ad60a53262
P0 issues annotated (critical, must fix before live trading):
- signal_engine.py: cooldown blocks reverse-signal position close
- paper_monitor.py + signal_engine.py: pnl_r 2x inflated for TP scenarios
- signal_engine.py: entry price uses 30min VWAP instead of real-time price
- paper_monitor.py + signal_engine.py: concurrent write race on paper_trades
P1 issues annotated (long-term stability):
- db.py: ensure_partitions uses timedelta(30d) causing missed monthly partitions
- signal_engine.py: float precision drift in buy_vol/sell_vol accumulation
- market_data_collector.py: single bare connection with no reconnect logic
- db.py: get_sync_pool initialization not thread-safe
- signal_engine.py: recent_large_trades deque has no maxlen
P2/P3 issues annotated across backend and frontend:
- coinbase_premium KeyError for XRP/SOL symbols
- liquidation_collector: redundant elif condition in aggregation logic
- auth.py: JWT secret hardcoded default, login rate-limit absent
- Frontend: concurrent refresh token race, AuthContext not synced on failure
- Frontend: universal catch{} swallows all API errors silently
- Frontend: serial API requests in LatestSignals, market-indicators over-polling
docs/REVIEW.md: comprehensive audit report with all 34 issues (P0×4, P1×5,
P2×6, P3×4 backend + FE-P1×4, FE-P2×8, FE-P3×3 frontend), fix suggestions
and prioritized remediation roadmap.
334 lines
17 KiB
TypeScript
334 lines
17 KiB
TypeScript
"use client";
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import { useEffect, useState, useCallback, useRef } from "react";
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import { createChart, ColorType, CandlestickSeries } from "lightweight-charts";
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import { api, RatesResponse, StatsResponse, HistoryResponse, HistoryPoint, SignalHistoryItem, KBar, YtdStatsResponse } from "@/lib/api";
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import { useAuth } from "@/lib/auth";
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import RateCard from "@/components/RateCard";
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import StatsCard from "@/components/StatsCard";
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import Link from "next/link";
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import {
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LineChart, Line, XAxis, YAxis, Tooltip, Legend,
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ResponsiveContainer, ReferenceLine
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} from "recharts";
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// ─── K线子组件 ──────────────────────────────────────────────────
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const INTERVALS = [
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{ label: "1m", value: "1m" }, { label: "5m", value: "5m" },
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{ label: "30m", value: "30m" }, { label: "1h", value: "1h" },
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{ label: "4h", value: "4h" }, { label: "8h", value: "8h" },
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{ label: "日", value: "1d" }, { label: "周", value: "1w" }, { label: "月", value: "1M" },
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];
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function bjtTimeFormatter(ts: number) {
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const d = new Date((ts + 8 * 3600) * 1000);
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return `${d.getUTCFullYear()}-${String(d.getUTCMonth()+1).padStart(2,"0")}-${String(d.getUTCDate()).padStart(2,"0")} ${String(d.getUTCHours()).padStart(2,"0")}:${String(d.getUTCMinutes()).padStart(2,"0")}`;
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}
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function baseChartOpts(height: number) {
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return {
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layout: { background: { type: ColorType.Solid, color: "#ffffff" }, textColor: "#64748b", fontSize: 11 },
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grid: { vertLines: { color: "#f1f5f9" }, horzLines: { color: "#f1f5f9" } },
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localization: { timeFormatter: bjtTimeFormatter },
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timeScale: {
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borderColor: "#e2e8f0", timeVisible: true, secondsVisible: false,
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tickMarkFormatter: (ts: number) => {
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const d = new Date((ts + 8 * 3600) * 1000);
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return `${String(d.getUTCHours()).padStart(2,"0")}:${String(d.getUTCMinutes()).padStart(2,"0")}`;
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},
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},
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rightPriceScale: { borderColor: "#e2e8f0" },
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height,
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};
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}
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function MiniKChart({ symbol, interval, mode, colors }: {
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symbol: string; interval: string; mode: "rate"|"price";
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colors: { up: string; down: string };
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}) {
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const ref = useRef<HTMLDivElement>(null);
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const chartRef = useRef<ReturnType<typeof createChart> | null>(null);
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const render = useCallback(async () => {
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try {
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const json = await api.kline(symbol, interval);
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const bars: KBar[] = json.data || [];
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if (!ref.current) return;
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// [REVIEW] FE-P2-1 | 每次调用都销毁并重建 lightweight-charts 实例
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// setInterval 每30秒触发一次，导致图表闪烁（destroy→create→setData 有可见延迟）
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// 修复：只在 symbol/interval 变化时重建图表，仅数据更新时调用 series.setData()
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// 可用 useRef 存储 series 引用：if (!chartRef.current) { 初始化 } else { series.setData() }
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chartRef.current?.remove();
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const chart = createChart(ref.current, baseChartOpts(220));
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chartRef.current = chart;
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const series = chart.addSeries(CandlestickSeries, {
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upColor: colors.up, downColor: colors.down,
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borderUpColor: colors.up, borderDownColor: colors.down,
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wickUpColor: colors.up, wickDownColor: colors.down,
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});
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series.setData(mode === "rate"
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? bars.map(b => ({ time: b.time as any, open: b.open, high: b.high, low: b.low, close: b.close }))
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: bars.map(b => ({ time: b.time as any, open: b.price_open, high: b.price_high, low: b.price_low, close: b.price_close }))
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);
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chart.timeScale().fitContent();
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ref.current.querySelectorAll("a").forEach(a => (a as HTMLElement).style.display = "none");
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} catch {}
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// [REVIEW] FE-P2-2 | async render 未检查组件挂载状态
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// cleanup 执行 chartRef.current = null 后，如果 fetch 仍在 in-flight，
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// render() 继续执行到 if (!ref.current) return 会安全退出
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// 但若 ref.current 在 cleanup 后仍不为 null（极短窗口），chart.remove 已调用
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// 则 series.setData 会访问已销毁的 chart 对象
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// 修复：在 useEffect 中用 let mounted = true; cleanup: mounted = false; 在 async 中判断
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}, [symbol, interval, mode, colors.up, colors.down]);
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useEffect(() => {
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render();
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const iv = window.setInterval(render, 30_000);
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return () => { window.clearInterval(iv); chartRef.current?.remove(); chartRef.current = null; };
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}, [render]);
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return <div ref={ref} className="w-full" style={{ height: 220 }} />;
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}
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function IntervalPicker({ value, onChange }: { value: string; onChange: (v: string) => void }) {
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return (
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<div className="flex flex-wrap gap-1 text-xs">
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{INTERVALS.map(iv => (
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<button key={iv.value} onClick={() => onChange(iv.value)}
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className={`px-2 py-1 rounded border transition-colors ${value === iv.value ? "bg-slate-800 text-white border-slate-800" : "border-slate-200 text-slate-500 hover:border-slate-400"}`}>
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{iv.label}
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</button>
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))}
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</div>
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);
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}
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// ─── 未登录遮挡组件 ──────────────────────────────────────────────
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function AuthGate({ children }: { children: React.ReactNode }) {
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const { isLoggedIn, loading } = useAuth();
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if (loading) return <div className="text-center text-slate-400 py-12">加载中...</div>;
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if (!isLoggedIn) {
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return (
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<div className="relative">
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<div className="filter blur-sm pointer-events-none select-none opacity-60">
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{children}
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</div>
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<div className="absolute inset-0 flex items-center justify-center bg-white/70 rounded-xl">
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<div className="text-center space-y-3">
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<div className="text-4xl">🔒</div>
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<p className="text-slate-600 font-medium">登录后查看完整数据</p>
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<div className="flex gap-2 justify-center">
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<Link href="/login" className="text-sm bg-blue-600 hover:bg-blue-700 text-white px-4 py-2 rounded-lg transition-colors">登录</Link>
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<Link href="/register" className="text-sm border border-slate-300 text-slate-600 hover:border-blue-400 px-4 py-2 rounded-lg transition-colors">注册</Link>
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</div>
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</div>
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</div>
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</div>
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);
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}
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return <>{children}</>;
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}
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// ─── 主仪表盘 ────────────────────────────────────────────────────
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export default function Dashboard() {
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const { isLoggedIn } = useAuth();
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const [rates, setRates] = useState<RatesResponse | null>(null);
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const [stats, setStats] = useState<StatsResponse | null>(null);
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const [history, setHistory] = useState<HistoryResponse | null>(null);
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const [signals, setSignals] = useState<SignalHistoryItem[]>([]);
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const [ytd, setYtd] = useState<YtdStatsResponse | null>(null);
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const [status, setStatus] = useState<"loading"|"running"|"error">("loading");
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const [lastUpdate, setLastUpdate] = useState("");
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const [symbol, setSymbol] = useState<"BTC"|"ETH">("BTC");
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const [rateInterval, setRateInterval] = useState("1h");
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const [priceInterval, setPriceInterval] = useState("1h");
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const fetchRates = useCallback(async () => {
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try { setRates(await api.rates()); setStatus("running"); setLastUpdate(new Date().toLocaleTimeString("zh-CN")); }
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catch { setStatus("error"); }
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}, []);
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const fetchSlow = useCallback(async () => {
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if (!isLoggedIn) return;
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try {
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const [s, h, sig, y] = await Promise.all([api.stats(), api.history(), api.signalsHistory(), api.statsYtd()]);
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setStats(s); setHistory(h); setSignals(sig.items || []); setYtd(y);
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} catch {
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// [REVIEW] FE-P1-3 | 4个并行API中任一失败，整批都被丢弃，用户无提示
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// Promise.all 失败则所有结果丢失，建议改用 Promise.allSettled
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}
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}, [isLoggedIn]);
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useEffect(() => {
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fetchRates(); fetchSlow();
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const r = setInterval(fetchRates, 2_000);
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const s = setInterval(fetchSlow, 120_000);
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return () => { clearInterval(r); clearInterval(s); };
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}, [fetchRates, fetchSlow]);
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// 历史图数据
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const btcMap = new Map((history?.BTC ?? []).map((p: HistoryPoint) => [p.timestamp.slice(0,13), p.fundingRate * 100]));
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const ethMap = new Map((history?.ETH ?? []).map((p: HistoryPoint) => [p.timestamp.slice(0,13), p.fundingRate * 100]));
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const allTimes = Array.from(new Set([...btcMap.keys(), ...ethMap.keys()])).sort();
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const historyChart = allTimes.slice(-42).map(t => ({ time: t.slice(5).replace("T"," "), BTC: btcMap.get(t) ?? null, ETH: ethMap.get(t) ?? null }));
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const tableRows = allTimes.slice().reverse().slice(0,30).map(t => ({ time: t.replace("T"," "), btc: btcMap.get(t), eth: ethMap.get(t) }));
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return (
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<div className="space-y-5">
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{/* 标题 */}
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<div className="flex items-center justify-between flex-wrap gap-2">
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<div>
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<h1 className="text-xl font-bold text-slate-900">资金费率套利监控</h1>
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<p className="text-slate-500 text-xs mt-0.5">实时监控 BTC / ETH 永续合约资金费率</p>
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</div>
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<div className="flex items-center gap-2 text-sm">
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<span className={`w-2 h-2 rounded-full ${status==="running"?"bg-emerald-500 animate-pulse":status==="error"?"bg-red-500":"bg-slate-300"}`} />
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<span className={status==="running"?"text-emerald-600":status==="error"?"text-red-600":"text-slate-400"}>
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{status==="running"?"运行中":status==="error"?"连接失败":"加载中..."}
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</span>
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{lastUpdate && <span className="text-slate-400 text-xs">更新于 {lastUpdate}</span>}
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</div>
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</div>
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{/* 费率卡片 */}
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<div className="grid grid-cols-1 md:grid-cols-2 gap-4">
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<RateCard asset="BTC" data={rates?.BTC ?? null} ytd={ytd?.BTC ?? null} />
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<RateCard asset="ETH" data={rates?.ETH ?? null} ytd={ytd?.ETH ?? null} />
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</div>
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{/* 统计卡片 */}
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<AuthGate>
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{stats && (
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<div className="grid grid-cols-3 gap-3">
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<StatsCard title="BTC 套利" mean7d={stats.BTC.mean7d} annualized={stats.BTC.annualized} accent="blue" />
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<StatsCard title="ETH 套利" mean7d={stats.ETH.mean7d} annualized={stats.ETH.annualized} accent="indigo" />
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<StatsCard title="50/50 组合" mean7d={stats.combo.mean7d} annualized={stats.combo.annualized} accent="green" />
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</div>
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)}
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{/* K线 */}
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<div className="rounded-xl border border-slate-200 bg-white shadow-sm p-4 space-y-4">
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<div className="flex items-center justify-between flex-wrap gap-2">
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<h2 className="font-semibold text-slate-800 text-sm">K 线图</h2>
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<div className="flex gap-1.5">
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{(["BTC","ETH"] as const).map(s => (
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<button key={s} onClick={() => setSymbol(s)}
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className={`px-3 py-1 rounded-lg border text-xs font-medium transition-colors ${symbol===s?"bg-blue-600 text-white border-blue-600":"border-slate-200 text-slate-600 hover:border-blue-400"}`}>
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{s}
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</button>
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))}
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</div>
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</div>
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{/* 费率K */}
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<div>
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<div className="flex items-center justify-between mb-2 flex-wrap gap-2">
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<span className="text-xs text-slate-500 font-medium">{symbol} 资金费率（万分之）</span>
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<IntervalPicker value={rateInterval} onChange={setRateInterval} />
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</div>
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<MiniKChart symbol={symbol} interval={rateInterval} mode="rate" colors={{ up:"#16a34a", down:"#dc2626" }} />
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</div>
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{/* 价格K */}
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<div>
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<div className="flex items-center justify-between mb-2 flex-wrap gap-2">
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<span className="text-xs text-slate-500 font-medium">{symbol} 标记价格（USD）</span>
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<IntervalPicker value={priceInterval} onChange={setPriceInterval} />
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</div>
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<MiniKChart symbol={symbol} interval={priceInterval} mode="price" colors={{ up:"#2563eb", down:"#7c3aed" }} />
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</div>
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</div>
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{/* 历史费率走势 */}
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{historyChart.length > 0 && (
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<div className="rounded-xl border border-slate-200 bg-white shadow-sm p-4">
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<h2 className="font-semibold text-slate-800 text-sm mb-3">历史费率走势（过去7天）</h2>
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<ResponsiveContainer width="100%" height={200}>
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<LineChart data={historyChart} margin={{ top:4, right:8, bottom:4, left:8 }}>
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<XAxis dataKey="time" tick={{ fill:"#94a3b8", fontSize:10 }} tickLine={false} interval="preserveStartEnd" />
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<YAxis tick={{ fill:"#94a3b8", fontSize:10 }} tickLine={false} axisLine={false} tickFormatter={v=>`${v.toFixed(3)}%`} width={58} />
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<Tooltip formatter={v=>[`${Number(v).toFixed(4)}%`]} contentStyle={{ background:"#fff", border:"1px solid #e2e8f0", borderRadius:8, fontSize:12 }} />
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<Legend wrapperStyle={{ fontSize:12 }} />
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<ReferenceLine y={0} stroke="#94a3b8" strokeDasharray="4 2" />
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<Line type="monotone" dataKey="BTC" stroke="#2563eb" strokeWidth={1.5} dot={false} connectNulls />
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<Line type="monotone" dataKey="ETH" stroke="#7c3aed" strokeWidth={1.5} dot={false} connectNulls />
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</LineChart>
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</ResponsiveContainer>
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</div>
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)}
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{/* 历史明细 + 信号历史 并排 */}
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<div className="grid grid-cols-1 lg:grid-cols-2 gap-4">
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{/* 历史明细 */}
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{tableRows.length > 0 && (
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<div className="rounded-xl border border-slate-200 bg-white shadow-sm overflow-hidden">
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<div className="px-4 py-3 border-b border-slate-100">
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<h2 className="font-semibold text-slate-800 text-sm">历史费率明细（最近30条）</h2>
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</div>
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<div className="overflow-x-auto">
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<table className="w-full text-xs">
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<thead>
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<tr className="bg-slate-50 border-b border-slate-100">
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<th className="text-left px-4 py-2 text-slate-500 font-medium">时间</th>
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<th className="text-right px-4 py-2 text-blue-600 font-medium">BTC</th>
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<th className="text-right px-4 py-2 text-violet-600 font-medium">ETH</th>
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</tr>
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</thead>
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<tbody>
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{tableRows.map((row, i) => (
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<tr key={i} className="border-b border-slate-50 hover:bg-slate-50">
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<td className="px-4 py-1.5 text-slate-400 font-mono">{row.time}</td>
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<td className={`px-4 py-1.5 text-right font-mono ${row.btc==null?"text-slate-300":row.btc>=0?"text-emerald-600":"text-red-500"}`}>
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{row.btc!=null?`${row.btc.toFixed(4)}%`:"--"}
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</td>
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<td className={`px-4 py-1.5 text-right font-mono ${row.eth==null?"text-slate-300":row.eth>=0?"text-emerald-600":"text-red-500"}`}>
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{row.eth!=null?`${row.eth.toFixed(4)}%`:"--"}
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</td>
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</tr>
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))}
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</tbody>
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</table>
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</div>
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</div>
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)}
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{/* 信号历史 */}
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<div className="rounded-xl border border-slate-200 bg-white shadow-sm overflow-hidden">
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<div className="px-4 py-3 border-b border-slate-100">
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<h2 className="font-semibold text-slate-800 text-sm">信号历史</h2>
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</div>
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<div className="overflow-x-auto">
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<table className="w-full text-xs">
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<thead>
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<tr className="bg-slate-50 border-b border-slate-100">
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<th className="text-left px-4 py-2 text-slate-500 font-medium">时间</th>
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<th className="text-left px-4 py-2 text-slate-500 font-medium">币种</th>
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<th className="text-right px-4 py-2 text-slate-500 font-medium">年化</th>
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</tr>
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</thead>
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<tbody>
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{signals.length === 0 ? (
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<tr><td colSpan={3} className="px-4 py-6 text-center text-slate-400">暂无信号（年化>10%时自动触发）</td></tr>
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) : signals.map(row => (
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<tr key={row.id} className="border-b border-slate-50 hover:bg-slate-50">
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<td className="px-4 py-1.5 text-slate-400 font-mono">{new Date(row.sent_at).toLocaleString("zh-CN")}</td>
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<td className="px-4 py-1.5 font-medium text-slate-700">{row.symbol}</td>
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<td className="px-4 py-1.5 text-right font-mono text-blue-600">{row.annualized}%</td>
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</tr>
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))}
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</tbody>
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</table>
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</div>
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</div>
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</div>
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{/* 策略说明 */}
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<div className="rounded-lg border border-blue-100 bg-blue-50 px-4 py-3 text-xs text-slate-600">
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<span className="text-blue-600 font-medium">策略原理：</span>
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持有现货多头 + 永续空头，每8小时收取资金费率，赚取无方向风险的稳定收益。
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||
</div>
|
||
</AuthGate>
|
||
</div>
|
||
);
|
||
}
|