feat(订阅): 支持 HLSS 策略止盈与介入区间格式化
Motivation: HLSS 策略信号携带的止盈价位列表与介入价位含冗余小数位,直接推送可读性差,需转换为紧凑区间并补齐推送时间,提升通知的信息密度与可读性。 Changes: * 新增止盈目标区间,将止盈价位列表去零后连接为区间 * 新增介入区间,由开仓价与介入价组合生成 * 压缩价格数值多余小数位,保留原始精度 * 注入推送时间,便于模板渲染提醒时间
This commit is contained in:
@@ -4,6 +4,7 @@ import (
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"bytes"
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"encoding/json"
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"fmt"
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"strconv"
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"strings"
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"time"
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)
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@@ -28,6 +29,7 @@ type payload struct {
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Price float64 `json:"price"`
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LossPrice float64 `json:"lossPrice"`
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GainPrices string `json:"gainPrices"`
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OpenPrice2 float64 `json:"openPrice2"`
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Remark string `json:"remark"`
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TotalGainTarget float64 `json:"totalGainTarget"`
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Leverage int `json:"leverage"`
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@@ -51,13 +53,16 @@ func Convert(body []byte) (string, map[string]interface{}, error) {
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if err := json.Unmarshal(body, &env); err != nil {
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return "", nil, fmt.Errorf("invalid envelope: %w", err)
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}
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p, err := parsePayload(body, env.Payload)
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p, payloadJSON, err := parsePayload(body, env.Payload)
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if err != nil {
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return "", nil, err
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}
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action := inferAction(p)
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event := "trade." + strings.ToLower(action)
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if strings.EqualFold(strings.TrimSpace(p.StrategyCode), "HLSS") {
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event = "HLSS." + strings.ToLower(action)
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}
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text := format(env, p, action)
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data := map[string]interface{}{
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@@ -78,12 +83,19 @@ func Convert(body []byte) (string, map[string]interface{}, error) {
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"price": p.Price,
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"lossPrice": p.LossPrice,
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"gainPrices": p.GainPrices,
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"openPrice2": p.OpenPrice2,
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"leverage": p.Leverage,
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"formatted": text,
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"stopLossPrice": p.LossPrice,
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"takeProfitPrice": takeProfitPrice(p),
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"takeProfitRange": formatPriceRange(p.GainPrices),
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"entryRange": entryRange(p.Price, p.OpenPrice2),
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"totalAvgPx": "",
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}
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mergePayloadFields(data, payloadJSON)
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if env.EventTime > 0 {
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data["pushedAt"] = time.UnixMilli(env.EventTime).In(time.Local).Format("2006-01-02 15:04:05")
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}
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if p.TotalGainTarget != 0 {
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data["totalGainTarget"] = p.TotalGainTarget
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}
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@@ -98,30 +110,46 @@ func Convert(body []byte) (string, map[string]interface{}, error) {
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return event, data, nil
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}
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func parsePayload(body []byte, raw json.RawMessage) (payload, error) {
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func parsePayload(body []byte, raw json.RawMessage) (payload, []byte, error) {
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var p payload
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raw = bytes.TrimSpace(raw)
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if len(raw) == 0 || string(raw) == "null" {
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if err := json.Unmarshal(body, &p); err != nil {
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return p, fmt.Errorf("invalid payload: %w", err)
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return p, nil, fmt.Errorf("invalid payload: %w", err)
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}
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return p, nil
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return p, body, nil
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}
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var asString string
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if err := json.Unmarshal(raw, &asString); err == nil {
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asString = strings.TrimSpace(asString)
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if asString == "" {
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if err := json.Unmarshal(body, &p); err != nil {
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return p, fmt.Errorf("invalid payload: %w", err)
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return p, nil, fmt.Errorf("invalid payload: %w", err)
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}
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return p, nil
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return p, body, nil
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}
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raw = []byte(asString)
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}
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if err := json.Unmarshal(raw, &p); err != nil {
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return p, fmt.Errorf("invalid payload: %w", err)
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return p, nil, fmt.Errorf("invalid payload: %w", err)
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}
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return p, raw, nil
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}
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func mergePayloadFields(data map[string]interface{}, payloadJSON []byte) {
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if len(bytes.TrimSpace(payloadJSON)) == 0 {
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return
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}
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var extra map[string]interface{}
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if err := json.Unmarshal(payloadJSON, &extra); err != nil {
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return
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}
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for k, v := range extra {
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if _, ok := data[k]; ok {
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continue
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}
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data[k] = v
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}
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return p, nil
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}
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func inferAction(p payload) string {
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@@ -189,6 +217,9 @@ func format(env envelope, p payload, action string) string {
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if p.LossPrice > 0 {
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lines = append(lines, fmt.Sprintf("止损价格: %.2f", p.LossPrice))
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}
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if er := entryRange(p.Price, p.OpenPrice2); er != "" && p.OpenPrice2 != 0 {
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lines = append(lines, fmt.Sprintf("介入区间: %s", er))
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}
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if gp := strings.TrimSpace(p.GainPrices); gp != "" && action != "GAIN" {
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lines = append(lines, fmt.Sprintf("止盈价格: %s", strings.Join(splitPrices(gp), ", ")))
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}
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@@ -246,6 +277,43 @@ func splitPrices(s string) []string {
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return out
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}
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func formatPriceRange(s string) string {
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parts := splitPrices(s)
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if len(parts) == 0 {
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return ""
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}
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out := make([]string, 0, len(parts))
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for _, p := range parts {
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out = append(out, compactPrice(p))
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}
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return strings.Join(out, "-")
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}
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func entryRange(price, open2 float64) string {
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switch {
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case price != 0 && open2 != 0:
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return formatFloat(price) + "-" + formatFloat(open2)
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case price != 0:
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return formatFloat(price)
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case open2 != 0:
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return formatFloat(open2)
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default:
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return ""
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}
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}
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func compactPrice(s string) string {
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f, err := strconv.ParseFloat(strings.TrimSpace(s), 64)
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if err != nil {
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return strings.TrimSpace(s)
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}
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return formatFloat(f)
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}
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func formatFloat(f float64) string {
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return strconv.FormatFloat(f, 'f', -1, 64)
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}
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func firstNonEmpty(a, b string) string {
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if strings.TrimSpace(a) != "" {
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return a
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@@ -157,6 +157,80 @@ func TestConvertRendersSharedSignalTemplate(t *testing.T) {
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}
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}
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func TestConvertHLSSParsesGainPricesAndOpenPrice2(t *testing.T) {
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body := []byte(`{
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"eventType": "SIGNAL_RECEIVED",
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"correlationId": "0_0_0",
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"symbol": "BTC",
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"direction": "SHORT",
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"payload": "{\"strategyCode\":\"HLSS\",\"period\":\"30m\",\"currency\":\"BTC\",\"isSale\":true,\"isClose\":false,\"price\":63150.38,\"lossPrice\":63623.3,\"gainPrices\":\"62677.470000000000000,62456.770000000000000\",\"openPrice2\":63535.02,\"totalGainTarget\":2,\"leverage\":100}",
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"eventTime": 1786860019037
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}`)
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event, data, err := Convert(body)
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if err != nil {
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t.Fatal(err)
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}
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if event != "HLSS.sell" {
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t.Fatalf("event=%q", event)
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}
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if got := asFloat(t, data["openPrice2"]); got != 63535.02 {
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t.Fatalf("openPrice2=%v", data["openPrice2"])
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}
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if data["takeProfitRange"] != "62677.47-62456.77" {
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t.Fatalf("takeProfitRange=%v", data["takeProfitRange"])
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}
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if data["entryRange"] != "63150.38-63535.02" {
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t.Fatalf("entryRange=%v", data["entryRange"])
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}
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if _, ok := data["pushedAt"].(string); !ok {
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t.Fatalf("pushedAt=%v", data["pushedAt"])
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}
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tmpl := `监控告警提醒
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操作策略:高低点分型{{case .symbol "BTCUSDT" "BTC" "ETHUSDT" "ETH" "SOLUSDT" "SOL" "BNBUSDT" "BNB" .symbol}}-{{case .period "1h" "1小时" "4h" "4小时" "15m" "15分钟" "5m" "5分钟" "30m" "30分钟" "1d" "1日" .period}}周期{{case .side "LONG" "做多" "SHORT" "做空"}}
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提醒时间:{{.pushedAt}}
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{{with .takeProfitRange}}止盈目标:{{.}}
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{{else}}{{with .takeProfitPrice}}止盈目标:{{.}}
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{{end}}{{end}}{{with .entryRange}}介入区间:{{.}}
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{{else}}{{with .price}}介入区间:{{.}}
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{{end}}{{end}}{{with .stopLossPrice}}止损价位:{{.}}
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{{end}}`
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out, err := engine.NewRenderer().Render(tmpl, data)
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if err != nil {
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t.Fatal(err)
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}
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for _, want := range []string{
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"监控告警提醒",
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"操作策略:高低点分型BTC-30分钟周期做空",
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"止盈目标:62677.47-62456.77",
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"介入区间:63150.38-63535.02",
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"止损价位:63623.3",
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} {
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if !strings.Contains(out, want) {
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t.Fatalf("missing %q in\n%s", want, out)
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}
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}
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}
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func asFloat(t *testing.T, v any) float64 {
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t.Helper()
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switch n := v.(type) {
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case float64:
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return n
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case float32:
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return float64(n)
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default:
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t.Fatalf("want float, got %T %v", v, v)
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return 0
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}
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}
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func TestConvertInvalidJSON(t *testing.T) {
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_, _, err := Convert([]byte(`{not json`))
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if err == nil {
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