feat(订阅): 新增 crypto-strategy 信号格式化器

Motivation:
crypto-strategy 交易信号采用 envelope 外壳与字符串化/嵌套的 payload,原有 trade_signal 格式化器无法解析,需要独立的转换逻辑以生成通知文本和事件数据。

Changes:

* 新增 crypto_strategy 消息转换器,解析 envelope 及嵌套、字符串化、扁平三种 payload 形态
* 根据平仓/止盈/卖出等标志推断交易动作,生成对应事件类型与中文通知文本
* 提取订单号、策略代码、价格、杠杆等字段用于通知数据
* 将消息转换器抽象为接口,订阅器按 formatter 配置选择对应实现
* 更新配置校验以支持 crypto_strategy 格式化器,并补充单元测试
This commit is contained in:
2026-08-15 23:04:39 +08:00
parent d6c416a543
commit dc313fda13
6 changed files with 384 additions and 7 deletions
+1 -1
View File
@@ -66,4 +66,4 @@ subscriptions:
routing_key: strategy.signal
max_retry: 3
source: crypto-strategy
formatter: trade_signal
formatter: crypto_strategy
+1 -1
View File
@@ -97,7 +97,7 @@ func (c *Config) NormalizeSubscriptions() error {
if s.Formatter == "" {
s.Formatter = "trade_signal"
}
if s.Formatter != "trade_signal" {
if s.Formatter != "trade_signal" && s.Formatter != "crypto_strategy" {
return fmt.Errorf("subscriptions[%d]: unknown formatter %q", i, s.Formatter)
}
}
@@ -0,0 +1,235 @@
package cryptostrategy
import (
"bytes"
"encoding/json"
"fmt"
"strings"
"time"
)
type envelope struct {
EventType string `json:"eventType"`
CorrelationID string `json:"correlationId"`
Symbol string `json:"symbol"`
Direction string `json:"direction"`
Payload json.RawMessage `json:"payload"`
EventTime int64 `json:"eventTime"`
}
type payload struct {
StrategyCode string `json:"strategyCode"`
Period string `json:"period"`
Currency string `json:"currency"`
IsSale bool `json:"isSale"`
IsClose bool `json:"isClose"`
IsGain bool `json:"isGain"`
GainTarget float64 `json:"gainTarget"`
Price float64 `json:"price"`
LossPrice float64 `json:"lossPrice"`
GainPrices string `json:"gainPrices"`
Remark string `json:"remark"`
TotalGainTarget float64 `json:"totalGainTarget"`
Leverage int `json:"leverage"`
}
type remark struct {
OrderID string `json:"orderId"`
}
type Converter struct{}
func NewConverter() *Converter { return &Converter{} }
func (c *Converter) Convert(body []byte) (string, map[string]interface{}, error) {
return Convert(body)
}
func Convert(body []byte) (string, map[string]interface{}, error) {
var env envelope
if err := json.Unmarshal(body, &env); err != nil {
return "", nil, fmt.Errorf("invalid envelope: %w", err)
}
p, err := parsePayload(body, env.Payload)
if err != nil {
return "", nil, err
}
action := inferAction(p)
event := "trade." + strings.ToLower(action)
text := format(env, p, action)
data := map[string]interface{}{
"eventType": env.EventType,
"correlationId": env.CorrelationID,
"symbol": firstNonEmpty(env.Symbol, p.Currency),
"direction": env.Direction,
"side": strings.ToUpper(env.Direction),
"action": action,
"eventTime": env.EventTime,
"strategyCode": p.StrategyCode,
"period": p.Period,
"currency": p.Currency,
"isSale": p.IsSale,
"isClose": p.IsClose,
"isGain": p.IsGain,
"gainTarget": p.GainTarget,
"price": p.Price,
"lossPrice": p.LossPrice,
"gainPrices": p.GainPrices,
"leverage": p.Leverage,
"formatted": text,
}
if p.TotalGainTarget != 0 {
data["totalGainTarget"] = p.TotalGainTarget
}
if oid := parseOrderID(p.Remark); oid != "" {
data["orderId"] = oid
}
return event, data, nil
}
func parsePayload(body []byte, raw json.RawMessage) (payload, error) {
var p payload
raw = bytes.TrimSpace(raw)
if len(raw) == 0 || string(raw) == "null" {
if err := json.Unmarshal(body, &p); err != nil {
return p, fmt.Errorf("invalid payload: %w", err)
}
return p, nil
}
var asString string
if err := json.Unmarshal(raw, &asString); err == nil {
asString = strings.TrimSpace(asString)
if asString == "" {
if err := json.Unmarshal(body, &p); err != nil {
return p, fmt.Errorf("invalid payload: %w", err)
}
return p, nil
}
raw = []byte(asString)
}
if err := json.Unmarshal(raw, &p); err != nil {
return p, fmt.Errorf("invalid payload: %w", err)
}
return p, nil
}
func inferAction(p payload) string {
switch {
case p.IsClose:
return "CLOSE"
case p.IsGain:
return "GAIN"
case p.IsSale:
return "SELL"
default:
return "OPEN"
}
}
func parseOrderID(raw string) string {
raw = strings.TrimSpace(raw)
if raw == "" {
return ""
}
var r remark
if err := json.Unmarshal([]byte(raw), &r); err != nil {
return ""
}
return r.OrderID
}
func format(env envelope, p payload, action string) string {
symbol := firstNonEmpty(env.Symbol, p.Currency)
lines := []string{actionTitle(env.Direction, action)}
if symbol != "" {
lines = append(lines, fmt.Sprintf("交易品种: %s", symbol))
}
if p.Period != "" {
lines = append(lines, fmt.Sprintf("周期: %s", p.Period))
}
switch action {
case "CLOSE":
if p.Price > 0 {
lines = append(lines, fmt.Sprintf("平仓价格: %.2f", p.Price))
}
case "GAIN":
if p.Price > 0 {
lines = append(lines, fmt.Sprintf("止盈价格: %.2f", p.Price))
}
case "SELL":
if p.Price > 0 {
lines = append(lines, fmt.Sprintf("卖出价格: %.2f", p.Price))
}
default:
if p.Price > 0 {
lines = append(lines, fmt.Sprintf("开仓价格: %.2f", p.Price))
}
}
if p.LossPrice > 0 {
lines = append(lines, fmt.Sprintf("止损价格: %.2f", p.LossPrice))
}
if gp := strings.TrimSpace(p.GainPrices); gp != "" && action != "GAIN" {
lines = append(lines, fmt.Sprintf("止盈价格: %s", strings.Join(splitPrices(gp), ", ")))
}
if p.GainTarget != 0 {
lines = append(lines, fmt.Sprintf("止盈目标: %g", p.GainTarget))
}
if p.Leverage > 0 {
lines = append(lines, fmt.Sprintf("杠杆: %dx", p.Leverage))
}
if p.StrategyCode != "" {
lines = append(lines, fmt.Sprintf("策略: %s", p.StrategyCode))
}
if env.EventTime > 0 {
t := time.UnixMilli(env.EventTime).In(time.Local)
lines = append(lines, fmt.Sprintf("Time: %s", t.Format("2006.01.02 15:04:05")))
}
return strings.Join(lines, "\n")
}
func actionTitle(direction, action string) string {
var pos string
switch strings.ToUpper(direction) {
case "LONG":
pos = "多单"
case "SHORT":
pos = "空单"
default:
pos = direction
}
var act string
switch action {
case "OPEN":
act = "开仓"
case "CLOSE":
act = "平仓"
case "GAIN":
act = "止盈"
case "SELL":
act = "卖出"
default:
act = action
}
return pos + act
}
func splitPrices(s string) []string {
parts := strings.Split(s, ",")
out := make([]string, 0, len(parts))
for _, p := range parts {
p = strings.TrimSpace(p)
if p != "" {
out = append(out, p)
}
}
return out
}
func firstNonEmpty(a, b string) string {
if strings.TrimSpace(a) != "" {
return a
}
return b
}
@@ -0,0 +1,132 @@
package cryptostrategy
import (
"strings"
"testing"
)
const sampleBody = `{
"eventType": "SIGNAL_RECEIVED",
"correlationId": "0_0_0",
"symbol": "QNT",
"direction": "LONG",
"payload": "{\"strategyCode\":\"ai-crypto-signals\",\"period\":\"1h\",\"currency\":\"QNT\",\"isSale\":false,\"isClose\":false,\"isGain\":false,\"gainTarget\":5,\"price\":58.23,\"lossPrice\":57.82,\"gainPrices\":\"58.435,58.64,58.845,59.05,59.255\",\"remark\":\"{\\\"orderId\\\":\\\"jeJY8l5YnYwfJbmj6zb4\\\"}\",\"totalGainTarget\":5,\"leverage\":43}",
"eventTime": 1786802842899
}`
func TestConvertParsesNestedPayload(t *testing.T) {
event, data, err := Convert([]byte(sampleBody))
if err != nil {
t.Fatal(err)
}
if event != "trade.open" {
t.Fatalf("event=%q", event)
}
if data["symbol"] != "QNT" || data["strategyCode"] != "ai-crypto-signals" {
t.Fatalf("data=%v", data)
}
if data["period"] != "1h" || data["direction"] != "LONG" {
t.Fatalf("data=%v", data)
}
if data["orderId"] != "jeJY8l5YnYwfJbmj6zb4" {
t.Fatalf("orderId=%v", data["orderId"])
}
formatted, _ := data["formatted"].(string)
for _, want := range []string{
"多单开仓",
"交易品种: QNT",
"周期: 1h",
"开仓价格: 58.23",
"止损价格: 57.82",
"止盈价格: 58.435, 58.64, 58.845, 59.05, 59.255",
"杠杆: 43x",
"策略: ai-crypto-signals",
} {
if !strings.Contains(formatted, want) {
t.Fatalf("missing %q in\n%s", want, formatted)
}
}
}
func TestConvertCloseFlag(t *testing.T) {
body := []byte(`{
"eventType":"SIGNAL_RECEIVED","symbol":"BTC","direction":"SHORT",
"payload":"{\"isClose\":true,\"price\":64000,\"strategyCode\":\"x\",\"period\":\"4h\"}",
"eventTime":1786802842899
}`)
event, data, err := Convert(body)
if err != nil {
t.Fatal(err)
}
if event != "trade.close" {
t.Fatalf("event=%q", event)
}
formatted, _ := data["formatted"].(string)
if !strings.Contains(formatted, "空单平仓") {
t.Fatalf("%s", formatted)
}
}
func TestConvertFlatOneLayer(t *testing.T) {
body := []byte(`{
"eventType":"SIGNAL_RECEIVED",
"correlationId":"0_0_0",
"symbol":"QNT",
"direction":"LONG",
"strategyCode":"ai-crypto-signals",
"period":"1h",
"currency":"QNT",
"isSale":false,
"isClose":false,
"isGain":false,
"gainTarget":5,
"price":58.23,
"lossPrice":57.82,
"gainPrices":"58.435,58.64",
"remark":"{\"orderId\":\"jeJY8l5YnYwfJbmj6zb4\"}",
"leverage":43,
"eventTime":1786802842899
}`)
event, data, err := Convert(body)
if err != nil {
t.Fatal(err)
}
if event != "trade.open" {
t.Fatalf("event=%q", event)
}
if data["strategyCode"] != "ai-crypto-signals" || data["price"] != 58.23 {
t.Fatalf("data=%v", data)
}
if data["orderId"] != "jeJY8l5YnYwfJbmj6zb4" {
t.Fatalf("orderId=%v", data["orderId"])
}
formatted, _ := data["formatted"].(string)
if !strings.Contains(formatted, "多单开仓") || !strings.Contains(formatted, "开仓价格: 58.23") {
t.Fatalf("%s", formatted)
}
}
func TestConvertPayloadObject(t *testing.T) {
body := []byte(`{
"eventType":"SIGNAL_RECEIVED","symbol":"ETH","direction":"SHORT",
"payload":{"isClose":true,"price":3200,"strategyCode":"x","period":"1h"},
"eventTime":1786802842899
}`)
event, data, err := Convert(body)
if err != nil {
t.Fatal(err)
}
if event != "trade.close" {
t.Fatalf("event=%q", event)
}
if data["price"] != float64(3200) {
t.Fatalf("data=%v", data)
}
}
func TestConvertInvalidJSON(t *testing.T) {
_, _, err := Convert([]byte(`{not json`))
if err == nil {
t.Fatal("expected error")
}
}
+5 -2
View File
@@ -8,7 +8,6 @@ import (
"aiaa-notification-service/internal/model"
"aiaa-notification-service/internal/notify"
"aiaa-notification-service/internal/subscriber/tradesignal"
)
const retryHeader = "x-retry-count"
@@ -67,7 +66,11 @@ func RetryCount(headers map[string]any) int {
}
}
func HandleMessage(ctx context.Context, in HandleInput, conv *tradesignal.Converter, lookup SourceLookup, process ProcessFunc) Disposition {
type MessageConverter interface {
Convert(body []byte) (event string, data map[string]interface{}, err error)
}
func HandleMessage(ctx context.Context, in HandleInput, conv MessageConverter, lookup SourceLookup, process ProcessFunc) Disposition {
owned := false
hash := ""
if in.Deduper != nil {
+10 -3
View File
@@ -8,6 +8,7 @@ import (
"time"
"aiaa-notification-service/internal/config"
"aiaa-notification-service/internal/subscriber/cryptostrategy"
"aiaa-notification-service/internal/subscriber/tradesignal"
amqp "github.com/rabbitmq/amqp091-go"
@@ -15,19 +16,25 @@ import (
type Subscriber struct {
cfg config.SubscriptionConfig
conv *tradesignal.Converter
conv MessageConverter
lookup SourceLookup
process ProcessFunc
deduper Deduper
}
func New(cfg config.SubscriptionConfig, lookup SourceLookup, process ProcessFunc, deduper Deduper) (*Subscriber, error) {
if cfg.Formatter != "trade_signal" {
var conv MessageConverter
switch cfg.Formatter {
case "trade_signal":
conv = tradesignal.NewConverter(cfg.StrategyOverrides)
case "crypto_strategy":
conv = cryptostrategy.NewConverter()
default:
return nil, fmt.Errorf("unknown formatter %q", cfg.Formatter)
}
return &Subscriber{
cfg: cfg,
conv: tradesignal.NewConverter(cfg.StrategyOverrides),
conv: conv,
lookup: lookup,
process: process,
deduper: deduper,