Files
aiaa-notification-server/internal/subscriber/tradesignal/convert.go
T
ryan cd3db8d453 fix(交易信号): 修复极小价格展示精度丢失与策略覆盖匹配失效
Motivation:
部分 meme 币等标的价格极小(如 0.00000059),原有格式化统一保留两位小数会将其显示为 0.00,导致推送消息中的价格信息失真、误导用户;同时 viper 加载配置时会将嵌套 map 的 key 统一转为小写,导致按大写策略编码配置的策略覆盖项无法命中,仓位倍数、杠杆等覆盖参数失效。

Changes:

* 新增价格展示格式化逻辑:绝对值不小于 1 的数值保留两位小数,小于 1 的数值采用最短精确表示,避免极小价格被截断为 0.00
* 策略覆盖查找改为大小写不敏感匹配,兼容 viper 将配置 key 小写化的行为,确保策略编码以任意大小写配置均可生效
* 补充极小价格展示、配置加载解析及策略覆盖匹配的单元测试
2026-08-19 01:03:29 +08:00

92 lines
2.1 KiB
Go

package tradesignal
import (
"encoding/json"
"errors"
"fmt"
"strings"
"aiaa-notification-service/internal/config"
)
var ErrInvalidSignal = errors.New("invalid signal")
type Converter struct {
overrides map[string]config.StrategyOverride
positions *Tracker
}
func NewConverter(overrides map[string]config.StrategyOverride) *Converter {
return &Converter{
overrides: overrides,
positions: NewTracker(),
}
}
func (c *Converter) Convert(body []byte) (string, map[string]interface{}, error) {
var sig Signal
if err := json.Unmarshal(body, &sig); err != nil {
return "", nil, fmt.Errorf("%w: %v", ErrInvalidSignal, err)
}
if strings.TrimSpace(sig.Action) == "" {
if strings.TrimSpace(sig.RawMessage) == "" {
return "", nil, fmt.Errorf("%w: missing action", ErrInvalidSignal)
}
data, err := toData(body, &sig)
if err != nil {
return "", nil, err
}
return "trade.message", data, nil
}
out := Apply(&sig, c.overrideFor(sig.StrategyCode))
snap := c.positions.Apply(out)
var opts FormatOptions
if snap.HasAvg {
avg := snap.AvgPrice
opts.AvgPrice = &avg
}
text := Format(out, opts)
data, err := toData(body, out)
if err != nil {
return "", nil, err
}
data["formatted"] = text
if snap.HasAvg {
data["avgPrice"] = snap.AvgPrice
}
return "trade." + strings.ToLower(out.Action), data, nil
}
func (c *Converter) overrideFor(code string) *config.StrategyOverride {
if c == nil || len(c.overrides) == 0 || code == "" {
return nil
}
// viper lower-cases nested map keys, so match case-insensitively.
if override, ok := c.overrides[code]; ok {
return &override
}
if override, ok := c.overrides[strings.ToLower(code)]; ok {
return &override
}
return nil
}
func toData(body []byte, sig *Signal) (map[string]interface{}, error) {
data := make(map[string]interface{})
if err := json.Unmarshal(body, &data); err != nil {
return nil, err
}
raw, err := json.Marshal(sig)
if err != nil {
return nil, err
}
overlay := make(map[string]interface{})
if err := json.Unmarshal(raw, &overlay); err != nil {
return nil, err
}
for k, v := range overlay {
data[k] = v
}
return data, nil
}