dekun
246 lines
7.6 KiB
Python
246 lines
7.6 KiB
Python
"""OKX 开仓前：交易账户 USDC 不足时市价 USDT→USDC（目标=期权所需×2）。
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仅 OKX SIM/LIVE。资金账户不参与；期权已可开则跳过。
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空仓等待开仓时也会按盘口刷新以损定仓名义后再检测，不依赖已选中合格期权。
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"""
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from __future__ import annotations
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import logging
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import math
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import time
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from typing import Any
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from ..config import get_settings
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from ..models.db import Database, get_db
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from .open_capacity import assess_open_capacity, invalidate_live_balance_cache
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logger = logging.getLogger(__name__)
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# 目标持仓 = 期权开仓所需 USDC × 倍数
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_TARGET_MULTIPLE = 2.0
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# 过小不兑（避免粉尘单）
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_MIN_CONVERT_USDT = 1.0
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# 不足时重试间隔，避免每秒砸单
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_RETRY_COOLDOWN_SEC = 45.0
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_last_attempt_ts: float = 0.0
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def _is_okx(exchange: str | None = None) -> bool:
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from ..exchange.runtime import load_runtime_settings, normalize_exchange_name
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ex = exchange
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if not ex:
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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 = get_settings().exchange
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return normalize_exchange_name(ex) == "okx"
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def _round_down(n: float, nd: int = 2) -> float:
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if n <= 0:
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return 0.0
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f = 10**nd
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return math.floor(n * f + 1e-12) / f
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def refresh_risk_sizing_from_market(db: Database | None = None) -> dict[str, Any]:
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"""空仓时用当前指数/卖一刷新以损定仓名义，便于资金门与自动兑对齐展示。"""
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database = db or get_db()
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out: dict[str, Any] = {"ok": True, "detail": "skip"}
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try:
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from ..sim.ledger import Ledger
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from .open_capacity import _index_and_option_ask
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from .risk_sizing import apply_risk_sizing_to_ledger, is_risk_based
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if not is_risk_based(Ledger(database)):
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out["detail"] = "manual_sizing"
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return out
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idx, ask = _index_and_option_ask()
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if idx is None or ask is None or float(idx) <= 0 or float(ask) <= 0:
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out["ok"] = False
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out["detail"] = "暂无指数或期权卖一"
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return out
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r = apply_risk_sizing_to_ledger(
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index_px=float(idx), option_ask=float(ask), db=database
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)
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out["ok"] = bool(r.ok)
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out["detail"] = r.detail
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out["k"] = r.k
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out["option_qty_eth"] = r.option_qty_eth
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return out
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except Exception as e:
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logger.exception("refresh risk sizing for auto_usdc failed")
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return {"ok": False, "detail": str(e)}
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def prepare_okx_trading_usdc(db: Database | None = None) -> dict[str, Any]:
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"""选约前也可调用：先刷新名义，再按资金门自动兑 USDC。"""
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database = db or get_db()
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sized = refresh_risk_sizing_from_market(database)
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top = ensure_okx_trading_usdc(database)
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return {"sizing": sized, "convert": top}
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def ensure_okx_trading_usdc(
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db: Database | None = None,
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*,
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cap: dict[str, Any] | None = None,
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force: bool = False,
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) -> dict[str, Any]:
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"""
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开仓资金门前调用：
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- 非 OKX → 跳过
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- 期权可开（USDC≥需）→ 跳过
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- 否则在**交易账户**市价 USDT→USDC，尽量补到 需×2（并预留永续保证金）
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"""
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global _last_attempt_ts
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db = db or get_db()
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out: dict[str, Any] = {
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"ok": True,
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"acted": False,
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"skipped": True,
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"detail": "skip",
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}
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if not _is_okx():
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out["detail"] = "非 OKX，跳过自动兑 USDC"
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return out
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cap = cap or assess_open_capacity(db)
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need = cap.get("option_need_usdc")
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have = cap.get("option_have_usdc")
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if need is None or have is None:
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out["detail"] = "期权所需/持有未知，跳过兑换"
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out["capacity"] = cap
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return out
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need_f = float(need)
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have_f = float(have)
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if need_f <= 0:
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out["detail"] = "期权所需为 0，跳过"
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return out
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# 可开仓：不兑换（即使低于 2 倍目标）
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if have_f + 1e-9 >= need_f:
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out["detail"] = (
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f"交易账户 USDC 已够开仓（有 {have_f:.2f} ≥ 需 {need_f:.2f}），不兑换"
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)
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out["capacity"] = cap
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return out
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now = time.time()
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if (
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not force
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and _last_attempt_ts > 0
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and now - _last_attempt_ts < _RETRY_COOLDOWN_SEC
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):
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left = _RETRY_COOLDOWN_SEC - (now - _last_attempt_ts)
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out["detail"] = f"USDC 不足，自动兑换冷却中（{left:.0f}s）"
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out["capacity"] = cap
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out["need_usdc"] = round(need_f, 2)
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out["have_usdc"] = round(have_f, 2)
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return out
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target = need_f * _TARGET_MULTIPLE
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gap_usdc = target - have_f
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if gap_usdc <= 1e-6:
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out["detail"] = "无需补足"
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return out
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from ..live.okx_funds import usdc_usdt_mid_rate
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rate = float(usdc_usdt_mid_rate() or 1.0)
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if rate <= 0:
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rate = 1.0
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# usdt_to_usdc：amount = 花费的 USDT（与 OkxFundsClient / SIM 一致）
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want_usdt = gap_usdc * rate
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perp_need = float(cap.get("perp_need_usdt") or 0)
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trading_usdt = float(cap.get("perp_have_usdt") or 0)
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# 预留永续保证金，避免兑光导致永续不可开
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spendable = max(0.0, trading_usdt - max(0.0, perp_need))
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spend_usdt = _round_down(min(want_usdt, spendable), 2)
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out.update(
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{
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"need_usdc": round(need_f, 2),
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"have_usdc": round(have_f, 2),
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"target_usdc": round(target, 2),
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"want_usdt": round(want_usdt, 2),
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"spend_usdt": spend_usdt,
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"rate": rate,
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"spendable_usdt": round(spendable, 2),
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}
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)
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if spend_usdt < _MIN_CONVERT_USDT:
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out["ok"] = False
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out["skipped"] = True
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out["detail"] = (
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f"交易账户可兑 USDT 不足（可兑 {spendable:.2f}，"
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f"目标补约 {want_usdt:.2f}，门槛 {_MIN_CONVERT_USDT}）"
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)
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out["capacity"] = cap
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return out
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_last_attempt_ts = now
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s = get_settings()
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try:
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if s.is_sim:
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from ..sim.funds_wallets import SimFundsWallets
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r = SimFundsWallets(db).convert(
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direction="usdt_to_usdc",
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amount=spend_usdt,
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rate=rate,
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account="trading",
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)
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else:
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from ..live.okx_funds import OkxFundsClient
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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="usdt_to_usdc",
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amount=spend_usdt,
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)
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finally:
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client.close()
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invalidate_live_balance_cache()
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except Exception as e:
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logger.exception("auto USDC convert failed")
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out["ok"] = False
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out["skipped"] = False
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out["acted"] = False
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out["detail"] = f"自动兑换异常：{e}"
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return out
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if not r.get("ok"):
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out["ok"] = False
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out["skipped"] = False
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out["acted"] = False
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out["detail"] = f"自动兑换失败：{r.get('detail') or r}"
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out["raw"] = r
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logger.warning("auto_usdc failed: %s", out["detail"])
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return out
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invalidate_live_balance_cache()
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cap2 = assess_open_capacity(db)
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out.update(
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{
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"ok": True,
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"acted": True,
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"skipped": False,
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"detail": (
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f"交易账户市价兑 USDC：花 {spend_usdt:.2f} USDT"
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f"（目标持仓≈{target:.2f}=需{need_f:.2f}×{_TARGET_MULTIPLE:g}）"
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),
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"capacity_before": cap,
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"capacity_after": cap2,
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"raw": r,
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}
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)
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logger.info("auto_usdc: %s", out["detail"])
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return out
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