/** * T030 演示:对冲协调器桥接服务 * 演示如何集成现有的 HedgingCoordinator 与新的 HedgeExecutionService */ import { logger } from '../src/utils/logger.js' // 模拟现有的 HedgingCoordinator class MockHedgingCoordinator { private isActive = false private hedgePairs = new Map() async initialize(): Promise { logger.info('模拟 HedgingCoordinator 初始化') } async start(): Promise { logger.info('模拟 HedgingCoordinator 启动') this.isActive = true } async stop(): Promise { logger.info('模拟 HedgingCoordinator 停止') this.isActive = false } getStatus(): any { return { name: 'HedgingCoordinator', status: this.isActive ? 'running' : 'stopped', lastUpdate: Date.now(), details: { hedgePairs: this.hedgePairs.size, autoHedgingEnabled: true } } } // 模拟创建对冲对 createHedgePair(id: string, primaryAccount: string, hedgeAccount: string, symbol: string, ratio: number): void { this.hedgePairs.set(id, { primaryAccount, hedgeAccount, symbol, rebalanceRatio: ratio }) logger.info(`创建对冲对: ${id}`) } } // 模拟 HedgeExecutionService class MockHedgeExecutionService { async executeHedge(request: any): Promise { logger.info(`执行对冲请求: ${request.executionId}`) // 模拟对冲执行 await new Promise(resolve => setTimeout(resolve, 100)) return { executionId: request.executionId, status: 'completed', deltaAfter: 0.001, executionDetails: { orders: [ { orderId: `order-${Date.now()}-1`, accountId: request.primaryAccountId, symbol: request.symbol, side: 'sell', quantity: 0.01, price: 108000, status: 'filled' }, { orderId: `order-${Date.now()}-2`, accountId: request.hedgeAccountId, symbol: request.symbol, side: 'buy', quantity: 0.01, price: 108000, status: 'filled' } ] }, durationMs: 100, alerts: [], completedAt: new Date() } } } // 模拟 HedgeExecutionManager class MockHedgeExecutionManager { private executions = new Map() addExecution(execution: any): void { this.executions.set(execution.executionId, execution) logger.info(`添加对冲执行记录: ${execution.executionId}`) } getAllExecutions(): any[] { return Array.from(this.executions.values()) } } // 模拟其他管理器 class MockExchangeAccountManager { private accounts = new Map() getAllAccounts(): any[] { return Array.from(this.accounts.values()) } addAccount(account: any): void { this.accounts.set(account.accountId, account) } } class MockRiskEnvelopeManager { private envelopes = new Map() getEnvelopeByAccountId(accountId: string): any { return this.envelopes.get(`envelope-${accountId}`) } updateEnvelope(envelope: any): void { this.envelopes.set(envelope.envelopeId, envelope) } addEnvelope(envelope: any): void { this.envelopes.set(envelope.envelopeId, envelope) } } class MockMonitoringEventManager { private events: any[] = [] addEvent(event: any): void { this.events.push(event) logger.info(`添加监控事件: ${event.type}`) } getAllEvents(): any[] { return this.events } } class MockAccountManager { private accountStates = new Map() getAllAccountStates(): Map { return this.accountStates } // 模拟设置账户状态 setAccountStates(states: Map): void { this.accountStates = states } } // 简化的对冲桥接器实现 class SimpleHedgingCoordinatorBridge { private isRunning = false private hedgeExecutionStats = { totalExecutions: 0, successfulExecutions: 0, failedExecutions: 0, lastExecutionTime: 0, lastError: null as string | null } constructor( private legacyHedgingCoordinator: MockHedgingCoordinator, private hedgeExecutionService: MockHedgeExecutionService, private hedgeExecutionManager: MockHedgeExecutionManager, private exchangeAccountManager: MockExchangeAccountManager, private riskManager: MockRiskEnvelopeManager, private monitoringManager: MockMonitoringEventManager, private accountManager: MockAccountManager ) {} async start(): Promise { logger.info('启动简化对冲协调器桥接器') try { await this.initializeBridgeMode() this.isRunning = true logger.info('简化对冲协调器桥接器启动成功') } catch (error: any) { logger.error(`启动失败: ${error.message}`) throw error } } async stop(): Promise { logger.info('停止简化对冲协调器桥接器') this.isRunning = false } private async initializeBridgeMode(): Promise { logger.info('初始化对冲桥接模式') // 1. 同步现有的对冲对 await this.syncLegacyHedgePairs() // 2. 设置风险控制 await this.setupRiskControls() // 3. 初始化监控事件 this.setupMonitoringEvents() logger.info('对冲桥接模式初始化完成') } private async syncLegacyHedgePairs(): Promise { logger.info('同步现有对冲对到新架构') // 模拟创建对冲对 this.legacyHedgingCoordinator.createHedgePair('btc-main-hedge', 'pacifica-1', 'pacifica-2', 'BTC-USD', 1.0) // 创建示例对冲执行记录 const sampleHedgeExecution = { executionId: `bridge-init-${Date.now()}`, primaryAccountId: 'pacifica-1', hedgeAccountId: 'pacifica-2', symbol: 'BTC-USD', deltaBefore: 0.005, deltaAfter: 0.001, hedgeQuantity: 0.01, executionPrice: 108000, executionMethod: 'limit', result: 'success', durationMs: 150, orders: [ { orderId: `order-${Date.now()}-1`, accountId: 'pacifica-1', symbol: 'BTC-USD', side: 'sell', quantity: 0.01, price: 108000, status: 'filled', filledQuantity: 0.01, filledPrice: 108000 }, { orderId: `order-${Date.now()}-2`, accountId: 'pacifica-2', symbol: 'BTC-USD', side: 'buy', quantity: 0.01, price: 108000, status: 'filled', filledQuantity: 0.01, filledPrice: 108000 } ], createdAt: new Date(), updatedAt: new Date() } this.hedgeExecutionManager.addExecution(sampleHedgeExecution) logger.info('现有对冲对同步完成') } private async setupRiskControls(): Promise { logger.info('设置对冲风险控制') // 创建示例风险包络 const riskEnvelope = { envelopeId: 'envelope-pacifica-1', accountId: 'pacifica-1', maxDrawdownPercent: 5.0, maxLeverage: 1.0, deltaThreshold: 0.01, slippageTolerance: 0.001, emergencyStopLossSeconds: 30, createdAt: new Date(), updatedAt: new Date() } this.riskManager.addEnvelope(riskEnvelope) logger.info('对冲风险控制设置完成') } private setupMonitoringEvents(): void { logger.info('设置对冲监控事件') this.monitoringManager.addEvent({ eventId: `hedge-bridge-start-${Date.now()}`, type: 'hedge-bridge-start', payload: { bridgeMode: true, legacyHedgePairs: 1 }, severity: 'INFO', createdAt: new Date() }) logger.info('对冲监控事件设置完成') } async triggerManualHedge(hedgeRequest: any): Promise<{ success: boolean message: string executionId?: string }> { try { logger.info('执行手动对冲') this.hedgeExecutionStats.totalExecutions++ const hedgeResponse = await this.hedgeExecutionService.executeHedge(hedgeRequest) if (hedgeResponse.status === 'completed') { this.hedgeExecutionStats.successfulExecutions++ this.hedgeExecutionStats.lastError = null } else { this.hedgeExecutionStats.failedExecutions++ this.hedgeExecutionStats.lastError = 'Hedge execution failed' } this.hedgeExecutionStats.lastExecutionTime = Date.now() return { success: hedgeResponse.status === 'completed', message: '手动对冲执行完成', executionId: hedgeResponse.executionId } } catch (error: any) { this.hedgeExecutionStats.failedExecutions++ this.hedgeExecutionStats.lastError = error.message return { success: false, message: `手动对冲失败: ${error.message}` } } } getBridgeStats(): any { return { legacyHedgePairs: 1, newHedgeExecutions: this.hedgeExecutionManager.getAllExecutions().length, totalHedgesExecuted: this.hedgeExecutionStats.totalExecutions, successfulHedges: this.hedgeExecutionStats.successfulExecutions, failedHedges: this.hedgeExecutionStats.failedExecutions, lastHedgeTime: this.hedgeExecutionStats.lastExecutionTime, bridgeMode: true } } } async function main() { logger.info('=== T030 对冲协调器桥接演示 ===') try { // 1. 创建模拟组件 const mockHedgingCoordinator = new MockHedgingCoordinator() const mockHedgeExecutionService = new MockHedgeExecutionService() const mockHedgeExecutionManager = new MockHedgeExecutionManager() const mockExchangeAccountManager = new MockExchangeAccountManager() const mockRiskManager = new MockRiskEnvelopeManager() const mockMonitoringManager = new MockMonitoringEventManager() const mockAccountManager = new MockAccountManager() // 2. 初始化现有对冲协调器 await mockHedgingCoordinator.initialize() await mockHedgingCoordinator.start() // 3. 创建对冲桥接器 const hedgeBridge = new SimpleHedgingCoordinatorBridge( mockHedgingCoordinator, mockHedgeExecutionService, mockHedgeExecutionManager, mockExchangeAccountManager, mockRiskManager, mockMonitoringManager, mockAccountManager ) // 4. 启动对冲桥接器 logger.info('启动对冲桥接器...') await hedgeBridge.start() // 5. 检查初始状态 const initialStats = hedgeBridge.getBridgeStats() logger.info('初始对冲桥接统计:', initialStats) // 6. 执行手动对冲 logger.info('执行手动对冲...') const hedgeRequest = { executionId: `manual-hedge-${Date.now()}`, primaryAccountId: 'pacifica-1', hedgeAccountId: 'pacifica-2', deltaBefore: 0.005, targetDelta: 0.001, symbol: 'BTC-USD', triggerReason: 'manual', proxyProfile: 'default' } const hedgeResult = await hedgeBridge.triggerManualHedge(hedgeRequest) logger.info('对冲结果:', hedgeResult) // 7. 检查对冲后状态 const finalStats = hedgeBridge.getBridgeStats() logger.info('最终对冲桥接统计:', finalStats) // 8. 验证数据一致性 logger.info('验证数据一致性...') const hedgeExecutions = mockHedgeExecutionManager.getAllExecutions() const monitoringEvents = mockMonitoringManager.getAllEvents() logger.info(`验证结果:`) logger.info(`- 对冲执行记录: ${hedgeExecutions.length}`) logger.info(`- 监控事件: ${monitoringEvents.length}`) logger.info(`- 桥接模式: ${finalStats.bridgeMode ? '✅' : '❌'}`) logger.info(`- 数据一致性: ${hedgeExecutions.length > 0 ? '✅' : '❌'}`) // 9. 停止桥接器 await hedgeBridge.stop() logger.info('=== T030 对冲协调器桥接演示完成 ===') } catch (error: any) { logger.error('T030 演示失败:', { error: error.message, stack: error.stack }) process.exit(1) } } // 运行演示 if (import.meta.url === `file://${process.argv[1]}`) { main().catch(error => { logger.error('演示运行失败:', error) process.exit(1) }) }