from __future__ import annotations from typing import Annotated, Any from fastapi import APIRouter, Depends, HTTPException from ..models.db import get_db from .auth import require_user router = APIRouter(prefix="/api/trades", tags=["trades"]) def _row(r: Any) -> dict: return dict(r) def summarize_fills_pnl(fills: list[Any]) -> dict[str, float | None]: """ 从成交明细重算腿盈亏与净盈亏。 价差盈亏按 fill_px(成交价);手续费另扣。 净盈亏 = 期权盈亏 + 永续盈亏 − 全部手续费(开+平)。 """ rows = [dict(x) for x in fills] opt_open = next( (f for f in rows if f.get("leg") == "option" and f.get("action") == "open"), None, ) opt_close = next( (f for f in rows if f.get("leg") == "option" and f.get("action") == "close"), None, ) perp_open = next( (f for f in rows if f.get("leg") == "perp" and f.get("action") == "open"), None, ) perp_close = next( (f for f in rows if f.get("leg") == "perp" and f.get("action") == "close"), None, ) option_pnl: float | None = None if opt_open and opt_close: qty = float(opt_open.get("qty_eth") or opt_close.get("qty_eth") or 0) option_pnl = (float(opt_close["fill_px"]) - float(opt_open["fill_px"])) * qty perp_pnl: float | None = None if perp_open and perp_close: qty = float(perp_open.get("qty_eth") or perp_close.get("qty_eth") or 0) side = str(perp_open.get("side") or "") o = float(perp_open["fill_px"]) c = float(perp_close["fill_px"]) if side == "long": perp_pnl = (c - o) * qty else: perp_pnl = (o - c) * qty fees_total = sum(float(f.get("fee") or 0) for f in rows) gross = None net = None if option_pnl is not None and perp_pnl is not None: gross = option_pnl + perp_pnl net = gross - fees_total elif option_pnl is not None: gross = option_pnl net = option_pnl - fees_total elif perp_pnl is not None: gross = perp_pnl net = perp_pnl - fees_total return { "option_pnl": option_pnl, "perp_pnl": perp_pnl, "fees_total": fees_total, "gross_pnl": gross, "net_pnl": net, } @router.get("/groups") async def list_groups(_user: Annotated[str, Depends(require_user)]) -> dict: db = get_db() rows = db.fetchall("SELECT * FROM groups ORDER BY open_at_ms DESC LIMIT 200") groups = [] for r in rows: g = _row(r) if g.get("status") == "closed": fills = db.fetchall( "SELECT * FROM fills WHERE group_id=? ORDER BY id ASC", (g["group_id"],), ) summary = summarize_fills_pnl(fills) g["pnl_summary"] = summary if summary.get("net_pnl") is not None: g["net_pnl"] = summary["net_pnl"] groups.append(g) return {"groups": groups} @router.get("/groups/{group_id}") async def group_detail( group_id: str, _user: Annotated[str, Depends(require_user)] ) -> dict: db = get_db() g = db.fetchone("SELECT * FROM groups WHERE group_id=?", (group_id,)) if g is None: raise HTTPException(status_code=404, detail="group not found") fills = db.fetchall( "SELECT * FROM fills WHERE group_id=? ORDER BY id ASC", (group_id,) ) summary = summarize_fills_pnl(fills) return { "group": _row(g), "fills": [_row(x) for x in fills], "pnl_summary": summary, }