dekun
94 lines
3.0 KiB
Python
94 lines
3.0 KiB
Python
from __future__ import annotations
|
|
|
|
from typing import Annotated
|
|
|
|
from fastapi import APIRouter, Depends, HTTPException
|
|
from pydantic import BaseModel, Field
|
|
|
|
from ..market import get_gateway
|
|
from ..models.db import get_db
|
|
from ..sim.matcher import Matcher
|
|
from ..strategy.clock import window_key
|
|
from ..strategy.group import next_group_id
|
|
from ..strategy.signal import decide
|
|
from .auth import require_user
|
|
|
|
router = APIRouter(prefix="/api/sim", tags=["sim"])
|
|
|
|
|
|
class ManualOpenBody(BaseModel):
|
|
"""可选强制方向；默认按卖一比价自动选。"""
|
|
force_option_side: str | None = Field(default=None, description="call|put")
|
|
|
|
|
|
@router.get("/ledger")
|
|
async def sim_ledger(_user: Annotated[str, Depends(require_user)]) -> dict:
|
|
return Ledger().snapshot()
|
|
|
|
|
|
@router.get("/position")
|
|
async def sim_position(_user: Annotated[str, Depends(require_user)]) -> dict:
|
|
m = Matcher()
|
|
return {"position": m.current_position(), "unrealized": m.unrealized()}
|
|
|
|
|
|
@router.post("/open-group")
|
|
async def sim_open_group(
|
|
_user: Annotated[str, Depends(require_user)],
|
|
body: ManualOpenBody | None = None,
|
|
) -> dict:
|
|
gw = get_gateway()
|
|
snap = gw.snapshot()
|
|
if not snap.pair or not snap.call or not snap.put:
|
|
raise HTTPException(status_code=503, detail="行情未就绪")
|
|
force = (body.force_option_side if body else None) or None
|
|
if force in ("call", "put"):
|
|
option_side = force
|
|
perp_side = "short" if force == "call" else "long"
|
|
bias = "manual_" + force
|
|
else:
|
|
sig = decide(snap.call.ask, snap.put.ask)
|
|
if sig is None:
|
|
raise HTTPException(status_code=409, detail="Call/Put 卖一相等，跳过")
|
|
option_side = sig.option_side
|
|
perp_side = sig.perp_side
|
|
bias = sig.bias
|
|
|
|
option_inst = (
|
|
snap.pair.call_inst_id if option_side == "call" else snap.pair.put_inst_id
|
|
)
|
|
entry_idx = snap.index_px or (snap.perp.mark_px if snap.perp else None)
|
|
if entry_idx is None:
|
|
raise HTTPException(status_code=503, detail="无指数/标记价")
|
|
|
|
wkey = window_key()
|
|
db = get_db()
|
|
count = len(db.fetchall("SELECT group_id FROM groups WHERE group_id LIKE ?", (f"G-{wkey}-%",)))
|
|
gid = next_group_id(count)
|
|
r = Matcher().open_group(
|
|
group_id=gid,
|
|
bias=bias,
|
|
option_side=option_side,
|
|
perp_side=perp_side,
|
|
option_inst_id=option_inst,
|
|
entry_index_px=float(entry_idx),
|
|
strike=snap.pair.strike,
|
|
expiry_ymd=snap.pair.expiry_ymd,
|
|
)
|
|
if not r.ok:
|
|
raise HTTPException(status_code=400, detail=r.detail)
|
|
return {"ok": True, **(r.data or {}), "detail": r.detail}
|
|
|
|
|
|
@router.post("/close-group")
|
|
async def sim_close_group(_user: Annotated[str, Depends(require_user)]) -> dict:
|
|
r = Matcher().close_group(reason="manual")
|
|
if not r.ok and not r.liquidity_wait:
|
|
raise HTTPException(status_code=400, detail=r.detail)
|
|
return {
|
|
"ok": r.ok,
|
|
"liquidity_wait": r.liquidity_wait,
|
|
"detail": r.detail,
|
|
"data": r.data,
|
|
}
|