feat: paper_monitor.py - WebSocket realtime TP/SL + frontend WS price feed (1s update)

backend/paper_monitor.py

@@ -0,0 +1,179 @@
+"""
+paper_monitor.py — 模拟盘实时监控（独立PM2进程）
+
+用币安WebSocket实时推送价格，毫秒级触发止盈止损。
+"""
+
+import asyncio
+import json
+import logging
+import os
+import sys
+import time
+import websockets
+import psycopg2
+
+sys.path.insert(0, os.path.dirname(__file__))
+from db import get_sync_conn
+
+logging.basicConfig(
+    level=logging.INFO,
+    format="%(asctime)s [%(levelname)s] %(name)s: %(message)s",
+    handlers=[
+        logging.StreamHandler(),
+        logging.FileHandler(os.path.join(os.path.dirname(__file__), "..", "paper-monitor.log")),
+    ],
+)
+logger = logging.getLogger("paper-monitor")
+
+SYMBOLS = ["btcusdt", "ethusdt", "xrpusdt", "solusdt"]
+FEE_RATE = 0.0005  # Taker 0.05%
+
+
+def load_config() -> bool:
+    """读取模拟盘开关"""
+    config_path = os.path.join(os.path.dirname(__file__), "paper_config.json")
+    try:
+        with open(config_path, "r") as f:
+            cfg = json.load(f)
+            return cfg.get("enabled", False)
+    except FileNotFoundError:
+        return False
+
+
+def check_and_close(symbol_upper: str, price: float):
+    """检查该币种的活跃持仓，价格到了就平仓"""
+    now_ms = int(time.time() * 1000)
+
+    with get_sync_conn() as conn:
+        with conn.cursor() as cur:
+            cur.execute(
+                "SELECT id, direction, entry_price, tp1_price, tp2_price, sl_price, "
+                "tp1_hit, entry_ts, atr_at_entry "
+                "FROM paper_trades WHERE symbol=%s AND status IN ('active','tp1_hit')",
+                (symbol_upper,)
+            )
+            positions = cur.fetchall()
+
+            for pos in positions:
+                pid, direction, entry_price, tp1, tp2, sl, tp1_hit, entry_ts, atr_entry = pos
+                closed = False
+                new_status = None
+                pnl_r = 0.0
+
+                if direction == "LONG":
+                    if price <= sl:
+                        closed = True
+                        if tp1_hit:
+                            new_status = "sl_be"
+                            pnl_r = 0.5 * 1.5
+                        else:
+                            new_status = "sl"
+                            pnl_r = -1.0
+                    elif not tp1_hit and price >= tp1:
+                        new_sl = entry_price * 1.0005
+                        cur.execute("UPDATE paper_trades SET tp1_hit=TRUE, sl_price=%s, status='tp1_hit' WHERE id=%s",
+                                    (new_sl, pid))
+                        logger.info(f"[{symbol_upper}] ✅ TP1触发 LONG @ {price:.4f}, SL→{new_sl:.4f}")
+                    elif tp1_hit and price >= tp2:
+                        closed = True
+                        new_status = "tp"
+                        pnl_r = 2.25
+                else:  # SHORT
+                    if price >= sl:
+                        closed = True
+                        if tp1_hit:
+                            new_status = "sl_be"
+                            pnl_r = 0.5 * 1.5
+                        else:
+                            new_status = "sl"
+                            pnl_r = -1.0
+                    elif not tp1_hit and price <= tp1:
+                        new_sl = entry_price * 0.9995
+                        cur.execute("UPDATE paper_trades SET tp1_hit=TRUE, sl_price=%s, status='tp1_hit' WHERE id=%s",
+                                    (new_sl, pid))
+                        logger.info(f"[{symbol_upper}] ✅ TP1触发 SHORT @ {price:.4f}, SL→{new_sl:.4f}")
+                    elif tp1_hit and price <= tp2:
+                        closed = True
+                        new_status = "tp"
+                        pnl_r = 2.25
+
+                # 时间止损：60分钟
+                if not closed and (now_ms - entry_ts > 60 * 60 * 1000):
+                    closed = True
+                    new_status = "timeout"
+                    risk_distance = 2.0 * 0.7 * atr_entry if atr_entry > 0 else 1
+                    if direction == "LONG":
+                        move = price - entry_price
+                    else:
+                        move = entry_price - price
+                    pnl_r = move / risk_distance if risk_distance > 0 else 0
+                    if tp1_hit:
+                        pnl_r = max(pnl_r, 0.5 * 1.5)
+
+                if closed:
+                    # 扣手续费
+                    risk_distance = 2.0 * 0.7 * atr_entry if atr_entry > 0 else 1
+                    fee_r = (2 * FEE_RATE * entry_price) / risk_distance if risk_distance > 0 else 0
+                    pnl_r -= fee_r
+
+                    cur.execute(
+                        "UPDATE paper_trades SET status=%s, exit_price=%s, exit_ts=%s, pnl_r=%s WHERE id=%s",
+                        (new_status, price, now_ms, round(pnl_r, 4), pid)
+                    )
+                    logger.info(
+                        f"[{symbol_upper}] 📝 平仓: {direction} @ {price:.4f} "
+                        f"status={new_status} pnl={pnl_r:+.2f}R (fee={fee_r:.3f}R)"
+                    )
+
+            conn.commit()
+
+
+async def ws_monitor():
+    """连接币安WebSocket，实时监控价格"""
+    # 组合流：所有币种的markPrice@1s
+    streams = "/".join([f"{s}@markPrice@1s" for s in SYMBOLS])
+    url = f"wss://fstream.binance.com/stream?streams={streams}"
+
+    logger.info(f"=== Paper Monitor 启动 ===")
+    logger.info(f"监控币种: {[s.upper() for s in SYMBOLS]}")
+
+    config_check_counter = 0
+
+    while True:
+        enabled = load_config()
+        if not enabled:
+            logger.info("模拟盘未启用，等待30秒后重试...")
+            await asyncio.sleep(30)
+            continue
+
+        try:
+            async with websockets.connect(url, ping_interval=20) as ws:
+                logger.info(f"WebSocket连接成功: {url[:80]}...")
+                while True:
+                    msg = await asyncio.wait_for(ws.recv(), timeout=30)
+                    data = json.loads(msg)
+
+                    if "data" in data:
+                        d = data["data"]
+                        symbol = d.get("s", "")  # e.g. "BTCUSDT"
+                        mark_price = float(d.get("p", 0))
+
+                        if mark_price > 0:
+                            check_and_close(symbol, mark_price)
+
+                    # 每60秒检查一次开关
+                    config_check_counter += 1
+                    if config_check_counter >= 60:
+                        config_check_counter = 0
+                        if not load_config():
+                            logger.info("模拟盘已关闭，断开WebSocket")
+                            break
+
+        except Exception as e:
+            logger.error(f"WebSocket异常: {e}, 5秒后重连...")
+            await asyncio.sleep(5)
+
+
+if __name__ == "__main__":
+    asyncio.run(ws_monitor())

backend/signal_engine.py

@@ -707,9 +707,7 @@ def main():
                                     result["atr"], now_ms
                                 )
 
-                # 模拟盘持仓检查（开关开着才检查）
+                # 模拟盘持仓检查由paper_monitor.py通过WebSocket实时处理，这里不再检查
-                if PAPER_TRADING_ENABLED and result.get("price") and result["price"] > 0:
-                    paper_check_positions(sym, result["price"], now_ms)
 
             cycle += 1
             if cycle % 60 == 0:

frontend/app/paper/page.tsx

@@ -107,9 +107,29 @@ function SummaryCards() {
 
 function ActivePositions() {
   const [positions, setPositions] = useState<any[]>([]);
+  const [wsPrices, setWsPrices] = useState<Record<string, number>>({});
+
+  // 从API获取持仓列表（10秒刷新）
   useEffect(() => {
     const f = async () => { try { const r = await authFetch("/api/paper/positions"); if (r.ok) { const j = await r.json(); setPositions(j.data || []); } } catch {} };
-    f(); const iv = setInterval(f, 5000); return () => clearInterval(iv);
+    f(); const iv = setInterval(f, 10000); return () => clearInterval(iv);
+  }, []);
+
+  // WebSocket实时价格
+  useEffect(() => {
+    const streams = ["btcusdt", "ethusdt", "xrpusdt", "solusdt"].map(s => `${s}@markPrice@1s`).join("/");
+    const ws = new WebSocket(`wss://fstream.binance.com/stream?streams=${streams}`);
+    ws.onmessage = (e) => {
+      try {
+        const msg = JSON.parse(e.data);
+        if (msg.data) {
+          const sym = msg.data.s; // e.g. "BTCUSDT"
+          const price = parseFloat(msg.data.p);
+          if (sym && price > 0) setWsPrices(prev => ({ ...prev, [sym]: price }));
+        }
+      } catch {}
+    };
+    return () => ws.close();
   }, []);
 
   if (positions.length === 0) return (
@@ -121,12 +141,18 @@ function ActivePositions() {
   return (
     <div className="rounded-xl border border-slate-200 bg-white overflow-hidden">
       <div className="px-3 py-2 border-b border-slate-100">
-        <h3 className="font-semibold text-slate-800 text-xs">当前持仓</h3>
+        <h3 className="font-semibold text-slate-800 text-xs">当前持仓 <span className="text-[10px] text-emerald-500 font-normal">● 实时</span></h3>
       </div>
       <div className="divide-y divide-slate-100">
         {positions.map((p: any) => {
           const sym = p.symbol?.replace("USDT", "") || "";
           const holdMin = Math.round((Date.now() - p.entry_ts) / 60000);
+          const currentPrice = wsPrices[p.symbol] || p.current_price || 0;
+          const entry = p.entry_price || 0;
+          const atr = p.atr_at_entry || 1;
+          const riskDist = 2.0 * 0.7 * atr;
+          const unrealR = riskDist > 0 ? (p.direction === "LONG" ? (currentPrice - entry) / riskDist : (entry - currentPrice) / riskDist) : 0;
+          const unrealUsdt = unrealR * 200;
           return (
             <div key={p.id} className="px-3 py-2">
               <div className="flex items-center justify-between">
@@ -137,18 +163,18 @@ function ActivePositions() {
                   <span className="text-[10px] text-slate-400">评分{p.score} · {p.tier === "heavy" ? "加仓" : p.tier === "standard" ? "标准" : "轻仓"}</span>
                 </div>
                 <div className="flex items-center gap-2">
-                  <span className={`font-mono text-sm font-bold ${(p.unrealized_pnl_r ?? 0) >= 0 ? "text-emerald-600" : "text-red-500"}`}>
+                  <span className={`font-mono text-sm font-bold ${unrealR >= 0 ? "text-emerald-600" : "text-red-500"}`}>
-                    {(p.unrealized_pnl_r ?? 0) >= 0 ? "+" : ""}{(p.unrealized_pnl_r ?? 0).toFixed(2)}R
+                    {unrealR >= 0 ? "+" : ""}{unrealR.toFixed(2)}R
                   </span>
-                  <span className={`font-mono text-[10px] ${(p.unrealized_pnl_usdt ?? 0) >= 0 ? "text-emerald-500" : "text-red-400"}`}>
+                  <span className={`font-mono text-[10px] ${unrealUsdt >= 0 ? "text-emerald-500" : "text-red-400"}`}>
-                    ({(p.unrealized_pnl_usdt ?? 0) >= 0 ? "+" : ""}${(p.unrealized_pnl_usdt ?? 0).toFixed(0)})
+                    ({unrealUsdt >= 0 ? "+" : ""}${unrealUsdt.toFixed(0)})
                   </span>
                   <span className="text-[10px] text-slate-400">{holdMin}m</span>
                 </div>
               </div>
               <div className="flex gap-3 mt-1 text-[10px] font-mono text-slate-600">
                 <span>入场: ${fmtPrice(p.entry_price)}</span>
-                <span className="text-blue-600">现价: ${p.current_price ? fmtPrice(p.current_price) : "-"}</span>
+                <span className="text-blue-600">现价: ${currentPrice ? fmtPrice(currentPrice) : "-"}</span>
                 <span className="text-emerald-600">TP1: ${fmtPrice(p.tp1_price)}{p.tp1_hit ? " ✅" : ""}</span>
                 <span className="text-emerald-600">TP2: ${fmtPrice(p.tp2_price)}</span>
                 <span className="text-red-500">SL: ${fmtPrice(p.sl_price)}</span>