dekun
4585dba3c3
Settings toggle, Plan panel, Fleet monitor, exit locks and armed TOCTOU gates; docs and dual audits. Co-authored-by: Cursor <cursoragent@cursor.com>
387 lines
12 KiB
Python
387 lines
12 KiB
Python
"""企业微信群机器人通知（独立模块）。"""
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from __future__ import annotations
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import asyncio
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import logging
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import time
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from typing import Any
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import httpx
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from ..config import get_settings
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from ..exchange.runtime import load_runtime_settings
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from ..models.db import get_db
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logger = logging.getLogger(__name__)
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# 消息标识（Markdown 内展示，便于检索）
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TAG_OPEN = "OPEN"
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TAG_CLOSE = "CLOSE"
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TAG_START = "START"
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TAG_PAUSE = "PAUSE"
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TAG_FAULT = "FAULT"
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TAG_TEST = "TEST"
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_last_fault_key: str | None = None
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_last_fault_ms: float = 0.0
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_FAULT_DEDUP_SEC = 300.0
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CLOSE_REASON_ZH: dict[str, str] = {
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"expiry": "到期结算全平",
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"target_perp_only": "净盈利达标·只平永续（期权归档到期）",
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"semi_target_points": "半自动·标的到点且组合净利>0",
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"semi_perp_exit": "半自动·净利基数达标",
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"fixed_usdt": "固定净盈利达标·双腿全平",
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"premium_multiple": "权利金倍数达标·双腿全平",
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"emergency": "紧急全平",
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"emergency_perp": "紧急·只平永续",
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"manual": "手动全平",
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"perp_pending_retry": "续平永续",
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"liquidity_retry": "等待流动性后全平",
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"residual_premium_close": "残留期权·权利金回收中途平",
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"unknown": "未知原因",
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}
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BIAS_ZH: dict[str, str] = {
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"call_ask_gt_put": "买Call + 永续空",
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"put_ask_gt_call": "买Put + 永续多",
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"strike_below_spot": "买Call + 永续空",
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"strike_above_spot": "买Put + 永续多",
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"fixed_long_put": "固定方向·买Put + 永续多",
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"fixed_short_call": "固定方向·买Call + 永续空",
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"manual_call": "手动·买Call + 永续空",
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"manual_put": "手动·买Put + 永续多",
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}
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def _as_bool(raw: str | None, default: bool = False) -> bool:
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if raw is None or raw == "":
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return default
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return str(raw).strip().lower() in ("1", "true", "yes", "on")
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def wecom_enabled() -> bool:
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s = get_settings()
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if getattr(s, "wecom_enabled", False):
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return True
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try:
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return _as_bool(get_db().get_setting("wecom_enabled", "0"), False)
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except Exception:
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return False
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def wecom_webhook_url() -> str:
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s = get_settings()
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url = (getattr(s, "wecom_webhook_url", None) or "").strip()
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if url:
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return url
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try:
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return (get_db().get_setting("wecom_webhook_url", "") or "").strip()
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except Exception:
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return ""
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def wecom_machine_name() -> str:
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"""多机推送区分用的机器名（设置页 / WECOM_MACHINE_NAME）。"""
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s = get_settings()
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name = (getattr(s, "wecom_machine_name", None) or "").strip()
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if name:
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return name[:64]
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try:
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return (get_db().get_setting("wecom_machine_name", "") or "").strip()[:64]
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except Exception:
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return ""
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def venue_label() -> str | None:
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"""实盘时返回「实盘·交易所」；SIM 不展示盘口标签。"""
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s = get_settings()
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if s.is_sim:
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return None
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try:
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ex = load_runtime_settings().exchange
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except Exception:
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ex = s.exchange or "okx"
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ex_u = str(ex).strip().lower()
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if ex_u in ("binance", "bn"):
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return "实盘·币安"
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if ex_u in ("gate", "gateio"):
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return "实盘·Gate"
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return "实盘·OKX"
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def close_reason_zh(reason: str | None) -> str:
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r = str(reason or "").strip()
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if not r:
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return "未知原因"
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return CLOSE_REASON_ZH.get(r, r)
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def direction_zh(extra: dict[str, Any]) -> str:
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bias = str(extra.get("bias") or "").strip()
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if bias in BIAS_ZH:
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return BIAS_ZH[bias]
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opt = str(extra.get("option_side") or "").strip().lower()
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perp = str(extra.get("perp_side") or "").strip().lower()
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if opt == "put" and perp == "long":
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return "买Put + 永续多"
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if opt == "call" and perp == "short":
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return "买Call + 永续空"
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if opt == "put":
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return "买Put"
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if opt == "call":
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return "买Call"
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if bias:
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return bias
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return "—"
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def _fmt_num(x: Any, digits: int = 2) -> str:
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try:
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if x is None or x == "":
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return "—"
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return f"{float(x):.{digits}f}"
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except (TypeError, ValueError):
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return "—"
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def _fmt_money(x: Any, *, signed: bool = False) -> str:
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try:
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if x is None or x == "":
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return "—"
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v = float(x)
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if signed:
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return f"{v:+.2f}U"
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return f"{v:.2f}U"
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except (TypeError, ValueError):
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return "—"
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def _pick_float(data: dict[str, Any], *keys: str) -> float | None:
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for k in keys:
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if k not in data or data[k] is None or data[k] == "":
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continue
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try:
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return float(data[k])
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except (TypeError, ValueError):
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continue
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return None
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def build_markdown(*, tag: str, title: str, lines: list[str] | None = None) -> str:
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body = "\n".join(f"> {ln}" if not ln.startswith(">") else ln for ln in (lines or []))
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machine = wecom_machine_name()
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venue = venue_label()
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prefix_parts: list[str] = []
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if machine:
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prefix_parts.append(f"【{machine}】")
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if venue:
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prefix_parts.append(f"【{venue}】")
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head = f"## {''.join(prefix_parts)}{title}"
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parts = [
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head,
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f"> **标识**: `{tag}`",
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f"> **时间**: {time.strftime('%Y-%m-%d %H:%M:%S')}",
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]
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if machine:
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parts.append(f"> **机器**: {machine}")
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if body:
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parts.append("")
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parts.append(body)
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return "\n".join(parts)
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def _post_markdown_sync(content: str) -> tuple[bool, str]:
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if not wecom_enabled():
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return False, "未开启企业微信通知"
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url = wecom_webhook_url()
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if not url:
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return False, "未配置 Webhook"
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# 企业微信 markdown 上限约 4096 字节
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raw = content.encode("utf-8")
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if len(raw) > 4000:
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content = raw[:3900].decode("utf-8", errors="ignore") + "\n…"
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payload = {"msgtype": "markdown", "markdown": {"content": content}}
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try:
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with httpx.Client(timeout=8.0) as client:
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r = client.post(url, json=payload)
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data = r.json() if r.content else {}
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if r.status_code != 200 or int(data.get("errcode") or 0) != 0:
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return False, str(data.get("errmsg") or r.text or r.status_code)
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return True, "ok"
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except Exception as e:
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return False, str(e)
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async def send_markdown(content: str) -> tuple[bool, str]:
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return await asyncio.to_thread(_post_markdown_sync, content)
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def notify_async(content: str) -> None:
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"""火忘：不阻塞策略循环。"""
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try:
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loop = asyncio.get_running_loop()
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except RuntimeError:
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ok, msg = _post_markdown_sync(content)
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if not ok:
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logger.warning("wecom sync send failed: %s", msg)
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return
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async def _run() -> None:
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ok, msg = await send_markdown(content)
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if not ok:
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logger.warning("wecom send failed: %s", msg)
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loop.create_task(_run())
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def notify_start() -> None:
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notify_async(
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build_markdown(
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tag=TAG_START,
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title="策略启动",
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lines=["策略已启动，可新开仓并盯目标平仓。"],
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)
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)
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def notify_pause() -> None:
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notify_async(
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build_markdown(
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tag=TAG_PAUSE,
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title="策略暂停",
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lines=[
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"策略已暂停：**不再新开仓**。",
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"仍会盯盘：**目标平仓 + 到期平仓**。",
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],
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)
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)
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def notify_open(*, group_id: str, detail: str = "", extra: dict[str, Any] | None = None) -> None:
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extra = dict(extra or {})
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perp = extra.get("perp") if isinstance(extra.get("perp"), dict) else {}
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option = extra.get("option") if isinstance(extra.get("option"), dict) else {}
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perp_qty = _pick_float(extra, "perp_qty_eth") or _pick_float(perp, "qty_eth")
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opt_qty = _pick_float(extra, "option_qty_eth") or _pick_float(option, "qty_eth")
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premium = _pick_float(extra, "initial_premium", "premium")
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margin = _pick_float(extra, "perp_margin", "margin")
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leverage = _pick_float(extra, "leverage")
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perp_px = _pick_float(extra, "perp_entry_px") or _pick_float(perp, "fill_px")
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opt_px = _pick_float(extra, "option_entry_px") or _pick_float(option, "fill_px")
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# 缺保证金时用成交价×数量÷杠杆估算
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if margin is None and perp_px is not None and perp_qty is not None:
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try:
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from ..sim.ledger import Ledger
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s = get_settings()
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lev = float(leverage) if leverage and leverage > 0 else float(
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Ledger().get_setting_float("leverage", s.leverage) or s.leverage or 1
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)
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if lev > 0:
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margin = abs(perp_px * perp_qty) / lev
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leverage = lev
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except Exception:
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pass
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lines = [
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f"**组号**: `{group_id}`",
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f"**方向**: {direction_zh(extra)}",
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f"**期权合约**: `{extra.get('option_inst_id') or '—'}`",
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f"**行权价 / 到期**: {_fmt_num(extra.get('strike'), 0)} / {extra.get('expiry_ymd') or '—'}",
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f"**开仓数量**: 永续 {_fmt_num(perp_qty, 4)} ETH · 期权 {_fmt_num(opt_qty, 4)} ETH",
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f"**成交均价**: 永续 {_fmt_num(perp_px, 4)} · 期权 {_fmt_num(opt_px, 4)}",
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f"**权利金占用**: {_fmt_money(premium)}",
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f"**保证金占用**: {_fmt_money(margin)}"
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+ (f"（杠杆 {_fmt_num(leverage, 0)}x）" if leverage else ""),
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]
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# 说明仅在非模板英文码时展示
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d = str(detail or "").strip()
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if d and d not in ("opened", "opened_live", "ok"):
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lines.append(f"**说明**: {d}")
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notify_async(build_markdown(tag=TAG_OPEN, title="开仓成功", lines=lines))
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def notify_close(
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*,
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reason: str,
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detail: str = "",
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group_id: str | None = None,
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data: dict[str, Any] | None = None,
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) -> None:
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data = dict(data or {})
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reason_zh = close_reason_zh(reason)
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gid = group_id or data.get("group_id") or "—"
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perp_pnl = _pick_float(data, "perp_pnl")
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opt_pnl = _pick_float(data, "option_pnl", "opt_pnl")
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net = _pick_float(data, "net", "net_pnl", "interim_net", "realized_pnl")
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# 只平永续时 interim_net 可能是净利口径
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if data.get("option_abandoned") and opt_pnl is None:
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opt_note = "期权已归档，待到期结算（本组未计入期权最终盈亏）"
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else:
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opt_note = None
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lines = [
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f"**组号**: `{gid}`",
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f"**平仓方式**: {reason_zh}",
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f"**永续盈亏**: {_fmt_money(perp_pnl, signed=True)}",
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f"**期权盈亏**: {_fmt_money(opt_pnl, signed=True)}",
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f"**净利润**: {_fmt_money(net, signed=True)}",
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]
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if opt_note:
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lines.append(f"**备注**: {opt_note}")
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fees = _pick_float(data, "fees", "fees_total")
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if fees is None:
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fo = _pick_float(data, "fees_open")
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fc = _pick_float(data, "fees_close")
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if fo is not None or fc is not None:
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fees = (fo or 0.0) + (fc or 0.0)
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if fees is not None:
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lines.append(f"**手续费合计**: {_fmt_money(fees)}")
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d = str(detail or "").strip()
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if d and d not in (
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"closed",
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"perp_closed_option_residual",
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"ok",
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"manual",
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):
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lines.append(f"**说明**: {d}")
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notify_async(build_markdown(tag=TAG_CLOSE, title=f"平仓 · {reason_zh}", lines=lines))
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def notify_fault(*, title: str, detail: str, dedupe_key: str | None = None) -> None:
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global _last_fault_key, _last_fault_ms
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key = dedupe_key or f"{title}:{detail[:120]}"
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now = time.time()
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if key == _last_fault_key and now - _last_fault_ms < _FAULT_DEDUP_SEC:
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return
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_last_fault_key = key
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_last_fault_ms = now
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notify_async(
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build_markdown(
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tag=TAG_FAULT,
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title=f"故障 · {title}",
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lines=[f"**详情**: {detail[:500]}"],
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)
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)
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def notify_test() -> tuple[bool, str]:
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venue = venue_label()
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machine = wecom_machine_name()
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lines = ["企业微信通知已连通。"]
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if machine:
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lines.append(f"机器名称: **{machine}**")
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if venue:
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lines.append(f"当前盘口标签: **{venue}**")
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content = build_markdown(
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tag=TAG_TEST,
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title="测试推送",
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lines=lines,
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)
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return _post_markdown_sync(content)
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