binance-api/specs/001-specManager-perp/contracts/hedge-execution.md

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：

  {
  "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

{
  "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

{
  "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。