dekun
279 lines
9.4 KiB
Python
279 lines
9.4 KiB
Python
"""资金摘要 / 兑换 / 划转（SIM 本地钱包 + LIVE OKX）。"""
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from __future__ import annotations
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from datetime import datetime, timezone
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from typing import Annotated, Any, Literal
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from zoneinfo import ZoneInfo
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from fastapi import APIRouter, Depends, HTTPException
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from pydantic import BaseModel, Field
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from ..config import get_settings
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from ..live.okx_funds import OkxFundsClient, usdc_usdt_mid_rate
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from ..models.db import get_db
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from ..sim.funds_wallets import SimFundsWallets
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from ..sim.ledger import Ledger
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from ..strategy.engine import get_engine
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from .auth import require_user
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router = APIRouter(prefix="/api/funds", tags=["funds"])
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SH = ZoneInfo("Asia/Shanghai")
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def _pl_ratio(pnls: list[float]) -> float | None:
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wins = [x for x in pnls if x > 0]
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losses = [abs(x) for x in pnls if x < 0]
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if not wins or not losses:
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return None
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avg_w = sum(wins) / len(wins)
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avg_l = sum(losses) / len(losses)
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if avg_l <= 1e-12:
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return None
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return round(avg_w / avg_l, 2)
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def _fmt_acct(usdt: float | None, usdc: float | None) -> str:
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parts: list[str] = []
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if usdt is not None:
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parts.append(f"{usdt:.2f}U")
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if usdc is not None and abs(usdc) > 1e-8:
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parts.append(f"{usdc:.2f} USDC")
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return " + ".join(parts) if parts else "—"
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class ConvertBody(BaseModel):
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direction: Literal["usdt_to_usdc", "usdc_to_usdt"]
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amount: float = Field(gt=0)
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class TransferBody(BaseModel):
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ccy: Literal["USDT", "USDC", "usdt", "usdc"] = "USDC"
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amount: float = Field(gt=0)
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from_account: Literal["funding", "trading"] = "funding"
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to_account: Literal["funding", "trading"] = "trading"
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@router.get("/summary")
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async def funds_summary(_user: Annotated[str, Depends(require_user)]) -> dict[str, Any]:
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s = get_settings()
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db = get_db()
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eng = get_engine()
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st = eng.state()
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# 不在摘要里强调 SIM/LIVE 文案；仅给前端内部用
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mode = "LIVE" if not s.is_sim else "SIM"
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exchange = str(st.get("exchange") or s.exchange or "okx").upper()
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trading_day = datetime.now(SH).strftime("%Y-%m-%d")
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# 顶栏「总交易 / 胜率 / 盈亏比」：用展示口径净盈亏（含到期内在价值修复）
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closed = db.fetchall("SELECT * FROM groups WHERE status='closed'")
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pnls: list[float] = []
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try:
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from .trades import _enrich_group, persist_expiry_overlay_if_needed
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for r in closed:
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g = dict(r)
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fills = db.fetchall(
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"SELECT * FROM fills WHERE group_id=? ORDER BY id ASC",
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(g["group_id"],),
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)
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gr = _enrich_group(g, fills)
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try:
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persist_expiry_overlay_if_needed(db, gr, list(fills))
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except Exception:
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pass
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pnls.append(float(gr.get("net_pnl") or gr.get("realized_pnl") or 0))
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except Exception:
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pnls = [float(r["realized_pnl"] or 0) for r in closed]
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n = len(pnls)
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wins = sum(1 for x in pnls if x > 0)
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win_rate = (wins / n) if n else 0.0
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pos = st.get("position") or {}
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realtime = None
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pos_st = str(pos.get("status") or "")
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if pos_st in ("open", "half_open", "option_closed_perp_pending"):
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realtime = float(pos.get("net_pnl") or 0)
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if s.is_sim:
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wallets = SimFundsWallets(db)
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w = wallets.snapshot()
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# 若钱包全 0 但账本有权益，补种一次
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if wallets.total_usdt_equiv(w) < 1e-9:
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eq = float(Ledger(db).snapshot().get("equity") or 0)
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if eq > 0:
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w = wallets.reset_from_equity(eq)
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v = wallets.view()
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funding_usdt = float(v["funding_usdt"])
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trading_usdt = float(v["trading_usdt"])
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funding_usdc = float(v["funding_usdc"])
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trading_usdc = float(v["trading_usdc"])
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total = wallets.total_usdt_equiv()
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rate = usdc_usdt_mid_rate()
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else:
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rate = usdc_usdt_mid_rate()
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funding_usdt = trading_usdt = funding_usdc = trading_usdc = None
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total = None
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if exchange == "OKX":
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client = OkxFundsClient()
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try:
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bal = client.fetch_balances()
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funding_usdt = bal.get("funding_usdt")
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trading_usdt = bal.get("trading_usdt")
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funding_usdc = bal.get("funding_usdc")
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trading_usdc = bal.get("trading_usdc")
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r = float(rate) if rate and rate > 0 else 1.0
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total = round(
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(funding_usdt or 0.0)
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+ (trading_usdt or 0.0)
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+ ((funding_usdc or 0.0) + (trading_usdc or 0.0)) * r,
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2,
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)
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except Exception as e:
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return {
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"ok": False,
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"mode": mode,
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"exchange": exchange,
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"detail": str(e),
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}
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finally:
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client.close()
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elif exchange in ("BINANCE", "BN"):
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from ..live.binance_trade import BinanceTradeClient
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client = BinanceTradeClient()
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try:
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bal = client.fetch_balances()
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funding_usdt = bal.get("funding_usdt")
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trading_usdt = bal.get("trading_usdt")
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funding_usdc = bal.get("funding_usdc")
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trading_usdc = bal.get("trading_usdc")
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r = float(rate) if rate and rate > 0 else 1.0
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total = round(
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(funding_usdt or 0.0)
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+ (trading_usdt or 0.0)
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+ ((funding_usdc or 0.0) + (trading_usdc or 0.0)) * r,
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2,
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)
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except Exception as e:
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return {
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"ok": False,
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"mode": mode,
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"exchange": exchange,
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"detail": str(e),
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}
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finally:
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try:
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client.close()
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except Exception:
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pass
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else:
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# 其它交易所：不回退模拟账本（避免实盘显示假资金）
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return {
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"ok": False,
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"mode": mode,
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"exchange": exchange,
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"detail": f"{exchange} 实盘资金摘要暂未接入，请用交易所 App 查看",
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}
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return {
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"ok": True,
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"mode": mode,
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"exchange": exchange,
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"trading_day": trading_day,
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"total_trades": n,
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"win_rate": win_rate,
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"profit_loss_ratio": _pl_ratio(pnls),
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"total_funds": total,
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"funding_usdt": funding_usdt,
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"trading_usdt": trading_usdt,
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"funding_usdc": funding_usdc,
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"trading_usdc": trading_usdc,
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"funding_label": _fmt_acct(funding_usdt, funding_usdc),
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"trading_label": _fmt_acct(trading_usdt, trading_usdc),
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"realtime_pnl": realtime,
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"usdc_usdt_rate": rate,
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"perp_inst_id": str(
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db.get_setting("perp_inst_id") or s.perp_inst_id or "ETH-USDT-SWAP"
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),
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"updated_at_ms": int(datetime.now(timezone.utc).timestamp() * 1000),
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}
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@router.post("/convert")
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async def funds_convert(
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body: ConvertBody, _user: Annotated[str, Depends(require_user)]
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) -> dict[str, Any]:
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"""USDT↔USDC 市价兑换：一律在交易账户（对齐 OKX 现货 cash；SIM 同口径）。"""
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s = get_settings()
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rate = usdc_usdt_mid_rate()
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if s.is_sim:
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r = SimFundsWallets(get_db()).convert(
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direction=body.direction,
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amount=float(body.amount),
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rate=rate,
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account="trading",
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)
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if not r.get("ok"):
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raise HTTPException(status_code=400, detail=r.get("detail") or "兑换失败")
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return r
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if str(s.exchange).lower() != "okx":
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raise HTTPException(status_code=400, detail="当前仅 OKX 支持 USDC/USDT 兑换")
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client = OkxFundsClient()
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try:
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r = client.spot_swap_usdt_usdc(
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direction=body.direction, amount=float(body.amount)
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)
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finally:
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client.close()
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try:
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from ..strategy.open_capacity import invalidate_live_balance_cache
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invalidate_live_balance_cache()
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except Exception:
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pass
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if not r.get("ok"):
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raise HTTPException(status_code=400, detail=r.get("detail") or "兑换失败")
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return r
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@router.post("/transfer")
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async def funds_transfer(
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body: TransferBody, _user: Annotated[str, Depends(require_user)]
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) -> dict[str, Any]:
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s = get_settings()
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ccy = str(body.ccy).upper()
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if s.is_sim:
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r = SimFundsWallets(get_db()).transfer(
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ccy=ccy,
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amount=float(body.amount),
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from_account=body.from_account,
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to_account=body.to_account,
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)
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if not r.get("ok"):
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raise HTTPException(status_code=400, detail=r.get("detail") or "划转失败")
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return r
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if str(s.exchange).lower() != "okx":
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raise HTTPException(status_code=400, detail="当前仅 OKX 支持账户划转")
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client = OkxFundsClient()
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try:
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r = client.transfer(
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ccy=ccy,
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amount=float(body.amount),
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from_account=body.from_account,
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to_account=body.to_account,
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)
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finally:
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client.close()
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try:
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from ..strategy.open_capacity import invalidate_live_balance_cache
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invalidate_live_balance_cache()
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except Exception:
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pass
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if not r.get("ok"):
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raise HTTPException(status_code=400, detail=r.get("detail") or "划转失败")
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return r
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