aaef73c2b3
在后端 API 中新增 `_get_active_symbols_from_income` 函数，通过收益历史 API 获取有交易活动的交易对，减少后续请求数。更新 `fetch_binance_data` 函数以支持动态获取交易对，并优化前端 `DataManagement` 组件，确保仅显示状态为 active 的账号。调整 API 服务以支持可选参数 `activeOnly`，提升数据查询的灵活性与用户体验。
243 lines
9.1 KiB
Python
243 lines
9.1 KiB
Python
"""
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数据管理：查询 DB 交易、从币安拉取订单/成交，供策略分析与导出。
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仅管理员可用。
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"""
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import asyncio
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from pathlib import Path
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from fastapi import APIRouter, Query, Depends, HTTPException
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from typing import Optional
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from api.auth_deps import get_admin_user
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from database.models import Trade, Account
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from datetime import datetime, timezone, timedelta
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router = APIRouter(prefix="/api/admin/data", tags=["数据管理"])
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BEIJING_TZ = timezone(timedelta(hours=8))
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def _get_timestamp_range(period: Optional[str], start_date: Optional[str], end_date: Optional[str]):
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now = datetime.now(BEIJING_TZ)
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end_ts = int(now.timestamp())
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start_ts = None
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if period:
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if period == "today":
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today = now.replace(hour=0, minute=0, second=0, microsecond=0)
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start_ts = int(today.timestamp())
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elif period == "1d":
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start_ts = end_ts - 24 * 3600
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elif period == "7d":
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start_ts = end_ts - 7 * 24 * 3600
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elif period == "30d":
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start_ts = end_ts - 30 * 24 * 3600
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elif period == "week":
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days = now.weekday()
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week_start = (now - timedelta(days=days)).replace(hour=0, minute=0, second=0, microsecond=0)
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start_ts = int(week_start.timestamp())
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elif period == "month":
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month_start = now.replace(day=1, hour=0, minute=0, second=0, microsecond=0)
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start_ts = int(month_start.timestamp())
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if start_date:
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try:
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s = start_date if len(start_date) > 10 else f"{start_date} 00:00:00"
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dt = datetime.strptime(s, "%Y-%m-%d %H:%M:%S").replace(tzinfo=BEIJING_TZ)
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start_ts = int(dt.timestamp())
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except ValueError:
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pass
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if end_date:
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try:
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s = end_date if len(end_date) > 10 else f"{end_date} 23:59:59"
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dt = datetime.strptime(s, "%Y-%m-%d %H:%M:%S").replace(tzinfo=BEIJING_TZ)
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end_ts = int(dt.timestamp())
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except ValueError:
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pass
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if start_ts is None:
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start_ts = end_ts - 7 * 24 * 3600 # 默认 7 天
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return start_ts, end_ts
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async def _get_active_symbols_from_income(binance_client, start_ms: int, end_ms: int) -> list:
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"""
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通过收益历史 API 获取该时间段内有交易活动的交易对，避免全量遍历 250+ 交易对。
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一次 API 调用（weight 100）即可拿到有成交/盈亏的 symbol 列表，大幅减少后续 trades/orders 的请求数。
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"""
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try:
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symbols = set()
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current_end = end_ms
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for _ in range(10): # 最多分页 10 次（单次最多 1000 条）
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rows = await binance_client.futures_income_history(
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startTime=start_ms,
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endTime=current_end,
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limit=1000,
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recvWindow=20000,
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)
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if not rows:
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break
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for r in rows:
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sym = (r.get("symbol") or "").strip()
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if sym and sym.endswith("USDT"):
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symbols.add(sym)
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if len(rows) < 1000:
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break
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oldest = min(r.get("time", current_end) for r in rows)
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current_end = oldest - 1
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if current_end < start_ms:
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break
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await asyncio.sleep(0.15)
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return sorted(symbols)
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except Exception:
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return []
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@router.get("/accounts")
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async def list_accounts(_admin=Depends(get_admin_user), active_only: bool = Query(False)):
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"""获取账号列表，供数据管理选择。active_only=true 时仅返回 status=active 的账号"""
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rows = Account.list_all()
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accounts = [{"id": r["id"], "name": r.get("name") or f"Account {r['id']}", "status": r.get("status") or "active"} for r in (rows or [])]
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if active_only:
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accounts = [a for a in accounts if (a.get("status") or "").lower() == "active"]
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return {"accounts": accounts}
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@router.get("/trades")
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async def query_db_trades(
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_admin=Depends(get_admin_user),
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account_id: int = Query(..., ge=1, description="账号 ID"),
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period: Optional[str] = Query(None, description="today/1d/7d/30d/week/month"),
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date: Optional[str] = Query(None, description="YYYY-MM-DD，指定日期（等同于 start_date=end_date）"),
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start_date: Optional[str] = Query(None),
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end_date: Optional[str] = Query(None),
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symbol: Optional[str] = Query(None),
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time_filter: str = Query("created", description="created/entry/exit"),
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reconciled_only: Optional[str] = Query(None),
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limit: int = Query(500, ge=1, le=2000),
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):
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"""
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查询 DB 交易记录（管理员可指定任意账号）
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"""
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sd, ed = start_date, end_date
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if date:
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sd, ed = date, date
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_reconciled = str(reconciled_only or "").lower() in ("true", "1", "yes")
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start_ts, end_ts = _get_timestamp_range(period or "today", sd, ed)
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trades = Trade.get_all(
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start_timestamp=start_ts,
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end_timestamp=end_ts,
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symbol=symbol,
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status=None,
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account_id=account_id,
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time_filter=time_filter,
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limit=limit,
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reconciled_only=_reconciled,
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include_sync=True,
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)
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out = []
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for t in trades:
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row = dict(t)
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for k, v in row.items():
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if hasattr(v, "isoformat"):
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row[k] = v.isoformat()
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out.append(row)
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return {"total": len(out), "trades": out}
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@router.post("/binance-fetch")
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async def fetch_binance_data(
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_admin=Depends(get_admin_user),
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account_id: int = Query(..., ge=1),
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symbols: Optional[str] = Query(None, description="交易对，逗号分隔；留空则拉取该时间段内全部交易对的订单/成交"),
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data_type: str = Query("trades", description="orders 或 trades"),
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days: int = Query(7, ge=0, le=7),
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):
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"""
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从币安拉取订单/成交记录（需账号已配置 API）
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"""
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try:
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import sys
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proj = Path(__file__).resolve().parents[3] # backend/api/routes -> project root
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if str(proj) not in sys.path:
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sys.path.insert(0, str(proj))
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from trading_system.binance_client import BinanceClient
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except ImportError as e:
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raise HTTPException(status_code=500, detail=f"导入失败: {e}")
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api_key, api_secret, use_testnet, _ = 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="该账号未配置 API 密钥")
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client = BinanceClient(api_key=api_key, api_secret=api_secret, testnet=use_testnet)
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try:
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await client.connect()
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except Exception as e:
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raise HTTPException(status_code=502, detail=f"连接币安失败: {e}")
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try:
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now = datetime.now(BEIJING_TZ)
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end_ms = int(now.timestamp() * 1000)
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if days == 0:
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today_start = now.replace(hour=0, minute=0, second=0, microsecond=0)
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start_ms = int(today_start.timestamp() * 1000)
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else:
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start_ms = end_ms - days * 24 * 3600 * 1000
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sym_list = [s.strip().upper() for s in (symbols or "").split(",") if s.strip()]
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if not sym_list:
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sym_list = await _get_active_symbols_from_income(client.client, start_ms, end_ms)
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if not sym_list:
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sym_list = await client.get_all_usdt_pairs()
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if not sym_list:
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raise HTTPException(status_code=500, detail="无法获取交易对列表，请手动指定交易对")
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sem = asyncio.Semaphore(5)
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async def _fetch_one(sym: str):
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async with sem:
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try:
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if data_type == "trades":
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rows = await client.client.futures_account_trades(
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symbol=sym,
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startTime=start_ms,
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endTime=end_ms,
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limit=1000,
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recvWindow=20000,
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)
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else:
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rows = await client.client.futures_get_all_orders(
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symbol=sym,
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startTime=start_ms,
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endTime=end_ms,
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limit=1000,
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recvWindow=20000,
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)
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if isinstance(rows, list):
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for r in rows:
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r["_symbol"] = sym
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return rows
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except Exception as e:
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return [{"_symbol": sym, "_error": str(e)}]
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finally:
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await asyncio.sleep(0.12)
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tasks = [_fetch_one(sym) for sym in sym_list]
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chunks = await asyncio.gather(*tasks)
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all_data = []
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for ch in chunks:
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all_data.extend(ch)
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time_key = "time" if (all_data and "time" in (all_data[0] or {})) else "updateTime"
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all_data.sort(key=lambda x: x.get(time_key, 0), reverse=True)
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return {
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"total": len(all_data),
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"data_type": data_type,
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"symbols_queried": len(sym_list),
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"data": all_data,
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}
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finally:
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if client.client:
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await client.client.close_connection()
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