binance-api/src/core/hedging/hedgingExecutor.ts

import { hedgeCalculator } from './hedgeCalculator'
import { tradeRouter } from './router'
import { HedgeRequest, ExecutionPlan, ExecutionResult } from './types'

export class HedgingExecutor {
  async execute(req: HedgeRequest): Promise<ExecutionResult> {
    // 1) 计算对冲决策
    const decision = hedgeCalculator.decide(req)
    if (!decision.shouldHedge) {
      return { success: true, executedQuantity: 0, executedPrice: 0, orderId: undefined, txHash: undefined }
    }

    const side: 'buy' | 'sell' = decision.hedgeQuantity > 0 ? 'buy' : 'sell'
    const absQty = Math.abs(decision.hedgeQuantity)

    // 2) 路由报价（根据 method）
    const quote =
      decision.method === 'spot'
        ? await tradeRouter.quoteSpot(req.symbol, absQty)
        : await tradeRouter.quotePerp(req.symbol, absQty)

    // 3) 滑点检查（占位：总是通过）。实际应根据 req.config.thresholds.maxSlippage 与 quote 对比

    // 4) 生成执行计划
    const plan: ExecutionPlan = {
      method: decision.method,
      symbol: req.symbol,
      quantity: absQty,
      side,
      quote,
    }

    // 5) 执行
    const result = await tradeRouter.execute(plan)
    return result as ExecutionResult
  }
}

export const hedgingExecutor = new HedgingExecutor()