dekun
159 lines
4.6 KiB
Python
159 lines
4.6 KiB
Python
"""实例资金曲线采样:现金余额(不含权利金/浮盈),供数据统计页使用."""
|
|
from __future__ import annotations
|
|
|
|
import datetime as dt
|
|
import os
|
|
import threading
|
|
import time
|
|
from typing import Any, Callable, Optional
|
|
|
|
_lock = threading.Lock()
|
|
_last_sample_at = 0.0
|
|
_thread: threading.Thread | None = None
|
|
_stop = threading.Event()
|
|
|
|
|
|
def cash_sample_interval_sec() -> float:
|
|
try:
|
|
return max(30.0, float(os.getenv("INSTANCE_CASH_SAMPLE_SEC") or 60))
|
|
except (TypeError, ValueError):
|
|
return 60.0
|
|
|
|
|
|
def cash_sample_keep_days() -> int:
|
|
try:
|
|
return max(7, int(float(os.getenv("INSTANCE_CASH_SAMPLE_KEEP_DAYS") or 90)))
|
|
except (TypeError, ValueError):
|
|
return 90
|
|
|
|
|
|
def init_cash_sample_table(conn) -> None:
|
|
conn.execute(
|
|
"""
|
|
CREATE TABLE IF NOT EXISTS instance_cash_samples (
|
|
ts_ms INTEGER PRIMARY KEY,
|
|
cash_usdt REAL NOT NULL
|
|
)
|
|
"""
|
|
)
|
|
|
|
|
|
def _safe_float(v: Any) -> Optional[float]:
|
|
if v is None or v == "":
|
|
return None
|
|
try:
|
|
return float(v)
|
|
except (TypeError, ValueError):
|
|
return None
|
|
|
|
|
|
def cash_usdt_from_balances(bal: dict[str, Any] | None) -> Optional[float]:
|
|
"""现金 = 交易账户 + 资金账户(优先 USDT,否则 USDC);不含权利金/浮盈."""
|
|
if not isinstance(bal, dict):
|
|
return None
|
|
parts = [_safe_float(bal.get("trading_usdt")), _safe_float(bal.get("funding_usdt"))]
|
|
if all(x is None for x in parts):
|
|
parts = [_safe_float(bal.get("trading_usdc")), _safe_float(bal.get("funding_usdc"))]
|
|
known = [x for x in parts if x is not None]
|
|
if not known:
|
|
return None
|
|
return round(sum(known), 4)
|
|
|
|
|
|
def record_cash_sample(conn, cash_usdt: float, *, ts_ms: int | None = None) -> None:
|
|
init_cash_sample_table(conn)
|
|
t = int(ts_ms if ts_ms is not None else time.time() * 1000)
|
|
conn.execute(
|
|
"""
|
|
INSERT INTO instance_cash_samples(ts_ms, cash_usdt)
|
|
VALUES (?, ?)
|
|
ON CONFLICT(ts_ms) DO UPDATE SET cash_usdt=excluded.cash_usdt
|
|
""",
|
|
(t, float(cash_usdt)),
|
|
)
|
|
keep_ms = cash_sample_keep_days() * 86400 * 1000
|
|
cutoff = t - keep_ms
|
|
conn.execute("DELETE FROM instance_cash_samples WHERE ts_ms < ?", (cutoff,))
|
|
|
|
|
|
def _range_start_ms(range_key: str) -> tuple[str, int]:
|
|
rk = (range_key or "7d").strip().lower()
|
|
now_ms = int(time.time() * 1000)
|
|
if rk in ("today", "1d"):
|
|
start = dt.datetime.now().replace(hour=0, minute=0, second=0, microsecond=0)
|
|
return "today", int(start.timestamp() * 1000)
|
|
if rk in ("30d", "30"):
|
|
return "30d", now_ms - 30 * 86400 * 1000
|
|
if rk in ("all", "0"):
|
|
return "all", 0
|
|
return "7d", now_ms - 7 * 86400 * 1000
|
|
|
|
|
|
def query_cash_series_with_db(conn, *, range_key: str = "7d") -> dict[str, Any]:
|
|
rk, start_ms = _range_start_ms(range_key)
|
|
now_ms = int(time.time() * 1000)
|
|
init_cash_sample_table(conn)
|
|
rows = conn.execute(
|
|
"""
|
|
SELECT ts_ms, cash_usdt
|
|
FROM instance_cash_samples
|
|
WHERE ts_ms >= ?
|
|
ORDER BY ts_ms ASC
|
|
""",
|
|
(start_ms,),
|
|
).fetchall()
|
|
points = [{"t": int(r["ts_ms"]), "v": float(r["cash_usdt"])} for r in rows]
|
|
return {
|
|
"ok": True,
|
|
"range": rk,
|
|
"points": points,
|
|
"start_ms": start_ms,
|
|
"end_ms": now_ms,
|
|
"latest": points[-1]["v"] if points else None,
|
|
}
|
|
|
|
|
|
def sample_once(get_db: Callable, fetch_balances: Callable) -> bool:
|
|
"""拉取余额并写入采样;成功返回 True."""
|
|
global _last_sample_at
|
|
try:
|
|
bal = fetch_balances()
|
|
except Exception:
|
|
return False
|
|
cash = cash_usdt_from_balances(bal if isinstance(bal, dict) else None)
|
|
if cash is None:
|
|
return False
|
|
with _lock:
|
|
conn = get_db()
|
|
try:
|
|
record_cash_sample(conn, cash)
|
|
conn.commit()
|
|
finally:
|
|
conn.close()
|
|
_last_sample_at = time.time()
|
|
return True
|
|
|
|
|
|
def start_cash_sample_loop(get_db: Callable, fetch_balances: Callable) -> None:
|
|
global _thread
|
|
if _thread and _thread.is_alive():
|
|
return
|
|
_stop.clear()
|
|
|
|
def _loop() -> None:
|
|
# 启动后立刻采一笔,避免曲线长期空白
|
|
try:
|
|
sample_once(get_db, fetch_balances)
|
|
except Exception:
|
|
pass
|
|
while not _stop.is_set():
|
|
if _stop.wait(cash_sample_interval_sec()):
|
|
break
|
|
try:
|
|
sample_once(get_db, fetch_balances)
|
|
except Exception:
|
|
pass
|
|
|
|
_thread = threading.Thread(target=_loop, daemon=True, name="instance-cash-sample")
|
|
_thread.start()
|