feat(交易信号): 持仓状态持久化至 Redis 以保障重启与多实例下均价计算准确

Motivation:
持仓与已处理信号的状态此前仅存于进程内存,服务重启或多实例部署后会丢失,导致加仓均价、仓位大小等计算失真,重复信号也无法跨实例幂等。通过将状态持久化到 Redis,保证持仓跟踪跨重启、跨实例连续一致,提升通知内容的准确性与可靠性。

Changes:

* 新增持仓存储抽象,支持内存与 Redis 两种实现,持仓状态与已处理信号快照按 TTL 持久化
* 持仓变更通过 Redis 事务管道原子提交,保证状态更新与幂等记录一致写入
* 存储写入失败时消息进入重试而非直接确认,避免状态丢失导致通知失真
* 缓存层新增原始值读取与批量事务写入能力,并在订阅器初始化时注入 Redis 依赖
* 补充跨实例持久化、幂等去重与存储失败场景的测试覆盖
This commit is contained in:
2026-08-23 14:43:53 +08:00
parent f8e74738cc
commit b396638438
10 changed files with 404 additions and 46 deletions
+33 -29
View File
@@ -14,9 +14,9 @@ const (
)
type Snapshot struct {
AvgPrice float64
Size float64
HasAvg bool
AvgPrice float64 `json:"avgPrice"`
Size float64 `json:"size"`
HasAvg bool `json:"hasAvg"`
}
type state struct {
@@ -26,71 +26,75 @@ type state struct {
}
type Tracker struct {
mu sync.Mutex
positions map[string]*state
applied map[string]Snapshot
mu sync.Mutex
store positionStore
}
func NewTracker() *Tracker {
return &Tracker{
positions: make(map[string]*state),
applied: make(map[string]Snapshot),
}
return NewTrackerWithStore(newMemoryStore())
}
func (t *Tracker) Apply(signal *Signal) Snapshot {
func NewTrackerWithStore(store positionStore) *Tracker {
if store == nil {
store = newMemoryStore()
}
return &Tracker{store: store}
}
func (t *Tracker) Apply(signal *Signal) (Snapshot, error) {
if signal == nil {
return Snapshot{}
return Snapshot{}, nil
}
t.mu.Lock()
defer t.mu.Unlock()
if signal.SignalID != "" {
if snap, ok := t.applied[signal.SignalID]; ok {
return snap
if snap, ok, err := t.store.loadApplied(signal.SignalID); err != nil {
return Snapshot{}, err
} else if ok {
return snap, nil
}
}
key := positionKey(signal.StrategyCode, signal.Symbol, signal.Side)
action := strings.ToUpper(signal.Action)
st := t.positions[key]
st, err := t.store.load(key)
if err != nil {
return Snapshot{}, err
}
var snap Snapshot
del := false
switch action {
case "OPEN":
st = openPosition(signal)
snap = snapshotFrom(st)
if st != nil {
t.positions[key] = st
} else {
delete(t.positions, key)
if st == nil {
del = true
}
case "ADD":
st = addPosition(st, signal)
snap = snapshotFrom(st)
if st != nil {
t.positions[key] = st
}
case "REDUCE":
snap = snapshotFrom(st)
st = reducePosition(st, signal)
if st == nil || st.size <= 0 {
delete(t.positions, key)
} else {
t.positions[key] = st
del = true
st = nil
}
case "CLOSE":
snap = snapshotFrom(st)
delete(t.positions, key)
del = true
st = nil
default:
snap = snapshotFrom(st)
}
if signal.SignalID != "" {
t.applied[signal.SignalID] = snap
if err := t.store.commit(key, st, del, signal.SignalID, snap); err != nil {
return Snapshot{}, err
}
return snap
return snap, nil
}
func openPosition(signal *Signal) *state {