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:
@@ -0,0 +1,124 @@
|
||||
"""price_snapshot 共用:订单行情价兜底,避免 get_price 失败时整单不入 order_prices."""
|
||||
from __future__ import annotations
|
||||
|
||||
from typing import Any, Callable, Mapping, Optional, Sequence
|
||||
|
||||
from lib.market.position_metrics_lib import parse_position_mark_price
|
||||
|
||||
|
||||
def resolve_order_snapshot_price(
|
||||
symbol: str,
|
||||
prices: Mapping[str, float],
|
||||
*,
|
||||
position_row: Optional[dict[str, Any]] = None,
|
||||
order_leverage=None,
|
||||
parse_position_metrics_fn: Callable[..., dict[str, Any] | None] | None = None,
|
||||
get_mark_price_fn: Callable[[str], float | None] | None = None,
|
||||
fallback_entry: float | None = None,
|
||||
) -> float | None:
|
||||
"""
|
||||
解析下单监控轮询用的现价/标记价,优先级:
|
||||
1. 已批量拉取的 ticker last
|
||||
2. get_symbol_mark_price(含 mark)
|
||||
3. 交易所持仓 mark(parse_ccxt_position_metrics / parse_position_mark_price)
|
||||
4. 计划成交价 trigger_price
|
||||
"""
|
||||
sym = (symbol or "").strip()
|
||||
if not sym:
|
||||
return None
|
||||
|
||||
cached = prices.get(sym)
|
||||
if cached is not None:
|
||||
try:
|
||||
v = float(cached)
|
||||
if v > 0:
|
||||
return v
|
||||
except (TypeError, ValueError):
|
||||
pass
|
||||
|
||||
if get_mark_price_fn is not None:
|
||||
try:
|
||||
mp = get_mark_price_fn(sym)
|
||||
if mp is not None and float(mp) > 0:
|
||||
return float(mp)
|
||||
except Exception:
|
||||
pass
|
||||
|
||||
if position_row:
|
||||
mark = None
|
||||
if parse_position_metrics_fn is not None:
|
||||
try:
|
||||
metrics = parse_position_metrics_fn(
|
||||
position_row, order_leverage=order_leverage
|
||||
)
|
||||
if isinstance(metrics, dict) and metrics.get("mark_price") is not None:
|
||||
mark = float(metrics["mark_price"])
|
||||
except Exception:
|
||||
mark = None
|
||||
if mark is None or mark <= 0:
|
||||
try:
|
||||
mp = parse_position_mark_price(position_row)
|
||||
if mp is not None and mp > 0:
|
||||
mark = float(mp)
|
||||
except Exception:
|
||||
mark = None
|
||||
if mark is not None and mark > 0:
|
||||
return mark
|
||||
|
||||
if fallback_entry is not None:
|
||||
try:
|
||||
entry = float(fallback_entry)
|
||||
if entry > 0:
|
||||
return entry
|
||||
except (TypeError, ValueError):
|
||||
pass
|
||||
return None
|
||||
|
||||
|
||||
def seed_prices_from_positions(
|
||||
prices: dict[str, float],
|
||||
order_rows: Sequence[Any],
|
||||
all_positions: Sequence[dict[str, Any]],
|
||||
*,
|
||||
resolve_ex_sym_fn: Callable[[Any], str],
|
||||
) -> None:
|
||||
"""用持仓标记价补全 prices 字典(symbol 与 order_monitors 行对齐)."""
|
||||
if not all_positions or not order_rows:
|
||||
return
|
||||
try:
|
||||
from lib.market.symbol_lib import symbols_match
|
||||
except Exception:
|
||||
symbols_match = None
|
||||
for r in order_rows:
|
||||
try:
|
||||
sym = str(r["symbol"] or "").strip()
|
||||
except (KeyError, TypeError, IndexError):
|
||||
sym = ""
|
||||
if not sym or sym in prices:
|
||||
continue
|
||||
try:
|
||||
ex_sym = resolve_ex_sym_fn(r)
|
||||
except Exception:
|
||||
ex_sym = sym
|
||||
try:
|
||||
direction = str(r["direction"] or "long").lower()
|
||||
except (KeyError, TypeError, IndexError):
|
||||
direction = "long"
|
||||
for p in all_positions:
|
||||
if not isinstance(p, dict):
|
||||
continue
|
||||
ps = p.get("symbol") or ""
|
||||
if not ps:
|
||||
continue
|
||||
matched = ps == sym or ps == ex_sym
|
||||
if not matched and symbols_match is not None:
|
||||
matched = symbols_match(sym, ps) or symbols_match(ex_sym, ps)
|
||||
if not matched:
|
||||
continue
|
||||
side = (p.get("side") or "").lower()
|
||||
if side and side != direction:
|
||||
continue
|
||||
mp = parse_position_mark_price(p)
|
||||
if mp is not None and mp > 0:
|
||||
prices[sym] = float(mp)
|
||||
break
|
||||
Reference in New Issue
Block a user