qihuo/ctp_trading_state.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

"""CTP 权威内存簿：委托、持仓、同步状态（事件增量 + 定期全量校准）。"""
from __future__ import annotations

import logging
import threading
import time
from typing import Any, Callable, Optional

logger = logging.getLogger(__name__)

CALIBRATE_INTERVAL_SEC = 30.0


def position_key(exchange: str, symbol: str, direction: str) -> str:
    """统一持仓键：exchange|symbol|direction"""
    ex = (exchange or "").strip().upper()
    sym = (symbol or "").strip().lower()
    d = (direction or "long").strip().lower()
    if ex:
        return f"{ex}|{sym}|{d}"
    return f"{sym}|{d}"


def parse_position_key(key: str) -> tuple[str, str, str]:
    parts = (key or "").split("|")
    if len(parts) >= 3:
        return parts[0], parts[1], parts[2]
    if len(parts) == 2:
        return "", parts[0], parts[1]
    return "", (key or "").lower(), "long"


class CtpTradingState:
    """进程内 CTP 快照：柜台回报为准，SQLite 仅挂 SL/TP 元数据。"""

    def __init__(self) -> None:
        self._lock = threading.RLock()
        self._orders: dict[str, dict[str, Any]] = {}
        self._positions: dict[str, dict[str, Any]] = {}
        self._tick_prices: dict[str, float] = {}
        self._sync_state = "idle"
        self._last_event_ts: float = 0.0
        self._last_calibrate_ts: float = 0.0
        self._on_change: Optional[Callable[[], None]] = None

    def set_change_callback(self, fn: Optional[Callable[[], None]]) -> None:
        self._on_change = fn

    def _notify(self) -> None:
        self._last_event_ts = time.time()
        fn = self._on_change
        if fn:
            try:
                fn()
            except Exception as exc:
                logger.debug("trading state change callback: %s", exc)

    @property
    def sync_state(self) -> str:
        with self._lock:
            return self._sync_state

    def sync_label(self) -> str:
        st = self.sync_state
        if st == "syncing":
            return "同步中…"
        if st == "ready":
            return "已同步"
        return ""

    def begin_sync(self) -> None:
        with self._lock:
            self._sync_state = "syncing"

    def finish_sync(self) -> None:
        with self._lock:
            self._sync_state = "ready"
            self._last_calibrate_ts = time.time()

    def needs_calibrate(self) -> bool:
        with self._lock:
            if self._sync_state == "idle":
                return True
            return (time.time() - self._last_calibrate_ts) >= CALIBRATE_INTERVAL_SEC

    def upsert_order(self, row: dict[str, Any], *, notify: bool = True) -> None:
        oid = str(row.get("order_id") or row.get("vt_order_id") or "").strip()
        if not oid:
            return
        with self._lock:
            self._orders[oid] = dict(row)
        if notify:
            self._notify()

    def remove_order(self, order_id: str, *, notify: bool = True) -> None:
        oid = (order_id or "").strip()
        if not oid:
            return
        removed = False
        with self._lock:
            if oid in self._orders:
                del self._orders[oid]
                removed = True
            else:
                for k in list(self._orders.keys()):
                    if k == oid or k.endswith(oid) or oid.endswith(k):
                        del self._orders[k]
                        removed = True
                        break
        if removed and notify:
            self._notify()

    def upsert_position(self, row: dict[str, Any], *, notify: bool = True) -> None:
        lots = int(row.get("lots") or 0)
        ex = row.get("exchange") or ""
        sym = row.get("symbol") or ""
        direction = row.get("direction") or "long"
        pk = position_key(ex, sym, direction)
        with self._lock:
            if lots <= 0:
                self._positions.pop(pk, None)
            else:
                row = dict(row)
                row["position_key"] = pk
                self._positions[pk] = row
        if notify:
            self._notify()

    def remove_position(self, pk: str, *, notify: bool = True) -> None:
        with self._lock:
            self._positions.pop(pk, None)
        if notify:
            self._notify()

    def set_tick_price(self, exchange: str, symbol: str, price: float) -> None:
        if not symbol or price <= 0:
            return
        key = f"{(exchange or '').upper()}|{symbol.lower()}"
        with self._lock:
            self._tick_prices[key] = float(price)

    def get_tick_price(self, exchange: str, symbol: str) -> Optional[float]:
        key = f"{(exchange or '').upper()}|{symbol.lower()}"
        with self._lock:
            return self._tick_prices.get(key)

    def get_active_orders(self) -> list[dict[str, Any]]:
        with self._lock:
            return list(self._orders.values())

    def get_positions(self) -> list[dict[str, Any]]:
        with self._lock:
            return list(self._positions.values())

    def position_keys(self) -> set[str]:
        with self._lock:
            return set(self._positions.keys())

    def clear(self) -> None:
        with self._lock:
            self._orders.clear()
            self._positions.clear()
            self._tick_prices.clear()
            self._sync_state = "idle"

    def calibrate_from_lists(
        self,
        orders: list[dict[str, Any]],
        positions: list[dict[str, Any]],
    ) -> None:
        """全量校准：以 vnpy 内存为准重建订单/持仓簿。"""
        self.begin_sync()
        new_orders: dict[str, dict[str, Any]] = {}
        for o in orders or []:
            oid = str(o.get("order_id") or o.get("vt_order_id") or "").strip()
            if oid:
                new_orders[oid] = dict(o)
        new_positions: dict[str, dict[str, Any]] = {}
        for p in positions or []:
            lots = int(p.get("lots") or 0)
            if lots <= 0:
                continue
            ex = p.get("exchange") or ""
            sym = p.get("symbol") or ""
            direction = p.get("direction") or "long"
            pk = position_key(ex, sym, direction)
            row = dict(p)
            row["position_key"] = pk
            new_positions[pk] = row
        with self._lock:
            self._orders = new_orders
            self._positions = new_positions
        self.finish_sync()
        self._notify()


trading_state = CtpTradingState()