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 +1,220 @@
+package tradesignal
+
+import (
+	"math"
+	"testing"
+
+	"aiaa-notification-service/internal/config"
+)
+
+func TestApplyQuantityMultiplierAndLeverage(t *testing.T) {
+	leverage := 20
+	override := &config.StrategyOverride{
+		QuantityMultipliers: config.QuantityMultipliers{
+			Open:   2,
+			Add:    1.5,
+			Reduce: 0.5,
+			Close:  3,
+		},
+		Leverage: &leverage,
+	}
+
+	tests := []struct {
+		action   string
+		quantity float64
+		wantQty  float64
+	}{
+		{"OPEN", 1, 2},
+		{"ADD", 2, 3},
+		{"REDUCE", 4, 2},
+		{"CLOSE", 1, 3},
+	}
+
+	for _, tt := range tests {
+		signal := &Signal{
+			Action:   tt.action,
+			Quantity: ptr(tt.quantity),
+			Leverage: 10,
+		}
+		out := Apply(signal, override)
+		if out.Quantity == nil || *out.Quantity != tt.wantQty {
+			t.Fatalf("action=%s quantity=%v want %v", tt.action, out.Quantity, tt.wantQty)
+		}
+		if out.Leverage != 20 {
+			t.Fatalf("action=%s leverage=%d want 20", tt.action, out.Leverage)
+		}
+	}
+}
+
+func TestApplyKeepsOriginalWhenNoOverride(t *testing.T) {
+	signal := &Signal{
+		Action:   "OPEN",
+		Quantity: ptr(1.5),
+		Leverage: 8,
+	}
+	out := Apply(signal, nil)
+	if out != signal {
+		t.Fatalf("expected same signal pointer when override is nil")
+	}
+}
+
+func TestApplyDoesNotChangeMarginRatioOnlySignals(t *testing.T) {
+	marginRatio := 0.2
+	signal := &Signal{
+		Action:            "OPEN",
+		AmountMarginRatio: &marginRatio,
+		Leverage:          5,
+	}
+	override := &config.StrategyOverride{
+		QuantityMultipliers: config.QuantityMultipliers{Open: 2},
+	}
+	out := Apply(signal, override)
+	if out.Quantity != nil {
+		t.Fatalf("expected quantity unchanged when only margin ratio is set")
+	}
+	if out.Leverage != 5 {
+		t.Fatalf("expected leverage unchanged, got %d", out.Leverage)
+	}
+}
+
+func TestAvgPriceOpenAndAdd(t *testing.T) {
+	tr := NewTracker()
+
+	open := &Signal{
+		SignalID:     "s1",
+		StrategyCode: "BLONG",
+		Symbol:       "BTCUSDT",
+		Side:         "LONG",
+		Action:       "OPEN",
+		Quantity:     ptr(2),
+		Price:        100,
+	}
+	snap := tr.Apply(open)
+	if !snap.HasAvg || snap.AvgPrice != 100 {
+		t.Fatalf("open avg=%v has=%v", snap.AvgPrice, snap.HasAvg)
+	}
+
+	add := &Signal{
+		SignalID:     "s2",
+		StrategyCode: "BLONG",
+		Symbol:       "BTCUSDT",
+		Side:         "LONG",
+		Action:       "ADD",
+		Quantity:     ptr(2),
+		Price:        200,
+	}
+	snap = tr.Apply(add)
+	if !snap.HasAvg || math.Abs(snap.AvgPrice-150) > 1e-9 {
+		t.Fatalf("expected avg 150, got %v", snap.AvgPrice)
+	}
+}
+
+func TestAvgPriceWithMarginRatio(t *testing.T) {
+	tr := NewTracker()
+
+	open := &Signal{
+		SignalID:          "r1",
+		StrategyCode:      "BLONG",
+		Symbol:            "ETHUSDT",
+		Side:              "LONG",
+		Action:            "OPEN",
+		AmountMarginRatio: ptr(0.1),
+		Price:             100,
+	}
+	tr.Apply(open)
+
+	add := &Signal{
+		SignalID:          "r2",
+		StrategyCode:      "BLONG",
+		Symbol:            "ETHUSDT",
+		Side:              "LONG",
+		Action:            "ADD",
+		AmountMarginRatio: ptr(0.1),
+		Price:             200,
+	}
+	snap := tr.Apply(add)
+	if !snap.HasAvg || math.Abs(snap.AvgPrice-150) > 1e-9 {
+		t.Fatalf("expected weighted avg 150, got %v", snap.AvgPrice)
+	}
+}
+
+func TestCloseKeepsEntryAvgInSnapshot(t *testing.T) {
+	tr := NewTracker()
+	tr.Apply(&Signal{
+		SignalID:     "c1",
+		StrategyCode: "BLONG",
+		Symbol:       "BTCUSDT",
+		Side:         "LONG",
+		Action:       "OPEN",
+		Quantity:     ptr(1),
+		Price:        64000,
+	})
+
+	snap := tr.Apply(&Signal{
+		SignalID:     "c2",
+		StrategyCode: "BLONG",
+		Symbol:       "BTCUSDT",
+		Side:         "LONG",
+		Action:       "CLOSE",
+		Price:        65000,
+	})
+	if !snap.HasAvg || snap.AvgPrice != 64000 {
+		t.Fatalf("close should report entry avg 64000, got %v", snap.AvgPrice)
+	}
+
+	snap = tr.Apply(&Signal{
+		SignalID:     "c3",
+		StrategyCode: "BLONG",
+		Symbol:       "BTCUSDT",
+		Side:         "LONG",
+		Action:       "ADD",
+		Quantity:     ptr(1),
+		Price:        70000,
+	})
+	if !snap.HasAvg || snap.AvgPrice != 70000 {
+		t.Fatalf("after close, add should reopen at 70000, got %v", snap.AvgPrice)
+	}
+}
+
+func TestSignalIDIdempotent(t *testing.T) {
+	tr := NewTracker()
+	sig := &Signal{
+		SignalID:     "dup",
+		StrategyCode: "BLONG",
+		Symbol:       "BTCUSDT",
+		Side:         "LONG",
+		Action:       "OPEN",
+		Quantity:     ptr(1),
+		Price:        100,
+	}
+	tr.Apply(sig)
+	tr.Apply(sig)
+
+	snap := tr.Apply(&Signal{
+		SignalID:     "dup2",
+		StrategyCode: "BLONG",
+		Symbol:       "BTCUSDT",
+		Side:         "LONG",
+		Action:       "ADD",
+		Quantity:     ptr(1),
+		Price:        200,
+	})
+	if math.Abs(snap.AvgPrice-150) > 1e-9 {
+		t.Fatalf("duplicate open should not double size, avg=%v", snap.AvgPrice)
+	}
+}
+
+func TestDifferentSideIsolated(t *testing.T) {
+	tr := NewTracker()
+	tr.Apply(&Signal{
+		SignalID: "l1", StrategyCode: "BLONG", Symbol: "BTCUSDT", Side: "LONG",
+		Action: "OPEN", Quantity: ptr(1), Price: 100,
+	})
+	snap := tr.Apply(&Signal{
+		SignalID: "s1", StrategyCode: "BLONG", Symbol: "BTCUSDT", Side: "SHORT",
+		Action: "OPEN", Quantity: ptr(1), Price: 200,
+	})
+	if snap.AvgPrice != 200 {
+		t.Fatalf("short should be isolated, got %v", snap.AvgPrice)
+	}
+}