模拟盘对齐币本位：钱包支持 ETH/BTC，现货桥与期权权利金走本地撮合。
Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
+144
-8
@@ -192,10 +192,10 @@ def _patch_okx_options_lib(app_module: Any) -> None:
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if _GET_DB is not None and is_sim_mode(_GET_DB):
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w = broker().balances_header()
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return (
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round(float(w["trading_usdc"]), 2),
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round(float(w["funding_usdc"]), 2),
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round(float(w["funding_usdt"]), 2),
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round(float(w["trading_usdt"]), 2),
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round(float(w.get("trading_usdc") or 0), 2),
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round(float(w.get("funding_usdc") or 0), 2),
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round(float(w.get("funding_usdt") or 0), 2),
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round(float(w.get("trading_usdt") or 0), 2),
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)
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except Exception:
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pass
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@@ -207,20 +207,32 @@ def _patch_okx_options_lib(app_module: Any) -> None:
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try:
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if _GET_DB is not None and is_sim_mode(_GET_DB):
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w = broker().balances_header()
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fu = float(w["funding_usdt"])
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fc = float(w["funding_usdc"])
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tu = float(w["trading_usdt"])
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tc = float(w["trading_usdc"])
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fu = float(w.get("funding_usdt") or 0)
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fc = float(w.get("funding_usdc") or 0)
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tu = float(w.get("trading_usdt") or 0)
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tc = float(w.get("trading_usdc") or 0)
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fe = float(w.get("funding_eth") or 0)
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te = float(w.get("trading_eth") or 0)
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fb = float(w.get("funding_btc") or 0)
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tb = float(w.get("trading_btc") or 0)
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return {
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"scope": "main",
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"funding_usdt": fu,
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"funding_usdc": fc,
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"trading_usdt": tu,
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"trading_usdc": tc,
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"funding_eth": fe,
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"trading_eth": te,
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"funding_btc": fb,
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"trading_btc": tb,
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"funding_usdt_avail": fu,
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"funding_usdc_avail": fc,
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"trading_usdt_avail": tu,
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"trading_usdc_avail": tc,
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"funding_eth_avail": fe,
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"trading_eth_avail": te,
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"funding_btc_avail": fb,
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"trading_btc_avail": tb,
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}
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except Exception:
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pass
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@@ -355,6 +367,130 @@ def _patch_okx_options_lib(app_module: Any) -> None:
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opt_lib.fetch_option_positions = fetch_option_positions
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opt_lib._sim_hooks_applied = True
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_patch_spot_bridge_lib()
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def _patch_spot_bridge_lib() -> None:
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"""币本位现货桥:模拟盘走本地 USDT↔ETH/BTC,勿打实盘 private_post_trade_order."""
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import lib.options.options_spot_bridge_lib as bridge_lib
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if getattr(bridge_lib, "_sim_hooks_applied", False):
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return
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_orig_buy = bridge_lib.spot_market_buy_coin_with_usdt
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_orig_sell = bridge_lib.spot_market_sell_coin_to_usdt
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_orig_avail = bridge_lib.fetch_trading_coin_available
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def fetch_trading_coin_available(ex, ccy: str):
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try:
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if _GET_DB is not None and is_sim_mode(_GET_DB):
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ccy_u = (ccy or "").strip().upper()
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if ccy_u not in ("ETH", "BTC"):
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return None
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w = broker().balances_header()
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return float(w.get(f"trading_{ccy_u.lower()}") or 0)
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except Exception:
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pass
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return _orig_avail(ex, ccy)
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def spot_market_buy_coin_with_usdt(ex, *, underlying: str, usdt_amount: float):
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try:
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if _GET_DB is not None and is_sim_mode(_GET_DB):
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pub = ex
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if pub is None and _APP_MODULE is not None:
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pub = getattr(_APP_MODULE, "exchange", None) or getattr(
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_APP_MODULE, "exchange_options", None
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)
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if pub is None:
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return {"ok": False, "msg": "sim: 无公开行情 exchange"}
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result = broker().convert_usdt_coin(
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pub,
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underlying=underlying,
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direction="usdt_to_coin",
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amount=float(usdt_amount),
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account="trading",
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)
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if not result.get("ok"):
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return {
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"ok": False,
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"msg": result.get("detail") or result.get("msg") or "买币失败",
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}
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try:
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from lib.instance.instance_live_push_lib import notify_instance_balance_changed
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notify_instance_balance_changed()
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except Exception:
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pass
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return {
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"ok": True,
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"inst_id": result.get("inst_id") or "",
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"ord_id": f"sim-spot-buy-{result.get('fill_px') or 0}",
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"sim": True,
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"coin_bought": result.get("coin_bought"),
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"data": {"sCode": "0", "sMsg": "sim filled"},
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**{k: result[k] for k in ("fill_px", "usdt_spent", "underlying") if k in result},
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}
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except Exception as e:
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return {"ok": False, "msg": str(e)}
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return _orig_buy(ex, underlying=underlying, usdt_amount=usdt_amount)
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def spot_market_sell_coin_to_usdt(ex, *, underlying: str, coin_amount: float | None = None):
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try:
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if _GET_DB is not None and is_sim_mode(_GET_DB):
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coin = (underlying or "ETH").strip().upper() or "ETH"
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amt = coin_amount
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if amt is None or float(amt) <= 0:
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amt = fetch_trading_coin_available(ex, coin)
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if amt is None or float(amt) <= 0:
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return {"ok": False, "msg": f"交易账户无可用 {coin}"}
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sell_sz = float(amt)
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if sell_sz > 1e-8:
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sell_sz = max(0.0, sell_sz * 0.999)
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if sell_sz <= 0:
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return {"ok": False, "msg": f"{coin} 可卖数量过小"}
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pub = ex
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if pub is None and _APP_MODULE is not None:
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pub = getattr(_APP_MODULE, "exchange", None) or getattr(
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_APP_MODULE, "exchange_options", None
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)
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if pub is None:
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return {"ok": False, "msg": "sim: 无公开行情 exchange"}
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result = broker().convert_usdt_coin(
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pub,
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underlying=coin,
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direction="coin_to_usdt",
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amount=float(sell_sz),
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account="trading",
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)
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if not result.get("ok"):
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return {
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"ok": False,
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"msg": result.get("detail") or result.get("msg") or "卖币失败",
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}
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try:
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from lib.instance.instance_live_push_lib import notify_instance_balance_changed
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notify_instance_balance_changed()
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except Exception:
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pass
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return {
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"ok": True,
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"inst_id": result.get("inst_id") or "",
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"ord_id": f"sim-spot-sell-{result.get('fill_px') or 0}",
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"coin_sold": float(sell_sz),
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"sim": True,
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"usdt_recovered": result.get("usdt_recovered"),
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"data": {"sCode": "0", "sMsg": "sim filled"},
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}
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except Exception as e:
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return {"ok": False, "msg": str(e)}
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return _orig_sell(ex, underlying=underlying, coin_amount=coin_amount)
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bridge_lib.fetch_trading_coin_available = fetch_trading_coin_available
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bridge_lib.spot_market_buy_coin_with_usdt = spot_market_buy_coin_with_usdt
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bridge_lib.spot_market_sell_coin_to_usdt = spot_market_sell_coin_to_usdt
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bridge_lib._sim_hooks_applied = True
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def wrap_option_place_fns(get_db: Callable, live_place_limit, live_place_market):
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"""返回按模式分流的 place_option_limit/market."""
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