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Align funds to OKX funding/trading only; fold rules; match settings width.

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Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-29 17:59:28 +08:00
parent 80c561bdce
commit 81e51236c0
8 changed files with 198 additions and 178 deletions
Download Patch File Download Diff File Expand all files Collapse all files
backend/app/api/funds.py
+20 -33
View File
@@ -34,12 +34,12 @@ def _pl_ratio(pnls: list[float]) -> float | None:
return round(avg_w / avg_l, 2)
def _fmt_opt(usdc: float | None, usdt: float | None) -> str:
def _fmt_acct(usdt: float | None, usdc: float | None) -> str:
parts: list[str] = []
if usdc is not None:
if usdt is not None:
parts.append(f"{usdt:.2f}U")
if usdc is not None and abs(usdc) > 1e-8:
parts.append(f"{usdc:.2f} USDC")
if usdt is not None and abs(usdt) > 1e-8:
parts.append(f"{usdt:.2f} USDT")
return " + ".join(parts) if parts else "—"
@@ -51,8 +51,8 @@ class ConvertBody(BaseModel):
class TransferBody(BaseModel):
ccy: Literal["USDT", "USDC", "usdt", "usdc"] = "USDC"
amount: float = Field(gt=0)
from_account: str
to_account: str
from_account: Literal["funding", "trading"] = "funding"
to_account: Literal["funding", "trading"] = "trading"
@router.get("/summary")
@@ -96,18 +96,16 @@ async def funds_summary(_user: Annotated[str, Depends(require_user)]) -> dict[st
eq = float(Ledger(db).snapshot().get("equity") or 0)
if eq > 0:
w = wallets.reset_from_equity(eq)
funding_usdt = float(w["funding_usdt"])
trading_usdt = float(w["trading_usdt"])
opt_f_usdc = float(w["options_funding_usdc"])
opt_t_usdc = float(w["options_trading_usdc"])
opt_f_usdt = float(w["options_funding_usdt"])
opt_t_usdt = float(w["options_trading_usdt"])
total = wallets.total_usdt_equiv(w)
v = wallets.view()
funding_usdt = float(v["funding_usdt"])
trading_usdt = float(v["trading_usdt"])
funding_usdc = float(v["funding_usdc"])
trading_usdc = float(v["trading_usdc"])
total = wallets.total_usdt_equiv()
rate = usdc_usdt_mid_rate()
else:
rate = usdc_usdt_mid_rate()
funding_usdt = trading_usdt = None
opt_f_usdc = opt_t_usdc = opt_f_usdt = opt_t_usdt = None
funding_usdt = trading_usdt = funding_usdc = trading_usdc = None
total = None
if exchange == "OKX":
client = OkxFundsClient()
@@ -115,18 +113,9 @@ async def funds_summary(_user: Annotated[str, Depends(require_user)]) -> dict[st
bal = client.fetch_balances()
funding_usdt = bal.get("funding_usdt")
trading_usdt = bal.get("trading_usdt")
opt_f_usdc = bal.get("options_funding_usdc")
opt_t_usdc = bal.get("options_trading_usdc")
opt_f_usdt = bal.get("options_funding_usdt")
opt_t_usdt = bal.get("options_trading_usdt")
parts = [
funding_usdt,
trading_usdt,
opt_f_usdc,
opt_t_usdc,
opt_f_usdt,
opt_t_usdt,
]
funding_usdc = bal.get("funding_usdc")
trading_usdc = bal.get("trading_usdc")
parts = [funding_usdt, trading_usdt, funding_usdc, trading_usdc]
vals = [float(x) for x in parts if x is not None]
total = round(sum(vals), 2) if vals else None
except Exception as e:
@@ -155,12 +144,10 @@ async def funds_summary(_user: Annotated[str, Depends(require_user)]) -> dict[st
"total_funds": total,
"funding_usdt": funding_usdt,
"trading_usdt": trading_usdt,
"options_funding_usdc": opt_f_usdc,
"options_trading_usdc": opt_t_usdc,
"options_funding_usdt": opt_f_usdt,
"options_trading_usdt": opt_t_usdt,
"options_funding_label": _fmt_opt(opt_f_usdc, opt_f_usdt),
"options_trading_label": _fmt_opt(opt_t_usdc, opt_t_usdt),
"funding_usdc": funding_usdc,
"trading_usdc": trading_usdc,
"funding_label": _fmt_acct(funding_usdt, funding_usdc),
"trading_label": _fmt_acct(trading_usdt, trading_usdc),
"realtime_pnl": realtime,
"usdc_usdt_rate": rate,
"perp_inst_id": str(
backend/app/live/okx_funds.py
+1 -11
View File
@@ -14,8 +14,6 @@ _ACCT_CODE = {
"funding": "6",
"trading": "18",
"spot": "18",
"options_funding": "6",
"options_trading": "18",
}
@@ -46,10 +44,6 @@ class OkxFundsClient:
"funding_usdc": None,
"trading_usdt": None,
"trading_usdc": None,
"options_funding_usdc": None,
"options_trading_usdc": None,
"options_funding_usdt": None,
"options_trading_usdt": None,
}
try:
rows = self.trade._request("GET", "/api/v5/asset/balances")
@@ -58,10 +52,8 @@ class OkxFundsClient:
bal = _f(row.get("bal")) or _f(row.get("availBal"))
if ccy == "USDT":
out["funding_usdt"] = bal
out["options_funding_usdt"] = bal
elif ccy == "USDC":
out["funding_usdc"] = bal
out["options_funding_usdc"] = bal
except Exception as e:
logger.warning("OKX asset balances failed: %s", e)
@@ -78,10 +70,8 @@ class OkxFundsClient:
eq = _f(row.get("eq")) or _f(row.get("cashBal")) or _f(row.get("availBal"))
if ccy == "USDT":
out["trading_usdt"] = eq
out["options_trading_usdt"] = eq
elif ccy == "USDC":
out["trading_usdc"] = eq
out["options_trading_usdc"] = eq
except Exception as e:
logger.warning("OKX account balance failed: %s", e)
@@ -148,7 +138,7 @@ class OkxFundsClient:
from_code = _ACCT_CODE.get(fa)
to_code = _ACCT_CODE.get(ta)
if not from_code or not to_code:
return {"ok": False, "detail": "账户须为 funding/trading（或 options_* 别名）"}
return {"ok": False, "detail": "账户须为 funding / trading"}
body = {
"ccy": str(ccy).upper(),
"amt": str(amt),
backend/app/sim/funds_wallets.py
+47 -36
View File
@@ -1,4 +1,4 @@
"""SIM 多账户资金：资金/交易 USDT + 期权资金/交易 USDC（对齐 OKX 展示）。"""
"""SIM 资金钱包：资金账户 / 交易账户 × USDT|USDC（对齐 OKX，无期权分账户）。"""
from __future__ import annotations
@@ -7,24 +7,19 @@ from typing import Any
from ..models.db import Database, get_db
# DB 列名（历史兼容：USDC 存在 options_*_usdc 列，语义为资金/交易账户 USDC）
WALLET_KEYS = (
"funding_usdt",
"trading_usdt",
"options_funding_usdc",
"options_trading_usdc",
"options_funding_usdt",
"options_trading_usdt",
"options_funding_usdc", # = funding_usdc
"options_trading_usdc", # = trading_usdc
"options_funding_usdt", # 废弃，恒为 0
"options_trading_usdt", # 废弃，恒为 0
)
# 划转账户映射
_ACCT_MAP = {
("funding", "usdt"): "funding_usdt",
("trading", "usdt"): "trading_usdt",
("options_funding", "usdc"): "options_funding_usdc",
("options_trading", "usdc"): "options_trading_usdc",
("options_funding", "usdt"): "options_funding_usdt",
("options_trading", "usdt"): "options_trading_usdt",
# 简化别名：funding/trading + usdc → 期权侧
("funding", "usdc"): "options_funding_usdc",
("trading", "usdc"): "options_trading_usdc",
}
@@ -44,10 +39,36 @@ class SimFundsWallets:
return {k: 0.0 for k in WALLET_KEYS}
return {k: float(row[k] or 0) for k in WALLET_KEYS}
def view(self) -> dict[str, float]:
"""对外口径：funding/trading × usdt/usdc。"""
s = self.snapshot()
return {
"funding_usdt": float(s["funding_usdt"]),
"trading_usdt": float(s["trading_usdt"]),
"funding_usdc": float(s["options_funding_usdc"]),
"trading_usdc": float(s["options_trading_usdc"]),
}
def total_usdt_equiv(self, snap: dict[str, float] | None = None) -> float:
"""USDC 按 1:1 计入总资金（与 crypto_monitor 一致）。"""
s = snap or self.snapshot()
return round(sum(float(s.get(k) or 0) for k in WALLET_KEYS), 8)
"""USDC 按 1:1 计入总资金。"""
if snap is None:
v = self.view()
elif "funding_usdc" in snap:
v = snap
else:
v = {
"funding_usdt": float(snap.get("funding_usdt") or 0),
"trading_usdt": float(snap.get("trading_usdt") or 0),
"funding_usdc": float(snap.get("options_funding_usdc") or 0),
"trading_usdc": float(snap.get("options_trading_usdc") or 0),
}
return round(
float(v.get("funding_usdt") or 0)
+ float(v.get("trading_usdt") or 0)
+ float(v.get("funding_usdc") or 0)
+ float(v.get("trading_usdc") or 0),
8,
)
def reset_from_equity(self, equity: float) -> dict[str, float]:
"""重置：全部放入资金账户 USDT。"""
@@ -71,22 +92,20 @@ class SimFundsWallets:
self.db.execute(
"""UPDATE funds_wallets SET
funding_usdt=?, trading_usdt=?, options_funding_usdc=?, options_trading_usdc=?,
options_funding_usdt=?, options_trading_usdt=?, updated_at_ms=?
options_funding_usdt=0, options_trading_usdt=0, updated_at_ms=?
WHERE id=1""",
(
snap["funding_usdt"],
snap["trading_usdt"],
snap["options_funding_usdc"],
snap["options_trading_usdc"],
snap["options_funding_usdt"],
snap["options_trading_usdt"],
now,
),
)
return snap
def mirror_cash(self, amount: float, *, kind: str) -> None:
"""策略账本变动时镜像到对应钱包（SIM）。"""
"""策略账本变动镜像到交易账户（永续 USDT / 期权 USDC）。"""
amt = float(amount)
if abs(amt) < 1e-12:
return
@@ -94,16 +113,12 @@ class SimFundsWallets:
k = (kind or "").lower()
if "option" in k:
key = "options_trading_usdc"
elif "perp" in k or "funding" in k:
key = "trading_usdt"
else:
key = "trading_usdt"
snap[key] = float(snap.get(key) or 0) + amt
# 允许短暂为负（与 ledger allow_negative 对齐时由调用方保证）；展示侧夹到合理范围不在此做
self._set(**snap)
def sync_ledger_equity(self) -> float:
"""兑换/划转后把总权益同步到 ledger_meta（不重置钱包分配）。"""
total = self.total_usdt_equiv()
now = _now_ms()
self.db.execute(
@@ -119,11 +134,7 @@ class SimFundsWallets:
amount: float,
rate: float = 1.0,
) -> dict[str, Any]:
"""
SIM 兑换（默认在「资金账户」内 USDT↔USDC，对齐 crypto_monitor 主路径）。
direction: usdt_to_usdc | usdc_to_usdt
rate: 1 USDC = rate USDT（默认 1.0）
"""
"""资金账户内 USDT↔USDC 兑换。"""
amt = float(amount)
if amt <= 0:
return {"ok": False, "detail": "数量须大于 0"}
@@ -140,7 +151,7 @@ class SimFundsWallets:
elif d == "usdc_to_usdt":
src = float(snap["options_funding_usdc"])
if amt > src + 1e-9:
return {"ok": False, "detail": f"期权资金账户 USDC 不足（可用 {src:.4f}）"}
return {"ok": False, "detail": f"资金账户 USDC 不足（可用 {src:.4f}）"}
usdt = amt * r
snap["options_funding_usdc"] = src - amt
snap["funding_usdt"] = float(snap["funding_usdt"]) + usdt
@@ -154,7 +165,7 @@ class SimFundsWallets:
"direction": d,
"amount": amt,
"rate": r,
"wallets": self.snapshot(),
"wallets": self.view(),
"total_usdt_equiv": total,
}
@@ -166,26 +177,26 @@ class SimFundsWallets:
from_account: str,
to_account: str,
) -> dict[str, Any]:
"""SIM 划转：funding/trading/options_funding/options_trading × USDT|USDC。"""
"""仅资金账户 ↔ 交易账户。"""
amt = float(amount)
if amt <= 0:
return {"ok": False, "detail": "划转金额须大于 0"}
ccy_l = (ccy or "USDC").strip().lower()
fa = (from_account or "").strip().lower()
ta = (to_account or "").strip().lower()
allowed = {"funding", "trading"}
if fa not in allowed or ta not in allowed:
return {"ok": False, "detail": "账户仅支持 funding / trading"}
if fa == ta:
return {"ok": False, "detail": "来源与目标账户不能相同"}
src_key = _ACCT_MAP.get((fa, ccy_l))
dst_key = _ACCT_MAP.get((ta, ccy_l))
if not src_key or not dst_key:
return {
"ok": False,
"detail": "账户须为 funding/trading/options_funding/options_trading，币种 USDT|USDC",
}
return {"ok": False, "detail": "币种须为 USDT 或 USDC"}
snap = self.snapshot()
src_bal = float(snap[src_key])
if amt > src_bal + 1e-9:
return {"ok": False, "detail": f"{src_key} 余额不足（可用 {src_bal:.4f}）"}
return {"ok": False, "detail": f"余额不足（可用 {src_bal:.4f}）"}
snap[src_key] = src_bal - amt
snap[dst_key] = float(snap[dst_key]) + amt
self._set(**snap)
@@ -197,6 +208,6 @@ class SimFundsWallets:
"amount": amt,
"from": fa,
"to": ta,
"wallets": self.snapshot(),
"wallets": self.view(),
"total_usdt_equiv": total,
}
backend/app/strategy/open_capacity.py
+19 -32
View File
@@ -59,8 +59,8 @@ def _live_balances() -> dict[str, float | None]:
out: dict[str, float | None] = {
"funding_usdt": None,
"trading_usdt": None,
"options_funding_usdc": None,
"options_trading_usdc": None,
"funding_usdc": None,
"trading_usdc": None,
}
try:
from ..live.okx_funds import OkxFundsClient
@@ -80,24 +80,21 @@ def _live_balances() -> dict[str, float | None]:
def _sim_balances(db: Database) -> dict[str, float]:
w = SimFundsWallets(db).snapshot()
w = SimFundsWallets(db).view()
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
trading_usdt = float(w.get("trading_usdt") or 0)
trading_usdc = float(w.get("trading_usdc") or 0)
# 未划转到交易账户时回退账本可用（兼容旧 SIM）
if trading_usdt < 1e-9 and trading_usdc < 1e-9 and avail > 1e-9:
return {
"perp_usdt": avail,
"option_usdc": avail,
"ledger_available": avail,
}
return {
"perp_usdt": usdt,
"option_usdc": usdc,
"perp_usdt": trading_usdt,
"option_usdc": trading_usdc,
"ledger_available": avail,
}
@@ -130,21 +127,11 @@ def assess_open_capacity(db: Database | None = None) -> dict[str, Any]:
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)
# OKX：永续与期权都在交易账户
t_usdt = live.get("trading_usdt")
t_usdc = live.get("trading_usdc")
have_perp = float(t_usdt) if t_usdt is not None else None
have_opt = float(t_usdc) if t_usdc is not None else None
perp_ok: bool | None
if margin_need is None or have_perp is None: