Add OKX-style funds bar with USDT/USDC convert and transfer.
SIM uses multi-wallet balances; LIVE hits OKX asset/account APIs and spot USDC-USDT swap. Funds strip hides sim labeling. Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
@@ -2,6 +2,7 @@ from fastapi import APIRouter
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from .auth_routes import router as auth_router
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from .backup_routes import router as backup_router
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from .funds import router as funds_router
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from .market import router as market_router
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from .plan import router as plan_router
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from .settings import router as settings_router
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@@ -16,5 +17,6 @@ router.include_router(sim_router)
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router.include_router(plan_router)
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router.include_router(trades_router)
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router.include_router(stats_router)
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router.include_router(funds_router)
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router.include_router(settings_router)
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router.include_router(backup_router)
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@@ -0,0 +1,229 @@
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"""资金摘要 / 兑换 / 划转（SIM 本地钱包 + LIVE OKX）。"""
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from __future__ import annotations
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from datetime import datetime, timezone
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from typing import Annotated, Any, Literal
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from zoneinfo import ZoneInfo
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from fastapi import APIRouter, Depends, HTTPException
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from pydantic import BaseModel, Field
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from ..config import get_settings
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from ..live.okx_funds import OkxFundsClient, usdc_usdt_mid_rate
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from ..models.db import get_db
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from ..sim.funds_wallets import SimFundsWallets
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from ..sim.ledger import Ledger
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from ..strategy.engine import get_engine
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from .auth import require_user
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router = APIRouter(prefix="/api/funds", tags=["funds"])
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SH = ZoneInfo("Asia/Shanghai")
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def _pl_ratio(pnls: list[float]) -> float | None:
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wins = [x for x in pnls if x > 0]
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losses = [abs(x) for x in pnls if x < 0]
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if not wins or not losses:
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return None
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avg_w = sum(wins) / len(wins)
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avg_l = sum(losses) / len(losses)
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if avg_l <= 1e-12:
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return None
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return round(avg_w / avg_l, 2)
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def _fmt_opt(usdc: float | None, usdt: float | None) -> str:
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parts: list[str] = []
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if usdc is not None:
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parts.append(f"{usdc:.2f} USDC")
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if usdt is not None and abs(usdt) > 1e-8:
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parts.append(f"{usdt:.2f} USDT")
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return " + ".join(parts) if parts else "—"
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class ConvertBody(BaseModel):
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direction: Literal["usdt_to_usdc", "usdc_to_usdt"]
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amount: float = Field(gt=0)
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class TransferBody(BaseModel):
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ccy: Literal["USDT", "USDC", "usdt", "usdc"] = "USDC"
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amount: float = Field(gt=0)
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from_account: str
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to_account: str
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@router.get("/summary")
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async def funds_summary(_user: Annotated[str, Depends(require_user)]) -> dict[str, Any]:
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s = get_settings()
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db = get_db()
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eng = get_engine()
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st = eng.state()
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# 不在摘要里强调 SIM/LIVE 文案；仅给前端内部用
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mode = "LIVE" if not s.is_sim else "SIM"
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exchange = str(st.get("exchange") or s.exchange or "okx").upper()
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trading_day = datetime.now(SH).strftime("%Y-%m-%d")
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closed = db.fetchall(
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"SELECT realized_pnl, close_at_ms FROM groups WHERE status='closed'"
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)
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pnls = [float(r["realized_pnl"] or 0) for r in closed]
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n = len(pnls)
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wins = sum(1 for x in pnls if x > 0)
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win_rate = (wins / n) if n else 0.0
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# 当日成交组
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day_prefix = trading_day.replace("-", "")
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day_groups = db.fetchall(
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"SELECT realized_pnl FROM groups WHERE group_id LIKE ? AND status='closed'",
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(f"G-{day_prefix}-%",),
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)
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day_n = len(day_groups)
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pos = st.get("position") or {}
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upl = pos
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realtime = None
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if str(pos.get("status") or "") == "open":
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realtime = float(pos.get("net_pnl") or 0)
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if s.is_sim:
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wallets = SimFundsWallets(db)
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w = wallets.snapshot()
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# 若钱包全 0 但账本有权益，补种一次
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if wallets.total_usdt_equiv(w) < 1e-9:
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eq = float(Ledger(db).snapshot().get("equity") or 0)
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if eq > 0:
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w = wallets.reset_from_equity(eq)
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funding_usdt = float(w["funding_usdt"])
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trading_usdt = float(w["trading_usdt"])
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opt_f_usdc = float(w["options_funding_usdc"])
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opt_t_usdc = float(w["options_trading_usdc"])
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opt_f_usdt = float(w["options_funding_usdt"])
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opt_t_usdt = float(w["options_trading_usdt"])
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total = wallets.total_usdt_equiv(w)
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rate = usdc_usdt_mid_rate()
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else:
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rate = usdc_usdt_mid_rate()
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funding_usdt = trading_usdt = None
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opt_f_usdc = opt_t_usdc = opt_f_usdt = opt_t_usdt = None
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total = None
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if exchange == "OKX":
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client = OkxFundsClient()
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try:
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bal = client.fetch_balances()
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funding_usdt = bal.get("funding_usdt")
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trading_usdt = bal.get("trading_usdt")
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opt_f_usdc = bal.get("options_funding_usdc")
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opt_t_usdc = bal.get("options_trading_usdc")
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opt_f_usdt = bal.get("options_funding_usdt")
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opt_t_usdt = bal.get("options_trading_usdt")
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parts = [
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funding_usdt,
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trading_usdt,
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opt_f_usdc,
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opt_t_usdc,
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opt_f_usdt,
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opt_t_usdt,
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]
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vals = [float(x) for x in parts if x is not None]
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total = round(sum(vals), 2) if vals else None
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except Exception as e:
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return {
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"ok": False,
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"mode": mode,
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"exchange": exchange,
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"detail": str(e),
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}
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finally:
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client.close()
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else:
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# 非 OKX LIVE：回退本地账本
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led = Ledger(db).snapshot()
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trading_usdt = float(led["equity"])
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total = trading_usdt
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return {
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"ok": True,
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"mode": mode,
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"exchange": exchange,
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"trading_day": trading_day,
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"total_trades": day_n if day_n else n,
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"win_rate": win_rate,
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"profit_loss_ratio": _pl_ratio(pnls),
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"total_funds": total,
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"funding_usdt": funding_usdt,
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"trading_usdt": trading_usdt,
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"options_funding_usdc": opt_f_usdc,
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"options_trading_usdc": opt_t_usdc,
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"options_funding_usdt": opt_f_usdt,
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"options_trading_usdt": opt_t_usdt,
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"options_funding_label": _fmt_opt(opt_f_usdc, opt_f_usdt),
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"options_trading_label": _fmt_opt(opt_t_usdc, opt_t_usdt),
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"realtime_pnl": realtime,
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"usdc_usdt_rate": rate,
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"updated_at_ms": int(datetime.now(timezone.utc).timestamp() * 1000),
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}
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@router.post("/convert")
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async def funds_convert(
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body: ConvertBody, _user: Annotated[str, Depends(require_user)]
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) -> dict[str, Any]:
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s = get_settings()
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rate = usdc_usdt_mid_rate()
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if s.is_sim:
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r = SimFundsWallets(get_db()).convert(
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direction=body.direction, amount=float(body.amount), rate=rate
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)
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if not r.get("ok"):
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raise HTTPException(status_code=400, detail=r.get("detail") or "兑换失败")
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return r
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if str(s.exchange).lower() != "okx":
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raise HTTPException(status_code=400, detail="当前仅 OKX 支持 USDC/USDT 兑换")
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client = OkxFundsClient()
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try:
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r = client.spot_swap_usdt_usdc(
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direction=body.direction, amount=float(body.amount)
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)
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finally:
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client.close()
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if not r.get("ok"):
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raise HTTPException(status_code=400, detail=r.get("detail") or "兑换失败")
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return r
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@router.post("/transfer")
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async def funds_transfer(
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body: TransferBody, _user: Annotated[str, Depends(require_user)]
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) -> dict[str, Any]:
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s = get_settings()
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ccy = str(body.ccy).upper()
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if s.is_sim:
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r = SimFundsWallets(get_db()).transfer(
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ccy=ccy,
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amount=float(body.amount),
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from_account=body.from_account,
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to_account=body.to_account,
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)
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if not r.get("ok"):
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raise HTTPException(status_code=400, detail=r.get("detail") or "划转失败")
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return r
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if str(s.exchange).lower() != "okx":
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raise HTTPException(status_code=400, detail="当前仅 OKX 支持账户划转")
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client = OkxFundsClient()
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try:
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r = client.transfer(
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ccy=ccy,
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amount=float(body.amount),
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from_account=body.from_account,
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to_account=body.to_account,
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)
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finally:
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client.close()
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if not r.get("ok"):
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raise HTTPException(status_code=400, detail=r.get("detail") or "划转失败")
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return r
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