dekun
cce26e87b5
Net PnL (after estimated close fees) drives auto close; Plan/Settings expose the choice. Co-authored-by: Cursor <cursoragent@cursor.com>
68 lines
2.3 KiB
Python
68 lines
2.3 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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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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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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fee_rate: float = 0.0005
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initial_equity: float = 100_000.0
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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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leverage: float = 3.0 # 永续杠杆
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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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close_bid_mark_max_pct: float = 30.0 # 平仓：买一相对标记最大偏差%
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perp_qty_eth: float = 1.0
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option_qty_eth: float = 2.0
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option_ct_mult_default: float = 0.01
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db_path: str = "" # empty -> backend/data/hedge.db
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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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@lru_cache
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def get_settings() -> Settings:
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return Settings()
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