Use trading account and USDC/USDT market price for sim convert.

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-08-14 18:52:38 +08:00
parent 9d1495658c
commit ad992ee262
7 changed files with 181 additions and 45 deletions
@@ -509,6 +509,49 @@ class SimBroker:
            "info": {"sim": True, "fee": pr.fee, "fill": pr.to_dict()},
        }

+    def convert_usdt_usdc(
+        self,
+        exchange: Any,
+        *,
+        direction: str,
+        amount: float,
+        fee_rate: float | None = None,
+        account: str = "trading",
+        symbol: str = "USDC/USDT",
+    ) -> dict[str, Any]:
+        """模拟 USDC-USDT 现货市价兑换, 默认扣交易账户."""
+        from lib.sim.pricing_lib import spot_usdc_usdt_fill
+
+        fr = sim_fee_rate(fee_rate)
+        bid, ask = _ticker_bid_ask(exchange, symbol)
+        fill = spot_usdc_usdt_fill(
+            direction=direction, amount=float(amount), bid=bid, ask=ask, fee_rate=fr
+        )
+        result = SimWallets(self.get_db).convert(
+            from_ccy=fill.from_ccy,
+            to_ccy=fill.to_ccy,
+            amount=fill.from_amount,
+            account=account or "trading",
+            to_amount=fill.to_amount,
+            rate=fill.fill_px,
+            fee=fill.fee,
+            note=f"USDC/USDT mkt {fill.fill_px:.6f} (bid {bid:.6f}/ask {ask:.6f})",
+        )
+        if not result.get("ok"):
+            return result
+        result.update(
+            {
+                "direction": fill.direction,
+                "bid": bid,
+                "ask": ask,
+                "base_px": fill.base_px,
+                "fill_px": fill.fill_px,
+                "fee_rate": fr,
+                "symbol": symbol,
+            }
+        )
+        return result
+
    def option_positions_okx_rows(self) -> list[dict[str, Any]]:
        """对齐 OKX positions 行字段, 供 format_position_row 使用."""
        rows = []