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修复币安交易记录

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dekun
2026-05-19 18:31:30 +08:00
parent a95ee401bc
commit 8c05b2921d
3 changed files with 68 additions and 17 deletions
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crypto_monitor_binance/app.py
+52 -14
View File
@@ -180,7 +180,7 @@ BINANCE_PNL_INCLUDE_FUNDING = os.getenv("BINANCE_PNL_INCLUDE_FUNDING", "false").
# 与币安 App 仓位历史对齐目标误差（USDT）
BINANCE_PNL_MATCH_TOLERANCE = max(0.01, float(os.getenv("BINANCE_PNL_MATCH_TOLERANCE", "0.05")))
_LAST_EXCHANGE_PNL_SYNC_AT = 0.0
_BINANCE_CLOSED_POS_CACHE = {"at": 0.0, "hist": []}
_BINANCE_CLOSED_POS_CACHE = {"at": 0.0, "hist": [], "trade_counts": {}, "last_err": {}}
KEY_MONITOR_ALERT_ONLY_TYPES = frozenset({"关键阻力位", "关键支撑位"})
AUTO_TRANSFER_ENABLED = os.getenv("AUTO_TRANSFER_ENABLED", "false").lower() == "true"
AUTO_TRANSFER_AMOUNT = float(os.getenv("AUTO_TRANSFER_AMOUNT", "30"))
@@ -5484,13 +5484,34 @@ def api_sync_exchange_pnl():
matched = 0
for r in rows:
tr = conn.execute(
"SELECT exchange_sync_key FROM trade_records WHERE id=?", (int(r["id"]),)
"SELECT exchange_realized_pnl, exchange_sync_key FROM trade_records WHERE id=?",
(int(r["id"]),),
).fetchone()
if tr and str(tr["exchange_sync_key"] or "").startswith("pos|"):
if tr and tr["exchange_realized_pnl"] is not None:
matched += 1
conn.commit()
conn.close()
return jsonify({"ok": True, "synced": matched, "candidates": len(rows), "positions": len(_BINANCE_CLOSED_POS_CACHE.get("hist") or [])})
tc = _BINANCE_CLOSED_POS_CACHE.get("trade_counts") or {}
trade_n = sum(int(v) for v in tc.values())
pos_n = len(_BINANCE_CLOSED_POS_CACHE.get("hist") or [])
err = _BINANCE_CLOSED_POS_CACHE.get("last_err") or {}
msg = f"成交 {trade_n} 笔，重建仓位 {pos_n} 条，已写入 {matched}/{len(rows)} 条记录"
if trade_n == 0:
msg += "（未拉到成交，请检查 API 权限/代理/EXCHANGE_POSITION_SYNC_FROM_BJ）"
if pos_n == 0 and trade_n > 0:
msg += "（有成交但未识别出完整平仓，请核对持仓模式 BINANCE_POSITION_MODE）"
if err:
msg += f" 错误: {err}"
return jsonify(
{
"ok": True,
"synced": matched,
"candidates": len(rows),
"positions": pos_n,
"trade_counts": tc,
"msg": msg,
}
)
def _coerce_ts_ms(val):
@@ -5522,17 +5543,28 @@ def _unified_symbol_for_match(symbol_str):
def _fetch_my_trades_paginated(exchange_symbol, since_ms, until_ms=None, max_pages=40):
"""分页拉取成交（Binance userTrades）。"""
global _BINANCE_CLOSED_POS_CACHE
if not (BINANCE_API_KEY and BINANCE_API_SECRET):
_BINANCE_CLOSED_POS_CACHE["last_err"][exchange_symbol] = "未配置 API Key"
return []
ensure_markets_loaded()
out = []
since = int(since_ms) if since_ms else None
until_ms = int(until_ms) if until_ms else None
for _ in range(max_pages):
last_err = None
for page in range(max_pages):
try:
batch = exchange.fetch_my_trades(exchange_symbol, since=since, limit=1000)
except Exception:
break
except Exception as e:
last_err = str(e)
if page == 0 and since:
try:
batch = exchange.fetch_my_trades(exchange_symbol, limit=1000)
except Exception as e2:
last_err = str(e2)
break
else:
break
if not batch:
break
last_ts = None
@@ -5540,8 +5572,6 @@ def _fetch_my_trades_paginated(exchange_symbol, since_ms, until_ms=None, max_pag
ts = _coerce_ts_ms(t.get("timestamp"))
if until_ms and ts and ts > until_ms:
continue
if since and ts and ts < since:
continue
out.append(t)
if ts:
last_ts = ts
@@ -5550,6 +5580,8 @@ def _fetch_my_trades_paginated(exchange_symbol, since_ms, until_ms=None, max_pag
if last_ts is None:
break
since = last_ts + 1
if last_err:
_BINANCE_CLOSED_POS_CACHE["last_err"][exchange_symbol] = last_err
return out
@@ -5580,8 +5612,11 @@ def fetch_binance_closed_positions_history(symbols=None, force_refresh=False):
since_ms = exchange_position_sync_since_ms()
until_ms = int(time.time() * 1000) + 120_000
trades_by_symbol = {}
trade_counts = {}
for ex_sym in sym_list:
trades_by_symbol[ex_sym] = _fetch_my_trades_paginated(ex_sym, since_ms, until_ms)
trades = _fetch_my_trades_paginated(ex_sym, since_ms, until_ms)
trades_by_symbol[ex_sym] = trades
trade_counts[ex_sym] = len(trades)
def _contract_size(ex_sym):
try:
@@ -5595,6 +5630,7 @@ def fetch_binance_closed_positions_history(symbols=None, force_refresh=False):
unified_symbol_fn=_unified_symbol_for_match,
position_mode=BINANCE_POSITION_MODE,
contract_size_fn=_contract_size,
since_ms=since_ms,
)
prev = list(_BINANCE_CLOSED_POS_CACHE["hist"] or [])
if prev and not force_refresh:
@@ -5606,6 +5642,7 @@ def fetch_binance_closed_positions_history(symbols=None, force_refresh=False):
hist = sorted(prev, key=lambda x: int(x.get("close_ms") or 0), reverse=True)
_BINANCE_CLOSED_POS_CACHE["at"] = now
_BINANCE_CLOSED_POS_CACHE["hist"] = hist
_BINANCE_CLOSED_POS_CACHE["trade_counts"] = trade_counts
return hist
@@ -5851,10 +5888,11 @@ def sync_trade_records_from_exchange(conn, force=False):
except Exception:
hist = []
used = set()
for tr in candidates:
sk0 = (tr["exchange_sync_key"] if "exchange_sync_key" in tr.keys() else None) or ""
if sk0 and str(sk0).startswith("pos|"):
used.add(str(sk0).strip())
if not force:
for tr in candidates:
sk0 = (tr["exchange_sync_key"] if "exchange_sync_key" in tr.keys() else None) or ""
if sk0 and str(sk0).startswith("pos|"):
used.add(str(sk0).strip())
matched = 0
for tr in candidates:
pos, _ = match_trade_record_to_position(
crypto_monitor_binance/binance_closed_positions_lib.py
+15 -2
View File
@@ -95,6 +95,7 @@ def rebuild_closed_positions_for_leg(
position_mode="hedge",
contract_size=1.0,
qty_eps=1e-9,
since_ms=None,
):
"""从按时间排序的成交重建某一方向的已平仓位列表。"""
legs = [t for t in trades if _trade_belongs_to_direction(t, direction, position_mode)]
@@ -102,6 +103,9 @@ def rebuild_closed_positions_for_leg(
closed = []
qty = 0.0
open_ms = None
since_anchor_ms = int(since_ms) if since_ms else None
if since_anchor_ms is None and legs:
since_anchor_ms = int(legs[0].get("timestamp") or 0) or None
pnl_accum = 0.0
close_ms = None
open_cost = 0.0
@@ -170,7 +174,14 @@ def rebuild_closed_positions_for_leg(
cycle_ids.append(tid)
continue
if delta < 0 and qty > qty_eps:
if delta < 0:
if qty <= qty_eps:
# 开仓早于拉取窗口：从首笔减仓起视为一段已平仓位
qty = abs(delta)
open_ms = open_ms or since_anchor_ms or ts
pnl_accum = 0.0
open_cost = open_qty = close_cost = close_qty = 0.0
cycle_ids = []
reduce = min(qty, abs(delta))
qty -= reduce
pnl_accum += trade_pnl_contribution(t)
@@ -192,6 +203,7 @@ def rebuild_closed_positions_from_trades(
unified_symbol_fn,
position_mode="hedge",
contract_size_fn=None,
since_ms=None,
):
"""
trades_by_symbol: {exchange_symbol: [ccxt trade dict, ...]}
@@ -216,6 +228,7 @@ def rebuild_closed_positions_from_trades(
trades,
position_mode=position_mode,
contract_size=cs,
since_ms=since_ms,
)
)
out.sort(key=lambda x: int(x.get("close_ms") or 0), reverse=True)
@@ -229,7 +242,7 @@ def match_trade_record_to_position(
*,
unified_symbol_fn,
to_ms_fn,
max_close_delta_ms=90 * 60 * 1000,
max_close_delta_ms=120 * 60 * 1000,
max_open_before_ms=15 * 60 * 1000,
max_open_after_ms=15 * 86400 * 1000,
):
crypto_monitor_binance/templates/index.html
+1 -1
View File
@@ -1009,7 +1009,7 @@ function syncExchangePnl(force){
body: JSON.stringify({limit: 200, force: !!force})
}).then(r=>r.json()).then(data=>{
if(data.ok){
alert("已同步 " + (data.synced||0) + " / " + (data.candidates||0) + " 条记录，页面将刷新");
alert(data.msg || ("已同步 " + (data.synced||0) + " / " + (data.candidates||0) + " 条记录，页面将刷新"));
window.location.reload();
} else {
alert(data.msg || "同步失败");