Initial standalone crypto_okx with one-click deploy.

Add deploy/manage.sh bootstrap for git.bz121.com/dekun/crypto_okx and point docs at this repo.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-08-13 20:00:59 +08:00
commit a1abe159fa
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"""对冲计划企业微信推送(起止必发,幂等落库标记)."""
from __future__ import annotations
from typing import Any, Callable, Optional
from lib.hedge_plan.hedge_plan_db import update_plan
def _fmt(v: Any, d: int = 2) -> str:
try:
if v is None or v == "":
return ""
return f"{float(v):.{d}f}"
except (TypeError, ValueError):
return str(v)
def _type_label(plan_type: str) -> str:
return "永期对冲" if (plan_type or "") == "perp_options" else "期期对冲"
def _dir_label(direction: str) -> str:
d = (direction or "").lower()
if d == "long":
return "做多"
if d == "short":
return "做空"
return ""
def build_hedge_start_message(plan: dict[str, Any], *, legs: Optional[list[dict[str, Any]]] = None) -> str:
pt = plan.get("plan_type") or ""
lines = [
f"🟢 对冲计划启动 #{plan.get('id')}",
f"📌 类型:{_type_label(pt)}",
f"🪙 标的:{plan.get('underlying') or ''}",
]
if pt == "perp_options":
lines.extend(
[
f"📈 方向:{_dir_label(plan.get('direction') or '')}",
f"💵 开仓参考:{_fmt(plan.get('entry_mark'))}",
f"🎯 止盈:{_fmt(plan.get('tp'))}|止损:{_fmt(plan.get('sl'))}",
f"📦 永续张数:{_fmt(plan.get('perp_size'), 4)}|杠杆:{_fmt(plan.get('leverage'), 0)}x",
f"💎 期权保费合计:{_fmt(plan.get('premium_total'), 4)} USDC",
]
)
else:
rr = plan.get("profit_rr")
if rr not in (None, ""):
lines.extend(
[
f"🎯 盈亏比:{_fmt(rr)} (盈利金额/总权利金)",
f"💎 期权保费合计:{_fmt(plan.get('premium_total'), 4)} USDC",
]
)
else:
lines.extend(
[
f"🎯 上破:{_fmt(plan.get('target_price_up') or plan.get('target_price'))}"
f"|下破:{_fmt(plan.get('target_price_down') or plan.get('target_price'))}",
f"💎 期权保费合计:{_fmt(plan.get('premium_total'), 4)} USDC",
]
)
if legs:
for leg in legs:
role = leg.get("leg_role") or ""
if role == "perp":
lines.append(f"· 永续腿 {leg.get('symbol') or ''} ×{_fmt(leg.get('size'), 4)}")
else:
lines.append(
f"· {role} {(leg.get('opt_type') or '')} K{_fmt(leg.get('strike'), 0)} "
f"×{_fmt(leg.get('size'), 0)}{leg.get('inst_id') or ''}"
)
lines.append("📎 独立模块推送,不进普通交易复盘")
return "\n".join(lines)
def build_hedge_end_message(plan: dict[str, Any]) -> str:
reason = plan.get("close_reason") or ""
total = plan.get("realized_pnl_total")
try:
tv = float(total) if total is not None else None
except (TypeError, ValueError):
tv = None
head = "🔴" if (tv is not None and tv < 0) else "🟢"
reason_map = {
"perp_tp": "永续止盈(期权默认不平)",
"perp_sl": "永续止损(期权强制平)",
"target_win_leg": "期期已平盈利腿(中间态)",
"target_up_win_leg": "期期上破·已平盈利腿",
"target_down_win_leg": "期期下破·已平盈利腿",
"profit_rr_win_leg": "期期盈亏比达标·已平盈利腿",
"oo_rest_closing": "期期残值平·清亏损腿中",
"oo_rest_closed": "期期残值平·两腿已平",
"oo_expiry_loss": "期期到期无盈利·总亏损",
"oo_expiry_win": "期期到期仍盈利",
"expiry": "到期收口",
"manual": "人工结束",
"partial_fail": "半腿失败收尾",
"cancelled": "已取消",
}
lines = [
f"{head} 对冲计划结束 #{plan.get('id')}",
f"📌 类型:{_type_label(plan.get('plan_type') or '')}",
f"🪙 标的:{plan.get('underlying') or ''}",
f"📎 原因:{reason_map.get(reason, reason)}",
f"💰 合计≈U:{_fmt(total)}",
f"· 永续分项:{_fmt(plan.get('realized_pnl_perp'))} USDT",
f"· 期权分项:{_fmt(plan.get('realized_pnl_options'))} USDC(≈U 1:1)",
f"⏱ 开仓:{plan.get('opened_at') or ''}|结束:{plan.get('closed_at') or ''}",
]
return "\n".join(lines)
def build_hedge_alert_message(
*,
title: str,
plan_id: Any = None,
detail: str = "",
) -> str:
lines = [f"⚠️ 对冲计划告警{(' #' + str(plan_id)) if plan_id else ''}", f"📌 {title}"]
if detail:
lines.append(str(detail)[:800])
return "\n".join(lines)
def notify_hedge(
cfg: dict[str, Any],
content: str,
) -> bool:
send: Optional[Callable[[str], Any]] = cfg.get("send_wechat")
if not callable(send):
return False
try:
send(content)
return True
except Exception:
return False
def notify_plan_start(
cfg: dict[str, Any],
conn: Any,
plan: dict[str, Any],
legs: Optional[list[dict[str, Any]]] = None,
) -> bool:
if int(plan.get("wechat_start_sent") or 0):
return False
ok = notify_hedge(cfg, build_hedge_start_message(plan, legs=legs))
if ok and plan.get("id") is not None:
update_plan(conn, int(plan["id"]), wechat_start_sent=1)
plan["wechat_start_sent"] = 1
return ok
def notify_plan_end(cfg: dict[str, Any], conn: Any, plan: dict[str, Any]) -> bool:
if int(plan.get("wechat_end_sent") or 0):
return False
# 中间态 target_win_leg 不算正式结束推送(用告警)
if (plan.get("close_reason") or "") in (
"target_win_leg",
"target_up_win_leg",
"target_down_win_leg",
"profit_rr_win_leg",
"oo_rest_closing",
) and (plan.get("status") or "") != "closed":
cr = str(plan.get("close_reason") or "")
if "profit_rr" in cr:
side = "盈亏比达标"
elif "up" in cr:
side = "上破"
elif "down" in cr:
side = "下破"
else:
side = "目标"
mode = (plan.get("oo_close_mode") or "").strip().lower()
if mode in ("close_all", "全平", "残值平"):
rest_txt = "另一腿残值平(本合约权利金≤20%且有买一,失败重试)"
else:
rest_txt = "另一腿到期平(持有至到期结算)"
rr = plan.get("profit_rr")
if rr not in (None, ""):
detail = f"盈亏比 {_fmt(rr)} (盈利金额/总权利金)"
else:
detail = (
f"上破 {_fmt(plan.get('target_price_up') or plan.get('target_price'))}"
f"|下破 {_fmt(plan.get('target_price_down') or plan.get('target_price'))}"
)
notify_hedge(
cfg,
build_hedge_alert_message(
title=f"期期{side}已平盈利腿 · {rest_txt}",
plan_id=plan.get("id"),
detail=detail,
),
)
return True
ok = notify_hedge(cfg, build_hedge_end_message(plan))
if ok and plan.get("id") is not None:
update_plan(conn, int(plan["id"]), wechat_end_sent=1)
plan["wechat_end_sent"] = 1
return ok
def notify_partial_fail(cfg: dict[str, Any], *, plan_type: str, msg: str, results: Any = None) -> bool:
detail = msg
if results:
try:
detail = f"{msg}\n路径结果:{results}"[:800]
except Exception:
pass
return notify_hedge(
cfg,
build_hedge_alert_message(title=f"{_type_label(plan_type)}半腿失败", detail=detail),
)