dekun
139 lines
3.9 KiB
Python
139 lines
3.9 KiB
Python
"""期权持仓监控：浮盈翻倍微信提醒。"""
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from __future__ import annotations
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import sqlite3
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import time
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from typing import Any, Callable
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def _safe_float(v: Any) -> float | None:
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if v is None:
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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 build_profit_alert_message(
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*,
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account_label: str,
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inst_id: str,
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premium_paid: float,
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upl: float,
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upl_ratio: float | None,
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bid: float | None,
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) -> str:
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pct = f"{upl_ratio * 100:.1f}%" if upl_ratio is not None else "—"
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bid_txt = f"{bid:.4f}" if bid is not None else "—"
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return "\n".join(
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[
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"【OKX期权·翻倍提醒】",
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f"账户：{account_label}",
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f"合约：{inst_id}",
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f"已付权利金：{premium_paid:.4f} USDC",
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f"未实现盈亏：{upl:+.4f} USDC（{pct}）",
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f"当前买一：{bid_txt}（可考虑限价平仓锁利）",
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]
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)
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def run_options_profit_alerts(
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conn: sqlite3.Connection,
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positions: list[dict[str, Any]],
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*,
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profit_ratio: float,
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send_wechat: Callable[[str], None],
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account_label: str,
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ticker_bid_fn: Callable[[str], float | None],
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) -> int:
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"""
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对比 DB 中 open 记录与交易所持仓；达到阈值发微信。
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返回发送条数。
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"""
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sent = 0
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pos_by_inst = {str(p.get("inst_id") or p.get("instId") or ""): p for p in positions}
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rows = conn.execute(
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"""
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SELECT id, inst_id, premium_paid, profit_alert_sent
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FROM options_trades
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WHERE status = 'open'
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"""
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).fetchall()
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for row in rows:
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if int(row["profit_alert_sent"] or 0):
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continue
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inst_id = str(row["inst_id"] or "")
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prem = _safe_float(row["premium_paid"])
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if not inst_id or prem is None or prem <= 0:
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continue
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pos = pos_by_inst.get(inst_id)
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if not pos:
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continue
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upl = _safe_float(pos.get("upl"))
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upl_ratio = _safe_float(pos.get("upl_ratio_pct"))
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if upl_ratio is not None:
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ratio = upl_ratio / 100.0
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elif upl is not None:
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ratio = upl / prem
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else:
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continue
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if ratio < float(profit_ratio):
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continue
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bid = ticker_bid_fn(inst_id)
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msg = build_profit_alert_message(
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account_label=account_label,
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inst_id=inst_id,
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premium_paid=prem,
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upl=upl or 0.0,
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upl_ratio=ratio,
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bid=bid,
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)
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try:
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send_wechat(msg)
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conn.execute(
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"UPDATE options_trades SET profit_alert_sent = 1 WHERE id = ?",
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(int(row["id"]),),
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)
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sent += 1
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except Exception:
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pass
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return sent
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def options_monitor_loop(
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*,
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enabled: bool,
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poll_seconds: float,
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get_db: Callable[[], sqlite3.Connection],
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fetch_positions: Callable[[], list[dict[str, Any]]],
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ticker_bid_fn: Callable[[str], float | None],
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send_wechat: Callable[[str], None],
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account_label: str,
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profit_ratio: float,
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stop_event: Any = None,
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) -> None:
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if not enabled:
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return
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while True:
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if stop_event is not None and getattr(stop_event, "is_set", lambda: False)():
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break
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try:
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conn = get_db()
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try:
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positions = fetch_positions()
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run_options_profit_alerts(
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conn,
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positions,
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profit_ratio=profit_ratio,
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send_wechat=send_wechat,
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account_label=account_label,
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ticker_bid_fn=ticker_bid_fn,
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)
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conn.commit()
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finally:
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conn.close()
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except Exception:
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pass
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time.sleep(max(5.0, float(poll_seconds)))
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