from __future__ import annotations from typing import Annotated, Any from fastapi import APIRouter, Depends, HTTPException from ..models.db import get_db from ..sim.pnl import summarize_fills_pnl from .auth import require_user router = APIRouter(prefix="/api/trades", tags=["trades"]) def _row(r: Any) -> dict: return dict(r) @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) fills = db.fetchall( "SELECT * FROM fills WHERE group_id=? ORDER BY id ASC", (g["group_id"],), ) summary = summarize_fills_pnl(fills) # LIVE:优先 groups.realized_pnl(已按交易所回写,含资金费) if str(g.get("exec_mode") or "").upper() == "LIVE" and g.get("realized_pnl") is not None: summary = dict(summary) summary["net_pnl"] = float(g["realized_pnl"]) if g.get("funding_usdt") is not None: summary["funding_usdt"] = float(g["funding_usdt"]) summary["pnl_source"] = "live_exchange" g["pnl_summary"] = summary if summary.get("net_pnl") is not None: g["net_pnl"] = summary["net_pnl"] elif g.get("realized_pnl") is not None: g["net_pnl"] = float(g["realized_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) gr = _row(g) if str(gr.get("exec_mode") or "").upper() == "LIVE" and gr.get("realized_pnl") is not None: summary = dict(summary) summary["net_pnl"] = float(gr["realized_pnl"]) if gr.get("funding_usdt") is not None: summary["funding_usdt"] = float(gr["funding_usdt"]) summary["pnl_source"] = "live_exchange" return { "group": gr, "fills": [_row(x) for x in fills], "pnl_summary": summary, }