binance-api/archived/examples_old/unified_hedge_demo.ts

/**
 * 统一对冲执行器演示
 * 展示如何使用新的基于适配器的对冲系统
 */

import 'dotenv/config'
import { AdapterFactory } from '../src/exchanges/AdapterFactory'
import { UnifiedHedgingExecutor } from '../src/core/hedging/UnifiedHedgingExecutor'
import { PrecisionValidator } from '../src/utils/precision'
import { HedgeRequest } from '../src/core/hedging/types'

async function main() {
  console.log('🚀 统一对冲执行器演示')

  try {
    // 1. 创建适配器实例
    console.log('\n📡 创建交易所适配器...')

    const binanceResult = await AdapterFactory.createFromEnv('binance')
    const pacificaResult = await AdapterFactory.createFromEnv('pacifica', 'demo-account')

    console.log(`✅ Binance 适配器: ${binanceResult.initialized ? '已初始化' : '初始化失败'}`)
    console.log(`✅ Pacifica 适配器: ${pacificaResult.initialized ? '已初始化' : '初始化失败'}`)

    // 2. 配置执行器
    const executor = new UnifiedHedgingExecutor({
      maxRetries: 3,
      timeoutMs: 30000,
      atomicTimeout: 5000,
      enableRollback: true,
      slippageTolerance: 0.005,
      positionSizeLimit: 1000, // $1000 限制
    })

    // 监听执行事件
    executor.on('execution_started', exec => {
      console.log(`🎬 开始执行: ${exec.id}`)
    })

    executor.on('execution_completed', exec => {
      console.log(`✅ 执行完成: ${exec.id}, 用时: ${exec.executionLatency}ms`)
    })

    executor.on('execution_failed', exec => {
      console.log(`❌ 执行失败: ${exec.id}, 错误: ${exec.error?.message}`)
    })

    executor.on('net_exposure_updated', ({ symbol, previous, current }) => {
      console.log(`📊 净敞口更新: ${symbol} ${previous} -> ${current}`)
    })

    // 3. 获取符号信息并更新精度配置
    console.log('\n🔍 获取交易所符号信息...')

    const binanceSymbols = await binanceResult.adapter.symbols()
    console.log(`📋 Binance 符号数量: ${binanceSymbols.length}`)

    // 模拟精度配置 (实际应从交易所获取)
    const mockPrecisionConfig = [
      {
        symbol: 'BTCUSDT',
        status: 'TRADING',
        baseAsset: 'BTC',
        quoteAsset: 'USDT',
        precision: {
          tickSize: '0.01',
          stepSize: '0.00001',
          minQty: '0.00001',
          maxQty: '1000',
          minNotional: '10',
          precision: 5,
        },
      },
    ]

    PrecisionValidator.updateExchangeConfig('binance', mockPrecisionConfig)
    console.log('✅ 精度配置已更新')

    // 4. 准备模拟对冲请求
    console.log('\n📊 准备对冲请求...')

    const hedgeRequest: HedgeRequest = {
      symbol: 'BTCUSDT',
      perpPosition: {
        symbol: 'BTCUSDT',
        size: 0.1,
        side: 'long',
        entryPrice: 50000,
        unrealizedPnl: 100,
        isOpen: true,
      } as any,
      prices: {
        perpPrice: 51000,
        hedgePrice: 50900,
        correlation: 0.98,
      },
      funding: {
        fundingRate: 0.0001, // 0.01% 资金费率
      },
      config: {
        preferredMethod: 'spot',
        thresholds: {
          maxSlippage: 0.005,
          deltaDeviationPct: 0.02,
          minFundingRate: 0.00005,
          minNotionalUSD: 10,
        },
      },
    }

    // 5. 执行演示 (使用模拟模式)
    console.log('\n🎯 执行对冲演示 (模拟模式)...')

    const adapterPair = {
      primary: binanceResult.adapter,
      primaryId: 'binance',
    }

    try {
      // 注意：这是演示代码，实际执行会尝试下单
      // 在生产环境中请确保有足够的资金和正确的配置
      console.log('⚠️ 演示模式：不会执行真实交易')

      // 验证订单参数
      const mockPrice = '51000'
      const mockQuantity = '0.001'

      const validation = PrecisionValidator.adjustOrderParams('binance', 'BTCUSDT', mockPrice, mockQuantity)

      console.log(`🔧 订单参数调整结果:`)
      console.log(`   价格: ${mockPrice} -> ${validation.price}`)
      console.log(`   数量: ${mockQuantity} -> ${validation.quantity}`)
      console.log(`   有效: ${validation.valid}`)
      console.log(`   警告: ${validation.warnings.join(', ')}`)

      // 如果在真实环境中，这里会执行:
      // const result = await executor.execute(hedgeRequest, adapterPair);
    } catch (error) {
      console.error('❌ 执行失败:', error)
    }

    // 6. 显示执行统计
    console.log('\n📈 执行统计:')
    const stats = executor.getExecutionStats()
    console.log(`总执行次数: ${stats.totalExecutions}`)
    console.log(`成功率: ${(stats.successRate * 100).toFixed(2)}%`)
    console.log(`平均延迟: ${stats.averageLatency.toFixed(2)}ms`)

    // 7. 健康检查
    console.log('\n🏥 适配器健康检查...')
    const healthCheck = await AdapterFactory.healthCheck()

    for (const [adapter, healthy] of Object.entries(healthCheck)) {
      console.log(`${healthy ? '✅' : '❌'} ${adapter}: ${healthy ? '健康' : '不健康'}`)
    }

    console.log('\n🎉 演示完成')
  } catch (error) {
    console.error('❌ 演示失败:', error)
  }
}

// 运行演示
if (require.main === module) {
  main().catch(console.error)
}