561 lines
16 KiB
TypeScript
561 lines
16 KiB
TypeScript
import {
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Controller,
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Get,
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Post,
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Body,
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Param,
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Query,
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HttpCode,
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HttpStatus,
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} from '@nestjs/common';
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import { ApiTags, ApiOperation, ApiResponse, ApiQuery } from '@nestjs/swagger';
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import { IsString, IsOptional, IsNumber } from 'class-validator';
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import { MarketMakerService, LedgerType, AssetType } from '../../application/services/market-maker.service';
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import { Public } from '../../shared/guards/jwt-auth.guard';
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// DTO 定义
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class InitializeMarketMakerDto {
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@IsOptional()
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@IsString()
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name?: string;
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@IsString()
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accountSequence: string;
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@IsOptional()
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@IsString()
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initialCash?: string;
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@IsOptional()
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@IsNumber()
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maxBuyRatio?: number;
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@IsOptional()
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@IsNumber()
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minIntervalMs?: number;
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@IsOptional()
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@IsNumber()
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maxIntervalMs?: number;
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}
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class DepositDto {
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@IsString()
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amount: string;
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@IsOptional()
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@IsString()
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memo?: string;
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}
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class WithdrawDto {
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@IsString()
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amount: string;
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@IsOptional()
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@IsString()
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memo?: string;
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}
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class UpdateConfigDto {
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@IsOptional()
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@IsNumber()
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maxBuyRatio?: number;
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@IsOptional()
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@IsNumber()
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minIntervalMs?: number;
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@IsOptional()
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@IsNumber()
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maxIntervalMs?: number;
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@IsOptional()
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@IsString()
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priceStrategy?: string;
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@IsOptional()
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@IsNumber()
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discountRate?: number;
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}
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class UpdateMakerConfigDto {
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@IsOptional()
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bidEnabled?: boolean;
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@IsOptional()
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@IsNumber()
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bidLevels?: number;
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@IsOptional()
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@IsNumber()
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bidSpread?: number;
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@IsOptional()
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@IsNumber()
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bidLevelSpacing?: number;
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@IsOptional()
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@IsString()
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bidQuantityPerLevel?: string;
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@IsOptional()
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askEnabled?: boolean;
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@IsOptional()
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@IsNumber()
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askLevels?: number;
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@IsOptional()
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@IsNumber()
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askSpread?: number;
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@IsOptional()
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@IsNumber()
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askLevelSpacing?: number;
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@IsOptional()
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@IsString()
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askQuantityPerLevel?: string;
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@IsOptional()
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@IsNumber()
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refreshIntervalMs?: number;
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}
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@ApiTags('Market Maker')
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@Controller('admin/market-maker')
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export class MarketMakerController {
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constructor(private readonly marketMakerService: MarketMakerService) {}
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@Post('initialize')
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@Public() // TODO: 生产环境应添加管理员权限验证
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@HttpCode(HttpStatus.OK)
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@ApiOperation({ summary: '初始化做市商' })
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@ApiResponse({ status: 200, description: '做市商初始化成功' })
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async initialize(@Body() dto: InitializeMarketMakerDto) {
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const config = await this.marketMakerService.initializeConfig({
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name: dto.name,
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accountSequence: dto.accountSequence,
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initialCash: dto.initialCash,
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maxBuyRatio: dto.maxBuyRatio,
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minIntervalMs: dto.minIntervalMs,
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maxIntervalMs: dto.maxIntervalMs,
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});
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return {
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success: true,
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message: '做市商初始化成功',
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config: {
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id: config.id,
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name: config.name,
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accountSequence: config.accountSequence,
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cashBalance: config.cashBalance.toString(),
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shareBalance: config.shareBalance.toString(),
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maxBuyRatio: config.maxBuyRatio.toString(),
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minIntervalMs: config.minIntervalMs,
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maxIntervalMs: config.maxIntervalMs,
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isActive: config.isActive,
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},
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};
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}
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@Get(':name/config')
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@Public()
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@ApiOperation({ summary: '获取做市商配置' })
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@ApiResponse({ status: 200, description: '返回做市商配置' })
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async getConfig(@Param('name') name: string) {
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const config = await this.marketMakerService.getConfig(name);
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const runningStatus = this.marketMakerService.getRunningStatus();
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if (!config) {
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return {
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success: false,
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message: `做市商 ${name} 不存在`,
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config: null,
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runningStatus,
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};
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}
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return {
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success: true,
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config: {
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id: config.id,
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name: config.name,
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accountSequence: config.accountSequence,
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cashBalance: config.cashBalance.toString(),
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shareBalance: config.shareBalance.toString(),
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frozenCash: config.frozenCash.toString(),
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frozenShares: config.frozenShares.toString(),
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availableCash: config.cashBalance.minus(config.frozenCash).toString(),
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availableShares: config.shareBalance.minus(config.frozenShares).toString(),
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maxBuyRatio: config.maxBuyRatio.toString(),
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minIntervalMs: config.minIntervalMs,
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maxIntervalMs: config.maxIntervalMs,
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priceStrategy: config.priceStrategy,
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discountRate: config.discountRate.toString(),
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isActive: config.isActive,
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},
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runningStatus,
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};
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}
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@Get('status')
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@Public()
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@ApiOperation({ summary: '获取做市商运行状态' })
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@ApiResponse({ status: 200, description: '返回运行状态' })
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getRunningStatus() {
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const status = this.marketMakerService.getRunningStatus();
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return {
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success: true,
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...status,
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modeDescription: {
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idle: '空闲（未运行）',
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taker: '吃单模式（自动买入用户卖单）',
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maker: '挂单模式（双边深度做市）',
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}[status.mode],
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};
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}
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@Post(':name/config')
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@Public()
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@HttpCode(HttpStatus.OK)
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@ApiOperation({ summary: '更新做市商配置' })
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@ApiResponse({ status: 200, description: '配置更新成功' })
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async updateConfig(@Param('name') name: string, @Body() dto: UpdateConfigDto) {
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const config = await this.marketMakerService.updateConfig(name, dto);
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if (!config) {
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return {
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success: false,
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message: `做市商 ${name} 不存在`,
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};
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}
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return {
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success: true,
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message: '配置更新成功',
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config: {
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maxBuyRatio: config.maxBuyRatio.toString(),
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minIntervalMs: config.minIntervalMs,
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maxIntervalMs: config.maxIntervalMs,
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priceStrategy: config.priceStrategy,
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discountRate: config.discountRate.toString(),
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},
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};
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}
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@Post(':name/deposit')
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@Public()
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@HttpCode(HttpStatus.OK)
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@ApiOperation({ summary: '充值资金到做市商账户' })
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@ApiResponse({ status: 200, description: '充值成功' })
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async deposit(@Param('name') name: string, @Body() dto: DepositDto) {
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await this.marketMakerService.deposit(name, dto.amount, dto.memo);
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const config = await this.marketMakerService.getConfig(name);
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return {
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success: true,
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message: `充值成功: ${dto.amount}`,
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newBalance: config?.cashBalance.toString(),
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};
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}
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@Post(':name/withdraw')
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@Public()
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@HttpCode(HttpStatus.OK)
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@ApiOperation({ summary: '从做市商账户提现' })
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@ApiResponse({ status: 200, description: '提现成功' })
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async withdraw(@Param('name') name: string, @Body() dto: WithdrawDto) {
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await this.marketMakerService.withdraw(name, dto.amount, dto.memo);
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const config = await this.marketMakerService.getConfig(name);
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return {
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success: true,
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message: `提现成功: ${dto.amount}`,
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newBalance: config?.cashBalance.toString(),
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};
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}
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@Post(':name/deposit-shares')
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@Public()
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@HttpCode(HttpStatus.OK)
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@ApiOperation({ summary: '充值积分股到做市商账户' })
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@ApiResponse({ status: 200, description: '积分股充值成功' })
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async depositShares(@Param('name') name: string, @Body() dto: DepositDto) {
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await this.marketMakerService.depositShares(name, dto.amount, dto.memo);
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const config = await this.marketMakerService.getConfig(name);
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return {
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success: true,
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message: `积分股充值成功: ${dto.amount}`,
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newShareBalance: config?.shareBalance.toString(),
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};
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}
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@Post(':name/withdraw-shares')
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@Public()
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@HttpCode(HttpStatus.OK)
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@ApiOperation({ summary: '从做市商账户提取积分股' })
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@ApiResponse({ status: 200, description: '积分股提取成功' })
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async withdrawShares(@Param('name') name: string, @Body() dto: WithdrawDto) {
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await this.marketMakerService.withdrawShares(name, dto.amount, dto.memo);
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const config = await this.marketMakerService.getConfig(name);
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return {
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success: true,
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message: `积分股提取成功: ${dto.amount}`,
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newShareBalance: config?.shareBalance.toString(),
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};
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}
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@Post(':name/start')
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@Public()
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@HttpCode(HttpStatus.OK)
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@ApiOperation({ summary: '启动做市商' })
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@ApiResponse({ status: 200, description: '做市商已启动' })
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async start(@Param('name') name: string) {
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await this.marketMakerService.start(name);
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return {
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success: true,
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message: `做市商 ${name} 已启动`,
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};
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}
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@Post(':name/stop')
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@Public()
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@HttpCode(HttpStatus.OK)
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@ApiOperation({ summary: '停止做市商' })
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@ApiResponse({ status: 200, description: '做市商已停止' })
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async stop(@Param('name') name: string) {
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await this.marketMakerService.stop(name);
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return {
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success: true,
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message: `做市商 ${name} 已停止`,
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};
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}
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@Post(':name/take-order')
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@Public()
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@HttpCode(HttpStatus.OK)
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@ApiOperation({ summary: '手动执行一次吃单' })
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@ApiResponse({ status: 200, description: '吃单执行结果' })
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async takeOrder(@Param('name') name: string) {
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const result = await this.marketMakerService.executeTakeOrder(name);
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return result;
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}
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@Get(':name/stats')
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@Public()
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@ApiOperation({ summary: '获取做市商统计信息' })
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@ApiResponse({ status: 200, description: '返回做市商统计' })
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async getStats(@Param('name') name: string) {
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const stats = await this.marketMakerService.getStats(name);
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if (!stats.config) {
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return {
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success: false,
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message: `做市商 ${name} 不存在`,
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};
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}
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return {
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success: true,
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config: {
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name: stats.config.name,
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cashBalance: stats.config.cashBalance.toString(),
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shareBalance: stats.config.shareBalance.toString(),
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isActive: stats.config.isActive,
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},
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recentTrades: stats.recentTrades.map((t) => ({
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type: t.type,
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assetType: t.assetType,
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amount: t.amount.toString(),
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price: t.price?.toString(),
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quantity: t.quantity?.toString(),
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counterpartySeq: t.counterpartySeq,
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orderNo: t.orderNo,
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memo: t.memo,
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createdAt: t.createdAt,
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})),
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dailyStats: stats.dailyStats.map((s) => ({
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date: s.date,
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buyCount: s.buyCount,
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buyQuantity: s.buyQuantity.toString(),
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buyAmount: s.buyAmount.toString(),
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avgBuyPrice: s.avgBuyPrice.toString(),
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sellCount: s.sellCount,
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sellQuantity: s.sellQuantity.toString(),
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sellAmount: s.sellAmount.toString(),
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realizedPnl: s.realizedPnl.toString(),
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})),
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};
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}
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@Get(':name/ledgers')
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@Public()
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@ApiOperation({ summary: '获取做市商分类账流水' })
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@ApiQuery({ name: 'type', required: false, enum: LedgerType })
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@ApiQuery({ name: 'assetType', required: false, enum: AssetType })
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@ApiQuery({ name: 'page', required: false, type: Number })
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@ApiQuery({ name: 'pageSize', required: false, type: Number })
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@ApiResponse({ status: 200, description: '返回分类账流水' })
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async getLedgers(
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@Param('name') name: string,
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@Query('type') type?: LedgerType,
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@Query('assetType') assetType?: AssetType,
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@Query('page') page?: string,
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@Query('pageSize') pageSize?: string,
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) {
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const result = await this.marketMakerService.getLedgers(name, {
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type,
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assetType,
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page: page ? parseInt(page, 10) : undefined,
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pageSize: pageSize ? parseInt(pageSize, 10) : undefined,
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});
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return {
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success: true,
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data: result.data.map((l) => ({
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id: l.id,
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type: l.type,
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assetType: l.assetType,
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amount: l.amount.toString(),
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balanceBefore: l.balanceBefore.toString(),
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balanceAfter: l.balanceAfter.toString(),
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tradeNo: l.tradeNo,
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orderNo: l.orderNo,
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counterpartySeq: l.counterpartySeq,
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price: l.price?.toString(),
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quantity: l.quantity?.toString(),
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memo: l.memo,
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createdAt: l.createdAt,
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})),
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total: result.total,
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};
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}
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// ============ 双边挂单（深度做市）相关端点 ============
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@Post(':name/start-maker')
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@Public()
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@HttpCode(HttpStatus.OK)
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@ApiOperation({ summary: '启动挂单模式（双边深度）' })
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@ApiResponse({ status: 200, description: '挂单模式已启动' })
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async startMaker(@Param('name') name: string) {
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await this.marketMakerService.startMaker(name);
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return {
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success: true,
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message: `做市商 ${name} 挂单模式已启动`,
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};
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}
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@Post(':name/stop-maker')
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@Public()
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@HttpCode(HttpStatus.OK)
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@ApiOperation({ summary: '停止挂单模式' })
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@ApiResponse({ status: 200, description: '挂单模式已停止' })
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async stopMaker(@Param('name') name: string) {
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await this.marketMakerService.stopMaker(name);
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return {
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success: true,
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message: `做市商 ${name} 挂单模式已停止`,
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};
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}
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@Post(':name/refresh-orders')
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@Public()
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@HttpCode(HttpStatus.OK)
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@ApiOperation({ summary: '手动刷新双边挂单' })
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@ApiResponse({ status: 200, description: '挂单刷新结果' })
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async refreshOrders(@Param('name') name: string) {
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const result = await this.marketMakerService.refreshMakerOrders(name);
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return result;
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}
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@Post(':name/cancel-all-orders')
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@Public()
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@HttpCode(HttpStatus.OK)
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@ApiOperation({ summary: '取消所有做市商挂单' })
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@ApiResponse({ status: 200, description: '取消结果' })
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async cancelAllOrders(@Param('name') name: string) {
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const cancelledCount = await this.marketMakerService.cancelAllMakerOrders(name);
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return {
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success: true,
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message: `已取消 ${cancelledCount} 个挂单`,
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cancelledCount,
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};
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}
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@Post(':name/maker-config')
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@Public()
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@HttpCode(HttpStatus.OK)
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@ApiOperation({ summary: '更新挂单配置' })
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@ApiResponse({ status: 200, description: '挂单配置更新成功' })
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async updateMakerConfig(@Param('name') name: string, @Body() dto: UpdateMakerConfigDto) {
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await this.marketMakerService.updateMakerConfig(name, dto);
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return {
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success: true,
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message: '挂单配置更新成功',
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};
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}
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@Get(':name/maker-orders')
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@Public()
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@ApiOperation({ summary: '获取做市商挂单列表' })
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@ApiQuery({ name: 'side', required: false, enum: ['BID', 'ASK'] })
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@ApiQuery({ name: 'status', required: false, enum: ['ACTIVE', 'FILLED', 'CANCELLED'] })
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@ApiQuery({ name: 'page', required: false, type: Number })
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@ApiQuery({ name: 'pageSize', required: false, type: Number })
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@ApiResponse({ status: 200, description: '返回挂单列表' })
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async getMakerOrders(
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@Param('name') name: string,
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@Query('side') side?: 'BID' | 'ASK',
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@Query('status') status?: 'ACTIVE' | 'FILLED' | 'CANCELLED',
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@Query('page') page?: string,
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@Query('pageSize') pageSize?: string,
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) {
|
||
const result = await this.marketMakerService.getMakerOrders(name, {
|
||
side,
|
||
status,
|
||
page: page ? parseInt(page, 10) : undefined,
|
||
pageSize: pageSize ? parseInt(pageSize, 10) : undefined,
|
||
});
|
||
|
||
return {
|
||
success: true,
|
||
data: result.data.map((o) => ({
|
||
id: o.id,
|
||
orderNo: o.orderNo,
|
||
side: o.side,
|
||
level: o.level,
|
||
price: o.price.toString(),
|
||
quantity: o.quantity.toString(),
|
||
remainingQty: o.remainingQty.toString(),
|
||
status: o.status,
|
||
createdAt: o.createdAt,
|
||
})),
|
||
total: result.total,
|
||
};
|
||
}
|
||
|
||
@Get('depth')
|
||
@Public()
|
||
@ApiOperation({ summary: '获取订单簿深度' })
|
||
@ApiQuery({ name: 'levels', required: false, type: Number, description: '深度档位数（默认10）' })
|
||
@ApiResponse({ status: 200, description: '返回深度数据' })
|
||
async getDepth(@Query('levels') levels?: string) {
|
||
const depth = await this.marketMakerService.getDepth(levels ? parseInt(levels, 10) : 10);
|
||
|
||
return {
|
||
success: true,
|
||
...depth,
|
||
};
|
||
}
|
||
}
|