434 lines
15 KiB
Python
434 lines
15 KiB
Python
"""
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实盘交易服务 - Bitget 合约交易
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提供与模拟交易服务类似的接口，但执行的是真实交易
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"""
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import uuid
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from datetime import datetime, timedelta
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from typing import Dict, Any, List, Optional
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from app.models.real_trading import RealOrder
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from app.models.paper_trading import OrderStatus, OrderSide, SignalGrade, EntryType
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from app.services.db_service import db_service
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from app.config import get_settings
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from app.utils.logger import logger
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class RealTradingService:
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"""实盘交易服务"""
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def __init__(self):
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"""初始化实盘交易服务"""
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self.settings = get_settings()
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self.active_orders: Dict[str, RealOrder] = {} # 内存缓存活跃订单
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# 实盘交易配置
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self.max_single_position = self.settings.real_trading_max_single_position
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self.max_total_ratio = self.settings.real_trading_max_total_ratio
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self.default_leverage = self.settings.real_trading_default_leverage
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self.risk_per_trade = self.settings.real_trading_risk_per_trade
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self.max_orders = self.settings.real_trading_max_orders
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# 获取交易 API (使用 CCXT SDK 版本)
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from app.services.bitget_trading_api_sdk import get_bitget_trading_api
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self.trading_api = get_bitget_trading_api()
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if not self.trading_api:
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logger.error("Bitget 交易 API 未初始化，实盘交易功能不可用")
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return
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# 确保表已创建
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self._ensure_table_exists()
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# 加载活跃订单
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self._load_active_orders()
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logger.info(f"实盘交易服务初始化完成（最大单笔: ${self.max_single_position}，"
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f"杠杆: {self.default_leverage}x，最大持仓: {self.max_orders}）")
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def _ensure_table_exists(self):
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"""确保数据表已创建"""
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from app.models.real_trading import RealOrder
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from app.models.database import Base
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Base.metadata.create_all(bind=db_service.engine)
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def _load_active_orders(self):
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"""从数据库加载活跃订单"""
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db = db_service.get_session()
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try:
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orders = db.query(RealOrder).filter(
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RealOrder.status.in_([OrderStatus.PENDING, OrderStatus.OPEN])
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).all()
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for order in orders:
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self.active_orders[order.order_id] = order
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logger.info(f"实盘交易: 加载了 {len(orders)} 个活跃订单")
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finally:
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db.close()
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def create_order_from_signal(self, signal: Dict[str, Any], current_price: float = None) -> Dict[str, Any]:
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"""
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从信号创建实盘订单
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Args:
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signal: LLM 分析信号
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current_price: 当前价格
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Returns:
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创建结果
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"""
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if not self.trading_api:
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return {
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'success': False,
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'message': '交易 API 未初始化'
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}
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db = db_service.get_session()
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result = {
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'success': False,
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'message': '',
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'order_id': None
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}
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try:
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# 检查实盘交易是否启用
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if not self.settings.real_trading_enabled:
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return {
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'success': False,
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'message': '实盘交易未启用，请检查配置 REAL_TRADING_ENABLED=true'
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}
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# 获取信号信息
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symbol = signal.get('symbol')
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side = signal.get('side') # 'long' or 'short'
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entry_type = signal.get('entry_type', 'market') # 'market' or 'limit'
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entry_price = signal.get('entry_price')
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stop_loss = signal.get('stop_loss')
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take_profit = signal.get('take_profit')
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grade = signal.get('grade', 'D')
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confidence = signal.get('confidence', 0)
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# 验证必需参数
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if not all([symbol, side, stop_loss, take_profit]):
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return {
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'success': False,
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'message': '信号缺少必需参数'
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}
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# 获取当前价格
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if not current_price:
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from app.services.bitget_service import bitget_service
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current_price = bitget_service.get_current_price(symbol)
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if not current_price:
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return {
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'success': False,
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'message': '无法获取当前价格'
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}
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# 设置入场价
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if entry_type == 'market':
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entry_price = current_price
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elif not entry_price:
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entry_price = current_price
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# 风险检查 - 检查订单数量
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if len(self.active_orders) >= self.max_orders:
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return {
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'success': False,
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'message': f'已达最大持仓数 {self.max_orders}'
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}
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# 风险检查 - 检查账户余额
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balance_info = self._check_balance_risk(symbol, entry_price, stop_loss)
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if not balance_info['can_trade']:
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return {
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'success': False,
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'message': balance_info['reason']
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}
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# 创建订单对象
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order_id = str(uuid.uuid4())
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order = RealOrder(
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order_id=order_id,
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symbol=symbol,
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side=OrderSide.LONG if side == 'long' else OrderSide.SHORT,
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entry_price=entry_price,
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stop_loss=stop_loss,
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take_profit=take_profit,
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quantity=balance_info['quantity'],
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leverage=self.default_leverage,
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signal_grade=SignalGrade[grade.upper()] if grade.upper() in ['A', 'B', 'C', 'D'] else SignalGrade.D,
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signal_type=signal.get('signal_type', 'swing'),
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confidence=confidence,
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trend=signal.get('trend'),
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entry_type=EntryType.MARKET if entry_type == 'market' else EntryType.LIMIT,
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status=OrderStatus.PENDING
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)
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db.add(order)
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db.commit()
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db.refresh(order)
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# 调用 Bitget API 下单
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exchange_result = self._place_bitget_order(order, current_price)
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if exchange_result['success']:
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# 更新订单状态
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order.exchange_order_id = exchange_result.get('order_id')
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order.client_order_id = exchange_result.get('client_order_id')
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order.filled_price = exchange_result.get('filled_price', entry_price)
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order.filled_at = datetime.now()
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order.status = OrderStatus.OPEN
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db.commit()
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# 添加到内存缓存
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self.active_orders[order_id] = order
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result['success'] = True
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result['message'] = '实盘订单创建成功'
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result['order_id'] = order_id
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result['exchange_order_id'] = exchange_result.get('order_id')
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logger.info(f"✅ 实盘订单创建成功: {symbol} {side} ${entry_price} -> {exchange_result.get('order_id')}")
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else:
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# 下单失败，删除记录
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db.delete(order)
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db.commit()
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result['message'] = f"下单失败: {exchange_result.get('message', '未知错误')}"
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logger.error(f"❌ 实盘订单下单失败: {exchange_result.get('message')}")
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except Exception as e:
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db.rollback()
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result['message'] = f"创建订单失败: {str(e)}"
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logger.error(f"创建实盘订单失败: {e}")
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finally:
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db.close()
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return result
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def _check_balance_risk(self, symbol: str, entry_price: float, stop_loss: float) -> Dict:
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"""
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检查余额和风险
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Returns:
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{'can_trade': bool, 'reason': str, 'quantity': float}
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"""
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try:
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# 获取账户余额
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balance_info = self.trading_api.get_balance()
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usdt_balance = balance_info.get('USDT', {})
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available = float(usdt_balance.get('available', 0))
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if available < 10:
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return {
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'can_trade': False,
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'reason': f'可用余额不足 (${available:.2f})',
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'quantity': 0
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}
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# 计算风险
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risk_amount = entry_price - stop_loss
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risk_percent = (risk_amount / entry_price) * 100
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# 根据风险计算仓位
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max_quantity = (available * self.risk_per_trade) / (risk_percent / 100)
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# 限制单笔最大仓位
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max_quantity = min(max_quantity, self.max_single_position)
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# 最小仓位限制
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min_quantity = 10
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if max_quantity < min_quantity:
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return {
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'can_trade': False,
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'reason': f'风险过高，计算仓位 ${max_quantity:.2f} 小于最小值 ${min_quantity}',
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'quantity': 0
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}
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return {
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'can_trade': True,
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'reason': '',
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'quantity': round(max_quantity, 2)
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}
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except Exception as e:
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logger.error(f"检查余额风险失败: {e}")
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return {
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'can_trade': False,
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'reason': f'风险检查失败: {str(e)}',
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'quantity': 0
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}
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def _place_bitget_order(self, order: RealOrder, current_price: float) -> Dict:
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"""
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调用 Bitget API 下单 (使用 CCXT SDK)
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Returns:
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{'success': bool, 'order_id': str, 'client_order_id': str, 'filled_price': float, 'message': str}
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"""
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try:
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# CCXT 使用标准的 buy/sell 方向
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# 对于合约：buy = 开多/平空，sell = 开空/平多
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# 这里我们简化为：long = buy, short = sell
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side_map = {
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OrderSide.LONG: 'buy',
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OrderSide.SHORT: 'sell'
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}
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# 映射订单类型
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order_type = 'market' if order.entry_type == EntryType.MARKET else 'limit'
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# 计算合约数量（张数）
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# Bitget U本位合约：1张 = 1 USDT（大多数情况）
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size = order.quantity # 简化处理，实际应该根据合约规格计算
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# 生成自定义订单ID
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client_order_id = f"real_{order.order_id[:8]}"
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# 调用 API 下单
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result = self.trading_api.place_order(
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symbol=order.symbol,
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side=side_map[order.side],
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order_type=order_type,
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size=size,
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price=order.entry_price if order_type == 'limit' else None,
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client_order_id=client_order_id
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)
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if result:
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# CCXT 返回的订单对象格式
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# result['id'] 是交易所订单ID
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# result['price'] 是委托价格
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# result['average'] 是成交均价（如果已成交）
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order_id = result.get('id')
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filled_price = float(result.get('average', 0)) or current_price
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return {
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'success': True,
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'order_id': order_id,
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'client_order_id': client_order_id,
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'filled_price': filled_price
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}
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else:
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return {
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'success': False,
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'message': 'API 调用失败'
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}
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except Exception as e:
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logger.error(f"Bitget 下单失败: {e}")
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return {
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'success': False,
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'message': str(e)
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}
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def get_active_orders(self) -> List[Dict]:
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"""获取活跃订单列表"""
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return [order.to_dict() for order in self.active_orders.values()]
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def get_order(self, order_id: str) -> Optional[Dict]:
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"""获取指定订单"""
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order = self.active_orders.get(order_id)
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if order:
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return order.to_dict()
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return None
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def sync_positions_from_exchange(self) -> List[Dict]:
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"""
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从交易所同步持仓状态
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Returns:
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同步后的持仓列表
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"""
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if not self.trading_api:
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return []
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try:
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# 获取交易所实际持仓
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positions = self.trading_api.get_position()
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logger.info(f"从交易所同步了 {len(positions)} 个持仓")
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return positions
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except Exception as e:
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logger.error(f"同步持仓失败: {e}")
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return []
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def get_account_status(self) -> Dict:
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"""获取账户状态"""
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if not self.trading_api:
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return {
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'current_balance': 0,
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'used_margin': 0,
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'total_position_value': 0,
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'available': 0
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}
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try:
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balance_info = self.trading_api.get_balance()
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usdt_info = balance_info.get('USDT', {})
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available = float(usdt_info.get('available', 0))
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frozen = float(usdt_info.get('frozen', 0))
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locked = float(usdt_info.get('locked', 0))
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# 计算持仓价值
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total_position_value = 0
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for order in self.active_orders.values():
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if order.status == OrderStatus.OPEN:
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total_position_value += order.quantity
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return {
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'current_balance': available + frozen + locked,
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'available': available,
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'used_margin': frozen + locked,
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'total_position_value': total_position_value
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}
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except Exception as e:
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logger.error(f"获取账户状态失败: {e}")
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return {
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'current_balance': 0,
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'used_margin': 0,
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'total_position_value': 0,
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'available': 0
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}
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# 全局实例
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_real_trading_service: Optional[RealTradingService] = None
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def get_real_trading_service() -> Optional[RealTradingService]:
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"""
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获取实盘交易服务实例（单例）
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Returns:
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RealTradingService 实例或 None（如果未配置或未启用）
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"""
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global _real_trading_service
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if _real_trading_service:
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return _real_trading_service
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settings = get_settings()
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# 检查是否启用实盘交易
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if not settings.real_trading_enabled:
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return None
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# 检查是否配置了 API Key
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if not settings.bitget_api_key or not settings.bitget_api_secret:
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logger.warning("Bitget API Key 未配置，实盘交易功能不可用")
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return None
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_real_trading_service = RealTradingService()
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return _real_trading_service
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