Implement P1 local matcher/ledger and P2 strategy engine.

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-24 17:03:46 +08:00
parent 0fca5f025e
commit 51b8bb8f8a
30 changed files with 2086 additions and 150 deletions
@@ -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>