diff --git a/backend/api/llm_handler.go b/backend/api/llm_handler.go new file mode 100644 index 0000000..a4df570 --- /dev/null +++ b/backend/api/llm_handler.go @@ -0,0 +1,37 @@ +package api + +import ( + "backend/utils" + "net/http" + "strconv" + + "github.com/gin-gonic/gin" +) + +// AnalyzeOpportunity +// @Summary 使用 LLM 分析套利机会 +// @Description 调用 LLM 对指定 ID 的套利机会进行风险分析 +// @Tags Opportunities +// @Accept json +// @Produce json +// @Param id path int true "Opportunity ID" +// @Success 200 {object} map[string]interface{} +// @Failure 400 {object} api.ErrorResponse +// @Failure 500 {object} api.ErrorResponse +// @Router /opportunities/{id}/analyze [post] +func (h *Handler) AnalyzeOpportunity(c *gin.Context) { + idStr := c.Param("id") + id, err := strconv.ParseUint(idStr, 10, 64) + if err != nil { + utils.Fail(c, http.StatusBadRequest, "Invalid ID format") + return + } + + result, err := h.service.AnalyzeOpportunityWithLLM(uint(id)) + if err != nil { + utils.Fail(c, http.StatusInternalServerError, err.Error()) + return + } + + utils.Success(c, result) +} diff --git a/backend/api/router.go b/backend/api/router.go index cf2b0b5..7c20021 100644 --- a/backend/api/router.go +++ b/backend/api/router.go @@ -23,6 +23,7 @@ func SetupRouter(taskHandler *TaskHandler, templateHandler *TemplateHandler, bat { // 3. 将路由绑定到 Handler 的方法上 apiV1.GET("/opportunities", h.GetOpportunities) + apiV1.POST("/opportunities/:id/analyze", h.AnalyzeOpportunity) // 新增路由 apiV1.GET("/price-comparison", h.GetPriceComparisonData) if taskHandler != nil { diff --git a/backend/config/config.yaml b/backend/config/config.yaml index 7fe7490..b5c43de 100644 --- a/backend/config/config.yaml +++ b/backend/config/config.yaml @@ -8,3 +8,8 @@ grpc: port: ":50060" worker: address: "127.0.0.1:50052" + +llm: + api_key: "---" + model: "qwen-turbo" + base_url: "https://dashscope.aliyuncs.com/compatible-mode/v1" \ No newline at end of file diff --git a/backend/models/opportunity.go b/backend/models/opportunity.go index 31628a8..0b618b1 100644 --- a/backend/models/opportunity.go +++ b/backend/models/opportunity.go @@ -17,6 +17,7 @@ type ArbitrageOpportunity struct { ProfitUSDT float64 `json:"profit_usdt" gorm:"not null"` DetailsJSON datatypes.JSONMap `json:"details,omitempty" gorm:"type:jsonb" swaggertype:"object"` RiskMetricsJSON datatypes.JSONMap `json:"risk_metrics,omitempty" gorm:"type:jsonb" swaggertype:"object"` + LLMAnalysisJSON datatypes.JSONMap `json:"llm_analysis,omitempty" gorm:"type:jsonb" swaggertype:"object"` CreatedAt time.Time `json:"created_at" gorm:"autoCreateTime"` UpdatedAt time.Time `json:"updated_at" gorm:"autoUpdateTime"` } diff --git a/backend/service/llm_service.go b/backend/service/llm_service.go new file mode 100644 index 0000000..d253785 --- /dev/null +++ b/backend/service/llm_service.go @@ -0,0 +1,184 @@ +package service + +import ( + "backend/models" + "bytes" + "encoding/json" + "errors" + "fmt" + "io" + "net/http" + "time" + + "github.com/spf13/viper" + "gorm.io/datatypes" +) + +type LLMRequest struct { + Model string `json:"model"` + Messages []Message `json:"messages"` +} + +type Message struct { + Role string `json:"role"` + Content string `json:"content"` +} + +type LLMResponse struct { + Choices []Choice `json:"choices"` +} + +type Choice struct { + Message Message `json:"message"` +} + +func (s *Service) AnalyzeOpportunityWithLLM(opportunityID uint) (datatypes.JSONMap, error) { + // 1. 获取机会数据 + var opp models.ArbitrageOpportunity + if err := s.db.First(&opp, opportunityID).Error; err != nil { + return nil, err + } + + // 2. 如果已有分析结果，直接返回 (可选：增加 force 参数强制刷新) + if opp.LLMAnalysisJSON != nil { + return opp.LLMAnalysisJSON, nil + } + + // 3. 准备 LLM 请求配置 + apiKey := viper.GetString("llm.api_key") + baseURL := viper.GetString("llm.base_url") + model := viper.GetString("llm.model") + + if apiKey == "" { + return nil, errors.New("LLM API Key is not configured") + } + + // 4. 获取交易时间窗口及该窗口内的市场信息 + // 假设我们在 DetailsJSON 中存储了 block_time，如果没有则使用 CreatedAt + // 窗口大小：前后 1 小时 (3600秒) 以获取足够的上下文 + tradeTime := opp.CreatedAt + if val, ok := opp.DetailsJSON["block_time"]; ok { + if tStr, ok := val.(string); ok { + if t, err := time.Parse(time.RFC3339, tStr); err == nil { + tradeTime = t + } + } + } + windowSeconds := int64(3600) + startTime := tradeTime.UnixMilli() - windowSeconds*1000 + endTime := tradeTime.UnixMilli() + windowSeconds*1000 + + marketData, _ := s.GetPriceComparisonData(startTime, endTime) + + // 5. 构造 Prompt + contextData := map[string]interface{}{ + "buy_platform": opp.BuyPlatform, + "sell_platform": opp.SellPlatform, + "buy_price": opp.BuyPrice, + "sell_price": opp.SellPrice, + "profit_usdt": opp.ProfitUSDT, + "risk_metrics": opp.RiskMetricsJSON, + "risk_metrics_definitions": map[string]string{ + "volatility": "Price volatility in the current time window", + "market_volume_eth": "Total market volume (ETH)", + "investment_usdt": "Initial investment principal (USDT)", + "estimated_slippage_pct": "Estimated slippage percentage based on Square Root Law", + "risk_score": "Profit quality score (0-100), higher is better. Score = (Net Profit / Gross Profit) * 100", + }, + "market_context": map[string]interface{}{ + "window_start": time.UnixMilli(startTime).Format(time.RFC3339), + "window_end": time.UnixMilli(endTime).Format(time.RFC3339), + "price_data": marketData, // 包含 Uniswap 和 Binance 在该窗口内的价格序列 + }, + "timestamp": opp.CreatedAt.Format("2006-01-02 15:04:05"), + } + contextBytes, _ := json.Marshal(contextData) + + systemPrompt := `You are a senior crypto quantitative risk analyst. Your task is to evaluate a **Non-Atomic Arbitrage Opportunity** between Binance (CEX) and Uniswap (DEX). + +**Input Data Structure:** +1. **Opportunity Details**: Core trade parameters including buy/sell platforms, prices, and projected profit (USDT). +2. **Risk Metrics**: Quantitative indicators pre-calculated by the system (e.g., Volatility, Slippage, Risk Score). +3. **Market Context**: Historical price data (+/- 1 hour) for both exchanges. + +**Analysis Requirements:** +Assess the risk of this non-atomic arbitrage trade based on the provided data. Focus on price stability, execution risks (due to transfer delays), and the robustness of the net profit. + +**Output Format (Strict JSON):** +You MUST return a valid JSON object. Do not wrap it in markdown code blocks. +{ + "risk_level": "High" | "Medium" | "Low", + "summary": "Concise analysis (max 50 words) focusing on WHY this risk level was chosen.", + "suggestions": [ + "Actionable advice 1 (e.g., Check liquidity depth on Uniswap)", + "Actionable advice 2 (e.g., Wait for lower gas fees)", + "Actionable advice 3" + ], + "warning": "Critical warning if applicable (e.g., 'Detected 5% price crash in 10s'), otherwise null or empty string." +}` + + userPrompt := fmt.Sprintf("Analyze this opportunity: %s", string(contextBytes)) + + requestBody := LLMRequest{ + Model: model, + Messages: []Message{ + {Role: "system", Content: systemPrompt}, + {Role: "user", Content: userPrompt}, + }, + } + jsonBody, _ := json.Marshal(requestBody) + + // 5. 发送请求 + req, err := http.NewRequest("POST", baseURL+"/chat/completions", bytes.NewBuffer(jsonBody)) + if err != nil { + return nil, err + } + req.Header.Set("Content-Type", "application/json") + req.Header.Set("Authorization", "Bearer "+apiKey) + + client := &http.Client{} + resp, err := client.Do(req) + if err != nil { + return nil, err + } + defer resp.Body.Close() + + if resp.StatusCode != 200 { + bodyBytes, _ := io.ReadAll(resp.Body) + return nil, fmt.Errorf("LLM API failed with status %d: %s", resp.StatusCode, string(bodyBytes)) + } + + // 6. 解析响应 + var llmResp LLMResponse + if err := json.NewDecoder(resp.Body).Decode(&llmResp); err != nil { + return nil, err + } + + if len(llmResp.Choices) == 0 { + return nil, errors.New("LLM returned no choices") + } + + content := llmResp.Choices[0].Message.Content + + // 尝试提取 JSON (LLM 可能返回 Markdown 代码块) + // 这里做一个简单的处理，假设 LLM 听话返回了纯 JSON + // 如果包含 ```json ... ``` 需要 strip + // 简单处理：直接尝试解析，失败则封装为文本 + var resultJSON datatypes.JSONMap + if err := json.Unmarshal([]byte(content), &resultJSON); err != nil { + // 尝试清理 markdown 标记 + // 这是一个简单的 fallback + resultJSON = datatypes.JSONMap{ + "raw_analysis": content, + "risk_level": "Unknown", + } + } + + // 7. 保存结果到数据库 + opp.LLMAnalysisJSON = resultJSON + if err := s.db.Save(&opp).Error; err != nil { + return nil, err + } + + return resultJSON, nil +} diff --git a/frontend/src/api/index.ts b/frontend/src/api/index.ts index 7136f71..af10ef6 100644 --- a/frontend/src/api/index.ts +++ b/frontend/src/api/index.ts @@ -69,6 +69,7 @@ export interface ExperimentPayload { const api = { getOpportunities: (params?: OpportunitiesParams) => instance.get('/opportunities', { params }), + analyzeOpportunity: (id: number) => instance.post(`/opportunities/${id}/analyze`), getPriceComparisonData: (params: PriceComparisonParams) => instance.get('/price-comparison', { params }), getTasks: (params?: TaskListParams) => instance.get('/tasks', { params }), diff --git a/frontend/src/views/OpportunitiesView.vue b/frontend/src/views/OpportunitiesView.vue index 1a97f40..bc420fc 100644 --- a/frontend/src/views/OpportunitiesView.vue +++ b/frontend/src/views/OpportunitiesView.vue @@ -469,6 +469,61 @@
+ + + + + +
+
+ 风险等级: + + {{ selectedOpp.llm_analysis.risk_level }} + +
+ +
+ {{ selectedOpp.llm_analysis.summary }} +
+ +
+ + {{ selectedOpp.llm_analysis.warning }} +
+ +
+
操作建议:
+
    +
  • + • + {{ s }} +
    • +
+
+
+ +
+ +
点击右上角按钮获取 AI 深度风险评估
+
+ @@ -488,6 +543,8 @@ import { RiseOutlined, DatabaseOutlined, TrophyOutlined, + AlertOutlined, + RobotOutlined, } from '@ant-design/icons-vue'; interface RiskMetrics { @@ -506,6 +563,12 @@ interface Opportunity { profit_usdt: number; batch_id?: number; risk_metrics?: RiskMetrics; + llm_analysis?: { + risk_level: string; + summary: string; + suggestions: string[]; + warning?: string; + }; details?: { block_time?: string; experiment_id?: string | number; @@ -727,6 +790,37 @@ const selectedOpp = ref(null); const riskGaugeRef = ref(null); const riskRadarRef = ref(null); const miniPriceRef = ref(null); +const analyzing = ref(false); + +const analyzeRisk = async () => { + if (!selectedOpp.value) return; + analyzing.value = true; + try { + const res = await api.analyzeOpportunity(selectedOpp.value.id); + if (res.data.code === 200) { + // 后端返回的 data 字段即为 JSONMap + selectedOpp.value.llm_analysis = res.data.data; + message.success('AI 分析完成'); + } else { + message.error(res.data.message || '分析失败'); + } + } catch (e) { + console.error(e); + message.error('请求 AI 分析失败'); + } finally { + analyzing.value = false; + } +}; + +const getRiskLevelColor = (level?: string) => { + switch (level?.toLowerCase()) { + case 'low': return 'success'; + case 'medium': return 'warning'; + case 'high': return 'error'; + default: return 'default'; + } +}; + let riskGaugeChart: echarts.ECharts | null = null; let riskRadarChart: echarts.ECharts | null = null; let miniPriceChart: echarts.ECharts | null = null;