dekun
116 lines
3.5 KiB
Python
116 lines
3.5 KiB
Python
from __future__ import annotations
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from typing import Annotated, Any
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from fastapi import APIRouter, Depends, HTTPException
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from ..models.db import get_db
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from .auth import require_user
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router = APIRouter(prefix="/api/trades", tags=["trades"])
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def _row(r: Any) -> dict:
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return dict(r)
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def summarize_fills_pnl(fills: list[Any]) -> dict[str, float | None]:
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"""
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从成交明细重算腿盈亏与净盈亏。
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价差盈亏按 fill_px（成交价）；手续费另扣。
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净盈亏 = 期权盈亏 + 永续盈亏 − 全部手续费（开+平）。
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"""
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rows = [dict(x) for x in fills]
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opt_open = next(
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(f for f in rows if f.get("leg") == "option" and f.get("action") == "open"),
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None,
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)
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opt_close = next(
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(f for f in rows if f.get("leg") == "option" and f.get("action") == "close"),
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None,
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)
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perp_open = next(
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(f for f in rows if f.get("leg") == "perp" and f.get("action") == "open"),
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None,
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)
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perp_close = next(
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(f for f in rows if f.get("leg") == "perp" and f.get("action") == "close"),
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None,
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)
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option_pnl: float | None = None
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if opt_open and opt_close:
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qty = float(opt_open.get("qty_eth") or opt_close.get("qty_eth") or 0)
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option_pnl = (float(opt_close["fill_px"]) - float(opt_open["fill_px"])) * qty
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perp_pnl: float | None = None
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if perp_open and perp_close:
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qty = float(perp_open.get("qty_eth") or perp_close.get("qty_eth") or 0)
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side = str(perp_open.get("side") or "")
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o = float(perp_open["fill_px"])
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c = float(perp_close["fill_px"])
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if side == "long":
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perp_pnl = (c - o) * qty
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else:
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perp_pnl = (o - c) * qty
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fees_total = sum(float(f.get("fee") or 0) for f in rows)
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gross = None
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net = None
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if option_pnl is not None and perp_pnl is not None:
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gross = option_pnl + perp_pnl
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net = gross - fees_total
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elif option_pnl is not None:
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gross = option_pnl
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net = option_pnl - fees_total
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elif perp_pnl is not None:
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gross = perp_pnl
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net = perp_pnl - fees_total
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return {
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"option_pnl": option_pnl,
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"perp_pnl": perp_pnl,
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"fees_total": fees_total,
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"gross_pnl": gross,
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"net_pnl": net,
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}
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@router.get("/groups")
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async def list_groups(_user: Annotated[str, Depends(require_user)]) -> dict:
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db = get_db()
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rows = db.fetchall("SELECT * FROM groups ORDER BY open_at_ms DESC LIMIT 200")
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groups = []
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for r in rows:
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g = _row(r)
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if g.get("status") == "closed":
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fills = db.fetchall(
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"SELECT * FROM fills WHERE group_id=? ORDER BY id ASC",
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(g["group_id"],),
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)
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summary = summarize_fills_pnl(fills)
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g["pnl_summary"] = summary
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if summary.get("net_pnl") is not None:
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g["net_pnl"] = summary["net_pnl"]
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groups.append(g)
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return {"groups": groups}
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@router.get("/groups/{group_id}")
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async def group_detail(
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group_id: str, _user: Annotated[str, Depends(require_user)]
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) -> dict:
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db = get_db()
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g = db.fetchone("SELECT * FROM groups WHERE group_id=?", (group_id,))
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if g is None:
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raise HTTPException(status_code=404, detail="group not found")
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fills = db.fetchall(
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"SELECT * FROM fills WHERE group_id=? ORDER BY id ASC", (group_id,)
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)
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summary = summarize_fills_pnl(fills)
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return {
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"group": _row(g),
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"fills": [_row(x) for x in fills],
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"pnl_summary": summary,
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}
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