fix(hub): live market PnL and Gate drag SL place

Parse Gate unrealised_pnl in agent; refresh hub market floating PnL from board and trends; clamp Gate TP/SL triggers before place.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-06-04 20:02:23 +08:00
parent 24270944e7
commit e6361a7fcc
7 changed files with 197 additions and 17 deletions
+23
View File
@@ -56,6 +56,29 @@ def position_side_from_ccxt(p: dict[str, Any], contracts: float | None = None) -
return "long"
def parse_position_unrealized_pnl(p: dict[str, Any]) -> float | None:
"""四所 ccxt 持仓统一解析未实现盈亏(Gate 常在 info.unrealised_pnl)。"""
if not isinstance(p, dict):
return None
info = p.get("info") or {}
if not isinstance(info, dict):
info = {}
for key in (
p.get("unrealizedPnl"),
p.get("unrealisedPnl"),
p.get("unrealized_pnl"),
p.get("unrealised_pnl"),
info.get("unrealised_pnl"),
info.get("unrealized_pnl"),
info.get("unrealisedPnl"),
info.get("unrealizedPnl"),
):
px = _finite_or_none(key)
if px is not None:
return px
return None
def parse_position_mark_price(p: dict[str, Any]) -> float | None:
"""四所 ccxt 持仓统一解析标记价(与 crypto_monitor_* parse_ccxt_position_metrics 口径一致)。"""
if not isinstance(p, dict):
+3 -5
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@@ -31,7 +31,7 @@ _REPO_ROOT = Path(__file__).resolve().parents[1]
if str(_REPO_ROOT) not in sys.path:
sys.path.insert(0, str(_REPO_ROOT))
from hub_ohlcv_lib import format_price_by_tick, price_tick_from_market
from hub_position_metrics import parse_position_mark_price
from hub_position_metrics import parse_position_mark_price, parse_position_unrealized_pnl
import ccxt
from fastapi import FastAPI, Header, HTTPException, Request
@@ -602,10 +602,8 @@ def _status_inner(x_control_token: str | None) -> Any:
continue
sym = p.get("symbol") or ""
side = _position_side(p, c)
upnl = p.get("unrealizedPnl")
try:
upnl_f = float(upnl) if upnl is not None else 0.0
except (TypeError, ValueError):
upnl_f = parse_position_unrealized_pnl(p)
if upnl_f is None:
upnl_f = 0.0
total_upnl += upnl_f
notional = p.get("notional")
+57
View File
@@ -725,6 +725,62 @@ def _gate_td_mode_cross() -> bool:
return td in ("cross", "cross_margin")
def _gate_last_price(ex: Any, symbol: str) -> float | None:
ex.load_markets()
unified = ex.market(symbol)["symbol"]
try:
t = ex.fetch_ticker(unified)
except Exception:
return None
if not isinstance(t, dict):
return None
info = t.get("info") if isinstance(t.get("info"), dict) else {}
for key in ("last", "mark", "close", "index_price"):
v = t.get(key) if key in t else info.get(key)
try:
f = float(v)
if f > 0:
return f
except (TypeError, ValueError):
continue
return None
def _gate_clamp_tpsl_prices(
ex: Any,
symbol: str,
direction: str,
stop_loss: float,
take_profit: float,
) -> tuple[float, float]:
"""
Gate price_orders:空仓止损/多仓止盈 trigger>last;空仓止盈/多仓止损 trigger<last。
"""
last = _gate_last_price(ex, symbol)
if last is None or last <= 0:
return float(stop_loss), float(take_profit)
ex.load_markets()
unified = ex.market(symbol)["symbol"]
gap_pct = float(os.getenv("GATE_TPSL_LAST_PRICE_GAP_PCT", "0.05") or "0.05")
gap = max(0.0, gap_pct) / 100.0
if gap <= 0:
gap = 0.0005
sl = float(stop_loss)
tp = float(take_profit)
d = (direction or "long").strip().lower()
if d == "short":
if sl <= last:
sl = float(ex.price_to_precision(unified, last * (1 + gap)))
if tp >= last:
tp = float(ex.price_to_precision(unified, last * (1 - gap)))
else:
if sl >= last:
sl = float(ex.price_to_precision(unified, last * (1 - gap)))
if tp <= last:
tp = float(ex.price_to_precision(unified, last * (1 + gap)))
return sl, tp
def _gate_place_tp_sl(
ex: Any,
symbol: str,
@@ -794,6 +850,7 @@ def replace_position_tpsl(
td = (os.getenv("OKX_TD_MODE") or "cross").strip()
_okx_place_tp_sl(ex, symbol, direction, amt, sl, tp, pos_mode=pm, td_mode=td)
else:
sl, tp = _gate_clamp_tpsl_prices(ex, symbol, direction, sl, tp)
_gate_place_tp_sl(ex, symbol, direction, amt, sl, tp)
return {
"symbol": symbol,
+5
View File
@@ -1377,6 +1377,10 @@
});
});
const upnl = resolveTrendFloatingPnl(pos, trendPlan);
const planMargin =
trendPlan && trendPlan.plan_margin_capital != null
? num(trendPlan.plan_margin_capital)
: null;
return {
exchange_id: exchangeId || null,
symbol: (pos.symbol || "").trim(),
@@ -1389,6 +1393,7 @@
contracts: num(pos.contracts),
unrealized_pnl: upnl != null ? Number(upnl) : null,
notional_usdt: num(pos.notional_usdt),
plan_margin: planMargin,
orders: orders,
};
}
+98 -10
View File
@@ -907,14 +907,78 @@
if (upnl == null || !Number.isFinite(Number(upnl))) return { text: "—", cls: "" };
const n = Number(upnl);
let text = (n >= 0 ? "+" : "") + n.toFixed(2) + "U";
const margin = ctx.plan_margin;
const notional = ctx.notional_usdt;
if (notional != null && Number(notional) > 1e-8) {
if (margin != null && Number(margin) > 1e-8) {
const pct = (n / Number(margin)) * 100;
text += " (" + (pct >= 0 ? "+" : "") + pct.toFixed(2) + "%)";
} else if (notional != null && Number(notional) > 1e-8) {
const pct = (n / Math.abs(Number(notional))) * 100;
text += " (" + (pct >= 0 ? "+" : "") + pct.toFixed(2) + "%)";
}
return { text: text, cls: n > 0 ? "pnl-up" : n < 0 ? "pnl-down" : "" };
}
function findTrendFloatingPnl(row, sym, side) {
const hm = row.hub_monitor;
if (!hm || !Array.isArray(hm.trends)) return null;
for (let i = 0; i < hm.trends.length; i++) {
const t = hm.trends[i];
const ts = normalizeMarketSymbol(t.exchange_symbol || t.symbol || "");
if (ts !== sym) continue;
if ((t.direction || "").toLowerCase() !== side) continue;
const fp = t.floating_pnl;
if (fp != null && Number.isFinite(Number(fp))) return Number(fp);
if (t.plan_margin_capital != null && Number(t.plan_margin_capital) > 0) {
/* 保留 plan_margin 供百分比 */
}
}
return null;
}
function findTrendPlanMargin(row, sym, side) {
const hm = row.hub_monitor;
if (!hm || !Array.isArray(hm.trends)) return null;
for (let i = 0; i < hm.trends.length; i++) {
const t = hm.trends[i];
const ts = normalizeMarketSymbol(t.exchange_symbol || t.symbol || "");
if (ts !== sym) continue;
if ((t.direction || "").toLowerCase() !== side) continue;
const m = t.plan_margin_capital;
if (m != null && Number.isFinite(Number(m)) && Number(m) > 0) return Number(m);
}
return null;
}
function syncPosTpslFromAgentPosition(p) {
if (!posContext || !p) return;
const et = p.exchange_tpsl;
if (et && typeof et === "object") {
if (et.sl && et.sl.trigger_price != null) {
posContext.stop_loss = Number(et.sl.trigger_price);
}
if (et.tp && et.tp.trigger_price != null) {
posContext.take_profit = Number(et.tp.trigger_price);
posContext.tp_monitored = false;
}
}
const cond = Array.isArray(p.conditional_orders) ? p.conditional_orders : [];
for (let i = 0; i < cond.length; i++) {
const o = cond[i];
const lbl = String(o.label || "");
const px =
o.trigger_price != null && Number.isFinite(Number(o.trigger_price))
? Number(o.trigger_price)
: null;
if (px == null) continue;
if (/^止损/.test(lbl)) posContext.stop_loss = px;
else if (/^止盈/.test(lbl) && !/止盈止损/.test(lbl)) {
posContext.take_profit = px;
posContext.tp_monitored = false;
}
}
}
function paintPosPnl(ctx) {
if (!elPosPnl) return;
const p = formatPosPnlText(ctx);
@@ -949,23 +1013,46 @@
const row = rows[i];
const ex = row.exchange || {};
if (ex.id !== posContext.exchange_id) continue;
const planMargin = findTrendPlanMargin(row, sym, side);
if (planMargin != null) posContext.plan_margin = planMargin;
const positions = (row.agent && row.agent.positions) || [];
for (let j = 0; j < positions.length; j++) {
const p = positions[j];
if ((p.side || "").toLowerCase() !== side) continue;
if (normalizeMarketSymbol(p.symbol || "") !== sym) continue;
if (p.unrealized_pnl != null && Number.isFinite(Number(p.unrealized_pnl))) {
posContext.unrealized_pnl = Number(p.unrealized_pnl);
if (p.notional_usdt != null && Number.isFinite(Number(p.notional_usdt))) {
posContext.notional_usdt = Number(p.notional_usdt);
}
paintPosPnl(posContext);
try {
sessionStorage.setItem(HUB_MARKET_POS_CTX_KEY, JSON.stringify(posContext));
} catch (_) {}
let upnl =
p.unrealized_pnl != null && Number.isFinite(Number(p.unrealized_pnl))
? Number(p.unrealized_pnl)
: null;
if (upnl == null) upnl = findTrendFloatingPnl(row, sym, side);
if (upnl == null) return;
posContext.unrealized_pnl = upnl;
if (p.notional_usdt != null && Number.isFinite(Number(p.notional_usdt))) {
posContext.notional_usdt = Number(p.notional_usdt);
}
syncPosTpslFromAgentPosition(p);
if (elPosSl && posContext.stop_loss != null) {
elPosSl.textContent = fmtPrice(posContext.stop_loss);
}
if (elPosTp && posContext.take_profit != null && !posContext.tp_monitored) {
elPosTp.textContent = fmtPrice(posContext.take_profit);
}
paintPosPnl(posContext);
updatePositionLines();
try {
sessionStorage.setItem(HUB_MARKET_POS_CTX_KEY, JSON.stringify(posContext));
} catch (_) {}
return;
}
const trendUpnl = findTrendFloatingPnl(row, sym, side);
if (trendUpnl != null) {
posContext.unrealized_pnl = trendUpnl;
paintPosPnl(posContext);
try {
sessionStorage.setItem(HUB_MARKET_POS_CTX_KEY, JSON.stringify(posContext));
} catch (_) {}
}
return;
}
} catch (_) {}
}
@@ -2012,6 +2099,7 @@
applyPriceAutoScale();
updateVisibleRangeMarkers();
syncPosContextForView(exKey, sym);
if (posContext) refreshPosPnlFromBoard();
showLatestOhlcv();
try {
updateIndicators();
+2 -2
View File
@@ -249,7 +249,7 @@
<div id="toast"></div>
<script src="https://unpkg.com/lightweight-charts@4.2.0/dist/lightweight-charts.standalone.production.js"></script>
<script src="/assets/chart.js?v=20260604-market-pnl-sl-drag"></script>
<script src="/assets/app.js?v=20260604-hub-cond-dedupe"></script>
<script src="/assets/chart.js?v=20260604-market-pnl-live"></script>
<script src="/assets/app.js?v=20260604-market-pnl-plan"></script>
</body>
</html>
+9
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@@ -10,6 +10,9 @@ sys.path.insert(0, str(ROOT / "manual_trading_hub"))
from agent import _position_mark_price, _ticker_mark_price # noqa: E402
sys.path.insert(0, str(ROOT))
from hub_position_metrics import parse_position_unrealized_pnl # noqa: E402
class TestHubAgentMarkPrice(unittest.TestCase):
def test_binance_mark_price(self):
@@ -39,6 +42,12 @@ class TestHubAgentMarkPrice(unittest.TestCase):
self.assertAlmostEqual(_ticker_mark_price(_Ex(), "BTC/USDT:USDT"), 99.5)
def test_gate_unrealised_pnl_in_info(self):
pnl = parse_position_unrealized_pnl(
{"info": {"unrealised_pnl": "6.81"}, "unrealizedPnl": None}
)
self.assertAlmostEqual(pnl, 6.81)
if __name__ == "__main__":
unittest.main()