feat: add taker/maker fee rate configuration support

[the-dev-z]

Pull Request - Backend | 后端 PR

💡 提示 Tip: 推荐 PR 标题格式 type(scope): description
例如: feat(trader): add new strategy | fix(api): resolve auth issue

---

📝 Description | 描述

English: Implement configurable fee rates for trading decisions, enabling AI to factor in exchange fees when calculating position sizing and profitability.

中文： 實現可配置的 Taker/Maker 手續費率，讓 AI 在計算持倉大小和盈利性時能夠考慮交易所手續費。

---

🎯 Type of Change | 变更类型

• 🐛 Bug fix | 修复 Bug
• ✨ New feature | 新功能
• 💥 Breaking change | 破坏性变更
• ♻️ Refactoring | 重构
• ⚡ Performance improvement | 性能优化
• 🔒 Security fix | 安全修复
• 🔧 Build/config change | 构建/配置变更

---

🔗 Related Issues | 相关 Issue

• Related to fix(P0): 統一修復倉位計算、數據質量、手續費率與 OI 監控 #703 (Split into Part 3/3)
• Depends on feat(market): add OI time series and multi-timeframe data support (Part 1/3) #798 (Part 1: OI time series support)
• Depends on feat(market): add data staleness detection (Part 2/3) #800 (Part 2: Data staleness detection)
• Based on latest upstream/dev (3112250)

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📋 Changes Made | 具体变更

English:

• Add TakerFeeRate (0.0004) and MakerFeeRate (0.0002) fields to database
• Pass fee rates through Context to AI decision engine
• Update all trader configuration paths to include fee rates
• Maintain backward compatibility with default values

中文：

• ✅ 數據庫支持手續費率字段（Taker: 0.0004, Maker: 0.0002）
• ✅ 手續費率通過 Context 傳遞給 AI 決策引擎
• ✅ 所有交易員配置路徑包含手續費率
• ✅ 向後兼容（使用默認值）

Files Modified:

• config/database.go: Add fee rate fields to TraderRecord, migrations, queries
• decision/engine.go: Add fee rate fields to Context
• manager/trader_manager.go: Pass fee rates when creating traders (3 locations)
• trader/auto_trader.go: Add fee rate fields to AutoTraderConfig

---

🧪 Testing | 测试

Test Environment | 测试环境

• OS | 操作系统: macOS 14.5
• Go Version | Go 版本: Go 1.x
• Exchange | 交易所: N/A (config layer)

Manual Testing | 手动测试

• Tested locally | 本地测试通过
• Tested on testnet | 测试网测试通过（交易所集成相关）
• Unit tests pass | 单元测试通过
• Verified no existing functionality broke | 确认没有破坏现有功能

Test Results | 测试结果

✅ config package compiled successfully
✅ decision package compiled successfully
✅ manager package compiled successfully
✅ trader package compiled successfully
✅ Full project compiled successfully

---

🔒 Security Considerations | 安全考虑

• No API keys or secrets hardcoded | 没有硬编码 API 密钥
• User inputs properly validated | 用户输入已正确验证
• No SQL injection vulnerabilities | 无 SQL 注入漏洞
• N/A (not security-related) | 不适用

---

⚡ Performance Impact | 性能影响

• No significant performance impact | 无显著性能影响
• Performance improved | 性能提升
• Performance may be impacted (explain below) | 性能可能受影响

If impacted, explain | 如果受影响，请说明：
Minimal overhead: just passing two float64 values through configuration chain.

---

✅ Checklist | 检查清单

Code Quality | 代码质量

• Code follows project style | 代码遵循项目风格
• Self-review completed | 已完成代码自查
• Comments added for complex logic | 已添加必要注释
• Code compiles successfully | 代码编译成功 (go build)
• Ran go fmt | 已运行 go fmt

Documentation | 文档

• Updated relevant documentation | 已更新相关文档
• Added inline comments where necessary | 已添加必要的代码注释
• Updated API documentation (if applicable) | 已更新 API 文档

Git

• Commits follow conventional format | 提交遵循 Conventional Commits 格式
• Rebased on latest dev branch | 已 rebase 到最新 dev 分支
• No merge conflicts | 无合并冲突

---

📚 Additional Notes | 补充说明

English: This is Part 3/3 of PR #703 split. Backward compatible using COALESCE for default values.

中文： 這是 PR #703 的 Part 3/3 拆分。使用 COALESCE 提供默認值，向後兼容。

---

By submitting this PR, I confirm | 提交此 PR，我确认：

• I have read the Contributing Guidelines | 已阅读贡献指南
• I agree to the Code of Conduct | 同意行为准则
• My contribution is licensed under AGPL-3.0 | 贡献遵循 AGPL-3.0 许可证

---

🌟 Thank you for your contribution! | 感谢你的贡献！

[xqliu]

🔍 Code Review - BLOCKING Issues Found

@zhouyongyou Hi! 我对PR #801进行了全面审查，发现了一个BLOCKING级别的问题需要修复才能合并。

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❌ 审查结果: 不通过（BLOCKING）

核心问题: 前后端契约不一致 - 数据库和后端已添加费率字段，但前端和API层缺失对应实现

---

🚨 BLOCKING 问题

1. 前端缺少费率字段支持

问题描述:

• ✅ 数据库: traders表已添加taker_fee_rate和maker_fee_rate列
• ✅ 后端Model: config.TraderRecord已包含费率字段
• ❌ 后端API: CreateTraderRequest结构体缺少费率字段
• ❌ 前端Type: CreateTraderRequest接口缺少费率字段
• ❌ 前端UI: TraderConfigModal组件无费率输入控件

影响:
用户无法通过界面设置或修改交易手续费率，导致新功能不可用。

---

🔧 必须修复的内容

Step 1: 前端类型定义

// web/src/components/TraderConfigModal.tsx (或 types.ts)
interface TraderConfigData {
  // ... 现有字段
  taker_fee_rate: number  // 添加
  maker_fee_rate: number  // 添加
}

interface CreateTraderRequest {
  // ... 现有字段
  taker_fee_rate?: number  // 添加（可选）
  maker_fee_rate?: number  // 添加（可选）
}

Step 2: 前端表单状态

// web/src/components/TraderConfigModal.tsx:50-65
const [formData, setFormData] = useState<TraderConfigData>({
  // ... 现有字段
  taker_fee_rate: 0.0004,  // 添加默认值
  maker_fee_rate: 0.0002,  // 添加默认值
})

// handleSave函数中
const saveData: CreateTraderRequest = {
  // ... 现有字段
  taker_fee_rate: formData.taker_fee_rate,
  maker_fee_rate: formData.maker_fee_rate,
}

Step 3: 前端UI控件

在TraderConfigModal.tsx的"交易配置"section添加费率输入框（建议放在杠杆配置下方）:

<div className="grid grid-cols-2 gap-4">
  <div>
    <label className="text-sm text-[#EAECEF] block mb-2">
      Taker 费率 (%)
    </label>
    <input
      type="number"
      value={formData.taker_fee_rate * 100}
      onChange={(e) => 
        handleInputChange('taker_fee_rate', Number(e.target.value) / 100)
      }
      className="w-full px-3 py-2 bg-[#0B0E11] border border-[#2B3139] rounded text-[#EAECEF] focus:border-[#F0B90B] focus:outline-none"
      step="0.001"
      min="0"
      max="1"
    />
    <p className="text-xs text-[#848E9C] mt-1">
      默认 0.04% (Binance标准Taker费率)
    </p>
  </div>
  <div>
    <label className="text-sm text-[#EAECEF] block mb-2">
      Maker 费率 (%)
    </label>
    <input
      type="number"
      value={formData.maker_fee_rate * 100}
      onChange={(e) => 
        handleInputChange('maker_fee_rate', Number(e.target.value) / 100)
      }
      className="w-full px-3 py-2 bg-[#0B0E11] border border-[#2B3139] rounded text-[#EAECEF] focus:border-[#F0B90B] focus:outline-none"
      step="0.001"
      min="0"
      max="1"
    />
    <p className="text-xs text-[#848E9C] mt-1">
      默认 0.02% (Binance标准Maker费率)
    </p>
  </div>
</div>

Step 4: 后端API处理

// api/server.go:451 (handleCreateTrader函数)
type CreateTraderRequest struct {
    // ... 现有字段
    TakerFeeRate float64 \`json:"taker_fee_rate"\`
    MakerFeeRate float64 \`json:"maker_fee_rate"\`
}

// 在创建TraderRecord时
traderRecord := &config.TraderRecord{
    // ... 现有字段
    TakerFeeRate: req.TakerFeeRate,
    MakerFeeRate: req.MakerFeeRate,
}

// 设置默认值
if traderRecord.TakerFeeRate == 0 {
    traderRecord.TakerFeeRate = 0.0004
}
if traderRecord.MakerFeeRate == 0 {
    traderRecord.MakerFeeRate = 0.0002
}

---

✅ 通过的检查项

• ✅ 数据兼容性: 数据库迁移使用DEFAULT值，向后兼容性优秀
• ✅ 数据安全性: 费率为公开配置参数，无敏感数据泄露风险
• ✅ 数据流完整性: 费率字段已完整传递至AI决策Context
• ✅ 架构设计: 费率配置位置合理，符合设计原则

---

📊 建议优化（非BLOCKING）

1. 添加费率范围验证 (后端API层):

if req.TakerFeeRate < 0 || req.TakerFeeRate > 0.01 {
    c.JSON(http.StatusBadRequest, gin.H{"error": "Taker费率必须在0-1%之间"})
    return
}

2. 在AI Prompt中说明费率用途: 在决策引擎的System Prompt中添加费率计算指导

---

⏱️ 预估修复时间

约15-30分钟（按照上述4步执行）

---

📝 总结

这是一个很好的功能添加，数据库层和决策引擎层的实现都很完善。只需要补充前端UI和API层的实现，就可以让用户真正使用这个功能了。

修复完成后请重新request review，我会尽快复审。感谢！🙏

[xqliu]

🔄 补充：现有交易员数据更新问题

@zhouyongyou 刚刚发现了一个额外的重要问题：

---

⚠️ 问题：现有交易员的费率字段更新

1. 数据库层面（✅ 已解决）

-- 迁移时使用DEFAULT值
ALTER TABLE traders ADD COLUMN taker_fee_rate REAL DEFAULT 0.0004
ALTER TABLE traders ADD COLUMN maker_fee_rate REAL DEFAULT 0.0002

✅ 所有现有记录会自动获得默认值，数据库层面没问题。

---

2. 运行时更新问题（❌ BLOCKING）

问题描述:

• 运行中的交易员使用的是内存中的旧配置（没有费率字段）
• UpdateTraderRequest 结构体也缺少费率字段
• 更新交易员时会丢失费率数据

证据:

// api/server.go:649-661
type UpdateTraderRequest struct {
    Name                string  \`json:"name"\`
    // ... 其他字段
    // ❌ 缺少: TakerFeeRate
    // ❌ 缺少: MakerFeeRate
}

// api/server.go:719-735 (handleUpdateTrader)
trader := &config.TraderRecord{
    ID:              traderID,
    Name:            req.Name,
    // ... 其他字段
    // ❌ 缺少: TakerFeeRate (会导致更新时费率被清空)
    // ❌ 缺少: MakerFeeRate
}

---

🔧 额外修复：UpdateTraderRequest

Step 5: 更新 UpdateTraderRequest 结构体

// api/server.go:649
type UpdateTraderRequest struct {
    Name                string  \`json:"name" binding:"required"\`
    AIModelID           string  \`json:"ai_model_id" binding:"required"\`
    ExchangeID          string  \`json:"exchange_id" binding:"required"\`
    InitialBalance      float64 \`json:"initial_balance"\`
    ScanIntervalMinutes int     \`json:"scan_interval_minutes"\`
    BTCETHLeverage      int     \`json:"btc_eth_leverage"\`
    AltcoinLeverage     int     \`json:"altcoin_leverage"\`
    TradingSymbols      string  \`json:"trading_symbols"\`
    CustomPrompt        string  \`json:"custom_prompt"\`
    OverrideBasePrompt  bool    \`json:"override_base_prompt"\`
    IsCrossMargin       *bool   \`json:"is_cross_margin"\`
    // ✅ 添加费率字段
    TakerFeeRate        float64 \`json:"taker_fee_rate"\`
    MakerFeeRate        float64 \`json:"maker_fee_rate"\`
}

Step 6: 修改 handleUpdateTrader 逻辑

// api/server.go:719-735 (handleUpdateTrader函数中)

// 设置费率默认值（保持原值或使用新值）
takerFeeRate := existingTrader.TakerFeeRate // 保持原值
makerFeeRate := existingTrader.MakerFeeRate // 保持原值
if req.TakerFeeRate > 0 {
    takerFeeRate = req.TakerFeeRate
}
if req.MakerFeeRate > 0 {
    makerFeeRate = req.MakerFeeRate
}

// 更新交易员配置
trader := &config.TraderRecord{
    ID:                   traderID,
    UserID:               userID,
    Name:                 req.Name,
    AIModelID:            req.AIModelID,
    ExchangeID:           req.ExchangeID,
    InitialBalance:       req.InitialBalance,
    BTCETHLeverage:       btcEthLeverage,
    AltcoinLeverage:      altcoinLeverage,
    TradingSymbols:       req.TradingSymbols,
    CustomPrompt:         req.CustomPrompt,
    OverrideBasePrompt:   req.OverrideBasePrompt,
    SystemPromptTemplate: existingTrader.SystemPromptTemplate,
    IsCrossMargin:        isCrossMargin,
    ScanIntervalMinutes:  scanIntervalMinutes,
    IsRunning:            existingTrader.IsRunning,
    // ✅ 添加费率字段
    TakerFeeRate:         takerFeeRate,
    MakerFeeRate:         makerFeeRate,
}

---

📋 部署后操作说明

方案A: 重启所有交易员（推荐）

# 1. 停止所有运行中的交易员
# 2. 执行数据库迁移（ALTER TABLE）
# 3. 重启系统/重新加载交易员
# 4. 所有交易员会从数据库重新加载配置（包含费率字段）

方案B: 单独重启交易员

对于每个运行中的交易员：

POST /api/traders/:id/stop   # 停止
POST /api/traders/:id/start  # 启动（会重新加载配置）

方案C: 容器重启（如果使用Docker）

./start.sh restart --build

---

⏰ 更新后的修复时间估算

• 代码修复: 25-40分钟（原15-30分钟 + UpdateTraderRequest修复10分钟）
• 测试验证: 10分钟
• 部署重启: 5分钟

总计: 约40-55分钟

---

📊 总结

这个PR除了需要前端UI支持外，还需要：

1. ✅ 修复 CreateTraderRequest（已在前面评论中提到）
2. ❌ 新增: 修复 UpdateTraderRequest（避免更新时丢失费率）
3. ❌ 新增: 修复 handleUpdateTrader 逻辑
4. ⚠️ 运维: 部署后需要重启交易员以应用新配置

感谢指出这个重要问题！🙏

[github-actions]

🤖 Advisory Check Results

These are advisory checks to help improve code quality. They won't block your PR from being merged.

📋 PR Information

Title Format: ✅ Good - Follows Conventional Commits
PR Size: 🟢 Small (201 lines: +175 -26)

🔧 Backend Checks

Go Formatting: ✅ Good
Go Vet: ✅ Good
Tests: ✅ Passed

Fix locally:

go fmt ./...      # Format code
go vet ./...      # Check for issues
go test ./...     # Run tests

⚛️ Frontend Checks

Build & Type Check: ✅ Success

Fix locally:

cd web
npm run build  # Test build (includes type checking)

---

📖 Resources

• Contributing Guidelines
• Migration Guide

Questions? Feel free to ask in the comments! 🙏

---

These checks are advisory and won't block your PR from being merged. This comment is automatically generated from pr-checks-run.yml.

[the-dev-z]

✅ BLOCKING 問題已修復

已完成所有 review 反饋的修改：

修復內容

1️⃣ 後端 API (api/server.go)

• ✅ / 添加費率字段
• ✅ 實現費率驗證與默認值 (Taker: 0.04%, Maker: 0.02%)
• ✅ 支持費率修改與保留原值邏輯

2️⃣ 前端類型定義 (web/src/types.ts)

• ✅ 添加可選費率字段
• ✅ 添加必填費率字段

3️⃣ 前端 UI (web/src/components/TraderConfigModal.tsx)

• ✅ 添加 Taker/Maker 費率輸入控件
• ✅ 百分比顯示（0.04%, 0.02%）
• ✅ 創建/編輯時正確傳遞費率值

測試結果

✅ go fmt ./...        - 格式化通過
✅ go vet ./...        - 無警告
✅ go test ./... -short - 所有測試通過
✅ 所有 CI 檢查通過

Commit: de57f77
Ready for merge 🎉

[github-actions]

🤖 Advisory Check Results

These are advisory checks to help improve code quality. They won't block your PR from being merged.

📋 PR Information

Title Format: ✅ Good - Follows Conventional Commits
PR Size: 🟢 Small (173 lines: +165 -8)

🔧 Backend Checks

Go Formatting: ✅ Good
Go Vet: ✅ Good
Tests: ✅ Passed

Fix locally:

go fmt ./...      # Format code
go vet ./...      # Check for issues
go test ./...     # Run tests

⚛️ Frontend Checks

Build & Type Check: ✅ Success

Fix locally:

cd web
npm run build  # Test build (includes type checking)

---

📖 Resources

• Contributing Guidelines
• Migration Guide

Questions? Feel free to ask in the comments! 🙏

---

These checks are advisory and won't block your PR from being merged. This comment is automatically generated from pr-checks-run.yml.

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