qihuo/modules/ctp/ctp_worker.py

# Copyright (c) 2025-2026 马建军. All rights reserved.
# 专有软件 — 未经授权禁止复制、传播、转售。
# 详见 LICENSE.zh-CN.txt 与 docs/软件购买与使用协议.md

"""Isolated local CTP worker.

This process is the only process that should instantiate vn.py / vnpy_ctp.
The Flask web app talks to it through localhost HTTP via ctp_ipc_client.py.
"""
from __future__ import annotations

import logging
import os
import threading
import time
from typing import Any

os.environ.setdefault("QIHUO_CTP_ROLE", "worker")

from flask import Flask, jsonify, request

from modules.ctp.ctp_ipc_client import worker_token
from modules.core.db_conn import DB_PATH, commit_retry, connect_db
from modules.fees.fee_specs import get_setting, set_setting
from modules.core.locale_fix import ensure_process_locale
from modules.market.market_sessions import is_trading_session
from modules.trading.sl_tp_guard import check_sl_tp_on_tick, ensure_monitor_order_columns, start_sl_tp_guard_worker
from strategy.strategy_db import init_strategy_tables
from modules.core.trading_context import get_account_capital, get_trading_mode, get_trailing_be_tick_buffer
from modules.ctp.vnpy_bridge import (
    _ctp_td_lock,
    ctp_cancel_order,
    ctp_disconnect,
    ctp_estimate_margin_one_lot,
    ctp_get_account,
    ctp_get_tick_detail,
    ctp_get_tick_price,
    ctp_list_active_orders,
    ctp_list_positions,
    ctp_list_trades,
    ctp_lookup_contract_spec,
    ctp_start_connect,
    ctp_status,
    ctp_try_auto_reconnect,
    execute_order,
    get_bridge,
    set_ctp_connected_callback,
    set_position_refresh_callback,
    set_tick_quote_callback,
    set_tick_sl_tp_callback,
    try_init_vnpy,
)


logging.basicConfig(
    level=os.getenv("LOG_LEVEL", "INFO"),
    format="%(asctime)s %(levelname)s [%(name)s] %(message)s",
)
logger = logging.getLogger(__name__)

app = Flask(__name__)
_started_workers = False
_last_snapshot_ts = 0.0
_snapshot_lock = threading.Lock()


def _json_ok(**payload: Any):
    return jsonify({"ok": True, **payload})


def _json_error(exc: Exception, *, status_code: int = 500):
    return jsonify({"ok": False, "error": str(exc)}), status_code


def _require_token() -> None:
    expected = worker_token()
    got = request.headers.get("X-Qihuo-CTP-Token", "")
    if expected and got != expected:
        raise PermissionError("unauthorized")


@app.before_request
def _auth():
    _require_token()


@app.errorhandler(Exception)
def _handle_error(exc: Exception):
    code = 401 if isinstance(exc, PermissionError) else 500
    logger.warning("ctp worker request failed: %s", exc)
    return _json_error(exc, status_code=code)


def _mode_from_request() -> str:
    data = request.get_json(silent=True) or {}
    return (
        data.get("mode")
        or request.args.get("mode")
        or get_trading_mode(get_setting)
        or "simulation"
    )


def _fast_status(mode: str) -> dict[str, Any]:
    """Return worker/native bridge state without slow network probing."""
    from modules.ctp.ctp_settings import CTP_DISABLED_HINT, is_ctp_auto_connect_enabled

    try:
        st = dict(get_bridge().status(mode) or {})
    except Exception as exc:
        st = {
            "connected": False,
            "connecting": False,
            "connected_mode": None,
            "last_error": str(exc),
            "mode_label": "SimNow" if mode == "simulation" else "期货公司实盘",
        }
    auto = is_ctp_auto_connect_enabled()
    st["auto_connect_enabled"] = auto
    st["worker_online"] = True
    if not auto:
        st["disabled_hint"] = CTP_DISABLED_HINT
        if not st.get("connected") and not st.get("connecting"):
            st["last_error"] = ""
            st["td_reachable"] = None
    return st


def _send_wechat_msg(content: str) -> None:
    webhook = get_setting("wechat_webhook", "")
    if not webhook:
        return
    try:
        import requests

        requests.post(
            webhook,
            json={"msgtype": "text", "text": {"content": f"【国内期货】\n{content}"}},
            timeout=10,
        )
    except Exception as exc:
        logger.debug("wechat notify failed: %s", exc)


def _init_worker_tables(conn) -> None:
    init_strategy_tables(conn)
    ensure_monitor_order_columns(conn)


def _capital(conn) -> float:
    try:
        return float(get_account_capital(get_setting, conn=conn) or 0)
    except Exception:
        return 0.0


def _persist_snapshot(mode: str) -> None:
    global _last_snapshot_ts
    with _snapshot_lock:
        now = time.time()
        if now - _last_snapshot_ts < 0.25:
            return
        _last_snapshot_ts = now
    try:
        import json

        st = _fast_status(mode)
        positions = ctp_list_positions(mode, refresh_if_empty=False, refresh_margin=False)
        account = ctp_get_account(mode) if st.get("connected") else {}
        conn = connect_db(DB_PATH)
        try:
            conn.execute(
                """CREATE TABLE IF NOT EXISTS ctp_worker_snapshots (
                   key TEXT PRIMARY KEY,
                   value TEXT,
                   updated_at REAL
                )"""
            )
            for key, value in (
                ("status", st),
                ("positions", positions),
                ("account", account),
            ):
                conn.execute(
                    """INSERT INTO ctp_worker_snapshots(key, value, updated_at)
                       VALUES(?,?,?)
                       ON CONFLICT(key) DO UPDATE SET
                         value=excluded.value,
                         updated_at=excluded.updated_at""",
                    (key, json.dumps(value, ensure_ascii=False), now),
                )
            commit_retry(conn)
        finally:
            conn.close()
    except Exception as exc:
        logger.debug("persist ctp snapshot: %s", exc)


def _on_position_refresh() -> None:
    try:
        _persist_snapshot(get_trading_mode(get_setting))
    except Exception as exc:
        logger.debug("position refresh callback: %s", exc)


def _on_tick_quote() -> None:
    _on_position_refresh()


def _on_tick_sl_tp(exchange: str, symbol: str, price: float) -> None:
    mode = get_trading_mode(get_setting)
    if not ctp_status(mode).get("connected"):
        return
    conn = connect_db(DB_PATH)
    try:
        _init_worker_tables(conn)
        capital = _capital(conn)
        n = check_sl_tp_on_tick(
            conn,
            mode,
            exchange,
            symbol,
            price,
            capital=capital,
            notify_fn=_send_wechat_msg,
            be_tick_mult=get_trailing_be_tick_buffer(get_setting),
        )
        if n:
            commit_retry(conn)
            _persist_snapshot(mode)
    except Exception as exc:
        logger.warning("worker tick sl/tp: %s", exc)
    finally:
        conn.close()


def _on_ctp_connected(mode: str) -> None:
    try:
        with _ctp_td_lock:
            get_bridge().request_position_snapshot(force=True)
            get_bridge().calibrate_trading_state()
        _persist_snapshot(mode)
    except Exception as exc:
        logger.debug("worker ctp connected callback: %s", exc)


def _start_background_workers() -> None:
    global _started_workers
    if _started_workers:
        return
    _started_workers = True

    set_position_refresh_callback(_on_position_refresh)
    set_tick_quote_callback(_on_tick_quote)
    set_tick_sl_tp_callback(_on_tick_sl_tp)
    set_ctp_connected_callback(_on_ctp_connected)

    from modules.ctp.ctp_fee_worker import start_ctp_fee_worker
    from modules.ctp.ctp_premarket_connect import start_ctp_premarket_connect_worker
    from modules.ctp.ctp_reconnect import start_ctp_reconnect_worker
    from modules.trading.order_pending import reconcile_pending_orders
    from modules.trading.pending_order_worker import start_pending_order_worker

    def _mode() -> str:
        return get_trading_mode(get_setting)

    start_ctp_reconnect_worker(get_mode_fn=_mode, get_setting_fn=get_setting)
    start_ctp_premarket_connect_worker(get_mode_fn=_mode, get_setting_fn=get_setting)
    start_ctp_fee_worker(
        get_mode_fn=_mode,
        get_setting_fn=get_setting,
        set_setting_fn=set_setting,
    )
    start_pending_order_worker(
        db_path=DB_PATH,
        get_mode_fn=_mode,
        init_tables_fn=_init_worker_tables,
        get_capital_fn=_capital,
        reconcile_fn=reconcile_pending_orders,
        on_changed_fn=lambda: _persist_snapshot(_mode()),
    )
    start_sl_tp_guard_worker(
        db_path=DB_PATH,
        get_mode_fn=_mode,
        init_tables_fn=_init_worker_tables,
        get_capital_fn=_capital,
        get_be_tick_buffer_fn=lambda: get_trailing_be_tick_buffer(get_setting),
        notify_fn=_send_wechat_msg,
    )

    def _snapshot_loop() -> None:
        time.sleep(3)
        while True:
            try:
                mode = _mode()
                if _fast_status(mode).get("connected"):
                    _persist_snapshot(mode)
            except Exception as exc:
                logger.debug("worker snapshot loop: %s", exc)
            time.sleep(2 if is_trading_session() else 15)

    threading.Thread(target=_snapshot_loop, daemon=True, name="ctp-worker-snapshot").start()


@app.route("/health")
def health():
    mode = request.args.get("mode") or get_trading_mode(get_setting)
    st = _fast_status(mode)
    return _json_ok(
        worker_online=True,
        role=os.getenv("QIHUO_CTP_ROLE", "worker"),
        mode=mode,
        status=st,
        ts=time.time(),
    )


@app.route("/ctp/status")
def api_status():
    mode = _mode_from_request()
    return _json_ok(status=_fast_status(mode))


@app.route("/ctp/connect", methods=["POST"])
def api_connect():
    data = request.get_json(silent=True) or {}
    mode = data.get("mode") or get_trading_mode(get_setting)
    info = ctp_start_connect(mode, force=bool(data.get("force")))
    st = info.get("status") or _fast_status(mode)
    return _json_ok(status=st, **{k: v for k, v in info.items() if k != "status"})


@app.route("/ctp/start_connect", methods=["POST"])
def api_start_connect():
    data = request.get_json(silent=True) or {}
    mode = data.get("mode") or get_trading_mode(get_setting)
    return _json_ok(**ctp_start_connect(
        mode,
        force=bool(data.get("force")),
        scheduled=bool(data.get("scheduled")),
    ))


@app.route("/ctp/disconnect", methods=["POST"])
def api_disconnect():
    data = request.get_json(silent=True) or {}
    ctp_disconnect(set_disabled_hint=bool(data.get("set_disabled_hint")))
    return _json_ok(disconnected=True)


@app.route("/ctp/account")
def api_account():
    mode = _mode_from_request()
    if not _fast_status(mode).get("connected"):
        return _json_ok(account={})
    return _json_ok(account=ctp_get_account(mode))


@app.route("/ctp/positions", methods=["POST"])
def api_positions():
    data = request.get_json(silent=True) or {}
    mode = data.get("mode") or get_trading_mode(get_setting)
    return _json_ok(positions=ctp_list_positions(
        mode,
        refresh_if_empty=bool(data.get("refresh_if_empty", True)),
        refresh_margin=bool(data.get("refresh_margin", False)),
    ))


@app.route("/ctp/trades", methods=["POST"])
def api_trades():
    data = request.get_json(silent=True) or {}
    mode = data.get("mode") or get_trading_mode(get_setting)
    return _json_ok(trades=ctp_list_trades(mode, refresh=bool(data.get("refresh"))))


@app.route("/ctp/active_orders")
def api_active_orders():
    mode = _mode_from_request()
    return _json_ok(orders=ctp_list_active_orders(mode))


@app.route("/ctp/tick_price", methods=["POST"])
def api_tick_price():
    data = request.get_json(silent=True) or {}
    return _json_ok(price=ctp_get_tick_price(
        data.get("mode") or get_trading_mode(get_setting),
        data.get("symbol") or "",
    ))


@app.route("/ctp/tick_detail", methods=["POST"])
def api_tick_detail():
    data = request.get_json(silent=True) or {}
    return _json_ok(detail=ctp_get_tick_detail(
        data.get("mode") or get_trading_mode(get_setting),
        data.get("symbol") or "",
    ))


@app.route("/ctp/estimate_margin_one_lot", methods=["POST"])
def api_estimate_margin():
    data = request.get_json(silent=True) or {}
    return _json_ok(margin=ctp_estimate_margin_one_lot(
        data.get("mode") or get_trading_mode(get_setting),
        data.get("symbol") or "",
        float(data.get("price") or 0),
        direction=data.get("direction") or "long",
    ))


@app.route("/ctp/contract_spec", methods=["POST"])
def api_contract_spec():
    data = request.get_json(silent=True) or {}
    return _json_ok(spec=ctp_lookup_contract_spec(
        data.get("mode") or get_trading_mode(get_setting),
        data.get("symbol") or "",
    ))


@app.route("/ctp/order", methods=["POST"])
def api_order():
    data = request.get_json(silent=True) or {}
    mode = data.get("mode") or get_trading_mode(get_setting)
    result = execute_order(
        None,
        mode=mode,
        offset=data.get("offset") or "open",
        symbol=data.get("symbol") or "",
        direction=data.get("direction") or "long",
        lots=int(data.get("lots") or 1),
        price=float(data.get("price") or 0),
        settings=data.get("settings") or {},
        order_type=data.get("order_type") or "limit",
    )
    _persist_snapshot(mode)
    return _json_ok(**result)


@app.route("/ctp/cancel", methods=["POST"])
def api_cancel():
    data = request.get_json(silent=True) or {}
    mode = data.get("mode") or get_trading_mode(get_setting)
    cancelled = ctp_cancel_order(mode, data.get("vt_orderid") or "")
    _persist_snapshot(mode)
    return _json_ok(cancelled=cancelled)


@app.route("/ctp/bridge/<action>", methods=["POST"])
def api_bridge_action(action: str):
    data = request.get_json(silent=True) or {}
    b = get_bridge()
    if action == "calibrate_trading_state":
        return _json_ok(result=b.calibrate_trading_state())
    if action == "request_position_snapshot":
        return _json_ok(result=b.request_position_snapshot(force=bool(data.get("force"))))
    if action == "subscribe_symbol":
        return _json_ok(result=b.subscribe_symbol(data.get("symbol") or ""))
    if action == "refresh_positions":
        return _json_ok(result=b.refresh_positions())
    if action == "connect_in_progress":
        return _json_ok(result=b.connect_in_progress())
    if action == "reconnect_after_settings_saved":
        mode = data.get("mode") or get_trading_mode(get_setting)
        return _json_ok(result=b.reconnect_after_settings_saved(mode))
    if action == "query_all_commissions":
        return _json_ok(result=b.query_all_commissions(
            mode=data.get("mode") or get_trading_mode(get_setting),
        ))
    if action == "query_instrument_commission":
        return _json_ok(result=b.query_instrument_commission(
            data.get("symbol") or "",
            mode=data.get("mode") or get_trading_mode(get_setting),
        ))
    if action == "get_kline_bars_1m":
        return _json_ok(result=b.get_kline_bars_1m(
            data.get("symbol") or "",
            mode=data.get("mode") or get_trading_mode(get_setting),
        ))
    return _json_error(ValueError(f"unsupported bridge action: {action}"), status_code=404)


def main() -> None:
    ensure_process_locale()
    try_init_vnpy({})
    _start_background_workers()
    host = os.getenv("QIHUO_CTP_WORKER_HOST", "127.0.0.1")
    port = int(os.getenv("QIHUO_CTP_WORKER_PORT", "6601") or 6601)
    logger.info("starting qihuo-ctp worker on %s:%s", host, port)
    app.run(host=host, port=port, debug=False, threaded=True, use_reloader=False)


if __name__ == "__main__":
    main()