feat: Add DB logging, price monitoring, and duplicate trade prevention

auto_trade_polymarket.py

@@ -34,6 +34,7 @@ import httpx
 sys.path.insert(0, os.path.dirname(os.path.abspath(__file__)))
 
 from data.fetcher import BinanceDataFetcher
+from data.trading_db import TradingDatabase
 
 load_dotenv()
 
@@ -186,6 +187,9 @@ class PolymarketBTCTrader:
         # 数据获取器
         self.fetcher = BinanceDataFetcher()
         
+        # 数据库
+        self.db = TradingDatabase()
+        
         # CLOB客户端(用于下单)
         self.clob_client = None
         if self.private_key and not self.dry_run:
@@ -229,6 +233,42 @@ class PolymarketBTCTrader:
         except Exception as e:
             logger.warning(f"⚠️ CLOB客户端初始化失败: {e}")
             self.clob_client = None
+
+    def _log_to_db(self, result: Dict, market: Optional[Dict]):
+        """记录交易结果到数据库"""
+        try:
+            # 确定状态
+            status = 'failure'
+            if self.dry_run:
+                status = 'test'
+            elif result.get('success'):
+                status = 'success'
+            elif result.get('error'):
+                status = 'failure'
+            elif result.get('prediction'): # 有预测但未交易（如市场未找到）
+                status = 'in_progress' # 或者 failure? 未找到市场算 failure
+                if result.get('error'):
+                    status = 'failure'
+            
+            log_data = {
+                'timestamp': result.get('timestamp'),
+                'market_title': result.get('market'),
+                'market_slug': market.get('slug') if market else result.get('market_slug'),
+                'model_name': 'DLinear',
+                'prediction': result.get('prediction'),
+                'probability': result.get('probability'),
+                'action': result.get('side'),
+                'price': result.get('price'),
+                'amount': result.get('amount'),
+                'size': result.get('size'),
+                'status': status,
+                'error_message': result.get('error'),
+                'raw_data': result
+            }
+            self.db.log_trade(log_data)
+            logger.info(f"💾 交易记录已保存到数据库")
+        except Exception as e:
+            logger.error(f"❌ 保存数据库失败: {e}")
     
     def generate_market_slug(self, target_time: Optional[datetime] = None) -> str:
         """
@@ -598,7 +638,12 @@ class PolymarketBTCTrader:
         
         return prediction, probability
     
-    def run_at_hour_start(self, delay_seconds: float = 2.0) -> Dict:
+    def run_once(self) -> Dict:
+        """运行一次交易流程（不等待整点）"""
+        logger.info("运行单次交易...")
+        return self.run_at_hour_start(delay_seconds=0)
+
+    def run_at_hour_start(self, delay_seconds: float = 2.0, timeout_minutes: int = 50) -> Dict:
         """
         整点时执行的交易流程
         
@@ -606,11 +651,13 @@ class PolymarketBTCTrader:
         2. 获取最新K线
         3. DLinear预测当前整点的收盘涨跌
         4. 获取对应的Polymarket市场
-        5. 检查价格是否≤max_price
-        6. 下单
+        5. 循环检查价格:
+           - 如果价格 <= max_price: 下单并结束
+           - 如果价格 > max_price: 等待并重试(直到超时)
         
         Args:
             delay_seconds: 整点后延迟秒数
+            timeout_minutes: 价格等待超时时间(分钟)
             
         Returns:
             执行结果
@@ -621,6 +668,7 @@ class PolymarketBTCTrader:
         logger.info(f"  模式: {'🔸 模拟' if self.dry_run else '💰 真实交易'}")
         logger.info(f"  最大下注: ${self.max_bet:.2f} USDC")
         logger.info(f"  最高价格: ${self.max_price:.2f}")
+        logger.info(f"  等待超时: {timeout_minutes}分钟")
         
         result = {
             'timestamp': datetime.now().isoformat(),
@@ -633,24 +681,75 @@ class PolymarketBTCTrader:
         result['prediction'] = 'UP' if prediction == 1 else 'DOWN'
         result['probability'] = probability if prediction == 1 else 1 - probability
         
-        # 2. 获取当前整点的市场(不是下一个整点)
+        # 2. 获取初始市场
         market = self.get_current_hourly_market()
         if not market:
             result['error'] = '未找到市场'
             logger.error(f"❌ {result['error']}")
+            self._log_to_db(result, None)
             return result
         
         result['market'] = market['title']
+        result['market_slug'] = market['slug']
         
         if market['closed']:
             result['error'] = '市场已关闭'
             logger.error(f"❌ {result['error']}")
+            self._log_to_db(result, market)
             return result
+            
+        # 检查是否已交易过该市场
+        check_status = 'test' if self.dry_run else 'success'
+        if self.db.check_existing_trade(market['slug'], status=check_status):
+            result['error'] = '该市场已存在成功交易记录'
+            logger.warning(f"⚠️ {result['error']}, 跳过交易")
+            return result
+
+        # 3. 循环检查价格并交易
+        start_time = datetime.now()
+        end_time = start_time + timedelta(minutes=timeout_minutes)
         
-        # 3. 执行交易
-        trade_result = self.execute_trade(prediction, market)
-        result.update(trade_result)
+        logger.info(f"🔄 开始价格监控 (预测: {'UP' if prediction == 1 else 'DOWN'})...")
         
+        while datetime.now() < end_time:
+            # 刷新价格
+            market = self.refresh_prices()
+            if not market:
+                logger.warning("无法获取市场价格，重试中...")
+                time.sleep(10)
+                continue
+            
+            # 检查价格
+            price_idx = 0 if prediction == 1 else 1
+            current_price = market['outcome_prices'][price_idx]
+            
+            logger.info(f"   当前价格: ${current_price:.3f} (目标: <= ${self.max_price:.2f})")
+            
+            if current_price <= self.max_price:
+                # 价格符合，执行交易
+                logger.info("✅ 价格满足条件，正在下单...")
+                trade_result = self.execute_trade(prediction, market)
+                result.update(trade_result)
+                
+                # 记录数据库
+                self._log_to_db(result, market)
+                
+                logger.info("=" * 60)
+                return result
+            else:
+                # 价格过高，等待
+                wait_time = 30  # 等待30秒
+                elapsed = int((datetime.now() - start_time).total_seconds())
+                logger.info(f"⏳ 价格过高，继续等待... (已耗时: {elapsed}s)")
+                time.sleep(wait_time)
+        
+        # 超时
+        result['error'] = f'等待价格超时 ({timeout_minutes}分钟)'
+        result['price'] = market['outcome_prices'][0] if prediction == 1 else market['outcome_prices'][1]
+        result['side'] = 'UP' if prediction == 1 else 'DOWN'
+        logger.error(f"❌ {result['error']}")
+        
+        self._log_to_db(result, market)
         logger.info("=" * 60)
         
         return result
@@ -758,9 +857,6 @@ class PolymarketBTCTrader:
         # 启动时进行一次预测（不下单，仅显示）
         self._show_initial_prediction()
         
-        # 定时刷新价格
-        schedule.every(interval_minutes).minutes.do(self.refresh_prices)
-        
         # 每小时整点后执行交易
         def hourly_trade():
             self.run_at_hour_start(delay_seconds=delay_seconds)