mirror of
https://github.com/NoFxAiOS/nofx.git
synced 2025-12-06 13:54:41 +08:00
@@ -443,7 +443,6 @@ type UpdateExchangeConfigRequest struct {
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AsterPrivateKey string `json:"aster_private_key"`
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LighterWalletAddr string `json:"lighter_wallet_addr"`
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LighterPrivateKey string `json:"lighter_private_key"`
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OKXPassphrase string `json:"okx_passphrase"`
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} `json:"exchanges"`
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}
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@@ -551,13 +550,6 @@ func (s *Server) handleCreateTrader(c *gin.Context) {
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switch req.ExchangeID {
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case "binance":
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tempTrader = trader.NewFuturesTrader(exchangeCfg.APIKey, exchangeCfg.SecretKey, userID)
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case "okx":
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tempTrader = trader.NewOKXTrader(
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exchangeCfg.APIKey,
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exchangeCfg.SecretKey,
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exchangeCfg.OKXPassphrase,
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exchangeCfg.Testnet,
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)
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case "hyperliquid":
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tempTrader, createErr = trader.NewHyperliquidTrader(
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exchangeCfg.APIKey, // private key
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@@ -1216,7 +1208,7 @@ func (s *Server) handleUpdateExchangeConfigs(c *gin.Context) {
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// 更新每个交易所的配置
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for exchangeID, exchangeData := range req.Exchanges {
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err := s.database.UpdateExchange(userID, exchangeID, exchangeData.Enabled, exchangeData.APIKey, exchangeData.SecretKey, exchangeData.Testnet, exchangeData.HyperliquidWalletAddr, exchangeData.AsterUser, exchangeData.AsterSigner, exchangeData.AsterPrivateKey, exchangeData.LighterWalletAddr, exchangeData.LighterPrivateKey, exchangeData.OKXPassphrase)
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err := s.database.UpdateExchange(userID, exchangeID, exchangeData.Enabled, exchangeData.APIKey, exchangeData.SecretKey, exchangeData.Testnet, exchangeData.HyperliquidWalletAddr, exchangeData.AsterUser, exchangeData.AsterSigner, exchangeData.AsterPrivateKey, exchangeData.LighterWalletAddr, exchangeData.LighterPrivateKey)
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if err != nil {
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c.JSON(http.StatusInternalServerError, gin.H{"error": fmt.Sprintf("更新交易所 %s 失败: %v", exchangeID, err)})
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return
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@@ -46,7 +46,6 @@ func SanitizeExchangeConfigForLog(exchanges map[string]struct {
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AsterPrivateKey string `json:"aster_private_key"`
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LighterWalletAddr string `json:"lighter_wallet_addr"`
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LighterPrivateKey string `json:"lighter_private_key"`
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OKXPassphrase string `json:"okx_passphrase"`
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}) map[string]interface{} {
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safe := make(map[string]interface{})
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for exchangeID, cfg := range exchanges {
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@@ -68,9 +67,6 @@ func SanitizeExchangeConfigForLog(exchanges map[string]struct {
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if cfg.LighterPrivateKey != "" {
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safeExchange["lighter_private_key"] = MaskSensitiveString(cfg.LighterPrivateKey)
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}
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if cfg.OKXPassphrase != "" {
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safeExchange["okx_passphrase"] = MaskSensitiveString(cfg.OKXPassphrase)
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}
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// 非敏感字段直接添加
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if cfg.HyperliquidWalletAddr != "" {
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@@ -152,8 +152,6 @@ func (d *Database) createTables() error {
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lighter_wallet_addr TEXT DEFAULT '',
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lighter_private_key TEXT DEFAULT '',
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lighter_api_key_private_key TEXT DEFAULT '',
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-- OKX 特定字段
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okx_passphrase TEXT DEFAULT '',
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created_at DATETIME DEFAULT CURRENT_TIMESTAMP,
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updated_at DATETIME DEFAULT CURRENT_TIMESTAMP,
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FOREIGN KEY (user_id) REFERENCES users(id) ON DELETE CASCADE
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@@ -364,7 +362,6 @@ func (d *Database) createTables() error {
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`ALTER TABLE exchanges ADD COLUMN lighter_wallet_addr TEXT DEFAULT ''`,
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`ALTER TABLE exchanges ADD COLUMN lighter_private_key TEXT DEFAULT ''`,
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`ALTER TABLE exchanges ADD COLUMN lighter_api_key_private_key TEXT DEFAULT ''`,
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`ALTER TABLE exchanges ADD COLUMN okx_passphrase TEXT DEFAULT ''`,
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`ALTER TABLE traders ADD COLUMN custom_prompt TEXT DEFAULT ''`,
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`ALTER TABLE traders ADD COLUMN override_base_prompt BOOLEAN DEFAULT 0`,
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`ALTER TABLE traders ADD COLUMN is_cross_margin BOOLEAN DEFAULT 1`, // 默认为全仓模式
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@@ -492,7 +489,6 @@ func (d *Database) initDefaultData() error {
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}{
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{"binance", "Binance Futures", "binance"},
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{"bybit", "Bybit Futures", "bybit"},
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{"okx", "OKX Futures", "okx"},
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{"hyperliquid", "Hyperliquid", "hyperliquid"},
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{"aster", "Aster DEX", "aster"},
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{"lighter", "LIGHTER DEX", "lighter"},
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@@ -752,10 +748,8 @@ type ExchangeConfig struct {
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LighterWalletAddr string `json:"lighterWalletAddr"` // Ethereum 钱包地址 (L1)
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LighterPrivateKey string `json:"lighterPrivateKey"` // L1私钥(用于识别账户)
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LighterAPIKeyPrivateKey string `json:"lighterAPIKeyPrivateKey"` // API Key私钥(40字节,用于签名交易)
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// OKX 特定字段
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OKXPassphrase string `json:"okxPassphrase"` // OKX API Passphrase
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CreatedAt time.Time `json:"created_at"`
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UpdatedAt time.Time `json:"updated_at"`
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CreatedAt time.Time `json:"created_at"`
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UpdatedAt time.Time `json:"updated_at"`
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}
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// TraderRecord 交易员配置(数据库实体)
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@@ -1146,16 +1140,7 @@ func (d *Database) GetExchanges(userID string) ([]*ExchangeConfig, error) {
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COALESCE(aster_private_key, '') as aster_private_key,
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COALESCE(lighter_wallet_addr, '') as lighter_wallet_addr,
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COALESCE(lighter_private_key, '') as lighter_private_key,
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COALESCE(lighter_api_key_private_key, '') as lighter_api_key_private_key,
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COALESCE(okx_passphrase, '') as okx_passphrase,
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COALESCE(lighter_api_key_private_key, '') as lighter_api_key_private_key,
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COALESCE(okx_passphrase, '') as okx_passphrase,
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COALESCE(lighter_api_key_private_key, '') as lighter_api_key_private_key,
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COALESCE(okx_passphrase, '') as okx_passphrase,
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COALESCE(lighter_api_key_private_key, '') as lighter_api_key_private_key,
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COALESCE(okx_passphrase, '') as okx_passphrase,
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COALESCE(lighter_api_key_private_key, '') as lighter_api_key_private_key,
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COALESCE(okx_passphrase, '') as okx_passphrase,
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COALESCE(lighter_api_key_private_key, '') as lighter_api_key_private_key,
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created_at, updated_at
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FROM exchanges WHERE user_id = ? ORDER BY id
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`, userID)
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@@ -1176,7 +1161,6 @@ func (d *Database) GetExchanges(userID string) ([]*ExchangeConfig, error) {
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&exchange.AsterSigner, &exchange.AsterPrivateKey,
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&exchange.LighterWalletAddr, &exchange.LighterPrivateKey,
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&exchange.LighterAPIKeyPrivateKey,
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&exchange.OKXPassphrase,
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&createdAt, &updatedAt,
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)
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if err != nil {
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@@ -1193,7 +1177,6 @@ func (d *Database) GetExchanges(userID string) ([]*ExchangeConfig, error) {
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exchange.AsterPrivateKey = d.decryptSensitiveData(exchange.AsterPrivateKey)
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exchange.LighterPrivateKey = d.decryptSensitiveData(exchange.LighterPrivateKey)
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exchange.LighterAPIKeyPrivateKey = d.decryptSensitiveData(exchange.LighterAPIKeyPrivateKey)
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exchange.OKXPassphrase = d.decryptSensitiveData(exchange.OKXPassphrase)
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exchanges = append(exchanges, &exchange)
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}
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@@ -1202,8 +1185,8 @@ func (d *Database) GetExchanges(userID string) ([]*ExchangeConfig, error) {
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}
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// UpdateExchange 更新交易所配置,如果不存在则创建用户特定配置
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// 🔒 安全特性:空值不会覆盖现有的敏感字段(api_key, secret_key, aster_private_key, lighter_private_key, okx_passphrase)
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func (d *Database) UpdateExchange(userID, id string, enabled bool, apiKey, secretKey string, testnet bool, hyperliquidWalletAddr, asterUser, asterSigner, asterPrivateKey, lighterWalletAddr, lighterPrivateKey, okxPassphrase string) error {
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// 🔒 安全特性:空值不会覆盖现有的敏感字段(api_key, secret_key, aster_private_key, lighter_private_key)
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func (d *Database) UpdateExchange(userID, id string, enabled bool, apiKey, secretKey string, testnet bool, hyperliquidWalletAddr, asterUser, asterSigner, asterPrivateKey, lighterWalletAddr, lighterPrivateKey string) error {
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log.Printf("🔧 UpdateExchange: userID=%s, id=%s, enabled=%v", userID, id, enabled)
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// 构建动态 UPDATE SET 子句
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@@ -1244,12 +1227,6 @@ func (d *Database) UpdateExchange(userID, id string, enabled bool, apiKey, secre
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args = append(args, encryptedLighterPrivateKey)
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}
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if okxPassphrase != "" {
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encryptedOKXPassphrase := d.encryptSensitiveData(okxPassphrase)
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setClauses = append(setClauses, "okx_passphrase = ?")
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args = append(args, encryptedOKXPassphrase)
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}
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// WHERE 条件
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args = append(args, id, userID)
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@@ -1290,9 +1267,6 @@ func (d *Database) UpdateExchange(userID, id string, enabled bool, apiKey, secre
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} else if id == "hyperliquid" {
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name = "Hyperliquid"
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typ = "dex"
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} else if id == "okx" {
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name = "OKX Futures"
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typ = "cex"
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} else if id == "aster" {
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name = "Aster DEX"
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typ = "dex"
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@@ -1311,15 +1285,14 @@ func (d *Database) UpdateExchange(userID, id string, enabled bool, apiKey, secre
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encryptedSecretKey := d.encryptSensitiveData(secretKey)
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encryptedAsterPrivateKey := d.encryptSensitiveData(asterPrivateKey)
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encryptedLighterPrivateKey := d.encryptSensitiveData(lighterPrivateKey)
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encryptedOKXPassphrase := d.encryptSensitiveData(okxPassphrase)
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// 创建用户特定的配置,使用原始的交易所ID
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_, err = d.db.Exec(`
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INSERT INTO exchanges (id, user_id, name, type, enabled, api_key, secret_key, testnet,
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hyperliquid_wallet_addr, aster_user, aster_signer, aster_private_key,
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lighter_wallet_addr, lighter_private_key, okx_passphrase, created_at, updated_at)
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VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, datetime('now'), datetime('now'))
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`, id, userID, name, typ, enabled, encryptedAPIKey, encryptedSecretKey, testnet, hyperliquidWalletAddr, asterUser, asterSigner, encryptedAsterPrivateKey, lighterWalletAddr, encryptedLighterPrivateKey, encryptedOKXPassphrase)
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lighter_wallet_addr, lighter_private_key, created_at, updated_at)
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VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, datetime('now'), datetime('now'))
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`, id, userID, name, typ, enabled, encryptedAPIKey, encryptedSecretKey, testnet, hyperliquidWalletAddr, asterUser, asterSigner, encryptedAsterPrivateKey, lighterWalletAddr, encryptedLighterPrivateKey)
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if err != nil {
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log.Printf("❌ UpdateExchange: 创建记录失败: %v", err)
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@@ -1,490 +0,0 @@
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package trader
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import (
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"bytes"
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"crypto/hmac"
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"crypto/sha256"
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"encoding/base64"
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"encoding/json"
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"fmt"
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"io"
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"log"
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"net/http"
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"strconv"
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"strings"
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"sync"
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"time"
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)
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// OKXTrader OKX USDT 永續合約交易器
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type OKXTrader struct {
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apiKey string
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secretKey string
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passphrase string
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baseURL string
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httpClient *http.Client
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testnet bool
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// 餘額緩存
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cachedBalance map[string]interface{}
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balanceCacheTime time.Time
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balanceCacheMutex sync.RWMutex
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// 持倉緩存
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cachedPositions []map[string]interface{}
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positionsCacheTime time.Time
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positionsCacheMutex sync.RWMutex
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// 緩存有效期(15秒)
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cacheDuration time.Duration
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}
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// NewOKXTrader 創建 OKX 交易器
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func NewOKXTrader(apiKey, secretKey, passphrase string, testnet bool) *OKXTrader {
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baseURL := "https://www.okx.com"
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trader := &OKXTrader{
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apiKey: apiKey,
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secretKey: secretKey,
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passphrase: passphrase,
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baseURL: baseURL,
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testnet: testnet,
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httpClient: &http.Client{Timeout: 30 * time.Second},
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cacheDuration: 15 * time.Second,
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}
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log.Printf("🟠 [OKX] 交易器已初始化 (testnet=%v)", testnet)
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return trader
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}
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// sign 生成 OKX API v5 簽名
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// 簽名算法:Base64(HMAC-SHA256(timestamp + method + requestPath + body, SecretKey))
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func (t *OKXTrader) sign(timestamp, method, requestPath, body string) string {
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// 構建待簽名字符串:timestamp + method + requestPath + body
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message := timestamp + method + requestPath + body
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// HMAC-SHA256 簽名
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h := hmac.New(sha256.New, []byte(t.secretKey))
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h.Write([]byte(message))
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signature := base64.StdEncoding.EncodeToString(h.Sum(nil))
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return signature
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}
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// request 發送 HTTP 請求到 OKX API
|
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func (t *OKXTrader) request(method, path string, params map[string]interface{}) (map[string]interface{}, error) {
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// 生成 ISO 8601 時間戳(含毫秒)
|
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timestamp := time.Now().UTC().Format("2006-01-02T15:04:05.000Z")
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||||
|
||||
// 構建請求體
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var bodyBytes []byte
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var bodyStr string
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if params != nil && len(params) > 0 {
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var err error
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||||
bodyBytes, err = json.Marshal(params)
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||||
if err != nil {
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return nil, fmt.Errorf("序列化請求體失敗: %w", err)
|
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}
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bodyStr = string(bodyBytes)
|
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} else {
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||||
bodyStr = ""
|
||||
}
|
||||
|
||||
// 構建完整 URL
|
||||
url := t.baseURL + path
|
||||
|
||||
// 生成簽名
|
||||
signature := t.sign(timestamp, method, path, bodyStr)
|
||||
|
||||
// 創建請求
|
||||
var req *http.Request
|
||||
var err error
|
||||
if bodyStr != "" {
|
||||
req, err = http.NewRequest(method, url, bytes.NewBuffer(bodyBytes))
|
||||
} else {
|
||||
req, err = http.NewRequest(method, url, nil)
|
||||
}
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("創建請求失敗: %w", err)
|
||||
}
|
||||
|
||||
// 設置請求頭
|
||||
req.Header.Set("Content-Type", "application/json")
|
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req.Header.Set("OK-ACCESS-KEY", t.apiKey)
|
||||
req.Header.Set("OK-ACCESS-SIGN", signature)
|
||||
req.Header.Set("OK-ACCESS-TIMESTAMP", timestamp)
|
||||
req.Header.Set("OK-ACCESS-PASSPHRASE", t.passphrase)
|
||||
|
||||
// Demo 交易模式
|
||||
if t.testnet {
|
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req.Header.Set("x-simulated-trading", "1")
|
||||
}
|
||||
|
||||
// 發送請求
|
||||
resp, err := t.httpClient.Do(req)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("發送請求失敗: %w", err)
|
||||
}
|
||||
defer resp.Body.Close()
|
||||
|
||||
// 讀取響應
|
||||
respBody, err := io.ReadAll(resp.Body)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("讀取響應失敗: %w", err)
|
||||
}
|
||||
|
||||
// 解析 JSON
|
||||
var result map[string]interface{}
|
||||
if err := json.Unmarshal(respBody, &result); err != nil {
|
||||
return nil, fmt.Errorf("解析響應失敗: %w, body: %s", err, string(respBody))
|
||||
}
|
||||
|
||||
// 檢查錯誤
|
||||
if code, ok := result["code"].(string); ok && code != "0" {
|
||||
msg := result["msg"].(string)
|
||||
return nil, fmt.Errorf("OKX API 錯誤 [%s]: %s", code, msg)
|
||||
}
|
||||
|
||||
return result, nil
|
||||
}
|
||||
|
||||
// GetBalance 獲取賬戶餘額
|
||||
func (t *OKXTrader) GetBalance() (map[string]interface{}, error) {
|
||||
// 檢查緩存
|
||||
t.balanceCacheMutex.RLock()
|
||||
if t.cachedBalance != nil && time.Since(t.balanceCacheTime) < t.cacheDuration {
|
||||
balance := t.cachedBalance
|
||||
t.balanceCacheMutex.RUnlock()
|
||||
log.Printf("✓ 使用緩存的賬戶餘額(緩存時間: %.1f秒前)", time.Since(t.balanceCacheTime).Seconds())
|
||||
return balance, nil
|
||||
}
|
||||
t.balanceCacheMutex.RUnlock()
|
||||
|
||||
// 調用 API:GET /api/v5/account/balance
|
||||
log.Printf("🔄 緩存過期,正在調用 OKX API 獲取賬戶餘額...")
|
||||
result, err := t.request("GET", "/api/v5/account/balance", nil)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("獲取 OKX 餘額失敗: %w", err)
|
||||
}
|
||||
|
||||
// 解析響應
|
||||
data, ok := result["data"].([]interface{})
|
||||
if !ok || len(data) == 0 {
|
||||
return nil, fmt.Errorf("OKX API 返回數據格式錯誤")
|
||||
}
|
||||
|
||||
accountData := data[0].(map[string]interface{})
|
||||
details := accountData["details"].([]interface{})
|
||||
|
||||
// 計算 USDT 餘額
|
||||
var totalEq, availEq, upl float64
|
||||
for _, detail := range details {
|
||||
d := detail.(map[string]interface{})
|
||||
if d["ccy"].(string) == "USDT" {
|
||||
totalEq, _ = strconv.ParseFloat(d["eq"].(string), 64)
|
||||
availEq, _ = strconv.ParseFloat(d["availEq"].(string), 64)
|
||||
uplStr, ok := d["upl"].(string)
|
||||
if ok {
|
||||
upl, _ = strconv.ParseFloat(uplStr, 64)
|
||||
}
|
||||
break
|
||||
}
|
||||
}
|
||||
|
||||
balance := map[string]interface{}{
|
||||
"totalWalletBalance": totalEq,
|
||||
"availableBalance": availEq,
|
||||
"totalUnrealizedProfit": upl,
|
||||
"wallet_balance": totalEq,
|
||||
"available_balance": availEq,
|
||||
"unrealized_profit": upl,
|
||||
"balance": totalEq,
|
||||
}
|
||||
|
||||
// 更新緩存
|
||||
t.balanceCacheMutex.Lock()
|
||||
t.cachedBalance = balance
|
||||
t.balanceCacheTime = time.Now()
|
||||
t.balanceCacheMutex.Unlock()
|
||||
|
||||
log.Printf("✓ OKX API 返回: 總餘額=%.2f, 可用=%.2f, 未實現盈虧=%.2f",
|
||||
totalEq, availEq, upl)
|
||||
|
||||
return balance, nil
|
||||
}
|
||||
|
||||
// GetPositions 獲取所有持倉
|
||||
func (t *OKXTrader) GetPositions() ([]map[string]interface{}, error) {
|
||||
// 檢查緩存
|
||||
t.positionsCacheMutex.RLock()
|
||||
if t.cachedPositions != nil && time.Since(t.positionsCacheTime) < t.cacheDuration {
|
||||
positions := t.cachedPositions
|
||||
t.positionsCacheMutex.RUnlock()
|
||||
return positions, nil
|
||||
}
|
||||
t.positionsCacheMutex.RUnlock()
|
||||
|
||||
// 調用 API:GET /api/v5/account/positions
|
||||
result, err := t.request("GET", "/api/v5/account/positions", nil)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("獲取 OKX 持倉失敗: %w", err)
|
||||
}
|
||||
|
||||
// 解析響應
|
||||
data, ok := result["data"].([]interface{})
|
||||
if !ok {
|
||||
return nil, fmt.Errorf("OKX API 返回數據格式錯誤")
|
||||
}
|
||||
|
||||
positions := make([]map[string]interface{}, 0)
|
||||
for _, item := range data {
|
||||
pos := item.(map[string]interface{})
|
||||
|
||||
// 跳過空倉位
|
||||
posStr := pos["pos"].(string)
|
||||
if posStr == "0" {
|
||||
continue
|
||||
}
|
||||
|
||||
// 解析數據
|
||||
quantity, _ := strconv.ParseFloat(posStr, 64)
|
||||
entryPrice, _ := strconv.ParseFloat(pos["avgPx"].(string), 64)
|
||||
markPrice, _ := strconv.ParseFloat(pos["markPx"].(string), 64)
|
||||
upl, _ := strconv.ParseFloat(pos["upl"].(string), 64)
|
||||
leverage, _ := strconv.ParseFloat(pos["lever"].(string), 64)
|
||||
liqPx, _ := strconv.ParseFloat(pos["liqPx"].(string), 64)
|
||||
|
||||
// 計算保證金
|
||||
notionalUsd, _ := strconv.ParseFloat(pos["notionalUsd"].(string), 64)
|
||||
marginUsed := notionalUsd / leverage
|
||||
|
||||
// 計算盈虧百分比
|
||||
uplPct := 0.0
|
||||
if entryPrice > 0 {
|
||||
uplPct = (upl / (quantity * entryPrice)) * 100
|
||||
}
|
||||
|
||||
// 處理方向
|
||||
side := "long"
|
||||
if pos["posSide"].(string) == "short" {
|
||||
side = "short"
|
||||
quantity = -quantity // 空倉顯示負數
|
||||
}
|
||||
|
||||
// 標準化 symbol:BTC-USDT-SWAP → BTCUSDT
|
||||
instId := pos["instId"].(string)
|
||||
symbol := strings.ReplaceAll(strings.ReplaceAll(instId, "-USDT-SWAP", ""), "-", "")
|
||||
|
||||
position := map[string]interface{}{
|
||||
"symbol": symbol,
|
||||
"side": side,
|
||||
"entry_price": entryPrice,
|
||||
"mark_price": markPrice,
|
||||
"quantity": quantity,
|
||||
"leverage": int(leverage),
|
||||
"unrealized_pnl": upl,
|
||||
"unrealized_pnl_pct": uplPct,
|
||||
"liquidation_price": liqPx,
|
||||
"margin_used": marginUsed,
|
||||
}
|
||||
|
||||
positions = append(positions, position)
|
||||
}
|
||||
|
||||
// 更新緩存
|
||||
t.positionsCacheMutex.Lock()
|
||||
t.cachedPositions = positions
|
||||
t.positionsCacheTime = time.Now()
|
||||
t.positionsCacheMutex.Unlock()
|
||||
|
||||
return positions, nil
|
||||
}
|
||||
|
||||
// formatSymbol 將 symbol 轉換為 OKX 格式
|
||||
// BTCUSDT → BTC-USDT-SWAP
|
||||
func (t *OKXTrader) formatSymbol(symbol string) string {
|
||||
// 移除 USDT 後綴,然後加上 -USDT-SWAP
|
||||
base := strings.TrimSuffix(strings.ToUpper(symbol), "USDT")
|
||||
return base + "-USDT-SWAP"
|
||||
}
|
||||
|
||||
// OpenLong 開多倉
|
||||
func (t *OKXTrader) OpenLong(symbol string, quantity float64, leverage int) (map[string]interface{}, error) {
|
||||
return t.placeOrder(symbol, "buy", "long", quantity, leverage)
|
||||
}
|
||||
|
||||
// OpenShort 開空倉
|
||||
func (t *OKXTrader) OpenShort(symbol string, quantity float64, leverage int) (map[string]interface{}, error) {
|
||||
return t.placeOrder(symbol, "sell", "short", quantity, leverage)
|
||||
}
|
||||
|
||||
// CloseLong 平多倉
|
||||
func (t *OKXTrader) CloseLong(symbol string, quantity float64) (map[string]interface{}, error) {
|
||||
return t.placeOrder(symbol, "sell", "long", quantity, 0)
|
||||
}
|
||||
|
||||
// CloseShort 平空倉
|
||||
func (t *OKXTrader) CloseShort(symbol string, quantity float64) (map[string]interface{}, error) {
|
||||
return t.placeOrder(symbol, "buy", "short", quantity, 0)
|
||||
}
|
||||
|
||||
// placeOrder 下單核心邏輯
|
||||
func (t *OKXTrader) placeOrder(symbol, side, posSide string, quantity float64, leverage int) (map[string]interface{}, error) {
|
||||
instId := t.formatSymbol(symbol)
|
||||
|
||||
// 如果指定了槓桿,先設置槓桿
|
||||
if leverage > 0 {
|
||||
if err := t.SetLeverage(symbol, leverage); err != nil {
|
||||
log.Printf("⚠️ 設置槓桿失敗: %v", err)
|
||||
}
|
||||
}
|
||||
|
||||
// 構建訂單參數
|
||||
params := map[string]interface{}{
|
||||
"instId": instId,
|
||||
"tdMode": "cross", // 全倉模式
|
||||
"side": side, // buy/sell
|
||||
"posSide": posSide, // long/short
|
||||
"ordType": "market", // 市價單
|
||||
"sz": fmt.Sprintf("%f", quantity),
|
||||
}
|
||||
|
||||
log.Printf("🟠 [OKX] 下單: %s %s %s, 數量=%.4f", instId, side, posSide, quantity)
|
||||
|
||||
// 調用 API:POST /api/v5/trade/order
|
||||
result, err := t.request("POST", "/api/v5/trade/order", params)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("OKX 下單失敗: %w", err)
|
||||
}
|
||||
|
||||
// 清除緩存
|
||||
t.clearCache()
|
||||
|
||||
return result, nil
|
||||
}
|
||||
|
||||
// SetLeverage 設置槓桿
|
||||
func (t *OKXTrader) SetLeverage(symbol string, leverage int) error {
|
||||
instId := t.formatSymbol(symbol)
|
||||
|
||||
params := map[string]interface{}{
|
||||
"instId": instId,
|
||||
"lever": strconv.Itoa(leverage),
|
||||
"mgnMode": "cross", // 全倉模式
|
||||
}
|
||||
|
||||
log.Printf("🟠 [OKX] 設置槓桿: %s, 槓桿=%d", instId, leverage)
|
||||
|
||||
_, err := t.request("POST", "/api/v5/account/set-leverage", params)
|
||||
if err != nil {
|
||||
// OKX 如果槓桿已經是目標值會返回錯誤,但可以忽略
|
||||
if strings.Contains(err.Error(), "Leverage not modified") {
|
||||
log.Printf(" ✓ 槓桿已是目標值")
|
||||
return nil
|
||||
}
|
||||
return fmt.Errorf("設置槓桿失敗: %w", err)
|
||||
}
|
||||
|
||||
log.Printf(" ✓ 槓桿設置成功")
|
||||
return nil
|
||||
}
|
||||
|
||||
// SetMarginMode 設置倉位模式(全倉/逐倉)
|
||||
func (t *OKXTrader) SetMarginMode(symbol string, isCrossMargin bool) error {
|
||||
// OKX 的保證金模式在下單時指定(tdMode: cross/isolated)
|
||||
// 這裡僅記錄日誌
|
||||
mode := "isolated"
|
||||
if isCrossMargin {
|
||||
mode = "cross"
|
||||
}
|
||||
log.Printf("🟠 [OKX] 保證金模式: %s (在下單時指定)", mode)
|
||||
return nil
|
||||
}
|
||||
|
||||
// GetMarketPrice 獲取市場價格
|
||||
func (t *OKXTrader) GetMarketPrice(symbol string) (float64, error) {
|
||||
instId := t.formatSymbol(symbol)
|
||||
|
||||
// 調用 API:GET /api/v5/market/ticker?instId=BTC-USDT-SWAP
|
||||
path := fmt.Sprintf("/api/v5/market/ticker?instId=%s", instId)
|
||||
result, err := t.request("GET", path, nil)
|
||||
if err != nil {
|
||||
return 0, fmt.Errorf("獲取市場價格失敗: %w", err)
|
||||
}
|
||||
|
||||
// 解析響應
|
||||
data, ok := result["data"].([]interface{})
|
||||
if !ok || len(data) == 0 {
|
||||
return 0, fmt.Errorf("OKX API 返回數據格式錯誤")
|
||||
}
|
||||
|
||||
ticker := data[0].(map[string]interface{})
|
||||
priceStr := ticker["last"].(string)
|
||||
price, err := strconv.ParseFloat(priceStr, 64)
|
||||
if err != nil {
|
||||
return 0, fmt.Errorf("解析價格失敗: %w", err)
|
||||
}
|
||||
|
||||
return price, nil
|
||||
}
|
||||
|
||||
// SetStopLoss 設置止損單
|
||||
func (t *OKXTrader) SetStopLoss(symbol string, positionSide string, quantity, stopPrice float64) error {
|
||||
log.Printf("🟠 [OKX] 設置止損: %s %s, 止損價=%.2f", symbol, positionSide, stopPrice)
|
||||
// TODO: 實現止損邏輯
|
||||
return fmt.Errorf("OKX 止損功能尚未實現")
|
||||
}
|
||||
|
||||
// SetTakeProfit 設置止盈單
|
||||
func (t *OKXTrader) SetTakeProfit(symbol string, positionSide string, quantity, takeProfitPrice float64) error {
|
||||
log.Printf("🟠 [OKX] 設置止盈: %s %s, 止盈價=%.2f", symbol, positionSide, takeProfitPrice)
|
||||
// TODO: 實現止盈邏輯
|
||||
return fmt.Errorf("OKX 止盈功能尚未實現")
|
||||
}
|
||||
|
||||
// CancelStopLossOrders 取消止損單
|
||||
func (t *OKXTrader) CancelStopLossOrders(symbol string) error {
|
||||
log.Printf("🟠 [OKX] 取消止損單: %s", symbol)
|
||||
// TODO: 實現取消止損邏輯
|
||||
return nil
|
||||
}
|
||||
|
||||
// CancelTakeProfitOrders 取消止盈單
|
||||
func (t *OKXTrader) CancelTakeProfitOrders(symbol string) error {
|
||||
log.Printf("🟠 [OKX] 取消止盈單: %s", symbol)
|
||||
// TODO: 實現取消止盈邏輯
|
||||
return nil
|
||||
}
|
||||
|
||||
// CancelAllOrders 取消所有掛單
|
||||
func (t *OKXTrader) CancelAllOrders(symbol string) error {
|
||||
instId := t.formatSymbol(symbol)
|
||||
log.Printf("🟠 [OKX] 取消所有掛單: %s", instId)
|
||||
// TODO: 實現取消所有訂單邏輯
|
||||
return nil
|
||||
}
|
||||
|
||||
// CancelStopOrders 取消止盈止損單
|
||||
func (t *OKXTrader) CancelStopOrders(symbol string) error {
|
||||
log.Printf("🟠 [OKX] 取消止盈止損單: %s", symbol)
|
||||
// TODO: 實現取消止盈止損邏輯
|
||||
return nil
|
||||
}
|
||||
|
||||
// FormatQuantity 格式化數量到正確的精度
|
||||
func (t *OKXTrader) FormatQuantity(symbol string, quantity float64) (string, error) {
|
||||
// OKX 通常使用合約數量(contracts),不同幣種精度不同
|
||||
// 這裡暫時返回標準格式
|
||||
return fmt.Sprintf("%.4f", quantity), nil
|
||||
}
|
||||
|
||||
// clearCache 清除緩存
|
||||
func (t *OKXTrader) clearCache() {
|
||||
t.balanceCacheMutex.Lock()
|
||||
t.cachedBalance = nil
|
||||
t.balanceCacheMutex.Unlock()
|
||||
|
||||
t.positionsCacheMutex.Lock()
|
||||
t.cachedPositions = nil
|
||||
t.positionsCacheMutex.Unlock()
|
||||
}
|
||||
@@ -1,776 +0,0 @@
|
||||
package trader
|
||||
|
||||
import (
|
||||
"encoding/json"
|
||||
"fmt"
|
||||
"net/http"
|
||||
"net/http/httptest"
|
||||
"testing"
|
||||
"time"
|
||||
|
||||
"github.com/stretchr/testify/assert"
|
||||
)
|
||||
|
||||
// ============================================================
|
||||
// 一、OKXTraderTestSuite - 继承 base test suite
|
||||
// ============================================================
|
||||
|
||||
// OKXTraderTestSuite OKX交易器测试套件
|
||||
// 继承 TraderTestSuite 并添加 OKX 特定的 mock 逻辑
|
||||
type OKXTraderTestSuite struct {
|
||||
*TraderTestSuite // 嵌入基础测试套件
|
||||
mockServer *httptest.Server
|
||||
}
|
||||
|
||||
// NewOKXTraderTestSuite 创建 OKX 测试套件
|
||||
func NewOKXTraderTestSuite(t *testing.T) *OKXTraderTestSuite {
|
||||
// 创建 mock HTTP 服务器
|
||||
mockServer := httptest.NewServer(http.HandlerFunc(func(w http.ResponseWriter, r *http.Request) {
|
||||
path := r.URL.Path
|
||||
var respBody interface{}
|
||||
|
||||
switch {
|
||||
// Mock GetBalance - /api/v5/account/balance
|
||||
case path == "/api/v5/account/balance":
|
||||
respBody = map[string]interface{}{
|
||||
"code": "0",
|
||||
"msg": "",
|
||||
"data": []map[string]interface{}{
|
||||
{
|
||||
"totalEq": "10100.50",
|
||||
"details": []map[string]interface{}{
|
||||
{
|
||||
"ccy": "USDT",
|
||||
"eq": "10000.00",
|
||||
"availEq": "8000.00",
|
||||
"frozenBal": "2000.00",
|
||||
"upl": "100.50",
|
||||
"cashBal": "10000.00",
|
||||
"ordFrozen": "0",
|
||||
"liab": "0",
|
||||
"uTime": "1609459200000",
|
||||
"crossLiab": "0",
|
||||
"isoLiab": "0",
|
||||
"mgnRatio": "",
|
||||
"interest": "0",
|
||||
"twap": "0",
|
||||
"maxLoan": "",
|
||||
"eqUsd": "10000.00",
|
||||
"notionalLever": "",
|
||||
"stgyEq": "0",
|
||||
"isoEq": "0",
|
||||
},
|
||||
},
|
||||
},
|
||||
},
|
||||
}
|
||||
|
||||
// Mock GetPositions - /api/v5/account/positions
|
||||
case path == "/api/v5/account/positions":
|
||||
respBody = map[string]interface{}{
|
||||
"code": "0",
|
||||
"msg": "",
|
||||
"data": []map[string]interface{}{
|
||||
{
|
||||
"instId": "BTC-USDT-SWAP",
|
||||
"pos": "0.5",
|
||||
"posSide": "long",
|
||||
"avgPx": "50000.00",
|
||||
"markPx": "50500.00",
|
||||
"upl": "250.00",
|
||||
"uplRatio": "0.01",
|
||||
"lever": "10",
|
||||
"liqPx": "45000.00",
|
||||
"notionalUsd": "25250.00",
|
||||
"instType": "SWAP",
|
||||
"mgnMode": "cross",
|
||||
"cTime": "1609459200000",
|
||||
"uTime": "1609459200000",
|
||||
},
|
||||
},
|
||||
}
|
||||
|
||||
// Mock GetMarketPrice - /api/v5/market/ticker
|
||||
case path == "/api/v5/market/ticker":
|
||||
instId := r.URL.Query().Get("instId")
|
||||
if instId == "" {
|
||||
instId = "BTC-USDT-SWAP"
|
||||
}
|
||||
|
||||
price := "50000.00"
|
||||
if instId == "ETH-USDT-SWAP" {
|
||||
price = "3000.00"
|
||||
} else if instId == "INVALID-USDT-SWAP" {
|
||||
// 返回错误
|
||||
w.Header().Set("Content-Type", "application/json")
|
||||
json.NewEncoder(w).Encode(map[string]interface{}{
|
||||
"code": "51001",
|
||||
"msg": "Instrument ID does not exist",
|
||||
"data": []interface{}{},
|
||||
})
|
||||
return
|
||||
}
|
||||
|
||||
respBody = map[string]interface{}{
|
||||
"code": "0",
|
||||
"msg": "",
|
||||
"data": []map[string]interface{}{
|
||||
{
|
||||
"instId": instId,
|
||||
"last": price,
|
||||
"lastSz": "1",
|
||||
"askPx": price,
|
||||
"askSz": "10",
|
||||
"bidPx": price,
|
||||
"bidSz": "10",
|
||||
"open24h": price,
|
||||
"high24h": price,
|
||||
"low24h": price,
|
||||
"volCcy24h": "1000000",
|
||||
"vol24h": "20",
|
||||
"ts": "1609459200000",
|
||||
"sodUtc0": price,
|
||||
"sodUtc8": price,
|
||||
},
|
||||
},
|
||||
}
|
||||
|
||||
// Mock CreateOrder - /api/v5/trade/order (POST)
|
||||
case path == "/api/v5/trade/order" && r.Method == "POST":
|
||||
respBody = map[string]interface{}{
|
||||
"code": "0",
|
||||
"msg": "",
|
||||
"data": []map[string]interface{}{
|
||||
{
|
||||
"ordId": "123456789",
|
||||
"clOrdId": "test_order_123",
|
||||
"tag": "",
|
||||
"sCode": "0",
|
||||
"sMsg": "",
|
||||
},
|
||||
},
|
||||
}
|
||||
|
||||
// Mock SetLeverage - /api/v5/account/set-leverage (POST)
|
||||
case path == "/api/v5/account/set-leverage" && r.Method == "POST":
|
||||
respBody = map[string]interface{}{
|
||||
"code": "0",
|
||||
"msg": "",
|
||||
"data": []map[string]interface{}{
|
||||
{
|
||||
"instId": "BTC-USDT-SWAP",
|
||||
"lever": "10",
|
||||
"mgnMode": "cross",
|
||||
"posSide": "long",
|
||||
},
|
||||
},
|
||||
}
|
||||
|
||||
// Mock SetMarginMode - /api/v5/account/set-position-mode (POST)
|
||||
case path == "/api/v5/account/set-position-mode" && r.Method == "POST":
|
||||
respBody = map[string]interface{}{
|
||||
"code": "0",
|
||||
"msg": "",
|
||||
"data": []map[string]interface{}{
|
||||
{
|
||||
"posMode": "net_mode",
|
||||
},
|
||||
},
|
||||
}
|
||||
|
||||
// Default: empty success response
|
||||
default:
|
||||
respBody = map[string]interface{}{
|
||||
"code": "0",
|
||||
"msg": "",
|
||||
"data": []interface{}{},
|
||||
}
|
||||
}
|
||||
|
||||
// 序列化响应
|
||||
w.Header().Set("Content-Type", "application/json")
|
||||
json.NewEncoder(w).Encode(respBody)
|
||||
}))
|
||||
|
||||
// 创建 OKXTrader 并设置为使用 mock 服务器
|
||||
trader := &OKXTrader{
|
||||
apiKey: "test_api_key",
|
||||
secretKey: "test_secret_key",
|
||||
passphrase: "test_passphrase",
|
||||
baseURL: mockServer.URL,
|
||||
httpClient: mockServer.Client(),
|
||||
testnet: false,
|
||||
cacheDuration: 0, // 禁用缓存以便测试
|
||||
}
|
||||
|
||||
// 创建基础套件
|
||||
baseSuite := NewTraderTestSuite(t, trader)
|
||||
|
||||
return &OKXTraderTestSuite{
|
||||
TraderTestSuite: baseSuite,
|
||||
mockServer: mockServer,
|
||||
}
|
||||
}
|
||||
|
||||
// Cleanup 清理资源
|
||||
func (s *OKXTraderTestSuite) Cleanup() {
|
||||
if s.mockServer != nil {
|
||||
s.mockServer.Close()
|
||||
}
|
||||
s.TraderTestSuite.Cleanup()
|
||||
}
|
||||
|
||||
// ============================================================
|
||||
// 二、使用 OKXTraderTestSuite 运行通用测试
|
||||
// ============================================================
|
||||
|
||||
// TestOKXTrader_InterfaceCompliance 测试接口兼容性
|
||||
func TestOKXTrader_InterfaceCompliance(t *testing.T) {
|
||||
var _ Trader = (*OKXTrader)(nil)
|
||||
}
|
||||
|
||||
// TestOKXTrader_CommonInterface 使用测试套件运行所有通用接口测试
|
||||
func TestOKXTrader_CommonInterface(t *testing.T) {
|
||||
// 创建测试套件
|
||||
suite := NewOKXTraderTestSuite(t)
|
||||
defer suite.Cleanup()
|
||||
|
||||
// 运行所有通用接口测试
|
||||
suite.RunAllTests()
|
||||
}
|
||||
|
||||
// ============================================================
|
||||
// 三、OKX 特定功能的单元测试
|
||||
// ============================================================
|
||||
|
||||
// TestNewOKXTrader 测试创建 OKX 交易器
|
||||
func TestNewOKXTrader(t *testing.T) {
|
||||
tests := []struct {
|
||||
name string
|
||||
apiKey string
|
||||
secretKey string
|
||||
passphrase string
|
||||
testnet bool
|
||||
wantNil bool
|
||||
}{
|
||||
{
|
||||
name: "成功创建(正式环境)",
|
||||
apiKey: "test_api_key",
|
||||
secretKey: "test_secret_key",
|
||||
passphrase: "test_passphrase",
|
||||
testnet: false,
|
||||
wantNil: false,
|
||||
},
|
||||
{
|
||||
name: "成功创建(测试环境)",
|
||||
apiKey: "test_api_key",
|
||||
secretKey: "test_secret_key",
|
||||
passphrase: "test_passphrase",
|
||||
testnet: true,
|
||||
wantNil: false,
|
||||
},
|
||||
{
|
||||
name: "空API Key仍可创建",
|
||||
apiKey: "",
|
||||
secretKey: "test_secret_key",
|
||||
passphrase: "test_passphrase",
|
||||
testnet: false,
|
||||
wantNil: false,
|
||||
},
|
||||
{
|
||||
name: "空Secret Key仍可创建",
|
||||
apiKey: "test_api_key",
|
||||
secretKey: "",
|
||||
passphrase: "test_passphrase",
|
||||
testnet: false,
|
||||
wantNil: false,
|
||||
},
|
||||
{
|
||||
name: "空Passphrase仍可创建",
|
||||
apiKey: "test_api_key",
|
||||
secretKey: "test_secret_key",
|
||||
passphrase: "",
|
||||
testnet: false,
|
||||
wantNil: false,
|
||||
},
|
||||
}
|
||||
|
||||
for _, tt := range tests {
|
||||
t.Run(tt.name, func(t *testing.T) {
|
||||
trader := NewOKXTrader(tt.apiKey, tt.secretKey, tt.passphrase, tt.testnet)
|
||||
|
||||
if tt.wantNil {
|
||||
assert.Nil(t, trader)
|
||||
} else {
|
||||
assert.NotNil(t, trader)
|
||||
assert.NotNil(t, trader.httpClient)
|
||||
assert.Equal(t, tt.apiKey, trader.apiKey)
|
||||
assert.Equal(t, tt.secretKey, trader.secretKey)
|
||||
assert.Equal(t, tt.passphrase, trader.passphrase)
|
||||
assert.Equal(t, tt.testnet, trader.testnet)
|
||||
|
||||
// 检查 baseURL
|
||||
if tt.testnet {
|
||||
assert.Equal(t, "https://www.okx.com", trader.baseURL)
|
||||
} else {
|
||||
assert.Equal(t, "https://www.okx.com", trader.baseURL)
|
||||
}
|
||||
|
||||
// 检查缓存时间
|
||||
assert.Equal(t, 15*time.Second, trader.cacheDuration)
|
||||
}
|
||||
})
|
||||
}
|
||||
}
|
||||
|
||||
// TestOKXTrader_SymbolFormat 测试符号格式转换
|
||||
func TestOKXTrader_SymbolFormat(t *testing.T) {
|
||||
trader := &OKXTrader{}
|
||||
|
||||
tests := []struct {
|
||||
name string
|
||||
input string
|
||||
expected string
|
||||
}{
|
||||
{
|
||||
name: "BTC USDT Swap",
|
||||
input: "BTCUSDT",
|
||||
expected: "BTC-USDT-SWAP",
|
||||
},
|
||||
{
|
||||
name: "ETH USDT Swap",
|
||||
input: "ETHUSDT",
|
||||
expected: "ETH-USDT-SWAP",
|
||||
},
|
||||
{
|
||||
name: "SOL USDT Swap",
|
||||
input: "SOLUSDT",
|
||||
expected: "SOL-USDT-SWAP",
|
||||
},
|
||||
{
|
||||
name: "小写输入",
|
||||
input: "btcusdt",
|
||||
expected: "BTC-USDT-SWAP",
|
||||
},
|
||||
{
|
||||
name: "混合大小写",
|
||||
input: "BtcUsdT",
|
||||
expected: "BTC-USDT-SWAP",
|
||||
},
|
||||
}
|
||||
|
||||
for _, tt := range tests {
|
||||
t.Run(tt.name, func(t *testing.T) {
|
||||
result := trader.formatSymbol(tt.input)
|
||||
assert.Equal(t, tt.expected, result)
|
||||
})
|
||||
}
|
||||
}
|
||||
|
||||
// TestOKXTrader_Sign 测试签名算法
|
||||
func TestOKXTrader_Sign(t *testing.T) {
|
||||
trader := &OKXTrader{
|
||||
secretKey: "test_secret_key",
|
||||
}
|
||||
|
||||
// 测试签名一致性
|
||||
timestamp := "2024-01-01T00:00:00.000Z"
|
||||
method := "GET"
|
||||
requestPath := "/api/v5/account/balance"
|
||||
body := ""
|
||||
|
||||
// 多次签名应该产生相同结果
|
||||
sign1 := trader.sign(timestamp, method, requestPath, body)
|
||||
sign2 := trader.sign(timestamp, method, requestPath, body)
|
||||
assert.Equal(t, sign1, sign2, "相同输入应产生相同签名")
|
||||
|
||||
// 不同输入应该产生不同签名
|
||||
sign3 := trader.sign("2024-01-01T00:00:01.000Z", method, requestPath, body)
|
||||
assert.NotEqual(t, sign1, sign3, "不同timestamp应产生不同签名")
|
||||
|
||||
sign4 := trader.sign(timestamp, "POST", requestPath, body)
|
||||
assert.NotEqual(t, sign1, sign4, "不同method应产生不同签名")
|
||||
|
||||
sign5 := trader.sign(timestamp, method, "/api/v5/account/positions", body)
|
||||
assert.NotEqual(t, sign1, sign5, "不同path应产生不同签名")
|
||||
|
||||
sign6 := trader.sign(timestamp, method, requestPath, `{"instId":"BTC-USDT-SWAP"}`)
|
||||
assert.NotEqual(t, sign1, sign6, "不同body应产生不同签名")
|
||||
}
|
||||
|
||||
// TestOKXTrader_GetBalance 测试获取余额
|
||||
func TestOKXTrader_GetBalance(t *testing.T) {
|
||||
// 创建测试套件
|
||||
suite := NewOKXTraderTestSuite(t)
|
||||
defer suite.Cleanup()
|
||||
|
||||
trader := suite.Trader.(*OKXTrader)
|
||||
|
||||
// 测试获取余额
|
||||
balance, err := trader.GetBalance()
|
||||
assert.NoError(t, err)
|
||||
assert.NotNil(t, balance)
|
||||
|
||||
// 验证返回的标准化余额字段
|
||||
assert.Contains(t, balance, "totalWalletBalance")
|
||||
assert.Contains(t, balance, "availableBalance")
|
||||
assert.Contains(t, balance, "totalUnrealizedProfit")
|
||||
assert.Contains(t, balance, "balance")
|
||||
|
||||
// 验证余额值
|
||||
totalBalance, ok := balance["totalWalletBalance"].(float64)
|
||||
assert.True(t, ok)
|
||||
assert.Equal(t, 10000.00, totalBalance)
|
||||
|
||||
availBalance, ok := balance["availableBalance"].(float64)
|
||||
assert.True(t, ok)
|
||||
assert.Equal(t, 8000.00, availBalance)
|
||||
|
||||
upl, ok := balance["totalUnrealizedProfit"].(float64)
|
||||
assert.True(t, ok)
|
||||
assert.Equal(t, 100.50, upl)
|
||||
}
|
||||
|
||||
// TestOKXTrader_GetPositions 测试获取持仓
|
||||
func TestOKXTrader_GetPositions(t *testing.T) {
|
||||
// 创建测试套件
|
||||
suite := NewOKXTraderTestSuite(t)
|
||||
defer suite.Cleanup()
|
||||
|
||||
trader := suite.Trader.(*OKXTrader)
|
||||
|
||||
// 测试获取持仓
|
||||
positions, err := trader.GetPositions()
|
||||
assert.NoError(t, err)
|
||||
assert.NotNil(t, positions)
|
||||
assert.GreaterOrEqual(t, len(positions), 1)
|
||||
|
||||
// 验证标准化的持仓字段
|
||||
position := positions[0]
|
||||
assert.Contains(t, position, "symbol")
|
||||
assert.Contains(t, position, "side")
|
||||
assert.Contains(t, position, "entry_price")
|
||||
assert.Contains(t, position, "mark_price")
|
||||
assert.Contains(t, position, "quantity")
|
||||
assert.Contains(t, position, "leverage")
|
||||
assert.Contains(t, position, "unrealized_pnl")
|
||||
assert.Contains(t, position, "unrealized_pnl_pct")
|
||||
assert.Contains(t, position, "liquidation_price")
|
||||
assert.Contains(t, position, "margin_used")
|
||||
|
||||
// 验证具体值(OKX 的数据被标准化)
|
||||
assert.Equal(t, "BTC", position["symbol"]) // BTC-USDT-SWAP → BTC
|
||||
assert.Equal(t, "long", position["side"])
|
||||
assert.Equal(t, 50000.0, position["entry_price"])
|
||||
assert.Equal(t, 50500.0, position["mark_price"])
|
||||
assert.Equal(t, 0.5, position["quantity"])
|
||||
assert.Equal(t, 10, position["leverage"])
|
||||
assert.Equal(t, 250.0, position["unrealized_pnl"])
|
||||
assert.Equal(t, 45000.0, position["liquidation_price"])
|
||||
}
|
||||
|
||||
// TestOKXTrader_GetMarketPrice 测试获取市场价格
|
||||
func TestOKXTrader_GetMarketPrice(t *testing.T) {
|
||||
// 创建测试套件
|
||||
suite := NewOKXTraderTestSuite(t)
|
||||
defer suite.Cleanup()
|
||||
|
||||
trader := suite.Trader.(*OKXTrader)
|
||||
|
||||
tests := []struct {
|
||||
name string
|
||||
symbol string
|
||||
wantError bool
|
||||
wantPrice float64
|
||||
}{
|
||||
{
|
||||
name: "获取BTC价格",
|
||||
symbol: "BTCUSDT",
|
||||
wantError: false,
|
||||
wantPrice: 50000.00,
|
||||
},
|
||||
{
|
||||
name: "获取ETH价格",
|
||||
symbol: "ETHUSDT",
|
||||
wantError: false,
|
||||
wantPrice: 3000.00,
|
||||
},
|
||||
{
|
||||
name: "无效符号",
|
||||
symbol: "INVALID",
|
||||
wantError: true,
|
||||
wantPrice: 0,
|
||||
},
|
||||
}
|
||||
|
||||
for _, tt := range tests {
|
||||
t.Run(tt.name, func(t *testing.T) {
|
||||
price, err := trader.GetMarketPrice(tt.symbol)
|
||||
|
||||
if tt.wantError {
|
||||
assert.Error(t, err)
|
||||
} else {
|
||||
assert.NoError(t, err)
|
||||
assert.Equal(t, tt.wantPrice, price)
|
||||
}
|
||||
})
|
||||
}
|
||||
}
|
||||
|
||||
// TestOKXTrader_FormatQuantity 测试数量格式化
|
||||
func TestOKXTrader_FormatQuantity(t *testing.T) {
|
||||
trader := &OKXTrader{}
|
||||
|
||||
tests := []struct {
|
||||
name string
|
||||
symbol string
|
||||
quantity float64
|
||||
expected string
|
||||
}{
|
||||
{
|
||||
name: "整数数量",
|
||||
symbol: "BTCUSDT",
|
||||
quantity: 1.0,
|
||||
expected: "1.0000",
|
||||
},
|
||||
{
|
||||
name: "小数数量",
|
||||
symbol: "BTCUSDT",
|
||||
quantity: 0.5,
|
||||
expected: "0.5000",
|
||||
},
|
||||
{
|
||||
name: "多位小数(四舍五入到4位)",
|
||||
symbol: "BTCUSDT",
|
||||
quantity: 0.123456,
|
||||
expected: "0.1235",
|
||||
},
|
||||
{
|
||||
name: "零数量",
|
||||
symbol: "BTCUSDT",
|
||||
quantity: 0,
|
||||
expected: "0.0000",
|
||||
},
|
||||
{
|
||||
name: "大数量",
|
||||
symbol: "BTCUSDT",
|
||||
quantity: 100.123,
|
||||
expected: "100.1230",
|
||||
},
|
||||
}
|
||||
|
||||
for _, tt := range tests {
|
||||
t.Run(tt.name, func(t *testing.T) {
|
||||
result, err := trader.FormatQuantity(tt.symbol, tt.quantity)
|
||||
assert.NoError(t, err)
|
||||
assert.Equal(t, tt.expected, result)
|
||||
})
|
||||
}
|
||||
}
|
||||
|
||||
// TestOKXTrader_SetLeverage 测试设置杠杆
|
||||
func TestOKXTrader_SetLeverage(t *testing.T) {
|
||||
// 创建测试套件
|
||||
suite := NewOKXTraderTestSuite(t)
|
||||
defer suite.Cleanup()
|
||||
|
||||
trader := suite.Trader.(*OKXTrader)
|
||||
|
||||
// 测试设置杠杆
|
||||
err := trader.SetLeverage("BTCUSDT", 10)
|
||||
assert.NoError(t, err)
|
||||
}
|
||||
|
||||
// TestOKXTrader_SetMarginMode 测试设置保证金模式
|
||||
func TestOKXTrader_SetMarginMode(t *testing.T) {
|
||||
// 创建测试套件
|
||||
suite := NewOKXTraderTestSuite(t)
|
||||
defer suite.Cleanup()
|
||||
|
||||
trader := suite.Trader.(*OKXTrader)
|
||||
|
||||
// 测试设置保证金模式(cross margin = true)
|
||||
err := trader.SetMarginMode("BTCUSDT", true)
|
||||
assert.NoError(t, err)
|
||||
|
||||
// 测试设置保证金模式(isolated margin = false)
|
||||
err = trader.SetMarginMode("BTCUSDT", false)
|
||||
assert.NoError(t, err)
|
||||
}
|
||||
|
||||
// TestOKXTrader_OpenLong 测试开多仓
|
||||
func TestOKXTrader_OpenLong(t *testing.T) {
|
||||
// 创建测试套件
|
||||
suite := NewOKXTraderTestSuite(t)
|
||||
defer suite.Cleanup()
|
||||
|
||||
trader := suite.Trader.(*OKXTrader)
|
||||
|
||||
// 测试开多仓(OKX 的 OpenLong 接受 leverage 参数)
|
||||
result, err := trader.OpenLong("BTCUSDT", 0.01, 10)
|
||||
assert.NoError(t, err)
|
||||
assert.NotNil(t, result)
|
||||
}
|
||||
|
||||
// TestOKXTrader_OpenShort 测试开空仓
|
||||
func TestOKXTrader_OpenShort(t *testing.T) {
|
||||
// 创建测试套件
|
||||
suite := NewOKXTraderTestSuite(t)
|
||||
defer suite.Cleanup()
|
||||
|
||||
trader := suite.Trader.(*OKXTrader)
|
||||
|
||||
// 测试开空仓(OKX 的 OpenShort 接受 leverage 参数)
|
||||
result, err := trader.OpenShort("BTCUSDT", 0.01, 10)
|
||||
assert.NoError(t, err)
|
||||
assert.NotNil(t, result)
|
||||
}
|
||||
|
||||
// TestOKXTrader_CloseLong 测试平多仓
|
||||
func TestOKXTrader_CloseLong(t *testing.T) {
|
||||
// 创建测试套件
|
||||
suite := NewOKXTraderTestSuite(t)
|
||||
defer suite.Cleanup()
|
||||
|
||||
trader := suite.Trader.(*OKXTrader)
|
||||
|
||||
// 测试平多仓(OKX 的 CloseLong 只接受 symbol 和 quantity)
|
||||
result, err := trader.CloseLong("BTCUSDT", 0.01)
|
||||
assert.NoError(t, err)
|
||||
assert.NotNil(t, result)
|
||||
}
|
||||
|
||||
// TestOKXTrader_CloseShort 测试平空仓
|
||||
func TestOKXTrader_CloseShort(t *testing.T) {
|
||||
// 创建测试套件
|
||||
suite := NewOKXTraderTestSuite(t)
|
||||
defer suite.Cleanup()
|
||||
|
||||
trader := suite.Trader.(*OKXTrader)
|
||||
|
||||
// 测试平空仓(OKX 的 CloseShort 只接受 symbol 和 quantity)
|
||||
result, err := trader.CloseShort("BTCUSDT", 0.01)
|
||||
assert.NoError(t, err)
|
||||
assert.NotNil(t, result)
|
||||
}
|
||||
|
||||
// TestOKXTrader_Cache 测试缓存机制
|
||||
func TestOKXTrader_Cache(t *testing.T) {
|
||||
// 创建测试套件
|
||||
suite := NewOKXTraderTestSuite(t)
|
||||
defer suite.Cleanup()
|
||||
|
||||
trader := suite.Trader.(*OKXTrader)
|
||||
|
||||
// 启用缓存
|
||||
trader.cacheDuration = 5 * time.Second
|
||||
|
||||
// 第一次调用 - 应该访问 API
|
||||
balance1, err := trader.GetBalance()
|
||||
assert.NoError(t, err)
|
||||
assert.NotNil(t, balance1)
|
||||
|
||||
// 第二次调用 - 应该使用缓存
|
||||
balance2, err := trader.GetBalance()
|
||||
assert.NoError(t, err)
|
||||
assert.NotNil(t, balance2)
|
||||
assert.Equal(t, balance1, balance2)
|
||||
|
||||
// 清空缓存
|
||||
trader.balanceCacheMutex.Lock()
|
||||
trader.cachedBalance = nil
|
||||
trader.balanceCacheTime = time.Time{}
|
||||
trader.balanceCacheMutex.Unlock()
|
||||
|
||||
// 第三次调用 - 应该重新访问 API
|
||||
balance3, err := trader.GetBalance()
|
||||
assert.NoError(t, err)
|
||||
assert.NotNil(t, balance3)
|
||||
}
|
||||
|
||||
// TestOKXTrader_ErrorHandling 测试错误处理
|
||||
func TestOKXTrader_ErrorHandling(t *testing.T) {
|
||||
// 创建错误响应的 mock 服务器
|
||||
mockServer := httptest.NewServer(http.HandlerFunc(func(w http.ResponseWriter, r *http.Request) {
|
||||
w.Header().Set("Content-Type", "application/json")
|
||||
json.NewEncoder(w).Encode(map[string]interface{}{
|
||||
"code": "50000",
|
||||
"msg": "Internal server error",
|
||||
"data": []interface{}{},
|
||||
})
|
||||
}))
|
||||
defer mockServer.Close()
|
||||
|
||||
trader := &OKXTrader{
|
||||
apiKey: "test_api_key",
|
||||
secretKey: "test_secret_key",
|
||||
passphrase: "test_passphrase",
|
||||
baseURL: mockServer.URL,
|
||||
httpClient: mockServer.Client(),
|
||||
testnet: false,
|
||||
}
|
||||
|
||||
// 测试各种操作应该返回错误
|
||||
_, err := trader.GetBalance()
|
||||
assert.Error(t, err)
|
||||
assert.Contains(t, err.Error(), "50000")
|
||||
|
||||
_, err = trader.GetPositions()
|
||||
assert.Error(t, err)
|
||||
|
||||
_, err = trader.GetMarketPrice("BTCUSDT")
|
||||
assert.Error(t, err)
|
||||
|
||||
_, err = trader.OpenLong("BTCUSDT", 0.01, 10)
|
||||
assert.Error(t, err)
|
||||
|
||||
err = trader.SetLeverage("BTCUSDT", 10)
|
||||
assert.Error(t, err)
|
||||
}
|
||||
|
||||
// TestOKXTrader_HTTPRequestError 测试 HTTP 请求错误
|
||||
func TestOKXTrader_HTTPRequestError(t *testing.T) {
|
||||
// 使用无效的 baseURL
|
||||
trader := &OKXTrader{
|
||||
apiKey: "test_api_key",
|
||||
secretKey: "test_secret_key",
|
||||
passphrase: "test_passphrase",
|
||||
baseURL: "http://invalid-url-that-does-not-exist-12345.com",
|
||||
httpClient: &http.Client{Timeout: 1 * time.Second},
|
||||
testnet: false,
|
||||
}
|
||||
|
||||
// 测试各种操作应该返回网络错误
|
||||
_, err := trader.GetBalance()
|
||||
assert.Error(t, err)
|
||||
|
||||
_, err = trader.GetPositions()
|
||||
assert.Error(t, err)
|
||||
|
||||
_, err = trader.GetMarketPrice("BTCUSDT")
|
||||
assert.Error(t, err)
|
||||
}
|
||||
|
||||
// TestOKXTrader_InvalidJSON 测试无效 JSON 响应
|
||||
func TestOKXTrader_InvalidJSON(t *testing.T) {
|
||||
// 创建返回无效 JSON 的 mock 服务器
|
||||
mockServer := httptest.NewServer(http.HandlerFunc(func(w http.ResponseWriter, r *http.Request) {
|
||||
w.Header().Set("Content-Type", "application/json")
|
||||
fmt.Fprint(w, "invalid json{{{")
|
||||
}))
|
||||
defer mockServer.Close()
|
||||
|
||||
trader := &OKXTrader{
|
||||
apiKey: "test_api_key",
|
||||
secretKey: "test_secret_key",
|
||||
passphrase: "test_passphrase",
|
||||
baseURL: mockServer.URL,
|
||||
httpClient: mockServer.Client(),
|
||||
testnet: false,
|
||||
}
|
||||
|
||||
// 测试应该返回 JSON 解析错误
|
||||
_, err := trader.GetBalance()
|
||||
assert.Error(t, err)
|
||||
assert.Contains(t, err.Error(), "解析")
|
||||
}
|
||||
Reference in New Issue
Block a user