 02:59:18 +08:00
jackyu66git fd777e6fe0 fix: Bitget 平仓必须传 holdSide 参数
- PlaceMarketOrder 新增 holdSide 参数
- 平仓时(closeLeg)根据 leg.Side 传 holdSide="long"/"short"
- 开仓传空字符串,不受影响
- 修复 BG 持续 'No position to close' (22002) 问题
2026-05-05 00:46:49 +08:00
jackyu66git d01a261828 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
jackyu66git 9163d7fd30 切换到实盘环境
- HL: WS/REST 从 testnet 切换到 mainnet
- BG: 删除 paptrading header(实盘 key 不以 bg_ 前缀区分)
- config: 调整交易参数
- scanner: 更新跟踪币种列表
2026-05-04 22:24:30 +08:00
jackyu66git 411365b66e fix: correct HL fee parsing (OrderStatus not statuses[]) and add productType to BG fills query 2026-05-04 20:06:27 +08:00
jackyu66git 6baae85eaa feat: actual exchange fees for entry orders
- BitgetTrade: added GetTradeFee() queries /mix/order/fills
- HyperLiquidTrade: added GetTradeFee() parses MarketOpen response
- trader.placeOrder() now returns (errMsg, actualFeeUSD)
- executeEntry uses actual fee from exchange, falls back to estimate
2026-05-04 18:35:33 +08:00
jackyu66git 0aa9923067 fix: full arb table + net profit columns in price view
- ArbTable: removed slice(0,10) cap, shows all 42 opps (21x2)
- PriceTable: added net_bg_to_hl and net_hl_to_bg columns
- Backend SSE: sends net profit for both directions per coin
2026-05-04 18:26:49 +08:00
jackyu66git 49da6fd35b fix: HL balance now reads spot USDC via SpotUserState
HL testnet USDC lives in the spot account, not the perp clearinghouse.
GetBalance() was calling UserState() (perp clearinghouseState), which
returned /usr/bin/bash. Switched to SpotUserState() and parse USDC.total - USDC.hold.

Also cleaned up .gitignore to exclude .env, binary, logs, data/.
2026-05-04 17:48:14 +08:00
jackyu66git 30436bbe75 fix: BG paper trading API - tradeSide param, correct host, marginMode 2026-05-04 15:28:08 +08:00
jackyu66git eb74495470 Fix 8 bugs from code review
B#1 — sigCh shared across goroutines, SIGINT unreliable
  → context.WithCancel: main loop cancels ctx on SIGINT,
    4 WS goroutines select on ctx.Done() instead of shared sigCh

B#3 — restoreOpenPositions missing LastScaleAt
  → Set LastScaleAt = tr.OpenedAt on restore so scale-in cooldown works

B#4 — dYdX heartbeat goroutine leaks on reconnect
  → Added stopHeartbeat chan + heartbeatMu mutex; close old channel
    before spawning new heartbeat goroutine

B#5 — GetBitgetSize fmt.Sprintf rounds up, may exceed amountUSD
  → Added math.Floor(sz*multiplier)/multiplier before format to round
    DOWN to nearest valid step size for every coin

B#6 — netProfit and CalcNetProfit duplicate formula
  → scanner.go netProfit now delegates to exchange.CalcNetProfit

B#7 — Aevo Run callback only 2 params, incompatible with startExchange
  → Changed to 4-arg callback func(coin, price, bid, ask) with bid=ask=0

B#8 — parseFloat uses fmt.Sscanf (slow, locale-sensitive)
  → Replaced with strconv.ParseFloat

B#9 — dYdX receives hlSymbols instead of its own symbol list
  → Added dydxSymbols var, built from c.HL like other exchanges
2026-05-03 17:48:06 +08:00
jackyu66git 719f0a061d Initial commit 2026-05-03 16:54:36 +08:00