dekun
376 lines
12 KiB
Python
376 lines
12 KiB
Python
"""OKX 期权开仓/平仓企业微信推送(必发,幂等落库标记)."""
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from __future__ import annotations
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import sqlite3
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from typing import Any, Callable, Optional
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def _fmt(v: Any, d: int = 4) -> str:
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try:
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if v is None or v == "":
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return "—"
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return f"{float(v):.{d}f}"
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except (TypeError, ValueError):
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return str(v)
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def _opt_type_label(opt_type: Any) -> str:
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t = str(opt_type or "").strip().upper()
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if t in ("C", "CALL"):
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return "Call"
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if t in ("P", "PUT"):
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return "Put"
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return t or "—"
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def resolve_premium_ccy(
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raw: Any = None,
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*,
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inst_id: str = "",
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underlying: str = "",
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) -> str:
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"""权利金计价币种:币本位 ETH/BTC,U 本位 USDC."""
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s = str(raw or "").strip().upper()
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if s:
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return s
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inst = (inst_id or "").strip()
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u = (underlying or "").strip().upper()
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if not u and inst:
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u = inst.split("-")[0].upper() if "-" in inst else "ETH"
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try:
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from lib.options.options_margin_mode_lib import margin_mode_from_inst_id, premium_ccy_for_mode
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if inst:
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return premium_ccy_for_mode(margin_mode_from_inst_id(inst), u or "ETH")
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except Exception:
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pass
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return u if u in ("ETH", "BTC") else "USDC"
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def ensure_options_notify_columns(conn: sqlite3.Connection) -> None:
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for ddl in (
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"ALTER TABLE options_trades ADD COLUMN wechat_open_sent INTEGER DEFAULT 0",
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"ALTER TABLE options_trades ADD COLUMN wechat_close_sent INTEGER DEFAULT 0",
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):
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try:
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conn.execute(ddl)
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except Exception:
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pass
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def notify_options_send(cfg: dict[str, Any], content: str) -> bool:
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send: Optional[Callable[[str], Any]] = cfg.get("send_wechat")
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if not callable(send):
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return False
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try:
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send(content)
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return True
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except Exception:
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return False
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def build_options_open_message(
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*,
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account_label: str,
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inst_id: str,
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underlying: str = "",
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opt_type: Any = None,
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sheets: Any = None,
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premium_paid: Any = None,
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open_quote: Any = None,
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target_index: Any = None,
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signal_note: str = "",
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trade_id: Any = None,
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premium_ccy: Any = None,
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) -> str:
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ccy = resolve_premium_ccy(premium_ccy, inst_id=inst_id, underlying=underlying)
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lines = [
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"【OKX期权·开仓】",
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f"账户:{account_label or 'OKX期权'}",
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]
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if trade_id is not None:
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lines.append(f"本地单号:#{trade_id}")
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lines.extend(
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[
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f"合约:{inst_id}",
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f"标的:{(underlying or '—')} · {_opt_type_label(opt_type)}",
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f"张数:{sheets if sheets is not None else '—'}",
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f"开仓报价:{_fmt(open_quote)} {ccy}",
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f"权利金:{_fmt(premium_paid)} {ccy}",
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]
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)
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if target_index is not None and str(target_index).strip() != "":
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try:
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lines.append(f"目标指数:{float(target_index):g}")
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except (TypeError, ValueError):
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lines.append(f"目标指数:{target_index}")
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if signal_note:
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lines.append(f"备注:{signal_note[:200]}")
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return "\n".join(lines)
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def build_options_close_message(
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*,
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account_label: str,
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inst_id: str,
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reason: str = "",
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underlying: str = "",
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opt_type: Any = None,
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sheets: Any = None,
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premium_paid: Any = None,
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premium_received: Any = None,
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realized_pnl: Any = None,
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close_quote: Any = None,
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target_index: Any = None,
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trigger_idx: Any = None,
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trade_id: Any = None,
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premium_ccy: Any = None,
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) -> str:
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ccy = resolve_premium_ccy(premium_ccy, inst_id=inst_id, underlying=underlying)
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lines = [
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"【OKX期权·平仓】",
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f"账户:{account_label or 'OKX期权'}",
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]
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if trade_id is not None:
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lines.append(f"本地单号:#{trade_id}")
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lines.extend(
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[
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f"合约:{inst_id}",
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f"标的:{(underlying or '—')} · {_opt_type_label(opt_type)}",
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f"原因:{(reason or '平仓').strip()}",
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f"张数:{sheets if sheets is not None else '—'}",
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f"平仓报价:{_fmt(close_quote)} {ccy}",
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f"已付/收回:{_fmt(premium_paid)} / {_fmt(premium_received)} {ccy}",
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f"实现盈亏:{_fmt(realized_pnl, 4)} {ccy}",
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]
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)
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if target_index is not None and str(target_index).strip() != "":
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try:
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lines.append(f"目标指数:{float(target_index):g}")
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except (TypeError, ValueError):
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lines.append(f"目标指数:{target_index}")
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if trigger_idx is not None and str(trigger_idx).strip() != "":
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try:
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lines.append(f"触发指数:{float(trigger_idx):g}")
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except (TypeError, ValueError):
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lines.append(f"触发指数:{trigger_idx}")
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return "\n".join(lines)
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def notify_options_open(
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cfg: dict[str, Any],
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conn: sqlite3.Connection | None,
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*,
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trade_id: int | None,
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inst_id: str,
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underlying: str = "",
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opt_type: Any = None,
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sheets: Any = None,
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premium_paid: Any = None,
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open_quote: Any = None,
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target_index: Any = None,
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signal_note: str = "",
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premium_ccy: Any = None,
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) -> bool:
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ensure_options_notify_columns(conn) if conn is not None else None
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row_ccy = premium_ccy
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if conn is not None and trade_id is not None:
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row = conn.execute(
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"SELECT wechat_open_sent, premium_ccy, underlying FROM options_trades WHERE id=?",
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(int(trade_id),),
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).fetchone()
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if row and int(row["wechat_open_sent"] or 0):
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return False
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if row is not None:
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if not row_ccy:
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row_ccy = row["premium_ccy"] if "premium_ccy" in row.keys() else None
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if not underlying:
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underlying = str(row["underlying"] or "") if "underlying" in row.keys() else underlying
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ccy = resolve_premium_ccy(row_ccy, inst_id=inst_id, underlying=underlying)
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msg = build_options_open_message(
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account_label=str(cfg.get("account_label") or "OKX期权"),
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inst_id=inst_id,
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underlying=underlying,
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opt_type=opt_type,
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sheets=sheets,
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premium_paid=premium_paid,
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open_quote=open_quote,
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target_index=target_index,
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signal_note=signal_note,
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trade_id=trade_id,
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premium_ccy=ccy,
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)
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ok = notify_options_send(cfg, msg)
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if ok and conn is not None and trade_id is not None:
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conn.execute(
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"UPDATE options_trades SET wechat_open_sent=1 WHERE id=?",
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(int(trade_id),),
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)
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try:
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conn.commit()
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except Exception:
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pass
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return ok
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def _load_trade_row(conn: sqlite3.Connection, trade_id: int) -> dict[str, Any] | None:
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row = conn.execute("SELECT * FROM options_trades WHERE id=?", (int(trade_id),)).fetchone()
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return dict(row) if row else None
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def notify_options_close(
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cfg: dict[str, Any],
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conn: sqlite3.Connection | None,
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*,
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inst_id: str,
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reason: str = "平仓",
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trade_id: int | None = None,
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underlying: str = "",
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opt_type: Any = None,
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sheets: Any = None,
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premium_paid: Any = None,
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premium_received: Any = None,
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realized_pnl: Any = None,
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close_quote: Any = None,
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target_index: Any = None,
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trigger_idx: Any = None,
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force: bool = False,
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premium_ccy: Any = None,
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) -> bool:
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"""平仓必发.默认按 trade_id / 同合约未标记行幂等."""
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if conn is not None:
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ensure_options_notify_columns(conn)
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rows: list[dict[str, Any]] = []
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if conn is not None and trade_id is not None:
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r = _load_trade_row(conn, int(trade_id))
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if r:
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rows = [r]
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elif conn is not None and inst_id:
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q = conn.execute(
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"""
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SELECT * FROM options_trades
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WHERE inst_id=? AND status='closed'
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AND COALESCE(wechat_close_sent,0)=0
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ORDER BY id DESC
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LIMIT 20
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""",
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(inst_id,),
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).fetchall()
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rows = [dict(x) for x in q]
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if not rows and force:
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q2 = conn.execute(
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"""
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SELECT * FROM options_trades
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WHERE inst_id=? AND status='closed'
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ORDER BY id DESC LIMIT 1
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""",
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(inst_id,),
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).fetchone()
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if q2:
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rows = [dict(q2)]
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if rows:
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# 同次平仓可能多腿:合并一条推送,逐条标记
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total_paid = sum(float(r.get("premium_paid") or 0) for r in rows)
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total_recv = sum(float(r.get("premium_received") or 0) for r in rows if r.get("premium_received") is not None)
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pnls = [float(r["realized_pnl"]) for r in rows if r.get("realized_pnl") is not None]
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total_pnl = sum(pnls) if pnls else None
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if total_pnl is None and (premium_received is not None or realized_pnl is not None):
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total_pnl = realized_pnl
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total_recv = premium_received if premium_received is not None else total_recv
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total_paid = premium_paid if premium_paid is not None else total_paid
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head = rows[0]
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pending = [r for r in rows if not int(r.get("wechat_close_sent") or 0)]
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if not pending and not force:
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return False
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ccy = resolve_premium_ccy(
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premium_ccy or head.get("premium_ccy"),
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inst_id=inst_id or str(head.get("inst_id") or ""),
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underlying=underlying or str(head.get("underlying") or ""),
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)
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msg = build_options_close_message(
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account_label=str(cfg.get("account_label") or "OKX期权"),
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inst_id=inst_id or str(head.get("inst_id") or ""),
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reason=reason,
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underlying=underlying or str(head.get("underlying") or ""),
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opt_type=opt_type or head.get("opt_type"),
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sheets=sheets if sheets is not None else sum(int(r.get("sheets") or 0) for r in rows),
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premium_paid=total_paid,
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premium_received=total_recv if rows else premium_received,
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realized_pnl=total_pnl,
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close_quote=close_quote if close_quote is not None else head.get("close_quote"),
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target_index=target_index,
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trigger_idx=trigger_idx,
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trade_id=head.get("id") if len(rows) == 1 else None,
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premium_ccy=ccy,
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)
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ok = notify_options_send(cfg, msg)
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if ok and conn is not None:
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for r in pending or rows:
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conn.execute(
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"UPDATE options_trades SET wechat_close_sent=1 WHERE id=?",
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(int(r["id"]),),
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)
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try:
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conn.commit()
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except Exception:
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pass
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return ok
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# 无库行时仍发一条(尽量不丢提醒)
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msg = build_options_close_message(
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account_label=str(cfg.get("account_label") or "OKX期权"),
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inst_id=inst_id,
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reason=reason,
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underlying=underlying,
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opt_type=opt_type,
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sheets=sheets,
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premium_paid=premium_paid,
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premium_received=premium_received,
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realized_pnl=realized_pnl,
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close_quote=close_quote,
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target_index=target_index,
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trigger_idx=trigger_idx,
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trade_id=trade_id,
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premium_ccy=resolve_premium_ccy(premium_ccy, inst_id=inst_id, underlying=underlying),
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)
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return notify_options_send(cfg, msg)
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def notify_options_close_trade_ids(
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cfg: dict[str, Any],
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conn: sqlite3.Connection,
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trade_ids: list[int],
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*,
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reason: str,
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) -> bool:
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ids = [int(x) for x in trade_ids if x is not None]
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if not ids:
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return False
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ensure_options_notify_columns(conn)
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placeholders = ",".join("?" for _ in ids)
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rows = conn.execute(
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f"""
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SELECT * FROM options_trades
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WHERE id IN ({placeholders}) AND COALESCE(wechat_close_sent,0)=0
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""",
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ids,
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).fetchall()
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if not rows:
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return False
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first = dict(rows[0])
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return notify_options_close(
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cfg,
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conn,
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inst_id=str(first.get("inst_id") or ""),
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reason=reason,
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trade_id=int(first["id"]) if len(rows) == 1 else None,
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underlying=str(first.get("underlying") or ""),
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opt_type=first.get("opt_type"),
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sheets=sum(int(r["sheets"] or 0) for r in rows),
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premium_paid=sum(float(r["premium_paid"] or 0) for r in rows),
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premium_received=sum(float(r["premium_received"] or 0) for r in rows if r["premium_received"] is not None),
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realized_pnl=sum(float(r["realized_pnl"]) for r in rows if r["realized_pnl"] is not None),
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close_quote=first.get("close_quote"),
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)
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