Initial CoinOX instance: coin-margined options + USDT hedge.
Forked from crypto_monitor OKX instance (copy-only). Keeps standalone options, perp-options and options-options hedge; drops standalone perp entrypoints; forces coin margin; adds sim wallets; default port 5010. Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
@@ -0,0 +1,566 @@
|
||||
"""运行时挂钩: 将 app / options cfg 在 sim 模式下切到本地撮合."""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
from typing import Any, Callable, Optional
|
||||
|
||||
from lib.sim.broker_lib import SimBroker
|
||||
from lib.sim.mode_lib import is_sim_mode
|
||||
from lib.sim.pricing_lib import sim_fee_rate
|
||||
|
||||
|
||||
_GET_DB: Optional[Callable] = None
|
||||
_APP_MODULE: Any = None
|
||||
|
||||
|
||||
def set_get_db(get_db: Callable) -> None:
|
||||
global _GET_DB
|
||||
_GET_DB = get_db
|
||||
|
||||
|
||||
def get_db_fn() -> Callable:
|
||||
if _GET_DB is None:
|
||||
raise RuntimeError("sim get_db 未安装")
|
||||
return _GET_DB
|
||||
|
||||
|
||||
def broker() -> SimBroker:
|
||||
return SimBroker(get_db_fn())
|
||||
|
||||
|
||||
def apply_sim_hooks(app_module: Any) -> None:
|
||||
"""包装 app 上的永续下单/余额/就绪检查; 幂等."""
|
||||
global _APP_MODULE
|
||||
_APP_MODULE = app_module
|
||||
set_get_db(app_module.get_db)
|
||||
|
||||
if getattr(app_module, "_sim_hooks_applied", False):
|
||||
return
|
||||
|
||||
_orig_ensure = app_module.ensure_okx_live_ready
|
||||
_orig_capitals = app_module.get_exchange_capitals
|
||||
_orig_avail = app_module.get_available_trading_usdt
|
||||
_orig_live_contracts = getattr(app_module, "get_live_position_contracts", None)
|
||||
|
||||
def ensure_okx_live_ready():
|
||||
if is_sim_mode(app_module.get_db):
|
||||
return True, "sim"
|
||||
return _orig_ensure()
|
||||
|
||||
def get_exchange_capitals(force=False):
|
||||
if is_sim_mode(app_module.get_db):
|
||||
w = broker().balances_header()
|
||||
return float(w["funding_usdt"]), float(w["trading_usdt"])
|
||||
return _orig_capitals(force=force)
|
||||
|
||||
def get_available_trading_usdt():
|
||||
if is_sim_mode(app_module.get_db):
|
||||
return float(broker().balances_header()["trading_usdt"])
|
||||
return _orig_avail()
|
||||
|
||||
def get_live_position_contracts(exchange_symbol, direction):
|
||||
if is_sim_mode(app_module.get_db):
|
||||
normalize = getattr(app_module, "normalize_okx_symbol", None)
|
||||
sym = exchange_symbol
|
||||
if callable(normalize):
|
||||
sym = normalize(exchange_symbol or "")
|
||||
return broker().get_perp_contracts(sym, direction)
|
||||
if callable(_orig_live_contracts):
|
||||
return _orig_live_contracts(exchange_symbol, direction)
|
||||
return 0.0
|
||||
|
||||
app_module.ensure_okx_live_ready = ensure_okx_live_ready
|
||||
app_module.get_exchange_capitals = get_exchange_capitals
|
||||
app_module.get_available_trading_usdt = get_available_trading_usdt
|
||||
app_module.get_live_position_contracts = get_live_position_contracts
|
||||
|
||||
_orig_xfer = getattr(app_module, "execute_transfer_usdt", None)
|
||||
if callable(_orig_xfer):
|
||||
|
||||
def execute_transfer_usdt(amount, from_account, to_account):
|
||||
if is_sim_mode(app_module.get_db):
|
||||
from lib.sim.wallets_lib import SimWallets, normalize_sim_account
|
||||
|
||||
try:
|
||||
result = SimWallets(app_module.get_db).transfer(
|
||||
ccy="USDT",
|
||||
amount=float(amount),
|
||||
from_account=normalize_sim_account(from_account),
|
||||
to_account=normalize_sim_account(to_account),
|
||||
)
|
||||
except Exception as e:
|
||||
return False, str(e), None
|
||||
if not result.get("ok"):
|
||||
return False, result.get("detail") or result.get("msg") or "划转失败", None
|
||||
try:
|
||||
from lib.instance.instance_live_push_lib import notify_instance_balance_changed
|
||||
|
||||
notify_instance_balance_changed()
|
||||
except Exception:
|
||||
pass
|
||||
return True, "sim 划转成功", result
|
||||
return _orig_xfer(amount, from_account, to_account)
|
||||
|
||||
app_module.execute_transfer_usdt = execute_transfer_usdt
|
||||
|
||||
app_module._sim_hooks_applied = True
|
||||
|
||||
_patch_okx_options_lib(app_module)
|
||||
|
||||
|
||||
def _patch_okx_options_lib(app_module: Any) -> None:
|
||||
"""期权余额 / 成交等待: 对 sim-* 订单与 sim 模式短路."""
|
||||
import lib.exchange.okx_options_lib as opt_lib
|
||||
|
||||
if getattr(opt_lib, "_sim_hooks_applied", False):
|
||||
return
|
||||
|
||||
_orig_header = opt_lib.options_header_balances
|
||||
_orig_wait = opt_lib.wait_option_order_full_fill
|
||||
_orig_fetch_order = opt_lib.fetch_option_order
|
||||
_orig_fetch_pos = opt_lib.fetch_option_positions
|
||||
_orig_ready = opt_lib.options_api_ready
|
||||
_orig_fetch_bal = opt_lib.fetch_options_balances
|
||||
_orig_transfer = opt_lib.transfer_ccy
|
||||
_orig_swap = opt_lib.spot_market_swap_usdt_usdc
|
||||
|
||||
def options_header_balances(ex, *, force: bool = False):
|
||||
try:
|
||||
if _GET_DB is not None and is_sim_mode(_GET_DB):
|
||||
w = broker().balances_header()
|
||||
return (
|
||||
round(float(w.get("trading_usdc") or 0), 2),
|
||||
round(float(w.get("funding_usdc") or 0), 2),
|
||||
round(float(w.get("funding_usdt") or 0), 2),
|
||||
round(float(w.get("trading_usdt") or 0), 2),
|
||||
)
|
||||
except Exception:
|
||||
pass
|
||||
return _orig_header(ex, force=force)
|
||||
|
||||
def fetch_options_balances(
|
||||
ex, *, force: bool = False, scope: str = "main", sub_acct: str = ""
|
||||
):
|
||||
try:
|
||||
if _GET_DB is not None and is_sim_mode(_GET_DB):
|
||||
w = broker().balances_header()
|
||||
fu = float(w.get("funding_usdt") or 0)
|
||||
fc = float(w.get("funding_usdc") or 0)
|
||||
tu = float(w.get("trading_usdt") or 0)
|
||||
tc = float(w.get("trading_usdc") or 0)
|
||||
fe = float(w.get("funding_eth") or 0)
|
||||
te = float(w.get("trading_eth") or 0)
|
||||
fb = float(w.get("funding_btc") or 0)
|
||||
tb = float(w.get("trading_btc") or 0)
|
||||
return {
|
||||
"scope": "main",
|
||||
"funding_usdt": fu,
|
||||
"funding_usdc": fc,
|
||||
"trading_usdt": tu,
|
||||
"trading_usdc": tc,
|
||||
"funding_eth": fe,
|
||||
"trading_eth": te,
|
||||
"funding_btc": fb,
|
||||
"trading_btc": tb,
|
||||
"funding_usdt_avail": fu,
|
||||
"funding_usdc_avail": fc,
|
||||
"trading_usdt_avail": tu,
|
||||
"trading_usdc_avail": tc,
|
||||
"funding_eth_avail": fe,
|
||||
"trading_eth_avail": te,
|
||||
"funding_btc_avail": fb,
|
||||
"trading_btc_avail": tb,
|
||||
}
|
||||
except Exception:
|
||||
pass
|
||||
return _orig_fetch_bal(ex, force=force, scope=scope, sub_acct=sub_acct)
|
||||
|
||||
def options_api_ready(ex):
|
||||
try:
|
||||
if _GET_DB is not None and is_sim_mode(_GET_DB):
|
||||
return True, "sim"
|
||||
except Exception:
|
||||
pass
|
||||
return _orig_ready(ex)
|
||||
|
||||
def transfer_ccy(ex, ccy, amount, from_acct, to_acct):
|
||||
try:
|
||||
if _GET_DB is not None and is_sim_mode(_GET_DB):
|
||||
from lib.sim.wallets_lib import SimWallets, normalize_sim_account
|
||||
|
||||
result = SimWallets(_GET_DB).transfer(
|
||||
ccy=str(ccy or "USDC"),
|
||||
amount=float(amount),
|
||||
from_account=normalize_sim_account(from_acct),
|
||||
to_account=normalize_sim_account(to_acct),
|
||||
)
|
||||
if not result.get("ok"):
|
||||
return {
|
||||
"ok": False,
|
||||
"msg": result.get("detail") or result.get("msg") or "划转失败",
|
||||
}
|
||||
try:
|
||||
from lib.instance.instance_live_push_lib import notify_instance_balance_changed
|
||||
|
||||
notify_instance_balance_changed()
|
||||
except Exception:
|
||||
pass
|
||||
return {"ok": True, "msg": "sim 划转成功", "sim": True, **result}
|
||||
except Exception as e:
|
||||
return {"ok": False, "msg": str(e)}
|
||||
return _orig_transfer(ex, ccy, amount, from_acct, to_acct)
|
||||
|
||||
def spot_market_swap_usdt_usdc(ex, *, direction: str = "usdt_to_usdc", amount: float = 0):
|
||||
try:
|
||||
if _GET_DB is not None and is_sim_mode(_GET_DB):
|
||||
# 对齐实盘: 交易账户 + USDC/USDT 公开买卖一(含手续费滑点)
|
||||
pub = _sim_public_exchange(ex)
|
||||
if pub is None and _APP_MODULE is not None:
|
||||
pub = getattr(_APP_MODULE, "exchange_options", None)
|
||||
if pub is None:
|
||||
return {"ok": False, "msg": "sim: 无公开行情 exchange"}
|
||||
result = broker().convert_usdt_usdc(
|
||||
pub,
|
||||
direction=direction,
|
||||
amount=float(amount),
|
||||
account="trading",
|
||||
)
|
||||
if not result.get("ok"):
|
||||
return {
|
||||
"ok": False,
|
||||
"msg": result.get("detail") or result.get("msg") or "兑换失败",
|
||||
}
|
||||
try:
|
||||
from lib.instance.instance_live_push_lib import notify_instance_balance_changed
|
||||
|
||||
notify_instance_balance_changed()
|
||||
except Exception:
|
||||
pass
|
||||
px = result.get("fill_px")
|
||||
msg = f"sim 兑换成功 @ {px:.6f}" if px else "sim 兑换成功"
|
||||
return {"ok": True, "msg": msg, "sim": True, **result}
|
||||
except Exception as e:
|
||||
return {"ok": False, "msg": str(e)}
|
||||
return _orig_swap(ex, direction=direction, amount=amount)
|
||||
|
||||
def fetch_option_order(ex, *, inst_id: str, ord_id: str):
|
||||
oid = str(ord_id or "")
|
||||
if oid.startswith("sim-"):
|
||||
info = broker().get_option_order(oid)
|
||||
if info:
|
||||
return info
|
||||
return {"ok": False, "msg": "sim order not found"}
|
||||
return _orig_fetch_order(ex, inst_id=inst_id, ord_id=ord_id)
|
||||
|
||||
def wait_option_order_full_fill(
|
||||
ex,
|
||||
*,
|
||||
inst_id: str,
|
||||
ord_id: str,
|
||||
need_sheets: int,
|
||||
timeout_sec: float = 12.0,
|
||||
poll_sec: float = 0.35,
|
||||
cancel_on_timeout: bool = True,
|
||||
):
|
||||
oid = str(ord_id or "")
|
||||
if oid.startswith("sim-"):
|
||||
info = broker().get_option_order(oid)
|
||||
if not info:
|
||||
return {"ok": False, "msg": "sim order not found", "filled_sheets": 0}
|
||||
return {
|
||||
"ok": True,
|
||||
"filled_sheets": int(round(float(info.get("acc_fill_sz") or need_sheets))),
|
||||
"avg_px": info.get("avg_px"),
|
||||
"state": "filled",
|
||||
"order": info,
|
||||
}
|
||||
return _orig_wait(
|
||||
ex,
|
||||
inst_id=inst_id,
|
||||
ord_id=ord_id,
|
||||
need_sheets=need_sheets,
|
||||
timeout_sec=timeout_sec,
|
||||
poll_sec=poll_sec,
|
||||
cancel_on_timeout=cancel_on_timeout,
|
||||
)
|
||||
|
||||
def fetch_option_positions(ex):
|
||||
try:
|
||||
if _GET_DB is not None and is_sim_mode(_GET_DB):
|
||||
return broker().option_positions_okx_rows(ex)
|
||||
except Exception:
|
||||
pass
|
||||
return _orig_fetch_pos(ex)
|
||||
|
||||
_orig_fetch_hist = getattr(opt_lib, "fetch_option_position_history", None)
|
||||
_orig_fetch_all_hist = getattr(opt_lib, "fetch_all_option_positions_history", None)
|
||||
|
||||
def fetch_option_position_history(ex, inst_id, limit=50):
|
||||
try:
|
||||
if _GET_DB is not None and is_sim_mode(_GET_DB):
|
||||
return broker().option_positions_history_okx_rows(
|
||||
ex, inst_id=inst_id, limit=limit
|
||||
)
|
||||
except Exception:
|
||||
pass
|
||||
if callable(_orig_fetch_hist):
|
||||
return _orig_fetch_hist(ex, inst_id, limit=limit)
|
||||
return []
|
||||
|
||||
def fetch_all_option_positions_history(ex, *, limit=200):
|
||||
try:
|
||||
if _GET_DB is not None and is_sim_mode(_GET_DB):
|
||||
return broker().option_positions_history_okx_rows(ex, limit=limit)
|
||||
except Exception:
|
||||
pass
|
||||
if callable(_orig_fetch_all_hist):
|
||||
return _orig_fetch_all_hist(ex, limit=limit)
|
||||
return []
|
||||
|
||||
opt_lib.options_header_balances = options_header_balances
|
||||
opt_lib.fetch_options_balances = fetch_options_balances
|
||||
opt_lib.options_api_ready = options_api_ready
|
||||
opt_lib.transfer_ccy = transfer_ccy
|
||||
opt_lib.spot_market_swap_usdt_usdc = spot_market_swap_usdt_usdc
|
||||
opt_lib.fetch_option_order = fetch_option_order
|
||||
opt_lib.wait_option_order_full_fill = wait_option_order_full_fill
|
||||
opt_lib.fetch_option_positions = fetch_option_positions
|
||||
opt_lib.fetch_option_position_history = fetch_option_position_history
|
||||
opt_lib.fetch_all_option_positions_history = fetch_all_option_positions_history
|
||||
opt_lib._sim_hooks_applied = True
|
||||
|
||||
_patch_spot_bridge_lib()
|
||||
|
||||
|
||||
def _sim_public_exchange(ex: Any = None) -> Any:
|
||||
"""模拟盘行情优先用无密钥/公开实例,避免 options 私钥 50111 污染 public 请求."""
|
||||
if _APP_MODULE is not None:
|
||||
pub = getattr(_APP_MODULE, "exchange", None)
|
||||
if pub is not None:
|
||||
return pub
|
||||
return ex
|
||||
|
||||
|
||||
def _patch_spot_bridge_lib() -> None:
|
||||
"""币本位现货桥:模拟盘走本地 USDT↔ETH/BTC,勿打实盘 private_post_trade_order."""
|
||||
import lib.options.options_spot_bridge_lib as bridge_lib
|
||||
|
||||
if getattr(bridge_lib, "_sim_hooks_applied", False):
|
||||
return
|
||||
|
||||
_orig_buy = bridge_lib.spot_market_buy_coin_with_usdt
|
||||
_orig_sell = bridge_lib.spot_market_sell_coin_to_usdt
|
||||
_orig_avail = bridge_lib.fetch_trading_coin_available
|
||||
|
||||
def fetch_trading_coin_available(ex, ccy: str):
|
||||
try:
|
||||
if _GET_DB is not None and is_sim_mode(_GET_DB):
|
||||
ccy_u = (ccy or "").strip().upper()
|
||||
if ccy_u not in ("ETH", "BTC"):
|
||||
return None
|
||||
w = broker().balances_header()
|
||||
return float(w.get(f"trading_{ccy_u.lower()}") or 0)
|
||||
except Exception:
|
||||
pass
|
||||
return _orig_avail(ex, ccy)
|
||||
|
||||
def spot_market_buy_coin_with_usdt(ex, *, underlying: str, usdt_amount: float):
|
||||
try:
|
||||
if _GET_DB is not None and is_sim_mode(_GET_DB):
|
||||
pub = _sim_public_exchange(ex)
|
||||
if pub is None:
|
||||
return {"ok": False, "msg": "sim: 无公开行情 exchange"}
|
||||
result = broker().convert_usdt_coin(
|
||||
pub,
|
||||
underlying=underlying,
|
||||
direction="usdt_to_coin",
|
||||
amount=float(usdt_amount),
|
||||
account="trading",
|
||||
)
|
||||
if not result.get("ok"):
|
||||
return {
|
||||
"ok": False,
|
||||
"msg": result.get("detail") or result.get("msg") or "买币失败",
|
||||
}
|
||||
try:
|
||||
from lib.instance.instance_live_push_lib import notify_instance_balance_changed
|
||||
|
||||
notify_instance_balance_changed()
|
||||
except Exception:
|
||||
pass
|
||||
return {
|
||||
"ok": True,
|
||||
"inst_id": result.get("inst_id") or "",
|
||||
"ord_id": f"sim-spot-buy-{result.get('fill_px') or 0}",
|
||||
"sim": True,
|
||||
"coin_bought": result.get("coin_bought"),
|
||||
"data": {"sCode": "0", "sMsg": "sim filled"},
|
||||
**{k: result[k] for k in ("fill_px", "usdt_spent", "underlying") if k in result},
|
||||
}
|
||||
except Exception as e:
|
||||
return {"ok": False, "msg": str(e)}
|
||||
return _orig_buy(ex, underlying=underlying, usdt_amount=usdt_amount)
|
||||
|
||||
def spot_market_sell_coin_to_usdt(ex, *, underlying: str, coin_amount: float | None = None):
|
||||
try:
|
||||
if _GET_DB is not None and is_sim_mode(_GET_DB):
|
||||
coin = (underlying or "ETH").strip().upper() or "ETH"
|
||||
avail = fetch_trading_coin_available(ex, coin)
|
||||
if avail is None or float(avail) <= 0:
|
||||
return {"ok": False, "msg": f"交易账户无可用 {coin}"}
|
||||
from lib.options.options_spot_bridge_lib import is_sellable_spot_coin, spot_min_sell_sz
|
||||
|
||||
amt = float(avail)
|
||||
if coin_amount is not None:
|
||||
try:
|
||||
lim = float(coin_amount)
|
||||
except (TypeError, ValueError):
|
||||
lim = 0.0
|
||||
if lim > 0:
|
||||
amt = min(amt, lim)
|
||||
if not is_sellable_spot_coin(ex, coin, amt):
|
||||
min_sz = spot_min_sell_sz(ex, coin)
|
||||
return {"ok": False, "msg": f"{coin} 可卖数量过小(低于现货最小 {min_sz:g})"}
|
||||
# 平仓卖回(coin_amount=None)一次卖光;限量卖才留粉尘余量
|
||||
if coin_amount is None:
|
||||
sell_sz = float(amt)
|
||||
else:
|
||||
sell_sz = max(0.0, float(amt) * 0.999)
|
||||
if sell_sz <= 0 or not is_sellable_spot_coin(ex, coin, sell_sz):
|
||||
return {"ok": False, "msg": f"{coin} 可卖数量过小"}
|
||||
pub = _sim_public_exchange(ex)
|
||||
if pub is None:
|
||||
return {"ok": False, "msg": "sim: 无公开行情 exchange"}
|
||||
result = broker().convert_usdt_coin(
|
||||
pub,
|
||||
underlying=coin,
|
||||
direction="coin_to_usdt",
|
||||
amount=float(sell_sz),
|
||||
account="trading",
|
||||
)
|
||||
if not result.get("ok"):
|
||||
return {
|
||||
"ok": False,
|
||||
"msg": result.get("detail") or result.get("msg") or "卖币失败",
|
||||
}
|
||||
try:
|
||||
from lib.instance.instance_live_push_lib import notify_instance_balance_changed
|
||||
|
||||
notify_instance_balance_changed()
|
||||
except Exception:
|
||||
pass
|
||||
recovered = result.get("usdt_recovered")
|
||||
if recovered is None and result.get("fill_px") is not None:
|
||||
try:
|
||||
recovered = round(float(sell_sz) * float(result.get("fill_px")), 8)
|
||||
except (TypeError, ValueError):
|
||||
recovered = None
|
||||
return {
|
||||
"ok": True,
|
||||
"inst_id": result.get("inst_id") or "",
|
||||
"ord_id": f"sim-spot-sell-{result.get('fill_px') or 0}",
|
||||
"coin_sold": float(sell_sz),
|
||||
"fill_px": result.get("fill_px"),
|
||||
"sim": True,
|
||||
"usdt_recovered": recovered,
|
||||
"data": {"sCode": "0", "sMsg": "sim filled"},
|
||||
}
|
||||
except Exception as e:
|
||||
return {"ok": False, "msg": str(e)}
|
||||
return _orig_sell(ex, underlying=underlying, coin_amount=coin_amount)
|
||||
|
||||
bridge_lib.fetch_trading_coin_available = fetch_trading_coin_available
|
||||
bridge_lib.spot_market_buy_coin_with_usdt = spot_market_buy_coin_with_usdt
|
||||
bridge_lib.spot_market_sell_coin_to_usdt = spot_market_sell_coin_to_usdt
|
||||
bridge_lib._sim_hooks_applied = True
|
||||
|
||||
|
||||
def wrap_option_place_fns(get_db: Callable, live_place_limit, live_place_market):
|
||||
"""返回按模式分流的 place_option_limit/market."""
|
||||
|
||||
def place_option_limit_order(ex, **kwargs):
|
||||
if is_sim_mode(get_db):
|
||||
side = (kwargs.get("side") or "").lower()
|
||||
b = broker()
|
||||
if side == "sell" or kwargs.get("reduce_only"):
|
||||
return b.sell_option_close(ex, **kwargs)
|
||||
return b.place_option_buy(ex, **kwargs)
|
||||
return live_place_limit(ex, **kwargs)
|
||||
|
||||
def place_option_market_order(ex, **kwargs):
|
||||
if is_sim_mode(get_db):
|
||||
side = (kwargs.get("side") or "").lower()
|
||||
b = broker()
|
||||
if side == "sell" or kwargs.get("reduce_only"):
|
||||
return b.sell_option_close(ex, **kwargs)
|
||||
return b.place_option_buy(ex, **kwargs)
|
||||
return live_place_market(ex, **kwargs)
|
||||
|
||||
return place_option_limit_order, place_option_market_order
|
||||
|
||||
|
||||
def patch_options_cfg(cfg: dict[str, Any]) -> dict[str, Any]:
|
||||
"""就地替换 options/hedge cfg 中的下单函数为模式感知包装."""
|
||||
get_db = cfg.get("get_db")
|
||||
if not callable(get_db):
|
||||
return cfg
|
||||
set_get_db(get_db)
|
||||
|
||||
# 与 apply_sim_hooks 对齐: cfg 里可能仍是 import 时的旧引用
|
||||
import lib.exchange.okx_options_lib as opt_lib
|
||||
|
||||
for key in (
|
||||
"transfer_ccy",
|
||||
"spot_market_swap_usdt_usdc",
|
||||
"options_api_ready",
|
||||
"fetch_options_balances",
|
||||
"fetch_option_positions",
|
||||
"fetch_option_order",
|
||||
"wait_option_order_full_fill",
|
||||
"fetch_option_position_history",
|
||||
"fetch_all_option_positions_history",
|
||||
):
|
||||
if key in cfg and hasattr(opt_lib, key):
|
||||
cfg[key] = getattr(opt_lib, key)
|
||||
|
||||
live_limit = cfg.get("place_option_limit_order")
|
||||
live_market = cfg.get("place_option_market_order")
|
||||
if callable(live_limit) and callable(live_market):
|
||||
wrapped_l, wrapped_m = wrap_option_place_fns(get_db, live_limit, live_market)
|
||||
cfg["place_option_limit_order"] = wrapped_l
|
||||
cfg["place_option_market_order"] = wrapped_m
|
||||
elif callable(live_limit):
|
||||
wrapped_l, _ = wrap_option_place_fns(
|
||||
get_db,
|
||||
live_limit,
|
||||
live_limit,
|
||||
)
|
||||
cfg["place_option_limit_order"] = wrapped_l
|
||||
|
||||
live_cancel = cfg.get("cancel_option_order")
|
||||
|
||||
def cancel_option_order(ex, **kwargs):
|
||||
oid = str(kwargs.get("ord_id") or "")
|
||||
if oid.startswith("sim-") or (callable(get_db) and is_sim_mode(get_db)):
|
||||
return {"ok": True, "msg": "sim cancel noop", "sim": True}
|
||||
if callable(live_cancel):
|
||||
return live_cancel(ex, **kwargs)
|
||||
return {"ok": False, "msg": "cancel unavailable"}
|
||||
|
||||
if "cancel_option_order" in cfg:
|
||||
cfg["cancel_option_order"] = cancel_option_order
|
||||
|
||||
live_pending = cfg.get("fetch_option_pending_orders")
|
||||
|
||||
def fetch_option_pending_orders(ex, inst_id=None, **kwargs):
|
||||
# 调用方多为 (ex, inst_id) 位置参数, 不可只收 **kwargs
|
||||
if is_sim_mode(get_db):
|
||||
return []
|
||||
if callable(live_pending):
|
||||
return live_pending(ex, inst_id)
|
||||
return []
|
||||
|
||||
if "fetch_option_pending_orders" in cfg:
|
||||
cfg["fetch_option_pending_orders"] = fetch_option_pending_orders
|
||||
|
||||
return cfg
|
||||
Reference in New Issue
Block a user