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