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Show open-capacity labels, enlarge funds, move rules; WeCom on short funds.

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Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-29 17:53:43 +08:00
parent 6081fb7e48
commit 80c561bdce
7 changed files with 399 additions and 31 deletions
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backend/app/strategy/engine.py
+35
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@@ -17,6 +17,7 @@ from ..env_store import live_ready
from .clock import can_open_new, window_key
from .exits import check_expiry_close, check_exits, resolve_exit_target
from .group import next_group_id
from .open_capacity import assess_open_capacity, maybe_notify_funds_short
logger = logging.getLogger(__name__)
@@ -101,6 +102,23 @@ class StrategyEngine:
self._set_state(last_error=None)
last_error = None
allow_open = can_open_new(skip_weekends=skip_weekends)
try:
open_cap = assess_open_capacity(self.db)
except Exception:
logger.exception("assess_open_capacity failed")
open_cap = {
"perp_can_open": None,
"option_can_open": None,
"perp_label": f"永续{int(round(leverage))}x —",
"option_label": "期权 —",
"funds_ok": False,
"leverage": leverage,
}
if open_cap.get("perp_can_open") is False or open_cap.get("option_can_open") is False:
try:
maybe_notify_funds_short(open_cap)
except Exception:
pass
return {
"running": bool(row["running"]),
"phase": row["phase"],
@@ -120,6 +138,7 @@ class StrategyEngine:
"atm_open_offset_enabled": atm_off_on,
"max_atm_open_offset": max_atm_off,
"can_open": allow_open,
"open_capacity": open_cap,
"last_error": last_error,
"position": upl,
"residuals": self.matcher.list_residual_options(pending_only=True),
@@ -593,6 +612,22 @@ class StrategyEngine:
self._set_state(phase="open", last_error="有未平仓，禁止开下一组")
return
try:
cap = assess_open_capacity(self.db)
if cap.get("perp_can_open") is False or cap.get("option_can_open") is False:
detail = (
f"{cap.get('perp_label')} · {cap.get('option_label')}；"
f"永续需≈{cap.get('perp_need_usdt')}U/有{cap.get('perp_have_usdt')}U，"
f"期权需≈{cap.get('option_need_usdc')}U/有{cap.get('option_have_usdc')}U"
)
self._set_state(phase="wait_funds", last_error=f"资金不足，暂不可开新仓：{detail}")
maybe_notify_funds_short(cap)
return
if st["phase"] == "wait_funds":
self._set_state(phase="idle", last_error=None)
except Exception:
logger.exception("open capacity gate failed")
self._set_state(phase="wait_signal")
pick = await get_session().pick_for_open_async()
if pick is None:
backend/app/strategy/open_capacity.py
+231
View File
@@ -0,0 +1,231 @@
"""开仓资金可开判定：永续保证金 + 期权权利金。"""
from __future__ import annotations
import logging
import time
from typing import Any
from ..config import get_settings
from ..models.db import Database, get_db
from ..sim.funds_wallets import SimFundsWallets
from ..sim.ledger import Ledger
logger = logging.getLogger(__name__)
_live_bal_cache: dict[str, Any] = {"ts": 0.0, "data": None}
_LIVE_BAL_TTL_SEC = 8.0
_last_notify_key: str | None = None
_last_notify_ms: float = 0.0
_NOTIFY_DEDUP_SEC = 600.0 # 同状态 10 分钟内不重复推
def _f(v: Any) -> float | None:
try:
if v is None or v == "":
return None
return float(v)
except (TypeError, ValueError):
return None
def _index_and_option_ask() -> tuple[float | None, float | None]:
"""指数价 + 期权卖一粗估（取 Call/Put 卖一较大者，偏保守）。"""
try:
from .session import get_session
snap = get_session().snapshot()
except Exception:
return None, None
idx = _f(getattr(snap, "index_px", None))
if idx is None and snap.perp:
idx = _f(snap.perp.mark_px) or _f(snap.perp.ask) or _f(snap.perp.bid)
asks: list[float] = []
for leg in (snap.call, snap.put):
if leg is None:
continue
a = _f(leg.ask)
if a is not None and a > 0:
asks.append(a)
ask = max(asks) if asks else None
return idx, ask
def _live_balances() -> dict[str, float | None]:
now = time.time()
if _live_bal_cache["data"] is not None and now - float(_live_bal_cache["ts"]) < _LIVE_BAL_TTL_SEC:
return dict(_live_bal_cache["data"])
out: dict[str, float | None] = {
"funding_usdt": None,
"trading_usdt": None,
"options_funding_usdc": None,
"options_trading_usdc": None,
}
try:
from ..live.okx_funds import OkxFundsClient
client = OkxFundsClient()
try:
bal = client.fetch_balances()
for k in out:
out[k] = _f(bal.get(k))
finally:
client.close()
except Exception as e:
logger.warning("open_capacity live balance failed: %s", e)
_live_bal_cache["ts"] = now
_live_bal_cache["data"] = dict(out)
return out
def _sim_balances(db: Database) -> dict[str, float]:
w = SimFundsWallets(db).snapshot()
led = Ledger(db).snapshot()
avail = float(led.get("available") or 0)
funding = float(w.get("funding_usdt") or 0)
trading = float(w.get("trading_usdt") or 0)
opt_f = float(w.get("options_funding_usdc") or 0)
opt_t = float(w.get("options_trading_usdc") or 0)
# 钱包未播种时回退账本可用
usdt = funding + trading
if usdt < 1e-9:
usdt = avail
usdc = opt_f + opt_t
if usdc < 1e-9:
# SIM 早期权利金从账本扣；无 USDC 钱包时用可用资金估期权可开
usdc = avail
return {
"perp_usdt": usdt,
"option_usdc": usdc,
"ledger_available": avail,
}
def assess_open_capacity(db: Database | None = None) -> dict[str, Any]:
"""
返回永续/期权是否有足够资金开新仓。
- 永续：需 USDT >= 名义/杠杆
- 期权：需 USDC(或 SIM 回退可用) >= 卖一×名义×(1+费率)
"""
db = db or get_db()
s = get_settings()
ledger = Ledger(db)
lev = float(ledger.get_setting_float("leverage", s.leverage) or 3)
if lev <= 0:
lev = 3.0
perp_qty = float(ledger.get_setting_float("perp_qty_eth", s.perp_qty_eth) or 1)
opt_qty = float(ledger.get_setting_float("option_qty_eth", s.option_qty_eth) or 2)
fee_rate = float(ledger.get_setting_float("fee_rate", s.fee_rate) or 0.0005)
idx, ask = _index_and_option_ask()
margin_need = (float(idx) * perp_qty / lev) if idx and idx > 0 else None
premium_need = (
float(ask) * opt_qty * (1.0 + fee_rate) if ask is not None and ask > 0 else None
)
if s.is_sim:
bal = _sim_balances(db)
have_perp = float(bal["perp_usdt"])
have_opt = float(bal["option_usdc"])
else:
live = _live_balances()
# 永续用交易账户；若为空则合并资金账户（提示需划转但仍可显示）
t = live.get("trading_usdt")
f = live.get("funding_usdt")
if t is not None and t > 1e-9:
have_perp = float(t)
elif t is not None or f is not None:
have_perp = float(t or 0) + float(f or 0)
else:
have_perp = None
of_ = live.get("options_funding_usdc")
ot_ = live.get("options_trading_usdc")
if of_ is None and ot_ is None:
have_opt = None
else:
have_opt = float(of_ or 0) + float(ot_ or 0)
perp_ok: bool | None
if margin_need is None or have_perp is None:
perp_ok = None
else:
perp_ok = have_perp + 1e-9 >= margin_need
opt_ok: bool | None
if premium_need is None or have_opt is None:
opt_ok = None
else:
opt_ok = have_opt + 1e-9 >= premium_need
lev_i = int(round(lev)) if abs(lev - round(lev)) < 1e-9 else lev
if perp_ok is True:
perp_label = f"永续{lev_i}x 可开"
elif perp_ok is False:
perp_label = f"永续{lev_i}x 不可开"
else:
perp_label = f"永续{lev_i}x —"
if opt_ok is True:
opt_label = "期权可开"
elif opt_ok is False:
opt_label = "期权不可开"
else:
opt_label = "期权 —"
return {
"leverage": lev,
"perp_qty_eth": perp_qty,
"option_qty_eth": opt_qty,
"index_px": idx,
"option_ask": ask,
"perp_need_usdt": round(margin_need, 2) if margin_need is not None else None,
"option_need_usdc": round(premium_need, 2) if premium_need is not None else None,
"perp_have_usdt": round(have_perp, 2) if have_perp is not None else None,
"option_have_usdc": round(have_opt, 2) if have_opt is not None else None,
"perp_can_open": perp_ok,
"option_can_open": opt_ok,
"perp_label": perp_label,
"option_label": opt_label,
"funds_ok": (perp_ok is True and opt_ok is True),
}
def maybe_notify_funds_short(cap: dict[str, Any] | None = None) -> None:
"""资金不足时企业微信推送（去重）。"""
global _last_notify_key, _last_notify_ms
cap = cap or assess_open_capacity()
parts: list[str] = []
if cap.get("perp_can_open") is False:
parts.append(
f"永续不足：需约 {cap.get('perp_need_usdt')}U，现有 {cap.get('perp_have_usdt')}U"
)
if cap.get("option_can_open") is False:
parts.append(
f"期权不足：需约 {cap.get('option_need_usdc')}U，现有 {cap.get('option_have_usdc')}U"
)
if not parts:
return
key = "|".join(parts)
now = time.time()
if key == _last_notify_key and now - _last_notify_ms < _NOTIFY_DEDUP_SEC:
return
_last_notify_key = key
_last_notify_ms = now
try:
from ..notify import wecom
wecom.notify_async(
wecom.build_markdown(
tag=wecom.TAG_FAULT,
title="资金不足 · 无法开新仓",
lines=[
f"**永续**: {cap.get('perp_label')}",
f"**期权**: {cap.get('option_label')}",
*[f"**详情**: {p}" for p in parts],
"请划转/兑换后重试。",
],
)
)
except Exception:
logger.exception("wecom funds notify failed")
docs/更新说明.md
+10
View File
@@ -5,6 +5,16 @@
---
## 2026-07-29 — 权益杠杆可开判定 + 资金不足微信推送
### 变更
1. 计划页「权益 / 杠杆」改为 **永续Nx 可开 / 期权可开**（绿）或 **不可开**（红）；按保证金与权利金估算对比可用资金。
2. 资金不足时企业微信推送（10 分钟去重）；策略开仓前拦截并进入 `wait_funds`。
3. 「规则说明」移到启动策略按钮上方；顶栏资金数字加大显示。
---
## 2026-07-29 — 顶栏对齐 crypto_monitor：标题在上、资金卡同宽
### 变更
frontend/src/api/client.ts
+12
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@@ -233,6 +233,18 @@ export type PlanState = {
atm_open_offset_enabled?: boolean;
max_atm_open_offset?: number;
can_open: boolean;
open_capacity?: {
leverage?: number;
perp_can_open?: boolean | null;
option_can_open?: boolean | null;
perp_label?: string;
option_label?: string;
funds_ok?: boolean;
perp_need_usdt?: number | null;
option_need_usdc?: number | null;
perp_have_usdt?: number | null;
option_have_usdc?: number | null;
};
last_error: string | null;
show_manual_trade_buttons?: boolean;
position: {
frontend/src/components/FundsBar.tsx
+6 -28
View File
@@ -31,7 +31,6 @@ function pnlClass(n: number | null | undefined) {
export default function FundsBar() {
const [s, setS] = useState<FundsSummary | null>(null);
const [rulesOpen, setRulesOpen] = useState(false);
const load = useCallback(() => {
apiFetch<FundsSummary>("/api/funds/summary")
@@ -49,10 +48,6 @@ export default function FundsBar() {
if (!s?.ok) return null;
const rulesText = `行情 ${s.exchange || "OKX"} · ${
s.perp_inst_id || "ETH-USDT-SWAP"
} · 目标平仓(双腿/远虚只平永续) · 未达标则到期结算`;
return (
<div className="funds-bar-shell">
<div className="funds-bar-inner">
@@ -83,50 +78,33 @@ export default function FundsBar() {
: "—"}
</div>
</div>
<div className="funds-item">
<div className="funds-item funds-item--money">
<div className="funds-label">总资金</div>
<div className="funds-value mono">{fmtU(s.total_funds)}</div>
</div>
<div className="funds-item">
<div className="funds-item funds-item--money">
<div className="funds-label">资金账户</div>
<div className="funds-value mono">{fmtU(s.funding_usdt)}</div>
</div>
<div className="funds-item">
<div className="funds-item funds-item--money">
<div className="funds-label">交易账户</div>
<div className="funds-value mono">{fmtU(s.trading_usdt)}</div>
</div>
<div className="funds-item">
<div className="funds-item funds-item--money">
<div className="funds-label">期权资金账户</div>
<div className="funds-value mono">{s.options_funding_label}</div>
</div>
<div className="funds-item">
<div className="funds-item funds-item--money">
<div className="funds-label">期权交易账户</div>
<div className="funds-value mono">{s.options_trading_label}</div>
</div>
<div className="funds-item funds-item--pnl">
<div className="funds-item funds-item--pnl funds-item--money">
<div className="funds-label">实时盈亏</div>
<div className={`funds-value mono ${pnlClass(s.realtime_pnl)}`}>
{s.realtime_pnl == null ? "—" : fmtU(s.realtime_pnl)}
</div>
</div>
</div>
<div className="funds-rules">
<button
type="button"
className="funds-rules-toggle"
aria-expanded={rulesOpen}
onClick={() => setRulesOpen((v) => !v)}
>
<span>规则说明</span>
<span className="funds-rules-chevron" aria-hidden>
{rulesOpen ? "▾" : "▸"}
</span>
</button>
{rulesOpen ? (
<p className="funds-rules-body meta">{rulesText}</p>
) : null}
</div>
</div>
</div>
);
frontend/src/pages/Plan.tsx
+46 -3
View File
@@ -80,6 +80,7 @@ const PHASE_ZH: Record<string, string> = {
outside_window: "窗外",
liquidity_wait: "流动性等待",
weekend_skip: "周末跳过",
wait_funds: "资金不足",
};
export default function PlanPage() {
@@ -213,6 +214,16 @@ export default function PlanPage() {
{err ? <div className="err">{err}</div> : null}
<div className="plan-rules-fold">
<details>
<summary>规则说明</summary>
<p className="meta plan-rules-body">
行情 {String(plan?.exchange || "okx").toUpperCase()} · ETH-USDT-SWAP ·
目标平仓(双腿/远虚只平永续) · 未达标则到期结算
</p>
</details>
</div>
<div className="plan-actions">
<button
className={plan?.running ? "btn btn-running" : "btn"}
@@ -318,9 +329,41 @@ export default function PlanPage() {
</div>
<div className="kv">
<span>权益 / 杠杆</span>
<span className="mono">
{fmt(plan?.ledger?.equity)} / 可用 {fmt(plan?.ledger?.available)} ·{" "}
{fmt(plan?.leverage, 0)}x
<span className="open-cap-row">
<span
className={
plan?.open_capacity?.perp_can_open === true
? "open-cap-ok"
: plan?.open_capacity?.perp_can_open === false
? "open-cap-bad"
: "mono"
}
title={
plan?.open_capacity?.perp_need_usdt != null
? `需≈${plan.open_capacity.perp_need_usdt}U / 有${plan.open_capacity.perp_have_usdt ?? "—"}U`
: undefined
}
>
{plan?.open_capacity?.perp_label ||
`永续${fmt(plan?.leverage, 0)}x —`}
</span>
<span className="open-cap-sep">·</span>
<span
className={
plan?.open_capacity?.option_can_open === true
? "open-cap-ok"
: plan?.open_capacity?.option_can_open === false
? "open-cap-bad"
: "mono"
}
title={
plan?.open_capacity?.option_need_usdc != null
? `需≈${plan.open_capacity.option_need_usdc}U / 有${plan.open_capacity.option_have_usdc ?? "—"}U`
: undefined
}
>
{plan?.open_capacity?.option_label || "期权 —"}
</span>
</span>
</div>
<div className="kv">
frontend/src/styles/app.css
+59
View File
@@ -232,6 +232,16 @@ input {
white-space: nowrap;
}
.funds-item--money .funds-value {
font-size: 16px;
font-weight: 700;
letter-spacing: 0.01em;
}
.funds-item--money .funds-label {
font-size: 12px;
}
.funds-item--pnl .funds-value {
font-variant-numeric: tabular-nums;
}
@@ -271,6 +281,55 @@ input {
color: var(--muted);
}
.plan-rules-fold {
margin: 0 0 10px;
}
.plan-rules-fold details {
border: 1px solid var(--line);
border-radius: 8px;
background: var(--bg-panel);
padding: 8px 12px;
}
.plan-rules-fold summary {
cursor: pointer;
color: var(--muted);
font-size: 13px;
user-select: none;
}
.plan-rules-fold summary:hover {
color: var(--text);
}
.plan-rules-body {
margin: 8px 0 0;
line-height: 1.45;
}
.open-cap-row {
display: inline-flex;
flex-wrap: wrap;
align-items: center;
gap: 6px;
font-weight: 700;
font-size: 14px;
}
.open-cap-sep {
color: var(--muted);
font-weight: 500;
}
.open-cap-ok {
color: #0ecb81;
}
.open-cap-bad {
color: #f6465d;
}
.topnav {
display: none;
}