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fix: 交易安全审计修复 — 补偿平仓、中控同步、滚仓/趋势防护

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Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-04 22:44:16 +08:00
parent df28e6dfb8
commit eb975b0133
11 changed files with 675 additions and 162 deletions
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crypto_monitor_okx/app.py
+112 -10
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@@ -131,6 +131,9 @@ from lib.key_monitor.trigger_entry_key_monitor_lib import (
TRIGGER_ENTRY_VALIDITY_HOURS,
check_trigger_entry_intent_limit,
count_pending_trigger_entries,
acquire_trigger_entry_exec_lock,
is_trigger_entry_in_flight_row,
release_trigger_entry_exec_lock,
is_breakout_trigger_entry_key_monitor_type,
is_trigger_entry_expired,
is_trigger_entry_key_monitor_type,
@@ -2754,15 +2757,39 @@ def place_exchange_order(exchange_symbol, direction, amount, leverage, stop_loss
def close_exchange_order(order_row):
"""
市价全平。数量优先取交易所当前持仓张数，避免仅用入库 order_amount 导致平不干净。
"""
ensure_markets_loaded()
exchange_symbol = order_row["exchange_symbol"] or normalize_okx_symbol(order_row["symbol"])
amount = float(order_row["order_amount"] or 0)
if amount <= 0:
raise ValueError("平仓失败：缺少有效下单数量")
direction = order_row["direction"]
db_amt = float(order_row["order_amount"] or 0)
side = "sell" if direction == "long" else "buy"
params = build_okx_order_params(direction, reduce_only=True)
return exchange.create_order(exchange_symbol, "market", side, amount, None, params)
last_resp = None
for _ in range(3):
live = get_live_position_contracts(exchange_symbol, direction)
if live is not None and live > 0:
raw_amt = live
else:
raw_amt = db_amt
if raw_amt <= 0:
if last_resp is not None:
return last_resp
raise ValueError("平仓失败：缺少有效下单数量")
try:
amount = float(exchange.amount_to_precision(exchange_symbol, raw_amt))
except Exception:
amount = float(raw_amt)
if amount <= 0:
if last_resp is not None:
return last_resp
raise ValueError("平仓失败：数量经精度舍入后为 0")
params = build_okx_order_params(direction, reduce_only=True)
last_resp = exchange.create_order(exchange_symbol, "market", side, amount, None, params)
live_after = get_live_position_contracts(exchange_symbol, direction)
if live_after is None or live_after <= 0:
return last_resp
return last_resp
def cancel_okx_swap_open_orders(exchange_symbol):
@@ -3557,6 +3584,71 @@ def resolve_synced_flat_close(row, opened_at_str, opened_at_ms=None):
)
def _finalize_hub_flat_monitor_okx(conn, r, *, result, pnl_amount, closed_at, miss_reason):
opened_at = get_opened_at_value(r)
closed_at_dt = parse_dt_for_trading_day(closed_at) or app_now()
hold_seconds = calc_hold_seconds(opened_at, closed_at_dt)
session_date = r["session_date"] or get_trading_day(closed_at_dt)
update_session_capital(conn, session_date, pnl_amount)
insert_trade_record(
conn,
symbol=r["symbol"],
monitor_type=trade_record_monitor_type(conn, r),
trend_plan_id=trend_plan_id_from_monitor_row(r),
key_signal_type=order_row_key_signal_type(r),
direction=r["direction"],
trigger_price=r["trigger_price"],
stop_loss=r["stop_loss"],
initial_stop_loss=r["initial_stop_loss"] or r["stop_loss"],
take_profit=r["take_profit"],
margin_capital=r["margin_capital"],
leverage=r["leverage"],
pnl_amount=pnl_amount,
hold_seconds=hold_seconds,
trade_style=r["trade_style"],
risk_amount=r["risk_amount"],
planned_rr=calc_rr_ratio(
r["direction"],
r["trigger_price"],
r["initial_stop_loss"] or r["stop_loss"],
r["take_profit"],
),
actual_rr=calc_actual_rr(pnl_amount, r["risk_amount"]),
result=result,
miss_reason=handoff_trade_miss_reason(miss_reason, r),
opened_at=opened_at,
closed_at=closed_at,
)
conn.execute("UPDATE order_monitors SET status='stopped' WHERE id=?", (r["id"],))
def reconcile_hub_external_close(conn, symbol, direction):
from lib.hub.hub_reconcile_flat_lib import reconcile_hub_external_close_impl
from lib.hub.hub_symbol_lib import symbols_match
global _RECONCILE_FLAT_STREAK
return reconcile_hub_external_close_impl(
conn,
symbol,
direction,
exchange_configured=exchange_private_api_configured,
not_configured_msg="未配置 OKX_API_KEY / OKX_API_SECRET",
symbols_match=symbols_match,
get_opened_at_value=get_opened_at_value,
resolve_monitor_exchange_symbol=resolve_monitor_exchange_symbol,
get_live_position_contracts=get_live_position_contracts,
cancel_conditional_orders=cancel_okx_swap_open_orders,
resolve_synced_flat_close=resolve_synced_flat_close,
finalize_stopped_monitor=_finalize_hub_flat_monitor_okx,
sync_trade_records=sync_trade_records_from_exchange,
reconcile_flat_streak=_RECONCILE_FLAT_STREAK,
to_ms_with_fallback=_to_ms_with_fallback,
prefer_manual_resolve=False,
order_row_monitor_type=order_row_monitor_type,
)
def reconcile_external_closes(conn, days=None):
global _RECONCILE_FLAT_STREAK
if not exchange_private_api_configured():
@@ -5006,7 +5098,7 @@ def _market_open_for_trigger_entry(
def _execute_trigger_entry_cross(conn, row):
"""标记价触达计划入场：先删监控行防重复触发，再市价开仓。"""
"""标记价触达计划入场：加锁防重复触发，成交成功后再删监控行。"""
symbol = row["symbol"]
direction = (row["direction"] or "long").lower()
ex_sym = normalize_exchange_symbol(symbol)
@@ -5017,7 +5109,8 @@ def _execute_trigger_entry_cross(conn, row):
tc_en, tc_h, _ = time_close_settings_from_row(row)
kid = int(row["id"])
conn.execute("DELETE FROM key_monitors WHERE id=?", (kid,))
if not acquire_trigger_entry_exec_lock(conn, kid):
return False, "触价开仓进行中"
conn.commit()
try:
@@ -5035,6 +5128,8 @@ def _execute_trigger_entry_cross(conn, row):
time_close_hours=tc_h,
)
except Exception as e:
release_trigger_entry_exec_lock(conn, kid)
conn.commit()
fail_msg = friendly_exchange_error(e)
send_wechat_msg(
f"# ❌ {symbol} 触价开仓异常\n"
@@ -5046,6 +5141,8 @@ def _execute_trigger_entry_cross(conn, row):
return False, fail_msg
if ok and det:
conn.execute("DELETE FROM key_monitors WHERE id=?", (kid,))
conn.commit()
rr_txt = format_wechat_scalar_2dp(det.get("planned_rr_fill")) if det.get("planned_rr_fill") is not None else "-"
msg = (
f"# ✅ {symbol} 触价开仓成交\n"
@@ -5062,6 +5159,8 @@ def _execute_trigger_entry_cross(conn, row):
send_wechat_msg(msg)
insert_key_monitor_history(conn, row, 0, msg, TRIGGER_ENTRY_CLOSE_FILLED)
return True, None
release_trigger_entry_exec_lock(conn, kid)
conn.commit()
fail_msg = err or "触价触发后开仓失败"
send_wechat_msg(
f"# ❌ {symbol} 触价开仓失败\n"
@@ -5089,6 +5188,8 @@ def check_trigger_entry_key_monitors():
sl = float(_sqlite_row_val(r, "fib_stop_loss") or 0)
tp = float(_sqlite_row_val(r, "fib_take_profit") or 0)
kid = int(r["id"])
if is_trigger_entry_in_flight_row(r):
continue
if entry <= 0 or sl <= 0 or tp <= 0:
_finalize_key_monitor_one_shot(conn, r, "触价计划价位无效", "fib_plan_invalid")
continue
@@ -5856,7 +5957,7 @@ def check_order_monitors():
new_sl = round_price_to_exchange(ex_sym, new_sl)
tp_ex = float(take_profit or 0)
ok_live, _live_reason = ensure_okx_live_ready()
synced_ex = not ok_live
synced_ex = False
last_ex_sync = float(_BREAKEVEN_LAST_EX_SYNC.get(pid, 0))
interval_ok = (
time.time() - last_ex_sync
@@ -6265,8 +6366,8 @@ def background_task():
from lib.strategy.strategy_trend_register import check_trend_pullback_plans
check_trend_pullback_plans(cfg)
except:
pass
except Exception as e:
print(f"[monitor_loop] {e}", flush=True)
time.sleep(MONITOR_POLL_SECONDS)
@@ -9051,6 +9152,7 @@ try:
ohlcv_fn=_hub_fetch_ohlcv,
volume_rank_fn=_hub_fetch_volume_rank,
market_fn=_hub_fetch_market,
reconcile_hub_flat_fn=reconcile_hub_external_close,
risk_status_fn=hub_account_risk_status,
user_close_fn=hub_user_initiated_close,
render_main_page_fn=render_main_page,