diff --git a/hub_kline_store.py b/hub_kline_store.py
index 7b4ba8b..5dde267 100644
--- a/hub_kline_store.py
+++ b/hub_kline_store.py
@@ -15,6 +15,8 @@ from hub_ohlcv_lib import (
format_price_by_tick,
last_closed_bar_open_ms,
normalize_chart_timeframe,
+ normalize_price_tick,
+ round_ohlcv_bars_to_tick,
window_start_ms,
)
@@ -73,6 +75,72 @@ def init_db(db_path: Path | None = None) -> None:
ON ohlcv_bars (exchange_key, symbol, timeframe, open_time_ms)
"""
)
+ conn.execute(
+ """
+ CREATE TABLE IF NOT EXISTS ohlcv_symbol_meta (
+ exchange_key TEXT NOT NULL,
+ symbol TEXT NOT NULL,
+ price_tick REAL,
+ updated_at INTEGER NOT NULL,
+ PRIMARY KEY (exchange_key, symbol)
+ )
+ """
+ )
+ finally:
+ conn.close()
+
+
+def save_symbol_price_tick(
+ exchange_key: str,
+ symbol: str,
+ price_tick: float | None,
+ db_path: Path | None = None,
+) -> None:
+ tick = price_tick
+ if tick is None:
+ return
+ try:
+ t = float(tick)
+ except (TypeError, ValueError):
+ return
+ if t <= 0:
+ return
+ ex_k = (exchange_key or "").strip().lower()
+ sym = (symbol or "").strip().upper()
+ conn = _connect(db_path)
+ try:
+ conn.execute(
+ """
+ INSERT INTO ohlcv_symbol_meta (exchange_key, symbol, price_tick, updated_at)
+ VALUES (?,?,?,?)
+ ON CONFLICT(exchange_key, symbol) DO UPDATE SET
+ price_tick=excluded.price_tick,
+ updated_at=excluded.updated_at
+ """,
+ (ex_k, sym, t, int(time.time())),
+ )
+ finally:
+ conn.close()
+
+
+def load_symbol_price_tick(
+ exchange_key: str,
+ symbol: str,
+ db_path: Path | None = None,
+) -> float | None:
+ ex_k = (exchange_key or "").strip().lower()
+ sym = (symbol or "").strip().upper()
+ conn = _connect(db_path)
+ try:
+ row = conn.execute(
+ "SELECT price_tick FROM ohlcv_symbol_meta WHERE exchange_key=? AND symbol=?",
+ (ex_k, sym),
+ ).fetchone()
+ if not row or row["price_tick"] is None:
+ return None
+ return float(row["price_tick"])
+ except (TypeError, ValueError):
+ return None
finally:
conn.close()
@@ -273,6 +341,8 @@ def resolve_chart_bars(
if remote.get("ok") and remote.get("bars"):
fetched = upsert_bars(ex_k, sym, tf, remote["bars"], db_path)
price_tick = remote.get("price_tick")
+ if price_tick is not None:
+ save_symbol_price_tick(ex_k, sym, price_tick, db_path)
db_rows = load_bars_range(ex_k, sym, tf, fetch_start_ms, now_ms, db_path)
else:
remote_err = remote.get("msg") or remote.get("error") or "实例拉取 K 线失败"
@@ -282,6 +352,8 @@ def resolve_chart_bars(
if len(db_rows) > need:
db_rows = db_rows[-need:]
+ if price_tick is None:
+ price_tick = load_symbol_price_tick(ex_k, sym, db_path)
if price_tick is None:
try:
tick_probe = remote_fetch(
@@ -292,9 +364,15 @@ def resolve_chart_bars(
)
if tick_probe.get("ok"):
price_tick = tick_probe.get("price_tick")
+ if price_tick is not None:
+ save_symbol_price_tick(ex_k, sym, price_tick, db_path)
except Exception:
pass
+ price_tick = normalize_price_tick(price_tick)
+ if db_rows and price_tick is not None:
+ round_ohlcv_bars_to_tick(db_rows, price_tick)
+
candles = _to_chart_candles(db_rows)
if not candles:
return {"ok": False, "msg": remote_err or "无 K 线数据", "purged": purged}
diff --git a/hub_ohlcv_lib.py b/hub_ohlcv_lib.py
index 7a4b756..a282745 100644
--- a/hub_ohlcv_lib.py
+++ b/hub_ohlcv_lib.py
@@ -85,6 +85,75 @@ def chart_fetch_start_ms(timeframe: str, need: int, now_ms: int | None = None) -
return max(0, now - max(1, int(need)) * period)
+def _positive_float(value: Any) -> Optional[float]:
+ if value in (None, ""):
+ return None
+ try:
+ v = float(value)
+ except (TypeError, ValueError):
+ return None
+ return v if v > 0 else None
+
+
+def _price_tick_from_market_info(info: dict) -> Optional[float]:
+ """从 market.info 解析 tick（含币安 PRICE_FILTER.filters）。"""
+ for key in ("tickSize", "tickSz", "price_increment", "order_price_round", "quote_increment"):
+ v = _positive_float(info.get(key))
+ if v is not None:
+ return v
+
+ for key in ("pricePrecision", "price_precision"):
+ raw = info.get(key)
+ if raw in (None, ""):
+ continue
+ try:
+ p = float(raw)
+ except (TypeError, ValueError):
+ continue
+ if p >= 1 and abs(p - round(p)) < 1e-9 and p <= 12:
+ return 10 ** (-int(p))
+ if 0 < p < 1:
+ return p
+
+ filters = info.get("filters")
+ if isinstance(filters, list):
+ for f in filters:
+ if not isinstance(f, dict):
+ continue
+ if str(f.get("filterType") or "").upper() != "PRICE_FILTER":
+ continue
+ v = _positive_float(f.get("tickSize"))
+ if v is not None:
+ return v
+ return None
+
+
+def round_price_to_tick(value: Any, tick: Optional[float]) -> Optional[float]:
+ """按交易所 tick 对齐价格（K 线/标记线与坐标轴一致）。"""
+ t = normalize_price_tick(tick)
+ if t is None:
+ return None
+ try:
+ v = float(value)
+ except (TypeError, ValueError):
+ return None
+ n = round(v / t) * t
+ d = _decimals_from_tick(t)
+ return float(f"{n:.{d}f}")
+
+
+def round_ohlcv_bars_to_tick(bars: list[dict[str, Any]], tick: Optional[float]) -> None:
+ t = normalize_price_tick(tick)
+ if t is None:
+ return
+ for b in bars:
+ for key in ("open", "high", "low", "close"):
+ if key in b:
+ rounded = round_price_to_tick(b.get(key), t)
+ if rounded is not None:
+ b[key] = rounded
+
+
def price_tick_from_market(exchange, exchange_symbol: str) -> Optional[float]:
"""最小价格变动单位（与交易所 tick / price_to_precision 一致）。"""
try:
@@ -96,14 +165,9 @@ def price_tick_from_market(exchange, exchange_symbol: str) -> Optional[float]:
info = market.get("info") or {}
if isinstance(info, dict):
- for key in ("tickSize", "tickSz", "price_increment", "order_price_round", "quote_increment"):
- if info.get(key) not in (None, ""):
- try:
- v = float(info[key])
- if v > 0:
- return v
- except (TypeError, ValueError):
- pass
+ tick = _price_tick_from_market_info(info)
+ if tick is not None:
+ return tick
limits = market.get("limits") or {}
price_limits = limits.get("price") or {}
@@ -434,6 +498,7 @@ def fetch_ohlcv_for_hub(
return {"ok": False, "msg": "交易所未返回 K 线"}
tick = normalize_price_tick(price_tick_from_market(exchange, ex_sym))
+ round_ohlcv_bars_to_tick(merged, tick)
return {
"ok": True,
diff --git a/manual_trading_hub/agent.py b/manual_trading_hub/agent.py
index 353ab6e..a00655e 100644
--- a/manual_trading_hub/agent.py
+++ b/manual_trading_hub/agent.py
@@ -416,9 +416,43 @@ def _position_mark_price(p: dict[str, Any]) -> float | None:
for key in (
p.get("markPrice"),
p.get("mark_price"),
+ p.get("mark"),
info.get("markPx"),
info.get("mark_price"),
info.get("markPrice"),
+ info.get("last"),
+ info.get("lastPrice"),
+ ):
+ px = _finite_or_none(key)
+ if px is not None and px > 0:
+ return px
+ contracts = _position_contracts(p)
+ if abs(contracts) >= 1e-12:
+ notional = _finite_or_none(p.get("notional"))
+ if notional is not None and abs(notional) > 0:
+ return abs(notional) / abs(contracts)
+ return None
+
+
+def _ticker_mark_price(ex: Any, symbol: str) -> float | None:
+ """持仓行无 mark 时，用 ticker 补标记价（last/mark）。"""
+ sym = (symbol or "").strip()
+ if not sym:
+ return None
+ try:
+ t = ex.fetch_ticker(sym)
+ except Exception:
+ return None
+ if not isinstance(t, dict):
+ return None
+ info = t.get("info") if isinstance(t.get("info"), dict) else {}
+ for key in (
+ t.get("mark"),
+ t.get("last"),
+ t.get("close"),
+ info.get("markPrice"),
+ info.get("mark_price"),
+ info.get("markPx"),
):
px = _finite_or_none(key)
if px is not None and px > 0:
@@ -602,6 +636,8 @@ def _status_inner(x_control_token: str | None) -> Any:
entry_f = _position_entry_price(p)
_, entry_fmt, price_tick = _position_price_fmt(ex, sym, entry_f)
mark_f = _position_mark_price(p)
+ if mark_f is None and sym:
+ mark_f = _ticker_mark_price(ex, sym)
_, mark_fmt, mark_tick = _position_price_fmt(ex, sym, mark_f)
if price_tick is None and mark_tick is not None:
price_tick = mark_tick
diff --git a/manual_trading_hub/static/chart.js b/manual_trading_hub/static/chart.js
index 78f5221..209c85c 100644
--- a/manual_trading_hub/static/chart.js
+++ b/manual_trading_hub/static/chart.js
@@ -949,9 +949,11 @@
}
specs.forEach(function (s) {
if (s.price == null || !Number.isFinite(Number(s.price))) return;
+ const px = roundToTick(s.price);
+ if (px == null || !Number.isFinite(Number(px))) return;
positionLines.push(
candleSeries.createPriceLine({
- price: Number(s.price),
+ price: Number(px),
color: s.color,
lineWidth: 1,
lineStyle: 2,
@@ -1009,30 +1011,52 @@
return Math.max(0, Math.min(12, Math.round(-Math.log10(minMove))));
}
- const SAFE_PRICE_FORMAT = { type: "price", precision: 4, minMove: 0.0001, base: 10000 };
+ const SAFE_PRICE_FORMAT = { type: "price", precision: 4, minMove: 0.0001 };
function tickToPriceFormat(tick) {
try {
if (tick == null || !Number.isFinite(Number(tick)) || Number(tick) <= 0) {
- return { type: "price", precision: 2, minMove: 0.01, base: 100 };
+ return { type: "price", precision: 2, minMove: 0.01 };
}
- const raw = Number(tick);
- if (raw >= 1) {
- return { type: "price", precision: 0, minMove: 1 };
- }
- let prec = decimalsFromTick(raw);
+ const minMove = Number(tick);
+ let prec = decimalsFromTick(minMove);
if (prec == null || prec < 0) prec = 4;
- prec = Math.min(8, Math.max(0, Math.floor(prec)));
- const base = Math.pow(10, prec);
- if (!Number.isFinite(base) || base < 1 || base > 1e12) {
- return SAFE_PRICE_FORMAT;
- }
- return { type: "price", precision: prec, minMove: 1 / base, base: base };
+ prec = Math.min(12, Math.max(0, Math.floor(prec)));
+ return { type: "price", precision: prec, minMove: minMove };
} catch (e) {
return SAFE_PRICE_FORMAT;
}
}
+ function roundToTick(v) {
+ if (v == null || Number.isNaN(Number(v))) return v;
+ const n = Number(v);
+ const tick = priceTick;
+ if (tick == null || !Number.isFinite(Number(tick)) || Number(tick) <= 0) return n;
+ const t = Number(tick);
+ const rounded = Math.round(n / t) * t;
+ const dec = decimalsFromTick(t);
+ if (dec == null) return rounded;
+ return parseFloat(rounded.toFixed(dec));
+ }
+
+ function alignCandlesToTick(candles) {
+ if (!Array.isArray(candles) || !candles.length) return candles || [];
+ if (priceTick == null || !Number.isFinite(Number(priceTick)) || Number(priceTick) <= 0) {
+ return candles;
+ }
+ return candles.map(function (c) {
+ return {
+ time: c.time,
+ open: roundToTick(c.open),
+ high: roundToTick(c.high),
+ low: roundToTick(c.low),
+ close: roundToTick(c.close),
+ volume: c.volume,
+ };
+ });
+ }
+
function applyPriceFormatToSeries(series, pf) {
if (!series || !series.applyOptions) return;
try {
@@ -1065,7 +1089,8 @@
function fmtPrice(v) {
if (v == null || Number.isNaN(Number(v))) return "-";
- const n = Number(v);
+ const aligned = roundToTick(v);
+ const n = Number(aligned);
if (n === 0) return "0";
const dec = decimalsFromTick(priceTick);
if (dec != null) return n.toFixed(dec);
@@ -1172,7 +1197,7 @@
if (!bar || bar.close == null) return;
const up = Number(bar.close) >= Number(bar.open);
currentPriceLine = candleSeries.createPriceLine({
- price: Number(bar.close),
+ price: Number(roundToTick(bar.close)),
color: up ? "#00ff9d" : "#ff4d6d",
lineWidth: 1,
lineStyle: 2,
@@ -1416,7 +1441,7 @@
rangeMarkers.push(
candleSeries.createPriceLine({
- price: Number(hi.high),
+ price: Number(roundToTick(hi.high)),
color: "#ffb84d",
lineWidth: 1,
lineStyle: 2,
@@ -1426,7 +1451,7 @@
);
rangeMarkers.push(
candleSeries.createPriceLine({
- price: Number(lo.low),
+ price: Number(roundToTick(lo.low)),
color: "#4cd97f",
lineWidth: 1,
lineStyle: 2,
@@ -1535,7 +1560,7 @@
priceTick = null;
applyChartPriceFormat();
}
- lastCandles = data.candles;
+ lastCandles = alignCandlesToTick(data.candles);
indexCandles(lastCandles);
candleSeries.setData(lastCandles);
volumeSeries.setData(buildVolumeData(lastCandles));
diff --git a/manual_trading_hub/static/index.html b/manual_trading_hub/static/index.html
index 51429b7..88cd056 100644
--- a/manual_trading_hub/static/index.html
+++ b/manual_trading_hub/static/index.html
@@ -244,7 +244,7 @@
-
-
+
+