Add OKX trading-account USDC auto-swap and lock exit target while in position.

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-30 00:16:47 +08:00
parent f0b0b91f1b
commit 0837982714
16 changed files with 626 additions and 36 deletions
@@ -0,0 +1,186 @@
+"""OKX 开仓前：交易账户 USDC 不足时市价 USDT→USDC（目标=期权所需×2）。
+
+仅 OKX SIM/LIVE。资金账户不参与；期权已可开则跳过。
+"""
+
+from __future__ import annotations
+
+import logging
+import math
+from typing import Any
+
+from ..config import get_settings
+from ..models.db import Database, get_db
+from .open_capacity import assess_open_capacity, invalidate_live_balance_cache
+
+logger = logging.getLogger(__name__)
+
+# 目标持仓 = 期权开仓所需 USDC × 倍数
+_TARGET_MULTIPLE = 2.0
+# 过小不兑（避免粉尘单）
+_MIN_CONVERT_USDT = 1.0
+
+
+def _is_okx(exchange: str | None = None) -> bool:
+    from ..exchange.runtime import load_runtime_settings, normalize_exchange_name
+
+    ex = exchange
+    if not ex:
+        try:
+            ex = load_runtime_settings().exchange
+        except Exception:
+            ex = get_settings().exchange
+    return normalize_exchange_name(ex) == "okx"
+
+
+def _round_down(n: float, nd: int = 2) -> float:
+    if n <= 0:
+        return 0.0
+    f = 10**nd
+    return math.floor(n * f + 1e-12) / f
+
+
+def ensure_okx_trading_usdc(
+    db: Database | None = None,
+    *,
+    cap: dict[str, Any] | None = None,
+) -> dict[str, Any]:
+    """
+    开仓资金门前调用：
+    - 非 OKX → 跳过
+    - 期权可开（USDC≥需）→ 跳过
+    - 否则在**交易账户**市价 USDT→USDC，尽量补到 需×2（并预留永续保证金）
+    """
+    db = db or get_db()
+    out: dict[str, Any] = {
+        "ok": True,
+        "acted": False,
+        "skipped": True,
+        "detail": "skip",
+    }
+    if not _is_okx():
+        out["detail"] = "非 OKX，跳过自动兑 USDC"
+        return out
+
+    cap = cap or assess_open_capacity(db)
+    need = cap.get("option_need_usdc")
+    have = cap.get("option_have_usdc")
+    if need is None or have is None:
+        out["detail"] = "期权所需/持有未知，跳过兑换"
+        out["capacity"] = cap
+        return out
+
+    need_f = float(need)
+    have_f = float(have)
+    if need_f <= 0:
+        out["detail"] = "期权所需为 0，跳过"
+        return out
+
+    # 可开仓：不兑换（即使低于 2 倍目标）
+    if have_f + 1e-9 >= need_f:
+        out["detail"] = (
+            f"交易账户 USDC 已够开仓（有 {have_f:.2f} ≥ 需 {need_f:.2f}），不兑换"
+        )
+        out["capacity"] = cap
+        return out
+
+    target = need_f * _TARGET_MULTIPLE
+    gap_usdc = target - have_f
+    if gap_usdc <= 1e-6:
+        out["detail"] = "无需补足"
+        return out
+
+    from ..live.okx_funds import usdc_usdt_mid_rate
+
+    rate = float(usdc_usdt_mid_rate() or 1.0)
+    if rate <= 0:
+        rate = 1.0
+    # usdt_to_usdc：amount = 花费的 USDT（与 OkxFundsClient / SIM 一致）
+    want_usdt = gap_usdc * rate
+
+    perp_need = float(cap.get("perp_need_usdt") or 0)
+    trading_usdt = float(cap.get("perp_have_usdt") or 0)
+    # 预留永续保证金，避免兑光导致永续不可开
+    spendable = max(0.0, trading_usdt - max(0.0, perp_need))
+    spend_usdt = _round_down(min(want_usdt, spendable), 2)
+
+    out.update(
+        {
+            "need_usdc": round(need_f, 2),
+            "have_usdc": round(have_f, 2),
+            "target_usdc": round(target, 2),
+            "want_usdt": round(want_usdt, 2),
+            "spend_usdt": spend_usdt,
+            "rate": rate,
+            "spendable_usdt": round(spendable, 2),
+        }
+    )
+
+    if spend_usdt < _MIN_CONVERT_USDT:
+        out["ok"] = False
+        out["skipped"] = True
+        out["detail"] = (
+            f"交易账户可兑 USDT 不足（可兑 {spendable:.2f}，"
+            f"目标补约 {want_usdt:.2f}，门槛 {_MIN_CONVERT_USDT}）"
+        )
+        out["capacity"] = cap
+        return out
+
+    s = get_settings()
+    try:
+        if s.is_sim:
+            from ..sim.funds_wallets import SimFundsWallets
+
+            r = SimFundsWallets(db).convert(
+                direction="usdt_to_usdc",
+                amount=spend_usdt,
+                rate=rate,
+                account="trading",
+            )
+        else:
+            from ..live.okx_funds import OkxFundsClient
+
+            client = OkxFundsClient()
+            try:
+                r = client.spot_swap_usdt_usdc(
+                    direction="usdt_to_usdc",
+                    amount=spend_usdt,
+                )
+            finally:
+                client.close()
+            invalidate_live_balance_cache()
+    except Exception as e:
+        logger.exception("auto USDC convert failed")
+        out["ok"] = False
+        out["skipped"] = False
+        out["acted"] = False
+        out["detail"] = f"自动兑换异常：{e}"
+        return out
+
+    if not r.get("ok"):
+        out["ok"] = False
+        out["skipped"] = False
+        out["acted"] = False
+        out["detail"] = f"自动兑换失败：{r.get('detail') or r}"
+        out["raw"] = r
+        return out
+
+    # 兑换后重评
+    invalidate_live_balance_cache()
+    cap2 = assess_open_capacity(db)
+    out.update(
+        {
+            "ok": True,
+            "acted": True,
+            "skipped": False,
+            "detail": (
+                f"交易账户市价兑 USDC：花 {spend_usdt:.2f} USDT"
+                f"（目标持仓≈{target:.2f}=需{need_f:.2f}×{_TARGET_MULTIPLE:g}）"
+            ),
+            "capacity_before": cap,
+            "capacity_after": cap2,
+            "raw": r,
+        }
+    )
+    logger.info("auto_usdc: %s", out["detail"])
+    return out