fix: 交易安全审计修复 — 补偿平仓、中控同步、滚仓/趋势防护

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
+120 -5
View File
@@ -130,6 +130,9 @@ 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,
@@ -3469,6 +3472,40 @@ def ensure_markets_loaded(force=False):
MARKETS_LOADED = True
def _abort_market_open_after_tpsl_failure(exchange_symbol, direction, order, planned_amount):
from lib.trade.compensating_close_lib import run_compensating_close
def _close():
ensure_markets_loaded()
try:
cancel_binance_futures_open_orders(exchange_symbol)
except Exception:
pass
live = get_live_position_contracts(exchange_symbol, direction)
amt = live if live is not None and live > 0 else _filled_amount_for_tpsl(order, planned_amount)
if amt is None or float(amt) <= 0:
return
side = "sell" if direction == "long" else "buy"
try:
amount = float(exchange.amount_to_precision(exchange_symbol, float(amt)))
except Exception:
amount = float(amt)
last_err = None
for params in _binance_market_close_param_candidates(direction):
try:
exchange.create_order(exchange_symbol, "market", side, amount, None, params)
return
except Exception as e:
last_err = e
if _is_binance_close_param_retryable(str(e)):
continue
raise
if last_err:
raise last_err
run_compensating_close(_close, log_prefix="binance_compensating_close")
def place_exchange_order(exchange_symbol, direction, amount, leverage, stop_loss=None, take_profit=None):
ensure_markets_loaded()
mm = "cross" if BINANCE_MARGIN_MODE in ("cross", "cross_margin") else "isolated"
@@ -3487,8 +3524,10 @@ def place_exchange_order(exchange_symbol, direction, amount, leverage, stop_loss
_binance_place_tp_sl_orders(exchange_symbol, direction, pos_amt, stop_loss, take_profit)
order["tpsl_attached"] = True
except RuntimeError:
_abort_market_open_after_tpsl_failure(exchange_symbol, direction, order, amount)
raise
except Exception as e:
_abort_market_open_after_tpsl_failure(exchange_symbol, direction, order, amount)
raise RuntimeError(f"交易所未接受条件止盈/止损委托,已拒绝开仓:{str(e)}") from e
return order
@@ -4495,6 +4534,72 @@ def resolve_synced_flat_close(row, opened_at_str, opened_at_ms=None):
)
def _finalize_hub_flat_monitor_binance(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"],))
clear_key_sizing_snapshot_if_flat(conn, r["session_date"] or get_trading_day())
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 BINANCE_API_KEY / BINANCE_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_binance_futures_open_orders,
resolve_synced_flat_close=resolve_synced_flat_close,
finalize_stopped_monitor=_finalize_hub_flat_monitor_binance,
sync_trade_records=None,
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():
@@ -5777,7 +5882,7 @@ 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)
@@ -5788,7 +5893,8 @@ 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:
@@ -5806,6 +5912,8 @@ 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"
@@ -5817,6 +5925,8 @@ 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"
@@ -5833,6 +5943,8 @@ 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"
@@ -5860,6 +5972,8 @@ 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
@@ -6388,7 +6502,7 @@ 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_exchange_live_ready()
synced_ex = not ok_live
synced_ex = False
if ok_live and tp_ex > 0:
try:
replace_active_monitor_tpsl_on_exchange(r, new_sl, tp_ex)
@@ -6818,8 +6932,8 @@ 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)
@@ -9667,6 +9781,7 @@ 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,
+104 -63
View File
@@ -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,
@@ -3135,7 +3138,7 @@ def _gate_place_tp_sl_orders_position_price_orders(exchange_symbol, direction, s
try:
exchange.privateFuturesPostSettlePriceOrders(_payload(tp_s, tp_rule))
except Exception:
cancel_gate_swap_trigger_orders(exchange_symbol)
# 保留已挂止损,仅放弃本次 TP;上层可补偿平仓或重试
raise
return
except Exception as e:
@@ -3252,6 +3255,27 @@ def ensure_markets_loaded(force=False):
MARKETS_LOADED = True
def _abort_market_open_after_tpsl_failure(exchange_symbol, direction, order, planned_amount):
"""TP/SL 挂失败时市价平掉刚开的仓并撤残留条件单。"""
from lib.trade.compensating_close_lib import run_compensating_close
def _close():
ensure_markets_loaded()
try:
cancel_gate_swap_trigger_orders(exchange_symbol)
except Exception:
pass
live = get_live_position_contracts(exchange_symbol, direction)
amt = live if live is not None and live > 0 else _gate_contracts_amount_for_tpsl(order, planned_amount)
if amt is None or float(amt) <= 0:
return
side = "sell" if direction == "long" else "buy"
params = build_gate_order_params(direction, reduce_only=True)
exchange.create_order(exchange_symbol, "market", side, float(amt), None, params)
run_compensating_close(_close, log_prefix="gate_compensating_close")
def place_exchange_order(exchange_symbol, direction, amount, leverage, stop_loss=None, take_profit=None):
ensure_markets_loaded()
exchange.set_leverage(leverage, exchange_symbol)
@@ -3265,22 +3289,48 @@ def place_exchange_order(exchange_symbol, direction, amount, leverage, stop_loss
_gate_place_tp_sl_orders(exchange_symbol, direction, contracts_amt, stop_loss, take_profit)
order["tpsl_attached"] = True
except RuntimeError:
_abort_market_open_after_tpsl_failure(exchange_symbol, direction, order, amount)
raise
except Exception as e:
_abort_market_open_after_tpsl_failure(exchange_symbol, direction, order, amount)
raise RuntimeError(f"交易所未接受条件止盈/止损委托,已拒绝开仓:{str(e)}") from e
return order
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_exchange_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"
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_gate_order_params(direction, reduce_only=True)
return exchange.create_order(exchange_symbol, "market", side, amount, None, params)
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 _gate_swap_trigger_order_params():
@@ -4113,53 +4163,8 @@ def resolve_synced_flat_close(row, opened_at_str, opened_at_ms=None, *, prefer_m
)
def reconcile_hub_external_close(conn, symbol, direction):
"""中控市价全平后:立即同步匹配 order_monitor,并读 Gate 平仓历史。"""
if not exchange_private_api_configured():
return {"ok": False, "msg": "未配置 GATE_API_KEY / GATE_API_SECRET", "synced": 0}
from lib.exchange.gate_position_history_lib import unified_symbol_for_match
sym_u = unified_symbol_for_match(symbol)
dir_l = (direction or "").strip().lower()
if dir_l not in ("long", "short"):
return {"ok": False, "msg": "side 须为 long 或 short", "synced": 0}
synced = 0
rows = conn.execute(
"SELECT * FROM order_monitors WHERE status IN ('active', 'error')"
).fetchall()
for r in rows:
if unified_symbol_for_match(r["symbol"]) != sym_u:
continue
if (r["direction"] or "").strip().lower() != dir_l:
continue
oid = int(r["id"])
if r["status"] == "error":
opened_at_chk = get_opened_at_value(r)
existing = conn.execute(
"SELECT id FROM trade_records WHERE symbol=? AND opened_at=? AND monitor_type=? LIMIT 1",
(r["symbol"], opened_at_chk, order_row_monitor_type(r)),
).fetchone()
if existing:
conn.execute("UPDATE order_monitors SET status='stopped' WHERE id=?", (oid,))
synced += 1
continue
exchange_symbol = resolve_monitor_exchange_symbol(r)
live_contracts = get_live_position_contracts(exchange_symbol, r["direction"])
if live_contracts is None:
continue
if live_contracts > 0:
time.sleep(0.6)
live_contracts = get_live_position_contracts(exchange_symbol, r["direction"])
if live_contracts is None or live_contracts > 0:
continue
global _RECONCILE_FLAT_STREAK
_RECONCILE_FLAT_STREAK.pop(oid, None)
cancel_gate_swap_trigger_orders(exchange_symbol)
def _finalize_hub_flat_monitor(conn, r, *, result, pnl_amount, closed_at, miss_reason):
opened_at = get_opened_at_value(r)
opened_at_ms = _to_ms_with_fallback(r["opened_at_ms"] if "opened_at_ms" in r.keys() else None, opened_at)
result, pnl_amount, closed_at, miss_reason = resolve_synced_flat_close(
r, opened_at, opened_at_ms=opened_at_ms, prefer_manual=True
)
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)
@@ -4181,7 +4186,12 @@ def reconcile_hub_external_close(conn, symbol, direction):
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"]),
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),
@@ -4190,12 +4200,34 @@ def reconcile_hub_external_close(conn, symbol, direction):
)
conn.execute("UPDATE order_monitors SET status='stopped' WHERE id=?", (r["id"],))
clear_key_sizing_snapshot_if_flat(conn, r["session_date"] or get_trading_day())
synced += 1
try:
sync_trade_records_from_exchange(conn, force=True)
except Exception:
pass
return {"ok": True, "synced": synced}
def reconcile_hub_external_close(conn, symbol, direction):
"""中控市价全平后:立即同步匹配 order_monitor,并读 Gate 平仓历史。"""
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 GATE_API_KEY / GATE_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_gate_swap_trigger_orders,
resolve_synced_flat_close=resolve_synced_flat_close,
finalize_stopped_monitor=_finalize_hub_flat_monitor,
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=True,
order_row_monitor_type=order_row_monitor_type,
)
def reconcile_external_closes(conn, days=None):
@@ -5491,7 +5523,7 @@ 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)
@@ -5502,7 +5534,8 @@ 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:
@@ -5520,6 +5553,8 @@ 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"
@@ -5531,6 +5566,8 @@ 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"
@@ -5547,6 +5584,8 @@ 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"
@@ -5574,6 +5613,8 @@ 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
@@ -6117,7 +6158,7 @@ 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_exchange_live_ready()
synced_ex = not ok_live
synced_ex = False
if ok_live and tp_ex > 0:
try:
replace_active_monitor_tpsl_on_exchange(r, new_sl, tp_ex)
@@ -6526,8 +6567,8 @@ 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)
+111 -9
View File
@@ -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"
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)
return exchange.create_order(exchange_symbol, "market", side, amount, None, params)
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,
+95
View File
@@ -0,0 +1,95 @@
"""Hub 中控市价全平后立即同步 order_monitors(三所共用)。"""
from __future__ import annotations
import time
from typing import Any, Callable
def reconcile_hub_external_close_impl(
conn,
symbol: str,
direction: str,
*,
exchange_configured: Callable[[], bool],
not_configured_msg: str,
symbols_match: Callable[[str, str], bool],
get_opened_at_value: Callable[[Any], str],
resolve_monitor_exchange_symbol: Callable[[Any], str],
get_live_position_contracts: Callable[[str, str], float | None],
cancel_conditional_orders: Callable[[str], None],
resolve_synced_flat_close: Callable[..., tuple],
finalize_stopped_monitor: Callable[..., None],
sync_trade_records: Callable[..., None] | None = None,
reconcile_flat_streak: dict | None = None,
to_ms_with_fallback: Callable[..., int | None] | None = None,
prefer_manual_resolve: bool = False,
order_row_monitor_type: Callable[[Any], str] | None = None,
) -> dict[str, Any]:
if not exchange_configured():
return {"ok": False, "msg": not_configured_msg, "synced": 0}
sym_req = (symbol or "").strip()
dir_l = (direction or "").strip().lower()
if dir_l not in ("long", "short"):
return {"ok": False, "msg": "side 须为 long 或 short", "synced": 0}
synced = 0
streak = reconcile_flat_streak if reconcile_flat_streak is not None else {}
rows = conn.execute(
"SELECT * FROM order_monitors WHERE status IN ('active', 'error')"
).fetchall()
for r in rows:
if not symbols_match(str(r["symbol"] or ""), sym_req):
continue
if (r["direction"] or "").strip().lower() != dir_l:
continue
oid = int(r["id"])
if r["status"] == "error":
opened_at_chk = get_opened_at_value(r)
mtype = order_row_monitor_type(r) if order_row_monitor_type else r["monitor_type"]
existing = conn.execute(
"SELECT id FROM trade_records WHERE symbol=? AND opened_at=? AND monitor_type=? LIMIT 1",
(r["symbol"], opened_at_chk, mtype),
).fetchone()
if existing:
conn.execute("UPDATE order_monitors SET status='stopped' WHERE id=?", (oid,))
synced += 1
continue
exchange_symbol = resolve_monitor_exchange_symbol(r)
live_contracts = get_live_position_contracts(exchange_symbol, r["direction"])
if live_contracts is None:
continue
if live_contracts > 0:
time.sleep(0.6)
live_contracts = get_live_position_contracts(exchange_symbol, r["direction"])
if live_contracts is None or live_contracts > 0:
continue
streak.pop(oid, None)
cancel_conditional_orders(exchange_symbol)
opened_at = get_opened_at_value(r)
opened_at_ms = None
if to_ms_with_fallback is not None:
keys = r.keys() if hasattr(r, "keys") else ()
opened_at_ms = to_ms_with_fallback(
r["opened_at_ms"] if "opened_at_ms" in keys else None,
opened_at,
)
resolve_kw = {"opened_at_ms": opened_at_ms}
if prefer_manual_resolve:
resolve_kw["prefer_manual"] = True
result, pnl_amount, closed_at, miss_reason = resolve_synced_flat_close(
r, opened_at, **resolve_kw
)
finalize_stopped_monitor(
conn,
r,
result=result,
pnl_amount=pnl_amount,
closed_at=closed_at,
miss_reason=miss_reason,
)
synced += 1
if sync_trade_records is not None:
try:
sync_trade_records(conn, force=True)
except Exception:
pass
return {"ok": True, "synced": synced}
@@ -37,6 +37,34 @@ KEY_ENTRY_REASON_CALLBACK = "关键位回调触价开仓"
KEY_ENTRY_REASON_BREAKOUT = "关键位突破触价开仓"
KEY_ENTRY_REASON_TRIGGER_LEGACY = "关键位触价开仓"
TRIGGER_ENTRY_IN_FLIGHT_OID = "__trigger_entry_in_flight__"
def is_trigger_entry_in_flight_row(row: Any) -> bool:
if row is None:
return False
try:
v = row["fib_limit_order_id"]
except (KeyError, IndexError, TypeError):
v = getattr(row, "fib_limit_order_id", None)
return (v or "").strip() == TRIGGER_ENTRY_IN_FLIGHT_OID
def acquire_trigger_entry_exec_lock(conn: Any, monitor_id: int) -> bool:
cur = conn.execute(
"UPDATE key_monitors SET fib_limit_order_id=? WHERE id=? "
"AND (fib_limit_order_id IS NULL OR fib_limit_order_id='')",
(TRIGGER_ENTRY_IN_FLIGHT_OID, int(monitor_id)),
)
return int(cur.rowcount or 0) == 1
def release_trigger_entry_exec_lock(conn: Any, monitor_id: int) -> None:
conn.execute(
"UPDATE key_monitors SET fib_limit_order_id=NULL WHERE id=? AND fib_limit_order_id=?",
(int(monitor_id), TRIGGER_ENTRY_IN_FLIGHT_OID),
)
def normalize_trigger_entry_monitor_type(monitor_type: Optional[str]) -> str:
mt = (monitor_type or "").strip()
+14 -1
View File
@@ -40,7 +40,8 @@ def check_roll_monitors(cfg: dict[str, Any]) -> None:
_reconcile_roll_groups(conn, cfg)
_check_pending_roll_legs(conn, cfg)
conn.commit()
except Exception:
except Exception as e:
print(f"[roll_monitor] {e}", flush=True)
try:
conn.rollback()
except Exception:
@@ -408,7 +409,19 @@ def _execute_pending_roll_leg(
return
oid = str(order.get("id") or "") if isinstance(order, dict) else ""
try:
cfg["replace_tpsl"](ex_sym, direction, sl, tp0, mon)
except Exception as tpsl_err:
fe = cfg.get("friendly_error")
msg = fe(tpsl_err) if callable(fe) else str(tpsl_err)
conn.execute(
"""UPDATE roll_legs SET status='error', exchange_order_id=?, fill_price=?, amount=?
WHERE id=? AND status='pending'""",
(oid, fill, float(amount), leg_id),
)
_notify_roll_fail(cfg, group, leg, mark, f"加仓成交但止盈止损更新失败: {msg}")
return
conn.execute(
"""UPDATE roll_legs SET status='filled', fill_price=?, amount=?, exchange_order_id=?,
new_stop_loss=? WHERE id=? AND status='pending'""",
+65 -12
View File
@@ -244,7 +244,7 @@ def _row(cfg, row) -> dict:
return cfg["row_to_dict"](row)
def precheck_trend_start(cfg: dict, conn) -> tuple[bool, str]:
def precheck_trend_start(cfg: dict, conn, *, symbol: str = "", direction: str = "long") -> tuple[bool, str]:
m = _m(cfg)
mode = getattr(m, "POSITION_SIZING_MODE", None) or "risk"
try:
@@ -255,9 +255,41 @@ def precheck_trend_start(cfg: dict, conn) -> tuple[bool, str]:
return False, src_msg
except Exception:
pass
sym = (symbol or "").strip()
dir_l = (direction or "long").strip().lower()
if sym and dir_l in ("long", "short") and hasattr(m, "precheck_risk"):
ok_risk, risk_msg = m.precheck_risk(conn, sym, dir_l)
if not ok_risk:
return False, risk_msg
else:
now = m.app_now()
if not m.trading_day_reset_allows_new_open(now):
return False, f"北京时间 {cfg['reset_hour']}:00 前不允许持仓"
from lib.trade.account_risk_lib import account_risk_blocks_trading, position_limit_reached
ok_risk, risk_reason = account_risk_blocks_trading(
conn,
trading_day=m.get_trading_day(now),
now=now,
fmt_local_ms=getattr(m, "ms_to_app_local_str", lambda _x: ""),
)
if not ok_risk:
return False, risk_reason
reached, active_count, mx = position_limit_reached(
conn, max_active_positions=cfg["max_active_positions"]
)
if reached:
return False, f"已达最大持仓数({active_count}/{mx}"
from lib.trade.daily_open_limit_lib import check_daily_open_hard_limit
ok_daily, daily_reason, _opens = check_daily_open_hard_limit(
conn,
m.get_trading_day(now),
getattr(m, "DAILY_OPEN_HARD_LIMIT", 0),
cfg["reset_hour"],
)
if not ok_daily:
return False, daily_reason
active = m.get_active_position_count(conn)
if active >= cfg["max_active_positions"]:
return (
@@ -1604,22 +1636,27 @@ def register_trend_routes(app: Flask, cfg: dict) -> None:
def preview_trend_pullback():
conn = get_db()
init_strategy_tables(conn)
okp, msg = precheck_trend_start(cfg, conn)
if not okp:
conn.close()
flash(msg)
return _redirect_trend()
m = _m(cfg)
ok_live, reason = m.ensure_exchange_live_ready()
if not ok_live:
conn.close()
flash(reason)
return _redirect_trend()
payload, err = parse_trend_plan(cfg, request.form)
if err:
conn.close()
flash(err)
return _redirect_trend()
okp, msg = precheck_trend_start(
cfg,
conn,
symbol=str(payload.get("symbol") or ""),
direction=str(payload.get("direction") or "long"),
)
if not okp:
conn.close()
flash(msg)
return _redirect_trend()
ok_live, reason = m.ensure_exchange_live_ready()
if not ok_live:
conn.close()
flash(reason)
return _redirect_trend()
pid = str(uuid.uuid4())
exp_ms = int(time.time() * 1000) + cfg["preview_ttl"] * 1000
created = m.app_now_str()
@@ -1678,7 +1715,12 @@ def register_trend_routes(app: Flask, cfg: dict) -> None:
conn.close()
flash("预览已过期或不存在,请重新生成预览")
return _redirect_trend()
okp, msg = precheck_trend_start(cfg, conn)
okp, msg = precheck_trend_start(
cfg,
conn,
symbol=str(pr["symbol"] or ""),
direction=str(pr["direction"] or "long"),
)
if not okp:
conn.close()
flash(msg)
@@ -1718,7 +1760,18 @@ def register_trend_routes(app: Flask, cfg: dict) -> None:
exchange_symbol, direction, first_amt, leverage, stop_loss=None, take_profit=None
)
fill1 = m.resolve_order_entry_price(o1, exchange_symbol, live_price)
try:
trend_refresh_stop_only(cfg, exchange_symbol, direction, stop_loss)
except Exception as sl_err:
from lib.strategy.strategy_trend_exchange import cancel_symbol_orders, trend_market_close
try:
pos_qty = m.get_live_position_contracts(exchange_symbol, direction) or first_amt
trend_market_close(cfg, exchange_symbol, direction, float(pos_qty), leverage)
cancel_symbol_orders(cfg, exchange_symbol)
except Exception as close_err:
print(f"[trend_start] compensating close failed: {close_err}", flush=True)
raise sl_err
except Exception as e:
conn.close()
fe = getattr(m, "friendly_exchange_error", lambda x, **k: str(x))
+16
View File
@@ -0,0 +1,16 @@
"""开仓后挂 TP/SL 失败时的补偿平仓(避免裸仓)。"""
from __future__ import annotations
from typing import Callable
def log_compensating_close_error(prefix: str, exc: BaseException) -> None:
print(f"[{prefix}] {exc}", flush=True)
def run_compensating_close(close_fn: Callable[[], None], *, log_prefix: str = "compensating_close") -> None:
"""执行补偿平仓;二次失败只打日志,不掩盖原始异常。"""
try:
close_fn()
except Exception as e:
log_compensating_close_error(log_prefix, e)
+1 -1
View File
@@ -868,7 +868,7 @@ def emergency_close_position(
for p in raw:
if not isinstance(p, dict):
continue
if (p.get("symbol") or "").strip() != sym:
if not symbols_match(sym, (p.get("symbol") or "").strip()):
continue
c = _position_contracts(p)
if abs(c) < 1e-12:
+6 -3
View File
@@ -453,8 +453,11 @@ def cancel_orders_for_symbol(
try:
cancel_order(ex, exchange_kind, symbol, o["id"], o.get("channel") or "regular")
n += 1
except Exception:
pass
except Exception as e:
print(
f"[cancel_orders_for_symbol] {exchange_kind} {symbol} id={o.get('id')}: {e}",
flush=True,
)
return n
@@ -655,7 +658,7 @@ def _gate_place_tp_sl_position(
try:
ex.privateFuturesPostSettlePriceOrders(_payload(tp_s, tp_rule))
except Exception:
cancel_orders_for_symbol(ex, "gate", symbol, scope="conditional")
# 保留已挂止损,仅放弃本次 TP
raise
return
except Exception as e:
+79 -32
View File
@@ -1535,6 +1535,50 @@ async def _notify_instance_user_close(
)
async def _sync_flask_after_position_close(
client: httpx.AsyncClient,
ex: dict,
*,
symbol: str,
side: str,
) -> dict:
"""中控/agent 平仓后同步 Flask order_monitors、趋势与滚仓状态。"""
sym = (symbol or "").strip()
side_l = (side or "").strip().lower()
out: dict = {}
if not sym or side_l not in ("long", "short"):
return out
order_sync = await _fetch_flask_json(
client,
ex,
"/api/hub/order/sync-flat",
method="POST",
json_body={"symbol": sym, "side": side_l},
)
if isinstance(order_sync, dict):
out["order_sync"] = order_sync
if "trend" in (ex.get("capabilities") or []):
sync_parsed = await _fetch_flask_json(
client,
ex,
"/api/hub/trend/sync-flat",
method="POST",
json_body={"symbol": sym, "side": side_l},
)
if isinstance(sync_parsed, dict):
out["trend_sync"] = sync_parsed
roll_sync = await _fetch_flask_json(
client,
ex,
"/api/hub/roll/sync-flat",
method="POST",
json_body={"symbol": sym, "side": side_l},
)
if isinstance(roll_sync, dict):
out["roll_sync"] = roll_sync
return out
def _flask_error_from_hub_mon(hub_mon: dict | None) -> str | None:
if not isinstance(hub_mon, dict) or hub_mon.get("ok") is not False:
return None
@@ -2346,37 +2390,11 @@ async def api_close_position(exchange_id: str, body: ClosePositionBody):
"ok": bool(isinstance(payload, dict) and payload.get("ok")),
}
if out.get("ok"):
ex_key = (ex.get("key") or "").strip().lower()
async with httpx.AsyncClient() as flask_client:
if ex_key == "gate":
order_sync = await _fetch_flask_json(
flask_client,
ex,
"/api/hub/order/sync-flat",
method="POST",
json_body={"symbol": sym, "side": side},
sync_bundle = await _sync_flask_after_position_close(
flask_client, ex, symbol=sym, side=side
)
if isinstance(order_sync, dict):
out["order_sync"] = order_sync
if "trend" in (ex.get("capabilities") or []):
sync_parsed = await _fetch_flask_json(
flask_client,
ex,
"/api/hub/trend/sync-flat",
method="POST",
json_body={"symbol": sym, "side": side},
)
if isinstance(sync_parsed, dict):
out["trend_sync"] = sync_parsed
roll_sync = await _fetch_flask_json(
flask_client,
ex,
"/api/hub/roll/sync-flat",
method="POST",
json_body={"symbol": sym, "side": side},
)
if isinstance(roll_sync, dict):
out["roll_sync"] = roll_sync
out.update(sync_bundle)
risk_sync = await _notify_instance_user_close(flask_client, ex, count=1)
if isinstance(risk_sync, dict):
out["risk_sync"] = risk_sync
@@ -2414,6 +2432,14 @@ async def api_place_tpsl(exchange_id: str, body: PlaceTpslBody):
"ok": bool(isinstance(payload, dict) and payload.get("ok")),
}
if out.get("ok") and (ex.get("flask_url") or "").strip():
placed = payload.get("placed") if isinstance(payload, dict) else None
sl_sync = body.stop_loss
tp_sync = body.take_profit
if isinstance(placed, dict):
if placed.get("stop_loss") is not None:
sl_sync = placed["stop_loss"]
if placed.get("take_profit") is not None:
tp_sync = placed["take_profit"]
async with httpx.AsyncClient() as flask_client:
sync_parsed = await _fetch_flask_json(
flask_client,
@@ -2423,8 +2449,8 @@ async def api_place_tpsl(exchange_id: str, body: PlaceTpslBody):
json_body={
"symbol": body.symbol,
"side": body.side,
"stop_loss": body.stop_loss,
"take_profit": body.take_profit,
"stop_loss": sl_sync,
"take_profit": tp_sync,
},
)
if isinstance(sync_parsed, dict):
@@ -2451,7 +2477,17 @@ async def api_close_exchange(exchange_id: str):
closed = body.get("closed") or []
n = len(closed) if isinstance(closed, list) else 0
if n > 0:
risk_sync = await _notify_instance_user_close(client, ex, count=n)
async with httpx.AsyncClient() as flask_client:
for item in closed:
if not isinstance(item, dict):
continue
sym_i = (item.get("symbol") or "").strip()
side_i = (item.get("side") or "").strip().lower()
if sym_i and side_i in ("long", "short"):
await _sync_flask_after_position_close(
flask_client, ex, symbol=sym_i, side=side_i
)
risk_sync = await _notify_instance_user_close(flask_client, ex, count=n)
if isinstance(risk_sync, dict):
out["risk_sync"] = risk_sync
_schedule_board_refresh()
@@ -2478,6 +2514,17 @@ async def api_close_all(body: CloseAllBody | None = Body(default=None)):
closed = payload.get("closed") or []
n = len(closed) if isinstance(closed, list) else 0
if n > 0:
for item in closed:
if not isinstance(item, dict):
continue
sym_i = (item.get("symbol") or "").strip()
side_i = (item.get("side") or "").strip().lower()
if sym_i and side_i in ("long", "short"):
sync_bundle = await _sync_flask_after_position_close(
client, ex, symbol=sym_i, side=side_i
)
if sync_bundle:
row["flask_sync"] = sync_bundle
risk_sync = await _notify_instance_user_close(client, ex, count=n)
if isinstance(risk_sync, dict):
row["risk_sync"] = risk_sync