refactor: 将共用代码迁入 lib/ 模块化目录
统一 strategy、key_monitor、trade、hub 等共用库到 lib/ 子包，并补充 lib-structure 文档，便于四所与中控维护。 Co-authored-by: Cursor <cursoragent@cursor.com>
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dekun
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"""ccxt 持仓标记价解析（实例 price_snapshot 与中控子代理共用）。"""
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from __future__ import annotations
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import math
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from typing import Any, Callable
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def _finite_or_none(x: Any) -> float | None:
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try:
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f = float(x)
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return f if math.isfinite(f) else None
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except (TypeError, ValueError):
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return None
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def _coerce_float(*values: Any) -> float | None:
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for v in values:
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if v is None or v == "":
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continue
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px = _finite_or_none(v)
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if px is not None and px > 0:
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return px
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return None
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def position_contracts(p: dict[str, Any]) -> float:
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raw = p.get("contracts")
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if raw is not None:
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try:
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return float(raw)
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except (TypeError, ValueError):
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pass
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info = p.get("info") or {}
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if not isinstance(info, dict):
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info = {}
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for k in ("positionAmt", "positionamt", "pos", "size"):
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if k in info:
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try:
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v = float(info[k])
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if v != 0:
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return v
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except (TypeError, ValueError):
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pass
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return 0.0
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def position_side_from_ccxt(p: dict[str, Any], contracts: float | None = None) -> str:
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s = (p.get("side") or "").lower()
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if s in ("long", "short"):
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return s
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c = contracts if contracts is not None else position_contracts(p)
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if c > 0:
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return "long"
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if c < 0:
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return "short"
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return "long"
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def parse_position_entry_price(p: dict[str, Any]) -> float | None:
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"""四所 ccxt 持仓开仓均价。"""
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if not isinstance(p, dict):
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return None
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info = p.get("info") or {}
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if not isinstance(info, dict):
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info = {}
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return _coerce_float(
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p.get("entryPrice"),
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p.get("entry_price"),
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p.get("average"),
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info.get("entryPrice"),
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info.get("entry_price"),
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info.get("avgPx"),
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info.get("avgEntryPrice"),
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info.get("avg_entry_price"),
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info.get("avgPrice"),
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info.get("openAvgPx"),
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)
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def estimate_linear_swap_upnl_usdt(
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side: str,
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entry: float | None,
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mark: float | None,
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contracts: float | None,
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contract_size: float | None = None,
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) -> float | None:
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"""U 本位线性永续：浮盈 = (标记价 - 开仓价) × 张数 × contractSize（空头取反）。"""
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e = _finite_or_none(entry)
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m = _finite_or_none(mark)
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c = _finite_or_none(contracts)
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if e is None or m is None or c is None or c <= 0:
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return None
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mult = _finite_or_none(contract_size)
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if mult is None or mult <= 0:
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mult = 1.0
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diff = (m - e) if (side or "long").strip().lower() == "long" else (e - m)
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return round(diff * abs(c) * mult, 2)
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def resolve_position_display_upnl(
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side: str,
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entry: float | None,
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mark: float | None,
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contracts: float | None,
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contract_size: float | None,
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exchange_upnl: float | None,
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) -> float | None:
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"""展示用浮盈：优先与标记价/张数一致的推算；与交易所值偏差过大时用推算值。"""
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computed = estimate_linear_swap_upnl_usdt(
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side, entry, mark, contracts, contract_size
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)
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if computed is None:
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return exchange_upnl
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if exchange_upnl is None:
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return computed
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ref = max(abs(computed), 1.0)
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if abs(exchange_upnl - computed) / ref > 0.2:
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return computed
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return exchange_upnl
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def _coerce_signed(*values: Any) -> float | None:
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"""解析可正可负的数值（未实现盈亏等）。"""
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for v in values:
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if v is None or v == "":
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continue
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f = _finite_or_none(v)
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if f is not None:
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return f
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return None
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def parse_position_unrealized_pnl(p: dict[str, Any]) -> float | None:
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"""四所 ccxt 持仓统一解析未实现盈亏（Gate/OKX/Binance 字段名不一致）。"""
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if not isinstance(p, dict):
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return None
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info = p.get("info") or {}
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if not isinstance(info, dict):
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info = {}
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return _coerce_signed(
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p.get("unrealizedPnl"),
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p.get("unrealisedPnl"),
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p.get("unrealized_pnl"),
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p.get("unrealised_pnl"),
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info.get("unrealised_pnl"),
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info.get("unrealized_pnl"),
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info.get("unrealisedPnl"),
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info.get("unrealizedPnl"),
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info.get("upl"),
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info.get("uplLast"),
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)
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def enrich_ccxt_position_metrics_out(
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position: dict[str, Any],
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out: dict[str, Any],
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*,
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contract_size: float = 1.0,
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funds_decimals: int = 2,
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) -> dict[str, Any]:
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"""
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四所 parse_ccxt_position_metrics 产出后统一：
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- 标记价用 hub 兜底
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- 未实现盈亏 = resolve(交易所值, entry/mark/张数/contractSize 推算)
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"""
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if not isinstance(position, dict) or not isinstance(out, dict):
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return out
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mark = _finite_or_none(out.get("mark_price"))
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if mark is None or mark <= 0:
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mp = parse_position_mark_price(position)
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if mp is not None and mp > 0:
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out["mark_price"] = round(mp, 8)
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mark = mp
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exchange_upnl = parse_position_unrealized_pnl(position)
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if exchange_upnl is None:
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exchange_upnl = _coerce_signed(out.get("unrealized_pnl"))
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c = position_contracts(position)
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if abs(c) < 1e-12:
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return out
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side = position_side_from_ccxt(position, c)
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entry = parse_position_entry_price(position)
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if entry is not None and entry > 0:
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out["entry_price"] = round(entry, 8)
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cs = contract_size if contract_size and contract_size > 0 else 1.0
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upnl = resolve_position_display_upnl(
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side, entry, mark, abs(c), cs, exchange_upnl
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)
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if upnl is not None:
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out["unrealized_pnl"] = round(upnl, funds_decimals)
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return out
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def parse_position_mark_price(p: dict[str, Any]) -> float | None:
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"""四所 ccxt 持仓统一解析标记价（与 crypto_monitor_* parse_ccxt_position_metrics 口径一致）。"""
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if not isinstance(p, dict):
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return None
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info = p.get("info") or {}
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if not isinstance(info, dict):
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info = {}
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mark = _coerce_float(
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p.get("markPrice"),
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p.get("mark_price"),
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p.get("mark"),
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info.get("markPx"),
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info.get("mark_price"),
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info.get("markPrice"),
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)
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if mark is not None:
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return mark
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contracts = position_contracts(p)
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if abs(contracts) >= 1e-12:
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notional = _finite_or_none(p.get("notional"))
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if notional is not None and abs(notional) > 0:
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return abs(notional) / abs(contracts)
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return None
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def build_position_marks_list(
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positions: list,
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*,
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format_mark_display: Callable[[str, float], str] | None = None,
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) -> list[dict[str, Any]]:
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"""从 fetch_positions 结果生成 position_marks，供 price_snapshot / 中控合并。"""
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out: list[dict[str, Any]] = []
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for p in positions or []:
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if not isinstance(p, dict):
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continue
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c = position_contracts(p)
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if abs(c) < 1e-12:
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continue
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mark = parse_position_mark_price(p)
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if mark is None or mark <= 0:
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continue
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sym = (p.get("symbol") or "").strip()
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side = position_side_from_ccxt(p, c)
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row: dict[str, Any] = {
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"symbol": sym,
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"side": side,
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"mark_price": mark,
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}
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if format_mark_display and sym:
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try:
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row["mark_price_display"] = format_mark_display(sym, mark)
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except Exception:
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row["mark_price_display"] = f"{mark:g}"
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else:
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row["mark_price_display"] = f"{mark:g}"
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out.append(row)
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return out
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