Implement P1 local matcher/ledger and P2 strategy engine.

Co-authored-by: Cursor <cursoragent@cursor.com>

frontend/src/api/client.ts

@@ -1,7 +1,6 @@
 const TOKEN_KEY = "eth_hedge_token";
 const USER_KEY = "eth_hedge_user";
 
-/** 始终同源（经 dc.hyf2.cc 反代），不再暴露可改 API 地址。 */
 export function getApiBase(): string {
   return window.location.origin;
 }
@@ -113,3 +112,39 @@ type Quote = {
   ask_sz: number | null;
   mark_px: number | null;
 };
+
+export type PlanState = {
+  running: boolean;
+  phase: string;
+  rounds_done: number;
+  max_rounds: number;
+  window_key: string | null;
+  rest_left_sec: number;
+  rest_seconds: number;
+  exit_move_points: number;
+  can_open: boolean;
+  last_error: string | null;
+  position: {
+    has_position: boolean;
+    group_id?: string;
+    perp_side?: string;
+    option_side?: string;
+    perp_upl?: number;
+    option_upl?: number;
+    index_px?: number | null;
+    entry_index_px?: number;
+    move_points?: number;
+    initial_premium?: number;
+    premium_gap?: number;
+  };
+  ledger: { equity: number; available: number; reserved: number };
+};
+
+export type StrategySettings = {
+  fee_rate: number;
+  exit_move_points: number;
+  rest_seconds: number;
+  max_rounds: number;
+  initial_equity: number;
+  ledger: { equity: number; available: number };
+};

frontend/src/pages/Plan.tsx

@@ -1,5 +1,5 @@
 import { useEffect, useState } from "react";
-import { apiFetch, MarketSnapshot } from "../api/client";
+import { apiFetch, MarketSnapshot, PlanState } from "../api/client";
 
 function fmt(n: number | null | undefined, d = 2) {
   if (n == null || Number.isNaN(n)) return "—";
@@ -8,112 +8,208 @@ function fmt(n: number | null | undefined, d = 2) {
 
 export default function PlanPage() {
   const [snap, setSnap] = useState<MarketSnapshot | null>(null);
+  const [plan, setPlan] = useState<PlanState | null>(null);
   const [err, setErr] = useState("");
+  const [busy, setBusy] = useState("");
+
+  async function refresh() {
+    try {
+      const [m, p] = await Promise.all([
+        apiFetch<MarketSnapshot>("/api/market/snapshot"),
+        apiFetch<PlanState>("/api/plan/state"),
+      ]);
+      setSnap(m);
+      setPlan(p);
+      setErr("");
+    } catch (e) {
+      setErr(e instanceof Error ? e.message : String(e));
+    }
+  }
 
   useEffect(() => {
-    let alive = true;
-    const load = async () => {
-      try {
-        const data = await apiFetch<MarketSnapshot>("/api/market/snapshot");
-        if (alive) {
-          setSnap(data);
-          setErr("");
-        }
-      } catch (e) {
-        if (alive) setErr(e instanceof Error ? e.message : String(e));
-      }
-    };
-    load();
-    const t = window.setInterval(load, 2000);
-    return () => {
-      alive = false;
-      window.clearInterval(t);
-    };
+    refresh();
+    const t = window.setInterval(refresh, 1500);
+    return () => window.clearInterval(t);
   }, []);
 
+  async function act(path: string, label: string) {
+    setBusy(label);
+    setErr("");
+    try {
+      await apiFetch(path, { method: "POST", body: "{}" });
+      await refresh();
+    } catch (e) {
+      setErr(e instanceof Error ? e.message : String(e));
+    } finally {
+      setBusy("");
+    }
+  }
+
   const bias = snap?.ask_compare?.bias;
   const biasTag =
     bias === "call_ask_gt_put" ? (
-      <span className="tag up">Call卖一 &gt; Put卖一 → 永续多+期权空</span>
+      <span className="tag up">买 Call + 永续空</span>
     ) : bias === "put_ask_gt_call" ? (
-      <span className="tag down">Put卖一 &gt; Call卖一 → 永续空+期权多</span>
+      <span className="tag down">买 Put + 永续多</span>
     ) : (
       <span className="tag">等待 / 相等</span>
     );
 
+  const pos = plan?.position;
+  const exitN = plan?.exit_move_points ?? 30;
+  const move = pos?.move_points ?? 0;
+
   return (
     <div>
       <h2 style={{ marginTop: 0 }}>自动对冲计划</h2>
       <p style={{ color: "var(--muted)", marginTop: -8 }}>
-        P0 行情只读 · 策略开平仓待拍板后接入
+        SIM 本地撮合 · 期权只买 · 标的波动 N 点可配
       </p>
       {err ? <div className="err">{err}</div> : null}
 
+      <div style={{ display: "flex", flexWrap: "wrap", gap: 8, marginBottom: 12 }}>
+        <button
+          className="btn"
+          type="button"
+          disabled={!!busy || plan?.running}
+          onClick={() => act("/api/plan/start", "start")}
+        >
+          启动策略
+        </button>
+        <button
+          className="btn ghost"
+          type="button"
+          disabled={!!busy || !plan?.running}
+          onClick={() => act("/api/plan/pause", "pause")}
+        >
+          暂停
+        </button>
+        <button
+          className="btn ghost"
+          type="button"
+          disabled={!!busy}
+          onClick={() => act("/api/sim/open-group", "open")}
+        >
+          模拟开一组
+        </button>
+        <button
+          className="btn ghost"
+          type="button"
+          disabled={!!busy}
+          onClick={() => act("/api/sim/close-group", "close")}
+        >
+          模拟全平
+        </button>
+        <button
+          className="btn ghost"
+          type="button"
+          disabled={!!busy}
+          onClick={() => act("/api/plan/emergency-close", "emg")}
+        >
+          紧急全平
+        </button>
+        {busy ? <span className="meta">{busy}…</span> : null}
+      </div>
+
       <div className="card" style={{ marginBottom: 12 }}>
         <div className="kv">
-          <span>模式</span>
-          <span className="mono">SIM · 测试环境</span>
-        </div>
-        <div className="kv">
-          <span>行情连接</span>
-          <span className="mono">{snap?.connected ? "WS 已连接" : "REST/未连"}</span>
-        </div>
-        <div className="kv">
-          <span>指数</span>
-          <span className="mono">{fmt(snap?.index_px)}</span>
-        </div>
-        <div className="kv">
-          <span>选约</span>
+          <span>策略</span>
           <span className="mono">
-            {snap?.pair
-              ? `${snap.pair.expiry_ymd} @ ${snap.pair.strike}`
-              : "—"}
+            {plan?.running ? "运行中" : "已停"} · {plan?.phase || "—"} · 轮次{" "}
+            {plan?.rounds_done ?? 0}/{plan?.max_rounds ?? 3}
           </span>
         </div>
         <div className="kv">
-          <span>选向</span>
-          {biasTag}
+          <span>开仓窗</span>
+          <span className="mono">
+            {plan?.can_open ? "可开" : "禁止新开"} · 窗 {plan?.window_key || "—"}
+          </span>
         </div>
+        <div className="kv">
+          <span>休息</span>
+          <span className="mono">
+            {plan?.rest_left_sec ? `${plan.rest_left_sec}s / ${plan.rest_seconds}s` : "—"}
+          </span>
+        </div>
+        <div className="kv">
+          <span>权益</span>
+          <span className="mono">{fmt(plan?.ledger?.equity)} / 可用 {fmt(plan?.ledger?.available)}</span>
+        </div>
+        <div className="kv">
+          <span>当前组</span>
+          <span className="mono">{pos?.group_id || "—"}</span>
+        </div>
+        <div className="kv">
+          <span>方向</span>
+          <span className="mono">
+            {pos?.has_position
+              ? `永续${pos.perp_side} + 买${pos.option_side?.toUpperCase()}`
+              : "—"}{" "}
+            {biasTag}
+          </span>
+        </div>
+        <div className="kv">
+          <span>初始权利金</span>
+          <span className="mono">{fmt(pos?.initial_premium)}</span>
+        </div>
+        <div className="kv">
+          <span>永续浮盈 / 距覆盖</span>
+          <span className="mono">
+            {fmt(pos?.perp_upl)} / {fmt(pos?.premium_gap)}
+          </span>
+        </div>
+        <div className="kv">
+          <span>N 点进度</span>
+          <span className="mono">
+            {fmt(move, 1)} / {fmt(exitN, 0)}
+          </span>
+        </div>
+        {plan?.last_error ? (
+          <div className="kv">
+            <span>最近错误</span>
+            <span className="err" style={{ margin: 0 }}>
+              {plan.last_error}
+            </span>
+          </div>
+        ) : null}
       </div>
 
       <div className="grid-2">
         <div className="card">
-          <h3 style={{ marginTop: 0 }}>永续 ETH-USDT-SWAP</h3>
+          <h3 style={{ marginTop: 0 }}>永续</h3>
           <div className="kv">
             <span>买一</span>
-            <span className="mono">{fmt(snap?.perp?.bid)} × {fmt(snap?.perp?.bid_sz, 2)}</span>
+            <span className="mono">{fmt(snap?.perp?.bid)}</span>
           </div>
           <div className="kv">
             <span>卖一</span>
-            <span className="mono">{fmt(snap?.perp?.ask)} × {fmt(snap?.perp?.ask_sz, 2)}</span>
+            <span className="mono">{fmt(snap?.perp?.ask)}</span>
           </div>
           <div className="kv">
-            <span>标记</span>
-            <span className="mono">{fmt(snap?.perp?.mark_px)}</span>
+            <span>指数</span>
+            <span className="mono">{fmt(snap?.index_px)}</span>
           </div>
         </div>
         <div className="card">
-          <h3 style={{ marginTop: 0 }}>期权 ATM</h3>
+          <h3 style={{ marginTop: 0 }}>
+            期权 ATM {snap?.pair ? `@ ${snap.pair.strike}` : ""}
+          </h3>
           <div className="kv">
-            <span>Call 卖一</span>
-            <span className="mono">{fmt(snap?.call?.ask)} / 买一 {fmt(snap?.call?.bid)}</span>
-          </div>
-          <div className="kv">
-            <span>Put 卖一</span>
-            <span className="mono">{fmt(snap?.put?.ask)} / 买一 {fmt(snap?.put?.bid)}</span>
-          </div>
-          <div className="kv">
-            <span>Call</span>
-            <span className="mono" style={{ fontSize: 12 }}>
-              {snap?.pair?.call_inst_id || "—"}
+            <span>Call 卖一/买一</span>
+            <span className="mono">
+              {fmt(snap?.call?.ask)} / {fmt(snap?.call?.bid)}
             </span>
           </div>
           <div className="kv">
-            <span>Put</span>
-            <span className="mono" style={{ fontSize: 12 }}>
-              {snap?.pair?.put_inst_id || "—"}
+            <span>Put 卖一/买一</span>
+            <span className="mono">
+              {fmt(snap?.put?.ask)} / {fmt(snap?.put?.bid)}
             </span>
           </div>
+          <div className="kv">
+            <span>到期</span>
+            <span className="mono">{snap?.pair?.expiry_ymd || "—"}</span>
+          </div>
         </div>
       </div>
     </div>

frontend/src/pages/Settings.tsx

@@ -1,5 +1,11 @@
-import { FormEvent, useState } from "react";
-import { changeCredentials, getUsername, setSession } from "../api/client";
+import { FormEvent, useEffect, useState } from "react";
+import {
+  changeCredentials,
+  getUsername,
+  setSession,
+  apiFetch,
+  StrategySettings,
+} from "../api/client";
 
 export default function SettingsPage() {
   const [newUsername, setNewUsername] = useState(getUsername() || "admin");
@@ -10,7 +16,24 @@ export default function SettingsPage() {
   const [ok, setOk] = useState("");
   const [loading, setLoading] = useState(false);
 
-  async function onSave(e: FormEvent) {
+  const [fee, setFee] = useState(0.0005);
+  const [exitPts, setExitPts] = useState(30);
+  const [rest, setRest] = useState(300);
+  const [maxRounds, setMaxRounds] = useState(3);
+  const [stratOk, setStratOk] = useState("");
+
+  useEffect(() => {
+    apiFetch<StrategySettings>("/api/settings/strategy")
+      .then((s) => {
+        setFee(s.fee_rate);
+        setExitPts(s.exit_move_points);
+        setRest(s.rest_seconds);
+        setMaxRounds(s.max_rounds);
+      })
+      .catch(() => undefined);
+  }, []);
+
+  async function onSaveCreds(e: FormEvent) {
     e.preventDefault();
     setErr("");
     setOk("");
@@ -41,60 +64,134 @@ export default function SettingsPage() {
     }
   }
 
+  async function onSaveStrategy(e: FormEvent) {
+    e.preventDefault();
+    setStratOk("");
+    setErr("");
+    try {
+      await apiFetch("/api/settings/strategy", {
+        method: "PUT",
+        body: JSON.stringify({
+          fee_rate: fee,
+          exit_move_points: exitPts,
+          rest_seconds: rest,
+          max_rounds: maxRounds,
+        }),
+      });
+      setStratOk("策略参数已保存");
+    } catch (ex) {
+      setErr(ex instanceof Error ? ex.message : String(ex));
+    }
+  }
+
   return (
-    <div className="card" style={{ maxWidth: 560 }}>
-      <h2 style={{ marginTop: 0 }}>系统设置</h2>
-      <p style={{ color: "var(--muted)" }}>修改登录用户名与密码（写入服务器 .env，立即生效）。</p>
-      {err ? <div className="err">{err}</div> : null}
-      {ok ? <div style={{ color: "var(--up)", marginBottom: 12 }}>{ok}</div> : null}
-      <form onSubmit={onSave}>
-        <div className="field">
-          <label htmlFor="user">新用户名</label>
-          <input
-            id="user"
-            value={newUsername}
-            onChange={(e) => setNewUsername(e.target.value)}
-            autoComplete="username"
-            required
-          />
-        </div>
-        <div className="field">
-          <label htmlFor="cur">当前密码</label>
-          <input
-            id="cur"
-            type="password"
-            value={currentPassword}
-            onChange={(e) => setCurrentPassword(e.target.value)}
-            autoComplete="current-password"
-            required
-          />
-        </div>
-        <div className="field">
-          <label htmlFor="np">新密码</label>
-          <input
-            id="np"
-            type="password"
-            value={newPassword}
-            onChange={(e) => setNewPassword(e.target.value)}
-            autoComplete="new-password"
-            required
-          />
-        </div>
-        <div className="field">
-          <label htmlFor="cp">确认新密码</label>
-          <input
-            id="cp"
-            type="password"
-            value={confirmPassword}
-            onChange={(e) => setConfirmPassword(e.target.value)}
-            autoComplete="new-password"
-            required
-          />
-        </div>
-        <button className="btn" type="submit" disabled={loading}>
-          {loading ? "保存中…" : "保存"}
-        </button>
-      </form>
+    <div style={{ display: "grid", gap: 16, maxWidth: 560 }}>
+      <div className="card">
+        <h2 style={{ marginTop: 0 }}>策略设置</h2>
+        <p style={{ color: "var(--muted)" }}>
+          标的波动 N 点全平、轮次休息、费率（滑点=1×费率）。
+        </p>
+        {stratOk ? <div style={{ color: "var(--up)", marginBottom: 12 }}>{stratOk}</div> : null}
+        <form onSubmit={onSaveStrategy}>
+          <div className="field">
+            <label htmlFor="exit">EXIT_MOVE_POINTS（标的波动点数）</label>
+            <input
+              id="exit"
+              className="mono"
+              type="number"
+              step="1"
+              value={exitPts}
+              onChange={(e) => setExitPts(Number(e.target.value))}
+            />
+          </div>
+          <div className="field">
+            <label htmlFor="rest">REST_SECONDS（轮间休息秒）</label>
+            <input
+              id="rest"
+              className="mono"
+              type="number"
+              step="1"
+              value={rest}
+              onChange={(e) => setRest(Number(e.target.value))}
+            />
+          </div>
+          <div className="field">
+            <label htmlFor="rounds">MAX_ROUNDS</label>
+            <input
+              id="rounds"
+              className="mono"
+              type="number"
+              step="1"
+              value={maxRounds}
+              onChange={(e) => setMaxRounds(Number(e.target.value))}
+            />
+          </div>
+          <div className="field">
+            <label htmlFor="fee">FEE_RATE</label>
+            <input
+              id="fee"
+              className="mono"
+              type="number"
+              step="0.0001"
+              value={fee}
+              onChange={(e) => setFee(Number(e.target.value))}
+            />
+          </div>
+          <button className="btn" type="submit">
+            保存策略
+          </button>
+        </form>
+      </div>
+
+      <div className="card">
+        <h2 style={{ marginTop: 0 }}>登录账号</h2>
+        {err ? <div className="err">{err}</div> : null}
+        {ok ? <div style={{ color: "var(--up)", marginBottom: 12 }}>{ok}</div> : null}
+        <form onSubmit={onSaveCreds}>
+          <div className="field">
+            <label htmlFor="user">新用户名</label>
+            <input
+              id="user"
+              value={newUsername}
+              onChange={(e) => setNewUsername(e.target.value)}
+              required
+            />
+          </div>
+          <div className="field">
+            <label htmlFor="cur">当前密码</label>
+            <input
+              id="cur"
+              type="password"
+              value={currentPassword}
+              onChange={(e) => setCurrentPassword(e.target.value)}
+              required
+            />
+          </div>
+          <div className="field">
+            <label htmlFor="np">新密码</label>
+            <input
+              id="np"
+              type="password"
+              value={newPassword}
+              onChange={(e) => setNewPassword(e.target.value)}
+              required
+            />
+          </div>
+          <div className="field">
+            <label htmlFor="cp">确认新密码</label>
+            <input
+              id="cp"
+              type="password"
+              value={confirmPassword}
+              onChange={(e) => setConfirmPassword(e.target.value)}
+              required
+            />
+          </div>
+          <button className="btn" type="submit" disabled={loading}>
+            {loading ? "保存中…" : "保存账号"}
+          </button>
+        </form>
+      </div>
     </div>
   );
 }

frontend/src/pages/Stats.tsx

@@ -1,8 +1,64 @@
+import { useEffect, useState } from "react";
+import { apiFetch } from "../api/client";
+
+type Summary = {
+  groups: number;
+  wins: number;
+  win_rate: number;
+  total_pnl: number;
+  total_fees: number;
+  total_slip: number;
+  close_reasons: Record<string, number>;
+  equity_curve: { group_id: string; realized_pnl: number }[];
+};
+
 export default function StatsPage() {
+  const [s, setS] = useState<Summary | null>(null);
+  const [err, setErr] = useState("");
+
+  useEffect(() => {
+    apiFetch<Summary>("/api/stats/summary")
+      .then(setS)
+      .catch((e) => setErr(e instanceof Error ? e.message : String(e)));
+  }, []);
+
   return (
     <div className="card">
       <h2 style={{ marginTop: 0 }}>统计</h2>
-      <p style={{ color: "var(--muted)" }}>胜率 / 盈亏 / 手续费曲线将在有成交后展示。</p>
+      {err ? <div className="err">{err}</div> : null}
+      {!s ? (
+        <p style={{ color: "var(--muted)" }}>加载中…</p>
+      ) : (
+        <>
+          <div className="kv">
+            <span>组数 / 胜率</span>
+            <span className="mono">
+              {s.groups} / {(s.win_rate * 100).toFixed(1)}%
+            </span>
+          </div>
+          <div className="kv">
+            <span>总盈亏</span>
+            <span className="mono">{s.total_pnl.toFixed(2)}</span>
+          </div>
+          <div className="kv">
+            <span>总手续费 / 滑点</span>
+            <span className="mono">
+              {s.total_fees.toFixed(2)} / {s.total_slip.toFixed(2)}
+            </span>
+          </div>
+          <div className="kv">
+            <span>平仓原因</span>
+            <span className="mono">{JSON.stringify(s.close_reasons)}</span>
+          </div>
+          <h3>按组盈亏</h3>
+          {s.equity_curve.map((x) => (
+            <div key={x.group_id} className="kv">
+              <span className="mono">{x.group_id}</span>
+              <span className="mono">{x.realized_pnl.toFixed(2)}</span>
+            </div>
+          ))}
+        </>
+      )}
     </div>
   );
 }

frontend/src/pages/Trades.tsx

@@ -1,8 +1,91 @@
+import { useEffect, useState } from "react";
+import { apiFetch } from "../api/client";
+
+type Group = {
+  group_id: string;
+  status: string;
+  bias: string | null;
+  option_side: string | null;
+  perp_side: string | null;
+  initial_premium: number;
+  realized_pnl: number;
+  close_reason: string | null;
+  open_at_ms: number | null;
+  close_at_ms: number | null;
+};
+
+type Fill = {
+  id: number;
+  leg: string;
+  action: string;
+  side: string;
+  fill_px: number;
+  fee: number;
+  qty_eth: number;
+};
+
 export default function TradesPage() {
+  const [groups, setGroups] = useState<Group[]>([]);
+  const [selected, setSelected] = useState<string | null>(null);
+  const [fills, setFills] = useState<Fill[]>([]);
+  const [err, setErr] = useState("");
+
+  useEffect(() => {
+    apiFetch<{ groups: Group[] }>("/api/trades/groups")
+      .then((r) => setGroups(r.groups))
+      .catch((e) => setErr(e instanceof Error ? e.message : String(e)));
+  }, []);
+
+  async function openGroup(id: string) {
+    setSelected(id);
+    try {
+      const r = await apiFetch<{ fills: Fill[] }>(`/api/trades/groups/${id}`);
+      setFills(r.fills);
+    } catch (e) {
+      setErr(e instanceof Error ? e.message : String(e));
+    }
+  }
+
   return (
-    <div className="card">
+    <div>
       <h2 style={{ marginTop: 0 }}>交易记录</h2>
-      <p style={{ color: "var(--muted)" }}>按组成交明细将在 P1/P2 接入。</p>
+      {err ? <div className="err">{err}</div> : null}
+      <div className="card" style={{ marginBottom: 12 }}>
+        {groups.length === 0 ? (
+          <p style={{ color: "var(--muted)" }}>暂无成交组</p>
+        ) : (
+          groups.map((g) => (
+            <div
+              key={g.group_id}
+              className="kv"
+              style={{ cursor: "pointer" }}
+              onClick={() => openGroup(g.group_id)}
+            >
+              <span className="mono">
+                {g.group_id} · {g.status} · {g.perp_side}/{g.option_side}
+              </span>
+              <span className="mono">
+                PnL {Number(g.realized_pnl || 0).toFixed(2)} · {g.close_reason || "—"}
+              </span>
+            </div>
+          ))
+        )}
+      </div>
+      {selected ? (
+        <div className="card">
+          <h3 style={{ marginTop: 0 }}>{selected} 成交明细</h3>
+          {fills.map((f) => (
+            <div key={f.id} className="kv">
+              <span className="mono">
+                {f.leg} {f.action} {f.side}
+              </span>
+              <span className="mono">
+                px {f.fill_px.toFixed(4)} · qty {f.qty_eth} · fee {f.fee.toFixed(4)}
+              </span>
+            </div>
+          ))}
+        </div>
+      ) : null}
     </div>
   );
 }