dekun
4994aaab16
Document and enforce: A full dual-leg close, B perp-only when deep OTM with residual archive that does not block next open, and expiry settlement when target is missed. Co-authored-by: Cursor <cursoragent@cursor.com>
55 lines
1.6 KiB
Python
55 lines
1.6 KiB
Python
from __future__ import annotations
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from typing import Annotated, Any
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from fastapi import APIRouter, Depends, HTTPException
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from ..models.db import get_db
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from ..sim.pnl import summarize_fills_pnl
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from .auth import require_user
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router = APIRouter(prefix="/api/trades", tags=["trades"])
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def _row(r: Any) -> dict:
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return dict(r)
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@router.get("/groups")
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async def list_groups(_user: Annotated[str, Depends(require_user)]) -> dict:
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db = get_db()
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rows = db.fetchall("SELECT * FROM groups ORDER BY open_at_ms DESC LIMIT 200")
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groups = []
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for r in rows:
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g = _row(r)
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if g.get("status") == "closed":
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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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summary = summarize_fills_pnl(fills)
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g["pnl_summary"] = summary
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if summary.get("net_pnl") is not None:
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g["net_pnl"] = summary["net_pnl"]
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groups.append(g)
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return {"groups": groups}
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@router.get("/groups/{group_id}")
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async def group_detail(
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group_id: str, _user: Annotated[str, Depends(require_user)]
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) -> dict:
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db = get_db()
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g = db.fetchone("SELECT * FROM groups WHERE group_id=?", (group_id,))
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if g is None:
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raise HTTPException(status_code=404, detail="group not found")
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fills = db.fetchall(
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"SELECT * FROM fills WHERE group_id=? ORDER BY id ASC", (group_id,)
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)
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summary = summarize_fills_pnl(fills)
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return {
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"group": _row(g),
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"fills": [_row(x) for x in fills],
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"pnl_summary": summary,
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}
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