feat: subscribe to RabbitMQ trade signals and notify by rules

Consume configurable queues, format signals (including period), share NotifyService with HTTP, and drop duplicate bodies within 1h.
2026-08-15 17:34:49 +08:00
parent 1f4fe2fb75
commit 6f846a0a3c
25 changed files with 3129 additions and 114 deletions
@@ -0,0 +1,198 @@
+package tradesignal
+
+import (
+	"fmt"
+	"strings"
+	"time"
+)
+
+type FormatOptions struct {
+	AvgPrice *float64
+}
+
+func Format(signal *Signal, opts ...FormatOptions) string {
+	var opt FormatOptions
+	if len(opts) > 0 {
+		opt = opts[0]
+	}
+
+	title := actionTitle(signal.Side, signal.Action)
+	symbol := trimQuote(signal.Symbol)
+
+	lines := []string{title}
+	lines = append(lines, fmt.Sprintf("交易品种: %s", symbol))
+	if p := strings.TrimSpace(signal.Period); p != "" {
+		lines = append(lines, fmt.Sprintf("周期: %s", p))
+	}
+
+	action := strings.ToUpper(signal.Action)
+	switch action {
+	case "OPEN":
+		lines = append(lines, fmt.Sprintf("开仓价格: %.2f", signal.Price))
+		if line := sizeLine("OPEN", signal.Quantity, signal.AmountMarginRatio); line != "" {
+			lines = append(lines, line)
+		}
+		lines = appendAvgPrice(lines, opt.AvgPrice)
+		if signal.Leverage > 0 {
+			lines = append(lines, fmt.Sprintf("杠杆: %dx", signal.Leverage))
+		}
+		if signal.TakeProfitPrice != nil {
+			lines = append(lines, fmt.Sprintf("止盈价格: %.2f", *signal.TakeProfitPrice))
+		}
+		if signal.StopLossPrice != nil {
+			lines = append(lines, fmt.Sprintf("止损价格: %.2f", *signal.StopLossPrice))
+		}
+	case "CLOSE":
+		lines = append(lines, fmt.Sprintf("平仓价格: %.2f", signal.Price))
+		lines = append(lines, closeSizeLine(signal.Quantity, signal.PosMarginRatio))
+		lines = appendAvgPrice(lines, opt.AvgPrice)
+		if signal.PnL != nil {
+			lines = append(lines, fmt.Sprintf("平仓盈亏: %.2f", *signal.PnL))
+		}
+		if signal.AccountBalance != nil {
+			lines = append(lines, fmt.Sprintf("账户余额：%.2f", *signal.AccountBalance))
+		}
+	case "ADD":
+		lines = append(lines, fmt.Sprintf("加仓价格: %.2f", signal.Price))
+		if line := sizeLine("ADD", signal.Quantity, signal.AmountMarginRatio); line != "" {
+			lines = append(lines, line)
+		}
+		lines = appendAvgPrice(lines, opt.AvgPrice)
+		if signal.Leverage > 0 {
+			lines = append(lines, fmt.Sprintf("杠杆: %dx", signal.Leverage))
+		}
+	case "REDUCE":
+		lines = append(lines, fmt.Sprintf("减仓价格: %.2f", signal.Price))
+		if line := sizeLine("REDUCE", signal.Quantity, signal.PosMarginRatio); line != "" {
+			lines = append(lines, line)
+		}
+		lines = appendAvgPrice(lines, opt.AvgPrice)
+		if signal.PnL != nil {
+			lines = append(lines, fmt.Sprintf("减仓盈亏: %.2f", *signal.PnL))
+		}
+		if signal.AccountBalance != nil {
+			lines = append(lines, fmt.Sprintf("账户余额：%.2f", *signal.AccountBalance))
+		}
+	default:
+		lines = append(lines, fmt.Sprintf("价格: %.2f", signal.Price))
+		if line := sizeLine("", signal.Quantity, signal.AmountMarginRatio); line != "" {
+			lines = append(lines, line)
+		}
+		lines = appendAvgPrice(lines, opt.AvgPrice)
+	}
+
+	if signal.StrategyCode != "" {
+		lines = append(lines, fmt.Sprintf("策略: %s", signal.StrategyCode))
+	}
+
+	eventTime := signal.ParsedEventTime().In(time.Local)
+	lines = append(lines, fmt.Sprintf("Time: %s", eventTime.Format("2006.01.02 15:04:05")))
+
+	return strings.Join(lines, "\n")
+}
+
+func actionTitle(side, action string) string {
+	side = strings.ToUpper(side)
+	action = strings.ToUpper(action)
+
+	var pos string
+	switch side {
+	case "LONG":
+		pos = "多单"
+	case "SHORT":
+		pos = "空单"
+	default:
+		pos = side
+	}
+
+	var act string
+	switch action {
+	case "OPEN":
+		act = "开仓"
+	case "ADD":
+		act = "加仓"
+	case "CLOSE":
+		act = "平仓"
+	case "REDUCE":
+		act = "减仓"
+	default:
+		act = action
+	}
+
+	return pos + act
+}
+
+func appendAvgPrice(lines []string, avgPrice *float64) []string {
+	if avgPrice == nil || *avgPrice <= 0 {
+		return lines
+	}
+	return append(lines, fmt.Sprintf("平均单价: %.2f", *avgPrice))
+}
+
+func closeSizeLine(quantity, posMarginRatio *float64) string {
+	if quantity != nil && *quantity > 0 {
+		return fmt.Sprintf("平仓数量: %.2f", *quantity)
+	}
+	ratio := 1.0
+	if posMarginRatio != nil {
+		ratio = *posMarginRatio
+	}
+	return fmt.Sprintf("平仓比例: %s", formatPercent(ratio))
+}
+
+func sizeLine(action string, quantity, marginRatio *float64) string {
+	if quantity != nil && *quantity > 0 {
+		return fmt.Sprintf("%s: %.2f", quantityLabel(action), *quantity)
+	}
+	if marginRatio != nil {
+		return fmt.Sprintf("%s: %s", ratioLabel(action), formatPercent(*marginRatio))
+	}
+	if quantity != nil {
+		return fmt.Sprintf("%s: %.2f", quantityLabel(action), *quantity)
+	}
+	return ""
+}
+
+func quantityLabel(action string) string {
+	switch strings.ToUpper(action) {
+	case "OPEN":
+		return "开仓数量"
+	case "ADD":
+		return "加仓数量"
+	case "CLOSE":
+		return "平仓数量"
+	case "REDUCE":
+		return "减仓数量"
+	default:
+		return "数量"
+	}
+}
+
+func ratioLabel(action string) string {
+	switch strings.ToUpper(action) {
+	case "OPEN":
+		return "开仓比例"
+	case "ADD":
+		return "加仓比例"
+	case "CLOSE":
+		return "平仓比例"
+	case "REDUCE":
+		return "减仓比例"
+	default:
+		return "仓位比例"
+	}
+}
+
+func formatPercent(ratio float64) string {
+	return fmt.Sprintf("%.2f%%", ratio*100)
+}
+
+func trimQuote(symbol string) string {
+	symbol = strings.ToUpper(symbol)
+	for _, suffix := range []string{"USDT", "USDC", "BUSD", "USD"} {
+		if strings.HasSuffix(symbol, suffix) && len(symbol) > len(suffix) {
+			return symbol[:len(symbol)-len(suffix)]
+		}
+	}
+	return symbol
+}