feat(trades): 添加对账校验接口以验证交易记录准确性
新增 `GET /api/trades/verify-binance` 接口，允许用户校验与币安的交易记录一致性。该接口支持指定时间范围和校验条数，返回校验结果的汇总和详细信息，确保策略执行分析所依赖的数据与交易所一致。
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薇薇安
parent
225cb436d1
commit
b9392e096c
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@ -17,7 +17,7 @@ project_root = Path(__file__).parent.parent.parent.parent
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sys.path.insert(0, str(project_root))
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sys.path.insert(0, str(project_root / 'backend'))
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from database.models import Trade
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from database.models import Trade, Account
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from api.auth_deps import get_account_id
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router = APIRouter()
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@ -650,3 +650,168 @@ async def sync_trades_from_binance(
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except Exception as e:
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logger.error(f"同步币安订单失败: {e}", exc_info=True)
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raise HTTPException(status_code=500, detail=f"同步币安订单失败: {str(e)}")
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@router.get("/verify-binance")
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async def verify_trades_against_binance(
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account_id: int = Depends(get_account_id),
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days: int = Query(30, ge=1, le=90, description="校验最近 N 天的记录，默认 30"),
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limit: int = Query(100, ge=1, le=500, description="最多校验条数，默认 100"),
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):
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"""
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用币安订单接口逐条校验本账号「可对账」交易记录的准确性，便于把握策略执行分析所依赖的订单数据是否与交易所一致。
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- 只校验有 entry_order_id 的记录（已平仓的还会校验 exit_order_id）。
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- 每条记录会请求币安 futures_get_order 核对订单是否存在、symbol/side/数量是否一致。
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- 返回汇总（一致/缺失/不一致数量）与明细，便于排查对不上的记录。
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"""
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beijing_tz = timezone(timedelta(hours=8))
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now = datetime.now(beijing_tz)
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end_ts = int(now.timestamp())
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start_ts = end_ts - days * 24 * 3600
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trades = Trade.get_all(
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account_id=account_id,
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start_timestamp=start_ts,
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end_timestamp=end_ts,
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)
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# 只校验「可对账」记录：有 entry_order_id；若已平仓则还须有 exit_order_id
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def _has_entry(eid):
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return eid is not None and str(eid).strip() not in ("", "0")
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def _has_exit(xid):
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return xid is not None and str(xid).strip() not in ("", "0")
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to_verify = [
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t for t in trades
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if _has_entry(t.get("entry_order_id"))
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and (t.get("status") != "closed" or _has_exit(t.get("exit_order_id")))
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][:limit]
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if not to_verify:
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return {
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"success": True,
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"account_id": account_id,
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"summary": {"total_verified": 0, "entry_ok": 0, "entry_missing": 0, "entry_mismatch": 0, "exit_ok": 0, "exit_missing": 0, "exit_mismatch": 0},
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"details": [],
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"message": "该时间范围内没有可对账记录（需有 entry_order_id，已平仓需有 exit_order_id）",
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}
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api_key, api_secret, use_testnet, status = Account.get_credentials(account_id)
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if not api_key or not api_secret:
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raise HTTPException(status_code=400, detail=f"账号 {account_id} 未配置 API 密钥，无法请求币安")
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trading_system_path = project_root / "trading_system"
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if not trading_system_path.exists():
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trading_system_path = project_root / "backend" / "trading_system"
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sys.path.insert(0, str(project_root))
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sys.path.insert(0, str(trading_system_path))
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try:
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from binance_client import BinanceClient
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except ImportError:
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raise HTTPException(status_code=500, detail="无法导入 BinanceClient")
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client = BinanceClient(api_key=api_key, api_secret=api_secret, testnet=use_testnet)
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await client.connect()
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try:
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summary = {"total_verified": 0, "entry_ok": 0, "entry_missing": 0, "entry_mismatch": 0, "exit_ok": 0, "exit_missing": 0, "exit_mismatch": 0}
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details = []
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for t in to_verify:
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tid = t.get("id")
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symbol = t.get("symbol") or ""
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eid = t.get("entry_order_id")
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xid = t.get("exit_order_id")
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status_t = t.get("status") or "open"
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side_t = t.get("side") or ""
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qty_t = float(t.get("quantity") or 0)
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entry_price_t = float(t.get("entry_price") or 0)
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row = {
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"trade_id": tid,
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"symbol": symbol,
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"side": side_t,
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"status": status_t,
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"entry_order_id": eid,
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"exit_order_id": xid,
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"entry_verified": None,
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"entry_message": None,
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"exit_verified": None,
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"exit_message": None,
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}
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# 校验开仓订单
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if _has_entry(eid):
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summary["total_verified"] += 1
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try:
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order = await client.client.futures_get_order(symbol=symbol, orderId=int(eid))
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if not order:
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summary["entry_missing"] += 1
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row["entry_verified"] = False
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row["entry_message"] = "币安未返回订单"
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else:
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ob_side = (order.get("side") or "").upper()
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ob_qty = float(order.get("origQty") or order.get("executedQty") or 0)
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ob_price = float(order.get("avgPrice") or 0)
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if ob_side != side_t or abs(ob_qty - qty_t) > 1e-8:
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summary["entry_mismatch"] += 1
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row["entry_verified"] = False
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row["entry_message"] = f"币安 side={ob_side} qty={ob_qty}，DB side={side_t} qty={qty_t}"
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else:
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summary["entry_ok"] += 1
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row["entry_verified"] = True
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row["entry_message"] = "一致"
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except Exception as ex:
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err = str(ex)
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if "Unknown order" in err or "-2011" in err or "404" in err.lower():
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summary["entry_missing"] += 1
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row["entry_verified"] = False
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row["entry_message"] = "币安无此订单"
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else:
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summary["entry_mismatch"] += 1
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row["entry_verified"] = False
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row["entry_message"] = err[:200]
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# 校验平仓订单（仅已平仓且存在 exit_order_id）
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if status_t == "closed" and _has_exit(xid):
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try:
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order = await client.client.futures_get_order(symbol=symbol, orderId=int(xid))
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if not order:
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summary["exit_missing"] += 1
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row["exit_verified"] = False
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row["exit_message"] = "币安未返回订单"
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else:
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ob_side = (order.get("side") or "").upper()
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ob_qty = float(order.get("executedQty") or order.get("origQty") or 0)
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if ob_side != side_t or abs(ob_qty - qty_t) > 1e-8:
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summary["exit_mismatch"] += 1
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row["exit_verified"] = False
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row["exit_message"] = f"币安 side={ob_side} qty={ob_qty}，DB side={side_t} qty={qty_t}"
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elif not order.get("reduceOnly"):
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summary["exit_mismatch"] += 1
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row["exit_verified"] = False
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row["exit_message"] = "币安订单非 reduceOnly，非平仓单"
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else:
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summary["exit_ok"] += 1
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row["exit_verified"] = True
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row["exit_message"] = "一致"
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except Exception as ex:
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err = str(ex)
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if "Unknown order" in err or "-2011" in err or "404" in err.lower():
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summary["exit_missing"] += 1
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row["exit_verified"] = False
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row["exit_message"] = "币安无此订单"
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else:
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summary["exit_mismatch"] += 1
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row["exit_verified"] = False
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row["exit_message"] = err[:200]
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details.append(row)
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await asyncio.sleep(0.05)
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return {
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"success": True,
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"account_id": account_id,
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"summary": summary,
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"details": details,
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"message": f"已校验 {summary['total_verified']} 条开仓订单，开仓一致 {summary['entry_ok']}、缺失 {summary['entry_missing']}、不一致 {summary['entry_mismatch']}；平仓一致 {summary['exit_ok']}、缺失 {summary['exit_missing']}、不一致 {summary['exit_mismatch']}",
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}
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finally:
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await client.disconnect()
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@ -92,3 +92,41 @@
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表示：仅对 **当前已在 `active_positions` 中且具备 SL/TP 价格的持仓** 在交易所侧挂或更新保护单；每次挂前会先取消同类型旧单再挂新单，不会重复堆积同一 symbol 的多组 SL/TP。
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若希望减少「想下单」类日志的干扰，可将「跳过开仓」类日志级别调低（如改为 debug），或仅在有实际下单时再打 info。
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---
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## 六、如何确认订单记录的准确性
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策略执行情况分析依赖订单记录，必须保证「能对上的」记录与币安一致。可按下面步骤把握。
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### 1. 日常使用：只用「可对账」口径
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- 前端「交易记录」**保持勾选「仅可对账（与币安一致）」**（默认即勾选）。
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- 看日盈亏、胜率、策略统计时，接口已默认 `reconciled_only=true`，只统计有 `entry_order_id` 且已平仓有 `exit_order_id` 的记录，与币安可一一对应。
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- 分析策略执行、复盘盈亏时，以这批记录为准，避免被无订单号或补建脏数据干扰。
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### 2. 主动校验：调用「对账校验」接口
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- **接口**：`GET /api/trades/verify-binance`（需登录并带 `X-Account-Id` 指定账号）。
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- **参数**：`days`（校验最近 N 天，默认 30）、`limit`（最多校验条数，默认 100）。
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- **作用**：对当前账号在时间范围内的「可对账」记录，逐条用币安 `futures_get_order` 校验：
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- 开仓订单：订单是否存在、symbol/side/数量是否与 DB 一致；
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- 平仓订单（已平仓且存在 `exit_order_id`）：同上，并确认为 reduceOnly。
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- **返回**：`summary`（一致/缺失/不一致数量）+ `details`（每条记录的 `entry_verified`/`exit_verified` 及说明）。便于快速发现「对不上」的记录。
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**示例**（校验最近 30 天、最多 100 条）：
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```http
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GET /api/trades/verify-binance?days=30&limit=100
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X-Account-Id: 1
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Authorization: Bearer <token>
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```
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若 `entry_missing` 或 `exit_missing` 不为 0，说明 DB 里有的订单号在币安查不到（可能错写、错账号或历史清理）；若 `entry_mismatch`/`exit_mismatch` 不为 0，说明订单存在但 symbol/side/数量等与 DB 不一致，需排查写入或同步逻辑。
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### 3. 发现对不上时怎么处理
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- **仅做策略分析**：继续以「仅可对账」口径为准；有问题的记录因缺订单号或校验不通过，不会进入默认统计。
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- **希望 DB 与币安尽量一致**：可先执行 `POST /api/trades/sync-binance`（按「最近 N 天」从币安拉订单并更新/补全平仓与 `exit_order_id`）；再跑一次 `GET /api/trades/verify-binance` 看是否仍存在缺失或不一致，再针对单条记录排查或人工修正。
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总结：**日常用「仅可对账」统计 + 定期或按需调 `verify-binance` 校验**，即可把订单记录的准确性把握住，策略执行分析所依赖的数据与币安一致。
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