dekun
348 lines
11 KiB
Python
348 lines
11 KiB
Python
"""OKX 期权开仓/平仓企业微信推送(必发,幂等落库标记)."""
|
||
from __future__ import annotations
|
||
|
||
import sqlite3
|
||
from typing import Any, Callable, Optional
|
||
|
||
|
||
def _fmt(v: Any, d: int = 4) -> str:
|
||
try:
|
||
if v is None or v == "":
|
||
return "—"
|
||
return f"{float(v):.{d}f}"
|
||
except (TypeError, ValueError):
|
||
return str(v)
|
||
|
||
|
||
def _opt_type_label(opt_type: Any) -> str:
|
||
t = str(opt_type or "").strip().upper()
|
||
if t in ("C", "CALL"):
|
||
return "Call"
|
||
if t in ("P", "PUT"):
|
||
return "Put"
|
||
return t or "—"
|
||
|
||
|
||
def ensure_options_notify_columns(conn: sqlite3.Connection) -> None:
|
||
for ddl in (
|
||
"ALTER TABLE options_trades ADD COLUMN wechat_open_sent INTEGER DEFAULT 0",
|
||
"ALTER TABLE options_trades ADD COLUMN wechat_close_sent INTEGER DEFAULT 0",
|
||
):
|
||
try:
|
||
conn.execute(ddl)
|
||
except Exception:
|
||
pass
|
||
|
||
|
||
def notify_options_send(cfg: dict[str, Any], content: str) -> bool:
|
||
send: Optional[Callable[[str], Any]] = cfg.get("send_wechat")
|
||
if not callable(send):
|
||
return False
|
||
try:
|
||
send(content)
|
||
return True
|
||
except Exception:
|
||
return False
|
||
|
||
|
||
def build_options_open_message(
|
||
*,
|
||
account_label: str,
|
||
inst_id: str,
|
||
underlying: str = "",
|
||
opt_type: Any = None,
|
||
sheets: Any = None,
|
||
premium_paid: Any = None,
|
||
open_quote: Any = None,
|
||
target_index: Any = None,
|
||
profit_rr: Any = None,
|
||
signal_note: str = "",
|
||
trade_id: Any = None,
|
||
) -> str:
|
||
lines = [
|
||
"【OKX期权·开仓】",
|
||
f"账户:{account_label or 'OKX期权'}",
|
||
]
|
||
if trade_id is not None:
|
||
lines.append(f"本地单号:#{trade_id}")
|
||
lines.extend(
|
||
[
|
||
f"合约:{inst_id}",
|
||
f"标的:{(underlying or '—')} · {_opt_type_label(opt_type)}",
|
||
f"张数:{sheets if sheets is not None else '—'}",
|
||
f"开仓报价:{_fmt(open_quote)} USDC",
|
||
f"权利金:{_fmt(premium_paid)} USDC",
|
||
]
|
||
)
|
||
if profit_rr is not None and str(profit_rr).strip() != "":
|
||
try:
|
||
lines.append(f"盈亏比:×{float(profit_rr):g}(达标全平;不达标等到期)")
|
||
except (TypeError, ValueError):
|
||
lines.append(f"盈亏比:{profit_rr}")
|
||
elif target_index is not None and str(target_index).strip() != "":
|
||
try:
|
||
lines.append(f"目标指数:{float(target_index):g}")
|
||
except (TypeError, ValueError):
|
||
lines.append(f"目标指数:{target_index}")
|
||
if signal_note:
|
||
lines.append(f"备注:{signal_note[:200]}")
|
||
return "\n".join(lines)
|
||
|
||
|
||
def build_options_close_message(
|
||
*,
|
||
account_label: str,
|
||
inst_id: str,
|
||
reason: str = "",
|
||
underlying: str = "",
|
||
opt_type: Any = None,
|
||
sheets: Any = None,
|
||
premium_paid: Any = None,
|
||
premium_received: Any = None,
|
||
realized_pnl: Any = None,
|
||
close_quote: Any = None,
|
||
target_index: Any = None,
|
||
profit_rr: Any = None,
|
||
trigger_idx: Any = None,
|
||
trade_id: Any = None,
|
||
) -> str:
|
||
lines = [
|
||
"【OKX期权·平仓】",
|
||
f"账户:{account_label or 'OKX期权'}",
|
||
]
|
||
if trade_id is not None:
|
||
lines.append(f"本地单号:#{trade_id}")
|
||
lines.extend(
|
||
[
|
||
f"合约:{inst_id}",
|
||
f"标的:{(underlying or '—')} · {_opt_type_label(opt_type)}",
|
||
f"原因:{(reason or '平仓').strip()}",
|
||
f"张数:{sheets if sheets is not None else '—'}",
|
||
f"平仓报价:{_fmt(close_quote)} USDC",
|
||
f"已付/收回:{_fmt(premium_paid)} / {_fmt(premium_received)} USDC",
|
||
f"实现盈亏:{_fmt(realized_pnl, 4)} USDC",
|
||
]
|
||
)
|
||
if profit_rr is not None and str(profit_rr).strip() != "":
|
||
try:
|
||
lines.append(f"盈亏比:×{float(profit_rr):g}")
|
||
except (TypeError, ValueError):
|
||
lines.append(f"盈亏比:{profit_rr}")
|
||
elif target_index is not None and str(target_index).strip() != "":
|
||
try:
|
||
lines.append(f"目标指数:{float(target_index):g}")
|
||
except (TypeError, ValueError):
|
||
lines.append(f"目标指数:{target_index}")
|
||
if trigger_idx is not None and str(trigger_idx).strip() != "":
|
||
try:
|
||
lines.append(f"触发指数:{float(trigger_idx):g}")
|
||
except (TypeError, ValueError):
|
||
lines.append(f"触发指数:{trigger_idx}")
|
||
return "\n".join(lines)
|
||
|
||
|
||
def notify_options_open(
|
||
cfg: dict[str, Any],
|
||
conn: sqlite3.Connection | None,
|
||
*,
|
||
trade_id: int | None,
|
||
inst_id: str,
|
||
underlying: str = "",
|
||
opt_type: Any = None,
|
||
sheets: Any = None,
|
||
premium_paid: Any = None,
|
||
open_quote: Any = None,
|
||
target_index: Any = None,
|
||
profit_rr: Any = None,
|
||
signal_note: str = "",
|
||
) -> bool:
|
||
ensure_options_notify_columns(conn) if conn is not None else None
|
||
if conn is not None and trade_id is not None:
|
||
row = conn.execute(
|
||
"SELECT wechat_open_sent FROM options_trades WHERE id=?",
|
||
(int(trade_id),),
|
||
).fetchone()
|
||
if row and int(row["wechat_open_sent"] or 0):
|
||
return False
|
||
msg = build_options_open_message(
|
||
account_label=str(cfg.get("account_label") or "OKX期权"),
|
||
inst_id=inst_id,
|
||
underlying=underlying,
|
||
opt_type=opt_type,
|
||
sheets=sheets,
|
||
premium_paid=premium_paid,
|
||
open_quote=open_quote,
|
||
target_index=target_index,
|
||
profit_rr=profit_rr,
|
||
signal_note=signal_note,
|
||
trade_id=trade_id,
|
||
)
|
||
ok = notify_options_send(cfg, msg)
|
||
if ok and conn is not None and trade_id is not None:
|
||
conn.execute(
|
||
"UPDATE options_trades SET wechat_open_sent=1 WHERE id=?",
|
||
(int(trade_id),),
|
||
)
|
||
try:
|
||
conn.commit()
|
||
except Exception:
|
||
pass
|
||
return ok
|
||
|
||
|
||
def _load_trade_row(conn: sqlite3.Connection, trade_id: int) -> dict[str, Any] | None:
|
||
row = conn.execute("SELECT * FROM options_trades WHERE id=?", (int(trade_id),)).fetchone()
|
||
return dict(row) if row else None
|
||
|
||
|
||
def notify_options_close(
|
||
cfg: dict[str, Any],
|
||
conn: sqlite3.Connection | None,
|
||
*,
|
||
inst_id: str,
|
||
reason: str = "平仓",
|
||
trade_id: int | None = None,
|
||
underlying: str = "",
|
||
opt_type: Any = None,
|
||
sheets: Any = None,
|
||
premium_paid: Any = None,
|
||
premium_received: Any = None,
|
||
realized_pnl: Any = None,
|
||
close_quote: Any = None,
|
||
target_index: Any = None,
|
||
profit_rr: Any = None,
|
||
trigger_idx: Any = None,
|
||
force: bool = False,
|
||
) -> bool:
|
||
"""平仓必发.默认按 trade_id / 同合约未标记行幂等."""
|
||
if conn is not None:
|
||
ensure_options_notify_columns(conn)
|
||
rows: list[dict[str, Any]] = []
|
||
if conn is not None and trade_id is not None:
|
||
r = _load_trade_row(conn, int(trade_id))
|
||
if r:
|
||
rows = [r]
|
||
elif conn is not None and inst_id:
|
||
q = conn.execute(
|
||
"""
|
||
SELECT * FROM options_trades
|
||
WHERE inst_id=? AND status='closed'
|
||
AND COALESCE(wechat_close_sent,0)=0
|
||
ORDER BY id DESC
|
||
LIMIT 20
|
||
""",
|
||
(inst_id,),
|
||
).fetchall()
|
||
rows = [dict(x) for x in q]
|
||
if not rows and force:
|
||
q2 = conn.execute(
|
||
"""
|
||
SELECT * FROM options_trades
|
||
WHERE inst_id=? AND status='closed'
|
||
ORDER BY id DESC LIMIT 1
|
||
""",
|
||
(inst_id,),
|
||
).fetchone()
|
||
if q2:
|
||
rows = [dict(q2)]
|
||
|
||
if rows:
|
||
# 同次平仓可能多腿:合并一条推送,逐条标记
|
||
total_paid = sum(float(r.get("premium_paid") or 0) for r in rows)
|
||
total_recv = sum(float(r.get("premium_received") or 0) for r in rows if r.get("premium_received") is not None)
|
||
pnls = [float(r["realized_pnl"]) for r in rows if r.get("realized_pnl") is not None]
|
||
total_pnl = sum(pnls) if pnls else None
|
||
if total_pnl is None and (premium_received is not None or realized_pnl is not None):
|
||
total_pnl = realized_pnl
|
||
total_recv = premium_received if premium_received is not None else total_recv
|
||
total_paid = premium_paid if premium_paid is not None else total_paid
|
||
head = rows[0]
|
||
pending = [r for r in rows if not int(r.get("wechat_close_sent") or 0)]
|
||
if not pending and not force:
|
||
return False
|
||
msg = build_options_close_message(
|
||
account_label=str(cfg.get("account_label") or "OKX期权"),
|
||
inst_id=inst_id or str(head.get("inst_id") or ""),
|
||
reason=reason,
|
||
underlying=underlying or str(head.get("underlying") or ""),
|
||
opt_type=opt_type or head.get("opt_type"),
|
||
sheets=sheets if sheets is not None else sum(int(r.get("sheets") or 0) for r in rows),
|
||
premium_paid=total_paid,
|
||
premium_received=total_recv if rows else premium_received,
|
||
realized_pnl=total_pnl,
|
||
close_quote=close_quote if close_quote is not None else head.get("close_quote"),
|
||
target_index=target_index,
|
||
profit_rr=profit_rr,
|
||
trigger_idx=trigger_idx,
|
||
trade_id=head.get("id") if len(rows) == 1 else None,
|
||
)
|
||
ok = notify_options_send(cfg, msg)
|
||
if ok and conn is not None:
|
||
for r in pending or rows:
|
||
conn.execute(
|
||
"UPDATE options_trades SET wechat_close_sent=1 WHERE id=?",
|
||
(int(r["id"]),),
|
||
)
|
||
try:
|
||
conn.commit()
|
||
except Exception:
|
||
pass
|
||
return ok
|
||
|
||
# 无库行时仍发一条(尽量不丢提醒)
|
||
msg = build_options_close_message(
|
||
account_label=str(cfg.get("account_label") or "OKX期权"),
|
||
inst_id=inst_id,
|
||
reason=reason,
|
||
underlying=underlying,
|
||
opt_type=opt_type,
|
||
sheets=sheets,
|
||
premium_paid=premium_paid,
|
||
premium_received=premium_received,
|
||
realized_pnl=realized_pnl,
|
||
close_quote=close_quote,
|
||
target_index=target_index,
|
||
profit_rr=profit_rr,
|
||
trigger_idx=trigger_idx,
|
||
trade_id=trade_id,
|
||
)
|
||
return notify_options_send(cfg, msg)
|
||
|
||
|
||
def notify_options_close_trade_ids(
|
||
cfg: dict[str, Any],
|
||
conn: sqlite3.Connection,
|
||
trade_ids: list[int],
|
||
*,
|
||
reason: str,
|
||
) -> bool:
|
||
ids = [int(x) for x in trade_ids if x is not None]
|
||
if not ids:
|
||
return False
|
||
ensure_options_notify_columns(conn)
|
||
placeholders = ",".join("?" for _ in ids)
|
||
rows = conn.execute(
|
||
f"""
|
||
SELECT * FROM options_trades
|
||
WHERE id IN ({placeholders}) AND COALESCE(wechat_close_sent,0)=0
|
||
""",
|
||
ids,
|
||
).fetchall()
|
||
if not rows:
|
||
return False
|
||
first = dict(rows[0])
|
||
return notify_options_close(
|
||
cfg,
|
||
conn,
|
||
inst_id=str(first.get("inst_id") or ""),
|
||
reason=reason,
|
||
trade_id=int(first["id"]) if len(rows) == 1 else None,
|
||
underlying=str(first.get("underlying") or ""),
|
||
opt_type=first.get("opt_type"),
|
||
sheets=sum(int(r["sheets"] or 0) for r in rows),
|
||
premium_paid=sum(float(r["premium_paid"] or 0) for r in rows),
|
||
premium_received=sum(float(r["premium_received"] or 0) for r in rows if r["premium_received"] is not None),
|
||
realized_pnl=sum(float(r["realized_pnl"]) for r in rows if r["realized_pnl"] is not None),
|
||
close_quote=first.get("close_quote"),
|
||
)
|