dekun
a18f1f6713
Fix coin-margin sell-back to use full available balance instead of bridge record; show retry banner and button on the options positions panel. Co-authored-by: Cursor <cursoragent@cursor.com>
607 lines
24 KiB
Python
607 lines
24 KiB
Python
"""运行时挂钩: 将 app / options cfg 在 sim 模式下切到本地撮合."""
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from __future__ import annotations
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from typing import Any, Callable, Optional
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from lib.sim.broker_lib import SimBroker
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from lib.sim.mode_lib import is_sim_mode
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from lib.sim.pricing_lib import sim_fee_rate
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_GET_DB: Optional[Callable] = None
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_APP_MODULE: Any = None
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def set_get_db(get_db: Callable) -> None:
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global _GET_DB
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_GET_DB = get_db
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def get_db_fn() -> Callable:
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if _GET_DB is None:
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raise RuntimeError("sim get_db 未安装")
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return _GET_DB
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def broker() -> SimBroker:
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return SimBroker(get_db_fn())
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def apply_sim_hooks(app_module: Any) -> None:
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"""包装 app 上的永续下单/余额/就绪检查; 幂等."""
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global _APP_MODULE
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_APP_MODULE = app_module
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set_get_db(app_module.get_db)
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if getattr(app_module, "_sim_hooks_applied", False):
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return
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_orig_ensure = app_module.ensure_okx_live_ready
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_orig_capitals = app_module.get_exchange_capitals
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_orig_avail = app_module.get_available_trading_usdt
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_orig_place = app_module.place_exchange_order
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_orig_close = app_module.close_exchange_order
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_orig_live_contracts = app_module.get_live_position_contracts
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def ensure_okx_live_ready():
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if is_sim_mode(app_module.get_db):
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return True, "sim"
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return _orig_ensure()
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def get_exchange_capitals(force=False):
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if is_sim_mode(app_module.get_db):
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w = broker().balances_header()
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return float(w["funding_usdt"]), float(w["trading_usdt"])
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return _orig_capitals(force=force)
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def get_available_trading_usdt():
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if is_sim_mode(app_module.get_db):
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return float(broker().balances_header()["trading_usdt"])
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return _orig_avail()
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def place_exchange_order(
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exchange_symbol, direction, amount, leverage, stop_loss=None, take_profit=None
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):
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if is_sim_mode(app_module.get_db):
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ex = getattr(app_module, "exchange", None)
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if ex is None:
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raise RuntimeError("sim: exchange 未就绪(公开行情)")
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ensure = getattr(app_module, "ensure_markets_loaded", None)
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if callable(ensure):
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try:
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ensure()
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except Exception:
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pass
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return broker().place_perp_market(
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ex,
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symbol=exchange_symbol,
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direction=direction,
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contracts=float(amount),
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leverage=int(leverage or 1),
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fee_rate=sim_fee_rate(),
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stop_loss=stop_loss,
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take_profit=take_profit,
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)
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return _orig_place(
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exchange_symbol, direction, amount, leverage, stop_loss=stop_loss, take_profit=take_profit
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)
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def close_exchange_order(order_row):
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if is_sim_mode(app_module.get_db):
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ex = getattr(app_module, "exchange", None)
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if ex is None:
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raise RuntimeError("sim: exchange 未就绪")
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ensure = getattr(app_module, "ensure_markets_loaded", None)
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if callable(ensure):
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try:
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ensure()
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except Exception:
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pass
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normalize = getattr(app_module, "normalize_okx_symbol", None) or getattr(
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app_module, "normalize_exchange_symbol", None
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)
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try:
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symbol = order_row["exchange_symbol"] or None
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except Exception:
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symbol = None
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if not symbol:
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try:
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symbol = order_row["symbol"]
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except Exception:
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symbol = None
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if callable(normalize):
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symbol = normalize(symbol)
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direction = order_row["direction"]
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db_amt = float(order_row["order_amount"] or 0)
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live = broker().get_perp_contracts(symbol, direction)
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amt = live if live and live > 0 else db_amt
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return broker().close_perp_market(
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ex, symbol=symbol, direction=direction, contracts=amt, fee_rate=sim_fee_rate()
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)
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return _orig_close(order_row)
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def get_live_position_contracts(exchange_symbol, direction):
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if is_sim_mode(app_module.get_db):
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normalize = getattr(app_module, "normalize_okx_symbol", None)
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sym = exchange_symbol
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if callable(normalize):
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sym = normalize(exchange_symbol or "")
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return broker().get_perp_contracts(sym, direction)
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return _orig_live_contracts(exchange_symbol, direction)
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app_module.ensure_okx_live_ready = ensure_okx_live_ready
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app_module.get_exchange_capitals = get_exchange_capitals
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app_module.get_available_trading_usdt = get_available_trading_usdt
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app_module.place_exchange_order = place_exchange_order
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app_module.close_exchange_order = close_exchange_order
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app_module.get_live_position_contracts = get_live_position_contracts
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_orig_xfer = getattr(app_module, "execute_transfer_usdt", None)
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if callable(_orig_xfer):
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def execute_transfer_usdt(amount, from_account, to_account):
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if is_sim_mode(app_module.get_db):
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from lib.sim.wallets_lib import SimWallets, normalize_sim_account
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try:
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result = SimWallets(app_module.get_db).transfer(
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ccy="USDT",
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amount=float(amount),
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from_account=normalize_sim_account(from_account),
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to_account=normalize_sim_account(to_account),
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)
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except Exception as e:
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return False, str(e), None
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if not result.get("ok"):
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return False, result.get("detail") or result.get("msg") or "划转失败", None
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try:
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from lib.instance.instance_live_push_lib import notify_instance_balance_changed
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notify_instance_balance_changed()
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except Exception:
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pass
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return True, "sim 划转成功", result
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return _orig_xfer(amount, from_account, to_account)
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app_module.execute_transfer_usdt = execute_transfer_usdt
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app_module._sim_hooks_applied = True
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_patch_okx_options_lib(app_module)
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def _patch_okx_options_lib(app_module: Any) -> None:
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"""期权余额 / 成交等待: 对 sim-* 订单与 sim 模式短路."""
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import lib.exchange.okx_options_lib as opt_lib
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if getattr(opt_lib, "_sim_hooks_applied", False):
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return
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_orig_header = opt_lib.options_header_balances
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_orig_wait = opt_lib.wait_option_order_full_fill
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_orig_fetch_order = opt_lib.fetch_option_order
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_orig_fetch_pos = opt_lib.fetch_option_positions
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_orig_ready = opt_lib.options_api_ready
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_orig_fetch_bal = opt_lib.fetch_options_balances
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_orig_transfer = opt_lib.transfer_ccy
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_orig_swap = opt_lib.spot_market_swap_usdt_usdc
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def options_header_balances(ex, *, force: bool = False):
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try:
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if _GET_DB is not None and is_sim_mode(_GET_DB):
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w = broker().balances_header()
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return (
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round(float(w.get("trading_usdc") or 0), 2),
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round(float(w.get("funding_usdc") or 0), 2),
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round(float(w.get("funding_usdt") or 0), 2),
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round(float(w.get("trading_usdt") or 0), 2),
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)
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except Exception:
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pass
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return _orig_header(ex, force=force)
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def fetch_options_balances(
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ex, *, force: bool = False, scope: str = "main", sub_acct: str = ""
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):
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try:
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if _GET_DB is not None and is_sim_mode(_GET_DB):
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w = broker().balances_header()
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fu = float(w.get("funding_usdt") or 0)
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fc = float(w.get("funding_usdc") or 0)
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tu = float(w.get("trading_usdt") or 0)
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tc = float(w.get("trading_usdc") or 0)
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fe = float(w.get("funding_eth") or 0)
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te = float(w.get("trading_eth") or 0)
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fb = float(w.get("funding_btc") or 0)
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tb = float(w.get("trading_btc") or 0)
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return {
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"scope": "main",
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"funding_usdt": fu,
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"funding_usdc": fc,
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"trading_usdt": tu,
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"trading_usdc": tc,
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"funding_eth": fe,
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"trading_eth": te,
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"funding_btc": fb,
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"trading_btc": tb,
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"funding_usdt_avail": fu,
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"funding_usdc_avail": fc,
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"trading_usdt_avail": tu,
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"trading_usdc_avail": tc,
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"funding_eth_avail": fe,
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"trading_eth_avail": te,
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"funding_btc_avail": fb,
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"trading_btc_avail": tb,
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}
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except Exception:
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pass
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return _orig_fetch_bal(ex, force=force, scope=scope, sub_acct=sub_acct)
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def options_api_ready(ex):
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try:
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if _GET_DB is not None and is_sim_mode(_GET_DB):
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return True, "sim"
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except Exception:
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pass
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return _orig_ready(ex)
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def transfer_ccy(ex, ccy, amount, from_acct, to_acct):
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try:
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if _GET_DB is not None and is_sim_mode(_GET_DB):
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from lib.sim.wallets_lib import SimWallets, normalize_sim_account
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result = SimWallets(_GET_DB).transfer(
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ccy=str(ccy or "USDC"),
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amount=float(amount),
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from_account=normalize_sim_account(from_acct),
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to_account=normalize_sim_account(to_acct),
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)
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if not result.get("ok"):
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return {
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"ok": False,
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"msg": result.get("detail") or result.get("msg") or "划转失败",
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}
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try:
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from lib.instance.instance_live_push_lib import notify_instance_balance_changed
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notify_instance_balance_changed()
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except Exception:
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pass
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return {"ok": True, "msg": "sim 划转成功", "sim": True, **result}
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except Exception as e:
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return {"ok": False, "msg": str(e)}
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return _orig_transfer(ex, ccy, amount, from_acct, to_acct)
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def spot_market_swap_usdt_usdc(ex, *, direction: str = "usdt_to_usdc", amount: float = 0):
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try:
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if _GET_DB is not None and is_sim_mode(_GET_DB):
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# 对齐实盘: 交易账户 + USDC/USDT 公开买卖一(含手续费滑点)
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pub = _sim_public_exchange(ex)
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if pub is None and _APP_MODULE is not None:
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pub = getattr(_APP_MODULE, "exchange_options", None)
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if pub is None:
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return {"ok": False, "msg": "sim: 无公开行情 exchange"}
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result = broker().convert_usdt_usdc(
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pub,
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direction=direction,
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amount=float(amount),
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account="trading",
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)
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if not result.get("ok"):
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return {
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"ok": False,
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"msg": result.get("detail") or result.get("msg") or "兑换失败",
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}
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try:
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from lib.instance.instance_live_push_lib import notify_instance_balance_changed
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notify_instance_balance_changed()
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except Exception:
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pass
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px = result.get("fill_px")
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msg = f"sim 兑换成功 @ {px:.6f}" if px else "sim 兑换成功"
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return {"ok": True, "msg": msg, "sim": True, **result}
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except Exception as e:
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return {"ok": False, "msg": str(e)}
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return _orig_swap(ex, direction=direction, amount=amount)
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def fetch_option_order(ex, *, inst_id: str, ord_id: str):
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oid = str(ord_id or "")
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if oid.startswith("sim-"):
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info = broker().get_option_order(oid)
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if info:
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return info
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return {"ok": False, "msg": "sim order not found"}
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return _orig_fetch_order(ex, inst_id=inst_id, ord_id=ord_id)
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def wait_option_order_full_fill(
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ex,
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*,
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inst_id: str,
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ord_id: str,
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need_sheets: int,
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timeout_sec: float = 12.0,
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poll_sec: float = 0.35,
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cancel_on_timeout: bool = True,
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):
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oid = str(ord_id or "")
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if oid.startswith("sim-"):
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info = broker().get_option_order(oid)
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if not info:
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return {"ok": False, "msg": "sim order not found", "filled_sheets": 0}
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return {
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"ok": True,
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"filled_sheets": int(round(float(info.get("acc_fill_sz") or need_sheets))),
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"avg_px": info.get("avg_px"),
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"state": "filled",
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"order": info,
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}
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return _orig_wait(
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ex,
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inst_id=inst_id,
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ord_id=ord_id,
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need_sheets=need_sheets,
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timeout_sec=timeout_sec,
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poll_sec=poll_sec,
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cancel_on_timeout=cancel_on_timeout,
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)
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def fetch_option_positions(ex):
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try:
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if _GET_DB is not None and is_sim_mode(_GET_DB):
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return broker().option_positions_okx_rows(ex)
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except Exception:
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pass
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return _orig_fetch_pos(ex)
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_orig_fetch_hist = getattr(opt_lib, "fetch_option_position_history", None)
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_orig_fetch_all_hist = getattr(opt_lib, "fetch_all_option_positions_history", None)
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def fetch_option_position_history(ex, inst_id, limit=50):
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try:
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if _GET_DB is not None and is_sim_mode(_GET_DB):
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return broker().option_positions_history_okx_rows(
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ex, inst_id=inst_id, limit=limit
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)
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except Exception:
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pass
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if callable(_orig_fetch_hist):
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return _orig_fetch_hist(ex, inst_id, limit=limit)
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return []
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def fetch_all_option_positions_history(ex, *, limit=200):
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try:
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if _GET_DB is not None and is_sim_mode(_GET_DB):
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return broker().option_positions_history_okx_rows(ex, limit=limit)
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except Exception:
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pass
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if callable(_orig_fetch_all_hist):
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return _orig_fetch_all_hist(ex, limit=limit)
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return []
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opt_lib.options_header_balances = options_header_balances
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opt_lib.fetch_options_balances = fetch_options_balances
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opt_lib.options_api_ready = options_api_ready
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opt_lib.transfer_ccy = transfer_ccy
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opt_lib.spot_market_swap_usdt_usdc = spot_market_swap_usdt_usdc
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opt_lib.fetch_option_order = fetch_option_order
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opt_lib.wait_option_order_full_fill = wait_option_order_full_fill
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opt_lib.fetch_option_positions = fetch_option_positions
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opt_lib.fetch_option_position_history = fetch_option_position_history
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opt_lib.fetch_all_option_positions_history = fetch_all_option_positions_history
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opt_lib._sim_hooks_applied = True
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_patch_spot_bridge_lib()
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def _sim_public_exchange(ex: Any = None) -> Any:
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"""模拟盘行情优先用无密钥/公开实例,避免 options 私钥 50111 污染 public 请求."""
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if _APP_MODULE is not None:
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pub = getattr(_APP_MODULE, "exchange", None)
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if pub is not None:
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return pub
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return ex
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def _patch_spot_bridge_lib() -> None:
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"""币本位现货桥:模拟盘走本地 USDT↔ETH/BTC,勿打实盘 private_post_trade_order."""
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import lib.options.options_spot_bridge_lib as bridge_lib
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if getattr(bridge_lib, "_sim_hooks_applied", False):
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return
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_orig_buy = bridge_lib.spot_market_buy_coin_with_usdt
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_orig_sell = bridge_lib.spot_market_sell_coin_to_usdt
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_orig_avail = bridge_lib.fetch_trading_coin_available
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def fetch_trading_coin_available(ex, ccy: str):
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try:
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if _GET_DB is not None and is_sim_mode(_GET_DB):
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ccy_u = (ccy or "").strip().upper()
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if ccy_u not in ("ETH", "BTC"):
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return None
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w = broker().balances_header()
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return float(w.get(f"trading_{ccy_u.lower()}") or 0)
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except Exception:
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pass
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return _orig_avail(ex, ccy)
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def spot_market_buy_coin_with_usdt(ex, *, underlying: str, usdt_amount: float):
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try:
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if _GET_DB is not None and is_sim_mode(_GET_DB):
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pub = _sim_public_exchange(ex)
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if pub is None:
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return {"ok": False, "msg": "sim: 无公开行情 exchange"}
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result = broker().convert_usdt_coin(
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pub,
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underlying=underlying,
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direction="usdt_to_coin",
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amount=float(usdt_amount),
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account="trading",
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)
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if not result.get("ok"):
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return {
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"ok": False,
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"msg": result.get("detail") or result.get("msg") or "买币失败",
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}
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try:
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from lib.instance.instance_live_push_lib import notify_instance_balance_changed
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notify_instance_balance_changed()
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except Exception:
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pass
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return {
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"ok": True,
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"inst_id": result.get("inst_id") or "",
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"ord_id": f"sim-spot-buy-{result.get('fill_px') or 0}",
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"sim": True,
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"coin_bought": result.get("coin_bought"),
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"data": {"sCode": "0", "sMsg": "sim filled"},
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**{k: result[k] for k in ("fill_px", "usdt_spent", "underlying") if k in result},
|
|
}
|
|
except Exception as e:
|
|
return {"ok": False, "msg": str(e)}
|
|
return _orig_buy(ex, underlying=underlying, usdt_amount=usdt_amount)
|
|
|
|
def spot_market_sell_coin_to_usdt(ex, *, underlying: str, coin_amount: float | None = None):
|
|
try:
|
|
if _GET_DB is not None and is_sim_mode(_GET_DB):
|
|
coin = (underlying or "ETH").strip().upper() or "ETH"
|
|
_ = coin_amount
|
|
avail = fetch_trading_coin_available(ex, coin)
|
|
if avail is None or float(avail) <= 0:
|
|
return {"ok": False, "msg": f"交易账户无可用 {coin}"}
|
|
sell_sz = max(0.0, float(avail) * 0.999)
|
|
if sell_sz <= 0:
|
|
return {"ok": False, "msg": f"{coin} 可卖数量过小"}
|
|
pub = _sim_public_exchange(ex)
|
|
if pub is None:
|
|
return {"ok": False, "msg": "sim: 无公开行情 exchange"}
|
|
result = broker().convert_usdt_coin(
|
|
pub,
|
|
underlying=coin,
|
|
direction="coin_to_usdt",
|
|
amount=float(sell_sz),
|
|
account="trading",
|
|
)
|
|
if not result.get("ok"):
|
|
return {
|
|
"ok": False,
|
|
"msg": result.get("detail") or result.get("msg") or "卖币失败",
|
|
}
|
|
try:
|
|
from lib.instance.instance_live_push_lib import notify_instance_balance_changed
|
|
|
|
notify_instance_balance_changed()
|
|
except Exception:
|
|
pass
|
|
return {
|
|
"ok": True,
|
|
"inst_id": result.get("inst_id") or "",
|
|
"ord_id": f"sim-spot-sell-{result.get('fill_px') or 0}",
|
|
"coin_sold": float(sell_sz),
|
|
"sim": True,
|
|
"usdt_recovered": result.get("usdt_recovered"),
|
|
"data": {"sCode": "0", "sMsg": "sim filled"},
|
|
}
|
|
except Exception as e:
|
|
return {"ok": False, "msg": str(e)}
|
|
return _orig_sell(ex, underlying=underlying, coin_amount=coin_amount)
|
|
|
|
bridge_lib.fetch_trading_coin_available = fetch_trading_coin_available
|
|
bridge_lib.spot_market_buy_coin_with_usdt = spot_market_buy_coin_with_usdt
|
|
bridge_lib.spot_market_sell_coin_to_usdt = spot_market_sell_coin_to_usdt
|
|
bridge_lib._sim_hooks_applied = True
|
|
|
|
|
|
def wrap_option_place_fns(get_db: Callable, live_place_limit, live_place_market):
|
|
"""返回按模式分流的 place_option_limit/market."""
|
|
|
|
def place_option_limit_order(ex, **kwargs):
|
|
if is_sim_mode(get_db):
|
|
side = (kwargs.get("side") or "").lower()
|
|
b = broker()
|
|
if side == "sell" or kwargs.get("reduce_only"):
|
|
return b.sell_option_close(ex, **kwargs)
|
|
return b.place_option_buy(ex, **kwargs)
|
|
return live_place_limit(ex, **kwargs)
|
|
|
|
def place_option_market_order(ex, **kwargs):
|
|
if is_sim_mode(get_db):
|
|
side = (kwargs.get("side") or "").lower()
|
|
b = broker()
|
|
if side == "sell" or kwargs.get("reduce_only"):
|
|
return b.sell_option_close(ex, **kwargs)
|
|
return b.place_option_buy(ex, **kwargs)
|
|
return live_place_market(ex, **kwargs)
|
|
|
|
return place_option_limit_order, place_option_market_order
|
|
|
|
|
|
def patch_options_cfg(cfg: dict[str, Any]) -> dict[str, Any]:
|
|
"""就地替换 options/hedge cfg 中的下单函数为模式感知包装."""
|
|
get_db = cfg.get("get_db")
|
|
if not callable(get_db):
|
|
return cfg
|
|
set_get_db(get_db)
|
|
|
|
# 与 apply_sim_hooks 对齐: cfg 里可能仍是 import 时的旧引用
|
|
import lib.exchange.okx_options_lib as opt_lib
|
|
|
|
for key in (
|
|
"transfer_ccy",
|
|
"spot_market_swap_usdt_usdc",
|
|
"options_api_ready",
|
|
"fetch_options_balances",
|
|
"fetch_option_positions",
|
|
"fetch_option_order",
|
|
"wait_option_order_full_fill",
|
|
"fetch_option_position_history",
|
|
"fetch_all_option_positions_history",
|
|
):
|
|
if key in cfg and hasattr(opt_lib, key):
|
|
cfg[key] = getattr(opt_lib, key)
|
|
|
|
live_limit = cfg.get("place_option_limit_order")
|
|
live_market = cfg.get("place_option_market_order")
|
|
if callable(live_limit) and callable(live_market):
|
|
wrapped_l, wrapped_m = wrap_option_place_fns(get_db, live_limit, live_market)
|
|
cfg["place_option_limit_order"] = wrapped_l
|
|
cfg["place_option_market_order"] = wrapped_m
|
|
elif callable(live_limit):
|
|
wrapped_l, _ = wrap_option_place_fns(
|
|
get_db,
|
|
live_limit,
|
|
live_limit,
|
|
)
|
|
cfg["place_option_limit_order"] = wrapped_l
|
|
|
|
live_cancel = cfg.get("cancel_option_order")
|
|
|
|
def cancel_option_order(ex, **kwargs):
|
|
oid = str(kwargs.get("ord_id") or "")
|
|
if oid.startswith("sim-") or (callable(get_db) and is_sim_mode(get_db)):
|
|
return {"ok": True, "msg": "sim cancel noop", "sim": True}
|
|
if callable(live_cancel):
|
|
return live_cancel(ex, **kwargs)
|
|
return {"ok": False, "msg": "cancel unavailable"}
|
|
|
|
if "cancel_option_order" in cfg:
|
|
cfg["cancel_option_order"] = cancel_option_order
|
|
|
|
live_pending = cfg.get("fetch_option_pending_orders")
|
|
|
|
def fetch_option_pending_orders(ex, inst_id=None, **kwargs):
|
|
# 调用方多为 (ex, inst_id) 位置参数, 不可只收 **kwargs
|
|
if is_sim_mode(get_db):
|
|
return []
|
|
if callable(live_pending):
|
|
return live_pending(ex, inst_id)
|
|
return []
|
|
|
|
if "fetch_option_pending_orders" in cfg:
|
|
cfg["fetch_option_pending_orders"] = fetch_option_pending_orders
|
|
|
|
return cfg
|