refactor: 移除 gate_bot，统一为三所架构并更新文档
删除 crypto_monitor_gate_bot 目录，中控与子代理改为 binance/okx/gate 三账户； 文档与 UI 文案「四所」改为「三所」；新增清库前一次性配置备份脚本。 Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
@@ -1,4 +1,4 @@
|
||||
"""账户冷静期 / 日冻结风控（四所实例共用）。"""
|
||||
"""账户冷静期 / 日冻结风控（三所实例共用）。"""
|
||||
from __future__ import annotations
|
||||
|
||||
import os
|
||||
|
||||
+140
-140
@@ -1,140 +1,140 @@
|
||||
"""单日开仓次数：软提醒阈值 + 硬上限（四所实例共用）。"""
|
||||
from __future__ import annotations
|
||||
|
||||
import os
|
||||
from typing import Any, Optional
|
||||
|
||||
|
||||
def parse_daily_open_alert_threshold(raw: Any = None, *, default: int = 5) -> int:
|
||||
"""AI 克制提醒阈值；至少 1。"""
|
||||
try:
|
||||
v = int(raw if raw is not None and str(raw).strip() != "" else default)
|
||||
except (TypeError, ValueError):
|
||||
v = default
|
||||
return max(1, v)
|
||||
|
||||
|
||||
def parse_daily_open_hard_limit(raw: Any = None, *, default: int = 0) -> int:
|
||||
"""硬上限；0 表示不启用。至少 0。"""
|
||||
try:
|
||||
v = int(raw if raw is not None and str(raw).strip() != "" else default)
|
||||
except (TypeError, ValueError):
|
||||
v = default
|
||||
return max(0, v)
|
||||
|
||||
|
||||
def load_daily_open_limits_from_env(
|
||||
env: Optional[dict[str, str]] = None,
|
||||
) -> tuple[int, int]:
|
||||
"""从环境变量读取 (alert_threshold, hard_limit)。"""
|
||||
src = env if env is not None else os.environ
|
||||
alert = parse_daily_open_alert_threshold(src.get("DAILY_OPEN_ALERT_THRESHOLD"))
|
||||
hard = parse_daily_open_hard_limit(src.get("DAILY_OPEN_HARD_LIMIT"))
|
||||
return alert, hard
|
||||
|
||||
|
||||
def count_opens_for_trading_day(conn, trading_day: str) -> int:
|
||||
"""本交易日已成功写入 order_monitors 的开仓次数。"""
|
||||
td = (trading_day or "").strip()
|
||||
if not td:
|
||||
return 0
|
||||
row = conn.execute(
|
||||
"SELECT COUNT(*) FROM order_monitors WHERE session_date=?",
|
||||
(td,),
|
||||
).fetchone()
|
||||
return int(row[0] if row else 0)
|
||||
|
||||
|
||||
def daily_open_hard_limit_blocks(opens_today: int, hard_limit: int) -> bool:
|
||||
return int(hard_limit) > 0 and int(opens_today) >= int(hard_limit)
|
||||
|
||||
|
||||
def hard_limit_block_reason(opens_today: int, hard_limit: int, reset_hour: int) -> str:
|
||||
return (
|
||||
f"本交易日开仓次数已达上限（{int(opens_today)}/{int(hard_limit)}），"
|
||||
f"次日北京时间 {int(reset_hour)}:00 后恢复"
|
||||
)
|
||||
|
||||
|
||||
def check_daily_open_hard_limit(
|
||||
conn,
|
||||
trading_day: str,
|
||||
hard_limit: int,
|
||||
reset_hour: int,
|
||||
) -> tuple[bool, str, int]:
|
||||
"""返回 (允许继续开仓, 拒绝原因, 当日已开次数)。"""
|
||||
opens_today = count_opens_for_trading_day(conn, trading_day)
|
||||
if daily_open_hard_limit_blocks(opens_today, hard_limit):
|
||||
return False, hard_limit_block_reason(opens_today, hard_limit, reset_hour), opens_today
|
||||
return True, "", opens_today
|
||||
|
||||
|
||||
def can_trade_new_open(
|
||||
*,
|
||||
time_allows: bool,
|
||||
active_count: int,
|
||||
max_active_positions: int,
|
||||
opens_today: int,
|
||||
hard_limit: int,
|
||||
extra_blocks: bool = False,
|
||||
) -> bool:
|
||||
if extra_blocks:
|
||||
return False
|
||||
if not time_allows:
|
||||
return False
|
||||
if int(active_count) >= int(max_active_positions):
|
||||
return False
|
||||
if daily_open_hard_limit_blocks(opens_today, hard_limit):
|
||||
return False
|
||||
return True
|
||||
|
||||
|
||||
def should_send_daily_open_alert(before: int, after: int, alert_threshold: int) -> bool:
|
||||
return int(before) < int(alert_threshold) <= int(after)
|
||||
|
||||
|
||||
def build_daily_open_alert_prompt(
|
||||
trading_day: str,
|
||||
opens_after: int,
|
||||
alert_threshold: int,
|
||||
*,
|
||||
hard_limit: int = 0,
|
||||
detail_line: str = "",
|
||||
) -> str:
|
||||
hard_txt = (
|
||||
f"硬上限 {hard_limit} 次（已达后将禁止新开仓直至下一交易日）。"
|
||||
if int(hard_limit) > 0
|
||||
else "未配置单日硬上限。"
|
||||
)
|
||||
extra = f" {detail_line}" if detail_line else ""
|
||||
return (
|
||||
f"用户在北京时间交易日 {trading_day} 已累计开仓 {opens_after} 次"
|
||||
f"（AI 提醒阈值 {alert_threshold}；{hard_txt}）"
|
||||
f"{extra}"
|
||||
f"用户自述“上头了”。请给克制提醒。"
|
||||
)
|
||||
|
||||
|
||||
def format_daily_open_counter_line(
|
||||
opens_today: int,
|
||||
alert_threshold: int,
|
||||
hard_limit: int,
|
||||
) -> str:
|
||||
if int(hard_limit) > 0:
|
||||
return (
|
||||
f"📅 当日开仓次数：{int(opens_today)} / 硬上限 {int(hard_limit)} 次"
|
||||
f"（AI 提醒阈值 {int(alert_threshold)}）"
|
||||
)
|
||||
return (
|
||||
f"📅 当日开仓次数：{int(opens_today)} / AI 提醒阈值 {int(alert_threshold)} 次"
|
||||
)
|
||||
|
||||
|
||||
def format_daily_open_summary_short(
|
||||
opens_today: int,
|
||||
alert_threshold: int,
|
||||
hard_limit: int,
|
||||
) -> str:
|
||||
if int(hard_limit) > 0:
|
||||
return f"本交易日累计开仓：{int(opens_today)}（硬上限 {int(hard_limit)}，提醒 {int(alert_threshold)}）"
|
||||
return f"本交易日累计开仓：{int(opens_today)}（提醒阈值 {int(alert_threshold)}）"
|
||||
"""单日开仓次数：软提醒阈值 + 硬上限（三所实例共用）。"""
|
||||
from __future__ import annotations
|
||||
|
||||
import os
|
||||
from typing import Any, Optional
|
||||
|
||||
|
||||
def parse_daily_open_alert_threshold(raw: Any = None, *, default: int = 5) -> int:
|
||||
"""AI 克制提醒阈值；至少 1。"""
|
||||
try:
|
||||
v = int(raw if raw is not None and str(raw).strip() != "" else default)
|
||||
except (TypeError, ValueError):
|
||||
v = default
|
||||
return max(1, v)
|
||||
|
||||
|
||||
def parse_daily_open_hard_limit(raw: Any = None, *, default: int = 0) -> int:
|
||||
"""硬上限；0 表示不启用。至少 0。"""
|
||||
try:
|
||||
v = int(raw if raw is not None and str(raw).strip() != "" else default)
|
||||
except (TypeError, ValueError):
|
||||
v = default
|
||||
return max(0, v)
|
||||
|
||||
|
||||
def load_daily_open_limits_from_env(
|
||||
env: Optional[dict[str, str]] = None,
|
||||
) -> tuple[int, int]:
|
||||
"""从环境变量读取 (alert_threshold, hard_limit)。"""
|
||||
src = env if env is not None else os.environ
|
||||
alert = parse_daily_open_alert_threshold(src.get("DAILY_OPEN_ALERT_THRESHOLD"))
|
||||
hard = parse_daily_open_hard_limit(src.get("DAILY_OPEN_HARD_LIMIT"))
|
||||
return alert, hard
|
||||
|
||||
|
||||
def count_opens_for_trading_day(conn, trading_day: str) -> int:
|
||||
"""本交易日已成功写入 order_monitors 的开仓次数。"""
|
||||
td = (trading_day or "").strip()
|
||||
if not td:
|
||||
return 0
|
||||
row = conn.execute(
|
||||
"SELECT COUNT(*) FROM order_monitors WHERE session_date=?",
|
||||
(td,),
|
||||
).fetchone()
|
||||
return int(row[0] if row else 0)
|
||||
|
||||
|
||||
def daily_open_hard_limit_blocks(opens_today: int, hard_limit: int) -> bool:
|
||||
return int(hard_limit) > 0 and int(opens_today) >= int(hard_limit)
|
||||
|
||||
|
||||
def hard_limit_block_reason(opens_today: int, hard_limit: int, reset_hour: int) -> str:
|
||||
return (
|
||||
f"本交易日开仓次数已达上限（{int(opens_today)}/{int(hard_limit)}），"
|
||||
f"次日北京时间 {int(reset_hour)}:00 后恢复"
|
||||
)
|
||||
|
||||
|
||||
def check_daily_open_hard_limit(
|
||||
conn,
|
||||
trading_day: str,
|
||||
hard_limit: int,
|
||||
reset_hour: int,
|
||||
) -> tuple[bool, str, int]:
|
||||
"""返回 (允许继续开仓, 拒绝原因, 当日已开次数)。"""
|
||||
opens_today = count_opens_for_trading_day(conn, trading_day)
|
||||
if daily_open_hard_limit_blocks(opens_today, hard_limit):
|
||||
return False, hard_limit_block_reason(opens_today, hard_limit, reset_hour), opens_today
|
||||
return True, "", opens_today
|
||||
|
||||
|
||||
def can_trade_new_open(
|
||||
*,
|
||||
time_allows: bool,
|
||||
active_count: int,
|
||||
max_active_positions: int,
|
||||
opens_today: int,
|
||||
hard_limit: int,
|
||||
extra_blocks: bool = False,
|
||||
) -> bool:
|
||||
if extra_blocks:
|
||||
return False
|
||||
if not time_allows:
|
||||
return False
|
||||
if int(active_count) >= int(max_active_positions):
|
||||
return False
|
||||
if daily_open_hard_limit_blocks(opens_today, hard_limit):
|
||||
return False
|
||||
return True
|
||||
|
||||
|
||||
def should_send_daily_open_alert(before: int, after: int, alert_threshold: int) -> bool:
|
||||
return int(before) < int(alert_threshold) <= int(after)
|
||||
|
||||
|
||||
def build_daily_open_alert_prompt(
|
||||
trading_day: str,
|
||||
opens_after: int,
|
||||
alert_threshold: int,
|
||||
*,
|
||||
hard_limit: int = 0,
|
||||
detail_line: str = "",
|
||||
) -> str:
|
||||
hard_txt = (
|
||||
f"硬上限 {hard_limit} 次（已达后将禁止新开仓直至下一交易日）。"
|
||||
if int(hard_limit) > 0
|
||||
else "未配置单日硬上限。"
|
||||
)
|
||||
extra = f" {detail_line}" if detail_line else ""
|
||||
return (
|
||||
f"用户在北京时间交易日 {trading_day} 已累计开仓 {opens_after} 次"
|
||||
f"（AI 提醒阈值 {alert_threshold}；{hard_txt}）"
|
||||
f"{extra}"
|
||||
f"用户自述“上头了”。请给克制提醒。"
|
||||
)
|
||||
|
||||
|
||||
def format_daily_open_counter_line(
|
||||
opens_today: int,
|
||||
alert_threshold: int,
|
||||
hard_limit: int,
|
||||
) -> str:
|
||||
if int(hard_limit) > 0:
|
||||
return (
|
||||
f"📅 当日开仓次数：{int(opens_today)} / 硬上限 {int(hard_limit)} 次"
|
||||
f"（AI 提醒阈值 {int(alert_threshold)}）"
|
||||
)
|
||||
return (
|
||||
f"📅 当日开仓次数：{int(opens_today)} / AI 提醒阈值 {int(alert_threshold)} 次"
|
||||
)
|
||||
|
||||
|
||||
def format_daily_open_summary_short(
|
||||
opens_today: int,
|
||||
alert_threshold: int,
|
||||
hard_limit: int,
|
||||
) -> str:
|
||||
if int(hard_limit) > 0:
|
||||
return f"本交易日累计开仓：{int(opens_today)}（硬上限 {int(hard_limit)}，提醒 {int(alert_threshold)}）"
|
||||
return f"本交易日累计开仓：{int(opens_today)}（提醒阈值 {int(alert_threshold)}）"
|
||||
|
||||
+136
-136
@@ -1,136 +1,136 @@
|
||||
"""
|
||||
四所共用：计仓模式 risk（以损定仓）| full_margin（全仓杠杆）。
|
||||
仅 env POSITION_SIZING_MODE 切换；须无持仓（由部署流程保证）。
|
||||
"""
|
||||
from __future__ import annotations
|
||||
|
||||
import os
|
||||
from typing import Any, Optional, Tuple
|
||||
|
||||
MODE_RISK = "risk"
|
||||
MODE_FULL_MARGIN = "full_margin"
|
||||
VALID_MODES = frozenset({MODE_RISK, MODE_FULL_MARGIN})
|
||||
|
||||
OPEN_SOURCE_MANUAL = "manual"
|
||||
OPEN_SOURCE_KEY_AUTO = "key_auto"
|
||||
OPEN_SOURCE_KEY_FIB = "key_fib"
|
||||
OPEN_SOURCE_KEY_TRIGGER = "key_trigger"
|
||||
OPEN_SOURCE_TREND = "trend"
|
||||
OPEN_SOURCE_ROLL = "roll"
|
||||
|
||||
FULL_MARGIN_BLOCKED_SOURCES = frozenset(
|
||||
{OPEN_SOURCE_KEY_AUTO, OPEN_SOURCE_KEY_FIB, OPEN_SOURCE_TREND, OPEN_SOURCE_ROLL}
|
||||
)
|
||||
|
||||
|
||||
def normalize_position_sizing_mode(raw: Optional[str]) -> str:
|
||||
v = (raw or MODE_RISK).strip().lower()
|
||||
if v in ("full", "full_margin", "fullmargin", "全仓", "全仓杠杆"):
|
||||
return MODE_FULL_MARGIN
|
||||
return MODE_RISK if v in ("risk", "r", "以损定仓", "") else MODE_RISK
|
||||
|
||||
|
||||
def load_position_sizing_mode(env: Optional[dict] = None) -> str:
|
||||
e = env if env is not None else os.environ
|
||||
return normalize_position_sizing_mode(e.get("POSITION_SIZING_MODE"))
|
||||
|
||||
|
||||
def is_full_margin_mode(mode: str) -> bool:
|
||||
return normalize_position_sizing_mode(mode) == MODE_FULL_MARGIN
|
||||
|
||||
|
||||
def mode_label_zh(mode: str) -> str:
|
||||
return "全仓杠杆" if is_full_margin_mode(mode) else "以损定仓"
|
||||
|
||||
|
||||
def leverage_for_full_margin(symbol: str, btc_leverage: int, alt_leverage: int) -> int:
|
||||
sym = (symbol or "").strip().upper()
|
||||
if sym.startswith("BTC") or sym.startswith("ETH"):
|
||||
return max(1, int(btc_leverage or 10))
|
||||
return max(1, int(alt_leverage or 5))
|
||||
|
||||
|
||||
def round_funds(value: float, decimals: int = 2) -> float:
|
||||
return round(float(value), int(decimals))
|
||||
|
||||
|
||||
def risk_percent_for_storage(mode: str, risk_percent: float) -> Optional[float]:
|
||||
"""全仓杠杆：库内不写风险百分比（仅 risk_amount U）。"""
|
||||
if is_full_margin_mode(mode):
|
||||
return None
|
||||
return risk_percent
|
||||
|
||||
|
||||
def format_risk_display_text(
|
||||
mode: str,
|
||||
risk_percent: Optional[float],
|
||||
risk_amount: Optional[float],
|
||||
*,
|
||||
decimals: int = 2,
|
||||
) -> str:
|
||||
"""持仓/通知「风险」文案：全仓仅 U；以损定仓为 %≈U。"""
|
||||
amt: Optional[float] = None
|
||||
if risk_amount is not None and risk_amount != "":
|
||||
try:
|
||||
amt = float(risk_amount)
|
||||
except (TypeError, ValueError):
|
||||
amt = None
|
||||
if is_full_margin_mode(mode):
|
||||
if amt is None:
|
||||
return "—"
|
||||
return f"{round_funds(amt, decimals)}U"
|
||||
pct: Optional[float] = None
|
||||
if risk_percent is not None and risk_percent != "":
|
||||
try:
|
||||
pct = float(risk_percent)
|
||||
except (TypeError, ValueError):
|
||||
pct = None
|
||||
pct_txt = f"{pct:g}" if pct is not None else "—"
|
||||
amt_txt = round_funds(amt, decimals) if amt is not None else "—"
|
||||
return f"{pct_txt}%≈{amt_txt}U"
|
||||
|
||||
|
||||
def assert_open_source_allowed(mode: str, source: str) -> Tuple[bool, str]:
|
||||
if not is_full_margin_mode(mode):
|
||||
return True, ""
|
||||
src = (source or "").strip().lower()
|
||||
if src in FULL_MARGIN_BLOCKED_SOURCES:
|
||||
return False, (
|
||||
"当前为全仓杠杆模式（POSITION_SIZING_MODE=full_margin），"
|
||||
"不允许关键位突破/斐波自动开仓、趋势回调与顺势加仓；"
|
||||
"仅支持实盘人工下单与阻力/支撑提醒。"
|
||||
)
|
||||
return True, ""
|
||||
|
||||
|
||||
def full_margin_requires_flat_position(active_count: int) -> Tuple[bool, str]:
|
||||
if active_count > 0:
|
||||
return False, "全仓杠杆模式仅允许单仓且无其它持仓，请先平仓后再开仓"
|
||||
return True, ""
|
||||
|
||||
|
||||
def compute_full_margin_sizing(
|
||||
*,
|
||||
symbol: str,
|
||||
available_usdt: float,
|
||||
capital_base: float,
|
||||
buffer_ratio: float,
|
||||
btc_leverage: int,
|
||||
alt_leverage: int,
|
||||
funds_decimals: int = 2,
|
||||
) -> Tuple[Optional[dict[str, Any]], Optional[str]]:
|
||||
if available_usdt is None or float(available_usdt) <= 0:
|
||||
return None, "全仓杠杆：无法读取合约账户可用保证金"
|
||||
lev = leverage_for_full_margin(symbol, btc_leverage, alt_leverage)
|
||||
margin = round_funds(float(available_usdt) * float(buffer_ratio), funds_decimals)
|
||||
if margin <= 0:
|
||||
return None, "全仓杠杆：可用保证金不足"
|
||||
notional = round_funds(margin * lev, funds_decimals)
|
||||
ratio = round(margin / float(capital_base) * 100, 2) if capital_base else 0.0
|
||||
return {
|
||||
"margin_capital": margin,
|
||||
"leverage": lev,
|
||||
"notional_value": notional,
|
||||
"position_ratio": ratio,
|
||||
"mode": MODE_FULL_MARGIN,
|
||||
}, None
|
||||
"""
|
||||
三所共用：计仓模式 risk（以损定仓）| full_margin（全仓杠杆）。
|
||||
仅 env POSITION_SIZING_MODE 切换；须无持仓（由部署流程保证）。
|
||||
"""
|
||||
from __future__ import annotations
|
||||
|
||||
import os
|
||||
from typing import Any, Optional, Tuple
|
||||
|
||||
MODE_RISK = "risk"
|
||||
MODE_FULL_MARGIN = "full_margin"
|
||||
VALID_MODES = frozenset({MODE_RISK, MODE_FULL_MARGIN})
|
||||
|
||||
OPEN_SOURCE_MANUAL = "manual"
|
||||
OPEN_SOURCE_KEY_AUTO = "key_auto"
|
||||
OPEN_SOURCE_KEY_FIB = "key_fib"
|
||||
OPEN_SOURCE_KEY_TRIGGER = "key_trigger"
|
||||
OPEN_SOURCE_TREND = "trend"
|
||||
OPEN_SOURCE_ROLL = "roll"
|
||||
|
||||
FULL_MARGIN_BLOCKED_SOURCES = frozenset(
|
||||
{OPEN_SOURCE_KEY_AUTO, OPEN_SOURCE_KEY_FIB, OPEN_SOURCE_TREND, OPEN_SOURCE_ROLL}
|
||||
)
|
||||
|
||||
|
||||
def normalize_position_sizing_mode(raw: Optional[str]) -> str:
|
||||
v = (raw or MODE_RISK).strip().lower()
|
||||
if v in ("full", "full_margin", "fullmargin", "全仓", "全仓杠杆"):
|
||||
return MODE_FULL_MARGIN
|
||||
return MODE_RISK if v in ("risk", "r", "以损定仓", "") else MODE_RISK
|
||||
|
||||
|
||||
def load_position_sizing_mode(env: Optional[dict] = None) -> str:
|
||||
e = env if env is not None else os.environ
|
||||
return normalize_position_sizing_mode(e.get("POSITION_SIZING_MODE"))
|
||||
|
||||
|
||||
def is_full_margin_mode(mode: str) -> bool:
|
||||
return normalize_position_sizing_mode(mode) == MODE_FULL_MARGIN
|
||||
|
||||
|
||||
def mode_label_zh(mode: str) -> str:
|
||||
return "全仓杠杆" if is_full_margin_mode(mode) else "以损定仓"
|
||||
|
||||
|
||||
def leverage_for_full_margin(symbol: str, btc_leverage: int, alt_leverage: int) -> int:
|
||||
sym = (symbol or "").strip().upper()
|
||||
if sym.startswith("BTC") or sym.startswith("ETH"):
|
||||
return max(1, int(btc_leverage or 10))
|
||||
return max(1, int(alt_leverage or 5))
|
||||
|
||||
|
||||
def round_funds(value: float, decimals: int = 2) -> float:
|
||||
return round(float(value), int(decimals))
|
||||
|
||||
|
||||
def risk_percent_for_storage(mode: str, risk_percent: float) -> Optional[float]:
|
||||
"""全仓杠杆：库内不写风险百分比（仅 risk_amount U）。"""
|
||||
if is_full_margin_mode(mode):
|
||||
return None
|
||||
return risk_percent
|
||||
|
||||
|
||||
def format_risk_display_text(
|
||||
mode: str,
|
||||
risk_percent: Optional[float],
|
||||
risk_amount: Optional[float],
|
||||
*,
|
||||
decimals: int = 2,
|
||||
) -> str:
|
||||
"""持仓/通知「风险」文案：全仓仅 U；以损定仓为 %≈U。"""
|
||||
amt: Optional[float] = None
|
||||
if risk_amount is not None and risk_amount != "":
|
||||
try:
|
||||
amt = float(risk_amount)
|
||||
except (TypeError, ValueError):
|
||||
amt = None
|
||||
if is_full_margin_mode(mode):
|
||||
if amt is None:
|
||||
return "—"
|
||||
return f"{round_funds(amt, decimals)}U"
|
||||
pct: Optional[float] = None
|
||||
if risk_percent is not None and risk_percent != "":
|
||||
try:
|
||||
pct = float(risk_percent)
|
||||
except (TypeError, ValueError):
|
||||
pct = None
|
||||
pct_txt = f"{pct:g}" if pct is not None else "—"
|
||||
amt_txt = round_funds(amt, decimals) if amt is not None else "—"
|
||||
return f"{pct_txt}%≈{amt_txt}U"
|
||||
|
||||
|
||||
def assert_open_source_allowed(mode: str, source: str) -> Tuple[bool, str]:
|
||||
if not is_full_margin_mode(mode):
|
||||
return True, ""
|
||||
src = (source or "").strip().lower()
|
||||
if src in FULL_MARGIN_BLOCKED_SOURCES:
|
||||
return False, (
|
||||
"当前为全仓杠杆模式（POSITION_SIZING_MODE=full_margin），"
|
||||
"不允许关键位突破/斐波自动开仓、趋势回调与顺势加仓；"
|
||||
"仅支持实盘人工下单与阻力/支撑提醒。"
|
||||
)
|
||||
return True, ""
|
||||
|
||||
|
||||
def full_margin_requires_flat_position(active_count: int) -> Tuple[bool, str]:
|
||||
if active_count > 0:
|
||||
return False, "全仓杠杆模式仅允许单仓且无其它持仓，请先平仓后再开仓"
|
||||
return True, ""
|
||||
|
||||
|
||||
def compute_full_margin_sizing(
|
||||
*,
|
||||
symbol: str,
|
||||
available_usdt: float,
|
||||
capital_base: float,
|
||||
buffer_ratio: float,
|
||||
btc_leverage: int,
|
||||
alt_leverage: int,
|
||||
funds_decimals: int = 2,
|
||||
) -> Tuple[Optional[dict[str, Any]], Optional[str]]:
|
||||
if available_usdt is None or float(available_usdt) <= 0:
|
||||
return None, "全仓杠杆：无法读取合约账户可用保证金"
|
||||
lev = leverage_for_full_margin(symbol, btc_leverage, alt_leverage)
|
||||
margin = round_funds(float(available_usdt) * float(buffer_ratio), funds_decimals)
|
||||
if margin <= 0:
|
||||
return None, "全仓杠杆：可用保证金不足"
|
||||
notional = round_funds(margin * lev, funds_decimals)
|
||||
ratio = round(margin / float(capital_base) * 100, 2) if capital_base else 0.0
|
||||
return {
|
||||
"margin_capital": margin,
|
||||
"leverage": lev,
|
||||
"notional_value": notional,
|
||||
"position_ratio": ratio,
|
||||
"mode": MODE_FULL_MARGIN,
|
||||
}, None
|
||||
|
||||
@@ -1,229 +1,229 @@
|
||||
"""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）。"""
|
||||
from __future__ import annotations
|
||||
|
||||
from typing import Any, Callable, Optional
|
||||
|
||||
|
||||
def _coerce_ts_ms(raw: Any) -> int | None:
|
||||
if raw in (None, ""):
|
||||
return None
|
||||
try:
|
||||
v = int(raw)
|
||||
return v if v > 1_000_000_000_000 else v * 1000
|
||||
except (TypeError, ValueError):
|
||||
return None
|
||||
|
||||
|
||||
def quote_turnover_usdt_from_fill(trade: dict, *, contract_size: float = 1.0) -> float:
|
||||
"""单笔成交的报价币成交额（USDT 口径）。"""
|
||||
info = trade.get("info") or {}
|
||||
if not isinstance(info, dict):
|
||||
info = {}
|
||||
for key in ("quoteQty", "quote_qty", "fillNotionalUsd", "notional"):
|
||||
try:
|
||||
v = float(info.get(key) or 0)
|
||||
if v > 0:
|
||||
return abs(v)
|
||||
except (TypeError, ValueError):
|
||||
continue
|
||||
try:
|
||||
cost = float(trade.get("cost") or 0)
|
||||
if cost > 0:
|
||||
return abs(cost)
|
||||
except (TypeError, ValueError):
|
||||
pass
|
||||
try:
|
||||
price = float(trade.get("price") or 0)
|
||||
amount = float(trade.get("amount") or 0) * float(contract_size or 1.0)
|
||||
if price > 0 and amount > 0:
|
||||
return abs(price * amount)
|
||||
except (TypeError, ValueError):
|
||||
pass
|
||||
return 0.0
|
||||
|
||||
|
||||
def commission_usdt_from_fill(trade: dict) -> float:
|
||||
"""单笔成交手续费（正数表示成本）。"""
|
||||
fee = trade.get("fee")
|
||||
if isinstance(fee, dict):
|
||||
try:
|
||||
cost = float(fee.get("cost") or 0)
|
||||
except (TypeError, ValueError):
|
||||
cost = 0.0
|
||||
if cost != 0:
|
||||
cur = str(fee.get("currency") or "USDT").upper()
|
||||
if cur in ("USDT", "USD", "BUSD", "USDC"):
|
||||
return abs(cost)
|
||||
return abs(cost)
|
||||
info = trade.get("info") or {}
|
||||
if isinstance(info, dict):
|
||||
for key in ("fee", "commission", "fillFee"):
|
||||
try:
|
||||
v = float(info.get(key) or 0)
|
||||
if v != 0:
|
||||
return abs(v)
|
||||
except (TypeError, ValueError):
|
||||
continue
|
||||
return 0.0
|
||||
|
||||
|
||||
def aggregate_bilateral_stats(
|
||||
fills: list[dict],
|
||||
*,
|
||||
contract_size: float = 1.0,
|
||||
) -> dict[str, float] | None:
|
||||
"""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。"""
|
||||
if not fills:
|
||||
return None
|
||||
turnover = 0.0
|
||||
commission = 0.0
|
||||
for t in fills:
|
||||
turnover += quote_turnover_usdt_from_fill(t, contract_size=contract_size)
|
||||
commission += commission_usdt_from_fill(t)
|
||||
if turnover <= 0 and commission <= 0:
|
||||
return None
|
||||
return {
|
||||
"exchange_turnover_usdt": round(turnover, 4),
|
||||
"exchange_commission_usdt": round(commission, 4),
|
||||
}
|
||||
|
||||
|
||||
def filter_position_lifecycle_fills(
|
||||
trades: list[dict],
|
||||
direction: str,
|
||||
open_ms: int | None,
|
||||
close_ms: int | None,
|
||||
*,
|
||||
hedge_mode: bool = False,
|
||||
close_buffer_ms: int = 15 * 60 * 1000,
|
||||
) -> list[dict]:
|
||||
"""
|
||||
持仓生命周期内 fill：多=开买+平卖；空=开卖+平买。
|
||||
hedge_mode 时按 posSide 与 direction 过滤。
|
||||
"""
|
||||
direction = (direction or "long").strip().lower()
|
||||
open_side = "buy" if direction == "long" else "sell"
|
||||
close_side = "sell" if direction == "long" else "buy"
|
||||
allowed_sides = {open_side, close_side}
|
||||
upper = int(close_ms) + int(close_buffer_ms) if close_ms else None
|
||||
out: list[dict] = []
|
||||
for t in trades or []:
|
||||
side = (t.get("side") or "").lower()
|
||||
if side not in allowed_sides:
|
||||
continue
|
||||
ts = _coerce_ts_ms(t.get("timestamp"))
|
||||
if ts is None:
|
||||
continue
|
||||
if open_ms and ts < int(open_ms) - 60_000:
|
||||
continue
|
||||
if upper and ts > upper:
|
||||
continue
|
||||
if hedge_mode:
|
||||
info = t.get("info") or {}
|
||||
if not isinstance(info, dict):
|
||||
info = {}
|
||||
pos_side = (info.get("posSide") or t.get("posSide") or "").lower()
|
||||
if pos_side in ("long", "short") and pos_side != direction:
|
||||
continue
|
||||
out.append(t)
|
||||
out.sort(key=lambda x: x.get("timestamp") or 0)
|
||||
return out
|
||||
|
||||
|
||||
def sum_binance_commission_income(entries: list[dict], trade_ids: set[str] | None) -> float | None:
|
||||
"""Binance income 流水中 COMMISSION 合计（负值取绝对值为成本）。"""
|
||||
if not entries:
|
||||
return None
|
||||
total = 0.0
|
||||
found = False
|
||||
for e in entries:
|
||||
it = (e.get("incomeType") or e.get("income_type") or "").strip()
|
||||
if it != "COMMISSION":
|
||||
continue
|
||||
if trade_ids:
|
||||
tid = str(e.get("tradeId") or e.get("trade_id") or "").strip()
|
||||
if tid and tid not in trade_ids:
|
||||
continue
|
||||
try:
|
||||
total += float(e.get("income") or 0)
|
||||
found = True
|
||||
except (TypeError, ValueError):
|
||||
continue
|
||||
if not found:
|
||||
return None
|
||||
return round(abs(total), 4)
|
||||
|
||||
|
||||
def trade_ids_from_fills(fills: list[dict]) -> set[str]:
|
||||
out: set[str] = set()
|
||||
for t in fills or []:
|
||||
info = t.get("info") or {}
|
||||
if not isinstance(info, dict):
|
||||
info = {}
|
||||
for key in ("id", "tradeId", "trade_id"):
|
||||
raw = t.get(key) if key in t else info.get(key)
|
||||
if raw is not None and str(raw).strip():
|
||||
out.add(str(raw).strip())
|
||||
break
|
||||
return out
|
||||
|
||||
|
||||
def merge_commission_prefer_income(
|
||||
fill_commission: float,
|
||||
income_commission: float | None,
|
||||
) -> float:
|
||||
if income_commission is not None and income_commission > 0:
|
||||
return round(income_commission, 4)
|
||||
return round(max(fill_commission, 0.0), 4)
|
||||
|
||||
|
||||
def update_trade_record_stats_columns(
|
||||
conn: Any,
|
||||
trade_id: int,
|
||||
turnover_usdt: float | None,
|
||||
commission_usdt: float | None,
|
||||
) -> None:
|
||||
if turnover_usdt is None and commission_usdt is None:
|
||||
return
|
||||
conn.execute(
|
||||
"""
|
||||
UPDATE trade_records
|
||||
SET exchange_turnover_usdt = COALESCE(?, exchange_turnover_usdt),
|
||||
exchange_commission_usdt = COALESCE(?, exchange_commission_usdt)
|
||||
WHERE id = ?
|
||||
""",
|
||||
(turnover_usdt, commission_usdt, int(trade_id)),
|
||||
)
|
||||
|
||||
|
||||
def attach_exchange_stats_to_trade(
|
||||
conn: Any,
|
||||
trade_id: int,
|
||||
*,
|
||||
fetch_fills: Callable[[], list[dict]],
|
||||
contract_size: float = 1.0,
|
||||
income_commission: float | None = None,
|
||||
) -> dict[str, float] | None:
|
||||
"""拉 fill 并写库；仅在新单平仓路径调用。"""
|
||||
try:
|
||||
fills = fetch_fills() or []
|
||||
except Exception:
|
||||
fills = []
|
||||
stats = aggregate_bilateral_stats(fills, contract_size=contract_size)
|
||||
if not stats and income_commission is None:
|
||||
return None
|
||||
turnover = stats.get("exchange_turnover_usdt") if stats else None
|
||||
fill_comm = float(stats.get("exchange_commission_usdt") or 0) if stats else 0.0
|
||||
commission = merge_commission_prefer_income(fill_comm, income_commission)
|
||||
update_trade_record_stats_columns(
|
||||
conn,
|
||||
trade_id,
|
||||
turnover,
|
||||
commission if commission > 0 else None,
|
||||
)
|
||||
out = {}
|
||||
if turnover is not None:
|
||||
out["exchange_turnover_usdt"] = turnover
|
||||
if commission > 0:
|
||||
out["exchange_commission_usdt"] = commission
|
||||
return out or None
|
||||
"""平仓交易：交易所口径双边成交额与手续费（三所共用聚合逻辑）。"""
|
||||
from __future__ import annotations
|
||||
|
||||
from typing import Any, Callable, Optional
|
||||
|
||||
|
||||
def _coerce_ts_ms(raw: Any) -> int | None:
|
||||
if raw in (None, ""):
|
||||
return None
|
||||
try:
|
||||
v = int(raw)
|
||||
return v if v > 1_000_000_000_000 else v * 1000
|
||||
except (TypeError, ValueError):
|
||||
return None
|
||||
|
||||
|
||||
def quote_turnover_usdt_from_fill(trade: dict, *, contract_size: float = 1.0) -> float:
|
||||
"""单笔成交的报价币成交额（USDT 口径）。"""
|
||||
info = trade.get("info") or {}
|
||||
if not isinstance(info, dict):
|
||||
info = {}
|
||||
for key in ("quoteQty", "quote_qty", "fillNotionalUsd", "notional"):
|
||||
try:
|
||||
v = float(info.get(key) or 0)
|
||||
if v > 0:
|
||||
return abs(v)
|
||||
except (TypeError, ValueError):
|
||||
continue
|
||||
try:
|
||||
cost = float(trade.get("cost") or 0)
|
||||
if cost > 0:
|
||||
return abs(cost)
|
||||
except (TypeError, ValueError):
|
||||
pass
|
||||
try:
|
||||
price = float(trade.get("price") or 0)
|
||||
amount = float(trade.get("amount") or 0) * float(contract_size or 1.0)
|
||||
if price > 0 and amount > 0:
|
||||
return abs(price * amount)
|
||||
except (TypeError, ValueError):
|
||||
pass
|
||||
return 0.0
|
||||
|
||||
|
||||
def commission_usdt_from_fill(trade: dict) -> float:
|
||||
"""单笔成交手续费（正数表示成本）。"""
|
||||
fee = trade.get("fee")
|
||||
if isinstance(fee, dict):
|
||||
try:
|
||||
cost = float(fee.get("cost") or 0)
|
||||
except (TypeError, ValueError):
|
||||
cost = 0.0
|
||||
if cost != 0:
|
||||
cur = str(fee.get("currency") or "USDT").upper()
|
||||
if cur in ("USDT", "USD", "BUSD", "USDC"):
|
||||
return abs(cost)
|
||||
return abs(cost)
|
||||
info = trade.get("info") or {}
|
||||
if isinstance(info, dict):
|
||||
for key in ("fee", "commission", "fillFee"):
|
||||
try:
|
||||
v = float(info.get(key) or 0)
|
||||
if v != 0:
|
||||
return abs(v)
|
||||
except (TypeError, ValueError):
|
||||
continue
|
||||
return 0.0
|
||||
|
||||
|
||||
def aggregate_bilateral_stats(
|
||||
fills: list[dict],
|
||||
*,
|
||||
contract_size: float = 1.0,
|
||||
) -> dict[str, float] | None:
|
||||
"""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。"""
|
||||
if not fills:
|
||||
return None
|
||||
turnover = 0.0
|
||||
commission = 0.0
|
||||
for t in fills:
|
||||
turnover += quote_turnover_usdt_from_fill(t, contract_size=contract_size)
|
||||
commission += commission_usdt_from_fill(t)
|
||||
if turnover <= 0 and commission <= 0:
|
||||
return None
|
||||
return {
|
||||
"exchange_turnover_usdt": round(turnover, 4),
|
||||
"exchange_commission_usdt": round(commission, 4),
|
||||
}
|
||||
|
||||
|
||||
def filter_position_lifecycle_fills(
|
||||
trades: list[dict],
|
||||
direction: str,
|
||||
open_ms: int | None,
|
||||
close_ms: int | None,
|
||||
*,
|
||||
hedge_mode: bool = False,
|
||||
close_buffer_ms: int = 15 * 60 * 1000,
|
||||
) -> list[dict]:
|
||||
"""
|
||||
持仓生命周期内 fill：多=开买+平卖；空=开卖+平买。
|
||||
hedge_mode 时按 posSide 与 direction 过滤。
|
||||
"""
|
||||
direction = (direction or "long").strip().lower()
|
||||
open_side = "buy" if direction == "long" else "sell"
|
||||
close_side = "sell" if direction == "long" else "buy"
|
||||
allowed_sides = {open_side, close_side}
|
||||
upper = int(close_ms) + int(close_buffer_ms) if close_ms else None
|
||||
out: list[dict] = []
|
||||
for t in trades or []:
|
||||
side = (t.get("side") or "").lower()
|
||||
if side not in allowed_sides:
|
||||
continue
|
||||
ts = _coerce_ts_ms(t.get("timestamp"))
|
||||
if ts is None:
|
||||
continue
|
||||
if open_ms and ts < int(open_ms) - 60_000:
|
||||
continue
|
||||
if upper and ts > upper:
|
||||
continue
|
||||
if hedge_mode:
|
||||
info = t.get("info") or {}
|
||||
if not isinstance(info, dict):
|
||||
info = {}
|
||||
pos_side = (info.get("posSide") or t.get("posSide") or "").lower()
|
||||
if pos_side in ("long", "short") and pos_side != direction:
|
||||
continue
|
||||
out.append(t)
|
||||
out.sort(key=lambda x: x.get("timestamp") or 0)
|
||||
return out
|
||||
|
||||
|
||||
def sum_binance_commission_income(entries: list[dict], trade_ids: set[str] | None) -> float | None:
|
||||
"""Binance income 流水中 COMMISSION 合计（负值取绝对值为成本）。"""
|
||||
if not entries:
|
||||
return None
|
||||
total = 0.0
|
||||
found = False
|
||||
for e in entries:
|
||||
it = (e.get("incomeType") or e.get("income_type") or "").strip()
|
||||
if it != "COMMISSION":
|
||||
continue
|
||||
if trade_ids:
|
||||
tid = str(e.get("tradeId") or e.get("trade_id") or "").strip()
|
||||
if tid and tid not in trade_ids:
|
||||
continue
|
||||
try:
|
||||
total += float(e.get("income") or 0)
|
||||
found = True
|
||||
except (TypeError, ValueError):
|
||||
continue
|
||||
if not found:
|
||||
return None
|
||||
return round(abs(total), 4)
|
||||
|
||||
|
||||
def trade_ids_from_fills(fills: list[dict]) -> set[str]:
|
||||
out: set[str] = set()
|
||||
for t in fills or []:
|
||||
info = t.get("info") or {}
|
||||
if not isinstance(info, dict):
|
||||
info = {}
|
||||
for key in ("id", "tradeId", "trade_id"):
|
||||
raw = t.get(key) if key in t else info.get(key)
|
||||
if raw is not None and str(raw).strip():
|
||||
out.add(str(raw).strip())
|
||||
break
|
||||
return out
|
||||
|
||||
|
||||
def merge_commission_prefer_income(
|
||||
fill_commission: float,
|
||||
income_commission: float | None,
|
||||
) -> float:
|
||||
if income_commission is not None and income_commission > 0:
|
||||
return round(income_commission, 4)
|
||||
return round(max(fill_commission, 0.0), 4)
|
||||
|
||||
|
||||
def update_trade_record_stats_columns(
|
||||
conn: Any,
|
||||
trade_id: int,
|
||||
turnover_usdt: float | None,
|
||||
commission_usdt: float | None,
|
||||
) -> None:
|
||||
if turnover_usdt is None and commission_usdt is None:
|
||||
return
|
||||
conn.execute(
|
||||
"""
|
||||
UPDATE trade_records
|
||||
SET exchange_turnover_usdt = COALESCE(?, exchange_turnover_usdt),
|
||||
exchange_commission_usdt = COALESCE(?, exchange_commission_usdt)
|
||||
WHERE id = ?
|
||||
""",
|
||||
(turnover_usdt, commission_usdt, int(trade_id)),
|
||||
)
|
||||
|
||||
|
||||
def attach_exchange_stats_to_trade(
|
||||
conn: Any,
|
||||
trade_id: int,
|
||||
*,
|
||||
fetch_fills: Callable[[], list[dict]],
|
||||
contract_size: float = 1.0,
|
||||
income_commission: float | None = None,
|
||||
) -> dict[str, float] | None:
|
||||
"""拉 fill 并写库；仅在新单平仓路径调用。"""
|
||||
try:
|
||||
fills = fetch_fills() or []
|
||||
except Exception:
|
||||
fills = []
|
||||
stats = aggregate_bilateral_stats(fills, contract_size=contract_size)
|
||||
if not stats and income_commission is None:
|
||||
return None
|
||||
turnover = stats.get("exchange_turnover_usdt") if stats else None
|
||||
fill_comm = float(stats.get("exchange_commission_usdt") or 0) if stats else 0.0
|
||||
commission = merge_commission_prefer_income(fill_comm, income_commission)
|
||||
update_trade_record_stats_columns(
|
||||
conn,
|
||||
trade_id,
|
||||
turnover,
|
||||
commission if commission > 0 else None,
|
||||
)
|
||||
out = {}
|
||||
if turnover is not None:
|
||||
out["exchange_turnover_usdt"] = turnover
|
||||
if commission > 0:
|
||||
out["exchange_commission_usdt"] = commission
|
||||
return out or None
|
||||
|
||||
Reference in New Issue
Block a user