122 lines
5.6 KiB
Python
122 lines
5.6 KiB
Python
"""Account-centric read model for live trading console."""
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from __future__ import annotations
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from app.db.live_trading import _safe_float, get_live_account, list_live_order_events, list_live_order_intents
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from app.integrations.binance_live import LiveTradingConfigError, build_binance_client
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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 _compact_position(item: dict) -> 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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return {
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"symbol": item.get("symbol") or info.get("symbol"),
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"side": item.get("side") or ("long" if contracts > 0 else ("short" if contracts < 0 else "")),
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"contracts": contracts,
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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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"notional": notional,
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"unrealized_pnl": _safe_float(item.get("unrealizedPnl") or info.get("unrealizedProfit")),
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"leverage": _safe_float(item.get("leverage") or info.get("leverage")),
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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 _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 get_live_account_overview(account_id: int, *, history_limit: int = 30) -> 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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"errors": [],
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}
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if account.get("status") != "enabled":
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return overview
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try:
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client = 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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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) 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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try:
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overview["order_history"] = [_compact_order(o) for o in client.fetch_orders(None, limit=history_limit)]
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except Exception as exc:
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overview["errors"].append(f"订单历史读取失败：{exc}")
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return overview
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