dekun
cce26e87b5
Net PnL (after estimated close fees) drives auto close; Plan/Settings expose the choice. Co-authored-by: Cursor <cursoragent@cursor.com>
113 lines
4.0 KiB
Python
113 lines
4.0 KiB
Python
from __future__ import annotations
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from typing import Annotated
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from fastapi import APIRouter, Depends
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from pydantic import BaseModel, Field
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from ..config import get_settings
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from ..models.db import get_db
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from ..sim.ledger import Ledger
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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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"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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"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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initial_equity: float | None = Field(default=None, ge=1000)
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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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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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def _read_settings() -> dict:
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db = get_db()
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s = get_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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"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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"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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"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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data = body.model_dump(exclude_none=True)
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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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return _read_settings()
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