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
@@ -0,0 +1,571 @@
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"""实例数据看板:本户活跃监控 / 持仓只读聚合."""
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from __future__ import annotations
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from datetime import datetime, timezone
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from typing import Any, Callable, Optional
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def _row_dict(row: Any) -> dict[str, Any]:
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if row is None:
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return {}
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if isinstance(row, dict):
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return dict(row)
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try:
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return dict(row)
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except Exception:
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return {}
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def _safe_float(v: Any) -> Optional[float]:
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try:
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if v is None or v == "":
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return None
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return float(v)
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except (TypeError, ValueError):
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return None
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def _dir_label(direction: Any) -> str:
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d = str(direction or "").strip().lower()
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if d == "short":
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return "做空"
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if d == "long":
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return "做多"
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return str(direction or "-")
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def _format_order_item(od: dict[str, Any]) -> dict[str, Any]:
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try:
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from lib.trade.trade_labels_lib import apply_order_monitor_source_labels
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od = apply_order_monitor_source_labels(od)
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except Exception:
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pass
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try:
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from lib.trade.entry_model_lib import enrich_entry_model_display
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enrich_entry_model_display(od)
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except Exception:
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pass
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sym = od.get("exchange_symbol") or od.get("symbol") or "-"
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direction = str(od.get("direction") or "long").lower()
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mt = od.get("monitor_type_display") or od.get("monitor_type") or ""
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kst = od.get("key_signal_type") or ""
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title = f"{sym} {_dir_label(direction)}"
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bits = [x for x in (mt, kst) if x]
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subtitle = " · ".join(bits) if bits else ""
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entry = _safe_float(od.get("trigger_price"))
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sl = _safe_float(od.get("stop_loss"))
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tp = _safe_float(od.get("take_profit"))
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return {
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"id": od.get("id"),
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"kind": "order",
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"tab": "trade",
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"title": title,
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"subtitle": subtitle,
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"symbol": sym,
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"price_symbol": od.get("symbol") or sym,
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"direction": direction,
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"direction_label": _dir_label(direction),
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"entry": entry,
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"mark_price": None,
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"contracts": _safe_float(od.get("order_amount")),
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"tp_profit": None,
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"float_pnl": None,
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"stop_loss": sl,
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"take_profit": tp,
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"status": od.get("status") or "active",
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}
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OPTIONS_SOURCE_LABELS = {
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"option": "纯期权",
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"perp_options": "永期对冲",
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"options_options": "期期对冲",
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}
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HEDGE_ACTIVE_STATUSES = frozenset({"opening", "active", "partial"})
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def _resolve_options_source(conn, inst_id: str) -> tuple[str, str, int | None]:
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"""根据进行中对冲计划腿判定来源;默认纯期权. 返回 (source, label, plan_id)."""
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default = ("option", OPTIONS_SOURCE_LABELS["option"], None)
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if not inst_id or not _table_exists(conn, "hedge_plans") or not _table_exists(conn, "hedge_plan_legs"):
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return default
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try:
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row = conn.execute(
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"""
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SELECT p.plan_type, p.id
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FROM hedge_plans p
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JOIN hedge_plan_legs l ON l.plan_id = p.id
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WHERE p.status IN ('opening', 'active', 'partial')
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AND l.status = 'open'
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AND l.inst_id = ?
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ORDER BY p.id DESC
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LIMIT 1
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""",
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(inst_id,),
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).fetchone()
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except Exception:
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return default
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if not row:
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return default
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d = _row_dict(row)
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pt = str(d.get("plan_type") or "").strip()
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try:
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plan_id = int(d["id"]) if d.get("id") is not None else None
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except (TypeError, ValueError):
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plan_id = None
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if pt in OPTIONS_SOURCE_LABELS and pt != "option":
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return pt, OPTIONS_SOURCE_LABELS[pt], plan_id
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return default
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def _format_profit_exit_mult(mult: Any) -> str:
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try:
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n = float(mult)
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except (TypeError, ValueError):
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return "1倍"
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if n <= 0:
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return "1倍"
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if abs(n - round(n)) < 1e-9:
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return f"{int(round(n))}倍"
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return f"{n:g}倍"
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def _format_options_target(p: dict[str, Any]) -> str:
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hedge = p.get("hedge_plan_target") if isinstance(p.get("hedge_plan_target"), dict) else None
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opt_type = str(p.get("opt_type") or p.get("optType") or "").upper()
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if hedge:
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rr = _safe_float(hedge.get("profit_rr"))
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pid = hedge.get("plan_id")
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if rr is not None and rr > 0:
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return f"对冲#{pid} 盈亏比 {rr:g}" if pid is not None else f"盈亏比 {rr:g}"
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ot = str(hedge.get("opt_type") or opt_type).upper()
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side = "Put ≤" if ot == "P" else "Call ≥"
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tgt = _safe_float(hedge.get("target_index"))
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if tgt is not None:
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return f"对冲#{pid} {side} {tgt:g}" if pid is not None else f"{side} {tgt:g}"
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parts: list[str] = []
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tgt = _safe_float(p.get("target_index"))
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if tgt is not None and tgt > 0:
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side = "Put ≤" if opt_type == "P" else "Call ≥"
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parts.append(f"{side} {tgt:g}")
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if p.get("profit_exit_enabled"):
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parts.append(_format_profit_exit_mult(p.get("profit_exit_mult")))
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if parts:
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return " · ".join(parts)
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return "—"
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def _format_options_item(p: dict[str, Any], *, conn=None) -> dict[str, Any]:
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inst = str(p.get("inst_id") or p.get("instId") or "-").strip() or "-"
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opt_type = str(p.get("opt_type") or p.get("optType") or "").upper()
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label = "Call" if opt_type == "C" else "Put" if opt_type == "P" else (opt_type or "OPT")
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# 看板期权列:优先买一净盈亏,残档回退交易所 upl
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pnl = None
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try:
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from lib.options.options_positions_lib import display_pnl_from_option_row
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pnl = display_pnl_from_option_row(p)
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except Exception:
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pnl = None
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pos = _safe_float(p.get("pos"))
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exp_ms = p.get("exp_time_ms")
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if exp_ms is None:
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exp_ms = p.get("exp_time")
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try:
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exp_ms = int(float(exp_ms)) if exp_ms not in (None, "") else None
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except (TypeError, ValueError):
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exp_ms = None
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if conn is not None:
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source_key, source_label, source_plan_id = _resolve_options_source(conn, inst)
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else:
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source_key, source_label, source_plan_id = "option", OPTIONS_SOURCE_LABELS["option"], None
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return {
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"id": inst,
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"kind": "options",
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"tab": "options",
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"title": f"{inst} {label}",
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"subtitle": f"张数 {pos if pos is not None else '-'}",
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"inst_id": inst,
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"opt_type": opt_type,
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"opt_type_label": label,
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"source": source_key,
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"source_label": source_label,
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"source_plan_id": source_plan_id,
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"pos": pos,
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"exp_time_ms": exp_ms,
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"target_monitor": _format_options_target(p),
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"pnl": round(pnl, 4) if pnl is not None else None,
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}
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def _format_hedge_item(plan: dict[str, Any]) -> dict[str, Any]:
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pid = plan.get("id")
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underlying = plan.get("underlying") or "-"
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plan_type = plan.get("plan_type") or ""
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status = str(plan.get("status") or "")
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summary = plan.get("contracts_summary") or ""
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plan_type_label = OPTIONS_SOURCE_LABELS.get(plan_type, plan_type)
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active = status in HEDGE_ACTIVE_STATUSES
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status_label = "进行中" if active else (status or "—")
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return {
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"id": pid,
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"kind": "hedge_plan",
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"tab": "hedge_plan",
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"title": f"对冲 #{pid} {underlying}",
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"subtitle": " · ".join(x for x in (plan_type_label, status_label, summary) if x),
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"underlying": underlying,
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"plan_type": plan_type,
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"plan_type_label": plan_type_label,
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"status": status,
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"status_label": status_label,
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"status_active": active,
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"contracts_summary": summary,
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}
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def _format_key_item(kd: dict[str, Any]) -> dict[str, Any]:
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sym = kd.get("exchange_symbol") or kd.get("symbol") or "-"
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direction = str(kd.get("direction") or "long").lower()
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signal = kd.get("signal_type") or kd.get("key_signal_type") or kd.get("monitor_type") or ""
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upper = _safe_float(kd.get("upper"))
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lower = _safe_float(kd.get("lower"))
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subtitle_parts = []
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if signal:
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subtitle_parts.append(str(signal))
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if upper is not None or lower is not None:
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subtitle_parts.append(
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f"上{upper if upper is not None else '-'} / 下{lower if lower is not None else '-'}"
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)
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return {
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"id": kd.get("id"),
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"kind": "key",
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"tab": "key_monitor",
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"title": f"{sym} {_dir_label(direction)}",
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"subtitle": " · ".join(subtitle_parts),
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"symbol": sym,
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"direction": direction,
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"direction_label": _dir_label(direction),
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"upper": upper,
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"lower": lower,
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"status": kd.get("status") or "active",
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}
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def _format_trend_item(td: dict[str, Any]) -> dict[str, Any]:
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sym = td.get("exchange_symbol") or td.get("symbol") or "-"
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direction = str(td.get("direction") or "long").lower()
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status = td.get("status") or "active"
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entry = _safe_float(td.get("entry_price") or td.get("trigger_price"))
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return {
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"id": td.get("id"),
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"kind": "trend",
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"tab": "strategy",
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"title": f"趋势回调 {sym} {_dir_label(direction)}",
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"subtitle": f"状态 {status}",
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"symbol": sym,
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"direction": direction,
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"direction_label": _dir_label(direction),
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"entry": entry,
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"status": status,
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}
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def _format_roll_item(rd: dict[str, Any]) -> dict[str, Any]:
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sym = rd.get("exchange_symbol") or rd.get("symbol") or "-"
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direction = str(rd.get("direction") or "long").lower()
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status = rd.get("status") or "active"
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return {
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"id": rd.get("id"),
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"kind": "roll",
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"tab": "strategy",
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"title": f"顺势加仓 {sym} {_dir_label(direction)}",
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"subtitle": f"状态 {status}",
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"symbol": sym,
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"direction": direction,
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"direction_label": _dir_label(direction),
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"status": status,
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}
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def _table_exists(conn, name: str) -> bool:
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try:
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row = conn.execute(
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"SELECT 1 FROM sqlite_master WHERE type='table' AND name=? LIMIT 1",
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(name,),
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).fetchone()
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return bool(row)
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except Exception:
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return False
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def collect_orders(conn) -> list[dict[str, Any]]:
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if not _table_exists(conn, "order_monitors"):
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return []
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rows = conn.execute(
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"SELECT * FROM order_monitors WHERE status='active' ORDER BY id DESC"
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).fetchall()
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return [_format_order_item(_row_dict(r)) for r in rows]
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def collect_keys(conn) -> list[dict[str, Any]]:
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if not _table_exists(conn, "key_monitors"):
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return []
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rows = conn.execute("SELECT * FROM key_monitors ORDER BY id DESC").fetchall()
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return [_format_key_item(_row_dict(r)) for r in rows]
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def collect_trends(conn) -> list[dict[str, Any]]:
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if not _table_exists(conn, "trend_pullback_plans"):
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return []
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try:
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rows = conn.execute(
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"SELECT * FROM trend_pullback_plans WHERE status='active' ORDER BY id DESC"
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).fetchall()
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except Exception:
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return []
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return [_format_trend_item(_row_dict(r)) for r in rows]
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def collect_rolls(conn) -> list[dict[str, Any]]:
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if not _table_exists(conn, "roll_groups") or not _table_exists(conn, "order_monitors"):
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return []
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try:
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rows = conn.execute(
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"""SELECT g.* FROM roll_groups g
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INNER JOIN order_monitors m ON m.id = g.order_monitor_id AND m.status='active'
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WHERE g.status='active' ORDER BY g.id DESC"""
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).fetchall()
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except Exception:
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return []
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return [_format_roll_item(_row_dict(r)) for r in rows]
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def collect_hedge_plans(conn) -> list[dict[str, Any]]:
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if not _table_exists(conn, "hedge_plans"):
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return []
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try:
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from lib.hedge_plan.hedge_plan_db import attach_legs_to_plans, list_plans
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rows: list[dict[str, Any]] = []
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for status in ("opening", "active", "partial"):
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rows.extend(list_plans(conn, status=status, limit=80))
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rows.sort(key=lambda row: int(row.get("id") or 0), reverse=True)
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plans = attach_legs_to_plans(conn, rows)
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return [_format_hedge_item(p) for p in plans]
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except Exception:
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return []
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def collect_options_items(
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fetch_options_positions: Optional[Callable[[], list[dict[str, Any]]]] = None,
|
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*,
|
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conn=None,
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) -> list[dict[str, Any]]:
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if not callable(fetch_options_positions):
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return []
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try:
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raw = fetch_options_positions() or []
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except Exception:
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return []
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pe_map: dict[str, dict[str, Any]] = {}
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tgt_map: dict[str, dict[str, Any]] = {}
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hedge_map: dict[str, dict[str, Any]] = {}
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if conn is not None:
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try:
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from lib.options.options_profit_exit_lib import profit_exit_by_inst
|
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from lib.options.options_target_lib import targets_by_inst
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from lib.hedge_plan.hedge_plan_db import active_options_targets_by_inst
|
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pe_map = profit_exit_by_inst(conn)
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tgt_map = targets_by_inst(conn)
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hedge_map = active_options_targets_by_inst(conn)
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except Exception:
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pe_map, tgt_map, hedge_map = {}, {}, {}
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out: list[dict[str, Any]] = []
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for p in raw:
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if not isinstance(p, dict):
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||||
continue
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row = dict(p)
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inst = str(row.get("inst_id") or row.get("instId") or "").strip()
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mon = tgt_map.get(inst)
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if mon:
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row["target_index"] = mon.get("target_index")
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pe = pe_map.get(inst)
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if pe:
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row["profit_exit_enabled"] = pe.get("profit_exit_enabled")
|
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row["profit_exit_mult"] = pe.get("profit_exit_mult")
|
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hedge = hedge_map.get(inst)
|
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if hedge:
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||||
row["hedge_plan_target"] = hedge
|
||||
if not mon:
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row["target_index"] = hedge.get("target_index")
|
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out.append(_format_options_item(row, conn=conn))
|
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return out
|
||||
|
||||
|
||||
def _swap_symbol_candidates(row: dict[str, Any]) -> list[str]:
|
||||
"""优先永续 symbol(含 settle),避免用现货 BTC/USDT 查到 contractSize=1."""
|
||||
raw: list[str] = []
|
||||
for key in ("symbol", "exchange_symbol", "price_symbol"):
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||||
s = str(row.get(key) or "").strip()
|
||||
if s and s not in raw:
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raw.append(s)
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swapish: list[str] = []
|
||||
others: list[str] = []
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||||
for s in raw:
|
||||
if ":" in s:
|
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swapish.append(s)
|
||||
continue
|
||||
others.append(s)
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||||
if "/" in s:
|
||||
base, quote = s.split("/", 1)
|
||||
q = quote.split(":")[0].strip()
|
||||
if base and q:
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swapish.append(f"{base}/{q}:{q}")
|
||||
out: list[str] = []
|
||||
for s in swapish + others:
|
||||
if s and s not in out:
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out.append(s)
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return out
|
||||
|
||||
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||||
def _resolve_contract_size(
|
||||
row_or_sym: Any,
|
||||
*,
|
||||
get_contract_size: Optional[Callable[[str], Any]] = None,
|
||||
) -> float:
|
||||
if not callable(get_contract_size):
|
||||
return 1.0
|
||||
if isinstance(row_or_sym, dict):
|
||||
candidates = _swap_symbol_candidates(row_or_sym)
|
||||
else:
|
||||
sym = str(row_or_sym or "").strip()
|
||||
candidates = _swap_symbol_candidates({"symbol": sym}) if sym else []
|
||||
for sym in candidates:
|
||||
try:
|
||||
cs = float(get_contract_size(sym) or 0)
|
||||
if cs > 0:
|
||||
return cs
|
||||
except Exception:
|
||||
continue
|
||||
return 1.0
|
||||
|
||||
|
||||
def _fill_order_pnl_fields(row: dict[str, Any], *, mark: Optional[float], contract_size: float) -> None:
|
||||
"""按线性 U 本位补看板「盈利金额 / 浮盈」."""
|
||||
direction = str(row.get("direction") or "long").lower()
|
||||
entry = _safe_float(row.get("entry"))
|
||||
contracts = _safe_float(row.get("contracts"))
|
||||
tp = _safe_float(row.get("take_profit"))
|
||||
if entry is None or contracts is None or contracts <= 0:
|
||||
return
|
||||
cs = float(contract_size) if contract_size and contract_size > 0 else 1.0
|
||||
if mark is not None:
|
||||
try:
|
||||
from lib.market.position_metrics_lib import estimate_linear_swap_upnl_usdt
|
||||
|
||||
upnl = estimate_linear_swap_upnl_usdt(direction, entry, mark, contracts, cs)
|
||||
if upnl is not None:
|
||||
row["float_pnl"] = upnl
|
||||
except Exception:
|
||||
pass
|
||||
if tp is not None and tp > 0:
|
||||
try:
|
||||
try:
|
||||
d = (direction or "long").lower()
|
||||
e, t, c, cs_f = float(entry), float(tp), float(contracts), float(cs)
|
||||
profit = (t - e) * c * cs_f if d == "long" else (e - t) * c * cs_f
|
||||
except Exception:
|
||||
profit = None
|
||||
if profit is not None:
|
||||
row["tp_profit"] = round(float(profit), 2)
|
||||
except Exception:
|
||||
pass
|
||||
|
||||
|
||||
def enrich_order_items_with_marks(
|
||||
items: list[dict[str, Any]],
|
||||
*,
|
||||
get_price: Optional[Callable[[str], Any]] = None,
|
||||
get_contract_size: Optional[Callable[[str], Any]] = None,
|
||||
) -> list[dict[str, Any]]:
|
||||
"""后台聚合时补标记价,并按张数×合约面值估算盈利金额/浮盈."""
|
||||
if not items:
|
||||
return items
|
||||
if not callable(get_price) and not callable(get_contract_size):
|
||||
return items
|
||||
out: list[dict[str, Any]] = []
|
||||
for it in items:
|
||||
row = dict(it)
|
||||
# 标记价:先试 price_symbol,再试永续候选
|
||||
mark = _safe_float(row.get("mark_price"))
|
||||
if callable(get_price):
|
||||
ordered: list[str] = []
|
||||
for s in [str(row.get("price_symbol") or "").strip()] + _swap_symbol_candidates(row):
|
||||
if s and s not in ordered:
|
||||
ordered.append(s)
|
||||
for sym in ordered:
|
||||
try:
|
||||
px = get_price(sym)
|
||||
except Exception:
|
||||
px = None
|
||||
mark = _safe_float(px)
|
||||
if mark is not None:
|
||||
row["mark_price"] = mark
|
||||
break
|
||||
cs = _resolve_contract_size(row, get_contract_size=get_contract_size)
|
||||
_fill_order_pnl_fields(row, mark=mark, contract_size=cs)
|
||||
out.append(row)
|
||||
return out
|
||||
|
||||
|
||||
def build_instance_dashboard_payload(
|
||||
conn,
|
||||
*,
|
||||
fetch_options_positions: Optional[Callable[[], list[dict[str, Any]]]] = None,
|
||||
hedge_enabled: bool = False,
|
||||
) -> dict[str, Any]:
|
||||
orders = collect_orders(conn)
|
||||
keys = collect_keys(conn)
|
||||
options_items = collect_options_items(fetch_options_positions, conn=conn)
|
||||
hedge_items = collect_hedge_plans(conn) # 始终展示进行中计划,与当前交易模式无关
|
||||
# hedge_enabled 仅影响「新建」入口,不隐藏已有仓
|
||||
now = datetime.now(timezone.utc).astimezone().strftime("%Y-%m-%d %H:%M:%S")
|
||||
return {
|
||||
"ok": True,
|
||||
"updated_at": now,
|
||||
"orders": {
|
||||
"title": "实盘下单",
|
||||
"count": 0,
|
||||
"items": [],
|
||||
"tab": "options",
|
||||
"removed": True,
|
||||
},
|
||||
"keys": {"title": "关键位监控", "count": len(keys), "items": keys, "tab": "key_monitor"},
|
||||
"strategy": {
|
||||
"title": "策略交易",
|
||||
"count": 0,
|
||||
"items": [],
|
||||
"trends": [],
|
||||
"rolls": [],
|
||||
"tab": "strategy",
|
||||
"removed": True,
|
||||
},
|
||||
"options": {
|
||||
"title": "期权持仓",
|
||||
"count": len(options_items),
|
||||
"items": options_items,
|
||||
"visible": len(options_items) > 0,
|
||||
"tab": "options",
|
||||
},
|
||||
"hedge_plan": {
|
||||
"title": "对冲计划",
|
||||
"count": len(hedge_items),
|
||||
"items": hedge_items,
|
||||
"visible": len(hedge_items) > 0,
|
||||
"tab": "hedge_plan",
|
||||
},
|
||||
}
|
||||
Reference in New Issue
Block a user