Stream real-time position quotes via tick-driven SSE with incremental UI updates.

Co-authored-by: Cursor <cursoragent@cursor.com>

install_trading.py

@@ -138,6 +138,7 @@ from vnpy_bridge import (
     get_bridge,
     set_position_refresh_callback,
     set_tick_sl_tp_callback,
+    set_tick_quote_callback,
     set_ctp_connected_callback,
 )
 
@@ -1622,6 +1623,61 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
 
         threading.Thread(target=_run, daemon=True).start()
 
+    def _build_position_quotes_payload(mode: str) -> dict:
+        """轻量现价/浮盈（仅读 tick 缓存，不走 SQLite）。"""
+        if not ctp_status(mode).get("connected"):
+            return {"ok": True, "quotes": []}
+        from contract_specs import get_contract_spec
+
+        positions = trading_state.get_positions()
+        if not positions:
+            positions = _ctp_positions(mode, refresh_if_empty=False)
+        quotes: list[dict] = []
+        for p in positions:
+            lots = int(p.get("lots") or 0)
+            if lots <= 0:
+                continue
+            ths = _ctp_pos_to_ths_code(p) or (p.get("symbol") or "")
+            if not ths:
+                continue
+            entry = float(p.get("avg_price") or 0)
+            if entry <= 0:
+                continue
+            direction = (p.get("direction") or "long").strip().lower()
+            mark = ctp_get_tick_price(mode, ths)
+            if not mark or mark <= 0:
+                continue
+            mult = float(get_contract_spec(ths).get("mult") or 10)
+            if direction == "long":
+                float_pnl = round((mark - entry) * mult * lots, 2)
+            else:
+                float_pnl = round((entry - mark) * mult * lots, 2)
+            row_key = _canonical_position_key(
+                ths, direction, (p.get("exchange") or ""),
+            )
+            quotes.append({
+                "key": row_key,
+                "position_key": row_key,
+                "mark_price": mark,
+                "current_price": mark,
+                "float_pnl": float_pnl,
+            })
+        return {"ok": True, "quotes": quotes}
+
+    def _push_position_quotes_async() -> None:
+        def _run() -> None:
+            try:
+                if not is_trading_session():
+                    return
+                mode = get_trading_mode(get_setting)
+                payload = _build_position_quotes_payload(mode)
+                if payload.get("quotes"):
+                    position_hub.push_event("position_quotes", payload)
+            except Exception as exc:
+                logger.debug("push position quotes: %s", exc)
+
+        threading.Thread(target=_run, daemon=True, name="position-quotes").start()
+
     def _on_tick_sl_tp(exchange: str, symbol: str, price: float) -> None:
         from sl_tp_guard import check_sl_tp_on_tick
         from db_conn import DB_PATH, connect_db
@@ -1651,6 +1707,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
         set_position_refresh_callback(
             lambda: _push_position_snapshot_async(fast=True)
         )
+        set_tick_quote_callback(_push_position_quotes_async)
         set_tick_sl_tp_callback(_on_tick_sl_tp)
         set_ctp_connected_callback(_on_ctp_connected)
 

position_stream.py

@@ -50,8 +50,7 @@ class PositionStreamHub:
             self._snapshot = dict(data)
             self._snapshot_ts = time.time()
 
-    def broadcast(self, event: str, data: dict) -> None:
+    def _fanout(self, event: str, data: dict) -> None:
-        self.set_snapshot(data)
         msg = {"event": event, "data": data}
         with self._lock:
             subs = list(self._subs)
@@ -68,6 +67,14 @@ class PositionStreamHub:
                 except queue.Full:
                     pass
 
+    def broadcast(self, event: str, data: dict) -> None:
+        self.set_snapshot(data)
+        self._fanout(event, data)
+
+    def push_event(self, event: str, data: dict) -> None:
+        """SSE 推送，不覆盖 positions 全量快照。"""
+        self._fanout(event, data)
+
 
 position_hub = PositionStreamHub()
 

static/js/trade.js

@@ -202,6 +202,44 @@
         bindCancelOrderButtons(orderList);
     }
 
+    function findPosCardByKey(key) {
+        if (!list || !key) return null;
+        var cards = list.querySelectorAll('.pos-card[data-pos-key]');
+        for (var i = 0; i < cards.length; i++) {
+            if (cards[i].getAttribute('data-pos-key') === key) return cards[i];
+        }
+        return null;
+    }
+
+    function applyPositionQuotes(data) {
+        if (!data || !data.quotes || !list) return;
+        data.quotes.forEach(function (q) {
+            var card = findPosCardByKey(q.key || q.position_key);
+            if (!card) return;
+            var markEl = card.querySelector('.pos-q-mark');
+            var pnlEl = card.querySelector('.pos-q-pnl');
+            var pnlWrap = card.querySelector('.pos-q-pnl-wrap');
+            if (markEl && q.mark_price != null) markEl.textContent = fmtNum(q.mark_price);
+            if (pnlEl && q.float_pnl != null) {
+                var pnl = q.float_pnl;
+                pnlEl.textContent = (pnl >= 0 ? '+' : '') + fmtNum(pnl) + ' 元';
+                if (pnlWrap) {
+                    pnlWrap.classList.remove('pnl-pos', 'pnl-neg');
+                    if (pnl > 0) pnlWrap.classList.add('pnl-pos');
+                    else if (pnl < 0) pnlWrap.classList.add('pnl-neg');
+                }
+            }
+            var closeBtn = card.querySelector('[data-close]');
+            if (closeBtn && q.mark_price != null) {
+                try {
+                    var payload = JSON.parse(decodeURIComponent(closeBtn.getAttribute('data-close')));
+                    payload.mark_price = q.mark_price;
+                    closeBtn.setAttribute('data-close', encodeURIComponent(JSON.stringify(payload)));
+                } catch (e) { /* ignore */ }
+            }
+        });
+    }
+
     function applyPositionsData(data) {
         if (!data) return;
         var cap = document.getElementById('cap-display');
@@ -1115,8 +1153,9 @@
         var feeLabel = row.fee_source === 'ctp' ? '已扣手续费(柜台)' : '已扣手续费';
         var marginLabel = row.margin_source === 'ctp' ? '占用保证金(柜台)' : '占用保证金';
         var openLabel = '开仓';
+        var rowKey = row.key || row.position_key || '';
         return (
-            '<div class="pos-card">' +
+            '<div class="pos-card" data-pos-key="' + rowKey + '">' +
             '<div class="pos-card-head"><div><div class="title">' + posSymbolTitleHtml(row,
                 ' <span class="badge dir">' + dirBadge + '</span>') + '</div>' +
             '<div class="text-muted pos-symbol-sub">' + posSymbolSubHtml(row) + '</div></div>' +
@@ -1125,10 +1164,10 @@
             '<div class="pos-metrics">' +
             '<div class="cell"><label>手数</label><div><strong>' + row.lots + ' 手</strong></div></div>' +
             '<div class="cell"><label>均价</label><div>' + fmtNum(row.entry_price) + '</div></div>' +
-            '<div class="cell"><label>当前价格</label><div>' + (row.current_price != null ? fmtNum(row.current_price) : '--') + '</div></div>' +
+            '<div class="cell"><label>当前价格</label><div class="pos-q-mark">' + (row.current_price != null ? fmtNum(row.current_price) : '--') + '</div></div>' +
             '<div class="cell"><label>' + marginLabel + '</label><div>' + (row.margin != null ? fmtNum(row.margin) + ' 元' : '--') + '</div></div>' +
             '<div class="cell"><label>仓位占比</label><div>' + (row.position_pct != null ? fmtNum(row.position_pct) + '%' : '--') + '</div></div>' +
-            '<div class="cell ' + pnlClass + '"><label>浮盈亏</label><div>' + pnlText + '</div></div>' +
+            '<div class="cell pos-q-pnl-wrap ' + pnlClass + '"><label>浮盈亏</label><div class="pos-q-pnl">' + pnlText + '</div></div>' +
             '<div class="cell"><label>' + feeLabel + '</label><div>' + (row.est_fee != null ? fmtNum(row.est_fee) + ' 元' : '--') + '</div></div>' +
             '<div class="cell"><label>' + openLabel + '</label><div>' + (openT || '--') + '</div></div>' +
             '<div class="cell"><label>持仓</label><div>' + (row.holding_duration || '--') + '</div></div>' +
@@ -1395,6 +1434,11 @@
                 applyPositionsData(JSON.parse(ev.data));
             } catch (e) { /* ignore */ }
         });
+        positionSource.addEventListener('position_quotes', function (ev) {
+            try {
+                applyPositionQuotes(JSON.parse(ev.data));
+            } catch (e) { /* ignore */ }
+        });
         positionSource.onerror = function () {
             if (positionSource) {
                 positionSource.close();

vnpy_bridge.py

@@ -75,9 +75,13 @@ def _load_persisted_last_error() -> str:
 
 _position_refresh_callback: Optional[Callable[[], None]] = None
 _tick_sl_tp_callback: Optional[Callable[[str, str, float], None]] = None
+_tick_quote_callback: Optional[Callable[[], None]] = None
 _ctp_connected_callback: Optional[Callable[[str], None]] = None
 _position_refresh_debounce_lock = threading.Lock()
 _position_refresh_debounce_ts: float = 0.0
+_tick_quote_timer: Optional[threading.Timer] = None
+_tick_quote_timer_lock = threading.Lock()
+TICK_QUOTE_DEBOUNCE_SEC = 0.12
 
 
 def set_position_refresh_callback(fn: Optional[Callable[[], None]]) -> None:
@@ -91,6 +95,33 @@ def set_tick_sl_tp_callback(fn: Optional[Callable[[str, str, float], None]]) ->
     _tick_sl_tp_callback = fn
 
 
+def set_tick_quote_callback(fn: Optional[Callable[[], None]]) -> None:
+    """注册 tick 回调：推送持仓现价/浮盈（由 bridge 侧防抖）。"""
+    global _tick_quote_callback
+    _tick_quote_callback = fn
+
+
+def _fire_tick_quote_callback_debounced() -> None:
+    """持仓品种 tick 后 trailing 防抖，批量推送现价/浮盈。"""
+    global _tick_quote_timer
+
+    def _run() -> None:
+        fn = _tick_quote_callback
+        if not fn:
+            return
+        try:
+            fn()
+        except Exception as exc:
+            logger.debug("tick quote callback: %s", exc)
+
+    with _tick_quote_timer_lock:
+        if _tick_quote_timer is not None:
+            _tick_quote_timer.cancel()
+        _tick_quote_timer = threading.Timer(TICK_QUOTE_DEBOUNCE_SEC, _run)
+        _tick_quote_timer.daemon = True
+        _tick_quote_timer.start()
+
+
 def set_ctp_connected_callback(fn: Optional[Callable[[str], None]]) -> None:
     """CTP 交易通道登录成功后回调（mode=simulation|live）。"""
     global _ctp_connected_callback
@@ -319,7 +350,7 @@ class CtpBridge:
                             break
             except Exception as exc:
                 logger.debug("position margin cache: %s", exc)
-            _fire_position_refresh_callback_debounced()
+            _fire_position_refresh_callback()
 
         self._ee.register(EVENT_POSITION, _on_position)
         self._position_hooked = True
@@ -352,7 +383,7 @@ class CtpBridge:
                     trading_state.upsert_order(row, notify=False)
             except Exception as exc:
                 logger.debug("order event: %s", exc)
-            _fire_position_refresh_callback_debounced(min_interval=0.2)
+            _fire_position_refresh_callback()
 
         self._ee.register(EVENT_ORDER, _on_order)
         self._order_hooked = True
@@ -377,7 +408,7 @@ class CtpBridge:
                         self._position_open_times[self._position_margin_key(sym, pd)] = dt
             except Exception as exc:
                 logger.debug("trade event: %s", exc)
-            _fire_position_refresh_callback_debounced(min_interval=0.2)
+            _fire_position_refresh_callback()
 
         self._ee.register(EVENT_TRADE, _on_trade)
         self._trade_hooked = True
@@ -1256,6 +1287,7 @@ class CtpBridge:
                     fn(ex_s, sym, float(price))
                 except Exception as exc:
                     logger.debug("tick sl/tp callback: %s", exc)
+            _fire_tick_quote_callback_debounced()
         key = self._tick_key(sym, ex_s)
         bg = self._bar_generators.get(key)
         if not bg: