dekun
190 lines
6.6 KiB
Python
190 lines
6.6 KiB
Python
from __future__ import annotations
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from typing import Annotated
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from fastapi import APIRouter, Depends, HTTPException
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from pydantic import BaseModel, Field
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from ..config import get_settings
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from ..exchange.runtime import (
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load_runtime_settings,
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normalize_exchange_name,
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persist_exchange_choice,
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reload_market_session,
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)
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from ..models.db import get_db
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from ..sim.ledger import Ledger
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from ..sim.matcher import Matcher
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from .auth import require_user
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router = APIRouter(prefix="/api/settings", tags=["settings"])
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KEYS = (
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"fee_rate",
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"exit_move_pct",
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"exit_mode",
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"net_profit_target",
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"premium_exit_multiple",
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"rest_seconds",
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"skip_weekends",
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"initial_equity",
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"leverage",
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"min_option_hours",
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"min_option_leverage",
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"max_atm_open_offset",
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"close_bid_mark_max_pct",
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"perp_qty_eth",
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"option_qty_eth",
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)
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class StrategySettingsBody(BaseModel):
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fee_rate: float | None = Field(default=None, ge=0, le=0.05)
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exit_move_pct: float | None = Field(default=None, ge=0.1, le=50)
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exit_mode: str | None = Field(default=None, pattern="^(fixed_usdt|premium_multiple)$")
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net_profit_target: float | None = Field(default=None, ge=0.1, le=1_000_000)
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premium_exit_multiple: float | None = Field(default=None, ge=0.1, le=100)
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rest_seconds: int | None = Field(default=None, ge=0, le=3600)
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skip_weekends: bool | None = None
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initial_equity: float | None = Field(default=None, ge=1000, le=10_000_000)
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leverage: float | None = Field(default=None, ge=1, le=125)
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min_option_hours: float | None = Field(default=None, ge=1, le=720)
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min_option_leverage: float | None = Field(default=None, ge=1, le=10000)
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max_atm_open_offset: float | None = Field(default=None, ge=0, le=100)
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close_bid_mark_max_pct: float | None = Field(default=None, ge=1, le=100)
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perp_qty_eth: float | None = Field(default=None, ge=0.01, le=100)
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option_qty_eth: float | None = Field(default=None, ge=0.01, le=100)
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exchange: str | None = Field(default=None, pattern="^(okx|binance|bn)$")
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def _as_bool(raw: str | None, default: bool) -> 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 _read_settings() -> dict:
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db = get_db()
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s = get_settings()
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rt = load_runtime_settings()
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mode = str(db.get_setting("exit_mode", s.exit_mode) or s.exit_mode)
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if mode not in ("fixed_usdt", "premium_multiple"):
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mode = "fixed_usdt"
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return {
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"fee_rate": float(db.get_setting("fee_rate", str(s.fee_rate)) or s.fee_rate),
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"exit_move_pct": float(
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db.get_setting("exit_move_pct", str(s.exit_move_pct)) or s.exit_move_pct
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),
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"exit_mode": mode,
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"net_profit_target": float(
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db.get_setting("net_profit_target", str(s.net_profit_target))
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or s.net_profit_target
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),
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"premium_exit_multiple": float(
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db.get_setting("premium_exit_multiple", str(s.premium_exit_multiple))
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or s.premium_exit_multiple
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),
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"rest_seconds": int(
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float(db.get_setting("rest_seconds", str(s.rest_seconds)) or s.rest_seconds)
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),
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"skip_weekends": _as_bool(
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db.get_setting("skip_weekends", str(s.skip_weekends)), s.skip_weekends
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),
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"initial_equity": float(
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db.get_setting("initial_equity", str(s.initial_equity)) or s.initial_equity
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),
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"leverage": float(db.get_setting("leverage", str(s.leverage)) or s.leverage),
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"min_option_hours": float(
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db.get_setting("min_option_hours", str(s.min_option_hours))
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or s.min_option_hours
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),
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"min_option_leverage": float(
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db.get_setting("min_option_leverage", str(s.min_option_leverage))
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or s.min_option_leverage
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),
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"max_atm_open_offset": float(
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db.get_setting("max_atm_open_offset", str(s.max_atm_open_offset))
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or s.max_atm_open_offset
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),
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"close_bid_mark_max_pct": float(
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db.get_setting("close_bid_mark_max_pct", str(s.close_bid_mark_max_pct))
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or s.close_bid_mark_max_pct
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),
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"perp_qty_eth": float(
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db.get_setting("perp_qty_eth", str(s.perp_qty_eth)) or s.perp_qty_eth
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),
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"option_qty_eth": float(
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db.get_setting("option_qty_eth", str(s.option_qty_eth)) or s.option_qty_eth
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),
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"exchange": rt.exchange,
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"perp_inst_id": rt.perp_inst_id,
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"option_inst_family": rt.option_inst_family,
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"index_inst_id": rt.index_inst_id,
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"ledger": Ledger(db).snapshot(),
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}
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@router.get("/strategy")
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async def get_strategy_settings(_user: Annotated[str, Depends(require_user)]) -> dict:
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return _read_settings()
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@router.put("/strategy")
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async def put_strategy_settings(
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body: StrategySettingsBody,
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_user: Annotated[str, Depends(require_user)],
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) -> dict:
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db = get_db()
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s = get_settings()
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data = body.model_dump(exclude_none=True)
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equity_to_apply: float | None = None
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switch_to: str | None = None
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if "exchange" in data:
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new_ex = normalize_exchange_name(str(data.pop("exchange")))
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old_ex = normalize_exchange_name(
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db.get_setting("exchange", s.exchange) or s.exchange
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)
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if new_ex != old_ex:
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if Matcher(db).has_open_position():
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raise HTTPException(
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status_code=409,
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detail="有未平仓，无法切换交易所；请先平仓后再改",
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)
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switch_to = new_ex
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if "initial_equity" in data:
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new_eq = float(data["initial_equity"])
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old_eq = float(
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db.get_setting("initial_equity", str(s.initial_equity)) or s.initial_equity
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)
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if abs(new_eq - old_eq) > 1e-9:
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if Matcher(db).has_open_position():
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raise HTTPException(
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status_code=409,
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detail="有未平仓，无法重置模拟资金；请先平仓后再改",
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)
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equity_to_apply = new_eq
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for k, v in data.items():
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if k in KEYS:
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db.set_setting(k, str(v))
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if equity_to_apply is not None:
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Ledger(db).reset_equity(
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equity_to_apply,
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note=f"设置模拟资金={equity_to_apply:.2f}",
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)
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if switch_to is not None:
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rt = persist_exchange_choice(switch_to)
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try:
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await reload_market_session(rt)
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except Exception as e:
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raise HTTPException(
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status_code=502,
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detail=f"交易所已切换为 {switch_to}，但行情重连失败: {e}",
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) from e
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return _read_settings()
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