feat: add timed position close (1h/2h/4h) for key levels and live orders

Program monitors open positions and market-closes at deadline; UI shows label and countdown on instance and hub boards.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-06-11 19:30:16 +08:00
parent 879ea5e228
commit 959593cdab
17 changed files with 1152 additions and 69 deletions
+412
View File
@@ -0,0 +1,412 @@
#!/usr/bin/env python3
"""对 binance/okx/gate_bot 应用与 gate 相同的时间平仓代码替换。"""
from __future__ import annotations
from pathlib import Path
ROOT = Path(__file__).resolve().parents[1]
FILES = [
ROOT / "crypto_monitor_binance" / "app.py",
ROOT / "crypto_monitor_okx" / "app.py",
ROOT / "crypto_monitor_gate_bot" / "app.py",
]
REPLACEMENTS: list[tuple[str, str]] = [
(
"def _market_open_for_key_monitor(\n conn,\n symbol,\n direction,\n exchange_symbol,\n stop_loss,\n take_profit,\n key_signal_type=None,\n breakeven_enabled=0,\n):",
"def _market_open_for_key_monitor(\n conn,\n symbol,\n direction,\n exchange_symbol,\n stop_loss,\n take_profit,\n key_signal_type=None,\n breakeven_enabled=0,\n time_close_enabled=0,\n time_close_hours=None,\n):",
),
(
"def _add_false_breakout_key_monitor(\n conn, symbol, direction_sel, upper_px, lower_px, key_px, breakeven_enabled=0,\n):",
"def _add_false_breakout_key_monitor(\n conn, symbol, direction_sel, upper_px, lower_px, key_px, breakeven_enabled=0,\n time_close_enabled=0, time_close_hours=None,\n):",
),
(
"def _add_fib_key_monitor(conn, symbol, direction_sel, mt, upper_px, lower_px, breakeven_enabled=0):",
"def _add_fib_key_monitor(\n conn, symbol, direction_sel, mt, upper_px, lower_px, breakeven_enabled=0,\n time_close_enabled=0, time_close_hours=None,\n):",
),
(
" key_sig = typ if typ in KEY_MONITOR_AUTO_TYPES else None\n be_on = breakeven_enabled_from_row(r, 0)\n ok_trade, trade_err, det = _market_open_for_key_monitor(\n conn,\n sym,\n direction,\n exchange_symbol,\n sl_raw,\n tp_raw,\n key_signal_type=key_sig,\n breakeven_enabled=1 if be_on else 0,\n )",
" key_sig = typ if typ in KEY_MONITOR_AUTO_TYPES else None\n be_on = breakeven_enabled_from_row(r, 0)\n tc_en, tc_h, _ = time_close_settings_from_row(r)\n ok_trade, trade_err, det = _market_open_for_key_monitor(\n conn,\n sym,\n direction,\n exchange_symbol,\n sl_raw,\n tp_raw,\n key_signal_type=key_sig,\n breakeven_enabled=1 if be_on else 0,\n time_close_enabled=tc_en,\n time_close_hours=tc_h,\n )",
),
(
" res = None\n # 做多\n if direction == \"long\":\n if p >= take_profit: res = \"止盈\"\n elif p <= stop_loss: res = \"止损\"\n # 做空\n elif direction == \"short\":\n if p <= take_profit: res = \"止盈\"\n elif p >= stop_loss: res = \"止损\"",
" res = None\n if should_trigger_time_close(r):\n res = TIME_CLOSE_RESULT\n # 做多\n if not res and direction == \"long\":\n if p >= take_profit: res = \"止盈\"\n elif p <= stop_loss: res = \"止损\"\n # 做空\n elif not res and direction == \"short\":\n if p <= take_profit: res = \"止盈\"\n elif p >= stop_loss: res = \"止损\"",
),
(
' "SELECT id,symbol,exchange_symbol,direction,trigger_price,stop_loss,initial_stop_loss,take_profit,margin_capital,leverage FROM order_monitors WHERE status=\'active\'"',
' "SELECT id,symbol,exchange_symbol,direction,trigger_price,stop_loss,initial_stop_loss,take_profit,margin_capital,leverage,"\n "time_close_enabled,time_close_hours,time_close_at_ms,opened_at_ms FROM order_monitors WHERE status=\'active\'"',
),
(
" apply_order_price_display_fields(\n payload,\n direction=r[\"direction\"],\n entry_price=entry,\n initial_stop_loss=r[\"initial_stop_loss\"],\n stop_loss=r[\"stop_loss\"],\n take_profit=r[\"take_profit\"],\n calc_rr_ratio_fn=calc_rr_ratio,\n exchange_tpsl=exchange_tpsl,\n format_price_fn=format_price_for_symbol,\n symbol=r[\"symbol\"],\n )\n new_sl, new_tp, changed = order_monitor_tpsl_needs_sync(",
" apply_order_price_display_fields(\n payload,\n direction=r[\"direction\"],\n entry_price=entry,\n initial_stop_loss=r[\"initial_stop_loss\"],\n stop_loss=r[\"stop_loss\"],\n take_profit=r[\"take_profit\"],\n calc_rr_ratio_fn=calc_rr_ratio,\n exchange_tpsl=exchange_tpsl,\n format_price_fn=format_price_for_symbol,\n symbol=r[\"symbol\"],\n )\n apply_time_close_to_payload(payload, r)\n new_sl, new_tp, changed = order_monitor_tpsl_needs_sync(",
),
(
" be_flag = parse_breakeven_enabled_form(d.get(\"breakeven_enabled\"))\n if is_false_breakout_key_monitor_type(mt):",
" be_flag = parse_breakeven_enabled_form(d.get(\"breakeven_enabled\"))\n tc_en = parse_time_close_enabled_form(d.get(\"time_close_enabled\"))\n tc_h = parse_time_close_hours_form(d.get(\"time_close_hours\")) if tc_en else None\n if tc_en and not tc_h:\n tc_en = 0\n if is_false_breakout_key_monitor_type(mt):",
),
(
" ok_fb, err_fb = _add_false_breakout_key_monitor(\n conn, symbol, direction_sel, upper_px, lower_px, key_px, breakeven_enabled=be_flag,\n )",
" ok_fb, err_fb = _add_false_breakout_key_monitor(\n conn, symbol, direction_sel, upper_px, lower_px, key_px, breakeven_enabled=be_flag,\n time_close_enabled=tc_en, time_close_hours=tc_h,\n )",
),
(
" f\"|有效期 {FALSE_BREAKOUT_VALIDITY_HOURS}h|移动保本:{'' if be_flag else ''}\"\n )",
" f\"|有效期 {FALSE_BREAKOUT_VALIDITY_HOURS}h|移动保本:{'' if be_flag else ''}\"\n + (f\"{time_close_label(tc_h)}\" if tc_en else \"\")\n )",
),
(
" ok_fib, err_fib = _add_fib_key_monitor(\n conn, symbol, direction_sel, mt, upper_px, lower_px, breakeven_enabled=be_flag,\n )",
" ok_fib, err_fib = _add_fib_key_monitor(\n conn, symbol, direction_sel, mt, upper_px, lower_px, breakeven_enabled=be_flag,\n time_close_enabled=tc_en, time_close_hours=tc_h,\n )",
),
(
" f\"|移动保本:{'' if be_flag else ''}\"\n )\n return redirect(\"/key_monitor\")",
" f\"|移动保本:{'' if be_flag else ''}\"\n + (f\"{time_close_label(tc_h)}\" if tc_en else \"\")\n )\n return redirect(\"/key_monitor\")",
),
(
" if mt in KEY_MONITOR_AUTO_TYPES:\n extra = f\"|方案:{sl_tp_mode_label(sl_tp_mode)}|移动保本:{'' if be_flag else ''}\"",
" if mt in KEY_MONITOR_AUTO_TYPES:\n extra = f\"|方案:{sl_tp_mode_label(sl_tp_mode)}|移动保本:{'' if be_flag else ''}\"\n if tc_en:\n extra += f\"{time_close_label(tc_h)}\"",
),
]
MARKET_OPEN_OLD = """ breakeven_price = round_price_to_exchange(exchange_symbol, breakeven_raw)
be_enabled = 1 if int(breakeven_enabled or 0) != 0 else 0
conn.execute(
"INSERT INTO order_monitors "
"(symbol, exchange_symbol, direction, trigger_price, stop_loss, initial_stop_loss, take_profit, "
"margin_capital, leverage, trade_style, risk_percent, risk_amount, "
"breakeven_rr_trigger, breakeven_offset_pct, breakeven_step_r, breakeven_armed, breakeven_price, breakeven_enabled, "
"notional_value, position_ratio, base_amount, order_amount, exchange_order_id, opened_at, opened_at_ms, session_date, monitor_type, key_signal_type) "
"VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
(
symbol,
exchange_symbol,
direction,
trigger_price,
stop_loss,
stop_loss,
take_profit,
margin_capital,
leverage,
trade_style,
risk_percent,
risk_amount_final,
breakeven_rr_trigger,
breakeven_offset_pct,
breakeven_step_r,
0,
breakeven_price,
be_enabled,
notional_value,
position_ratio,
base_amount,
amount,
open_order_id,
opened_at_bj,
opened_at_ms,
trading_day,
ORDER_MONITOR_TYPE_KEY_AUTO,
stored_key_signal_type(key_signal_type),
),
)"""
MARKET_OPEN_NEW = """ breakeven_price = round_price_to_exchange(exchange_symbol, breakeven_raw)
be_enabled = 1 if int(breakeven_enabled or 0) != 0 else 0
tc_en, tc_h, tc_at = time_close_insert_values(
time_close_enabled, time_close_hours, opened_at_ms
)
conn.execute(
"INSERT INTO order_monitors "
"(symbol, exchange_symbol, direction, trigger_price, stop_loss, initial_stop_loss, take_profit, "
"margin_capital, leverage, trade_style, risk_percent, risk_amount, "
"breakeven_rr_trigger, breakeven_offset_pct, breakeven_step_r, breakeven_armed, breakeven_price, breakeven_enabled, "
"notional_value, position_ratio, base_amount, order_amount, exchange_order_id, opened_at, opened_at_ms, session_date, monitor_type, key_signal_type, "
"time_close_enabled, time_close_hours, time_close_at_ms) "
"VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
(
symbol,
exchange_symbol,
direction,
trigger_price,
stop_loss,
stop_loss,
take_profit,
margin_capital,
leverage,
trade_style,
risk_percent,
risk_amount_final,
breakeven_rr_trigger,
breakeven_offset_pct,
breakeven_step_r,
0,
breakeven_price,
be_enabled,
notional_value,
position_ratio,
base_amount,
amount,
open_order_id,
opened_at_bj,
opened_at_ms,
trading_day,
ORDER_MONITOR_TYPE_KEY_AUTO,
stored_key_signal_type(key_signal_type),
tc_en,
tc_h,
tc_at,
),
)"""
FIB_INSERT_OLD = """ opened_at_bj = app_now_str()
opened_at_ms = _to_ms_with_fallback(None, opened_at_bj)
conn.execute(
"INSERT INTO order_monitors "
"(symbol, exchange_symbol, direction, trigger_price, stop_loss, initial_stop_loss, take_profit, "
"margin_capital, leverage, trade_style, risk_percent, risk_amount, "
"breakeven_rr_trigger, breakeven_offset_pct, breakeven_step_r, breakeven_armed, breakeven_price, breakeven_enabled, "
"notional_value, position_ratio, base_amount, order_amount, exchange_order_id, opened_at, opened_at_ms, session_date, monitor_type, key_signal_type) "
"VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
(
symbol,
exchange_symbol,
direction,
trigger_price,
stop_loss,
stop_loss,
take_profit,
margin_capital,
leverage,
trade_style,
risk_percent,
risk_amount_final,
breakeven_rr_trigger,
breakeven_offset_pct,
breakeven_step_r,
0,
breakeven_price,
1 if breakeven_enabled_from_row(row, 0) else 0,
notional_value,
position_ratio,
base_amount,
amount,
exchange_order_id or "",
opened_at_bj,
opened_at_ms,
trading_day,
ORDER_MONITOR_TYPE_KEY_AUTO,
stored_key_signal_type(typ),
),
)"""
FIB_INSERT_NEW = """ opened_at_bj = app_now_str()
opened_at_ms = _to_ms_with_fallback(None, opened_at_bj)
tc_en, tc_h, _ = time_close_settings_from_row(row)
tc_en, tc_h, tc_at = time_close_insert_values(tc_en, tc_h, opened_at_ms)
conn.execute(
"INSERT INTO order_monitors "
"(symbol, exchange_symbol, direction, trigger_price, stop_loss, initial_stop_loss, take_profit, "
"margin_capital, leverage, trade_style, risk_percent, risk_amount, "
"breakeven_rr_trigger, breakeven_offset_pct, breakeven_step_r, breakeven_armed, breakeven_price, breakeven_enabled, "
"notional_value, position_ratio, base_amount, order_amount, exchange_order_id, opened_at, opened_at_ms, session_date, monitor_type, key_signal_type, "
"time_close_enabled, time_close_hours, time_close_at_ms) "
"VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
(
symbol,
exchange_symbol,
direction,
trigger_price,
stop_loss,
stop_loss,
take_profit,
margin_capital,
leverage,
trade_style,
risk_percent,
risk_amount_final,
breakeven_rr_trigger,
breakeven_offset_pct,
breakeven_step_r,
0,
breakeven_price,
1 if breakeven_enabled_from_row(row, 0) else 0,
notional_value,
position_ratio,
base_amount,
amount,
exchange_order_id or "",
opened_at_bj,
opened_at_ms,
trading_day,
ORDER_MONITOR_TYPE_KEY_AUTO,
stored_key_signal_type(typ),
tc_en,
tc_h,
tc_at,
),
)"""
KEY_FB_OLD = """ be_flag = 1 if int(breakeven_enabled or 0) != 0 else 0
conn.execute(
"INSERT INTO key_monitors "
"(symbol, monitor_type, direction, upper, lower, "
"fib_limit_order_id, fib_entry_price, fib_stop_loss, fib_take_profit, "
"fib_order_amount, fib_margin_capital, fib_leverage, breakeven_enabled) "
"VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?)",
(
symbol, FALSE_BREAKOUT_MONITOR_TYPE, direction_sel, upper_px, lower_px,
oid, entry, sl, tp, float(amount), margin_capital, leverage, be_flag,
),
)"""
KEY_FB_NEW = """ be_flag = 1 if int(breakeven_enabled or 0) != 0 else 0
tc_en, tc_h, _ = time_close_insert_values(time_close_enabled, time_close_hours, None)
conn.execute(
"INSERT INTO key_monitors "
"(symbol, monitor_type, direction, upper, lower, "
"fib_limit_order_id, fib_entry_price, fib_stop_loss, fib_take_profit, "
"fib_order_amount, fib_margin_capital, fib_leverage, breakeven_enabled, time_close_enabled, time_close_hours) "
"VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
(
symbol, FALSE_BREAKOUT_MONITOR_TYPE, direction_sel, upper_px, lower_px,
oid, entry, sl, tp, float(amount), margin_capital, leverage, be_flag, tc_en, tc_h,
),
)"""
KEY_FIB_OLD = """ be_flag = 1 if int(breakeven_enabled or 0) != 0 else 0
conn.execute(
"INSERT INTO key_monitors "
"(symbol, monitor_type, direction, upper, lower, "
"fib_limit_order_id, fib_entry_price, fib_stop_loss, fib_take_profit, "
"fib_order_amount, fib_margin_capital, fib_leverage, breakeven_enabled) "
"VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?)",
(
symbol, mt, direction_sel, upper_px, lower_px,
oid, entry, sl, tp, float(amount), margin_capital, leverage, be_flag,
),
)"""
KEY_FIB_NEW = """ be_flag = 1 if int(breakeven_enabled or 0) != 0 else 0
tc_en, tc_h, _ = time_close_insert_values(time_close_enabled, time_close_hours, None)
conn.execute(
"INSERT INTO key_monitors "
"(symbol, monitor_type, direction, upper, lower, "
"fib_limit_order_id, fib_entry_price, fib_stop_loss, fib_take_profit, "
"fib_order_amount, fib_margin_capital, fib_leverage, breakeven_enabled, time_close_enabled, time_close_hours) "
"VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
(
symbol, mt, direction_sel, upper_px, lower_px,
oid, entry, sl, tp, float(amount), margin_capital, leverage, be_flag, tc_en, tc_h,
),
)"""
ADD_KEY_RS_OLD = """ conn.execute(
"INSERT INTO key_monitors "
"(symbol,monitor_type,direction,upper,lower,sl_tp_mode,manual_take_profit,breakeven_enabled,"
"max_notify,notify_interval_min) "
"VALUES (?,?,?,?,?,?,?,?,?,?)",
(
symbol,
mt,
direction_sel,
upper_px,
lower_px,
sl_tp_mode,
manual_tp,
be_flag,
KEY_ALERT_MAX_TIMES,
KEY_ALERT_INTERVAL_MINUTES,
),
)
else:
conn.execute(
"INSERT INTO key_monitors "
"(symbol,monitor_type,direction,upper,lower,sl_tp_mode,manual_take_profit,breakeven_enabled) "
"VALUES (?,?,?,?,?,?,?,?)",
(symbol, mt, direction_sel, upper_px, lower_px, sl_tp_mode, manual_tp, be_flag),
)"""
ADD_KEY_RS_NEW = """ conn.execute(
"INSERT INTO key_monitors "
"(symbol,monitor_type,direction,upper,lower,sl_tp_mode,manual_take_profit,breakeven_enabled,"
"max_notify,notify_interval_min,time_close_enabled,time_close_hours) "
"VALUES (?,?,?,?,?,?,?,?,?,?,?,?)",
(
symbol,
mt,
direction_sel,
upper_px,
lower_px,
sl_tp_mode,
manual_tp,
be_flag,
KEY_ALERT_MAX_TIMES,
KEY_ALERT_INTERVAL_MINUTES,
tc_en,
tc_h,
),
)
else:
conn.execute(
"INSERT INTO key_monitors "
"(symbol,monitor_type,direction,upper,lower,sl_tp_mode,manual_take_profit,breakeven_enabled,"
"time_close_enabled,time_close_hours) "
"VALUES (?,?,?,?,?,?,?,?,?,?)",
(symbol, mt, direction_sel, upper_px, lower_px, sl_tp_mode, manual_tp, be_flag, tc_en, tc_h),
)"""
ADD_ORDER_OLD = """ breakeven_enabled = 1 if (d.get("breakeven_enabled") or "").strip() in ("1", "true", "on", "yes") else 0
conn.execute(
"INSERT INTO order_monitors (symbol, exchange_symbol, direction, trigger_price, stop_loss, initial_stop_loss, take_profit, margin_capital, leverage, trade_style, risk_percent, risk_amount, breakeven_rr_trigger, breakeven_offset_pct, breakeven_step_r, breakeven_armed, breakeven_price, breakeven_enabled, notional_value, position_ratio, base_amount, order_amount, exchange_order_id, opened_at, opened_at_ms, session_date, monitor_type) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
(
symbol, exchange_symbol, direction, trigger_price, stop_loss, stop_loss, take_profit,
margin_capital, leverage, trade_style, risk_percent_db, risk_amount_final, breakeven_rr_trigger, breakeven_offset_pct, breakeven_step_r, 0, breakeven_price,
breakeven_enabled,
notional_value, position_ratio, base_amount, amount, open_order_id, opened_at_bj, opened_at_ms, trading_day,
ORDER_MONITOR_TYPE_MANUAL,
)
)"""
ADD_ORDER_NEW = """ breakeven_enabled = 1 if (d.get("breakeven_enabled") or "").strip() in ("1", "true", "on", "yes") else 0
tc_en = parse_time_close_enabled_form(d.get("time_close_enabled"))
tc_h = parse_time_close_hours_form(d.get("time_close_hours")) if tc_en else None
if tc_en and not tc_h:
tc_en = 0
tc_en, tc_h, tc_at = time_close_insert_values(tc_en, tc_h, opened_at_ms)
conn.execute(
"INSERT INTO order_monitors (symbol, exchange_symbol, direction, trigger_price, stop_loss, initial_stop_loss, take_profit, margin_capital, leverage, trade_style, risk_percent, risk_amount, breakeven_rr_trigger, breakeven_offset_pct, breakeven_step_r, breakeven_armed, breakeven_price, breakeven_enabled, notional_value, position_ratio, base_amount, order_amount, exchange_order_id, opened_at, opened_at_ms, session_date, monitor_type, time_close_enabled, time_close_hours, time_close_at_ms) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
(
symbol, exchange_symbol, direction, trigger_price, stop_loss, stop_loss, take_profit,
margin_capital, leverage, trade_style, risk_percent_db, risk_amount_final, breakeven_rr_trigger, breakeven_offset_pct, breakeven_step_r, 0, breakeven_price,
breakeven_enabled,
notional_value, position_ratio, base_amount, amount, open_order_id, opened_at_bj, opened_at_ms, trading_day,
ORDER_MONITOR_TYPE_MANUAL,
tc_en, tc_h, tc_at,
)
)"""
BIG_BLOCKS = [
(MARKET_OPEN_OLD, MARKET_OPEN_NEW),
(FIB_INSERT_OLD, FIB_INSERT_NEW),
(KEY_FB_OLD, KEY_FB_NEW),
(KEY_FIB_OLD, KEY_FIB_NEW),
(ADD_KEY_RS_OLD, ADD_KEY_RS_NEW),
(ADD_ORDER_OLD, ADD_ORDER_NEW),
]
def patch(path: Path) -> None:
text = path.read_text(encoding="utf-8")
for old, new in REPLACEMENTS + BIG_BLOCKS:
if old in text:
text = text.replace(old, new, 1)
path.write_text(text, encoding="utf-8")
print("done", path.name)
def main() -> None:
for f in FILES:
patch(f)
if __name__ == "__main__":
main()