mirror of
https://github.com/NoFxAiOS/nofx.git
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ecbedc6525
- Add maxMktSz check for OKX market orders to prevent exceeding limits - Increase margin safety buffer (0.1% fee + 1% buffer) for all exchanges - Fix Binance position closure detection with direct trade queries - Move Recent Completed Trades before Current Positions in AI prompt - Update README screenshots with table layout for better alignment
97 lines
3.9 KiB
Go
97 lines
3.9 KiB
Go
package trader
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import "time"
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// ClosedPnLRecord represents a single closed position record from exchange
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type ClosedPnLRecord struct {
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Symbol string // Trading pair (e.g., "BTCUSDT")
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Side string // "long" or "short"
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EntryPrice float64 // Entry price
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ExitPrice float64 // Exit/close price
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Quantity float64 // Position size
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RealizedPnL float64 // Realized profit/loss
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Fee float64 // Trading fee/commission
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Leverage int // Leverage used
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EntryTime time.Time // Position open time
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ExitTime time.Time // Position close time
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OrderID string // Close order ID
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CloseType string // "manual", "stop_loss", "take_profit", "liquidation", "unknown"
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ExchangeID string // Exchange-specific position ID
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}
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// TradeRecord represents a single trade/fill from exchange
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// Used for reconstructing position history with unified algorithm
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type TradeRecord struct {
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TradeID string // Unique trade ID from exchange
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Symbol string // Trading pair (e.g., "BTCUSDT")
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Side string // "BUY" or "SELL"
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PositionSide string // "LONG", "SHORT", or "BOTH" (for one-way mode)
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Price float64 // Execution price
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Quantity float64 // Executed quantity
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RealizedPnL float64 // Realized PnL (non-zero for closing trades)
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Fee float64 // Trading fee/commission
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Time time.Time // Trade execution time
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}
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// Trader Unified trader interface
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// Supports multiple trading platforms (Binance, Hyperliquid, etc.)
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type Trader interface {
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// GetBalance Get account balance
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GetBalance() (map[string]interface{}, error)
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// GetPositions Get all positions
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GetPositions() ([]map[string]interface{}, error)
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// OpenLong Open long position
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OpenLong(symbol string, quantity float64, leverage int) (map[string]interface{}, error)
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// OpenShort Open short position
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OpenShort(symbol string, quantity float64, leverage int) (map[string]interface{}, error)
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// CloseLong Close long position (quantity=0 means close all)
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CloseLong(symbol string, quantity float64) (map[string]interface{}, error)
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// CloseShort Close short position (quantity=0 means close all)
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CloseShort(symbol string, quantity float64) (map[string]interface{}, error)
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// SetLeverage Set leverage
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SetLeverage(symbol string, leverage int) error
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// SetMarginMode Set position mode (true=cross margin, false=isolated margin)
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SetMarginMode(symbol string, isCrossMargin bool) error
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// GetMarketPrice Get market price
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GetMarketPrice(symbol string) (float64, error)
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// SetStopLoss Set stop-loss order
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SetStopLoss(symbol string, positionSide string, quantity, stopPrice float64) error
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// SetTakeProfit Set take-profit order
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SetTakeProfit(symbol string, positionSide string, quantity, takeProfitPrice float64) error
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// CancelStopLossOrders Cancel only stop-loss orders (BUG fix: don't delete take-profit when adjusting stop-loss)
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CancelStopLossOrders(symbol string) error
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// CancelTakeProfitOrders Cancel only take-profit orders (BUG fix: don't delete stop-loss when adjusting take-profit)
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CancelTakeProfitOrders(symbol string) error
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// CancelAllOrders Cancel all pending orders for this symbol
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CancelAllOrders(symbol string) error
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// CancelStopOrders Cancel stop-loss/take-profit orders for this symbol (for adjusting stop-loss/take-profit positions)
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CancelStopOrders(symbol string) error
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// FormatQuantity Format quantity to correct precision
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FormatQuantity(symbol string, quantity float64) (string, error)
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// GetOrderStatus Get order status
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// Returns: status(FILLED/NEW/CANCELED), avgPrice, executedQty, commission
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GetOrderStatus(symbol string, orderID string) (map[string]interface{}, error)
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// GetClosedPnL Get closed position PnL records from exchange
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// startTime: start time for query (usually last sync time)
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// limit: max number of records to return
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// Returns accurate exit price, fees, and close reason for positions closed externally
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GetClosedPnL(startTime time.Time, limit int) ([]ClosedPnLRecord, error)
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}
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