# 对冲执行指令契约 ## 1. 指令请求 - **主题**:控制平面对对冲执行器的内部调用 - **请求体**: ```json { "commandId": "uuid", "trigger": "delta-breach", "primaryAccountId": "pacifica-1", "hedgeAccountId": "aster-1", "symbol": "BTC", "deltaBefore": 0.00072, "targetDelta": 0.00000, "orders": [ { "side": "sell", "type": "limit", "amount": "0.0007", "price": "109310", "timeInForce": "GTC", "proxyProfile": "proxy-main" }, { "side": "buy", "type": "market", "amount": "0.0007", "routing": { "exchange": "aster", "slippageTolerance": 0.0005 } } ], "riskEnvelope": { "maxSlippage": 0.001, "emergencyStopLossSeconds": 30 }, "createdAt": "2025-09-27T12:05:00Z" } ``` - **说明**: - `trigger`:触发原因(utilization/delta/failover/manual)。 - `orders`:对冲组合,按执行顺序排列;若需并发执行需标明 `parallel: true` 字段。 - `proxyProfile`:指明代理配置 ID。 ## 2. 执行响应 ```json { "commandId": "uuid", "status": "completed", "deltaAfter": 0.00008, "executionDetails": [ { "accountId": "pacifica-1", "exchangeOrderId": "1234567", "filledSize": "0.0007", "avgPrice": "109309.8", "fees": "0.02", "result": "filled" }, { "accountId": "aster-1", "exchangeOrderId": "9876543", "filledSize": "0.0007", "avgPrice": "109312.0", "fees": "0.03", "result": "filled" } ], "durationMs": 4200, "alerts": [], "completedAt": "2025-09-27T12:05:04Z" } ``` - `status`:completed/partial/failed。 - `alerts`:在对冲过程中触发的风险或回退提示(如“利用率仍超 80%”)。 ## 3. 失败示例 ```json { "commandId": "uuid", "status": "failed", "deltaAfter": 0.00070, "executionDetails": [ { "accountId": "pacifica-1", "result": "partially_filled", "filledSize": "0.0003", "error": { "code": "ORDER_CANCELLED", "message": "Post-only limit order removed" } } ], "alerts": [ { "type": "utilization-high", "message": "Account aster-1 utilization still 82%", "severity": "WARN" } ], "completedAt": "2025-09-27T12:05:05Z" } ``` ## 4. 业务规则 - 对冲执行器必须在 30 秒内完成或触发紧急止损。 - 部分成交后,控制平面需重新计算 Delta 并决定是否重试或改用市场单。 - 所有结果需写入 `HedgeExecution` 与 `MonitoringEvent`。