你的说明

This commit is contained in:
dekun
2026-05-23 16:29:20 +08:00
parent 4222b657cb
commit c66c9f01c5
13 changed files with 2366 additions and 477 deletions
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#!/usr/bin/env python3
"""One-shot: align crypto_monitor_okx with binance/gate patterns (OKX_* prefixes)."""
from __future__ import annotations
import re
import shutil
from pathlib import Path
ROOT = Path(__file__).resolve().parents[1]
OKX = ROOT / "crypto_monitor_okx"
BIN = ROOT / "crypto_monitor_binance"
GATE = ROOT / "crypto_monitor_gate"
def patch_app():
app_path = OKX / "app.py"
text = app_path.read_text(encoding="utf-8")
if "EXCHANGE_DISPLAY_NAME" not in text.split("OKX_POS_MODE")[0]:
text = text.replace(
'OKX_POS_MODE = os.getenv("OKX_POS_MODE", "hedge")\n',
'OKX_POS_MODE = os.getenv("OKX_POS_MODE", "hedge")\n'
'EXCHANGE_DISPLAY_NAME = (os.getenv("EXCHANGE_DISPLAY_NAME") or "OKX").strip() or "OKX"\n',
)
if "TRADING_DAY_RESET_OPEN_GUARD_ENABLED" not in text:
text = text.replace(
"TRADING_DAY_RESET_HOUR = int(os.getenv(\"TRADING_DAY_RESET_HOUR\", \"8\"))\nAPP_TIMEZONE",
'TRADING_DAY_RESET_HOUR = int(os.getenv("TRADING_DAY_RESET_HOUR", "8"))\n'
"TRADING_DAY_RESET_OPEN_GUARD_ENABLED = os.getenv(\n"
' "TRADING_DAY_RESET_OPEN_GUARD_ENABLED", "true"\n'
').lower() in ("1", "true", "yes", "on")\n'
"APP_TIMEZONE",
)
extra_env = """
MANUAL_MIN_PLANNED_RR = float(os.getenv("MANUAL_MIN_PLANNED_RR", "1.4"))
MAX_ACTIVE_POSITIONS = max(1, int(os.getenv("MAX_ACTIVE_POSITIONS", "1")))
KEY_VOLUME_MA_BARS = max(1, int(os.getenv("KEY_VOLUME_MA_BARS", "20")))
KEY_VOLUME_RATIO_MIN = float(os.getenv("KEY_VOLUME_RATIO_MIN", "1.3"))
KEY_BREAKOUT_AMP_MIN_PCT = float(os.getenv("KEY_BREAKOUT_AMP_MIN_PCT", "0.03"))
KEY_BREAKOUT_AMP_MAX_PCT = float(os.getenv("KEY_BREAKOUT_AMP_MAX_PCT", "0.5"))
KEY_CONFIRM_BREAKOUT_BAR = int(os.getenv("KEY_CONFIRM_BREAKOUT_BAR", "-2"))
KEY_CONFIRM_BAR = int(os.getenv("KEY_CONFIRM_BAR", "-1"))
"""
if "MANUAL_MIN_PLANNED_RR = float" not in text:
text = text.replace(
"KEY_DAILY_VOLUME_RANK_MAX = int(os.getenv(\"KEY_DAILY_VOLUME_RANK_MAX\", \"30\"))\n",
"KEY_DAILY_VOLUME_RANK_MAX = max(1, int(os.getenv(\"KEY_DAILY_VOLUME_RANK_MAX\", \"30\")))\n"
+ extra_env,
)
if "def format_funds_u" not in text:
text = text.replace(
"def format_hold_minutes(minutes):",
'''FUNDS_DECIMALS = 2
def format_funds_u(value):
if value in (None, ""):
return "-"
try:
return f"{float(value):.{FUNDS_DECIMALS}f}"
except (TypeError, ValueError):
return str(value)
def format_hold_minutes(minutes):''',
)
if "def trading_day_reset_allows_new_open" not in text:
text = text.replace(
"def precheck_risk(conn, symbol, direction):",
'''def trading_day_reset_allows_new_open(now):
if not TRADING_DAY_RESET_OPEN_GUARD_ENABLED:
return True
return now.hour >= TRADING_DAY_RESET_HOUR
def precheck_risk(conn, symbol, direction):''',
)
text = re.sub(
r"def precheck_risk\(conn, symbol, direction\):.*?return True, \"\"",
'''def precheck_risk(conn, symbol, direction):
now = app_now()
if not trading_day_reset_allows_new_open(now):
return False, f"北京时间 {TRADING_DAY_RESET_HOUR}:00 前不允许持仓"
active_count = get_active_position_count(conn)
if active_count >= MAX_ACTIVE_POSITIONS:
return False, f"已达最大持仓数({active_count}/{MAX_ACTIVE_POSITIONS}"
if direction not in ("long", "short"):
return False, "方向必须为 long 或 short"
if symbol.upper().startswith("BTC") or symbol.upper().startswith("ETH"):
expected = BTC_LEVERAGE
else:
expected = ALT_LEVERAGE
if expected <= 0:
return False, "杠杆配置异常"
return True, ""''',
text,
count=1,
flags=re.DOTALL,
)
# _key_hard_checks from gate
gate_text = (GATE / "app.py").read_text(encoding="utf-8")
m = re.search(r"def _key_hard_checks\(symbol.*?return out\n", gate_text, re.DOTALL)
if m:
kh = m.group(0).replace("normalize_exchange_symbol", "normalize_okx_symbol")
text = re.sub(r"def _key_hard_checks\(symbol.*?return out\n", kh, text, count=1, flags=re.DOTALL)
if "def exchange_private_api_configured" not in text:
insert = '''
def exchange_private_api_configured():
return bool(OKX_API_KEY and OKX_API_SECRET and OKX_API_PASSPHRASE)
def _position_row_effective_contracts(p):
info = p.get("info", {}) or {}
contracts = p.get("contracts")
if contracts is None:
raw_pos = info.get("pos")
try:
contracts = abs(float(raw_pos)) if raw_pos is not None else 0.0
except Exception:
contracts = 0.0
try:
return float(contracts)
except Exception:
return 0.0
def _position_matches_wanted_contract(exchange_symbol, position):
if not position:
return False
sym = position.get("symbol")
return sym == exchange_symbol
def _select_live_position_row(rows, exchange_symbol, direction, relax_hedge=False):
if not rows:
return None
candidates = []
for p in rows:
if not _position_matches_wanted_contract(exchange_symbol, p):
continue
info = p.get("info", {}) or {}
side = (p.get("side") or info.get("posSide") or "").lower()
contracts = _position_row_effective_contracts(p)
if contracts <= 0:
continue
if (not relax_hedge) and OKX_POS_MODE == "hedge":
if side and side != (direction or "").lower():
continue
candidates.append((contracts, p))
if not candidates and (not relax_hedge) and OKX_POS_MODE == "hedge":
return _select_live_position_row(rows, exchange_symbol, direction, relax_hedge=True)
if not candidates:
return None
candidates.sort(key=lambda x: x[0], reverse=True)
return candidates[0][1]
def parse_ccxt_position_metrics(position, order_leverage=None):
if not position:
return None
p = position
info = p.get("info", {}) or {}
initial = _coerce_float(p.get("collateral"), p.get("initialMargin"), p.get("margin"))
if initial is None or initial <= 0:
initial = _coerce_float(
info.get("margin"),
info.get("imr"),
info.get("initial_margin"),
)
notional = _coerce_float(p.get("notional"), p.get("notionalValue"))
if notional is None or notional <= 0:
notional = _coerce_float(info.get("notionalUsd"), info.get("notional"))
if notional is not None:
notional = abs(notional)
if (initial is None or initial <= 0) and notional and notional > 0 and order_leverage:
try:
lev = float(order_leverage)
if lev > 0:
approx = notional / lev
if approx > 0:
initial = approx
except (TypeError, ValueError):
pass
unrealized = _coerce_float(
p.get("unrealizedPnl"),
info.get("upl"),
info.get("unrealized_pnl"),
)
mark = _coerce_float(p.get("markPrice"), p.get("mark_price"), info.get("markPx"))
out = {}
if initial is not None and initial > 0:
out["initial_margin"] = round(initial, FUNDS_DECIMALS)
if notional is not None and notional > 0:
out["notional"] = round(notional, FUNDS_DECIMALS)
if unrealized is not None:
out["unrealized_pnl"] = round(unrealized, FUNDS_DECIMALS)
if mark is not None and mark > 0:
out["mark_price"] = round(mark, 8)
return out or None
def _resolve_tpsl_prices_for_manual(direction, live_price, sltp_mode, data):
sltp_mode = (sltp_mode or "price").strip().lower()
if sltp_mode == "pct":
sl_pct = float(data.get("sl_pct") or 0)
tp_pct = float(data.get("tp_pct") or 0)
if sl_pct <= 0 or tp_pct <= 0:
raise ValueError("百分比止盈止损须为正数")
sl_ratio = sl_pct / 100.0
tp_ratio = tp_pct / 100.0
entry = float(live_price)
if direction == "short":
stop_loss = entry * (1 + sl_ratio)
take_profit = entry * (1 - tp_ratio)
else:
stop_loss = entry * (1 - sl_ratio)
take_profit = entry * (1 + tp_ratio)
else:
stop_loss = float(data.get("sl") or data.get("stop_loss") or 0)
take_profit = float(data.get("tp") or data.get("take_profit") or data.get("tgt") or 0)
if stop_loss <= 0 or take_profit <= 0:
raise ValueError("止盈止损价格须大于 0")
return stop_loss, take_profit
def _okx_tpsl_slot_from_order(order, exchange_symbol):
info = order.get("info") or {}
oid = order.get("id") or info.get("algoId") or info.get("ordId")
trig = _coerce_float(
info.get("slTriggerPx"),
info.get("tpTriggerPx"),
order.get("stopLossPrice"),
order.get("takeProfitPrice"),
)
if trig is None:
return None
return {
"order_id": str(oid) if oid is not None else None,
"trigger_price": float(trig),
"trigger_display": format_price_for_symbol(
exchange_symbol.replace(":USDT", "").replace("/USDT:USDT", ""),
trig,
),
"type": str(order.get("type") or info.get("ordType") or ""),
}
def fetch_exchange_tpsl_slots(exchange_symbol, direction, plan_sl=None, plan_tp=None):
slots = {"sl": None, "tp": None}
if not exchange_symbol:
return slots
ok, _ = ensure_okx_live_ready()
if not ok:
return slots
try:
ensure_markets_loaded()
ambiguous = []
for order in exchange.fetch_open_orders(exchange_symbol) or []:
slot = _okx_tpsl_slot_from_order(order, exchange_symbol)
if not slot or not slot.get("order_id"):
continue
trig = slot.get("trigger_price")
if plan_sl is not None and plan_tp is not None:
try:
role = "sl" if abs(trig - float(plan_sl)) <= abs(trig - float(plan_tp)) else "tp"
except Exception:
role = None
elif plan_sl is not None:
role = "sl"
elif plan_tp is not None:
role = "tp"
else:
ambiguous.append(slot)
continue
if role in ("sl", "tp") and slots[role] is None:
slots[role] = slot
for slot in ambiguous:
trig = slot.get("trigger_price")
if trig is None:
continue
try:
plan_sl_f = float(plan_sl) if plan_sl is not None else None
plan_tp_f = float(plan_tp) if plan_tp is not None else None
except Exception:
plan_sl_f = plan_tp_f = None
if plan_sl_f is not None and plan_tp_f is not None:
role = "sl" if abs(trig - plan_sl_f) <= abs(trig - plan_tp_f) else "tp"
elif plan_sl_f is not None:
role = "sl"
elif plan_tp_f is not None:
role = "tp"
else:
continue
if slots[role] is None:
slots[role] = slot
except Exception:
pass
return slots
def cancel_okx_tpsl_slot(exchange_symbol, slot):
if not slot or not exchange_symbol:
return
oid = slot.get("order_id")
if not oid:
return
ensure_markets_loaded()
exchange.cancel_order(str(oid), exchange_symbol)
'''
text = text.replace(
"def replace_active_monitor_tpsl_on_exchange(order_row, stop_loss, take_profit):",
insert + "def replace_active_monitor_tpsl_on_exchange(order_row, stop_loss, take_profit):",
)
# render_main_page funding + template vars (gate style)
text = text.replace(
" funding_capital, trading_capital = get_exchange_capitals()\n"
" total_capital = round(funding_capital, 4) if funding_capital is not None else TOTAL_CAPITAL\n"
" current_capital = round(trading_capital, 4) if trading_capital is not None else round(local_current_capital, 4)\n",
" funding_capital, trading_capital = get_exchange_capitals()\n"
" funding_usdt = round(funding_capital, FUNDS_DECIMALS) if funding_capital is not None else None\n"
" current_capital = round(trading_capital, FUNDS_DECIMALS) if trading_capital is not None else round(local_current_capital, FUNDS_DECIMALS)\n",
)
text = text.replace(
" can_trade = now.hour >= TRADING_DAY_RESET_HOUR and active_count == 0\n"
" key_gate_rule_text = (\n"
' f"周期 {KLINE_TIMEFRAME}|量能/突破/二确门控见箱体与收敛规则|"\n',
" can_trade = trading_day_reset_allows_new_open(now) and active_count < MAX_ACTIVE_POSITIONS\n"
" key_gate_rule_text = (\n"
' f"周期 {KLINE_TIMEFRAME}|确认K:突破棒偏移 {KEY_CONFIRM_BREAKOUT_BAR}、确认棒偏移 {KEY_CONFIRM_BAR}"\n'
' f"量能:突破量 > 前{KEY_VOLUME_MA_BARS}均量×{KEY_VOLUME_RATIO_MIN}"\n',
)
text = text.replace(
' f"斐波:添加后立即挂限价 @ E,失效按标记价触达 H/L(未成交撤单)"\n',
' f"箱体/收敛可选 SL/TP 方案(标准 / 箱体1R·止盈1.5H / 趋势单+自填止盈)|移动保本默认关|"\n'
' f"斐波:限价 @ E(SL/TP 为 H/L),可选移动保本|趋势止损外侧 {KEY_TREND_STOP_OUTSIDE_PCT}%"\n',
)
text = text.replace(" total_capital=total_capital,\n", "")
text = text.replace(
" key_auto_min_planned_rr=KEY_AUTO_MIN_PLANNED_RR,\n **strategy_extra,",
" funds_fmt=format_funds_u,\n"
" exchange_display=EXCHANGE_DISPLAY_NAME,\n"
" max_active_positions=MAX_ACTIVE_POSITIONS,\n"
" manual_min_planned_rr=MANUAL_MIN_PLANNED_RR,\n"
" key_auto_min_planned_rr=KEY_AUTO_MIN_PLANNED_RR,\n"
" kline_timeframe=KLINE_TIMEFRAME,\n"
" funding_usdt=funding_usdt,\n"
" **strategy_extra,",
)
if '@app.route("/key_monitor")' not in text:
text = text.replace(
'@app.route("/trade")\n@login_required\ndef trade_page():',
'@app.route("/key_monitor")\n@login_required\ndef key_monitor_page():\n'
' return render_main_page("key_monitor")\n\n\n'
'@app.route("/trade")\n@login_required\ndef trade_page():',
)
# account_snapshot
text = re.sub(
r"@app\.route\(\"/api/account_snapshot\"\).*?return jsonify\(\{[^}]+\}\)",
'''@app.route("/api/account_snapshot")
@login_required
def api_account_snapshot():
now = app_now()
trading_day = get_trading_day(now)
conn = get_db()
session_row = ensure_session(conn, trading_day)
local_current_capital = float(session_row["current_capital"])
funding_capital, trading_capital = get_exchange_capitals(force=True)
funding_usdt = round(funding_capital, FUNDS_DECIMALS) if funding_capital is not None else None
current_capital = round(trading_capital, FUNDS_DECIMALS) if trading_capital is not None else round(local_current_capital, FUNDS_DECIMALS)
recommended_capital = get_recommended_capital(current_capital)
active_count = get_active_position_count(conn)
conn.close()
can_trade = trading_day_reset_allows_new_open(now) and active_count < MAX_ACTIVE_POSITIONS
available_trading_usdt = get_available_trading_usdt()
return jsonify({
"funding_usdt": funding_usdt,
"current_capital": current_capital,
"available_trading_usdt": round(available_trading_usdt, FUNDS_DECIMALS) if available_trading_usdt is not None else None,
"recommended_capital": recommended_capital,
"active_count": active_count,
"max_active_positions": MAX_ACTIVE_POSITIONS,
"can_trade": can_trade,
"manual_min_planned_rr": MANUAL_MIN_PLANNED_RR,
"trading_day": trading_day,
})''',
text,
count=1,
flags=re.DOTALL,
)
# api_price_snapshot from gate (OKX positions)
gate_ps = re.search(
r'@app\.route\("/api/price_snapshot"\).*?return jsonify\(\{[^}]+\}\)',
gate_text,
re.DOTALL,
)
if gate_ps:
ps = gate_ps.group(0)
ps = ps.replace("exchange_private_api_configured()", "exchange_private_api_configured()")
ps = ps.replace(
'all_swap_positions = exchange.fetch_positions(None, {"settle": "usdt"}) or []',
'all_swap_positions = exchange.fetch_positions(None, {"instType": OKX_POSITION_INST_TYPE}) or []',
)
ps = ps.replace("fetch_exchange_tpsl_slots(", "fetch_exchange_tpsl_slots(")
ps = ps.replace("cancel_gate_tpsl_slot", "cancel_okx_tpsl_slot")
ps = ps.replace("ensure_exchange_live_ready", "ensure_okx_live_ready")
text = re.sub(
r'@app\.route\("/api/price_snapshot"\).*?return jsonify\(\{[^}]+\}\)',
ps,
text,
count=1,
flags=re.DOTALL,
)
# cancel/place tpsl routes
if 'api_order_cancel_tpsl' not in text:
bin_text = (BIN / "app.py").read_text(encoding="utf-8")
m = re.search(
r'@app\.route\("/api/order/<int:order_id>/cancel_tpsl".*?exchange_tpsl": slots,\s*\}\s*\)',
bin_text,
re.DOTALL,
)
if m:
block = m.group(0)
block = block.replace("ensure_exchange_live_ready", "ensure_okx_live_ready")
block = block.replace("cancel_binance_tpsl_slot", "cancel_okx_tpsl_slot")
block = block.replace(
'fetch_exchange_tpsl_slots(ex_sym, row["direction"])',
'fetch_exchange_tpsl_slots(ex_sym, row["direction"], plan_sl=row["stop_loss"], plan_tp=row["take_profit"])',
)
block = block.replace(
'fetch_exchange_tpsl_slots(ex_sym, direction)',
'fetch_exchange_tpsl_slots(ex_sym, direction, plan_sl=stop_loss, plan_tp=take_profit)',
)
text = text.replace(
'@app.route("/add_key", methods=["POST"])',
block + '\n\n@app.route("/add_key", methods=["POST"])',
)
# add_order RR + redirects
if "planned_rr_manual" not in text:
text = text.replace(
" if stop_loss <= 0 or take_profit <= 0:\n"
" conn.close()\n"
" flash(\"价格参数必须大于0\")\n"
" return redirect(\"/\")\n"
" risk_fraction = calc_risk_fraction",
" if stop_loss <= 0 or take_profit <= 0:\n"
" conn.close()\n"
" flash(\"价格参数必须大于0\")\n"
" return redirect(\"/trade\")\n"
" planned_rr_manual = calc_rr_ratio(direction, live_price, stop_loss, take_profit)\n"
" if planned_rr_manual is None or planned_rr_manual < MANUAL_MIN_PLANNED_RR:\n"
" conn.close()\n"
" rr_txt = f\"{planned_rr_manual:.4f}\" if planned_rr_manual is not None else \"无法计算\"\n"
" flash(f\"风控拒绝下单:计划盈亏比 {rr_txt}:1 低于最低要求 {MANUAL_MIN_PLANNED_RR}:1\")\n"
" return redirect(\"/trade\")\n"
" risk_fraction = calc_risk_fraction",
)
text = text.replace(
'if get_active_position_count(conn) > 0:\n'
' conn.close()\n'
' flash("当前已有持仓:无法添加「箱体突破 / 收敛突破」(请先平仓或使用阻力/支撑/斐波类型)")',
'occupied = get_active_position_count(conn)\n'
' if occupied >= MAX_ACTIVE_POSITIONS:\n'
' conn.close()\n'
' flash(\n'
' f"当前持仓已达上限({occupied}/{MAX_ACTIVE_POSITIONS}):无法添加「箱体突破 / 收敛突破」。"\n'
' "请先平仓或使用阻力/支撑/斐波类型"\n'
' )',
)
# add_key → /key_monitor (success paths in add_key only)
text = text.replace(
'def add_key():\n d = request.form\n symbol = normalize_symbol_input(d.get("symbol"))\n if not symbol:\n flash("symbol 不能为空")\n return redirect("/")',
'def add_key():\n d = request.form\n symbol = normalize_symbol_input(d.get("symbol"))\n if not symbol:\n flash("symbol 不能为空")\n return redirect("/key_monitor")',
)
text = re.sub(
r'(def add_key\(\):.*?)(return redirect\("/"\))',
lambda m: m.group(1) + 'return redirect("/key_monitor")',
text,
count=0,
flags=re.DOTALL,
)
text = text.replace(
'if "一次只能持有一个仓位" in reason:',
'if "已达最大持仓数" in reason or "一次只能持有一个仓位" in reason:',
)
app_path.write_text(text, encoding="utf-8")
print("patched", app_path)
def copy_templates():
src = BIN / "templates" / "index.html"
dst = OKX / "templates" / "index.html"
shutil.copy2(src, dst)
print("copied", dst)
def copy_env_example():
bin_env = (BIN / ".env.example").read_text(encoding="utf-8")
okx_path = OKX / ".env.example"
okx = okx_path.read_text(encoding="utf-8")
# inject binance-style blocks if missing
for marker, block in [
(
"TRADING_DAY_RESET_OPEN_GUARD",
"\nTRADING_DAY_RESET_OPEN_GUARD_ENABLED=true\n",
),
("MAX_ACTIVE_POSITIONS", "\nMAX_ACTIVE_POSITIONS=1\nMANUAL_MIN_PLANNED_RR=1.4\n"),
("KEY_CONFIRM_BREAKOUT_BAR", "\nKEY_CONFIRM_BREAKOUT_BAR=-2\nKEY_CONFIRM_BAR=-1\nKEY_VOLUME_MA_BARS=20\nKEY_VOLUME_RATIO_MIN=1.3\nKEY_BREAKOUT_AMP_MIN_PCT=0.03\nKEY_BREAKOUT_AMP_MAX_PCT=0.5\n"),
("EXCHANGE_DISPLAY_NAME", "\nEXCHANGE_DISPLAY_NAME=OKX\nOKX_ACCOUNT_LABEL=\n"),
("BACKUP_ROOT", "\nBACKUP_ROOT=/root/backups\nBACKUP_RETENTION_DAYS=30\nBACKUP_INSTANCE=crypto_monitor_okx\n"),
]:
if marker not in okx:
okx += block
if "TOTAL_CAPITAL=100" in okx and "# TOTAL_CAPITAL" not in okx:
okx = okx.replace("TOTAL_CAPITAL=100", "# TOTAL_CAPITAL=100 # 已弃用,资金展示读交易所")
okx_path.write_text(okx, encoding="utf-8")
print("updated .env.example")
def copy_scripts_docs():
for name in ("backup_data.sh", "install_backup_cron.sh"):
s = BIN / "scripts" / name
d = OKX / "scripts" / name
if s.is_file():
d.parent.mkdir(parents=True, exist_ok=True)
content = s.read_text(encoding="utf-8").replace("crypto_monitor_binance", "crypto_monitor_okx")
content = content.replace("BINANCE", "OKX")
d.write_text(content, encoding="utf-8")
v = BIN / "scripts" / "verify_binance_funding.py"
if v.is_file():
t = v.read_text(encoding="utf-8")
t = t.replace("binance", "okx").replace("BINANCE", "OKX").replace("verify_binance", "verify_okx")
(OKX / "scripts" / "verify_okx_funding.py").write_text(t, encoding="utf-8")
doc = BIN / "关键位自动下单说明.md"
if doc.is_file() and not (OKX / "关键位自动下单说明.md").exists():
shutil.copy2(doc, OKX / "关键位自动下单说明.md")
eco = OKX / "ecosystem.config.cjs"
if eco.is_file():
t = eco.read_text(encoding="utf-8").replace("GATE_SOCKS_PROXY", "OKX_SOCKS_PROXY")
eco.write_text(t, encoding="utf-8")
if __name__ == "__main__":
copy_templates()
patch_app()
copy_env_example()
copy_scripts_docs()
print("done")