feat(risk_manager, user_data_stream): 增强多账号支持与缓存逻辑
在 `risk_manager.py` 中新增可用保证金检查，确保在保证金不足时拒绝开仓请求，提升风险控制能力。在 `user_data_stream.py` 中更新缓存填充逻辑，支持多账号隔离，确保 Redis 缓存键按账号区分，避免数据混淆。此更新优化了系统的稳定性与风险管理。
This commit is contained in:
薇薇安
parent
22901abe39
commit
418eff6fb7
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@ -377,9 +377,9 @@ async def main():
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# 用当前 REST 结果播种缓存，后续由 WS 增量更新，业务可优先读缓存（Redis）
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try:
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redis_cache = getattr(client, "redis_cache", None)
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await seed_balance_cache(balance, redis_cache)
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await seed_balance_cache(balance, redis_cache, account_id=account_id)
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positions_seed = await client.get_open_positions()
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await seed_position_cache(positions_seed, redis_cache)
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await seed_position_cache(positions_seed, redis_cache, account_id=account_id)
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logger.info(f"✓ 已播种持仓/余额缓存（持仓 {len(positions_seed)} 个，已写入 Redis）")
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except Exception as e:
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logger.warning(f"播种 WS 缓存失败（将仅用 REST）: {e}")
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@ -210,6 +210,21 @@ class RiskManager:
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logger.warning("账户总余额为0，无法开仓")
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return False
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# 币安 -2019：可用保证金不足时直接拒绝，避免下单被拒
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if available_balance is not None and float(available_balance) <= 0:
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logger.warning(
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"可用保证金不足或为负 (available=%.2f USDT)，无法开仓，跳过",
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float(available_balance),
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)
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return False
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if available_balance is not None and float(new_position_margin) > float(available_balance):
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logger.warning(
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"新仓位保证金 %.2f USDT > 可用保证金 %.2f USDT，无法开仓",
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float(new_position_margin),
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float(available_balance),
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)
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return False
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max_total_margin = total_balance * config.TRADING_CONFIG['MAX_TOTAL_POSITION_PERCENT']
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max_total_margin_pct = config.TRADING_CONFIG['MAX_TOTAL_POSITION_PERCENT'] * 100
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@ -49,8 +49,17 @@ except ImportError:
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TTL_BALANCE = 300
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async def seed_position_cache(positions: List[Dict], redis_cache: Any = None) -> None:
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"""用 REST 全量持仓结果填充缓存。有 Redis 时只写 Redis、不占进程内存；无 Redis 时写进程内存。"""
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def _cache_account_id() -> int:
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"""当前进程的 account_id（多账号隔离时 Redis 缓存键必须按账号区分）"""
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import os
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try:
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return int(os.getenv("ATS_ACCOUNT_ID") or os.getenv("ACCOUNT_ID") or 1)
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except Exception:
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return 1
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async def seed_position_cache(positions: List[Dict], redis_cache: Any = None, account_id: int = None) -> None:
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"""用 REST 全量持仓结果填充缓存。有 Redis 时只写 Redis、不占进程内存；无 Redis 时写进程内存。多账号时 Redis 键按 account_id 隔离。"""
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global _position_updates_cache, _position_cache_seeded
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_position_cache_seeded = True
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positions_list = []
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@ -82,14 +91,15 @@ async def seed_position_cache(positions: List[Dict], redis_cache: Any = None) ->
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_position_updates_cache.clear()
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if positions_list:
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try:
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await redis_cache.set("ats:positions:cache", positions_list, ttl=TTL_POSITIONS)
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aid = int(account_id) if account_id is not None else _cache_account_id()
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await redis_cache.set(f"ats:positions:cache:{aid}", positions_list, ttl=TTL_POSITIONS)
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except Exception as e:
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logger.debug(f"写入持仓缓存到 Redis 失败: {e}")
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logger.debug(f"UserDataStream: 已填充持仓缓存（Redis=%s）", bool(redis_cache))
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async def seed_balance_cache(balance: Dict[str, Any], redis_cache: Any = None) -> None:
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"""用 REST 余额结果填充缓存。有 Redis 时只写 Redis、不占进程内存；无 Redis 时写进程内存。"""
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async def seed_balance_cache(balance: Dict[str, Any], redis_cache: Any = None, account_id: int = None) -> None:
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"""用 REST 余额结果填充缓存。有 Redis 时只写 Redis；无 Redis 时写进程内存。多账号时 Redis 键按 account_id 隔离。"""
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global _balance_updates_cache, _balance_cache_seeded
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_balance_cache_seeded = True
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if balance and isinstance(balance, dict):
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@ -98,7 +108,8 @@ async def seed_balance_cache(balance: Dict[str, Any], redis_cache: Any = None) -
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balance_data = {"wb": str(wb), "cw": str(av), "bc": "0"}
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if redis_cache:
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try:
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await redis_cache.set("ats:balance:cache:USDT", balance_data, ttl=TTL_BALANCE)
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aid = int(account_id) if account_id is not None else _cache_account_id()
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await redis_cache.set(f"ats:balance:cache:USDT:{aid}", balance_data, ttl=TTL_BALANCE)
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except Exception as e:
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logger.debug(f"写入余额缓存到 Redis 失败: {e}")
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else:
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@ -106,15 +117,15 @@ async def seed_balance_cache(balance: Dict[str, Any], redis_cache: Any = None) -
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logger.debug("UserDataStream: 已填充余额缓存 (USDT, Redis=%s)", bool(redis_cache))
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async def get_positions_from_cache(min_notional: float = 1.0, redis_cache: Any = None) -> Optional[List[Dict]]:
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async def get_positions_from_cache(min_notional: float = 1.0, redis_cache: Any = None, account_id: int = None) -> Optional[List[Dict]]:
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"""
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将持仓缓存转为与 REST get_open_positions 一致的列表格式；未播种时返回 None（业务应走 REST）。
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⚠️ 内存优化：优先从 Redis 读取，减少进程内存占用。
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⚠️ 多账号时 Redis 键按 account_id 隔离，避免读错账号数据导致风控失效。
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"""
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# 优先从 Redis 读取（多进程共享）
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aid = int(account_id) if account_id is not None else _cache_account_id()
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if redis_cache:
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try:
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redis_key = "ats:positions:cache"
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redis_key = f"ats:positions:cache:{aid}"
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cached = await redis_cache.get(redis_key)
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if cached and isinstance(cached, list):
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# 过滤最小名义价值
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@ -161,15 +172,15 @@ async def get_positions_from_cache(min_notional: float = 1.0, redis_cache: Any =
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return out
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async def get_balance_from_cache(redis_cache: Any = None) -> Optional[Dict[str, Any]]:
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async def get_balance_from_cache(redis_cache: Any = None, account_id: int = None) -> Optional[Dict[str, Any]]:
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"""
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从缓存返回 USDT 余额（与 REST get_account_balance 结构兼容）；未播种或无缓存时返回 None。
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⚠️ 内存优化：优先从 Redis 读取，减少进程内存占用。
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⚠️ 多账号时 Redis 键按 account_id 隔离，避免读错账号数据导致风控失效。
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"""
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# 优先从 Redis 读取（多进程共享）
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aid = int(account_id) if account_id is not None else _cache_account_id()
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if redis_cache:
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try:
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redis_key = "ats:balance:cache:USDT"
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redis_key = f"ats:balance:cache:USDT:{aid}"
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cached = await redis_cache.get(redis_key)
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if cached and isinstance(cached, dict):
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try:
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@ -625,21 +636,21 @@ class UserDataStream:
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logger.debug(f"UserDataStream: ACCOUNT_UPDATE 持仓数 {len(P)}")
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async def _write_balance_to_redis(self, asset: str, balance_data: Dict):
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"""写入余额缓存到 Redis（带 TTL，避免无限增长）"""
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"""写入余额缓存到 Redis（带 TTL，按 account_id 隔离）"""
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try:
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redis_cache = getattr(self.client, "redis_cache", None)
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if redis_cache:
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redis_key = f"ats:balance:cache:{asset}"
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redis_key = f"ats:balance:cache:{asset}:{self.account_id}"
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await redis_cache.set(redis_key, balance_data, ttl=TTL_BALANCE)
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except Exception as e:
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logger.debug(f"写入余额缓存到 Redis 失败: {e}")
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async def _write_positions_to_redis(self, positions_list: List[Dict]):
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"""写入持仓缓存到 Redis（带 TTL，避免无限增长）"""
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"""写入持仓缓存到 Redis（带 TTL，按 account_id 隔离）"""
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try:
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redis_cache = getattr(self.client, "redis_cache", None)
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if redis_cache:
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redis_key = "ats:positions:cache"
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redis_key = f"ats:positions:cache:{self.account_id}"
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await redis_cache.set(redis_key, positions_list, ttl=TTL_POSITIONS)
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except Exception as e:
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logger.debug(f"写入持仓缓存到 Redis 失败: {e}")
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