df2b8d6372
在配置管理模块中，新增了 `ONLY_AUTO_TRADE_CREATES_RECORDS` 配置项，以控制自动开仓记录的写入行为。同时，在多个模块中优化了日志记录，确保在数据库操作和交易记录完善时提供更清晰的错误信息。这一改动旨在提升系统的稳定性和可维护性，确保交易策略的有效性与安全性。
94 lines
3.9 KiB
Python
94 lines
3.9 KiB
Python
"""
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正向流程加固：pending 对账模块
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供 sync_positions_with_binance 和 UserDataStream 重连后调用，补齐因 WS 断线/进程重启漏掉的 pending→open。
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"""
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import logging
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logger = logging.getLogger(__name__)
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DB_AVAILABLE = False
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Trade = None
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try:
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import sys
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from pathlib import Path
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project_root = Path(__file__).parent.parent
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backend_path = project_root / "backend"
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if backend_path.exists():
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sys.path.insert(0, str(backend_path))
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from database.models import Trade
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DB_AVAILABLE = True
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except Exception:
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pass
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async def reconcile_pending_with_binance(client, account_id: int, limit: int = 50, max_age_sec: int = 86400) -> int:
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"""
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对 status=pending 记录查币安订单，若已 FILLED 则更新为 open。
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返回成功对账数量。
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"""
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if not DB_AVAILABLE or not Trade:
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return 0
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try:
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pending_list = Trade.get_pending_recent(account_id, limit=limit, max_age_sec=max_age_sec)
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if not pending_list:
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return 0
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reconciled = 0
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for row in pending_list:
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try:
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symbol = (row.get("symbol") or "").strip()
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client_order_id = (row.get("client_order_id") or "").strip() or None
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entry_order_id = row.get("entry_order_id")
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if not symbol:
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continue
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order_info = None
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if client_order_id and hasattr(client, "get_order_by_client_order_id"):
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order_info = await client.get_order_by_client_order_id(symbol, client_order_id)
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if not order_info and entry_order_id:
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try:
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oid = int(entry_order_id)
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order_info = await client.client.futures_get_order(
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symbol=symbol, orderId=oid, recvWindow=20000
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)
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except Exception:
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pass
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if not order_info or str(order_info.get("status")).upper() != "FILLED":
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continue
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ap = order_info.get("avgPrice") or order_info.get("price") or 0
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z = order_info.get("executedQty") or 0
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try:
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ap_f = float(ap)
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z_f = float(z)
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except (TypeError, ValueError):
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continue
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if ap_f <= 0 or z_f <= 0:
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continue
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order_id = order_info.get("orderId")
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if client_order_id:
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ok = Trade.update_pending_to_filled(
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client_order_id, account_id, order_id, ap_f, z_f
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)
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else:
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ok = Trade.update_pending_by_entry_order_id(
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symbol, account_id, order_id, ap_f, z_f
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)
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if ok:
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reconciled += 1
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logger.info(
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f"[DB] [账号{account_id}] pending 对账: {symbol} client_order_id={client_order_id!r} "
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f"已完善为 open (orderId={order_id} 成交价={ap_f:.4f} 数量={z_f:.4f})"
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)
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else:
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logger.warning(
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f"[DB] [账号{account_id}] pending 对账完善失败 symbol={symbol} client_order_id={client_order_id!r} orderId={order_id} "
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f"(可能无对应 pending 或已非 pending 状态)"
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)
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except Exception as e:
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logger.error(
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f"[DB] [账号{account_id}] pending 对账单条异常 symbol={symbol} client_order_id={client_order_id!r} "
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f"error_type={type(e).__name__} error={e}"
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)
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return reconciled
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except Exception as e:
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logger.error(f"[DB] [账号{account_id}] pending 对账异常 error_type={type(e).__name__} error={e}")
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return 0
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