dekun
cbb7f954f5
Default 10m via OKX_OPTIONS_PENDING_TTL_SECONDS; show age/countdown in pending panel; monitor loop cancels sell closes. Co-authored-by: Cursor <cursoragent@cursor.com>
125 lines
4.0 KiB
Python
125 lines
4.0 KiB
Python
"""期权限价挂单:展示 enrichment + 超时自动撤单."""
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from __future__ import annotations
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import time
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from typing import Any
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def _safe_float(v: Any) -> float | None:
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if v is None or v == "":
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return None
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try:
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return float(v)
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except (TypeError, ValueError):
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return None
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def order_age_seconds(order: dict[str, Any], *, now_ms: float | None = None) -> float | None:
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"""根据交易所 cTime(ms) 估算挂单时长(秒)."""
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ct = _safe_float(order.get("c_time") or order.get("cTime"))
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if ct is None or ct <= 0:
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return None
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# OKX 一般为毫秒时间戳
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if ct < 1e12:
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ct *= 1000.0
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now = float(now_ms if now_ms is not None else time.time() * 1000.0)
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age = (now - ct) / 1000.0
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return age if age >= 0 else 0.0
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def is_close_pending_order(order: dict[str, Any]) -> bool:
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"""平仓向限价挂单:卖出 / reduceOnly."""
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side = str(order.get("side") or "").lower()
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if side == "sell":
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return True
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return bool(order.get("reduce_only"))
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def enrich_pending_orders(
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orders: list[dict[str, Any]] | None,
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*,
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ttl_seconds: float = 600.0,
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now_ms: float | None = None,
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) -> list[dict[str, Any]]:
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"""为 UI 附加挂单时长与自动撤倒计时."""
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ttl = max(0.0, float(ttl_seconds or 0))
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now = float(now_ms if now_ms is not None else time.time() * 1000.0)
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out: list[dict[str, Any]] = []
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for raw in orders or []:
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o = dict(raw)
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age = order_age_seconds(o, now_ms=now)
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is_close = is_close_pending_order(o)
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o["age_sec"] = round(age, 1) if age is not None else None
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o["is_close_order"] = is_close
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o["auto_cancel_enabled"] = bool(is_close and ttl > 0)
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if age is not None and is_close and ttl > 0:
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remain = max(0.0, ttl - age)
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o["ttl_seconds"] = ttl
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o["expire_in_sec"] = round(remain, 1)
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o["stale"] = remain <= 0
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else:
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o["ttl_seconds"] = ttl if is_close else None
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o["expire_in_sec"] = None
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o["stale"] = False
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out.append(o)
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return out
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def cancel_stale_close_pending_orders(
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*,
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fetch_pending: Any,
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cancel_order: Any,
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ttl_seconds: float = 600.0,
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now_ms: float | None = None,
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ex: Any = None,
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) -> dict[str, Any]:
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"""
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平仓限价挂单超过 ttl 自动撤销.
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fetch_pending(ex) -> list; cancel_order(ex, inst_id=..., ord_id=...).
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"""
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ttl = float(ttl_seconds or 0)
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if ttl <= 0:
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return {"ok": True, "cancelled": 0, "checked": 0, "skipped": "ttl_disabled"}
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try:
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orders = fetch_pending(ex) if ex is not None else fetch_pending()
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except TypeError:
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orders = fetch_pending(ex)
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except Exception as e:
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return {"ok": False, "msg": str(e), "cancelled": 0, "checked": 0}
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enriched = enrich_pending_orders(orders or [], ttl_seconds=ttl, now_ms=now_ms)
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cancelled: list[dict[str, Any]] = []
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errors: list[str] = []
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checked = 0
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for o in enriched:
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if not o.get("is_close_order"):
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continue
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checked += 1
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if not o.get("stale"):
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continue
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inst = str(o.get("inst_id") or "").strip()
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oid = str(o.get("ord_id") or "").strip()
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if not inst or not oid:
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continue
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try:
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if ex is not None:
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res = cancel_order(ex, inst_id=inst, ord_id=oid)
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else:
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res = cancel_order(inst_id=inst, ord_id=oid)
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except TypeError:
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res = cancel_order(ex, inst_id=inst, ord_id=oid)
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except Exception as e:
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errors.append(f"{oid}:{e}")
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continue
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if res.get("ok"):
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cancelled.append({"inst_id": inst, "ord_id": oid, "age_sec": o.get("age_sec")})
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else:
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errors.append(f"{oid}:{res.get('msg') or 'cancel_failed'}")
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return {
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"ok": True,
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"cancelled": len(cancelled),
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"checked": checked,
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"orders": cancelled,
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"errors": errors,
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"ttl_seconds": ttl,
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}
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