dekun
76 lines
2.4 KiB
Python
76 lines
2.4 KiB
Python
"""price_snapshot 共用：订单行情价兜底，避免 get_price 失败时整单不入 order_prices。"""
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from __future__ import annotations
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from typing import Any, Callable, Mapping, Optional
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from lib.hub.hub_position_metrics import parse_position_mark_price
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def resolve_order_snapshot_price(
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symbol: str,
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prices: Mapping[str, float],
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*,
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position_row: Optional[dict[str, Any]] = None,
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order_leverage=None,
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parse_position_metrics_fn: Callable[..., dict[str, Any] | None] | None = None,
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get_mark_price_fn: Callable[[str], float | None] | None = None,
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fallback_entry: float | None = None,
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) -> float | None:
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"""
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解析下单监控轮询用的现价/标记价，优先级：
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1. 已批量拉取的 ticker last
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2. get_symbol_mark_price（含 mark）
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3. 交易所持仓 mark（parse_ccxt_position_metrics / parse_position_mark_price）
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4. 计划成交价 trigger_price
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"""
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sym = (symbol or "").strip()
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if not sym:
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return None
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cached = prices.get(sym)
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if cached is not None:
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try:
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v = float(cached)
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if v > 0:
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return v
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except (TypeError, ValueError):
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pass
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if get_mark_price_fn is not None:
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try:
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mp = get_mark_price_fn(sym)
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if mp is not None and float(mp) > 0:
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return float(mp)
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except Exception:
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pass
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if position_row:
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mark = None
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if parse_position_metrics_fn is not None:
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try:
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metrics = parse_position_metrics_fn(
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position_row, order_leverage=order_leverage
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)
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if isinstance(metrics, dict) and metrics.get("mark_price") is not None:
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mark = float(metrics["mark_price"])
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except Exception:
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mark = None
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if mark is None or mark <= 0:
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try:
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mp = parse_position_mark_price(position_row)
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if mp is not None and mp > 0:
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mark = float(mp)
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except Exception:
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mark = None
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if mark is not None and mark > 0:
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return mark
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if fallback_entry is not None:
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try:
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entry = float(fallback_entry)
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if entry > 0:
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return entry
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except (TypeError, ValueError):
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pass
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return None
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