feat(去重逻辑): 增强信号去重机制以区分不同动作
Changes: * 更新去重键计算逻辑,新增动作字段以区分不同的交易动作(如 REDUCE 和 CLOSE) * 增加单元测试以验证不同动作在相同价格下的去重行为 * 更新文档以反映去重窗口的变化,确保准确性
This commit is contained in:
@@ -37,8 +37,9 @@ func signalKey(source string, data map[string]interface{}) string {
|
||||
symbol := firstNonEmptyField(fieldString(data["symbol"]), fieldString(data["currency"]))
|
||||
period := fieldString(data["period"])
|
||||
direction := strings.ToUpper(firstNonEmptyField(fieldString(data["direction"]), fieldString(data["side"])))
|
||||
action := strings.ToUpper(fieldString(data["action"]))
|
||||
price := fieldString(data["price"])
|
||||
return strings.Join([]string{strings.TrimSpace(source), strategy, symbol, period, direction, price}, "\x1f")
|
||||
return strings.Join([]string{strings.TrimSpace(source), strategy, symbol, period, direction, action, price}, "\x1f")
|
||||
}
|
||||
|
||||
func firstNonEmptyField(a, b string) string {
|
||||
|
||||
@@ -67,6 +67,31 @@ func TestSignalHashIgnoresUnrelatedFields(t *testing.T) {
|
||||
}
|
||||
}
|
||||
|
||||
func TestSignalHashDistinguishesAction(t *testing.T) {
|
||||
base := map[string]interface{}{
|
||||
"strategyCode": "BLONG",
|
||||
"symbol": "SOLUSDT",
|
||||
"period": "30m",
|
||||
"side": "SHORT",
|
||||
"price": 101.32,
|
||||
}
|
||||
reduce := cloneFields(base)
|
||||
reduce["action"] = "REDUCE"
|
||||
closeMsg := cloneFields(base)
|
||||
closeMsg["action"] = "CLOSE"
|
||||
if SignalHash("trade-signal", reduce) == SignalHash("trade-signal", closeMsg) {
|
||||
t.Fatal("REDUCE and CLOSE at the same price should hash differently")
|
||||
}
|
||||
}
|
||||
|
||||
func cloneFields(in map[string]interface{}) map[string]interface{} {
|
||||
out := make(map[string]interface{}, len(in)+1)
|
||||
for k, v := range in {
|
||||
out[k] = v
|
||||
}
|
||||
return out
|
||||
}
|
||||
|
||||
func TestMemoryDeduperClaimOnce(t *testing.T) {
|
||||
d := NewMemoryDeduper()
|
||||
ok, err := d.Claim(context.Background(), "abc")
|
||||
@@ -131,6 +156,49 @@ func TestHandleDedupByStrategySymbolPeriodDirectionPrice(t *testing.T) {
|
||||
}
|
||||
}
|
||||
|
||||
func TestHandleDedupKeepsReduceThenClose(t *testing.T) {
|
||||
dedup := NewMemoryDeduper()
|
||||
var events []string
|
||||
process := func(_ context.Context, req notify.Request) (notify.Result, error) {
|
||||
events = append(events, req.Event)
|
||||
return notify.Result{Matched: true}, nil
|
||||
}
|
||||
lookup := func(context.Context, string) (*model.Source, error) { return enabledSrc(), nil }
|
||||
conv := tradesignal.NewConverter(nil)
|
||||
reduce := []byte(`{
|
||||
"signalId":"local-0f6f4b00e143f8ee:update:1787629790828:0.12",
|
||||
"sourcePosId":"local-0f6f4b00e143f8ee","sourcePosIds":["3340443882114850823"],
|
||||
"strategyCode":"BLONG","symbol":"SOLUSDT","side":"SHORT","action":"REDUCE",
|
||||
"quantity":0.11,"price":101.32,"leverage":20,"period":"30m",
|
||||
"eventTime":"2026-08-25T03:49:51.155Z","addCount":0,"totalPos":0.12,
|
||||
"totalAvgPx":102.64,"posMarginRatio":0.478261,"oldQuantity":0.23,"deltaQuantity":-0.11
|
||||
}`)
|
||||
closeBody := []byte(`{
|
||||
"signalId":"local-0f6f4b00e143f8ee:close:1787629790936:0",
|
||||
"sourcePosId":"local-0f6f4b00e143f8ee","sourcePosIds":["3340443882114850823"],
|
||||
"strategyCode":"BLONG","symbol":"SOLUSDT","side":"SHORT","action":"CLOSE",
|
||||
"quantity":0.12,"price":101.32,"leverage":1,"period":"30m",
|
||||
"eventTime":"2026-08-25T03:49:51.389Z","addCount":0,"totalPos":0,
|
||||
"totalAvgPx":0,"posMarginRatio":1,"oldQuantity":0.12
|
||||
}`)
|
||||
if d := HandleMessage(context.Background(), HandleInput{
|
||||
Body: reduce, SourceName: "trade-signal", MaxRetry: 3, Deduper: dedup,
|
||||
}, conv, lookup, process); d != DispositionAck {
|
||||
t.Fatalf("reduce=%v", d)
|
||||
}
|
||||
if d := HandleMessage(context.Background(), HandleInput{
|
||||
Body: closeBody, SourceName: "trade-signal", MaxRetry: 3, Deduper: dedup,
|
||||
}, conv, lookup, process); d != DispositionAck {
|
||||
t.Fatalf("close=%v", d)
|
||||
}
|
||||
if len(events) != 2 {
|
||||
t.Fatalf("reduce then close should both notify, got %v", events)
|
||||
}
|
||||
if events[0] != "trade.reduce" || events[1] != "trade.close" {
|
||||
t.Fatalf("events=%v", events)
|
||||
}
|
||||
}
|
||||
|
||||
func TestHandleDedupKeepsDifferentSources(t *testing.T) {
|
||||
dedup := NewMemoryDeduper()
|
||||
var n atomic.Int32
|
||||
|
||||
Reference in New Issue
Block a user