feat: live API endpoints (/api/live/*)
- /api/live/summary: 实盘总览(含风控状态+手续费+资金费) - /api/live/positions: 当前持仓(含binance_order_id/滑点/裸奔时间/持仓时长) - /api/live/trades: 历史交易(含成交价/滑点/手续费/资金费) - /api/live/equity-curve: 权益曲线 - /api/live/stats: 详细统计(含滑点P50/P95/按币种) - /api/live/risk-status: 风控状态读取 - POST /api/live/emergency-close: 紧急全平 - POST /api/live/block-new: 禁止新开仓 - POST /api/live/resume: 恢复交易
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287
backend/main.py
287
backend/main.py
@ -1178,3 +1178,290 @@ async def get_server_status(user: dict = Depends(get_current_user)):
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_server_cache["data"] = result
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_server_cache["ts"] = now
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return result
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# ============================================================
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# 实盘 API（/api/live/...）
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# ============================================================
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@app.get("/api/live/summary")
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async def live_summary(
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strategy: str = "v52_8signals",
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user: dict = Depends(get_current_user),
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):
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"""实盘总览"""
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closed = await async_fetch(
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"SELECT pnl_r, direction, fee_usdt, funding_fee_usdt, slippage_bps "
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"FROM live_trades WHERE status NOT IN ('active','tp1_hit') AND strategy = $1",
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strategy,
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)
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active = await async_fetch(
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"SELECT id FROM live_trades WHERE status IN ('active','tp1_hit') AND strategy = $1",
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strategy,
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)
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first = await async_fetchrow(
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"SELECT MIN(created_at) as start FROM live_trades WHERE strategy = $1",
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strategy,
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)
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total = len(closed)
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wins = len([r for r in closed if r["pnl_r"] and r["pnl_r"] > 0])
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total_pnl = sum(r["pnl_r"] for r in closed if r["pnl_r"])
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total_fee = sum(r["fee_usdt"] or 0 for r in closed)
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total_funding = sum(r["funding_fee_usdt"] or 0 for r in closed)
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win_rate = (wins / total * 100) if total > 0 else 0
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gross_profit = sum(r["pnl_r"] for r in closed if r["pnl_r"] and r["pnl_r"] > 0)
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gross_loss = abs(sum(r["pnl_r"] for r in closed if r["pnl_r"] and r["pnl_r"] <= 0))
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profit_factor = (gross_profit / gross_loss) if gross_loss > 0 else 0
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# 读风控状态
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risk_status = {}
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try:
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import json as _json
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with open("/tmp/risk_guard_state.json") as f:
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risk_status = _json.load(f)
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except:
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risk_status = {"status": "unknown"}
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return {
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"total_trades": total,
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"win_rate": round(win_rate, 1),
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"total_pnl_r": round(total_pnl, 2),
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"total_pnl_usdt": round(total_pnl * 2, 2), # $2=1R
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"active_positions": len(active),
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"profit_factor": round(profit_factor, 2),
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"total_fee_usdt": round(total_fee, 2),
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"total_funding_usdt": round(total_funding, 2),
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"start_time": str(first["start"]) if first and first["start"] else None,
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"risk_status": risk_status,
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}
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@app.get("/api/live/positions")
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async def live_positions(
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strategy: str = "v52_8signals",
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user: dict = Depends(get_current_user),
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):
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"""实盘当前持仓"""
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rows = await async_fetch(
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"SELECT id, symbol, direction, score, tier, strategy, entry_price, entry_ts, "
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"tp1_price, tp2_price, sl_price, tp1_hit, status, risk_distance, "
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"binance_order_id, fill_price, slippage_bps, protection_gap_ms, "
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"signal_to_order_ms, order_to_fill_ms, score_factors "
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"FROM live_trades WHERE status IN ('active','tp1_hit') AND strategy = $1 "
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"ORDER BY entry_ts DESC",
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strategy,
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)
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# 实时价格
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prices = {}
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symbols_needed = list(set(r["symbol"] for r in rows))
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if symbols_needed:
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try:
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async with httpx.AsyncClient(timeout=5) as client:
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resp = await client.get("https://fapi.binance.com/fapi/v1/ticker/price")
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if resp.status_code == 200:
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for item in resp.json():
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if item["symbol"] in symbols_needed:
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prices[item["symbol"]] = float(item["price"])
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except:
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pass
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result = []
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for r in rows:
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d = dict(r)
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current_price = prices.get(r["symbol"], 0)
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d["current_price"] = current_price
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entry = r["entry_price"] or 0
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rd = r.get("risk_distance") or 1
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if rd > 0 and entry > 0 and current_price > 0:
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if r["direction"] == "LONG":
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d["unrealized_pnl_r"] = round((current_price - entry) / rd, 4)
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else:
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d["unrealized_pnl_r"] = round((entry - current_price) / rd, 4)
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d["unrealized_pnl_usdt"] = round(d["unrealized_pnl_r"] * 2, 2)
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else:
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d["unrealized_pnl_r"] = 0
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d["unrealized_pnl_usdt"] = 0
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# 持仓时间
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if r["entry_ts"]:
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import time as _time
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d["hold_time_min"] = round((_time.time() * 1000 - r["entry_ts"]) / 60000, 1)
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result.append(d)
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return {"data": result}
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@app.get("/api/live/trades")
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async def live_trades(
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symbol: str = "all",
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result: str = "all",
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strategy: str = "v52_8signals",
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limit: int = 100,
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user: dict = Depends(get_current_user),
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):
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"""实盘历史交易"""
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conditions = ["status NOT IN ('active','tp1_hit')"]
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params = []
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idx = 1
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conditions.append(f"strategy = ${idx}")
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params.append(strategy)
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idx += 1
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if symbol != "all":
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conditions.append(f"symbol = ${idx}")
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params.append(symbol.upper() + "USDT")
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idx += 1
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if result == "win":
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conditions.append("pnl_r > 0")
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elif result == "loss":
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conditions.append("pnl_r <= 0")
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where = " AND ".join(conditions)
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params.append(limit)
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rows = await async_fetch(
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f"SELECT id, symbol, direction, score, tier, strategy, entry_price, exit_price, "
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f"entry_ts, exit_ts, pnl_r, status, tp1_hit, score_factors, "
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f"binance_order_id, fill_price, slippage_bps, fee_usdt, funding_fee_usdt, "
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f"protection_gap_ms, signal_to_order_ms, order_to_fill_ms "
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f"FROM live_trades WHERE {where} ORDER BY exit_ts DESC LIMIT ${idx}",
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*params
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)
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return {"count": len(rows), "data": rows}
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@app.get("/api/live/equity-curve")
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async def live_equity_curve(
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strategy: str = "v52_8signals",
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user: dict = Depends(get_current_user),
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):
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"""实盘权益曲线"""
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rows = await async_fetch(
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"SELECT exit_ts, pnl_r FROM live_trades "
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"WHERE status NOT IN ('active','tp1_hit') AND strategy = $1 ORDER BY exit_ts ASC",
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strategy,
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)
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cumulative = 0.0
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curve = []
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for r in rows:
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cumulative += r["pnl_r"] or 0
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curve.append({"ts": r["exit_ts"], "pnl": round(cumulative, 2)})
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return {"data": curve}
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@app.get("/api/live/stats")
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async def live_stats(
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strategy: str = "v52_8signals",
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user: dict = Depends(get_current_user),
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):
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"""实盘详细统计"""
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rows = await async_fetch(
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"SELECT symbol, direction, pnl_r, tier, entry_ts, exit_ts, slippage_bps "
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"FROM live_trades WHERE status NOT IN ('active','tp1_hit') AND strategy = $1",
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strategy,
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)
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if not rows:
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return {"error": "no data"}
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total = len(rows)
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wins = [r for r in rows if r["pnl_r"] and r["pnl_r"] > 0]
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losses = [r for r in rows if r["pnl_r"] and r["pnl_r"] <= 0]
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win_rate = len(wins) / total * 100 if total > 0 else 0
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avg_win = sum(r["pnl_r"] for r in wins) / len(wins) if wins else 0
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avg_loss = sum(abs(r["pnl_r"]) for r in losses) / len(losses) if losses else 0
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win_loss_ratio = avg_win / avg_loss if avg_loss > 0 else 0
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total_pnl = sum(r["pnl_r"] for r in rows if r["pnl_r"])
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# 滑点统计
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slippages = [r["slippage_bps"] for r in rows if r["slippage_bps"] is not None]
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avg_slippage = sum(slippages) / len(slippages) if slippages else 0
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slippages_sorted = sorted(slippages) if slippages else [0]
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p50_slip = slippages_sorted[len(slippages_sorted)//2] if slippages_sorted else 0
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p95_idx = min(int(len(slippages_sorted)*0.95), len(slippages_sorted)-1)
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p95_slip = slippages_sorted[p95_idx] if slippages_sorted else 0
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# MDD
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cum = 0
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peak = 0
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mdd = 0
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for r in sorted(rows, key=lambda x: x["exit_ts"] or 0):
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cum += r["pnl_r"] or 0
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if cum > peak:
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peak = cum
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dd = peak - cum
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if dd > mdd:
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mdd = dd
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# 按币种
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by_symbol = {}
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for r in rows:
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s = r["symbol"]
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if s not in by_symbol:
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by_symbol[s] = {"wins": 0, "total": 0, "pnl": 0}
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by_symbol[s]["total"] += 1
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by_symbol[s]["pnl"] += r["pnl_r"] or 0
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if r["pnl_r"] and r["pnl_r"] > 0:
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by_symbol[s]["wins"] += 1
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for s in by_symbol:
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by_symbol[s]["win_rate"] = round(by_symbol[s]["wins"]/by_symbol[s]["total"]*100, 1) if by_symbol[s]["total"] > 0 else 0
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by_symbol[s]["total_pnl"] = round(by_symbol[s]["pnl"], 2)
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return {
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"total": total,
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"win_rate": round(win_rate, 1),
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"avg_win": round(avg_win, 3),
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"avg_loss": round(avg_loss, 3),
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"win_loss_ratio": round(win_loss_ratio, 2),
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"total_pnl": round(total_pnl, 2),
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"mdd": round(mdd, 2),
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"avg_slippage_bps": round(avg_slippage, 2),
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"p50_slippage_bps": round(p50_slip, 2),
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"p95_slippage_bps": round(p95_slip, 2),
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"by_symbol": by_symbol,
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}
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@app.get("/api/live/risk-status")
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async def live_risk_status(user: dict = Depends(get_current_user)):
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"""风控状态"""
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try:
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import json as _json
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with open("/tmp/risk_guard_state.json") as f:
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return _json.load(f)
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except:
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return {"status": "unknown", "error": "risk_guard_state.json not found"}
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@app.post("/api/live/emergency-close")
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async def live_emergency_close(user: dict = Depends(get_current_user)):
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"""紧急全平（写标记文件，由risk_guard执行）"""
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try:
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import json as _json
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with open("/tmp/risk_guard_emergency.json", "w") as f:
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_json.dump({"action": "close_all", "time": time.time(), "user": user.get("email", "unknown")}, f)
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return {"ok": True, "message": "紧急平仓指令已发送"}
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except Exception as e:
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return {"ok": False, "error": str(e)}
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@app.post("/api/live/block-new")
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async def live_block_new(user: dict = Depends(get_current_user)):
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"""禁止新开仓"""
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try:
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import json as _json
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with open("/tmp/risk_guard_emergency.json", "w") as f:
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_json.dump({"action": "block_new", "time": time.time(), "user": user.get("email", "unknown")}, f)
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return {"ok": True, "message": "已禁止新开仓"}
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except Exception as e:
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return {"ok": False, "error": str(e)}
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@app.post("/api/live/resume")
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async def live_resume(user: dict = Depends(get_current_user)):
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"""恢复交易"""
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try:
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import json as _json
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with open("/tmp/risk_guard_emergency.json", "w") as f:
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_json.dump({"action": "resume", "time": time.time(), "user": user.get("email", "unknown")}, f)
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return {"ok": True, "message": "已恢复交易"}
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except Exception as e:
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return {"ok": False, "error": str(e)}
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