dekun
115 lines
4.6 KiB
Python
115 lines
4.6 KiB
Python
"""各交易所 app 模块 → strategy_register 配置（统一工厂）。"""
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from __future__ import annotations
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from typing import Any
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def build_strategy_config(app_module: Any, *, trend_enabled: bool = False, trend_disabled_note: str = "") -> dict:
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m = app_module
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def get_trading_capital_usdt(conn):
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if hasattr(m, "get_exchange_capitals"):
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_, tc = m.get_exchange_capitals(force=True)
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if tc is not None:
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return float(tc)
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if hasattr(m, "get_available_trading_usdt"):
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snap = m.get_available_trading_usdt()
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if snap is not None:
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return float(snap)
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day = m.get_trading_day(m.app_now())
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row = m.ensure_session(conn, day)
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return float(row["current_capital"])
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def get_position(ex_sym, direction):
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qty = m.get_live_position_contracts(ex_sym, direction)
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entry = None
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try:
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rows = m.exchange.fetch_positions([ex_sym])
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for p in rows or []:
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matcher = getattr(m, "_row_matches_monitor_direction", None)
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if matcher and not matcher(direction, p):
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continue
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contracts = getattr(m, "_position_row_effective_contracts", lambda x: abs(float(x.get("contracts") or 0)))(p)
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if contracts <= 0:
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continue
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coerce = getattr(m, "_coerce_float", None)
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if coerce:
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entry = coerce(
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p.get("entryPrice"),
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p.get("average"),
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(p.get("info") or {}).get("entryPrice"),
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)
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if entry:
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break
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except Exception:
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pass
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return {"contracts": float(qty or 0), "entry_price": entry}
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def amount_to_precision(ex_sym, amount):
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try:
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return float(m.exchange.amount_to_precision(ex_sym, float(amount)))
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except Exception:
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return None
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def price_to_precision(ex_sym, price):
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try:
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return float(m.exchange.price_to_precision(ex_sym, float(price)))
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except Exception:
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return None
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def market_add(ex_sym, direction, amount, leverage):
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return m.place_exchange_order(ex_sym, direction, amount, leverage, stop_loss=None, take_profit=None)
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def limit_add(ex_sym, direction, amount, price, leverage):
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m.exchange.set_leverage(int(leverage), ex_sym)
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side = "buy" if direction == "long" else "sell"
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params = {}
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if hasattr(m, "build_gate_order_params"):
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params = m.build_gate_order_params(direction, reduce_only=False)
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return m.exchange.create_order(ex_sym, "limit", side, float(amount), float(price), params or None)
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def replace_tpsl(ex_sym, direction, sl, tp, order_row):
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row = order_row or {"symbol": ex_sym, "exchange_symbol": ex_sym, "direction": direction}
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m.replace_active_monitor_tpsl_on_exchange(row, sl, tp)
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def count_trends(conn):
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try:
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return int(
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conn.execute(
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"SELECT COUNT(*) FROM trend_pullback_plans WHERE status='active'"
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).fetchone()[0]
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)
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except Exception:
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return 0
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note = trend_disabled_note or (
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"趋势回调（自动补仓）请在 Gate 趋势机器人实例使用：/strategy/trend"
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)
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return {
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"exchange_display": getattr(m, "EXCHANGE_DISPLAY_NAME", ""),
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"trend_enabled": trend_enabled,
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"trend_disabled_note": note,
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"login_required": m.login_required,
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"get_db": m.get_db,
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"normalize_symbol_input": m.normalize_symbol_input,
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"normalize_exchange_symbol": m.normalize_exchange_symbol,
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"get_price": m.get_price,
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"get_trading_capital_usdt": get_trading_capital_usdt,
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"get_position": get_position,
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"amount_to_precision": amount_to_precision,
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"price_to_precision": price_to_precision,
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"market_add": market_add,
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"limit_add": limit_add,
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"replace_tpsl": replace_tpsl,
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"ensure_live_ready": m.ensure_exchange_live_ready,
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"default_risk_percent": float(getattr(m, "RISK_PERCENT", 2)),
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"default_leverage": m.infer_leverage,
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"friendly_error": lambda e: m.friendly_exchange_error(e, available_usdt=m.get_available_trading_usdt())
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if "friendly_exchange_error" in dir(m)
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else str(e),
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"app_now_str": m.app_now_str,
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"resolve_fill_price": m.resolve_order_entry_price,
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"price_fmt": m.format_price_for_symbol,
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"count_active_trend_plans": count_trends if trend_enabled else count_trends,
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}
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