dekun
103 lines
3.1 KiB
Python
103 lines
3.1 KiB
Python
"""开仓统一管道：定仓 → 兑 USDC → 资金门（fail-closed）。
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策略自动开仓与手动开一组共用，避免双路径打架。
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基线假设：运行中不在交易所人工开平仓、也不人工手动平仓。
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"""
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from __future__ import annotations
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import logging
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from dataclasses import dataclass
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from typing import Any
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from ..models.db import Database, get_db
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from .open_capacity import assess_open_capacity, funds_gate_blocks
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from .risk_sizing import apply_risk_sizing_to_ledger
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logger = logging.getLogger(__name__)
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@dataclass(slots=True)
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class OpenPrepResult:
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ok: bool
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detail: str = ""
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capacity: dict[str, Any] | None = None
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sizing_detail: str = ""
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convert_detail: str = ""
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def prepare_usdc_while_waiting(db: Database | None = None) -> dict[str, Any]:
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"""空仓等待选约：预览名义检测 USDC 并兑换，不落库改写 qty/exit。"""
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from .auto_usdc import prepare_okx_trading_usdc
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return prepare_okx_trading_usdc(db)
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def size_and_gate(
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*,
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index_px: float,
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option_ask: float,
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db: Database | None = None,
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) -> OpenPrepResult:
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"""
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选约成功后：写入以损定仓 → 交易账户兑 USDC → 资金门。
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资金门 fail-closed：异常 / can_open 非 True 一律拦截。
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"""
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database = db or get_db()
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try:
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rs = apply_risk_sizing_to_ledger(
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index_px=float(index_px),
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option_ask=float(option_ask),
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db=database,
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)
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if not rs.ok:
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return OpenPrepResult(ok=False, detail=rs.detail, sizing_detail=rs.detail)
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except Exception as e:
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logger.exception("risk sizing failed in open pipeline")
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return OpenPrepResult(ok=False, detail=f"以损定仓计算异常：{e}")
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convert_detail = ""
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try:
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from .auto_usdc import ensure_okx_trading_usdc
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# 选约后名义已更新；仍受冷却约束，禁止 force 砸单
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conv = ensure_okx_trading_usdc(
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database,
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cap=assess_open_capacity(
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database,
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option_ask=float(option_ask),
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),
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force=False,
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)
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convert_detail = str(conv.get("detail") or "")
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if conv.get("acted"):
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logger.info("open_pipeline auto_usdc: %s", convert_detail)
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except Exception:
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logger.exception("auto USDC in open pipeline failed")
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convert_detail = "自动兑 USDC 异常（已记日志）"
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try:
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cap = assess_open_capacity(database, option_ask=float(option_ask))
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except Exception as e:
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logger.exception("open capacity assess failed")
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return OpenPrepResult(
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ok=False,
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detail=f"资金可开判定失败，拒绝开仓：{e}",
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convert_detail=convert_detail,
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)
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blocked, why = funds_gate_blocks(cap)
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if blocked:
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return OpenPrepResult(
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ok=False,
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detail=why or "资金不足或状态未知，拒绝开仓",
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capacity=cap,
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convert_detail=convert_detail,
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)
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return OpenPrepResult(
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ok=True,
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detail="ready",
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capacity=cap,
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convert_detail=convert_detail,
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)
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