feat: 内照明心交易日历与交易所口径成交额/手续费统计
新增按 08:00 切日的月历（盈亏、笔数、犯病日高亮与点击筛选）；平仓时从交易所 fill 写入双边成交额与手续费，统计表与明细同步展示。 Co-authored-by: Cursor <cursoragent@cursor.com>
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dekun
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"""平仓交易：交易所口径双边成交额与手续费（四所共用聚合逻辑）。"""
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from __future__ import annotations
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from typing import Any, Callable, Optional
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def _coerce_ts_ms(raw: Any) -> int | None:
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if raw in (None, ""):
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return None
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try:
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v = int(raw)
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return v if v > 1_000_000_000_000 else v * 1000
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except (TypeError, ValueError):
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return None
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def quote_turnover_usdt_from_fill(trade: dict, *, contract_size: float = 1.0) -> float:
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"""单笔成交的报价币成交额（USDT 口径）。"""
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info = trade.get("info") or {}
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if not isinstance(info, dict):
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info = {}
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for key in ("quoteQty", "quote_qty", "fillNotionalUsd", "notional"):
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try:
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v = float(info.get(key) or 0)
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if v > 0:
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return abs(v)
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except (TypeError, ValueError):
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continue
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try:
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cost = float(trade.get("cost") or 0)
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if cost > 0:
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return abs(cost)
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except (TypeError, ValueError):
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pass
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try:
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price = float(trade.get("price") or 0)
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amount = float(trade.get("amount") or 0) * float(contract_size or 1.0)
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if price > 0 and amount > 0:
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return abs(price * amount)
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except (TypeError, ValueError):
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pass
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return 0.0
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def commission_usdt_from_fill(trade: dict) -> float:
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"""单笔成交手续费（正数表示成本）。"""
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fee = trade.get("fee")
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if isinstance(fee, dict):
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try:
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cost = float(fee.get("cost") or 0)
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except (TypeError, ValueError):
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cost = 0.0
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if cost != 0:
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cur = str(fee.get("currency") or "USDT").upper()
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if cur in ("USDT", "USD", "BUSD", "USDC"):
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return abs(cost)
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return abs(cost)
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info = trade.get("info") or {}
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if isinstance(info, dict):
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for key in ("fee", "commission", "fillFee"):
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try:
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v = float(info.get(key) or 0)
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if v != 0:
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return abs(v)
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except (TypeError, ValueError):
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continue
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return 0.0
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def aggregate_bilateral_stats(
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fills: list[dict],
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*,
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contract_size: float = 1.0,
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) -> dict[str, float] | None:
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"""双边成交额 = 开+平所有相关 fill 的报价币成交额之和；手续费 = fill fee 之和。"""
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if not fills:
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return None
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turnover = 0.0
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commission = 0.0
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for t in fills:
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turnover += quote_turnover_usdt_from_fill(t, contract_size=contract_size)
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commission += commission_usdt_from_fill(t)
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if turnover <= 0 and commission <= 0:
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return None
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return {
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"exchange_turnover_usdt": round(turnover, 4),
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"exchange_commission_usdt": round(commission, 4),
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}
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def filter_position_lifecycle_fills(
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trades: list[dict],
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direction: str,
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open_ms: int | None,
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close_ms: int | None,
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*,
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hedge_mode: bool = False,
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close_buffer_ms: int = 15 * 60 * 1000,
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) -> list[dict]:
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"""
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持仓生命周期内 fill：多=开买+平卖；空=开卖+平买。
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hedge_mode 时按 posSide 与 direction 过滤。
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"""
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direction = (direction or "long").strip().lower()
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open_side = "buy" if direction == "long" else "sell"
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close_side = "sell" if direction == "long" else "buy"
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allowed_sides = {open_side, close_side}
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upper = int(close_ms) + int(close_buffer_ms) if close_ms else None
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out: list[dict] = []
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for t in trades or []:
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side = (t.get("side") or "").lower()
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if side not in allowed_sides:
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continue
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ts = _coerce_ts_ms(t.get("timestamp"))
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if ts is None:
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continue
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if open_ms and ts < int(open_ms) - 60_000:
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continue
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if upper and ts > upper:
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continue
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if hedge_mode:
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info = t.get("info") or {}
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if not isinstance(info, dict):
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info = {}
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pos_side = (info.get("posSide") or t.get("posSide") or "").lower()
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if pos_side in ("long", "short") and pos_side != direction:
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continue
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out.append(t)
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out.sort(key=lambda x: x.get("timestamp") or 0)
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return out
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def sum_binance_commission_income(entries: list[dict], trade_ids: set[str] | None) -> float | None:
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"""Binance income 流水中 COMMISSION 合计（负值取绝对值为成本）。"""
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if not entries:
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return None
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total = 0.0
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found = False
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for e in entries:
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it = (e.get("incomeType") or e.get("income_type") or "").strip()
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if it != "COMMISSION":
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continue
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if trade_ids:
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tid = str(e.get("tradeId") or e.get("trade_id") or "").strip()
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if tid and tid not in trade_ids:
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continue
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try:
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total += float(e.get("income") or 0)
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found = True
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except (TypeError, ValueError):
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continue
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if not found:
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return None
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return round(abs(total), 4)
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def trade_ids_from_fills(fills: list[dict]) -> set[str]:
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out: set[str] = set()
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for t in fills or []:
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info = t.get("info") or {}
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if not isinstance(info, dict):
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info = {}
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for key in ("id", "tradeId", "trade_id"):
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raw = t.get(key) if key in t else info.get(key)
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if raw is not None and str(raw).strip():
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out.add(str(raw).strip())
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break
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return out
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def merge_commission_prefer_income(
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fill_commission: float,
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income_commission: float | None,
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) -> float:
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if income_commission is not None and income_commission > 0:
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return round(income_commission, 4)
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return round(max(fill_commission, 0.0), 4)
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def update_trade_record_stats_columns(
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conn: Any,
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trade_id: int,
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turnover_usdt: float | None,
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commission_usdt: float | None,
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) -> None:
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if turnover_usdt is None and commission_usdt is None:
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return
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conn.execute(
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"""
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UPDATE trade_records
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SET exchange_turnover_usdt = COALESCE(?, exchange_turnover_usdt),
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exchange_commission_usdt = COALESCE(?, exchange_commission_usdt)
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WHERE id = ?
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""",
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(turnover_usdt, commission_usdt, int(trade_id)),
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)
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def attach_exchange_stats_to_trade(
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conn: Any,
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trade_id: int,
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*,
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fetch_fills: Callable[[], list[dict]],
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contract_size: float = 1.0,
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income_commission: float | None = None,
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) -> dict[str, float] | None:
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"""拉 fill 并写库；仅在新单平仓路径调用。"""
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try:
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fills = fetch_fills() or []
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except Exception:
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fills = []
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stats = aggregate_bilateral_stats(fills, contract_size=contract_size)
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if not stats and income_commission is None:
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return None
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turnover = stats.get("exchange_turnover_usdt") if stats else None
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fill_comm = float(stats.get("exchange_commission_usdt") or 0) if stats else 0.0
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commission = merge_commission_prefer_income(fill_comm, income_commission)
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update_trade_record_stats_columns(
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conn,
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trade_id,
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turnover,
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commission if commission > 0 else None,
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)
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out = {}
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if turnover is not None:
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out["exchange_turnover_usdt"] = turnover
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if commission > 0:
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out["exchange_commission_usdt"] = commission
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return out or None
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