dekun
96 lines
3.8 KiB
Python
96 lines
3.8 KiB
Python
"""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}
|