feat(instance): add exchange account ledger tab with SSE sync
Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
@@ -0,0 +1,187 @@
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"""Binance:交易账户 futures income;资金账户 deposits/withdrawals/transfers.USDT."""
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from __future__ import annotations
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from typing import Any, Callable, Optional
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from lib.account_ledger.account_ledger_normalize import (
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ACCOUNT_FUNDING,
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ACCOUNT_TRADING,
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from_ccxt_ledger_entry,
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kind_from_raw,
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make_ref_id,
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normalize_row,
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)
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def _paginate_income(exchange, *, start_ms: int, end_ms: int, max_pages: int = 15) -> list[dict]:
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out: list[dict] = []
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cursor = int(start_ms)
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end = int(end_ms)
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for _ in range(max_pages):
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try:
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if hasattr(exchange, "fapiPrivateGetIncome"):
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batch = exchange.fapiPrivateGetIncome(
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{"startTime": cursor, "endTime": end, "limit": 1000}
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)
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else:
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batch = exchange.fetch_ledger(
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"USDT", cursor, 1000, {"type": "swap", "until": end}
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)
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# already unified
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return batch or []
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except Exception:
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break
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if not batch:
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break
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out.extend(batch)
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if len(batch) < 1000:
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break
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last_t = batch[-1].get("time") or batch[-1].get("timestamp")
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try:
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last_i = int(float(last_t))
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except Exception:
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break
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if last_i >= end:
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break
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cursor = last_i + 1
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return out
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def _income_to_row(raw: dict) -> Optional[dict[str, Any]]:
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if not isinstance(raw, dict):
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return None
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# raw fapi income
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if "income" in raw or "incomeType" in raw:
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amt = raw.get("income")
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ts = raw.get("time")
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ccy = raw.get("asset") or "USDT"
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raw_type = str(raw.get("incomeType") or "")
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ref = str(raw.get("tranId") or raw.get("tradeId") or "")
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return normalize_row(
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account=ACCOUNT_TRADING,
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ccy=str(ccy),
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amount=amt,
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ts_ms=ts,
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ref_id=ref or make_ref_id("trading", ccy, ts, amt, raw_type),
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raw_type=raw_type,
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symbol=str(raw.get("symbol") or ""),
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note=str(raw.get("info") or ""),
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kind=kind_from_raw(raw_type, float(amt) if amt is not None else None),
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)
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return from_ccxt_ledger_entry(raw, account=ACCOUNT_TRADING)
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def _dep_wd_to_row(entry: dict, *, kind: str) -> Optional[dict[str, Any]]:
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if not isinstance(entry, dict):
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return None
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info = entry.get("info") if isinstance(entry.get("info"), dict) else {}
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amount = entry.get("amount")
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ts = entry.get("timestamp") or info.get("insertTime") or info.get("applyTime")
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ccy = entry.get("currency") or info.get("coin") or "USDT"
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status = entry.get("status") or info.get("status") or ""
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ref = str(entry.get("id") or info.get("txId") or info.get("id") or "")
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amt = amount
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try:
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af = float(amount)
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if kind == "withdraw" and af > 0:
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af = -af
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amt = af
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except Exception:
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pass
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return normalize_row(
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account=ACCOUNT_FUNDING,
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ccy=str(ccy),
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amount=amt,
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ts_ms=ts,
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ref_id=ref or make_ref_id("funding", kind, ccy, ts, amount),
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raw_type=kind,
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note=str(status),
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kind=kind,
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)
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def _transfer_to_row(entry: dict) -> Optional[dict[str, Any]]:
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if not isinstance(entry, dict):
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return None
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info = entry.get("info") if isinstance(entry.get("info"), dict) else {}
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amount = entry.get("amount")
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ts = entry.get("timestamp") or info.get("timestamp")
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ccy = entry.get("currency") or info.get("asset") or "USDT"
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ref = str(entry.get("id") or info.get("tranId") or info.get("id") or "")
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frm = str(entry.get("fromAccount") or info.get("from") or "")
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to = str(entry.get("toAccount") or info.get("to") or "")
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try:
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amt = float(amount)
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except Exception:
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return None
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# 资金侧视角:从资金转出为负,转入为正(粗分)
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note = f"{frm}->{to}".strip("->")
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raw_type = "transfer"
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return normalize_row(
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account=ACCOUNT_FUNDING,
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ccy=str(ccy),
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amount=amt,
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ts_ms=ts,
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ref_id=ref or make_ref_id("funding", "transfer", ccy, ts, amt),
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raw_type=raw_type,
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note=note,
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kind=kind_from_raw("transfer", amt),
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)
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def fetch_binance_account_ledger(
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exchange,
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*,
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start_ms: int,
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end_ms: int,
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ensure_markets: Optional[Callable[[], None]] = None,
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) -> tuple[list[dict[str, Any]], list[str]]:
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errors: list[str] = []
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rows: list[dict[str, Any]] = []
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if ensure_markets:
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try:
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ensure_markets()
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except Exception as e:
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errors.append(f"markets:{e}")
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# 交易账户
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try:
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raw = _paginate_income(exchange, start_ms=start_ms, end_ms=end_ms)
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for e in raw:
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n = _income_to_row(e)
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if n and n["ccy"] == "USDT":
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rows.append(n)
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except Exception as e:
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errors.append(f"trading:{e}")
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# 资金账户:充提 + 划转
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for label, fn, kind in (
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("deposits", "fetch_deposits", "deposit"),
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("withdrawals", "fetch_withdrawals", "withdraw"),
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):
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try:
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meth = getattr(exchange, fn, None)
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if not callable(meth):
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continue
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batch = meth("USDT", int(start_ms), 1000, {"until": int(end_ms)}) or []
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for e in batch:
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n = _dep_wd_to_row(e, kind=kind)
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if n:
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rows.append(n)
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except Exception as e:
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errors.append(f"{label}:{e}")
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try:
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if hasattr(exchange, "fetch_transfers"):
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batch = (
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exchange.fetch_transfers("USDT", int(start_ms), 1000, {"until": int(end_ms)})
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or []
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)
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for e in batch:
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n = _transfer_to_row(e)
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if n:
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rows.append(n)
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except Exception as e:
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errors.append(f"transfers:{e}")
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return rows, errors
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@@ -0,0 +1,212 @@
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"""Gate:资金账户(spot account_book) + 交易账户(futures account_book),USDT."""
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from __future__ import annotations
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from typing import Any, Callable, Optional
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from lib.account_ledger.account_ledger_normalize import (
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ACCOUNT_FUNDING,
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ACCOUNT_TRADING,
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from_ccxt_ledger_entry,
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kind_from_raw,
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make_ref_id,
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normalize_row,
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)
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def _sec(ms: int) -> int:
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return max(0, int(int(ms) // 1000))
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def _paginate_spot_book(exchange, *, start_ms: int, end_ms: int, max_pages: int = 10) -> list[dict]:
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out: list[dict] = []
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# Gate spot account_book: from/to 为秒
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cursor = _sec(start_ms)
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end = _sec(end_ms)
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for _ in range(max_pages):
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try:
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batch = exchange.privateSpotGetAccountBook(
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{
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"currency": "USDT",
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"from": cursor,
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"to": end,
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"limit": 100,
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}
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)
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except Exception:
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break
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if not batch:
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break
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if isinstance(batch, dict):
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batch = batch.get("data") or batch.get("result") or []
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if not isinstance(batch, list) or not batch:
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break
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out.extend(batch)
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if len(batch) < 100:
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break
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last_t = batch[-1].get("time") or batch[-1].get("create_time")
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try:
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last_i = int(float(last_t))
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except Exception:
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break
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# spot 返回秒
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if last_i > 1e12:
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last_i = last_i // 1000
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if last_i >= end:
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break
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cursor = last_i + 1
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return out
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def _paginate_swap_book(exchange, *, start_ms: int, end_ms: int, max_pages: int = 10) -> list[dict]:
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out: list[dict] = []
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cursor = _sec(start_ms)
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end = _sec(end_ms)
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for _ in range(max_pages):
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try:
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batch = exchange.privateFuturesGetSettleAccountBook(
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{
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"settle": "usdt",
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"from": cursor,
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"to": end,
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"limit": 100,
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}
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)
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except Exception:
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break
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if not batch:
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break
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if isinstance(batch, dict):
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batch = batch.get("data") or batch.get("result") or []
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if not isinstance(batch, list) or not batch:
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break
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out.extend(batch)
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if len(batch) < 100:
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break
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last_t = batch[-1].get("time")
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try:
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last_i = int(float(last_t))
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except Exception:
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break
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if last_i > 1e12:
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last_i = last_i // 1000
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if last_i >= end:
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break
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cursor = last_i + 1
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return out
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def _spot_row(raw: dict) -> Optional[dict[str, Any]]:
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if not isinstance(raw, dict):
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return None
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amt = raw.get("change")
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ts = raw.get("time") or raw.get("create_time")
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# 秒 → 毫秒
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try:
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t = float(ts)
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if t < 1e12:
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t = t * 1000.0
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ts = t
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except Exception:
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pass
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raw_type = str(raw.get("type") or raw.get("change_type") or "")
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bal = raw.get("balance")
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ref = str(raw.get("id") or raw.get("txid") or "")
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return normalize_row(
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account=ACCOUNT_FUNDING,
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ccy="USDT",
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amount=amt,
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ts_ms=ts,
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ref_id=ref or make_ref_id("funding", raw_type, ts, amt),
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raw_type=raw_type,
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balance_after=bal,
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note=str(raw.get("text") or ""),
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kind=kind_from_raw(raw_type, float(amt) if amt is not None else None),
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)
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def _swap_row(raw: dict) -> Optional[dict[str, Any]]:
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if not isinstance(raw, dict):
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return None
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# futures account_book: change, balance, type, text, time, contract...
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amt = raw.get("change")
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ts = raw.get("time")
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try:
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t = float(ts)
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if t < 1e12:
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t = t * 1000.0
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ts = t
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except Exception:
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pass
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raw_type = str(raw.get("type") or "")
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bal = raw.get("balance")
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ref = str(raw.get("id") or "")
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return normalize_row(
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account=ACCOUNT_TRADING,
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ccy="USDT",
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amount=amt,
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ts_ms=ts,
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ref_id=ref or make_ref_id("trading", raw_type, ts, amt, raw.get("contract")),
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raw_type=raw_type,
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balance_after=bal,
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symbol=str(raw.get("contract") or ""),
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note=str(raw.get("text") or ""),
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kind=kind_from_raw(raw_type, float(amt) if amt is not None else None),
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)
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def fetch_gate_account_ledger(
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exchange,
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*,
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start_ms: int,
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end_ms: int,
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ensure_markets: Optional[Callable[[], None]] = None,
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) -> tuple[list[dict[str, Any]], list[str]]:
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errors: list[str] = []
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rows: list[dict[str, Any]] = []
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if ensure_markets:
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try:
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ensure_markets()
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except Exception as e:
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errors.append(f"markets:{e}")
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try:
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for e in _paginate_spot_book(exchange, start_ms=start_ms, end_ms=end_ms):
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n = _spot_row(e)
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if n:
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rows.append(n)
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except Exception as e:
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errors.append(f"funding:{e}")
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# 回退 ccxt fetch_ledger
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try:
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batch = exchange.fetch_ledger(
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"USDT", int(start_ms), 100, {"type": "spot", "until": int(end_ms)}
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) or []
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for e in batch:
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n = from_ccxt_ledger_entry(e, account=ACCOUNT_FUNDING)
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if n:
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rows.append(n)
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except Exception as e2:
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errors.append(f"funding_fallback:{e2}")
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try:
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for e in _paginate_swap_book(exchange, start_ms=start_ms, end_ms=end_ms):
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n = _swap_row(e)
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if n:
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rows.append(n)
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except Exception as e:
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errors.append(f"trading:{e}")
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try:
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batch = exchange.fetch_ledger(
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"USDT",
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int(start_ms),
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100,
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{"type": "swap", "settle": "usdt", "until": int(end_ms)},
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) or []
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for e in batch:
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n = from_ccxt_ledger_entry(e, account=ACCOUNT_TRADING)
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if n:
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rows.append(n)
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except Exception as e2:
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errors.append(f"trading_fallback:{e2}")
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return rows, errors
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@@ -0,0 +1,99 @@
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"""OKX:资金账户 asset bills + 交易账户 account bills;USDT + USDC."""
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from __future__ import annotations
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from typing import Any, Callable, Optional
|
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|
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from lib.account_ledger.account_ledger_normalize import (
|
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ACCOUNT_FUNDING,
|
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ACCOUNT_TRADING,
|
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from_ccxt_ledger_entry,
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)
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OKX_LEDGER_CCYS = ("USDT", "USDC")
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def _fetch_one(
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exchange,
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*,
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code: str,
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since: int,
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until: int,
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method: str,
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max_pages: int = 10,
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) -> list[dict[str, Any]]:
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out: list[dict[str, Any]] = []
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after = None
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for _ in range(max_pages):
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params: dict[str, Any] = {"method": method, "until": int(until)}
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if after:
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params["after"] = after
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try:
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batch = exchange.fetch_ledger(code, int(since), 100, params) or []
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except Exception:
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# archive / bills 窗口差异:失败则停
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break
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if not batch:
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break
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out.extend(batch)
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if len(batch) < 100:
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||||
break
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# OKX 翻页用 billId
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last = batch[-1]
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info = last.get("info") if isinstance(last.get("info"), dict) else {}
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bid = last.get("id") or info.get("billId")
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if not bid:
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break
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after = str(bid)
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return out
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def fetch_okx_account_ledger(
|
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exchange,
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*,
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start_ms: int,
|
||||
end_ms: int,
|
||||
ensure_markets: Optional[Callable[[], None]] = None,
|
||||
) -> tuple[list[dict[str, Any]], list[str]]:
|
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errors: list[str] = []
|
||||
rows: list[dict[str, Any]] = []
|
||||
if ensure_markets:
|
||||
try:
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ensure_markets()
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||||
except Exception as e:
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||||
errors.append(f"markets:{e}")
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||||
for ccy in OKX_LEDGER_CCYS:
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# 资金账户
|
||||
try:
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raw = _fetch_one(
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||||
exchange,
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||||
code=ccy,
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||||
since=start_ms,
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||||
until=end_ms,
|
||||
method="privateGetAssetBills",
|
||||
)
|
||||
for e in raw:
|
||||
n = from_ccxt_ledger_entry(e, account=ACCOUNT_FUNDING)
|
||||
if n:
|
||||
rows.append(n)
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||||
except Exception as e:
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errors.append(f"funding:{ccy}:{e}")
|
||||
|
||||
# 交易账户:近 3 月 archive + 近 7 日 bills(去重靠 upsert)
|
||||
for method in ("privateGetAccountBillsArchive", "privateGetAccountBills"):
|
||||
try:
|
||||
raw = _fetch_one(
|
||||
exchange,
|
||||
code=ccy,
|
||||
since=start_ms,
|
||||
until=end_ms,
|
||||
method=method,
|
||||
)
|
||||
for e in raw:
|
||||
n = from_ccxt_ledger_entry(e, account=ACCOUNT_TRADING)
|
||||
if n:
|
||||
rows.append(n)
|
||||
except Exception as e:
|
||||
errors.append(f"trading:{ccy}:{method}:{e}")
|
||||
|
||||
return rows, errors
|
||||
Reference in New Issue
Block a user