update
This commit is contained in:
aaron
parent
7817632847
commit
14f1695350
@ -927,11 +927,11 @@ class CryptoAgent:
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await self._send_signal_notification(market_signal, decision, current_price)
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else:
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logger.error(f" ❌ 订单对象无效: 缺少order_id属性")
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# 订单创建失败，理由已在日志中记录，无需单独通知
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await self._notify_execution_failure(market_signal, decision, "订单对象无效（缺少order_id）", prefix="[模拟盘]")
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else:
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# 订单创建失败，理由已在日志中记录，无需单独通知
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reason = result.get('message', '订单创建失败') if result else '订单创建失败'
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logger.warning(f" ⚠️ 交易未执行: {reason}")
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await self._notify_execution_failure(market_signal, decision, reason, prefix="[模拟盘]")
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elif decision_type == 'CLOSE':
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close_success = await self._execute_close(decision, current_price)
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# CLOSE 操作也发送执行通知
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@ -1271,8 +1271,10 @@ class CryptoAgent:
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async def _send_signal_notification(self, market_signal: Dict[str, Any],
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decision: Dict[str, Any], current_price: float,
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prefix: str = ""):
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"""发送交易执行通知（第三阶段）"""
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prefix: str = "", hl_order_status: str = None):
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"""发送交易执行通知（第三阶段）
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hl_order_status: Hyperliquid 限价单实际状态 'resting'|'filled'|None
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"""
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try:
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decision_type = decision.get('decision', 'HOLD')
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@ -1292,7 +1294,11 @@ class CryptoAgent:
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quantity = decision.get('quantity', 'N/A')
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stop_loss = decision.get('stop_loss', '')
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take_profit = decision.get('take_profit', '')
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confidence = decision.get('confidence', 0)
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# confidence 优先从决策本身读取，否则从市场信号的最佳信号读取
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confidence = decision.get('confidence')
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if confidence is None:
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_best = self._get_best_signal_from_market(market_signal)
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confidence = _best.get('confidence', 0) if _best else 0
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# 决策类型映射
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decision_map = {
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@ -1320,17 +1326,31 @@ class CryptoAgent:
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# 从市场信号中获取入场方式（需要在构建标题之前）
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best_signal = self._get_best_signal_from_market(market_signal)
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entry_type = best_signal.get('entry_type', 'market') if best_signal else 'market'
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entry_type_text = '现价单' if entry_type == 'market' else '挂单'
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entry_type_icon = '⚡' if entry_type == 'market' else '⏳'
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# 对 Hyperliquid 限价单：用实际订单状态决定显示
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# resting=真的在挂单中, filled=已立即成交, None=非HL或市价单
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if hl_order_status == 'resting':
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entry_type_text = '挂单'
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entry_type_icon = '⏳'
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elif hl_order_status == 'filled':
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entry_type_text = '现价成交'
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entry_type_icon = '⚡'
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else:
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entry_type_text = '现价单' if entry_type == 'market' else '挂单'
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entry_type_icon = '⚡' if entry_type == 'market' else '⏳'
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# 仓位图标
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position_map = {'heavy': '🔥 重仓', 'medium': '📊 中仓', 'light': '🌱 轻仓'}
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position_display = position_map.get(position_size, '🌱 轻仓')
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# 构建卡片标题和颜色 - 考虑入场方式，添加 [执行] 前缀区分
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# 挂单时标题显示"挂单"，现价单时显示"开仓"/"平仓"等
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# 构建卡片标题：Hyperliquid 限价单区分实际状态
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if decision_type == 'OPEN':
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decision_title = '挂单' if entry_type == 'limit' else '开仓'
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if hl_order_status == 'resting':
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decision_title = '挂单中'
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elif hl_order_status == 'filled':
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decision_title = '开仓（立即成交）'
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else:
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decision_title = '挂单' if entry_type == 'limit' else '开仓'
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title = f"{title_prefix}[执行] {account_type} {symbol} {decision_title}"
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color = "green"
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elif decision_type == 'CLOSE':
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@ -1338,7 +1358,12 @@ class CryptoAgent:
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title = f"{title_prefix}[执行] {account_type} {symbol} {decision_title}"
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color = "orange"
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elif decision_type == 'ADD':
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decision_title = '挂单' if entry_type == 'limit' else '加仓'
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if hl_order_status == 'resting':
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decision_title = '加仓挂单中'
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elif hl_order_status == 'filled':
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decision_title = '加仓（立即成交）'
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else:
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decision_title = '挂单' if entry_type == 'limit' else '加仓'
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title = f"{title_prefix}[执行] {account_type} {symbol} {decision_title}"
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color = "green"
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elif decision_type == 'REDUCE':
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@ -1403,6 +1428,37 @@ class CryptoAgent:
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except Exception as e:
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logger.warning(f"发送交易执行通知失败: {e}")
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async def _notify_execution_failure(self, market_signal: Dict[str, Any],
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decision: Dict[str, Any], reason: str,
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prefix: str = ""):
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"""发送执行失败通知（决策给出了 OPEN/ADD 但实际未能开仓）"""
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try:
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symbol = market_signal.get('symbol', '')
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decision_type = decision.get('decision', 'OPEN')
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action = decision.get('action', '')
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title_prefix = f"{prefix} " if prefix else ""
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action_text = "做多" if 'buy' in action.lower() else ("做空" if 'sell' in action.lower() else action)
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decision_text = {'OPEN': '开仓', 'ADD': '加仓'}.get(decision_type, decision_type)
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title = f"{title_prefix}⚠️ {symbol} {decision_text}未执行"
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content = "\n".join([
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f"🔴 **决策**: {decision_text}（{action_text}）",
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f"❌ **未执行原因**: {reason}",
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f"🕐 **时间**: {datetime.now().strftime('%H:%M:%S')}",
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])
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if self.settings.feishu_enabled:
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await self.feishu_paper.send_card(title, content, "red")
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if self.settings.telegram_enabled:
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await self.telegram.send_message(f"{title}\n\n{content}")
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if self.settings.dingtalk_enabled:
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await self.dingtalk.send_action_card(title, content)
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logger.info(f" 📤 已发送执行失败通知: {reason}")
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except Exception as e:
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logger.warning(f"发送执行失败通知失败: {e}")
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async def _execute_paper_trade(self, decision: Dict[str, Any], market_signal: Dict[str, Any], current_price: float):
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"""执行模拟交易"""
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try:
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@ -1871,7 +1927,11 @@ class CryptoAgent:
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if result.get('success'):
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logger.info(f" ✅ Hyperliquid 交易成功")
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await self._send_signal_notification(market_signal, decision, current_price, prefix="[Hyperliquid]")
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# 根据实际订单状态决定通知文案：resting=真挂单，filled=已成交
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order_status = result.get('verified_order_status', 'filled')
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await self._send_signal_notification(market_signal, decision, current_price,
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prefix="[Hyperliquid]",
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hl_order_status=order_status)
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# 止盈止损设置失败时单独告警
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if result.get('tp_sl_warning'):
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await self._notify_hyperliquid_error(symbol, "设置止盈止损", result['tp_sl_warning'])
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@ -1948,27 +2008,48 @@ class CryptoAgent:
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price=entry_price
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)
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# 如果开仓成功，设置止盈止损
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# 如果开仓成功，处理止盈止损 + 验证订单实际状态
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if result.get('success'):
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order_status = result.get('order_status', 'filled') # market单默认filled
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# 限价单：如果立即成交（filled），验证持仓是否存在
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if entry_type == 'limit' and order_status == 'filled':
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position = self.hyperliquid.get_position_for_symbol(symbol)
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if position:
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logger.info(f" ✅ 限价单立即成交，持仓确认: {symbol} size={position['size']}")
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else:
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logger.warning(f" ⚠️ 限价单显示 filled 但未查到持仓，可能已被平仓或数据延迟")
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# 限价单：如果仍在挂单中（resting），验证订单是否在挂单列表
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elif entry_type == 'limit' and order_status == 'resting':
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order_id = result.get('order_id')
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open_orders = self.hyperliquid.get_open_orders(symbol)
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if any(o.get('order_id') == order_id for o in open_orders):
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logger.info(f" ✅ 限价单已挂出并确认可见: oid={order_id}")
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else:
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logger.warning(f" ⚠️ 限价单 oid={order_id} 未在挂单列表中查到（可能已成交或延迟）")
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# 将实际状态写回 result，供通知层使用
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result['verified_order_status'] = order_status
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tp_price = decision.get('take_profit')
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sl_price = decision.get('stop_loss')
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if tp_price or sl_price:
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# 判断方向
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is_long = (side == 'buy')
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# 只有已成交的订单才设置止盈止损（挂单中的不设，等成交后再设）
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if order_status != 'resting':
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is_long = (side == 'buy')
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tp_sl_result = self.hyperliquid.set_tp_sl(
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symbol=symbol,
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is_long=is_long,
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size=size,
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tp_price=tp_price,
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sl_price=sl_price
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)
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# 设置止盈止损
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tp_sl_result = self.hyperliquid.set_tp_sl(
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symbol=symbol,
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is_long=is_long,
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size=size,
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tp_price=tp_price,
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sl_price=sl_price
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)
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if not tp_sl_result.get('success'):
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logger.warning(f" ⚠️ 设置止盈止损失败: {tp_sl_result.get('error')}")
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result['tp_sl_warning'] = tp_sl_result.get('error', '设置止盈止损失败')
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if not tp_sl_result.get('success'):
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logger.warning(f" ⚠️ 设置止盈止损失败: {tp_sl_result.get('error')}")
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result['tp_sl_warning'] = tp_sl_result.get('error', '设置止盈止损失败')
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return result
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@ -181,6 +181,11 @@ class HyperliquidTradingService:
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logger.error(f"❌ Hyperliquid 市价单错误: {error_statuses}")
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return {"success": False, "error": str(error_statuses), "result": result}
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# statuses 为空 → 静默拒绝
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if not statuses:
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logger.error(f"❌ Hyperliquid 市价单：返回 statuses 为空，订单未成功提交")
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return {"success": False, "error": "Empty order statuses (order not placed)", "result": result}
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side = "买入" if is_buy else "卖出"
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order_type = "平仓" if reduce_only else "开仓"
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logger.info(f"✅ Hyperliquid 市价单: {order_type} {side} {symbol} {size}")
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@ -224,16 +229,42 @@ class HyperliquidTradingService:
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# 检查单个订单状态
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statuses = result.get("response", {}).get("data", {}).get("statuses", [])
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# 有错误 → 失败
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error_statuses = [s for s in statuses if "error" in s]
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if error_statuses:
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logger.error(f"❌ Hyperliquid 限价单错误: {error_statuses}")
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return {"success": False, "error": str(error_statuses), "result": result}
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side = "买入" if is_buy else "卖出"
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logger.info(f"✅ Hyperliquid 限价单: {side} {symbol} {size} @ ${price}")
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# statuses 为空 → Hyperliquid 静默拒绝，视为失败
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if not statuses:
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logger.error(f"❌ Hyperliquid 限价单：返回 statuses 为空，订单未成功提交")
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return {"success": False, "error": "Empty order statuses (order not placed)", "result": result}
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# 判断订单实际状态：resting（挂单中）还是 filled（立即成交）
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first_status = statuses[0]
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if "resting" in first_status:
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order_id = first_status["resting"].get("oid")
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order_status = "resting"
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side = "买入" if is_buy else "卖出"
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logger.info(f"✅ Hyperliquid 限价单已挂出: {side} {symbol} {size} @ ${price} (oid={order_id})")
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elif "filled" in first_status:
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order_status = "filled"
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filled_info = first_status["filled"]
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avg_px = filled_info.get("avgPx", price)
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logger.info(f"✅ Hyperliquid 限价单立即成交: {symbol} {size} @ ${avg_px}")
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order_id = filled_info.get("oid")
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else:
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# 未知状态，记录并视为成功但标记 unknown
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order_status = "unknown"
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order_id = None
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logger.warning(f"⚠️ Hyperliquid 限价单状态未知: {first_status}")
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side = "买入" if is_buy else "卖出"
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return {
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"success": True,
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"order_status": order_status, # "resting" | "filled" | "unknown"
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"order_id": order_id,
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"symbol": symbol,
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"side": "buy" if is_buy else "sell",
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"size": size,
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