Park partial hedge plans for manual leg complete instead of auto-close.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-19 09:06:22 +08:00
parent e11c13747a
commit d74d0aeae0
10 changed files with 540 additions and 64 deletions
+183 -40
View File
@@ -2,7 +2,7 @@
from __future__ import annotations
import os
from typing import Any
from typing import Any, Optional
from flask import Flask, jsonify, request
from jinja2 import ChoiceLoader, FileSystemLoader
@@ -223,6 +223,18 @@ def _maybe_start_monitor(cfg: dict[str, Any]) -> None:
cfg["hedge_monitor_thread"] = t
def _start_body_json(body: dict[str, Any], missing_leg: Optional[str] = None) -> str:
import json
try:
return json.dumps(
{"start_body": body, "missing_leg": missing_leg},
ensure_ascii=False,
)[:8000]
except Exception:
return ""
def _persist_po(cfg: dict[str, Any], result: dict[str, Any], body: dict[str, Any]) -> int:
from lib.hedge_plan.hedge_plan_db import (
get_plan,
@@ -236,25 +248,36 @@ def _persist_po(cfg: dict[str, Any], result: dict[str, Any], body: dict[str, Any
conn = cfg["get_db"]()
try:
init_hedge_plan_tables(conn)
is_partial = bool(result.get("partial"))
missing = str(result.get("missing_leg") or "") if is_partial else ""
opt = result.get("option") or {}
perp = result.get("perp") or {}
premium = float(opt.get("premium") or 0)
if is_partial:
opt_ok = missing != "option_hedge" and bool(result.get("option"))
perp_ok = missing != "perp" and bool(result.get("perp"))
else:
opt_ok = True
perp_ok = True
premium = float((opt or {}).get("premium") or 0) if opt_ok else 0.0
plan_id = insert_plan(
conn,
{
"plan_type": "perp_options",
"status": "active",
"status": "partial" if is_partial else "active",
"underlying": str(body.get("underlying") or "ETH").upper(),
"direction": str(body.get("direction") or "long"),
"entry_mark": float(body.get("entry") or 0),
"tp": float(body.get("tp") or 0),
"sl": float(body.get("sl") or 0),
"sizing_mode_at_open": load_position_sizing_mode(),
"perp_size": float(perp.get("contracts") or body.get("contracts") or 0),
"perp_size": float((perp or {}).get("contracts") or body.get("contracts") or 0),
"margin": body.get("margin"),
"leverage": float(body.get("leverage") or 10),
"premium_total": premium,
"preview_json": _start_body_json(body, missing or None),
"close_reason": "partial_fail" if is_partial else None,
"opened_at": result.get("opened_at"),
"note": (result.get("msg") or "")[:500] if is_partial else None,
},
)
insert_leg(
@@ -264,11 +287,11 @@ def _persist_po(cfg: dict[str, Any], result: dict[str, Any], body: dict[str, Any
"leg_role": "perp",
"symbol": str(body.get("exchange_symbol") or ""),
"side": str(body.get("direction") or "long"),
"size": float(perp.get("contracts") or body.get("contracts") or 0),
"avg_open": float(body.get("entry") or 0),
"status": "open",
"exchange_ord_id": str(perp.get("exchange_ord_id") or ""),
"opened_at": result.get("opened_at"),
"size": float((perp or {}).get("contracts") or body.get("contracts") or 0),
"avg_open": float(body.get("entry") or 0) if perp_ok else None,
"status": "open" if perp_ok else "pending",
"exchange_ord_id": str((perp or {}).get("exchange_ord_id") or ""),
"opened_at": result.get("opened_at") if perp_ok else None,
},
)
insert_leg(
@@ -276,24 +299,25 @@ def _persist_po(cfg: dict[str, Any], result: dict[str, Any], body: dict[str, Any
{
"plan_id": plan_id,
"leg_role": "option_hedge",
"inst_id": str(opt.get("inst_id") or body.get("opt_inst_id") or ""),
"opt_type": str(opt.get("opt_type") or body.get("opt_type") or ""),
"strike": opt.get("strike") or body.get("strike"),
"inst_id": str((opt or {}).get("inst_id") or body.get("opt_inst_id") or ""),
"opt_type": str((opt or {}).get("opt_type") or body.get("opt_type") or ""),
"strike": (opt or {}).get("strike") or body.get("strike"),
"side": "buy",
"size": float(opt.get("sheets") or body.get("sheets") or 1),
"avg_open": float(opt.get("ask") or 0),
"premium": premium,
"status": "open",
"exchange_ord_id": str(opt.get("exchange_ord_id") or ""),
"opened_at": result.get("opened_at"),
"size": float((opt or {}).get("sheets") or body.get("sheets") or 1),
"avg_open": float((opt or {}).get("ask") or 0) if opt_ok else None,
"premium": premium if opt_ok else 0,
"status": "open" if opt_ok else "pending",
"exchange_ord_id": str((opt or {}).get("exchange_ord_id") or ""),
"opened_at": result.get("opened_at") if opt_ok else None,
},
)
conn.commit()
plan = get_plan(conn, plan_id)
legs = get_plan_legs(conn, plan_id)
if plan:
notify_plan_start(cfg, conn, plan, legs)
conn.commit()
if not is_partial:
plan = get_plan(conn, plan_id)
legs = get_plan_legs(conn, plan_id)
if plan:
notify_plan_start(cfg, conn, plan, legs)
conn.commit()
return plan_id
finally:
conn.close()
@@ -312,14 +336,20 @@ def _persist_oo(cfg: dict[str, Any], result: dict[str, Any], body: dict[str, Any
conn = cfg["get_db"]()
try:
init_hedge_plan_tables(conn)
is_partial = bool(result.get("partial"))
missing = str(result.get("missing_leg") or "") if is_partial else ""
a = result.get("leg_a") or {}
b = result.get("leg_b") or {}
premium = float(a.get("premium") or 0) + float(b.get("premium") or 0)
a_ok = True if not is_partial else bool(result.get("leg_a"))
b_ok = True if not is_partial else (missing != "option_b" and bool(result.get("leg_b")))
premium = (float(a.get("premium") or 0) if a_ok else 0.0) + (
float(b.get("premium") or 0) if b_ok else 0.0
)
plan_id = insert_plan(
conn,
{
"plan_type": "options_options",
"status": "active",
"status": "partial" if is_partial else "active",
"underlying": str(body.get("underlying") or "ETH").upper(),
"target_price": float(
body.get("target_price_up")
@@ -339,33 +369,40 @@ def _persist_oo(cfg: dict[str, Any], result: dict[str, Any], body: dict[str, Any
"sizing_mode_at_open": load_position_sizing_mode(),
"premium_total": premium,
"oo_close_mode": _normalize_oo_close_mode(body.get("oo_close_mode")),
"preview_json": _start_body_json(body, missing or None),
"close_reason": "partial_fail" if is_partial else None,
"opened_at": result.get("opened_at"),
"note": (result.get("msg") or "")[:500] if is_partial else None,
},
)
for role, res, src in (("option_a", a, body.get("leg_a") or {}), ("option_b", b, body.get("leg_b") or {})):
for role, res, src, ok in (
("option_a", a, body.get("leg_a") or {}, a_ok),
("option_b", b, body.get("leg_b") or {}, b_ok),
):
insert_leg(
conn,
{
"plan_id": plan_id,
"leg_role": role,
"inst_id": str(res.get("inst_id") or src.get("inst_id") or ""),
"opt_type": str(res.get("opt_type") or src.get("opt_type") or ""),
"strike": res.get("strike") or src.get("strike"),
"inst_id": str((res or {}).get("inst_id") or src.get("inst_id") or ""),
"opt_type": str((res or {}).get("opt_type") or src.get("opt_type") or ""),
"strike": (res or {}).get("strike") or src.get("strike"),
"side": "buy",
"size": float(res.get("sheets") or src.get("sheets") or 1),
"avg_open": float(res.get("ask") or 0),
"premium": float(res.get("premium") or 0),
"status": "open",
"exchange_ord_id": str(res.get("exchange_ord_id") or ""),
"opened_at": result.get("opened_at"),
"size": float((res or {}).get("sheets") or src.get("sheets") or 1),
"avg_open": float((res or {}).get("ask") or 0) if ok else None,
"premium": float((res or {}).get("premium") or 0) if ok else 0,
"status": "open" if ok else "pending",
"exchange_ord_id": str((res or {}).get("exchange_ord_id") or ""),
"opened_at": result.get("opened_at") if ok else None,
},
)
conn.commit()
plan = get_plan(conn, plan_id)
legs = get_plan_legs(conn, plan_id)
if plan:
notify_plan_start(cfg, conn, plan, legs)
conn.commit()
if not is_partial:
plan = get_plan(conn, plan_id)
legs = get_plan_legs(conn, plan_id)
if plan:
notify_plan_start(cfg, conn, plan, legs)
conn.commit()
return plan_id
finally:
conn.close()
@@ -537,6 +574,112 @@ def register_hedge_plan_routes(app: Flask, cfg: dict[str, Any]) -> None:
out["gates"] = gates
return jsonify(out), (200 if out.get("ok") else 400)
@app.route("/api/hedge-plan/<int:plan_id>/complete-leg", methods=["POST"])
@lr
def api_hedge_complete_leg(plan_id: int):
"""半腿待补:手动补开缺失腿,成功后升为 active."""
import json
from lib.hedge_plan.hedge_plan_db import (
get_plan,
get_plan_legs,
init_hedge_plan_tables,
update_leg,
update_plan,
)
from lib.hedge_plan.hedge_plan_notify_lib import notify_plan_start
from lib.hedge_plan.hedge_plan_orders_lib import execute_complete_missing_leg
body = request.get_json(silent=True) or {}
dry_run = bool(body.get("dry_run")) or _env_bool("HEDGE_PLAN_DRY_RUN", False)
conn = cfg["get_db"]()
try:
init_hedge_plan_tables(conn)
plan = get_plan(conn, plan_id)
if not plan:
return jsonify({"ok": False, "msg": "计划不存在"}), 404
if str(plan.get("status") or "") != "partial":
return jsonify({"ok": False, "msg": "仅半腿待补(partial)计划可补开"}), 400
legs = get_plan_legs(conn, plan_id)
start_body: dict[str, Any] = {}
try:
meta = json.loads(plan.get("preview_json") or "{}")
if isinstance(meta, dict):
start_body = dict(meta.get("start_body") or {})
except Exception:
start_body = {}
if not start_body:
return jsonify({"ok": False, "msg": "缺少开仓参数,无法补开"}), 400
# 允许请求体覆盖少量字段
for k in ("contracts", "leverage", "sheets", "tp", "sl"):
if body.get(k) not in (None, ""):
start_body[k] = body.get(k)
out = execute_complete_missing_leg(
cfg, plan, legs, start_body, dry_run=dry_run
)
if not out.get("ok"):
return jsonify(out), 400
if dry_run:
return jsonify(out)
fill = out.get("fill") or {}
leg_id = out.get("leg_id")
role = str(out.get("leg_role") or "")
opened_at = out.get("opened_at")
if leg_id:
if role == "perp":
update_leg(
conn,
int(leg_id),
status="open",
size=float(fill.get("contracts") or start_body.get("contracts") or 0),
avg_open=float(start_body.get("entry") or plan.get("entry_mark") or 0),
exchange_ord_id=str(fill.get("exchange_ord_id") or ""),
opened_at=opened_at,
)
update_plan(
conn,
plan_id,
status="active",
close_reason=None,
note=None,
perp_size=float(fill.get("contracts") or start_body.get("contracts") or 0),
)
else:
prem = float(fill.get("premium") or 0)
update_leg(
conn,
int(leg_id),
status="open",
size=float(fill.get("sheets") or start_body.get("sheets") or 1),
avg_open=float(fill.get("ask") or 0),
premium=prem,
exchange_ord_id=str(fill.get("exchange_ord_id") or ""),
opened_at=opened_at,
inst_id=str(fill.get("inst_id") or ""),
)
old_prem = float(plan.get("premium_total") or 0)
update_plan(
conn,
plan_id,
status="active",
close_reason=None,
note=None,
premium_total=old_prem + prem,
)
conn.commit()
plan2 = get_plan(conn, plan_id)
legs2 = get_plan_legs(conn, plan_id)
if plan2:
notify_plan_start(cfg, conn, plan2, legs2)
conn.commit()
out["plan_id"] = plan_id
out["status"] = "active"
out["plan"] = plan2
out["legs"] = legs2
return jsonify(out)
finally:
conn.close()
@app.route("/api/hedge-plan/list")
@lr
def api_hedge_list():