binance-api/dist/modules/trading/TradingEngine.js

import { logger } from '../../utils/logger.js'
import { globalPriceManager } from '../price/PriceManager.js'
/**
 * 交易引擎 - 负责信号生成和交易执行
 */
export class TradingEngine {
  constructor(accountManager, riskManager, stopLossService, hedgeManager = null) {
    this.accountManager = accountManager
    this.riskManager = riskManager
    this.stopLossService = stopLossService
    this.hedgeManager = hedgeManager
    this.isRunning = false
    this.tradingIntervals = []
    this.stats = {
      totalTrades: 0,
      successfulTrades: 0,
      failedTrades: 0,
      totalVolume: 0,
      lastTradeTime: 0,
      sessionStartTime: Date.now(),
    }
    this.riskLimits = {
      maxPositionSize: 0.01,
      maxTotalExposure: 0.05,
      maxAccountBalance: 10000,
      minAccountBalance: 100,
      maxDailyTrades: 50,
      maxSlippage: 0.05,
      emergencyStopLoss: 0.1,
      enabled: true,
    }
    this.priceCache = {}
    this.orderbookPriceCache = {}
  }
  async initialize() {
    logger.info('TradingEngine初始化')
  }
  async start() {
    logger.info('TradingEngine启动')
    this.isRunning = true
    // 启动时预热orderbook价格缓存
    this.preloadOrderbookPrices()
    this.startTradingLoop()
  }
  async stop() {
    logger.info('TradingEngine停止')
    this.isRunning = false
    this.tradingIntervals.forEach(interval => clearInterval(interval))
    this.tradingIntervals = []
  }
  getStatus() {
    return {
      name: 'TradingEngine',
      status: this.isRunning ? 'running' : 'stopped',
      lastUpdate: Date.now(),
      details: {
        stats: this.stats,
        activeIntervals: this.tradingIntervals.length,
      },
    }
  }
  /**
   * 启动交易循环
   */
  startTradingLoop() {
    console.log('🔄 启动交易引擎')
    // 主交易信号生成器
    const mainInterval = setInterval(async () => {
      if (this.isRunning) {
        await this.generateTradingSignals()
      }
    }, 15000)
    this.tradingIntervals.push(mainInterval)
    // 高频刷量信号
    const volumeInterval = setInterval(async () => {
      if (this.isRunning) {
        await this.generateVolumeBoostSignals()
      }
    }, 8000)
    this.tradingIntervals.push(volumeInterval)
    console.log('✅ 交易引擎已启动')
  }
  /**
   * 生成交易信号
   */
  async generateTradingSignals() {
    const signals = []
    const randomFactor = Math.random()
    // 初始化账户状态
    this.accountManager.getAllAccountStates()
    // 检查是否需要资金平衡
    const needsBalancing = this.checkAccountBalance()
    if (needsBalancing) {
      const balanceSignal = this.generateBalanceSignal()
      if (balanceSignal) {
        signals.push(balanceSignal)
        // 高使用率时，执行降低使用率策略
        const accounts = Array.from(this.accountManager.getAllAccountStates().values())
        let maxUtilizationRate = 0
        let highUtilizationAccount = null
        accounts.forEach(account => {
          if (account.lastBalance > 0) {
            const utilizationRate = Math.abs(account.lastBalance - account.availableBalance) / account.lastBalance
            if (utilizationRate > maxUtilizationRate) {
              maxUtilizationRate = utilizationRate
              highUtilizationAccount = account
            }
          }
        })
        // 动态使用率平衡机制
        await this.executeUtilizationBalancing(accounts, maxUtilizationRate)
        if (maxUtilizationRate >= 0.9) {
          console.log(`🚨 [高使用率警报] 使用率${(maxUtilizationRate * 100).toFixed(1)}% >= 90%，启动紧急降低机制`)
          // 执行敞口平衡
          for (const signal of signals) {
            await this.handleTradingSignal(signal)
          }
          // 主动降低使用率：减少仓位
          await this.executeUtilizationReduction(highUtilizationAccount, maxUtilizationRate)
          return
        }
      }
    }
    // 根据使用率动态调整刷量策略
    const avgUtilizationRate = this.calculateAverageUtilizationRate()
    let shouldGenerateSignal = false
    if (avgUtilizationRate < 0.7) {
      // 使用率过低，积极刷量
      shouldGenerateSignal = randomFactor > 0.1 // 90%概率
    } else if (avgUtilizationRate <= 0.8) {
      // 在目标范围内，正常刷量
      shouldGenerateSignal = randomFactor > 0.3 // 70%概率
    } else if (avgUtilizationRate <= 0.9) {
      // 超出目标，减少刷量
      shouldGenerateSignal = randomFactor > 0.7 // 30%概率
    } else {
      // 使用率过高，基本不刷量
      shouldGenerateSignal = randomFactor > 0.9 // 10%概率
    }
    if (shouldGenerateSignal) {
      const shouldClosePosition = this.shouldCloseExistingPositions(avgUtilizationRate)
      if (shouldClosePosition) {
        const closeSignal = await this.generateCloseSignal()
        if (closeSignal && parseFloat(closeSignal.amount) > 0) {
          signals.push(closeSignal)
        }
      } else {
        const action = randomFactor > 0.6 ? 'buy' : 'sell'
        const amount = await this.calculateTradingAmount()
        // 只有当金额大于0时才添加信号
        if (parseFloat(amount) > 0) {
          signals.push({
            symbol: 'BTC-USD',
            action,
            amount,
            confidence: randomFactor,
            reason: `智能刷量(使用率${(avgUtilizationRate * 100).toFixed(1)}%) - ${
              action === 'buy' ? '买入建仓' : '卖出建仓'
            }`,
          })
        }
      }
    }
    // 对冲信号
    if (this.hedgeManager && randomFactor > 0.5) {
      const hedgeSignal = await this.generateSmartHedgeSignal()
      if (hedgeSignal && parseFloat(hedgeSignal.amount) > 0) {
        signals.push(hedgeSignal)
      }
    }
    // 发送信号
    for (const signal of signals) {
      await this.handleTradingSignal(signal)
    }
  }
  /**
   * 生成刷量信号
   */
  async generateVolumeBoostSignals() {
    if (!this.shouldTrade()) {
      return
    }
    const signals = []
    if (this.hedgeManager && Math.random() > 0.4) {
      const primaryAccountId = 'pacifica-1'
      const boostAmount = await this.calculateSmartTradeAmount(primaryAccountId, 'open')
      signals.push({
        symbol: 'BTC-USD',
        action: 'volume_boost',
        amount: boostAmount,
        confidence: 0.9,
        reason: `智能刷量 - 金额: ${boostAmount} BTC`,
      })
    }
    signals.forEach(signal => {
      this.handleTradingSignal(signal)
    })
  }
  /**
   * 处理交易信号
   */
  async handleTradingSignal(signal) {
    logger.info('收到交易信号', { signal })
    // 对于减仓信号，跳过常规交易检查（允许在高使用率时执行）
    const isReduceOnlySignal =
      signal.reduceOnly ||
      (signal.reason &&
        (signal.reason.includes('使用率控制') ||
          signal.reason.includes('降低使用率') ||
          signal.reason.includes('双向减仓')))
    if (isReduceOnlySignal) {
      console.log(`🔄 [强制执行] 减仓信号，跳过常规交易检查: ${signal.reason || 'reduceOnly'}`)
    } else if (!this.shouldTrade()) {
      logger.info('当前不适合交易，忽略信号')
      return
    }
    try {
      if (signal.action === 'hedge' && this.hedgeManager) {
        await this.executeHedgeSignal(signal)
      } else if (signal.action === 'volume_boost' && this.hedgeManager) {
        await this.executeVolumeBoost(signal)
      } else if (signal.action === 'balance_accounts') {
        await this.executeBalanceSignal(signal)
      } else if (signal.action === 'balance') {
        // 使用率控制平仓
        await this.executeUtilizationControlSignal(signal)
      } else if (signal.action === 'close_position') {
        await this.executeCloseSignal(signal)
      } else {
        await this.executeTradeSignal(signal)
      }
    } catch (error) {
      logger.error('交易信号处理失败', { signal, error: error.message })
      this.stats.failedTrades++
    }
  }
  /**
   * 执行使用率控制信号（强制平仓）
   */
  async executeUtilizationControlSignal(signal) {
    const clientId = signal.targetAccount || 'pacifica-1'
    const client = this.accountManager.getClient(clientId)
    if (!client) {
      throw new Error(`客户端 ${clientId} 不可用`)
    }
    console.log(`🔄 [使用率控制] 执行强制平仓: ${signal.amount} BTC, side=${signal.side}`)
    // 确保 side 映射正确
    const side = signal.side === 'buy' ? 'bid' : 'ask'
    // 获取账户信息以获取正确的账户地址
    const accountIndex = parseInt(clientId.split('-')[1]) - 1
    const accounts = this.accountManager.getAccounts()
    const account = accounts[accountIndex]
    if (!account) {
      throw new Error(`找不到账户 ${clientId} 的配置信息`)
    }
    const result = await client.marketOrder({
      account: account.account,
      symbol: 'BTCUSDT',
      amount: signal.amount,
      side: side,
      reduceOnly: true,
      slippagePercent: '5.0',
    })
    if (result.success) {
      this.stats.successfulTrades++
      this.stats.totalVolume += parseFloat(signal.amount)
      console.log(`✅ [使用率控制] 强制平仓成功: ${result.data?.order_id}`)
      this.accountManager.updateTradeState(clientId, {
        side: signal.side,
        amount: signal.amount,
        success: true,
      })
    } else {
      this.stats.failedTrades++
      throw new Error(`使用率控制平仓失败: ${result.error}`)
    }
    this.stats.totalTrades++
    this.stats.lastTradeTime = Date.now()
  }
  /**
   * 执行交易信号
   */
  async executeTradeSignal(signal) {
    const clientId = signal.targetAccount || 'pacifica-1'
    const client = this.accountManager.getClient(clientId)
    if (!client) {
      throw new Error(`客户端 ${clientId} 不可用`)
    }
    const side = signal.action === 'buy' ? 'bid' : 'ask'
    const accountStates = this.accountManager.getAllAccountStates()
    const firstAccountId = Array.from(accountStates.keys())[0]
    // 获取当前价格用于止盈止损
    const currentPrice = await this.getCurrentPrice(signal.symbol)
    // 执行订单
    const result = await client.createMarketOrder({
      account: firstAccountId,
      symbol: 'BTCUSDT',
      amount: signal.amount,
      side: side,
      reduceOnly: signal.reduceOnly || signal.action === 'sell',
      slippagePercent: '5.0',
    })
    if (result.success) {
      this.stats.successfulTrades++
      this.stats.totalVolume += parseFloat(signal.amount)
      this.stats.lastTradeTime = Date.now()
      logger.info('交易订单执行成功', { orderId: result.data?.order_id })
      console.log(`✅ ${signal.action.toUpperCase()} 订单成功: ${result.data?.order_id}`)
      // 更新账户状态
      this.accountManager.updateTradeState(clientId, { side, amount: signal.amount, success: true })
      // 设置止盈止损
      if (!signal.reduceOnly && result.data?.order_id) {
        await this.stopLossService.setupStopLossAndTakeProfit({
          parentOrderId: result.data.order_id,
          symbol: signal.symbol,
          amount: signal.amount,
          side: signal.action,
          currentPrice,
          clientId,
          stopLoss: signal.stopLoss,
          takeProfit: signal.takeProfit,
          enableTrailing: signal.enableTrailing,
        })
      }
    } else {
      this.stats.failedTrades++
      throw new Error(`订单失败: ${result.error}`)
    }
    this.stats.totalTrades++
  }
  /**
   * 执行对冲信号
   */
  async executeHedgeSignal(signal) {
    if (!this.hedgeManager) return
    const amount = parseFloat(signal.amount)
    if (!amount || amount <= 0 || !isFinite(amount)) {
      console.log(`❌ [订单跳过] 无效金额: ${signal.amount} → ${amount}`)
      return
    }
    const batchOrders = [
      {
        accountId: 'pacifica-1',
        symbol: 'BTC-USD',
        amount: amount,
        side: 'bid',
        orderType: 'market',
      },
      {
        accountId: 'pacifica-2',
        symbol: 'BTC-USD',
        amount: amount,
        side: 'ask',
        orderType: 'market',
      },
    ]
    const results = await this.hedgeManager.executeBatchHedge(batchOrders)
    this.processHedgeResults(results, batchOrders)
  }
  /**
   * 执行刷量信号
   */
  async executeVolumeBoost(signal) {
    if (!this.hedgeManager) return
    const boostSequence = [
      {
        accountId: 'pacifica-1',
        symbol: 'BTC-USD',
        amount: parseFloat(signal.amount),
        side: 'bid',
        orderType: 'market',
        reason: '刷量开仓-多头',
      },
      {
        accountId: 'pacifica-2',
        symbol: 'BTC-USD',
        amount: parseFloat(signal.amount),
        side: 'ask',
        orderType: 'market',
        reason: '刷量开仓-空头',
      },
    ]
    const results = await this.hedgeManager.executeBatchHedge(boostSequence)
    this.processVolumeBoostResults(results, boostSequence, signal.amount)
  }
  /**
   * 执行平衡信号
   */
  async executeBalanceSignal(signal) {
    if (!this.hedgeManager || !signal.targetAccount) return
    const balanceOrders = this.generateBalanceOrders(signal)
    const results = await this.hedgeManager.executeBatchHedge(balanceOrders)
    let successCount = 0
    results.forEach((result, index) => {
      if (result.success) {
        successCount++
      }
    })
    this.stats.totalTrades += results.length
    this.stats.successfulTrades += successCount
    this.stats.failedTrades += results.length - successCount
    const successRate = results.length > 0 ? ((successCount / results.length) * 100).toFixed(1) : '0.0'
    console.log(`⚖️ [平衡完成] 成功率: ${successRate}% (${successCount}/${results.length})`)
  }
  /**
   * 执行平仓信号
   */
  async executeCloseSignal(signal) {
    const clientId = signal.targetAccount || 'pacifica-1'
    const client = this.accountManager.getClient(clientId)
    if (!client) {
      throw new Error(`客户端 ${clientId} 不可用`)
    }
    const side = signal.action === 'buy' ? 'bid' : 'ask'
    const accountStates = this.accountManager.getAllAccountStates()
    const firstAccountId = Array.from(accountStates.keys())[0]
    const result = await client.createMarketOrder({
      account: firstAccountId,
      symbol: 'BTCUSDT',
      amount: signal.amount,
      side: side,
      reduceOnly: true,
      slippagePercent: '5.0',
    })
    if (result.success) {
      this.stats.successfulTrades++
      this.stats.totalVolume += parseFloat(signal.amount)
      console.log(`✅ 平仓成功: ${result.data?.order_id}`)
      this.accountManager.updateTradeState(clientId, { side, amount: signal.amount, success: true })
    } else {
      this.stats.failedTrades++
      throw new Error(`平仓失败: ${result.error}`)
    }
    this.stats.totalTrades++
    this.stats.lastTradeTime = Date.now()
  }
  // Helper methods
  checkAccountBalance() {
    const accounts = Array.from(this.accountManager.getAllAccountStates().values())
    if (accounts.length < 2) return false
    const totalNetExposure = accounts.reduce((sum, account) => sum + account.netPosition, 0)
    const exposureThreshold = this.riskManager.calculateDynamicExposureThreshold()
    return Math.abs(totalNetExposure) > exposureThreshold
  }
  generateBalanceSignal() {
    const accountsArray = Array.from(this.accountManager.getAllAccountStates().entries())
    if (accountsArray.length < 2) return null
    const totalNetExposure = accountsArray.reduce((sum, [_, state]) => sum + state.netPosition, 0)
    const dynamicThreshold = this.riskManager.calculateDynamicExposureThreshold()
    if (Math.abs(totalNetExposure) > dynamicThreshold) {
      const sortedAccounts = accountsArray.sort((a, b) => Math.abs(b[1].netPosition) - Math.abs(a[1].netPosition))
      const [targetAccountId] = sortedAccounts[0]
      const adjustmentAmount = Math.min(Math.abs(totalNetExposure) * 0.5, 0.001)
      const action = totalNetExposure > 0 ? 'sell' : 'buy'
      return {
        symbol: 'BTC-USD',
        action: 'balance_accounts',
        side: action,
        amount: adjustmentAmount.toFixed(4),
        confidence: 0.95,
        reason: `敞口平衡 - 总净敞口${totalNetExposure.toFixed(4)} BTC`,
        targetAccount: targetAccountId,
        reduceOnly: false,
      }
    }
    return null
  }
  /**
   * 计算平均使用率
   */
  calculateAverageUtilizationRate() {
    const accounts = Array.from(this.accountManager.getAllAccountStates().values())
    if (accounts.length === 0) return 0
    let totalUtilization = 0
    let validAccounts = 0
    accounts.forEach(account => {
      if (account.lastBalance > 0) {
        const utilizationRate = Math.abs(account.lastBalance - account.availableBalance) / account.lastBalance
        totalUtilization += utilizationRate
        validAccounts++
      }
    })
    return validAccounts > 0 ? totalUtilization / validAccounts : 0
  }
  shouldCloseExistingPositions(avgUtilizationRate) {
    const utilizationRate = avgUtilizationRate || this.calculateAverageUtilizationRate()
    // 根据使用率调整平仓概率
    if (utilizationRate >= 0.85) {
      return Math.random() < 0.6 // 高使用率时，60%概率平仓
    } else if (utilizationRate >= 0.75) {
      return Math.random() < 0.4 // 中高使用率时，40%概率平仓
    } else if (utilizationRate >= 0.65) {
      return Math.random() < 0.2 // 正常使用率时，20%概率平仓
    } else {
      return Math.random() < 0.1 // 低使用率时，10%概率平仓
    }
  }
  async generateCloseSignal() {
    const accountsArray = Array.from(this.accountManager.getAllAccountStates().entries())
    const accountWithMaxPosition = accountsArray.reduce((max, current) => {
      return Math.abs(current[1].netPosition) > Math.abs(max[1].netPosition) ? current : max
    })
    const [accountId, accountState] = accountWithMaxPosition
    if (Math.abs(accountState.netPosition) > 0.0001) {
      const smartCloseAmount = await this.calculateSmartTradeAmount(accountId, 'close')
      const action = accountState.netPosition > 0 ? 'sell' : 'buy'
      return {
        symbol: 'BTC-USD',
        action: action,
        amount: smartCloseAmount,
        confidence: 0.9,
        reason: `智能平仓 - 减少${accountState.netPosition > 0 ? '多头' : '空头'}仓位`,
        reduceOnly: true,
        targetAccount: accountId,
      }
    }
    return null
  }
  async generateSmartHedgeSignal() {
    if (!this.hedgeManager) return null
    const hedgeAmount = await this.calculateHedgeAmount()
    return {
      symbol: 'BTC-USD',
      action: 'hedge',
      amount: hedgeAmount,
      confidence: 0.85,
      reason: '常规对冲刷量',
    }
  }
  async calculateTradingAmount() {
    return await this.calculateSmartTradeAmount('pacifica-1', 'open')
  }
  async calculateSmartTradeAmount(accountId, action) {
    const state = this.accountManager.getAccountState(accountId)
    // 获取实时余额（与calculateHedgeAmount保持一致）
    const freshBalance = await this.accountManager.getAccountBalance(accountId)
    // Pacifica最小订单要求: 10 USDT
    const minOrderAmountUsd = 10
    const currentBtcPrice = this.getCurrentPriceSync('BTC-USD') // 获取实时BTC价格
    // 边界检查：确保价格有效
    if (!currentBtcPrice || currentBtcPrice <= 0 || !isFinite(currentBtcPrice)) {
      console.log(`⚠️ [价格异常] BTC价格无效: ${currentBtcPrice}, 跳过此次交易`)
      return '0' // 返回0表示跳过交易
    }
    const minOrderAmountBtc = minOrderAmountUsd / currentBtcPrice
    // 边界检查：确保最小订单金额有效
    if (!isFinite(minOrderAmountBtc) || minOrderAmountBtc <= 0 || minOrderAmountBtc > 1) {
      console.log(`⚠️ [金额异常] 计算的最小BTC金额异常: ${minOrderAmountBtc}, 跳过此次交易`)
      return '0' // 返回0表示跳过交易
    }
    const minAmountStr = minOrderAmountBtc.toFixed(6)
    // 使用实时余额进行判断
    const availableBalance = freshBalance || 0
    const utilizationRate =
      state?.lastBalance && state.lastBalance > 0
        ? Math.abs(state.lastBalance - availableBalance) / state.lastBalance
        : 0
    // 如果账户余额不足以支持最小订单，跳过交易
    if (availableBalance < minOrderAmountUsd) {
      console.log(
        `⚠️ [交易跳过] 账户${accountId}可用余额$${availableBalance.toFixed(2)} < 最小订单要求$${minOrderAmountUsd}`,
      )
      return '0'
    }
    if (!state) {
      return minAmountStr
    }
    if (action === 'open') {
      // 根据使用率智能调整开仓大小
      let targetAmount
      if (utilizationRate >= 0.8) {
        // 使用率已在目标上限，使用最小金额
        targetAmount = minOrderAmountBtc
      } else if (utilizationRate >= 0.7) {
        // 在目标范围内，保持适中
        targetAmount = Math.max((availableBalance * 0.05) / currentBtcPrice, minOrderAmountBtc)
        targetAmount = Math.min(targetAmount, 0.0003)
      } else if (utilizationRate >= 0.5) {
        // 低于目标，适度增加
        targetAmount = Math.max((availableBalance * 0.08) / currentBtcPrice, minOrderAmountBtc)
        targetAmount = Math.min(targetAmount, 0.0005)
      } else {
        // 使用率过低，积极开仓
        targetAmount = Math.max((availableBalance * 0.1) / currentBtcPrice, minOrderAmountBtc)
        targetAmount = Math.min(targetAmount, 0.001)
      }
      // 最终边界检查
      let finalAmount = Math.max(targetAmount, minOrderAmountBtc)
      // Pacifica lot size精度调整: 必须是0.00001的倍数
      const lotSize = 0.00001
      finalAmount = Math.round(finalAmount / lotSize) * lotSize
      // 确保调整后仍满足最小要求
      if (finalAmount < minOrderAmountBtc) {
        finalAmount = Math.ceil(minOrderAmountBtc / lotSize) * lotSize
      }
      const result = finalAmount.toFixed(5) // 5位小数精度匹配lot size
      console.log(
        `📊 [开仓金额] ${accountId}: $${availableBalance.toFixed(2)} 可用 → ${result} BTC (${(
          finalAmount * currentBtcPrice
        ).toFixed(2)} USDT) [lot调整]`,
      )
      return result
    } else {
      // 平仓策略：根据使用率和仓位大小决定
      const positionSize = Math.abs(state.netPosition)
      if (positionSize === 0) return minAmountStr
      let closeRatio = 0.3 // 默认平仓30%
      if (utilizationRate >= 0.85) {
        closeRatio = 0.5 // 高使用率时加大平仓比例
      } else if (utilizationRate <= 0.65) {
        closeRatio = 0.2 // 低使用率时减少平仓比例
      }
      const closeAmount = Math.min(positionSize * closeRatio, 0.002)
      let finalAmount = Math.max(closeAmount, minOrderAmountBtc)
      // Pacifica lot size精度调整: 必须是0.00001的倍数
      const lotSize = 0.00001
      finalAmount = Math.round(finalAmount / lotSize) * lotSize
      // 确保调整后仍满足最小要求
      if (finalAmount < minOrderAmountBtc) {
        finalAmount = Math.ceil(minOrderAmountBtc / lotSize) * lotSize
      }
      const result = finalAmount.toFixed(5) // 5位小数精度匹配lot size
      console.log(
        `📊 [平仓金额] ${accountId}: ${positionSize.toFixed(4)} BTC 仓位 → ${result} BTC (${(
          finalAmount * currentBtcPrice
        ).toFixed(2)} USDT) [lot调整]`,
      )
      return result
    }
  }
  async calculateHedgeAmount() {
    try {
      const account1Balance = await this.accountManager.getAccountBalance('pacifica-1')
      const account2Balance = await this.accountManager.getAccountBalance('pacifica-2')
      const minBalance = Math.min(account1Balance || 0, account2Balance || 0)
      // Pacifica最小订单要求: 10 USDT
      const minOrderAmountUsd = 10
      const currentBTCPrice = this.getCurrentPriceSync('BTC-USD')
      // 边界检查：确保价格有效
      if (!currentBTCPrice || currentBTCPrice <= 0 || !isFinite(currentBTCPrice)) {
        console.log(`⚠️ [对冲价格异常] BTC价格无效: ${currentBTCPrice}, 跳过对冲交易`)
        return '0' // 返回0表示跳过交易
      }
      const minOrderAmountBtc = minOrderAmountUsd / currentBTCPrice
      // 边界检查：确保最小订单金额有效
      if (!isFinite(minOrderAmountBtc) || minOrderAmountBtc <= 0 || minOrderAmountBtc > 1) {
        console.log(`⚠️ [对冲金额异常] 计算的最小BTC金额异常: ${minOrderAmountBtc}, 跳过对冲交易`)
        return '0'
      }
      if (minBalance < minOrderAmountUsd) {
        console.log(`⚠️ [对冲跳过] 最小账户余额$${minBalance.toFixed(2)} < 最小订单要求$${minOrderAmountUsd}`)
        return '0'
      }
      const baseAmount = (minBalance * 0.01) / currentBTCPrice
      const amount = baseAmount * (0.8 + Math.random() * 0.4)
      // 确保不低于最小订单金额
      let finalAmount = Math.max(minOrderAmountBtc, Math.min(0.001, amount))
      // Pacifica lot size精度调整: 必须是0.00001的倍数
      const lotSize = 0.00001
      finalAmount = Math.round(finalAmount / lotSize) * lotSize
      // 确保调整后仍满足最小要求
      if (finalAmount < minOrderAmountBtc) {
        finalAmount = Math.ceil(minOrderAmountBtc / lotSize) * lotSize
      }
      const result = finalAmount.toFixed(5) // 5位小数精度匹配lot size
      console.log(
        `📊 [对冲金额] 最小余额: $${minBalance.toFixed(2)} → ${result} BTC (${(finalAmount * currentBTCPrice).toFixed(
          2,
        )} USDT) [lot调整]`,
      )
      return result
    } catch (error) {
      logger.error('计算对冲数量时出错', { error: error.message })
      // 安全的错误处理
      console.log(`⚠️ [对冲计算错误] 跳过此次对冲交易`)
      return '0' // 错误时跳过交易
    }
  }
  shouldTrade() {
    if (this.stats.totalTrades >= this.riskLimits.maxDailyTrades) {
      return false
    }
    const timeSinceLastTrade = Date.now() - this.stats.lastTradeTime
    if (timeSinceLastTrade < 5000) {
      return false
    }
    // 检查使用率是否过高
    if (this.shouldSkipTradeForUtilization()) {
      return false
    }
    return true
  }
  async getCurrentPrice(symbol) {
    return this.getCurrentPriceSync(symbol)
  }
  getCurrentPriceSync(symbol) {
    try {
      // 直接从全局价格管理器获取实时价格
      const price = globalPriceManager.getPrice(symbol)
      if (price > 0) {
        logger.debug(`📊 [实时价格] ${symbol}: $${price.toFixed(2)}`)
        return price
      }
      // 如果没有价格数据，使用fallback价格确保利用率控制能正常工作
      const fallbackPrice = this.getFallbackPrice(symbol)
      if (fallbackPrice > 0) {
        logger.warn(`⚠️ [价格回退] ${symbol}使用回退价格: $${fallbackPrice.toFixed(2)}`, {
          priceManagerStatus: globalPriceManager.getStatus(),
          availableSymbols: Array.from(globalPriceManager.getAllPrices().keys()).slice(0, 5),
        })
        return fallbackPrice
      }
      return 0
    } catch (error) {
      logger.error('获取价格失败', { symbol, error: error.message })
      return this.getFallbackPrice(symbol)
    }
  }
  /**
   * 获取回退价格，确保使用率控制机制能正常工作
   */
  getFallbackPrice(symbol) {
    const symbolUpper = symbol.toUpperCase()
    // 基于当前市场的合理回退价格
    if (symbolUpper.includes('BTC')) {
      return 95000 // BTC 回退价格
    }
    if (symbolUpper.includes('ETH')) {
      return 3800 // ETH 回退价格
    }
    if (symbolUpper.includes('SOL')) {
      return 220 // SOL 回退价格
    }
    if (symbolUpper.includes('USD') || symbolUpper.includes('USDT') || symbolUpper.includes('USDC')) {
      return 1 // 稳定币回退价格
    }
    // 默认回退价格（对于未知交易对）
    return 100
  }
  fetchRealTimePriceSync(symbol) {
    try {
      // 尝试从最近的orderbook数据获取价格
      const midPrice = this.getLastKnownPrice(symbol)
      if (midPrice > 0) {
        return midPrice
      }
      // 尝试从外部API获取实时价格
      const externalPrice = this.getExternalPrice(symbol)
      if (externalPrice > 0) {
        console.log(`📊 [外部价格] ${symbol}: $${externalPrice}`)
        return externalPrice
      }
      // 最后的Fallback: 从现有的orderbook缓存中获取历史价格
      const historicalPrice = this.getHistoricalPrice(symbol)
      if (historicalPrice > 0) {
        console.log(`📊 [历史价格] ${symbol}: $${historicalPrice}`)
        return historicalPrice
      }
      // 如果都失败，使用fallback
      if (symbol.includes('BTC')) {
        console.log(`🔄 [最终fallback] ${symbol}: $65000 (所有尝试失败)`)
        return 65000
      }
      throw new Error(`无法获取${symbol}的有效价格`)
    } catch (error) {
      logger.warn('获取实时价格失败', { symbol, error })
      // 提供最终的fallback而不是抛出错误
      if (symbol.includes('BTC')) {
        console.log(`🔄 [catch fallback] ${symbol}: $65000 (异常处理)`)
        return 65000
      }
      throw error
    }
  }
  /**
   * 从外部API获取实时价格（使用Pacifica prices API）
   */
  getExternalPrice(symbol) {
    try {
      const client = this.accountManager.getFirstAvailableClient()
      if (client && client.getPrices) {
        // 首先检查是否已有orderbook缓存数据
        const cached = this.orderbookPriceCache[symbol]
        if (cached && Date.now() - cached.timestamp < 180 * 1000) {
          // 3分钟有效期
          const midPrice = (cached.bid + cached.ask) / 2
          console.log(
            `📊 [缓存价格] ${symbol}: $${midPrice.toFixed(2)} (bid=${cached.bid.toFixed(2)}, ask=${cached.ask.toFixed(
              2,
            )})`,
          )
          return midPrice
        }
        // 异步获取价格数据
        this.updatePricesAsync(symbol)
        // 同时触发orderbook更新
        this.updateOrderbookPriceAsync(symbol)
      }
      return 0 // 异步获取，这次返回0
    } catch (error) {
      return 0
    }
  }
  /**
   * 异步更新价格数据
   */
  async updatePricesAsync(symbol) {
    try {
      const client = this.accountManager.getFirstAvailableClient()
      if (!client || !client.getPrices) {
        return
      }
      const pricesData = await client.getPrices()
      if (pricesData && pricesData.data) {
        // 查找对应symbol的价格
        const symbolPrice = pricesData.data.find(
          item =>
            item.symbol === symbol ||
            item.symbol === symbol.replace('-', '') ||
            item.symbol === symbol.replace('USD', 'USDT'),
        )
        if (symbolPrice && symbolPrice.price) {
          const price = parseFloat(symbolPrice.price)
          if (!isNaN(price) && price > 0) {
            // 更新价格缓存
            const cacheKey = `price_${symbol}`
            this.priceCache[cacheKey] = {
              price: price,
              timestamp: Date.now(),
            }
            console.log(`📊 [价格API] ${symbol}: $${price.toFixed(2)}`)
          }
        }
      }
    } catch (error) {
      logger.debug('更新价格API数据失败', { symbol, error: error.message })
    }
  }
  /**
   * 从历史orderbook缓存获取价格
   */
  getHistoricalPrice(symbol) {
    try {
      // 检查所有缓存的orderbook数据，即使过期的也可以作为最后的参考
      const cacheKey = symbol
      const cached = this.orderbookPriceCache[cacheKey]
      if (cached && cached.bid > 0 && cached.ask > 0) {
        const midPrice = (cached.bid + cached.ask) / 2
        const ageMinutes = (Date.now() - cached.timestamp) / 1000 / 60
        console.log(`📊 [历史缓存] ${symbol}: $${midPrice.toFixed(2)} (${ageMinutes.toFixed(1)}分钟前)`)
        return midPrice
      }
      return 0
    } catch (error) {
      return 0
    }
  }
  getLastKnownPrice(symbol) {
    try {
      // 检查是否有缓存的orderbook价格
      const cacheKey = symbol
      const cached = this.orderbookPriceCache[cacheKey]
      if (cached && Date.now() - cached.timestamp < 120 * 1000) {
        // 延长到2分钟有效期
        const midPrice = (cached.bid + cached.ask) / 2
        return midPrice
      }
      // 如果没有缓存，触发异步获取
      this.updateOrderbookPriceAsync(symbol)
      // 返回BTC的保守估算价格，避免订单金额为0
      if (symbol.includes('BTC')) {
        console.log(`🔄 [估算价格] ${symbol}: $65000 (缓存过期)`)
        return 65000
      }
      return 0
    } catch (error) {
      // 错误时也返回估算价格
      if (symbol.includes('BTC')) {
        console.log(`⚠️ [错误价格] ${symbol}: $65000 (获取失败)`)
        return 65000
      }
      return 0
    }
  }
  async updateOrderbookPriceAsync(symbol) {
    console.log(`🔄 [价格获取] 开始获取 ${symbol} orderbook数据`)
    try {
      const client = this.accountManager.getFirstAvailableClient()
      console.log(`🔄 [价格获取] 获取到客户端:`, !!client, '有getOrderBook方法:', !!client?.getOrderBook)
      if (!client || !client.getOrderBook) {
        console.log(
          `⚠️ [价格获取] 客户端或getOrderBook方法不可用 - client: ${!!client}, getOrderBook: ${!!client?.getOrderBook}`,
        )
        return
      }
      // 调用正确的方法名
      const response = await client.getOrderBook(symbol, 5)
      if (!response) {
        console.log(`⚠️ [价格获取] orderbook响应为空`)
        return
      }
      // 原始orderbook数据已获取
      // 解析Pacifica API的orderbook格式
      const orderbook = this.parseOrderbookData(response)
      if (
        !orderbook ||
        !orderbook.bids ||
        !orderbook.asks ||
        orderbook.bids.length === 0 ||
        orderbook.asks.length === 0
      ) {
        console.log(`⚠️ [价格获取] orderbook数据解析后无效:`, orderbook)
        return
      }
      const bestBid = parseFloat(orderbook.bids[0].price)
      const bestAsk = parseFloat(orderbook.asks[0].price)
      if (!isNaN(bestBid) && !isNaN(bestAsk) && bestBid > 0 && bestAsk > 0) {
        this.orderbookPriceCache[symbol] = {
          bid: bestBid,
          ask: bestAsk,
          timestamp: Date.now(),
        }
        const midPrice = (bestBid + bestAsk) / 2
        console.log(`📊 [价格] ${symbol}: $${midPrice.toFixed(2)}`)
      }
    } catch (error) {
      logger.debug('更新orderbook价格失败', { symbol, error: error.message })
    }
  }
  /**
   * 预热orderbook价格缓存
   */
  async preloadOrderbookPrices() {
    const symbols = ['BTC-USD', 'BTCUSDT']
    for (const symbol of symbols) {
      try {
        await this.updateOrderbookPriceAsync(symbol)
        // 避免请求过快
        await new Promise(resolve => setTimeout(resolve, 200))
      } catch (error) {
        logger.debug('预热价格缓存失败', { symbol })
      }
    }
    console.log('📊 [价格缓存] orderbook价格缓存已预热')
  }
  /**
   * 解析Pacifica API的orderbook数据格式
   */
  parseOrderbookData(response) {
    try {
      const payload = response?.data ?? response
      // 格式1: payload.l = [bids[], asks[]] - 每个元素是 {p: price, a: amount, n: numOrders}
      if (Array.isArray(payload?.l) && payload.l.length >= 2) {
        const rawBids = Array.isArray(payload.l[0]) ? payload.l[0] : []
        const rawAsks = Array.isArray(payload.l[1]) ? payload.l[1] : []
        const bids = rawBids
          .map(lvl => ({
            price: String(lvl?.p ?? lvl?.price ?? ''),
            qty: String(lvl?.a ?? lvl?.amount ?? ''),
          }))
          .filter(x => x.price && x.qty && parseFloat(x.price) > 0)
        const asks = rawAsks
          .map(lvl => ({
            price: String(lvl?.p ?? lvl?.price ?? ''),
            qty: String(lvl?.a ?? lvl?.amount ?? ''),
          }))
          .filter(x => x.price && x.qty && parseFloat(x.price) > 0)
        if (bids.length > 0 && asks.length > 0) {
          return { bids, asks }
        }
      }
      // 格式2: Fallback - bids/asks 作为 [price, qty] 数组
      if (payload?.bids || payload?.asks) {
        const bids = (payload?.bids ?? [])
          .map(x => ({ price: String(x[0] ?? ''), qty: String(x[1] ?? '') }))
          .filter(x => x.price && x.qty && parseFloat(x.price) > 0)
        const asks = (payload?.asks ?? [])
          .map(x => ({ price: String(x[0] ?? ''), qty: String(x[1] ?? '') }))
          .filter(x => x.price && x.qty && parseFloat(x.price) > 0)
        if (bids.length > 0 && asks.length > 0) {
          return { bids, asks }
        }
      }
      // 格式3: 直接的bids/asks对象数组格式
      if (Array.isArray(payload?.bids) && Array.isArray(payload?.asks)) {
        const bids = payload.bids
          .map(x => ({
            price: String(x?.price ?? x?.p ?? ''),
            qty: String(x?.qty ?? x?.q ?? x?.amount ?? x?.a ?? ''),
          }))
          .filter(x => x.price && x.qty && parseFloat(x.price) > 0)
        const asks = payload.asks
          .map(x => ({
            price: String(x?.price ?? x?.p ?? ''),
            qty: String(x?.qty ?? x?.q ?? x?.amount ?? x?.a ?? ''),
          }))
          .filter(x => x.price && x.qty && parseFloat(x.price) > 0)
        if (bids.length > 0 && asks.length > 0) {
          return { bids, asks }
        }
      }
      console.log(`⚠️ [价格解析] 无法识别的orderbook格式:`, JSON.stringify(payload, null, 2))
      return null
    } catch (error) {
      console.log(`❌ [价格解析] orderbook解析出错:`, error.message)
      return null
    }
  }
  generateBalanceOrders(signal) {
    if (!signal.targetAccount) return []
    const amount = parseFloat(signal.amount)
    const side = signal.side === 'buy' ? 'bid' : 'ask'
    return [
      {
        accountId: signal.targetAccount,
        symbol: 'BTC-USD',
        amount,
        side: side,
        orderType: 'market',
        reason: `敞口平衡-${signal.side}-${amount}`,
      },
    ]
  }
  processHedgeResults(results, orders) {
    let successCount = 0
    results.forEach((result, index) => {
      if (result.success) {
        successCount++
        this.stats.successfulTrades++
        const order = orders[index]
        this.accountManager.updateTradeState(order.accountId, {
          side: order.side,
          amount: order.amount.toString(),
          success: true,
        })
      } else {
        this.stats.failedTrades++
      }
    })
    this.stats.totalTrades += results.length
    this.stats.lastTradeTime = Date.now()
    console.log(`🔄 对冲执行完成: ${successCount}/${results.length} 成功`)
  }
  processVolumeBoostResults(results, orders, amount) {
    let successCount = 0
    results.forEach((result, index) => {
      if (result.success) {
        successCount++
        console.log(`✅ 刷量订单${index + 1}成功: ${result.orderId || result.order_id || 'N/A'}`)
        this.stats.totalVolume += parseFloat(amount)
        const order = orders[index]
        this.accountManager.updateTradeState(order.accountId, {
          side: order.side,
          amount: order.amount.toString(),
          success: true,
        })
      } else {
        console.log(`❌ 刷量订单${index + 1}失败: ${result.error}`)
      }
    })
    this.stats.totalTrades += results.length
    this.stats.successfulTrades += successCount
    this.stats.failedTrades += results.length - successCount
    this.stats.lastTradeTime = Date.now()
    console.log(
      `⚡ 刷量执行完成: ${successCount}/${results.length} 成功 - 增加交易量: ${(
        parseFloat(amount) * successCount
      ).toFixed(4)} BTC`,
    )
  }
  /**
   * 动态使用率平衡机制 - 保持70-80%目标使用率
   */
  async executeUtilizationBalancing(accounts, maxUtilizationRate) {
    const targetMinUtilization = 0.7
    const targetMaxUtilization = 0.8
    try {
      // 检查是否需要动态平衡
      if (maxUtilizationRate >= targetMinUtilization && maxUtilizationRate <= targetMaxUtilization) {
        console.log(`🎯 [动态平衡] 使用率${(maxUtilizationRate * 100).toFixed(1)}%在目标范围(70-80%)内，保持当前状态`)
        return
      }
      if (maxUtilizationRate > targetMaxUtilization && maxUtilizationRate < 0.9) {
        // 超出目标上限但未达到危险级别：适度减仓
        console.log(`📉 [动态平衡] 使用率${(maxUtilizationRate * 100).toFixed(1)}%超出目标上限，执行适度减仓`)
        await this.executeModerateReduction(accounts, maxUtilizationRate)
      } else if (maxUtilizationRate < targetMinUtilization) {
        // 低于目标下限：适度增仓
        console.log(`📈 [动态平衡] 使用率${(maxUtilizationRate * 100).toFixed(1)}%低于目标下限，执行适度增仓`)
        await this.executeModerateIncrease(accounts, maxUtilizationRate)
      }
    } catch (error) {
      logger.error('动态使用率平衡失败', { error: error.message, maxUtilizationRate })
    }
  }
  /**
   * 执行双向同步减仓
   */
  async executeModerateReduction(accounts, utilizationRate) {
    if (!this.hedgeManager) return
    console.log(`🔄 [双向减仓] 开始执行双向同步减仓，当前使用率: ${(utilizationRate * 100).toFixed(1)}%`)
    // 获取两个主要账户状态
    const account1State = this.accountManager.getAccountState('pacifica-1')
    const account2State = this.accountManager.getAccountState('pacifica-2')
    if (!account1State || !account2State) {
      console.log('⚠️ [双向减仓] 账户状态不可用，跳过减仓')
      return
    }
    // 检查两个账户是否都有仓位
    const pos1 = Math.abs(account1State.netPosition)
    const pos2 = Math.abs(account2State.netPosition)
    if (pos1 < 0.0001 && pos2 < 0.0001) {
      console.log('ℹ️ [双向减仓] 当前无仓位，无需减仓')
      return
    }
    // 计算减仓数量 - 根据使用率动态调整
    let reductionRatio = 0.15 // 基础减仓比例15%
    if (utilizationRate >= 0.95) {
      reductionRatio = 0.3 // 高使用率时加大减仓比例
    } else if (utilizationRate >= 0.9) {
      reductionRatio = 0.2
    }
    const reduceAmount = Math.min(Math.max(pos1, pos2) * reductionRatio, 0.002)
    if (reduceAmount < 0.0001) {
      console.log('⚠️ [双向减仓] 计算的减仓数量过小，跳过')
      return
    }
    console.log(`📊 [双向减仓] 减仓数量: ${reduceAmount.toFixed(4)} BTC (比例: ${(reductionRatio * 100).toFixed(1)}%)`)
    // 同步双向减仓
    const reductionOrders = []
    // 账户1减仓
    if (pos1 > 0.0001) {
      const side1 = account1State.netPosition > 0 ? 'ask' : 'bid' // 平多仓用ask，平空仓用bid
      reductionOrders.push({
        accountId: 'pacifica-1',
        symbol: 'BTC-USD',
        amount: reduceAmount,
        side: side1,
        orderType: 'market',
        reason: `双向减仓-降低使用率`,
      })
    }
    // 账户2减仓
    if (pos2 > 0.0001) {
      const side2 = account2State.netPosition > 0 ? 'ask' : 'bid' // 平多仓用ask，平空仓用bid
      reductionOrders.push({
        accountId: 'pacifica-2',
        symbol: 'BTC-USD',
        amount: reduceAmount,
        side: side2,
        orderType: 'market',
        reason: `双向减仓-降低使用率`,
      })
    }
    if (reductionOrders.length > 0) {
      const results = await this.hedgeManager.executeBatchHedge(reductionOrders)
      console.log(`📉 [适度减仓] 执行${results.length}笔减仓订单，目标：降低使用率至70-80%`)
    }
  }
  /**
   * 执行适度增仓
   */
  async executeModerateIncrease(accounts, utilizationRate) {
    if (!this.hedgeManager) return
    // 找到有可用余额的账户进行增仓
    const availableAccounts = accounts
      .filter(account => account.availableBalance > 5) // 至少有5美元可用余额
      .sort((a, b) => b.availableBalance - a.availableBalance)
      .slice(0, 2) // 取前两个最有资金的账户
    const increaseOrders = []
    for (const account of availableAccounts) {
      const maxIncrease = Math.min((account.availableBalance * 0.1) / 65000, 0.0008) // 使用10%可用余额，最多0.0008 BTC
      if (maxIncrease >= 0.0001) {
        const increaseAction = Math.random() > 0.5 ? 'bid' : 'ask'
        increaseOrders.push({
          accountId: account.id || 'pacifica-1',
          symbol: 'BTC-USD',
          amount: maxIncrease,
          side: increaseAction,
          orderType: 'market',
          reason: `适度增仓-提升使用率至目标范围`,
        })
      }
    }
    if (increaseOrders.length > 0) {
      const results = await this.hedgeManager.executeBatchHedge(increaseOrders)
      console.log(`📈 [适度增仓] 执行${results.length}笔增仓订单，目标：提升使用率至70-80%`)
    }
  }
  /**
   * 紧急双向减仓
   */
  async executeEmergencyReduction(accounts, utilizationRate) {
    if (!this.hedgeManager) return
    console.log(`🚨 [紧急减仓] 执行大幅双向减仓，使用率: ${(utilizationRate * 100).toFixed(1)}%`)
    // 获取两个主要账户状态
    const account1State = this.accountManager.getAccountState('pacifica-1')
    const account2State = this.accountManager.getAccountState('pacifica-2')
    if (!account1State || !account2State) {
      console.log('⚠️ [紧急减仓] 账户状态不可用，跳过减仓')
      return
    }
    const pos1 = Math.abs(account1State.netPosition)
    const pos2 = Math.abs(account2State.netPosition)
    if (pos1 < 0.0001 && pos2 < 0.0001) {
      console.log('ℹ️ [紧急减仓] 当前无仓位，无需减仓')
      return
    }
    // 紧急减仓：减少50%仓位
    const reductionRatio = 0.5
    const reduceAmount = Math.min(Math.max(pos1, pos2) * reductionRatio, 0.003)
    if (reduceAmount < 0.0001) {
      console.log('⚠️ [紧急减仓] 计算的减仓数量过小，跳过')
      return
    }
    console.log(
      `🚨 [紧急减仓] 大幅减仓数量: ${reduceAmount.toFixed(4)} BTC (比例: ${(reductionRatio * 100).toFixed(1)}%)`,
    )
    // 同步双向减仓
    const emergencyOrders = []
    // 账户1减仓
    if (pos1 > 0.0001) {
      const side1 = account1State.netPosition > 0 ? 'ask' : 'bid'
      emergencyOrders.push({
        accountId: 'pacifica-1',
        symbol: 'BTC-USD',
        amount: reduceAmount,
        side: side1,
        orderType: 'market',
        reason: `紧急双向减仓-降低高使用率`,
      })
    }
    // 账户2减仓
    if (pos2 > 0.0001) {
      const side2 = account2State.netPosition > 0 ? 'ask' : 'bid'
      emergencyOrders.push({
        accountId: 'pacifica-2',
        symbol: 'BTC-USD',
        amount: reduceAmount,
        side: side2,
        orderType: 'market',
        reason: `紧急双向减仓-降低高使用率`,
      })
    }
    if (emergencyOrders.length > 0) {
      try {
        const results = await this.hedgeManager.executeBatchHedge(emergencyOrders)
        console.log(`🚨 [紧急减仓] 执行${results.length}笔紧急减仓订单`)
      } catch (error) {
        logger.error('紧急减仓执行失败', { error: error.message })
      }
    }
  }
  /**
   * 执行降低使用率策略
   */
  async executeUtilizationReduction(account, utilizationRate) {
    if (!account || !this.hedgeManager) return
    try {
      console.log(`📉 [紧急降低使用率] 开始处理账户使用率: ${(utilizationRate * 100).toFixed(1)}%`)
      // 紧急情况下执行大幅双向减仓
      const accounts = Array.from(this.accountManager.getAllAccountStates().values())
      await this.executeEmergencyReduction(accounts, utilizationRate)
      // 策略2: 暂时降低交易频率
      if (utilizationRate >= 0.95) {
        console.log(`⏸️ [使用率控制] 极高使用率(${(utilizationRate * 100).toFixed(1)}%)，暂停10秒交易`)
        await new Promise(resolve => setTimeout(resolve, 10000))
      } else if (utilizationRate >= 0.9) {
        console.log(`⏸️ [使用率控制] 高使用率(${(utilizationRate * 100).toFixed(1)}%)，暂停5秒交易`)
        await new Promise(resolve => setTimeout(resolve, 5000))
      }
      // 策略3: 动态调整交易规模
      await this.adjustTradingSizeForUtilization(utilizationRate)
    } catch (error) {
      logger.error('执行降低使用率策略失败', { error: error.message, utilizationRate })
    }
  }
  /**
   * 根据使用率动态调整交易规模和策略
   */
  async adjustTradingSizeForUtilization(utilizationRate) {
    // 目标使用率范围：70-80%
    const targetMinUtilization = 0.7
    const targetMaxUtilization = 0.8
    if (utilizationRate >= 0.9) {
      // 过高使用率：强制减仓
      this.riskLimits.maxPositionSize = 0.002
      console.log(`📊 [使用率控制] 过高使用率${(utilizationRate * 100).toFixed(1)}%，执行强制减仓`)
      await this.executeUtilizationRebalance('reduce', utilizationRate)
    } else if (utilizationRate > targetMaxUtilization) {
      // 超出目标上限：适度减仓
      this.riskLimits.maxPositionSize = 0.005
      console.log(`📊 [使用率控制] 超出目标上限${(utilizationRate * 100).toFixed(1)}%，执行适度减仓`)
      await this.executeUtilizationRebalance('reduce', utilizationRate)
    } else if (utilizationRate >= targetMinUtilization && utilizationRate <= targetMaxUtilization) {
      // 目标范围内：保持平衡
      this.riskLimits.maxPositionSize = 0.007
      console.log(`🎯 [动态平衡] 使用率${(utilizationRate * 100).toFixed(1)}%在目标范围(70-80%)内`)
    } else if (utilizationRate >= 0.5) {
      // 低于目标：适度增仓
      this.riskLimits.maxPositionSize = 0.008
      console.log(`📈 [使用率控制] 使用率${(utilizationRate * 100).toFixed(1)}%偏低，执行适度增仓`)
      await this.executeUtilizationRebalance('increase', utilizationRate)
    } else {
      // 使用率过低：积极增仓
      this.riskLimits.maxPositionSize = 0.01
      console.log(`🚀 [使用率控制] 使用率${(utilizationRate * 100).toFixed(1)}%过低，执行积极增仓`)
      await this.executeUtilizationRebalance('increase', utilizationRate)
    }
  }
  /**
   * 执行使用率再平衡操作
   */
  async executeUtilizationRebalance(action, currentUtilization) {
    try {
      const accounts = await this.accountManager.getAllAccountStates()
      const targetUtilization = 0.75 // 目标使用率75%
      for (const [accountId, state] of Object.entries(accounts)) {
        if (state.lastBalance <= 0) continue
        const utilizationRate = Math.abs(state.lastBalance - state.availableBalance) / state.lastBalance
        if (action === 'reduce' && utilizationRate > 0.8) {
          // 减仓：通过平仓部分仓位来降低使用率
          const targetReduction = (utilizationRate - targetUtilization) * state.lastBalance
          const positionToClose = Math.min(
            targetReduction / (await this.getCurrentPriceSync('BTC-USD')),
            Math.abs(state.netPosition) * 0.3,
          )
          if (positionToClose > 0.00001) {
            // 至少0.00001 BTC才值得平仓
            console.log(
              `📉 [减仓操作] ${accountId}: 当前使用率${(utilizationRate * 100).toFixed(
                1,
              )}% → 目标75%, 平仓${positionToClose.toFixed(5)} BTC`,
            )
            const signal = await this.generateTradeSignal({
              accountId,
              symbol: 'BTC-USD',
              action: 'close',
              amount: positionToClose.toFixed(5),
              side: state.netPosition > 0 ? 'ask' : 'bid',
              reason: `使用率控制平仓 - 当前${(utilizationRate * 100).toFixed(1)}%`,
            })
            if (signal) {
              await this.executeHedgeSignal(signal)
            }
          }
        } else if (action === 'increase' && utilizationRate < 0.7) {
          // 增仓：通过开仓来提高使用率
          const targetIncrease = (targetUtilization - utilizationRate) * state.lastBalance
          const positionToOpen = targetIncrease / (await this.getCurrentPriceSync('BTC-USD'))
          if (positionToOpen > 0.00001 && state.availableBalance > 15) {
            // 确保有足够余额
            console.log(
              `📈 [增仓操作] ${accountId}: 当前使用率${(utilizationRate * 100).toFixed(
                1,
              )}% → 目标75%, 开仓${positionToOpen.toFixed(5)} BTC`,
            )
            const signal = await this.generateTradeSignal({
              accountId,
              symbol: 'BTC-USD',
              action: 'open',
              amount: positionToOpen.toFixed(5),
              side: Math.random() > 0.5 ? 'bid' : 'ask',
              reason: `使用率控制开仓 - 当前${(utilizationRate * 100).toFixed(1)}%`,
            })
            if (signal) {
              await this.executeHedgeSignal(signal)
            }
          }
        }
      }
    } catch (error) {
      logger.error('执行使用率再平衡失败', { action, currentUtilization, error: error.message })
    }
  }
  /**
   * 检查是否因使用率过高需要跳过交易
   */
  shouldSkipTradeForUtilization() {
    const accounts = Array.from(this.accountManager.getAllAccountStates().values())
    let maxUtilizationRate = 0
    let highUtilizationAccount = null
    accounts.forEach(account => {
      if (account.lastBalance > 0) {
        const utilizationRate = Math.abs(account.lastBalance - account.availableBalance) / account.lastBalance
        if (utilizationRate > maxUtilizationRate) {
          maxUtilizationRate = utilizationRate
          highUtilizationAccount = account
        }
      }
    })
    if (maxUtilizationRate >= 0.95) {
      console.log(`🚨 [使用率控制] 使用率${(maxUtilizationRate * 100).toFixed(1)}%过高，启动主动降低机制`)
      // 主动执行降低使用率操作，而不是仅仅跳过交易
      this.executeEmergencyUtilizationReduction(highUtilizationAccount, maxUtilizationRate).catch(error => {
        logger.error('紧急降低使用率失败', { error: error.message })
      })
      return true // 仍然跳过常规交易，但已触发降低机制
    }
    return false
  }
  /**
   * 紧急降低使用率机制 - 当使用率>=95%时触发
   */
  async executeEmergencyUtilizationReduction(account, utilizationRate) {
    console.log(`🚨 [紧急使用率控制] 启动主动降低机制，当前使用率: ${(utilizationRate * 100).toFixed(1)}%`)
    // 直接调用现有的强力降低使用率方法
    await this.executeUtilizationReduction(account, utilizationRate)
    console.log(`✅ [紧急使用率控制] 主动降低机制执行完成`)
  }
  getStats() {
    return { ...this.stats }
  }
}