first commit
This commit is contained in:
@@ -0,0 +1,568 @@
|
||||
"""
|
||||
子账户极轻代理：仅 GET /status + POST /emergency/close-all，仅监听 127.0.0.1。
|
||||
|
||||
与仓库内四个策略/监控目录一一对应时，典型用法（各目录自己的 .env 里已有密钥；子代理用环境变量 PORT，勿与 Flask 的 APP_PORT 相同）：
|
||||
EXCHANGE=binance → crypto_monitor_binance（BINANCE_*）
|
||||
EXCHANGE=okx → crypto_monitor_okx（OKX_*）
|
||||
EXCHANGE=gate → crypto_monitor_gate / crypto_monitor_gate_bot（GATE_*）
|
||||
|
||||
环境变量：
|
||||
EXCHANGE binance（默认）| okx | gate
|
||||
PORT 默认 15200（与 crypto_monitor_* 的 Flask APP_PORT 错开；中控默认聚合 15200–15203）
|
||||
HOST 默认 127.0.0.1
|
||||
CONTROL_TOKEN 可选；请求头 X-Control-Token
|
||||
|
||||
Binance：BINANCE_API_KEY / BINANCE_API_SECRET；余额为 **U 本位永续合约账户** USDT（与 `crypto_monitor_binance` 的合约口径一致，非现货钱包）；BINANCE_POSITION_MODE；BINANCE_MARGIN_MODE
|
||||
OKX：OKX_API_KEY / OKX_API_SECRET / OKX_API_PASSPHRASE；OKX_TD_MODE；OKX_POS_MODE
|
||||
Gate：GATE_API_KEY / GATE_API_SECRET；GATE_TD_MODE；GATE_POS_MODE
|
||||
|
||||
代理与主项目一致时可设：BINANCE_SOCKS_PROXY / OKX_SOCKS_PROXY / GATE_SOCKS_PROXY（或 HTTP(S)_PROXY）。
|
||||
"""
|
||||
from __future__ import annotations
|
||||
|
||||
import math
|
||||
import os
|
||||
import time
|
||||
from typing import Any
|
||||
|
||||
import ccxt
|
||||
from fastapi import FastAPI, Header, HTTPException, Request
|
||||
from fastapi.responses import JSONResponse
|
||||
|
||||
HOST = os.getenv("HOST", "127.0.0.1")
|
||||
PORT = int(os.getenv("PORT", "15200"))
|
||||
CONTROL_TOKEN = (os.getenv("CONTROL_TOKEN") or "").strip()
|
||||
|
||||
_raw_ex = (os.getenv("EXCHANGE") or "binance").strip().lower()
|
||||
if _raw_ex in ("binance", "bnb", "ba"):
|
||||
EXCHANGE_KIND = "binance"
|
||||
elif _raw_ex in ("okx", "okex"):
|
||||
EXCHANGE_KIND = "okx"
|
||||
elif _raw_ex in ("gate", "gateio"):
|
||||
EXCHANGE_KIND = "gate"
|
||||
else:
|
||||
EXCHANGE_KIND = "binance"
|
||||
|
||||
# —— Binance ——
|
||||
_bin_pos = (os.getenv("BINANCE_POSITION_MODE") or "hedge").strip().lower()
|
||||
BINANCE_POSITION_MODE = "hedge" if _bin_pos in ("hedge", "dual", "double", "hedged") else "oneway"
|
||||
_bin_margin = (os.getenv("BINANCE_MARGIN_MODE") or "cross").strip().lower()
|
||||
BINANCE_DEFAULT_MARGIN_MODE = "cross" if _bin_margin in ("cross", "cross_margin") else "isolated"
|
||||
|
||||
# —— OKX ——
|
||||
OKX_TD_MODE = (os.getenv("OKX_TD_MODE") or "cross").strip()
|
||||
_okx_pos = (os.getenv("OKX_POS_MODE") or "hedge").strip().lower()
|
||||
OKX_POS_MODE = "hedge" if _okx_pos in ("hedge", "long_short_mode", "dual") else "net"
|
||||
|
||||
# —— Gate ——
|
||||
_gate_td = (os.getenv("GATE_TD_MODE") or "cross").strip().lower()
|
||||
GATE_DEFAULT_MARGIN_MODE = "cross" if _gate_td in ("cross", "cross_margin") else "isolated"
|
||||
_gate_pos = (os.getenv("GATE_POS_MODE") or "hedge").strip().lower()
|
||||
GATE_POS_MODE = "hedge" if _gate_pos in ("hedge", "dual", "double") else "single"
|
||||
|
||||
app = FastAPI(title="sub-agent", docs_url=None, redoc_url=None)
|
||||
_ccxt_ex: Any = None
|
||||
_markets_loaded = False
|
||||
|
||||
|
||||
def _socks_proxy_url(prefix: str) -> str:
|
||||
return (os.getenv(f"{prefix}_SOCKS_PROXY") or "").strip()
|
||||
|
||||
|
||||
def _http_https_proxy(prefix: str) -> dict[str, str] | None:
|
||||
http = (os.getenv(f"{prefix}_HTTP_PROXY") or "").strip()
|
||||
https = (os.getenv(f"{prefix}_HTTPS_PROXY") or "").strip()
|
||||
socks = _socks_proxy_url(prefix)
|
||||
if socks:
|
||||
return {"http": socks, "https": socks}
|
||||
if http or https:
|
||||
return {"http": http, "https": https}
|
||||
return None
|
||||
|
||||
|
||||
def _attach_proxies(ex: Any, prefix: str) -> None:
|
||||
p = _http_https_proxy(prefix)
|
||||
if p:
|
||||
ex.proxies = p
|
||||
|
||||
|
||||
def _make_exchange() -> Any:
|
||||
if EXCHANGE_KIND == "binance":
|
||||
key = (os.getenv("BINANCE_API_KEY") or "").strip()
|
||||
secret = (os.getenv("BINANCE_API_SECRET") or "").strip()
|
||||
if not key or not secret:
|
||||
raise RuntimeError("缺少 BINANCE_API_KEY / BINANCE_API_SECRET")
|
||||
ex = ccxt.binance(
|
||||
{
|
||||
"apiKey": key,
|
||||
"secret": secret,
|
||||
"enableRateLimit": True,
|
||||
"options": {
|
||||
"defaultType": "swap",
|
||||
# ccxt 默认 fetch_balance 走现货；与监控项目一致，固定为 U 本位合约钱包
|
||||
"fetchBalance": {"defaultType": "swap"},
|
||||
"defaultMarginMode": BINANCE_DEFAULT_MARGIN_MODE,
|
||||
"adjustForTimeDifference": True,
|
||||
},
|
||||
}
|
||||
)
|
||||
_attach_proxies(ex, "BINANCE")
|
||||
return ex
|
||||
|
||||
if EXCHANGE_KIND == "okx":
|
||||
key = (os.getenv("OKX_API_KEY") or "").strip()
|
||||
secret = (os.getenv("OKX_API_SECRET") or "").strip()
|
||||
password = (os.getenv("OKX_API_PASSPHRASE") or "").strip()
|
||||
if not key or not secret or not password:
|
||||
raise RuntimeError("缺少 OKX_API_KEY / OKX_API_SECRET / OKX_API_PASSPHRASE")
|
||||
ex = ccxt.okx(
|
||||
{
|
||||
"apiKey": key,
|
||||
"secret": secret,
|
||||
"password": password,
|
||||
"enableRateLimit": True,
|
||||
"options": {"defaultType": "swap"},
|
||||
}
|
||||
)
|
||||
_attach_proxies(ex, "OKX")
|
||||
return ex
|
||||
|
||||
# gate
|
||||
key = (os.getenv("GATE_API_KEY") or "").strip()
|
||||
secret = (os.getenv("GATE_API_SECRET") or "").strip()
|
||||
if not key or not secret:
|
||||
raise RuntimeError("缺少 GATE_API_KEY / GATE_API_SECRET")
|
||||
ex = ccxt.gateio(
|
||||
{
|
||||
"apiKey": key,
|
||||
"secret": secret,
|
||||
"enableRateLimit": True,
|
||||
"options": {
|
||||
"defaultType": "swap",
|
||||
"defaultMarginMode": GATE_DEFAULT_MARGIN_MODE,
|
||||
},
|
||||
}
|
||||
)
|
||||
_attach_proxies(ex, "GATE")
|
||||
return ex
|
||||
|
||||
|
||||
def get_exchange() -> Any:
|
||||
global _ccxt_ex
|
||||
if _ccxt_ex is None:
|
||||
_ccxt_ex = _make_exchange()
|
||||
return _ccxt_ex
|
||||
|
||||
|
||||
def _ensure_markets() -> None:
|
||||
global _markets_loaded
|
||||
if not _markets_loaded:
|
||||
get_exchange().load_markets()
|
||||
_markets_loaded = True
|
||||
|
||||
|
||||
def _check_token(x_control_token: str | None) -> None:
|
||||
if not CONTROL_TOKEN:
|
||||
return
|
||||
if (x_control_token or "").strip() != CONTROL_TOKEN:
|
||||
raise HTTPException(status_code=401, detail="invalid token")
|
||||
|
||||
|
||||
def _position_mode_label() -> str:
|
||||
if EXCHANGE_KIND == "binance":
|
||||
return BINANCE_POSITION_MODE
|
||||
if EXCHANGE_KIND == "okx":
|
||||
return OKX_POS_MODE
|
||||
return GATE_POS_MODE
|
||||
|
||||
|
||||
def _close_param_candidates_binance(direction: str) -> list[dict[str, Any]]:
|
||||
ps = "LONG" if direction == "long" else "SHORT"
|
||||
hedge_ro = {"positionSide": ps, "reduceOnly": True}
|
||||
hedge_plain = {"positionSide": ps}
|
||||
oneway_ro = {"reduceOnly": True}
|
||||
oneway_plain: dict[str, Any] = {}
|
||||
if BINANCE_POSITION_MODE == "hedge":
|
||||
return [hedge_ro, hedge_plain, oneway_ro, oneway_plain]
|
||||
return [oneway_ro, oneway_plain, hedge_ro, hedge_plain]
|
||||
|
||||
|
||||
def _close_param_candidates_okx(direction: str) -> list[dict[str, Any]]:
|
||||
base: dict[str, Any] = {"tdMode": OKX_TD_MODE}
|
||||
out: list[dict[str, Any]] = []
|
||||
if OKX_POS_MODE == "hedge":
|
||||
ps = "long" if direction == "long" else "short"
|
||||
out.extend(
|
||||
[
|
||||
{**base, "posSide": ps, "reduceOnly": True},
|
||||
{**base, "posSide": ps},
|
||||
]
|
||||
)
|
||||
out.extend([{**base, "reduceOnly": True}, dict(base)])
|
||||
return out
|
||||
|
||||
|
||||
def _close_param_candidates_gate(_direction: str) -> list[dict[str, Any]]:
|
||||
return [{"reduceOnly": True}, {}]
|
||||
|
||||
|
||||
def _close_param_candidates(direction: str) -> list[dict[str, Any]]:
|
||||
if EXCHANGE_KIND == "binance":
|
||||
return _close_param_candidates_binance(direction)
|
||||
if EXCHANGE_KIND == "okx":
|
||||
return _close_param_candidates_okx(direction)
|
||||
return _close_param_candidates_gate(direction)
|
||||
|
||||
|
||||
def _retryable_close_err(msg: str) -> bool:
|
||||
s = (msg or "").lower()
|
||||
if "-4061" in s:
|
||||
return True
|
||||
if "-1106" in s and "reduceonly" in s:
|
||||
return True
|
||||
if "reduceonly" in s or "reduce only" in s:
|
||||
return True
|
||||
if "position side" in s or "positionside" in s or "pos side" in s:
|
||||
return True
|
||||
if "dual side" in s or "position mode" in s:
|
||||
return True
|
||||
return False
|
||||
|
||||
|
||||
def _position_contracts(p: dict[str, Any]) -> float:
|
||||
raw = p.get("contracts")
|
||||
if raw is not None:
|
||||
try:
|
||||
return float(raw)
|
||||
except (TypeError, ValueError):
|
||||
pass
|
||||
info = p.get("info") or {}
|
||||
for k in ("positionAmt", "positionamt", "pos", "size"):
|
||||
if k in info:
|
||||
try:
|
||||
v = float(info[k])
|
||||
if v != 0:
|
||||
return v
|
||||
except (TypeError, ValueError):
|
||||
pass
|
||||
return 0.0
|
||||
|
||||
|
||||
def _position_side(p: dict[str, Any], contracts: float) -> str:
|
||||
s = (p.get("side") or "").lower()
|
||||
if s in ("long", "short"):
|
||||
return s
|
||||
if contracts > 0:
|
||||
return "long"
|
||||
if contracts < 0:
|
||||
return "short"
|
||||
return "long"
|
||||
|
||||
|
||||
def _cancel_symbol_orders(ex: Any, sym: str) -> None:
|
||||
try:
|
||||
ex.cancel_all_orders(sym, params={})
|
||||
except Exception:
|
||||
pass
|
||||
if EXCHANGE_KIND != "binance":
|
||||
return
|
||||
try:
|
||||
m = ex.market(sym)
|
||||
cid = m.get("id")
|
||||
if cid and hasattr(ex, "fapiPrivateDeleteAlgoOpenOrders"):
|
||||
ex.fapiPrivateDeleteAlgoOpenOrders({"symbol": cid})
|
||||
except Exception:
|
||||
pass
|
||||
|
||||
|
||||
def _is_local(host: str | None) -> bool:
|
||||
if not host:
|
||||
return False
|
||||
h = host.lower()
|
||||
return h in ("127.0.0.1", "::1", "localhost") or h.startswith("::ffff:127.0.0.1")
|
||||
|
||||
|
||||
def _finite_or_none(x: Any) -> float | None:
|
||||
try:
|
||||
f = float(x)
|
||||
return f if math.isfinite(f) else None
|
||||
except (TypeError, ValueError):
|
||||
return None
|
||||
|
||||
|
||||
def _extract_usdt_total(balance: dict[str, Any]) -> float | None:
|
||||
"""从 ccxt balance 结构中尽量取出 USDT 总额（与 crypto_monitor_binance 一致）。"""
|
||||
usdt_info = balance.get("USDT") or {}
|
||||
if not isinstance(usdt_info, dict):
|
||||
usdt_info = {}
|
||||
total_map = balance.get("total") or {}
|
||||
if not isinstance(total_map, dict):
|
||||
total_map = {}
|
||||
free_map = balance.get("free") or {}
|
||||
if not isinstance(free_map, dict):
|
||||
free_map = {}
|
||||
total = usdt_info.get("total")
|
||||
if total is None:
|
||||
total = usdt_info.get("equity")
|
||||
if total is None:
|
||||
total = total_map.get("USDT")
|
||||
if total is None:
|
||||
total = usdt_info.get("free")
|
||||
if total is None:
|
||||
total = free_map.get("USDT")
|
||||
try:
|
||||
return float(total) if total is not None else None
|
||||
except (TypeError, ValueError):
|
||||
return None
|
||||
|
||||
|
||||
def _binance_futures_usdt_asset_row(balance: Any) -> dict[str, Any] | None:
|
||||
"""U 本位合约 fetch_balance(type=swap) 的 info.assets 中 USDT 一行（与币安合约后台口径一致）。"""
|
||||
if not isinstance(balance, dict):
|
||||
return None
|
||||
info = balance.get("info")
|
||||
if not isinstance(info, dict):
|
||||
return None
|
||||
assets = info.get("assets")
|
||||
if not isinstance(assets, list):
|
||||
return None
|
||||
for a in assets:
|
||||
if isinstance(a, dict) and str(a.get("asset") or "").upper() == "USDT":
|
||||
return a
|
||||
return None
|
||||
|
||||
|
||||
def _binance_swap_usdt_total(ex: Any) -> float | None:
|
||||
"""仅 U 本位永续合约账户 USDT（显式 type=swap，不用现货余额）。"""
|
||||
try:
|
||||
bal = ex.fetch_balance({"type": "swap"})
|
||||
except Exception:
|
||||
return None
|
||||
row = _binance_futures_usdt_asset_row(bal)
|
||||
if row:
|
||||
for k in ("marginBalance", "walletBalance", "crossWalletBalance", "balance"):
|
||||
x = row.get(k)
|
||||
if x is not None and str(x).strip() != "":
|
||||
try:
|
||||
fv = float(x)
|
||||
if fv >= 0:
|
||||
return fv
|
||||
except (TypeError, ValueError):
|
||||
pass
|
||||
v = _extract_usdt_total(bal)
|
||||
return float(v) if v is not None else None
|
||||
|
||||
|
||||
@app.middleware("http")
|
||||
async def local_only(request: Request, call_next):
|
||||
if request.client and not _is_local(request.client.host):
|
||||
return JSONResponse({"detail": "forbidden"}, status_code=403)
|
||||
return await call_next(request)
|
||||
|
||||
|
||||
@app.get("/health")
|
||||
def health():
|
||||
return {"ok": True, "exchange": EXCHANGE_KIND}
|
||||
|
||||
|
||||
@app.get("/status")
|
||||
def status(x_control_token: str | None = Header(default=None, alias="X-Control-Token")):
|
||||
try:
|
||||
return _status_inner(x_control_token)
|
||||
except HTTPException:
|
||||
raise
|
||||
except Exception as e:
|
||||
return JSONResponse(
|
||||
{
|
||||
"ok": False,
|
||||
"error": f"status: {e}",
|
||||
"exchange": EXCHANGE_KIND,
|
||||
"balance_usdt": None,
|
||||
"positions": [],
|
||||
"total_unrealized_pnl": None,
|
||||
},
|
||||
status_code=200,
|
||||
)
|
||||
|
||||
|
||||
def _status_inner(x_control_token: str | None) -> Any:
|
||||
_check_token(x_control_token)
|
||||
try:
|
||||
ex = get_exchange()
|
||||
except RuntimeError as e:
|
||||
return JSONResponse(
|
||||
{
|
||||
"ok": False,
|
||||
"error": str(e),
|
||||
"exchange": EXCHANGE_KIND,
|
||||
"balance_usdt": None,
|
||||
"positions": [],
|
||||
"total_unrealized_pnl": None,
|
||||
},
|
||||
status_code=200,
|
||||
)
|
||||
try:
|
||||
_ensure_markets()
|
||||
except Exception as e:
|
||||
return JSONResponse(
|
||||
{
|
||||
"ok": False,
|
||||
"error": f"load_markets: {e}",
|
||||
"exchange": EXCHANGE_KIND,
|
||||
"balance_usdt": None,
|
||||
"positions": [],
|
||||
"total_unrealized_pnl": None,
|
||||
},
|
||||
status_code=200,
|
||||
)
|
||||
balance_usdt: float | None = None
|
||||
try:
|
||||
if EXCHANGE_KIND == "binance":
|
||||
balance_usdt = _binance_swap_usdt_total(ex)
|
||||
else:
|
||||
bal = ex.fetch_balance()
|
||||
u = bal.get("USDT") or {}
|
||||
if isinstance(u, dict) and u.get("total") is not None:
|
||||
balance_usdt = _finite_or_none(u["total"])
|
||||
except Exception:
|
||||
pass
|
||||
|
||||
positions_out: list[dict[str, Any]] = []
|
||||
total_upnl = 0.0
|
||||
try:
|
||||
raw = ex.fetch_positions() or []
|
||||
except Exception as e:
|
||||
return JSONResponse(
|
||||
{
|
||||
"ok": False,
|
||||
"error": str(e),
|
||||
"exchange": EXCHANGE_KIND,
|
||||
"balance_usdt": balance_usdt,
|
||||
"positions": [],
|
||||
"total_unrealized_pnl": None,
|
||||
},
|
||||
status_code=200,
|
||||
)
|
||||
|
||||
for p in raw:
|
||||
if not isinstance(p, dict):
|
||||
continue
|
||||
c = _position_contracts(p)
|
||||
if abs(c) < 1e-12:
|
||||
continue
|
||||
sym = p.get("symbol") or ""
|
||||
side = _position_side(p, c)
|
||||
upnl = p.get("unrealizedPnl")
|
||||
try:
|
||||
upnl_f = float(upnl) if upnl is not None else 0.0
|
||||
except (TypeError, ValueError):
|
||||
upnl_f = 0.0
|
||||
total_upnl += upnl_f
|
||||
notional = p.get("notional")
|
||||
try:
|
||||
notional_f = float(notional) if notional is not None else None
|
||||
except (TypeError, ValueError):
|
||||
notional_f = None
|
||||
entry = p.get("entryPrice")
|
||||
try:
|
||||
entry_f = float(entry) if entry is not None else None
|
||||
except (TypeError, ValueError):
|
||||
entry_f = None
|
||||
positions_out.append(
|
||||
{
|
||||
"symbol": sym,
|
||||
"side": side,
|
||||
"contracts": abs(c),
|
||||
"contracts_signed": c,
|
||||
"notional_usdt": _finite_or_none(notional_f) if notional_f is not None else None,
|
||||
"unrealized_pnl": _finite_or_none(upnl_f),
|
||||
"entry_price": _finite_or_none(entry_f) if entry_f is not None else None,
|
||||
}
|
||||
)
|
||||
|
||||
try:
|
||||
pm = _position_mode_label()
|
||||
except Exception:
|
||||
pm = EXCHANGE_KIND
|
||||
return {
|
||||
"ok": True,
|
||||
"exchange": EXCHANGE_KIND,
|
||||
"balance_usdt": balance_usdt,
|
||||
"positions": positions_out,
|
||||
"total_unrealized_pnl": _finite_or_none(total_upnl),
|
||||
"position_mode": pm,
|
||||
}
|
||||
|
||||
|
||||
@app.post("/emergency/close-all")
|
||||
def emergency_close_all(x_control_token: str | None = Header(default=None, alias="X-Control-Token")):
|
||||
_check_token(x_control_token)
|
||||
try:
|
||||
ex = get_exchange()
|
||||
except RuntimeError as e:
|
||||
raise HTTPException(status_code=503, detail=str(e)) from e
|
||||
try:
|
||||
_ensure_markets()
|
||||
except Exception as e:
|
||||
return JSONResponse(
|
||||
{"ok": False, "error": f"load_markets: {e}", "closed": [], "errors": [str(e)], "exchange": EXCHANGE_KIND},
|
||||
status_code=200,
|
||||
)
|
||||
errors: list[str] = []
|
||||
closed: list[dict[str, Any]] = []
|
||||
|
||||
try:
|
||||
raw = ex.fetch_positions() or []
|
||||
except Exception as e:
|
||||
raise HTTPException(status_code=502, detail=f"fetch_positions: {e}") from e
|
||||
|
||||
for p in raw:
|
||||
if not isinstance(p, dict):
|
||||
continue
|
||||
c = _position_contracts(p)
|
||||
if abs(c) < 1e-12:
|
||||
continue
|
||||
sym = p.get("symbol")
|
||||
if not sym:
|
||||
continue
|
||||
side = _position_side(p, c)
|
||||
close_side = "sell" if side == "long" else "buy"
|
||||
direction = "long" if side == "long" else "short"
|
||||
try:
|
||||
amt = float(ex.amount_to_precision(sym, abs(c)))
|
||||
except Exception:
|
||||
amt = abs(c)
|
||||
if amt <= 0:
|
||||
continue
|
||||
order_resp = None
|
||||
last_err: Exception | None = None
|
||||
for params in _close_param_candidates(direction):
|
||||
try:
|
||||
order_resp = ex.create_order(sym, "market", close_side, amt, None, params)
|
||||
last_err = None
|
||||
break
|
||||
except Exception as e:
|
||||
last_err = e
|
||||
if _retryable_close_err(str(e)):
|
||||
continue
|
||||
errors.append(f"{sym}: {e}")
|
||||
order_resp = None
|
||||
break
|
||||
if order_resp is None and last_err and sym not in "".join(errors):
|
||||
errors.append(f"{sym}: {last_err}")
|
||||
if order_resp is not None:
|
||||
closed.append({"symbol": sym, "side": side, "amount": amt, "order_id": order_resp.get("id")})
|
||||
_cancel_symbol_orders(ex, sym)
|
||||
time.sleep(0.05)
|
||||
|
||||
return {"ok": len(errors) == 0, "closed": closed, "errors": errors, "exchange": EXCHANGE_KIND}
|
||||
|
||||
|
||||
def main():
|
||||
import uvicorn
|
||||
|
||||
uvicorn.run(app, host=HOST, port=PORT, log_level="warning", access_log=False)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
Reference in New Issue
Block a user