dekun/eth_hedge_sim
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Add SIM/LIVE switch with API keys saved to .env and OKX live executor.

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Enable settings UI for mode/keys, gate strategy start when LIVE is not ready, and stop PM2 from forcing MODE=SIM.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-26 21:08:39 +08:00
parent c2113b1a57
commit e666230d0b
19 changed files with 1367 additions and 33 deletions
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backend/app/sim/matcher.py
+10 -6
View File
@@ -231,8 +231,9 @@ class Matcher:
self.db._conn.execute(
"""INSERT INTO groups(
group_id, status, bias, option_side, perp_side, option_inst_id, perp_inst_id,
strike, expiry_ymd, entry_index_px, initial_premium, open_at_ms, fees, slip_cost
) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?)""",
strike, expiry_ymd, entry_index_px, initial_premium, open_at_ms, fees, slip_cost,
exec_mode
) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)""",
(
group_id,
"open",
@@ -248,13 +249,14 @@ class Matcher:
now,
pf.fee + of.fee,
pf.slip + of.slip,
"SIM",
),
)
# 成交顺序：期权先、永续后（时间戳差 1ms 便于审计）
self.db._conn.execute(
"""INSERT INTO fills(group_id, leg, action, side, inst_id, qty_eth, qty_contracts,
base_px, fill_px, fee, slip, notional, ts_ms)
VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?)""",
base_px, fill_px, fee, slip, notional, ts_ms, exec_mode)
VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?)""",
(
group_id,
"option",
@@ -269,12 +271,13 @@ class Matcher:
of.slip,
of.notional,
now,
"SIM",
),
)
self.db._conn.execute(
"""INSERT INTO fills(group_id, leg, action, side, inst_id, qty_eth, qty_contracts,
base_px, fill_px, fee, slip, notional, ts_ms)
VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?)""",
base_px, fill_px, fee, slip, notional, ts_ms, exec_mode)
VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?)""",
(
group_id,
"perp",
@@ -289,6 +292,7 @@ class Matcher:
pf.slip,
pf.notional,
now + 1,
"SIM",
),
)
self.db._conn.execute(