dekun
0f552eb50e
Enable in settings (default off): after N consecutive loss days, double the effective risk_loss_pct up to a configurable max; blocked when base pct > 3%. Co-authored-by: Cursor <cursoragent@cursor.com>
126 lines
5.2 KiB
Python
126 lines
5.2 KiB
Python
from __future__ import annotations
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from functools import lru_cache
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from pydantic_settings import BaseSettings, SettingsConfigDict
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class Settings(BaseSettings):
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model_config = SettingsConfigDict(
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env_file=(".env", "../.env"),
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env_file_encoding="utf-8",
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extra="ignore",
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)
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mode: str = "SIM"
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tz: str = "Asia/Shanghai"
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env_name: str = "test" # test / prod
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exchange: str = "okx" # okx | binance（币安占位）
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api_host: str = "0.0.0.0"
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api_port: int = 5155
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# Web 登录（仅本机 .env，勿提交真密码）
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auth_username: str = "admin"
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auth_password: str = "admin123"
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auth_secret: str = "change-me-eth-hedge-sim-secret"
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auth_token_ttl_sec: int = 60 * 60 * 24 * 7
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auth_token_version: int = 1 # 改密时递增，作废旧 token
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disable_api_docs: bool = True # 生产默认关闭 /docs
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login_max_attempts: int = 8
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login_window_sec: int = 300
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okx_api_key: str = ""
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okx_api_secret: str = ""
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okx_api_passphrase: str = ""
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okx_rest_base: str = "https://www.okx.com"
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okx_ws_public: str = "wss://ws.okx.com:8443/ws/v5/public"
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okx_http_proxy: str = ""
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# 币安私有交易密钥（LIVE 真下单：fapi 永续 + eapi 期权）
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binance_api_key: str = ""
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binance_api_secret: str = ""
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# 币安公共行情（SIM 只读）
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binance_fapi_base: str = "https://fapi.binance.com"
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binance_eapi_base: str = "https://eapi.binance.com"
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binance_futures_ws: str = "wss://fstream.binance.com/stream"
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# 欧式期权公共流（2025-12 起）：/public/stream；旧 nbstream/eoptions 已 404
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binance_options_ws: str = "wss://fstream.binance.com/public/stream"
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binance_http_proxy: str = ""
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perp_inst_id: str = "ETH-USDT-SWAP"
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option_inst_family: str = "ETH-USD_UM"
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index_inst_id: str = "ETH-USD"
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option_ct_mult_default: float = 0.01
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fee_rate: float = 0.0005
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initial_equity: float = 10_000.0 # SIM 模拟初始资金（USDT），设置页可改
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max_rounds: int = 3 # 已不再强管控，仅兼容旧字段
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open_hhmm: str = "16:00" # 已废弃开仓窗
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stop_open_hhmm: str = "08:00" # 已废弃开仓窗
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exit_move_points: float = 30.0 # 旧字段，已废弃
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exit_move_pct: float = 2.0 # 旧字段，已废弃（改用净盈利出场）
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exit_mode: str = "fixed_usdt" # fixed_usdt | premium_multiple
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net_profit_target: float = 15.0 # fixed_usdt：净盈利 ≥ 该值（USDT）
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premium_exit_multiple: float = 1.0 # premium_multiple：净盈利 ≥ 权利金×倍数
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rest_seconds: int = 300
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live_order_interval_sec: float = 1.0 # LIVE 私有下单/查单最小间隔（秒）
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skip_weekends: bool = True # 上海时区周六日禁止新开仓（已有仓仍可平）
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# 每个到期只开一次（跨日）：历史上已开过某 expiry_ymd 后不可再开同到期，只能盯下一档
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one_expiry_per_day: bool = True
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leverage: float = 3.0 # 永续杠杆
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# 永续保证金模式：cross=全仓（默认）| isolated=逐仓；期权仍固定 cash（OKX 逐仓/现金）
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perp_margin_mode: str = "cross"
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min_option_hours: float = 12.0 # 期权最小剩余小时
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min_option_leverage: float = 100.0 # 现价/卖一权利金 下限
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# 以损定仓权利金口径：actual=盘口卖一；selection=指数/选约杠杆（控节奏，默认）
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risk_leverage_basis: str = "selection"
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# 倍投：默认关；仅以损定仓+亏损幅度%且基础幅度≤3% 可开
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martingale_enabled: bool = False
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martingale_start_after_loss_days: int = 2 # 连续亏损 N 天后开始翻倍
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martingale_max_doubles: int = 3 # 最多翻倍次数（如 2→4→8→16 为 3 次）
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atm_open_offset_enabled: bool = False # 开仓 ATM 偏差限制开关（默认关）
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max_atm_open_offset: float = 3.0 # 开启后：|ATM行权价−标的| 上限（点）
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# 固定方向：关=现有 ATM/比价规则；开=指定永续多/空，期权 Put/Call 且须实值或平值
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fixed_direction_enabled: bool = False
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fixed_perp_side: str = "long" # long|short；long→买Put，short→买Call
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close_bid_mark_max_pct: float = 30.0 # 平仓：买一相对标记最大偏差%
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# 残留期权中途平：当前买一权利金 ≥ 初始权利金 × 该% 才尝试卖出
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residual_min_premium_pct: float = 20.0
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residual_close_check_sec: int = 300 # 残留巡检间隔（秒）
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perp_qty_eth: float = 1.0
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option_qty_eth: float = 2.0
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db_path: str = "" # empty -> backend/data/hedge.db
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# 企业微信群机器人
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wecom_enabled: bool = False
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wecom_webhook_url: str = ""
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wecom_machine_name: str = ""
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@property
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def is_sim(self) -> bool:
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return self.mode.strip().upper() != "LIVE"
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# 切换交易所时的合约默认
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EXCHANGE_MARKET_DEFAULTS: dict[str, dict[str, str | float]] = {
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"okx": {
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"perp_inst_id": "ETH-USDT-SWAP",
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"option_inst_family": "ETH-USD_UM",
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"index_inst_id": "ETH-USD",
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"option_ct_mult_default": 0.01,
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},
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"binance": {
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"perp_inst_id": "ETHUSDT",
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"option_inst_family": "ETHUSDT",
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"index_inst_id": "ETHUSDT",
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"option_ct_mult_default": 1.0,
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},
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}
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@lru_cache
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def get_settings() -> Settings:
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return Settings()
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