dekun
e6361a7fcc
Parse Gate unrealised_pnl in agent; refresh hub market floating PnL from board and trends; clamp Gate TP/SL triggers before place. Co-authored-by: Cursor <cursoragent@cursor.com>
139 lines
4.0 KiB
Python
139 lines
4.0 KiB
Python
"""ccxt 持仓标记价解析（实例 price_snapshot 与中控子代理共用）。"""
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from __future__ import annotations
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import math
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from typing import Any, Callable
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def _finite_or_none(x: Any) -> float | None:
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try:
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f = float(x)
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return f if math.isfinite(f) else None
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except (TypeError, ValueError):
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return None
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def _coerce_float(*values: Any) -> float | None:
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for v in values:
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if v is None or v == "":
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continue
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px = _finite_or_none(v)
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if px is not None and px > 0:
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return px
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return None
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def position_contracts(p: dict[str, Any]) -> float:
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raw = p.get("contracts")
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if raw is not None:
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try:
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return float(raw)
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except (TypeError, ValueError):
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pass
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info = p.get("info") or {}
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if not isinstance(info, dict):
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info = {}
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for k in ("positionAmt", "positionamt", "pos", "size"):
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if k in info:
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try:
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v = float(info[k])
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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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return 0.0
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def position_side_from_ccxt(p: dict[str, Any], contracts: float | None = None) -> str:
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s = (p.get("side") or "").lower()
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if s in ("long", "short"):
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return s
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c = contracts if contracts is not None else position_contracts(p)
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if c > 0:
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return "long"
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if c < 0:
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return "short"
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return "long"
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def parse_position_unrealized_pnl(p: dict[str, Any]) -> float | None:
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"""四所 ccxt 持仓统一解析未实现盈亏（Gate 常在 info.unrealised_pnl）。"""
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if not isinstance(p, dict):
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return None
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info = p.get("info") or {}
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if not isinstance(info, dict):
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info = {}
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for key in (
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p.get("unrealizedPnl"),
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p.get("unrealisedPnl"),
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p.get("unrealized_pnl"),
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p.get("unrealised_pnl"),
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info.get("unrealised_pnl"),
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info.get("unrealized_pnl"),
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info.get("unrealisedPnl"),
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info.get("unrealizedPnl"),
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):
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px = _finite_or_none(key)
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if px is not None:
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return px
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return None
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def parse_position_mark_price(p: dict[str, Any]) -> float | None:
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"""四所 ccxt 持仓统一解析标记价（与 crypto_monitor_* parse_ccxt_position_metrics 口径一致）。"""
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if not isinstance(p, dict):
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return None
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info = p.get("info") or {}
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if not isinstance(info, dict):
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info = {}
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mark = _coerce_float(
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p.get("markPrice"),
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p.get("mark_price"),
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p.get("mark"),
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info.get("markPx"),
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info.get("mark_price"),
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info.get("markPrice"),
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)
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if mark is not None:
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return mark
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contracts = position_contracts(p)
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if abs(contracts) >= 1e-12:
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notional = _finite_or_none(p.get("notional"))
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if notional is not None and abs(notional) > 0:
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return abs(notional) / abs(contracts)
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return None
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def build_position_marks_list(
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positions: list,
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*,
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format_mark_display: Callable[[str, float], str] | None = None,
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) -> list[dict[str, Any]]:
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"""从 fetch_positions 结果生成 position_marks，供 price_snapshot / 中控合并。"""
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out: list[dict[str, Any]] = []
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for p in positions or []:
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if not isinstance(p, dict):
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continue
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c = position_contracts(p)
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if abs(c) < 1e-12:
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continue
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mark = parse_position_mark_price(p)
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if mark is None or mark <= 0:
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continue
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sym = (p.get("symbol") or "").strip()
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side = position_side_from_ccxt(p, c)
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row: dict[str, Any] = {
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"symbol": sym,
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"side": side,
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"mark_price": mark,
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}
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if format_mark_display and sym:
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try:
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row["mark_price_display"] = format_mark_display(sym, mark)
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except Exception:
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row["mark_price_display"] = f"{mark:g}"
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else:
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row["mark_price_display"] = f"{mark:g}"
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out.append(row)
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return out
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