dekun
453 lines
18 KiB
Python
453 lines
18 KiB
Python
"""中控 Bridge:只读快照 + 受限写(买一全平) + SSO 登录入口."""
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from __future__ import annotations
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from typing import Any
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from flask import Flask, jsonify, redirect, request, session
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from urllib.parse import quote
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from lib.hub.hub_bridge_auth import (
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frame_ancestors_header_value,
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hub_bridge_token,
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hub_bridge_token_ok,
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make_embed_session_token,
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verify_sso_token,
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)
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def _safe_next_path(raw: str, default: str = "/embed") -> str:
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p = (raw or "").strip() or default
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if not p.startswith("/"):
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p = "/" + p
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if "://" in p or p.startswith("//"):
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return default
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return p
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def _enrich_hub_protocol(snap: dict[str, Any], *, app_module: Any) -> dict[str, Any]:
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"""对齐中控设计文档 version=1 字段,同时保留原 snapshot 键."""
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out = dict(snap or {})
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out["version"] = 1
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mode = "live"
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try:
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from lib.sim.mode_lib import is_sim_mode
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get_db = getattr(app_module, "get_db", None)
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if callable(get_db) and is_sim_mode(get_db):
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mode = "sim"
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except Exception:
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mode = "live"
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label = ""
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try:
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from lib.sim.mode_lib import exchange_mode_label
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get_db = getattr(app_module, "get_db", None)
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if callable(get_db):
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label = exchange_mode_label(get_db=get_db, exchange_key="okx") or ""
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except Exception:
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label = ""
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if not label:
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label = "okx_sim" if mode == "sim" else "okx_live"
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positions = out.get("positions") if isinstance(out.get("positions"), list) else []
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slim_pos = []
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premium_total_usdt = 0.0
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has_premium = False
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for p in positions:
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if not isinstance(p, dict):
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continue
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preview = p.get("close_preview") if isinstance(p.get("close_preview"), dict) else {}
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levels = preview.get("levels") if isinstance(preview.get("levels"), list) else []
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top = levels[0] if levels and isinstance(levels[0], dict) else {}
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bid_px = top.get("px")
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if bid_px is None:
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bid_px = preview.get("raw_bid_px")
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bid_sz = top.get("available_sheets")
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try:
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uncovered = int(float(preview.get("uncovered_sheets") or 0))
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except (TypeError, ValueError):
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uncovered = 0
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try:
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covered = int(float(preview.get("covered_sheets") or 0))
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except (TypeError, ValueError):
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covered = 0
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bid_invalid = bool(preview.get("bid_invalid"))
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# 残档/无效买一,或买一深度盖不住持仓 → 流动性不足
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liq_ok = (not bid_invalid) and uncovered <= 0 and (
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preview.get("liquidity_ok") is not False
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)
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if not levels and not bid_invalid and covered <= 0:
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# 无买一档
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liq_ok = False
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bid_invalid = True
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pnl_usdt = p.get("display_pnl_usdt")
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if pnl_usdt is None:
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try:
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from lib.options.options_positions_lib import display_pnl_usdt_from_option_row
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pnl_usdt = display_pnl_usdt_from_option_row(p)
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except Exception:
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pnl_usdt = p.get("net_pnl_usdt")
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premium_paid = p.get("premium_paid")
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premium_usdt = None
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try:
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from lib.options.options_positions_lib import premium_paid_usdt_from_option_row
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premium_usdt = premium_paid_usdt_from_option_row(p)
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except Exception:
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premium_usdt = None
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if premium_usdt is not None:
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has_premium = True
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premium_total_usdt += float(premium_usdt)
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slim_pos.append(
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{
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"inst_id": p.get("inst_id"),
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"opt_type": p.get("opt_type"),
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"sheets": p.get("sheets") or p.get("pos"),
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"pnl_usdt": pnl_usdt,
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"premium_paid": premium_paid,
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"premium_paid_usdt": round(float(premium_usdt), 4) if premium_usdt is not None else None,
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"premium_ccy": p.get("premium_ccy"),
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"mark": p.get("mark") or p.get("mark_px"),
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"underlying": p.get("underlying"),
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"source_label": p.get("source_label"),
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"target_index": p.get("target_index"),
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"profit_exit_enabled": p.get("profit_exit_enabled"),
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"profit_exit_mult": p.get("profit_exit_mult"),
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"profit_exit_state": p.get("profit_exit_state"),
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"target_monitor_text": p.get("target_monitor_text"),
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"bid_px": bid_px,
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"bid_sz": bid_sz,
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"covered_sheets": covered,
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"uncovered_sheets": uncovered,
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"bid_invalid": bid_invalid,
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"bid_invalid_reason": preview.get("bid_invalid_reason"),
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"liquidity_ok": liq_ok,
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}
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)
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out["instance"] = {
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"label": label,
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"mode": mode,
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"options_enabled": bool(out.get("enabled")),
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"account_label": out.get("account_label") or "",
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"margin_mode": out.get("options_margin_mode") or "coin",
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"underly": out.get("options_underly") or "ETH",
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}
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funding_usdt = out.get("funding_usdt")
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trading_usdt = out.get("trading_usdt")
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funding_usdc = out.get("funding_usdc")
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trading_usdc = out.get("trading_usdc")
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out["funds"] = {
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"funding_usdt": funding_usdt,
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"trading_usdt": trading_usdt,
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"funding_usdc": funding_usdc,
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"trading_usdc": trading_usdc,
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}
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def _f(v: Any) -> float | None:
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if v is None or v == "":
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return None
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try:
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return float(v)
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except (TypeError, ValueError):
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return None
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# 账户可用余额:优先 USDT 资+交;都空则回退 USDC(≈U)
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cash_parts = [_f(trading_usdt), _f(funding_usdt)]
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if all(x is None for x in cash_parts):
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cash_parts = [_f(trading_usdc), _f(funding_usdc)]
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cash_known = [x for x in cash_parts if x is not None]
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cash_usdt = round(sum(cash_known), 4) if cash_known else None
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premium_usdt = round(premium_total_usdt, 4) if has_premium else (0.0 if not slim_pos else None)
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# 占比分母 = 当前余额 + 已付权利金(权利金已从余额扣出,需加回才是完整账户资金)
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equity_usdt = None
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if cash_usdt is not None or premium_usdt is not None:
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equity_usdt = round(float(cash_usdt or 0.0) + float(premium_usdt or 0.0), 4)
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ratio_pct = None
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if premium_usdt is not None and equity_usdt is not None and equity_usdt > 1e-9:
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ratio_pct = round(float(premium_usdt) / float(equity_usdt) * 100.0, 2)
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out["pnl"] = {
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"unrealized_usdt": out.get("upl_total_usdc"),
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}
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out["premium"] = {
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"paid_usdt": premium_usdt,
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"cash_usdt": cash_usdt,
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"equity_usdt": equity_usdt,
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"ratio_pct": ratio_pct,
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}
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out["positions_brief"] = slim_pos
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out["cond_order_locked"] = bool(out.get("cond_order_locked"))
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active_cond = out.get("cond_orders_active")
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out["cond_orders_active"] = active_cond if isinstance(active_cond, list) else []
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try:
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from lib.options.options_time_lib import options_app_now_str
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out["ts"] = options_app_now_str()
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except Exception:
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from datetime import datetime
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out["ts"] = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
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return out
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def register_hub_bridge_routes(app: Flask, app_module: Any) -> None:
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@app.route("/api/hub/options/snapshot")
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def api_hub_options_snapshot():
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if not hub_bridge_token_ok(request.headers):
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return jsonify({"ok": False, "msg": "未授权", "version": 1}), 401
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hub_ctx = app.config.get("HUB_CTX") or {}
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fn = hub_ctx.get("options_snapshot_fn")
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if not callable(fn):
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return jsonify(
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{"ok": False, "msg": "期权快照未注册", "version": 1, "enabled": False}
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), 503
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try:
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snap = fn() or {}
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except Exception as e:
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return jsonify({"ok": False, "msg": str(e), "version": 1, "enabled": True}), 500
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return jsonify(_enrich_hub_protocol(snap, app_module=app_module))
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@app.route("/api/hub/options/stats")
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def api_hub_options_stats():
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"""中控汇总用:窗口化已实现盈亏统计(不含浮盈进净盈亏主指标以外的展示字段仍附带)."""
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if not hub_bridge_token_ok(request.headers):
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return jsonify({"ok": False, "msg": "未授权", "version": 1}), 401
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hub_ctx = app.config.get("HUB_CTX") or {}
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cfg = hub_ctx.get("options_cfg")
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if not isinstance(cfg, dict):
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return jsonify({"ok": False, "msg": "期权未就绪", "version": 1}), 503
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from lib.options.options_history_lib import load_options_history
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from lib.options.options_margin_mode_lib import is_coin_margin_mode
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from lib.options.options_positions_lib import sum_options_net_pnl_usdc
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from lib.options.options_stats_lib import (
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compute_options_stats_for_window,
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history_pnl_to_usdt,
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normalize_stats_window,
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)
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window = normalize_stats_window(request.args.get("window") or "7d")
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ex = cfg.get("exchange_options")
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if ex is None:
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return jsonify({"ok": False, "msg": "交易所未就绪", "version": 1}), 503
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try:
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raw_live = cfg["fetch_option_positions"](ex)
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if raw_live is None:
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return jsonify({"ok": False, "msg": "获取期权持仓失败", "version": 1})
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history = load_options_history(ex, cfg)
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stats = compute_options_stats_for_window(history_pnl_to_usdt(history, ex), window)
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open_float = sum_options_net_pnl_usdc(cfg, ex, raw_live)
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net_realized = stats.get("net_realized_pnl")
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try:
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net_f = float(net_realized) if net_realized is not None else 0.0
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except (TypeError, ValueError):
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net_f = 0.0
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total_pnl = None
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if open_float is not None:
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total_pnl = round(net_f + float(open_float), 4)
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elif stats.get("total_closed"):
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total_pnl = round(net_f, 4)
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pnl_unit = "U" if is_coin_margin_mode() else "USDC"
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return jsonify(
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{
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"ok": True,
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"version": 1,
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"pnl_unit": pnl_unit,
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"open_float_pnl": open_float,
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"total_pnl": total_pnl,
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**stats,
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}
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)
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except Exception as e:
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return jsonify({"ok": False, "msg": str(e) or "统计失败", "version": 1}), 500
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@app.route("/api/hub/options/close", methods=["POST"])
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def api_hub_options_close():
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"""中控下发全平指令:客户端本地买一限价执行;无效买一拒绝."""
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if not hub_bridge_token_ok(request.headers):
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return jsonify({"ok": False, "msg": "未授权", "version": 1}), 401
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data = request.get_json(silent=True) or {}
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if data.get("market"):
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return jsonify({"ok": False, "msg": "已禁用市价平仓,仅支持买一限价", "version": 1})
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# 总览约定只全平,忽略/拒绝自定义张数
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if data.get("sheets") is not None and str(data.get("sheets")).strip() != "":
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return jsonify({"ok": False, "msg": "中控平仓仅支持全平,勿传 sheets", "version": 1})
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inst_id = (data.get("inst_id") or "").strip()
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if not inst_id:
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return jsonify({"ok": False, "msg": "缺少 inst_id", "version": 1})
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hub_ctx = app.config.get("HUB_CTX") or {}
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fn = hub_ctx.get("options_close_fn")
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if not callable(fn):
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return jsonify({"ok": False, "msg": "平仓接口未注册", "version": 1}), 503
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try:
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result = fn(inst_id) or {}
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except Exception as e:
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return jsonify({"ok": False, "msg": str(e) or "平仓失败", "version": 1}), 500
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if not isinstance(result, dict):
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return jsonify({"ok": False, "msg": "平仓返回异常", "version": 1}), 500
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out = dict(result)
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out["version"] = 1
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return jsonify(out)
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@app.route("/api/hub/options/cond_orders", methods=["GET"])
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def api_hub_options_cond_orders_list():
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if not hub_bridge_token_ok(request.headers):
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return jsonify({"ok": False, "msg": "未授权", "version": 1}), 401
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hub_ctx = app.config.get("HUB_CTX") or {}
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cfg = hub_ctx.get("options_cfg")
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if not isinstance(cfg, dict):
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return jsonify({"ok": False, "msg": "期权未就绪", "version": 1}), 503
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from lib.options.options_cond_order_lib import list_cond_orders
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from lib.options.options_db import init_options_tables
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conn = cfg["get_db"]()
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try:
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init_options_tables(conn)
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orders = list_cond_orders(conn, active_only=False)
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return jsonify({"ok": True, "version": 1, "orders": orders})
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finally:
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conn.close()
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@app.route("/api/hub/options/cond_orders", methods=["POST"])
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def api_hub_options_cond_orders_create():
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if not hub_bridge_token_ok(request.headers):
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return jsonify({"ok": False, "msg": "未授权", "version": 1}), 401
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hub_ctx = app.config.get("HUB_CTX") or {}
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cfg = hub_ctx.get("options_cfg")
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if not isinstance(cfg, dict):
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return jsonify({"ok": False, "msg": "期权未就绪", "version": 1}), 503
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from lib.options.options_cond_order_lib import (
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create_cond_order,
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machine_has_option_position,
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)
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from lib.options.options_db import init_options_tables
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ex = cfg.get("exchange_options")
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if machine_has_option_position(cfg, ex):
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return jsonify({"ok": False, "msg": "本机已有期权仓,拒绝条件单", "version": 1})
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data = request.get_json(silent=True) or {}
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conn = cfg["get_db"]()
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try:
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init_options_tables(conn)
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out = create_cond_order(conn, data)
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out["version"] = 1
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return jsonify(out)
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finally:
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conn.close()
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@app.route("/api/hub/options/cond_orders/<hub_order_id>/cancel", methods=["POST"])
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def api_hub_options_cond_orders_cancel(hub_order_id: str):
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if not hub_bridge_token_ok(request.headers):
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return jsonify({"ok": False, "msg": "未授权", "version": 1}), 401
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hub_ctx = app.config.get("HUB_CTX") or {}
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cfg = hub_ctx.get("options_cfg")
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if not isinstance(cfg, dict):
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return jsonify({"ok": False, "msg": "期权未就绪", "version": 1}), 503
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from lib.options.options_cond_order_lib import cancel_cond_order
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from lib.options.options_db import init_options_tables
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conn = cfg["get_db"]()
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try:
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init_options_tables(conn)
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out = cancel_cond_order(
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conn,
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hub_order_id,
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send_wechat=cfg.get("send_wechat"),
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account_label=str(cfg.get("account_label") or ""),
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)
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out["version"] = 1
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return jsonify(out)
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finally:
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conn.close()
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@app.route("/api/hub/options/cond_orders/<hub_order_id>/exit", methods=["POST"])
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def api_hub_options_cond_orders_exit(hub_order_id: str):
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if not hub_bridge_token_ok(request.headers):
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return jsonify({"ok": False, "msg": "未授权", "version": 1}), 401
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hub_ctx = app.config.get("HUB_CTX") or {}
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cfg = hub_ctx.get("options_cfg")
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if not isinstance(cfg, dict):
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return jsonify({"ok": False, "msg": "期权未就绪", "version": 1}), 503
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from lib.options.options_cond_order_lib import update_cond_order_exit
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from lib.options.options_db import init_options_tables
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data = request.get_json(silent=True) or {}
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conn = cfg["get_db"]()
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try:
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init_options_tables(conn)
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out = update_cond_order_exit(
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conn,
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hub_order_id,
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target_index=data.get("target_index"),
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profit_exit_enabled=data.get("profit_exit_enabled"),
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profit_exit_mult=data.get("profit_exit_mult"),
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)
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out["version"] = 1
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return jsonify(out)
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finally:
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conn.close()
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@app.route("/api/hub/backup/list", methods=["GET"])
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def hub_backup_list():
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if not hub_bridge_token_ok(request.headers):
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return jsonify({"ok": False, "msg": "未授权"}), 401
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from lib.instance.backup_lib import backup_dir, backup_keep_days, list_backups
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return jsonify(
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{
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"ok": True,
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"items": list_backups(),
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"backup_dir": backup_dir(),
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"keep_days": backup_keep_days(),
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"auto_hour_bj": 3,
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"includes": [".env", "database", "options_journal"],
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}
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)
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@app.route("/api/hub/backup/download/<name>", methods=["GET"])
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def hub_backup_download(name: str):
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if not hub_bridge_token_ok(request.headers):
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return jsonify({"ok": False, "msg": "未授权"}), 401
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import os
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from flask import send_file
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from lib.instance.backup_lib import backup_path
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path = backup_path(name)
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|
if not path or not os.path.isfile(path):
|
|
return jsonify({"ok": False, "msg": "备份不存在"}), 404
|
|
return send_file(
|
|
path,
|
|
mimetype="application/gzip",
|
|
as_attachment=True,
|
|
download_name=os.path.basename(path),
|
|
)
|
|
|
|
@app.route("/hub_sso")
|
|
def hub_sso_login():
|
|
token = (request.args.get("token") or "").strip()
|
|
next_path = _safe_next_path(request.args.get("next") or "/embed")
|
|
if not verify_sso_token(token):
|
|
return (
|
|
"<!doctype html><meta charset=utf-8><title>SSO 失败</title>"
|
|
"<p>中控登录链无效或已过期,请从中控重新打开.</p>",
|
|
403,
|
|
)
|
|
session["logged_in"] = True
|
|
session.permanent = True
|
|
session.modified = True
|
|
# iframe 跨站时常丢 Cookie:附带可放入 sessionStorage 的 embed_sso
|
|
embed_tok = make_embed_session_token(hub_bridge_token(), ttl_sec=604800)
|
|
joiner = "&" if "?" in next_path else "?"
|
|
return redirect(f"{next_path}{joiner}embed_sso={quote(embed_tok, safe='')}")
|
|
|
|
@app.after_request
|
|
def _hub_frame_ancestors(resp):
|
|
ancestors = frame_ancestors_header_value()
|
|
if ancestors:
|
|
resp.headers["Content-Security-Policy"] = f"frame-ancestors {ancestors}"
|
|
resp.headers.pop("X-Frame-Options", None)
|
|
return resp
|