361 lines
14 KiB
Python
361 lines
14 KiB
Python
"""Account-centric read model for live trading console."""
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from __future__ import annotations
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from datetime import datetime
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from app.db.live_trading import (
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_safe_float,
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get_live_account,
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get_live_account_snapshot,
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list_enabled_live_accounts,
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list_live_order_events,
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list_live_order_intents,
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upsert_live_account_snapshot,
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)
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from app.integrations.binance_live import LiveTradingConfigError, build_binance_client
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_ACCOUNT_OVERVIEW_CACHE: dict[int, dict] = {}
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def _now() -> str:
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return datetime.now().isoformat()
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def _compact_balance(balance: dict) -> dict:
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total = balance.get("total") if isinstance(balance.get("total"), dict) else {}
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free = balance.get("free") if isinstance(balance.get("free"), dict) else {}
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used = balance.get("used") if isinstance(balance.get("used"), dict) else {}
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assets = []
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for asset in sorted(set(total) | set(free) | set(used)):
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total_value = _safe_float(total.get(asset))
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free_value = _safe_float(free.get(asset))
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used_value = _safe_float(used.get(asset))
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if abs(total_value) > 0 or abs(free_value) > 0 or abs(used_value) > 0:
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assets.append({"asset": asset, "free": free_value, "used": used_value, "total": total_value})
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return {
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"assets": assets,
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"usdt": {
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"free": _safe_float(free.get("USDT")),
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"used": _safe_float(used.get("USDT")),
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"total": _safe_float(total.get("USDT")),
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},
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}
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def _position_side_label(side: str) -> str:
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side = str(side or "").strip().lower()
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if side in {"long", "buy"}:
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return "多"
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if side in {"short", "sell"}:
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return "空"
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return "--"
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def _compact_position(item: dict, account: dict | None = None) -> dict:
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info = item.get("info") if isinstance(item.get("info"), dict) else {}
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contracts = _safe_float(item.get("contracts") or info.get("positionAmt"))
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notional = _safe_float(item.get("notional") or info.get("notional"))
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entry_price = _safe_float(item.get("entryPrice") or info.get("entryPrice"))
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mark_price = _safe_float(item.get("markPrice") or info.get("markPrice"))
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position_value = abs(notional)
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if position_value <= 0 and abs(contracts) > 0 and mark_price > 0:
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position_value = abs(contracts) * mark_price
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margin = _safe_float(
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item.get("initialMargin")
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or item.get("collateral")
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or info.get("initialMargin")
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or info.get("positionInitialMargin")
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or info.get("isolatedWallet")
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)
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leverage = _safe_float(item.get("leverage") or info.get("leverage"))
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leverage_source = "exchange"
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if leverage <= 0 and position_value > 0 and margin > 0:
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leverage = position_value / margin
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leverage_source = "computed"
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if leverage <= 0 and account:
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risk = account.get("risk_config") if isinstance(account.get("risk_config"), dict) else {}
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leverage = _safe_float(risk.get("max_symbol_leverage"), 0)
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leverage_source = "account_config" if leverage > 0 else "missing"
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side = item.get("side") or ("long" if contracts > 0 else ("short" if contracts < 0 else ""))
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return {
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"symbol": item.get("symbol") or info.get("symbol"),
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"side": side,
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"side_label": _position_side_label(side),
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"contracts": abs(contracts),
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"entry_price": entry_price,
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"mark_price": mark_price,
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"notional": notional,
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"position_value_usdt": position_value,
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"margin_usdt": margin,
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"unrealized_pnl": _safe_float(item.get("unrealizedPnl") or info.get("unrealizedProfit")),
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"leverage": leverage,
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"leverage_source": leverage_source,
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}
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def _compact_order(item: dict) -> dict:
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info = item.get("info") if isinstance(item.get("info"), dict) else {}
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return {
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"id": str(item.get("id") or info.get("orderId") or ""),
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"client_order_id": item.get("clientOrderId") or info.get("clientOrderId") or "",
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"symbol": item.get("symbol") or info.get("symbol"),
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"type": item.get("type") or info.get("type"),
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"side": item.get("side") or info.get("side"),
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"status": item.get("status") or info.get("status"),
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"price": _safe_float(item.get("price") or info.get("price")),
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"amount": _safe_float(item.get("amount") or info.get("origQty")),
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"filled": _safe_float(item.get("filled") or info.get("executedQty")),
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"average": _safe_float(item.get("average") or info.get("avgPrice")),
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"timestamp": item.get("datetime") or item.get("timestamp") or info.get("updateTime") or info.get("time"),
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}
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def _normalize_symbol(symbol: str) -> str:
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value = str(symbol or "").strip().upper()
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if value and "/" not in value and value.endswith("USDT"):
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value = value[:-4] + "/USDT"
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return value
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def _order_history_symbols(account: dict, overview: dict) -> list[str]:
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"""Build the smallest safe symbol set for Binance order-history queries."""
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risk = account.get("risk_config") if isinstance(account.get("risk_config"), dict) else {}
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symbols: list[str] = []
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for raw in risk.get("allowed_symbols") or []:
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symbol = _normalize_symbol(raw)
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if symbol:
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symbols.append(symbol)
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for row in (overview.get("positions") or []) + (overview.get("open_orders") or []):
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symbol = _normalize_symbol(row.get("symbol"))
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if symbol:
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symbols.append(symbol)
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for row in overview.get("intent_history") or []:
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symbol = _normalize_symbol(row.get("symbol"))
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if symbol:
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symbols.append(symbol)
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result = []
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seen = set()
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for symbol in symbols:
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key = symbol.upper()
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if key not in seen:
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seen.add(key)
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result.append(symbol)
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return result[:20]
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def _fetch_order_history_by_symbol(client, symbols: list[str], limit: int) -> tuple[list[dict], list[str]]:
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orders = []
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errors = []
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if not symbols:
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return orders, errors
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per_symbol_limit = max(1, min(int(limit or 30), 50))
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for symbol in symbols:
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try:
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orders.extend(_compact_order(o) for o in client.fetch_orders(symbol, limit=per_symbol_limit))
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except Exception as exc:
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errors.append(f"订单历史读取失败 {symbol}：{exc}")
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orders.sort(key=lambda x: str(x.get("timestamp") or ""), reverse=True)
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return orders[: max(1, int(limit or 30))], errors
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def _account_risk_view(account: dict) -> dict:
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risk = account.get("risk_config") if isinstance(account.get("risk_config"), dict) else {}
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allowed = [str(x).strip().upper() for x in risk.get("allowed_symbols", []) if str(x).strip()]
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max_leverage = _safe_float(risk.get("max_symbol_leverage"), 1)
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margin = _safe_float(risk.get("max_order_margin_usdt"), 0)
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return {
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"max_order_margin_usdt": margin,
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"max_symbol_leverage": max_leverage,
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"max_order_notional_usdt": _safe_float(risk.get("max_order_notional_usdt"), margin * max(1.0, max_leverage)),
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"max_cumulative_leverage": _safe_float(risk.get("max_cumulative_leverage"), 1),
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"max_daily_order_count": int(risk.get("max_daily_order_count") or 0),
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"allowed_symbols": allowed,
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"symbol_policy": "all" if not allowed else "allowlist",
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}
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def _cache_overview(account_id: int, overview: dict) -> dict:
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_ACCOUNT_OVERVIEW_CACHE[int(account_id)] = overview
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return overview
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def _cached_overview(account_id: int) -> dict | None:
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item = _ACCOUNT_OVERVIEW_CACHE.get(int(account_id))
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if not item:
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return None
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cached = dict(item)
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cached["exchange_cache"] = {**(cached.get("exchange_cache") or {}), "cached": True}
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return cached
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def _exchange_snapshot_payload(overview: dict) -> dict:
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return {
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"balance": overview.get("balance") or {"assets": [], "usdt": {"free": 0, "used": 0, "total": 0}},
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"positions": overview.get("positions") or [],
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"open_orders": overview.get("open_orders") or [],
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"order_history": overview.get("order_history") or [],
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"exchange_cache": overview.get("exchange_cache") or {},
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"errors": overview.get("errors") or [],
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}
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def _merge_snapshot(overview: dict, snapshot_row: dict) -> dict:
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payload = snapshot_row.get("snapshot") if isinstance(snapshot_row.get("snapshot"), dict) else {}
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if not payload:
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return overview
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for key in ("balance", "positions", "open_orders", "order_history", "errors"):
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if key in payload:
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overview[key] = payload.get(key)
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synced_at = snapshot_row.get("synced_at") or ""
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status = snapshot_row.get("status") or ""
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error_message = snapshot_row.get("error_message") or ""
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overview["exchange_cache"] = {
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**(payload.get("exchange_cache") or {}),
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"cached": True,
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"loaded": bool((payload.get("exchange_cache") or {}).get("loaded", True)),
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"requires_refresh": False,
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"source": "database",
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"status": status,
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"synced_at": synced_at,
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}
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if status == "error" and error_message and error_message not in (overview.get("errors") or []):
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overview.setdefault("errors", []).append(error_message)
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return overview
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def get_live_account_overview(account_id: int, *, history_limit: int = 30, refresh: bool = False, client_factory=None) -> dict:
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account = get_live_account(account_id)
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if not account:
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raise LiveTradingConfigError("live account not found")
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overview = {
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"account": account,
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"risk": _account_risk_view(account),
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"balance": {"assets": [], "usdt": {"free": 0, "used": 0, "total": 0}},
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"positions": [],
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"open_orders": [],
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"order_history": [],
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"intent_history": list_live_order_intents(limit=history_limit, account_id=account_id).get("items", []),
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"events": list_live_order_events(limit=history_limit).get("items", []),
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"exchange_cache": {"cached": False, "loaded": False, "requires_refresh": True},
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"errors": [],
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}
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if account.get("status") != "enabled":
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return overview
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if not refresh:
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snapshot = get_live_account_snapshot(account_id)
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if snapshot:
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return _merge_snapshot(overview, snapshot)
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cached = _cached_overview(account_id)
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if cached:
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cached["account"] = account
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cached["risk"] = overview["risk"]
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cached["intent_history"] = overview["intent_history"]
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cached["events"] = overview["events"]
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return cached
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overview["exchange_cache"]["reason"] = "等待后台实盘同步生成账户快照"
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return overview
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synced_at = _now()
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try:
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client = client_factory(account) if client_factory else build_binance_client(account, require_testnet=True)
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client.load_markets()
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except Exception as exc:
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overview["errors"].append(f"账户连接失败：{exc}")
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overview["exchange_cache"] = {
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"cached": False,
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"loaded": False,
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"requires_refresh": True,
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"source": "exchange",
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"status": "error",
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"synced_at": synced_at,
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}
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upsert_live_account_snapshot(
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account_id,
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_exchange_snapshot_payload(overview),
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status="error",
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error_message=overview["errors"][0],
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synced_at=synced_at,
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)
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return overview
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try:
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overview["balance"] = _compact_balance(client.fetch_balance())
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except Exception as exc:
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overview["errors"].append(f"余额读取失败：{exc}")
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try:
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overview["positions"] = [
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item for item in (_compact_position(p, account) for p in client.fetch_positions(None))
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if abs(_safe_float(item.get("contracts"))) > 0
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]
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except Exception as exc:
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overview["errors"].append(f"持仓读取失败：{exc}")
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try:
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overview["open_orders"] = [_compact_order(o) for o in client.fetch_open_orders(None)]
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except Exception as exc:
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overview["errors"].append(f"挂单读取失败：{exc}")
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symbols = _order_history_symbols(account, overview)
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order_history, order_history_errors = _fetch_order_history_by_symbol(client, symbols, history_limit)
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overview["order_history"] = order_history
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overview["errors"].extend(order_history_errors)
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overview["exchange_cache"] = {
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"cached": False,
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"loaded": True,
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"requires_refresh": False,
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"source": "exchange",
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"status": "error" if overview["errors"] else "ok",
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"synced_at": synced_at,
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}
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upsert_live_account_snapshot(
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account_id,
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_exchange_snapshot_payload(overview),
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status="error" if overview["errors"] else "ok",
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error_message="；".join(overview["errors"][:3]),
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synced_at=synced_at,
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)
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return _cache_overview(account_id, overview)
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def sync_live_account_snapshots(*, account_ids: list[int] | None = None, history_limit: int = 30, client_factory=None) -> dict:
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selected = {int(x) for x in (account_ids or []) if int(x or 0) > 0}
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accounts = list_enabled_live_accounts()
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if selected:
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accounts = [account for account in accounts if int(account.get("id") or 0) in selected]
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items = []
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ok_count = 0
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error_count = 0
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for account in accounts:
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try:
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overview = get_live_account_overview(
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account["id"],
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history_limit=history_limit,
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refresh=True,
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client_factory=client_factory,
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)
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status = (overview.get("exchange_cache") or {}).get("status") or ("error" if overview.get("errors") else "ok")
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if status == "ok":
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ok_count += 1
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else:
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error_count += 1
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items.append({
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"account_id": account["id"],
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"account_code": account.get("account_code"),
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"status": status,
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"synced_at": (overview.get("exchange_cache") or {}).get("synced_at"),
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"errors": overview.get("errors") or [],
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})
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except Exception as exc:
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error_count += 1
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items.append({
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"account_id": account.get("id"),
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"account_code": account.get("account_code"),
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"status": "error",
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"errors": [str(exc)],
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})
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return {
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"ok": error_count == 0,
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"total": len(accounts),
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"ok_count": ok_count,
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"error_count": error_count,
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"items": items,
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}
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