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:
@@ -130,6 +130,9 @@ from lib.key_monitor.trigger_entry_key_monitor_lib import (
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TRIGGER_ENTRY_VALIDITY_HOURS,
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check_trigger_entry_intent_limit,
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count_pending_trigger_entries,
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acquire_trigger_entry_exec_lock,
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is_trigger_entry_in_flight_row,
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release_trigger_entry_exec_lock,
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is_breakout_trigger_entry_key_monitor_type,
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is_trigger_entry_expired,
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is_trigger_entry_key_monitor_type,
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@@ -3469,6 +3472,40 @@ def ensure_markets_loaded(force=False):
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MARKETS_LOADED = True
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def _abort_market_open_after_tpsl_failure(exchange_symbol, direction, order, planned_amount):
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from lib.trade.compensating_close_lib import run_compensating_close
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def _close():
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ensure_markets_loaded()
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try:
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cancel_binance_futures_open_orders(exchange_symbol)
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except Exception:
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pass
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live = get_live_position_contracts(exchange_symbol, direction)
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amt = live if live is not None and live > 0 else _filled_amount_for_tpsl(order, planned_amount)
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if amt is None or float(amt) <= 0:
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return
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side = "sell" if direction == "long" else "buy"
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try:
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amount = float(exchange.amount_to_precision(exchange_symbol, float(amt)))
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except Exception:
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amount = float(amt)
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last_err = None
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for params in _binance_market_close_param_candidates(direction):
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try:
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exchange.create_order(exchange_symbol, "market", side, amount, None, params)
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return
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except Exception as e:
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last_err = e
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if _is_binance_close_param_retryable(str(e)):
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continue
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raise
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if last_err:
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raise last_err
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run_compensating_close(_close, log_prefix="binance_compensating_close")
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def place_exchange_order(exchange_symbol, direction, amount, leverage, stop_loss=None, take_profit=None):
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ensure_markets_loaded()
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mm = "cross" if BINANCE_MARGIN_MODE in ("cross", "cross_margin") else "isolated"
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@@ -3487,8 +3524,10 @@ def place_exchange_order(exchange_symbol, direction, amount, leverage, stop_loss
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_binance_place_tp_sl_orders(exchange_symbol, direction, pos_amt, stop_loss, take_profit)
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order["tpsl_attached"] = True
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except RuntimeError:
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_abort_market_open_after_tpsl_failure(exchange_symbol, direction, order, amount)
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raise
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except Exception as e:
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_abort_market_open_after_tpsl_failure(exchange_symbol, direction, order, amount)
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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
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return order
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@@ -4495,6 +4534,72 @@ def resolve_synced_flat_close(row, opened_at_str, opened_at_ms=None):
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)
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def _finalize_hub_flat_monitor_binance(conn, r, *, result, pnl_amount, closed_at, miss_reason):
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opened_at = get_opened_at_value(r)
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closed_at_dt = parse_dt_for_trading_day(closed_at) or app_now()
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hold_seconds = calc_hold_seconds(opened_at, closed_at_dt)
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session_date = r["session_date"] or get_trading_day(closed_at_dt)
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update_session_capital(conn, session_date, pnl_amount)
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insert_trade_record(
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conn,
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symbol=r["symbol"],
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monitor_type=trade_record_monitor_type(conn, r),
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trend_plan_id=trend_plan_id_from_monitor_row(r),
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key_signal_type=order_row_key_signal_type(r),
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direction=r["direction"],
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trigger_price=r["trigger_price"],
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stop_loss=r["stop_loss"],
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initial_stop_loss=r["initial_stop_loss"] or r["stop_loss"],
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take_profit=r["take_profit"],
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margin_capital=r["margin_capital"],
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leverage=r["leverage"],
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pnl_amount=pnl_amount,
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hold_seconds=hold_seconds,
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trade_style=r["trade_style"],
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risk_amount=r["risk_amount"],
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planned_rr=calc_rr_ratio(
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r["direction"],
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r["trigger_price"],
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r["initial_stop_loss"] or r["stop_loss"],
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r["take_profit"],
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),
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actual_rr=calc_actual_rr(pnl_amount, r["risk_amount"]),
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result=result,
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miss_reason=handoff_trade_miss_reason(miss_reason, r),
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opened_at=opened_at,
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closed_at=closed_at,
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)
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conn.execute("UPDATE order_monitors SET status='stopped' WHERE id=?", (r["id"],))
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clear_key_sizing_snapshot_if_flat(conn, r["session_date"] or get_trading_day())
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def reconcile_hub_external_close(conn, symbol, direction):
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from lib.hub.hub_reconcile_flat_lib import reconcile_hub_external_close_impl
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from lib.hub.hub_symbol_lib import symbols_match
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global _RECONCILE_FLAT_STREAK
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return reconcile_hub_external_close_impl(
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conn,
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symbol,
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direction,
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exchange_configured=exchange_private_api_configured,
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not_configured_msg="未配置 BINANCE_API_KEY / BINANCE_API_SECRET",
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symbols_match=symbols_match,
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get_opened_at_value=get_opened_at_value,
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resolve_monitor_exchange_symbol=resolve_monitor_exchange_symbol,
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get_live_position_contracts=get_live_position_contracts,
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cancel_conditional_orders=cancel_binance_futures_open_orders,
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resolve_synced_flat_close=resolve_synced_flat_close,
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finalize_stopped_monitor=_finalize_hub_flat_monitor_binance,
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sync_trade_records=None,
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reconcile_flat_streak=_RECONCILE_FLAT_STREAK,
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to_ms_with_fallback=_to_ms_with_fallback,
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prefer_manual_resolve=False,
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order_row_monitor_type=order_row_monitor_type,
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)
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def reconcile_external_closes(conn, days=None):
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global _RECONCILE_FLAT_STREAK
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if not exchange_private_api_configured():
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@@ -5777,7 +5882,7 @@ def _market_open_for_trigger_entry(
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def _execute_trigger_entry_cross(conn, row):
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"""标记价触达计划入场:先删监控行防重复触发,再市价开仓。"""
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"""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。"""
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symbol = row["symbol"]
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direction = (row["direction"] or "long").lower()
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ex_sym = normalize_exchange_symbol(symbol)
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@@ -5788,7 +5893,8 @@ def _execute_trigger_entry_cross(conn, row):
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tc_en, tc_h, _ = time_close_settings_from_row(row)
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kid = int(row["id"])
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conn.execute("DELETE FROM key_monitors WHERE id=?", (kid,))
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if not acquire_trigger_entry_exec_lock(conn, kid):
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return False, "触价开仓进行中"
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conn.commit()
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try:
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@@ -5806,6 +5912,8 @@ def _execute_trigger_entry_cross(conn, row):
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time_close_hours=tc_h,
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)
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except Exception as e:
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release_trigger_entry_exec_lock(conn, kid)
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conn.commit()
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fail_msg = friendly_exchange_error(e)
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send_wechat_msg(
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f"# ❌ {symbol} 触价开仓异常\n"
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@@ -5817,6 +5925,8 @@ def _execute_trigger_entry_cross(conn, row):
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return False, fail_msg
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if ok and det:
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conn.execute("DELETE FROM key_monitors WHERE id=?", (kid,))
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conn.commit()
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rr_txt = format_wechat_scalar_2dp(det.get("planned_rr_fill")) if det.get("planned_rr_fill") is not None else "-"
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msg = (
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f"# ✅ {symbol} 触价开仓成交\n"
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@@ -5833,6 +5943,8 @@ def _execute_trigger_entry_cross(conn, row):
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send_wechat_msg(msg)
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insert_key_monitor_history(conn, row, 0, msg, TRIGGER_ENTRY_CLOSE_FILLED)
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return True, None
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release_trigger_entry_exec_lock(conn, kid)
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conn.commit()
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fail_msg = err or "触价触发后开仓失败"
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send_wechat_msg(
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f"# ❌ {symbol} 触价开仓失败\n"
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@@ -5860,6 +5972,8 @@ def check_trigger_entry_key_monitors():
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sl = float(_sqlite_row_val(r, "fib_stop_loss") or 0)
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tp = float(_sqlite_row_val(r, "fib_take_profit") or 0)
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kid = int(r["id"])
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if is_trigger_entry_in_flight_row(r):
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continue
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if entry <= 0 or sl <= 0 or tp <= 0:
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_finalize_key_monitor_one_shot(conn, r, "触价计划价位无效", "fib_plan_invalid")
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continue
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@@ -6388,7 +6502,7 @@ def check_order_monitors():
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new_sl = round_price_to_exchange(ex_sym, new_sl)
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tp_ex = float(take_profit or 0)
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ok_live, _live_reason = ensure_exchange_live_ready()
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synced_ex = not ok_live
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synced_ex = False
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if ok_live and tp_ex > 0:
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try:
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replace_active_monitor_tpsl_on_exchange(r, new_sl, tp_ex)
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@@ -6818,8 +6932,8 @@ def background_task():
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from lib.strategy.strategy_trend_register import check_trend_pullback_plans
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check_trend_pullback_plans(cfg)
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except:
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pass
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except Exception as e:
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print(f"[monitor_loop] {e}", flush=True)
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time.sleep(MONITOR_POLL_SECONDS)
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@@ -9667,6 +9781,7 @@ try:
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ohlcv_fn=_hub_fetch_ohlcv,
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volume_rank_fn=_hub_fetch_volume_rank,
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market_fn=_hub_fetch_market,
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reconcile_hub_flat_fn=reconcile_hub_external_close,
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risk_status_fn=hub_account_risk_status,
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user_close_fn=hub_user_initiated_close,
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render_main_page_fn=render_main_page,
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+132
-91
@@ -131,6 +131,9 @@ from lib.key_monitor.trigger_entry_key_monitor_lib import (
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TRIGGER_ENTRY_VALIDITY_HOURS,
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check_trigger_entry_intent_limit,
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count_pending_trigger_entries,
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acquire_trigger_entry_exec_lock,
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is_trigger_entry_in_flight_row,
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release_trigger_entry_exec_lock,
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is_breakout_trigger_entry_key_monitor_type,
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is_trigger_entry_expired,
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is_trigger_entry_key_monitor_type,
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@@ -3135,7 +3138,7 @@ def _gate_place_tp_sl_orders_position_price_orders(exchange_symbol, direction, s
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try:
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exchange.privateFuturesPostSettlePriceOrders(_payload(tp_s, tp_rule))
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except Exception:
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cancel_gate_swap_trigger_orders(exchange_symbol)
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# 保留已挂止损,仅放弃本次 TP;上层可补偿平仓或重试
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raise
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return
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except Exception as e:
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@@ -3252,6 +3255,27 @@ def ensure_markets_loaded(force=False):
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MARKETS_LOADED = True
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def _abort_market_open_after_tpsl_failure(exchange_symbol, direction, order, planned_amount):
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"""TP/SL 挂失败时市价平掉刚开的仓并撤残留条件单。"""
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from lib.trade.compensating_close_lib import run_compensating_close
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def _close():
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ensure_markets_loaded()
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try:
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cancel_gate_swap_trigger_orders(exchange_symbol)
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except Exception:
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pass
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live = get_live_position_contracts(exchange_symbol, direction)
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amt = live if live is not None and live > 0 else _gate_contracts_amount_for_tpsl(order, planned_amount)
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if amt is None or float(amt) <= 0:
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return
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side = "sell" if direction == "long" else "buy"
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params = build_gate_order_params(direction, reduce_only=True)
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exchange.create_order(exchange_symbol, "market", side, float(amt), None, params)
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run_compensating_close(_close, log_prefix="gate_compensating_close")
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def place_exchange_order(exchange_symbol, direction, amount, leverage, stop_loss=None, take_profit=None):
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ensure_markets_loaded()
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exchange.set_leverage(leverage, exchange_symbol)
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@@ -3265,22 +3289,48 @@ def place_exchange_order(exchange_symbol, direction, amount, leverage, stop_loss
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_gate_place_tp_sl_orders(exchange_symbol, direction, contracts_amt, stop_loss, take_profit)
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order["tpsl_attached"] = True
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except RuntimeError:
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_abort_market_open_after_tpsl_failure(exchange_symbol, direction, order, amount)
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raise
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except Exception as e:
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_abort_market_open_after_tpsl_failure(exchange_symbol, direction, order, amount)
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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
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return order
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def close_exchange_order(order_row):
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"""
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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。
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"""
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ensure_markets_loaded()
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exchange_symbol = order_row["exchange_symbol"] or normalize_exchange_symbol(order_row["symbol"])
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amount = float(order_row["order_amount"] or 0)
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if amount <= 0:
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raise ValueError("平仓失败:缺少有效下单数量")
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direction = order_row["direction"]
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db_amt = float(order_row["order_amount"] or 0)
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side = "sell" if direction == "long" else "buy"
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params = build_gate_order_params(direction, reduce_only=True)
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return exchange.create_order(exchange_symbol, "market", side, amount, None, params)
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last_resp = None
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for _ in range(3):
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live = get_live_position_contracts(exchange_symbol, direction)
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if live is not None and live > 0:
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raw_amt = live
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else:
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raw_amt = db_amt
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if raw_amt <= 0:
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if last_resp is not None:
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return last_resp
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raise ValueError("平仓失败:缺少有效下单数量")
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try:
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amount = float(exchange.amount_to_precision(exchange_symbol, raw_amt))
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except Exception:
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amount = float(raw_amt)
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if amount <= 0:
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if last_resp is not None:
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return last_resp
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raise ValueError("平仓失败:数量经精度舍入后为 0")
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params = build_gate_order_params(direction, reduce_only=True)
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last_resp = exchange.create_order(exchange_symbol, "market", side, amount, None, params)
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live_after = get_live_position_contracts(exchange_symbol, direction)
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if live_after is None or live_after <= 0:
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return last_resp
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return last_resp
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def _gate_swap_trigger_order_params():
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@@ -4113,89 +4163,71 @@ def resolve_synced_flat_close(row, opened_at_str, opened_at_ms=None, *, prefer_m
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)
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def _finalize_hub_flat_monitor(conn, r, *, result, pnl_amount, closed_at, miss_reason):
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opened_at = get_opened_at_value(r)
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closed_at_dt = parse_dt_for_trading_day(closed_at) or app_now()
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hold_seconds = calc_hold_seconds(opened_at, closed_at_dt)
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session_date = r["session_date"] or get_trading_day(closed_at_dt)
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update_session_capital(conn, session_date, pnl_amount)
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insert_trade_record(
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conn,
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symbol=r["symbol"],
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monitor_type=trade_record_monitor_type(conn, r),
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trend_plan_id=trend_plan_id_from_monitor_row(r),
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key_signal_type=order_row_key_signal_type(r),
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direction=r["direction"],
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trigger_price=r["trigger_price"],
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stop_loss=r["stop_loss"],
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initial_stop_loss=r["initial_stop_loss"] or r["stop_loss"],
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take_profit=r["take_profit"],
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margin_capital=margin_capital_for_trade_record(r),
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leverage=r["leverage"],
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pnl_amount=pnl_amount,
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hold_seconds=hold_seconds,
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trade_style=r["trade_style"],
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risk_amount=r["risk_amount"],
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planned_rr=calc_rr_ratio(
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r["direction"],
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r["trigger_price"],
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r["initial_stop_loss"] or r["stop_loss"],
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r["take_profit"],
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),
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actual_rr=calc_actual_rr(pnl_amount, r["risk_amount"]),
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result=result,
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miss_reason=handoff_trade_miss_reason(miss_reason, r),
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opened_at=opened_at,
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closed_at=closed_at,
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)
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conn.execute("UPDATE order_monitors SET status='stopped' WHERE id=?", (r["id"],))
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clear_key_sizing_snapshot_if_flat(conn, r["session_date"] or get_trading_day())
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def reconcile_hub_external_close(conn, symbol, direction):
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"""中控市价全平后:立即同步匹配 order_monitor,并读 Gate 平仓历史。"""
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if not exchange_private_api_configured():
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return {"ok": False, "msg": "未配置 GATE_API_KEY / GATE_API_SECRET", "synced": 0}
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from lib.exchange.gate_position_history_lib import unified_symbol_for_match
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from lib.hub.hub_reconcile_flat_lib import reconcile_hub_external_close_impl
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from lib.hub.hub_symbol_lib import symbols_match
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sym_u = unified_symbol_for_match(symbol)
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dir_l = (direction or "").strip().lower()
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if dir_l not in ("long", "short"):
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return {"ok": False, "msg": "side 须为 long 或 short", "synced": 0}
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synced = 0
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rows = conn.execute(
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"SELECT * FROM order_monitors WHERE status IN ('active', 'error')"
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).fetchall()
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for r in rows:
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||||
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)
|
||||
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)
|
||||
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=margin_capital_for_trade_record(r),
|
||||
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())
|
||||
synced += 1
|
||||
try:
|
||||
sync_trade_records_from_exchange(conn, force=True)
|
||||
except Exception:
|
||||
pass
|
||||
return {"ok": True, "synced": synced}
|
||||
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)
|
||||
|
||||
|
||||
|
||||
+112
-10
@@ -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,
|
||||
|
||||
@@ -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()
|
||||
|
||||
@@ -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 ""
|
||||
cfg["replace_tpsl"](ex_sym, direction, sl, tp0, mon)
|
||||
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'""",
|
||||
|
||||
@@ -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
|
||||
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"
|
||||
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)
|
||||
trend_refresh_stop_only(cfg, exchange_symbol, direction, stop_loss)
|
||||
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))
|
||||
|
||||
@@ -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)
|
||||
@@ -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:
|
||||
|
||||
@@ -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:
|
||||
|
||||
+81
-34
@@ -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},
|
||||
)
|
||||
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},
|
||||
sync_bundle = await _sync_flask_after_position_close(
|
||||
flask_client, ex, 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):
|
||||
@@ -2451,9 +2477,19 @@ 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)
|
||||
if isinstance(risk_sync, dict):
|
||||
out["risk_sync"] = risk_sync
|
||||
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()
|
||||
return out
|
||||
|
||||
@@ -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
|
||||
|
||||
Reference in New Issue
Block a user