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修复币安交易记录

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dekun
2026-05-19 17:58:32 +08:00
parent 5a2e66c038
commit e4ea51d45c
3 changed files with 87 additions and 7 deletions
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crypto_monitor_binance/.env.example
+2
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@@ -75,6 +75,8 @@ BINANCE_TRIGGER_WORKING_TYPE=CONTRACT_PRICE
# EXCHANGE_DISPLAY_NAME=Binance
# 企业微信推送里展示的账户备注
# BINANCE_ACCOUNT_LABEL=binance实盘账户
# 盈亏同步口径：false=与 App「仓位历史-实现盈亏」一致（不含资金费）；true=含资金费等完整流水
# BINANCE_PNL_INCLUDE_FUNDING=false
# =============================================================================
# 关键位门控（页面「关键位监控」规则条与 _key_hard_checks 共用）
crypto_monitor_binance/app.py
+84 -6
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@@ -162,9 +162,16 @@ ORDER_MONITOR_TYPE_KEY_AUTO = "关键位监控"
KEY_MONITOR_AUTO_TYPES = frozenset({"箱体突破", "收敛突破"})
EXCHANGE_POSITION_SYNC_FROM_BJ = (os.getenv("EXCHANGE_POSITION_SYNC_FROM_BJ") or "").strip()
EXCHANGE_POSITION_HISTORY_LIMIT = max(50, min(1000, int(os.getenv("EXCHANGE_POSITION_HISTORY_LIMIT", "200"))))
# 与币安 App「仓位历史-实现盈亏」对齐：仅已实现盈亏 + 手续费（不含资金费）
BINANCE_APP_PNL_INCOME_TYPES = frozenset({"REALIZED_PNL", "COMMISSION"})
BINANCE_NET_INCOME_TYPES = frozenset(
{"REALIZED_PNL", "COMMISSION", "FUNDING_FEE", "INSURANCE_CLEAR", "INTERNAL_AUTO_CLOSE"}
)
BINANCE_PNL_INCLUDE_FUNDING = os.getenv("BINANCE_PNL_INCLUDE_FUNDING", "false").lower() in (
"1",
"true",
"yes",
)
_LAST_EXCHANGE_PNL_SYNC_AT = 0.0
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"
@@ -2086,6 +2093,48 @@ def _income_entry_trade_id(entry):
return ""
def calc_binance_realized_pnl_from_trades(trades):
"""
按 Binance 成交回报汇总：sum(realizedPnl) + 手续费（与 App「仓位历史-实现盈亏」一致）。
"""
if not trades:
return None
total = 0.0
has = False
for t in trades:
info = t.get("info") if isinstance(t.get("info"), dict) else {}
for src in (info, t):
if not isinstance(src, dict):
continue
for key in ("realizedPnl", "realized_pnl"):
v = src.get(key)
if v is None or str(v).strip() == "":
continue
try:
total += float(v)
has = True
except (TypeError, ValueError):
pass
fee = t.get("fee")
if isinstance(fee, dict) and fee.get("cost") is not None:
try:
total += float(fee["cost"])
has = True
except (TypeError, ValueError):
pass
comm = info.get("commission")
if comm is not None and str(comm).strip() != "":
try:
c = float(comm)
total -= c if c > 0 else -abs(c)
has = True
except (TypeError, ValueError):
pass
if not has:
return None
return round(total, FUNDS_DECIMALS)
def calc_pnl_from_closing_trades(direction, entry_price, trades, exchange_symbol=None):
"""按减仓成交数量×价差汇总盈亏（不含资金费；比单点标记价更接近交易所）。"""
try:
@@ -2173,6 +2222,9 @@ def resolve_trade_pnl_amount(
if net is not None:
return net, exit_price, eo, ec, sync_key
if closing_trades:
trade_pnl = calc_binance_realized_pnl_from_trades(closing_trades)
if trade_pnl is not None:
return trade_pnl, exit_price, None, None, None
fill_pnl = calc_pnl_from_closing_trades(direction, entry_price, closing_trades, ex_sym)
if fill_pnl is not None:
return fill_pnl, exit_price, None, None, None
@@ -5430,24 +5482,48 @@ def fetch_binance_net_pnl_for_trade(
):
if open_ms is None or close_ms is None or close_ms < open_ms:
return None, None, None, None
buffer_ms = 5 * 60 * 1000
trade_ids = _trade_ids_from_fills(closing_trades) if closing_trades else None
if closing_trades:
trade_pnl = calc_binance_realized_pnl_from_trades(closing_trades)
if trade_pnl is not None:
first_t = None
last_t = None
for t in closing_trades:
ts = _coerce_ts_ms(t.get("timestamp"))
if ts:
first_t = ts if first_t is None else min(first_t, ts)
last_t = ts if last_t is None else max(last_t, ts)
ensure_markets_loaded()
market = exchange.market(exchange_symbol)
cid = market.get("id") or exchange_symbol
sync_key = f"trades|{cid}|{direction}|{open_ms}|{close_ms}|{trade_pnl}"
eo = ms_to_app_local_str(first_t) if first_t else None
ec = ms_to_app_local_str(last_t) if last_t else None
return trade_pnl, sync_key, eo, ec
income_types = (
BINANCE_NET_INCOME_TYPES
if BINANCE_PNL_INCLUDE_FUNDING
else BINANCE_APP_PNL_INCOME_TYPES
)
buffer_ms = 90 * 1000 if trade_ids else 5 * 60 * 1000
entries = _fetch_binance_income_entries(
exchange_symbol, max(0, int(open_ms) - buffer_ms), int(close_ms) + buffer_ms
)
if not entries:
return None, None, None, None
trade_ids = _trade_ids_from_fills(closing_trades) if closing_trades else None
net = 0.0
first_t = None
last_t = None
for e in entries:
it = (e.get("incomeType") or e.get("income_type") or "").strip()
if it not in BINANCE_NET_INCOME_TYPES:
if it not in income_types:
continue
if trade_ids and it in ("REALIZED_PNL", "COMMISSION"):
tid = _income_entry_trade_id(e)
if tid and tid not in trade_ids:
continue
if trade_ids and it == "FUNDING_FEE":
continue
try:
net += float(e.get("income") or 0)
except (TypeError, ValueError):
@@ -5509,9 +5585,11 @@ def sync_trade_record_exchange_pnl(conn, record_id, commit=True, force=False):
if net is not None and sync_key:
break
if net is None:
net = calc_pnl_from_closing_trades(
direction, tr["trigger_price"], closing_trades, ex_sym
)
net = calc_binance_realized_pnl_from_trades(closing_trades)
if net is None:
net = calc_pnl_from_closing_trades(
direction, tr["trigger_price"], closing_trades, ex_sym
)
if net is not None:
try:
ensure_markets_loaded()
crypto_monitor_binance/templates/index.html
+1 -1
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@@ -1018,7 +1018,7 @@ function syncExchangePnl(force){
}
document.getElementById("btn-sync-exchange-pnl")?.addEventListener("click", function(){
if(confirm("从 Binance 流水回填盈亏（含手续费）？将覆盖未复盘记录的展示盈亏。")){
if(confirm("从 Binance 成交/流水回填盈亏（与 App 仓位历史口径一致，不含资金费）？将覆盖未复盘记录的展示盈亏。")){
syncExchangePnl(true);
}
});