Initialize crypto_monitor_user (user edition) from monitor codebase.
Retarget git remote, install path, and deploy docs from crypto_monitor to crypto_monitor_user. Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
@@ -0,0 +1,334 @@
|
||||
"""期权持仓监控:浮盈翻倍微信提醒 + 平仓/到期状态同步."""
|
||||
from __future__ import annotations
|
||||
|
||||
import sqlite3
|
||||
import time
|
||||
from datetime import datetime, timezone
|
||||
from typing import Any, Callable
|
||||
|
||||
from lib.exchange.okx_options_lib import normalize_option_exp_ms, resolve_option_close_from_history
|
||||
|
||||
|
||||
def _safe_float(v: Any) -> float | None:
|
||||
if v is None:
|
||||
return None
|
||||
try:
|
||||
return float(v)
|
||||
except (TypeError, ValueError):
|
||||
return None
|
||||
|
||||
|
||||
def build_profit_alert_message(
|
||||
*,
|
||||
account_label: str,
|
||||
inst_id: str,
|
||||
premium_paid: float,
|
||||
upl: float,
|
||||
upl_ratio: float | None,
|
||||
bid: float | None,
|
||||
) -> str:
|
||||
pct = f"{upl_ratio * 100:.1f}%" if upl_ratio is not None else "—"
|
||||
bid_txt = f"{bid:.4f}" if bid is not None else "—"
|
||||
return "\n".join(
|
||||
[
|
||||
"【OKX期权·翻倍提醒】",
|
||||
f"账户:{account_label}",
|
||||
f"合约:{inst_id}",
|
||||
f"已付权利金:{premium_paid:.4f} USDC",
|
||||
f"未实现盈亏:{upl:+.4f} USDC({pct})",
|
||||
f"当前买一:{bid_txt}(可考虑限价平仓锁利)",
|
||||
]
|
||||
)
|
||||
|
||||
|
||||
def run_options_profit_alerts(
|
||||
conn: sqlite3.Connection,
|
||||
positions: list[dict[str, Any]],
|
||||
*,
|
||||
profit_ratio: float,
|
||||
send_wechat: Callable[[str], None],
|
||||
account_label: str,
|
||||
ticker_bid_fn: Callable[[str], float | None],
|
||||
) -> int:
|
||||
"""
|
||||
对比 DB 中 open 记录与交易所持仓;达到阈值发微信.
|
||||
返回发送条数.
|
||||
"""
|
||||
sent = 0
|
||||
pos_by_inst = {str(p.get("inst_id") or p.get("instId") or ""): p for p in positions}
|
||||
rows = conn.execute(
|
||||
"""
|
||||
SELECT id, inst_id, premium_paid, profit_alert_sent
|
||||
FROM options_trades
|
||||
WHERE status = 'open'
|
||||
ORDER BY id ASC
|
||||
"""
|
||||
).fetchall()
|
||||
# 同合约多腿加仓:按合约汇总权利金,整仓只告警一次
|
||||
by_inst: dict[str, dict[str, Any]] = {}
|
||||
for row in rows:
|
||||
inst_id = str(row["inst_id"] or "")
|
||||
if not inst_id:
|
||||
continue
|
||||
bucket = by_inst.setdefault(
|
||||
inst_id,
|
||||
{"ids": [], "premium": 0.0, "all_sent": True, "has_prem": False},
|
||||
)
|
||||
bucket["ids"].append(int(row["id"]))
|
||||
prem = _safe_float(row["premium_paid"])
|
||||
if prem is not None:
|
||||
bucket["premium"] += float(prem)
|
||||
bucket["has_prem"] = True
|
||||
if not int(row["profit_alert_sent"] or 0):
|
||||
bucket["all_sent"] = False
|
||||
|
||||
for inst_id, bucket in by_inst.items():
|
||||
if bucket["all_sent"] or not bucket["has_prem"] or bucket["premium"] <= 0:
|
||||
continue
|
||||
pos = pos_by_inst.get(inst_id)
|
||||
if not pos:
|
||||
continue
|
||||
prem = float(bucket["premium"])
|
||||
upl = _safe_float(pos.get("upl"))
|
||||
upl_ratio = _safe_float(pos.get("upl_ratio_pct"))
|
||||
if upl_ratio is not None:
|
||||
ratio = upl_ratio / 100.0
|
||||
elif upl is not None:
|
||||
ratio = upl / prem
|
||||
else:
|
||||
continue
|
||||
if ratio < float(profit_ratio):
|
||||
continue
|
||||
bid = ticker_bid_fn(inst_id)
|
||||
msg = build_profit_alert_message(
|
||||
account_label=account_label,
|
||||
inst_id=inst_id,
|
||||
premium_paid=prem,
|
||||
upl=upl or 0.0,
|
||||
upl_ratio=ratio,
|
||||
bid=bid,
|
||||
)
|
||||
try:
|
||||
send_wechat(msg)
|
||||
conn.execute(
|
||||
f"UPDATE options_trades SET profit_alert_sent = 1 WHERE id IN ({','.join('?' * len(bucket['ids']))})",
|
||||
tuple(bucket["ids"]),
|
||||
)
|
||||
sent += 1
|
||||
except Exception:
|
||||
pass
|
||||
return sent
|
||||
|
||||
|
||||
def _created_at_ms(created_at: Any) -> int | None:
|
||||
if not created_at:
|
||||
return None
|
||||
raw = str(created_at).strip()
|
||||
if not raw:
|
||||
return None
|
||||
for fmt in ("%Y-%m-%d %H:%M:%S", "%Y-%m-%d %H:%M:%f"):
|
||||
try:
|
||||
dt = datetime.strptime(raw[:26], fmt).replace(tzinfo=timezone.utc)
|
||||
return int(dt.timestamp() * 1000)
|
||||
except ValueError:
|
||||
continue
|
||||
return None
|
||||
|
||||
|
||||
def sync_open_options_trades(
|
||||
conn: sqlite3.Connection,
|
||||
*,
|
||||
live_inst_ids: set[str],
|
||||
fetch_history_fn: Callable[[str], list[dict[str, Any]]],
|
||||
) -> int:
|
||||
"""
|
||||
交易所已无持仓时,将本地 open 记录同步为 closed.
|
||||
优先用 positions-history 回填盈亏;否则到期后按归零处理.
|
||||
"""
|
||||
rows = conn.execute(
|
||||
"""
|
||||
SELECT id, inst_id, premium_paid, exp_time, created_at
|
||||
FROM options_trades
|
||||
WHERE status = 'open'
|
||||
"""
|
||||
).fetchall()
|
||||
updated = 0
|
||||
now_ms = int(time.time() * 1000)
|
||||
for row in rows:
|
||||
inst_id = str(row["inst_id"] or "")
|
||||
if not inst_id or inst_id in live_inst_ids:
|
||||
continue
|
||||
paid = _safe_float(row["premium_paid"]) or 0.0
|
||||
open_ms = _created_at_ms(row["created_at"])
|
||||
exp_ms = normalize_option_exp_ms(row["exp_time"], inst_id)
|
||||
close_quote: float | None = None
|
||||
prem_recv: float | None = None
|
||||
realized_pnl: float | None = None
|
||||
close_ord_id: str | None = None
|
||||
closed_at: str | None = None
|
||||
close_reason = "exchange"
|
||||
|
||||
close_info = resolve_option_close_from_history(
|
||||
fetch_history_fn(inst_id),
|
||||
open_ms=open_ms,
|
||||
)
|
||||
if close_info:
|
||||
close_quote = close_info.get("close_quote")
|
||||
realized_pnl = close_info.get("realized_pnl")
|
||||
close_ord_id = close_info.get("pos_id")
|
||||
if realized_pnl is not None:
|
||||
prem_recv = round(paid + float(realized_pnl), 4)
|
||||
close_ms = close_info.get("close_ms")
|
||||
if close_ms:
|
||||
closed_at = datetime.fromtimestamp(int(close_ms) / 1000, tz=timezone.utc).strftime(
|
||||
"%Y-%m-%d %H:%M:%S"
|
||||
)
|
||||
elif exp_ms is not None and now_ms >= int(exp_ms):
|
||||
close_reason = "expired"
|
||||
close_quote = 0.0
|
||||
prem_recv = 0.0
|
||||
realized_pnl = round(-paid, 4)
|
||||
if exp_ms:
|
||||
closed_at = datetime.fromtimestamp(int(exp_ms) / 1000, tz=timezone.utc).strftime(
|
||||
"%Y-%m-%d %H:%M:%S"
|
||||
)
|
||||
else:
|
||||
continue
|
||||
|
||||
conn.execute(
|
||||
"""
|
||||
UPDATE options_trades
|
||||
SET status = 'closed',
|
||||
close_quote = ?,
|
||||
premium_received = ?,
|
||||
realized_pnl = ?,
|
||||
close_ord_id = COALESCE(?, close_ord_id),
|
||||
closed_at = COALESCE(?, closed_at, CURRENT_TIMESTAMP),
|
||||
signal_note = CASE
|
||||
WHEN ? = 'expired' AND (signal_note IS NULL OR TRIM(signal_note) = '')
|
||||
THEN '到期结算'
|
||||
ELSE signal_note
|
||||
END
|
||||
WHERE id = ?
|
||||
""",
|
||||
(
|
||||
close_quote,
|
||||
prem_recv,
|
||||
realized_pnl,
|
||||
close_ord_id,
|
||||
closed_at,
|
||||
close_reason,
|
||||
int(row["id"]),
|
||||
),
|
||||
)
|
||||
updated += 1
|
||||
return updated
|
||||
|
||||
|
||||
def reconcile_live_open_trades(
|
||||
conn: sqlite3.Connection,
|
||||
*,
|
||||
live_inst_ids: set[str],
|
||||
) -> int:
|
||||
"""交易所有持仓但本地误标 closed 时恢复为 open."""
|
||||
fixed = 0
|
||||
for inst_id in live_inst_ids:
|
||||
if not inst_id:
|
||||
continue
|
||||
open_row = conn.execute(
|
||||
"SELECT id FROM options_trades WHERE inst_id = ? AND status = 'open' LIMIT 1",
|
||||
(inst_id,),
|
||||
).fetchone()
|
||||
if open_row:
|
||||
continue
|
||||
row = conn.execute(
|
||||
"""
|
||||
SELECT id, close_ord_id, realized_pnl
|
||||
FROM options_trades
|
||||
WHERE inst_id = ? AND status = 'closed'
|
||||
ORDER BY id DESC LIMIT 1
|
||||
""",
|
||||
(inst_id,),
|
||||
).fetchone()
|
||||
if not row:
|
||||
continue
|
||||
if row["close_ord_id"]:
|
||||
continue
|
||||
if row["realized_pnl"] is not None:
|
||||
continue
|
||||
conn.execute(
|
||||
"""
|
||||
UPDATE options_trades
|
||||
SET status = 'open',
|
||||
close_quote = NULL,
|
||||
premium_received = NULL,
|
||||
realized_pnl = NULL,
|
||||
closed_at = NULL,
|
||||
signal_note = CASE
|
||||
WHEN signal_note = '到期结算' THEN NULL
|
||||
ELSE signal_note
|
||||
END
|
||||
WHERE id = ?
|
||||
""",
|
||||
(int(row["id"]),),
|
||||
)
|
||||
fixed += 1
|
||||
return fixed
|
||||
|
||||
|
||||
def options_monitor_loop(
|
||||
*,
|
||||
enabled: bool,
|
||||
poll_seconds: float,
|
||||
get_db: Callable[[], sqlite3.Connection],
|
||||
fetch_positions: Callable[[], list[dict[str, Any]]],
|
||||
ticker_bid_fn: Callable[[str], float | None],
|
||||
send_wechat: Callable[[str], None],
|
||||
account_label: str,
|
||||
profit_ratio: float,
|
||||
sync_trades_fn: Callable[[sqlite3.Connection], int] | None = None,
|
||||
target_close_fn: Callable[[str], dict[str, Any]] | None = None,
|
||||
stale_pending_fn: Callable[[], dict[str, Any]] | None = None,
|
||||
stop_event: Any = None,
|
||||
) -> None:
|
||||
if not enabled:
|
||||
return
|
||||
while True:
|
||||
if stop_event is not None and getattr(stop_event, "is_set", lambda: False)():
|
||||
break
|
||||
try:
|
||||
conn = get_db()
|
||||
try:
|
||||
positions = fetch_positions()
|
||||
run_options_profit_alerts(
|
||||
conn,
|
||||
positions,
|
||||
profit_ratio=profit_ratio,
|
||||
send_wechat=send_wechat,
|
||||
account_label=account_label,
|
||||
ticker_bid_fn=ticker_bid_fn,
|
||||
)
|
||||
if target_close_fn is not None:
|
||||
from lib.options.options_target_lib import run_options_target_closes
|
||||
|
||||
run_options_target_closes(
|
||||
conn,
|
||||
positions,
|
||||
close_fn=target_close_fn,
|
||||
send_wechat=send_wechat,
|
||||
account_label=account_label,
|
||||
)
|
||||
if sync_trades_fn is not None:
|
||||
sync_trades_fn(conn)
|
||||
conn.commit()
|
||||
finally:
|
||||
conn.close()
|
||||
# 平仓限价挂单超时撤单(独立于 DB 事务)
|
||||
if stale_pending_fn is not None:
|
||||
try:
|
||||
stale_pending_fn()
|
||||
except Exception:
|
||||
pass
|
||||
except Exception:
|
||||
pass
|
||||
time.sleep(max(5.0, float(poll_seconds)))
|
||||
Reference in New Issue
Block a user