Initial commit: modular trading service architecture
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guaiwoluo2020
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#!/usr/bin/env python3
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# -*- coding: utf-8 -*-
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"""
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交易服务核心类
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"""
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from collections import deque, defaultdict
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from typing import List, Dict, Optional
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import threading
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from models import TradeInstruction
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class TradingServer:
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"""交易服务主类"""
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def __init__(self):
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# 交易指令队列 - 按SYMBOL分类
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# 结构: {"SYMBOL1": [TradeInstruction1, ...], "SYMBOL2": [...]}
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self.trade_instructions = defaultdict(list)
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# 统计数据历史 - 保留最新10条
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# 结构: deque([{stat_data1}, {stat_data2}, ...], maxlen=10)
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self.statistics_history = deque(maxlen=10)
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# 线程锁 - 确保线程安全
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self.lock = threading.RLock()
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print("[信息] 交易服务已初始化")
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def add_trade_instruction(self, instructions: List[TradeInstruction]) -> int:
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"""
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添加交易指令
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返回添加的指令数量
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在此处对缺失的 sl/tp 值进行补全：
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- sl 若未设置保持0.0
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- tp 若未设置则默认 0.005
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"""
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with self.lock:
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count = 0
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for instruction in instructions:
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# 填充默认值
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if instruction.sl is None:
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instruction.sl = 0.0
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if instruction.tp is None or instruction.tp <= 0.0:
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instruction.tp = 0.005
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symbol = instruction.symbol.upper()
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self.trade_instructions[symbol].append(instruction)
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count += 1
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print(f"[信息] 已添加 {count} 条交易指令")
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for symbol, trades in self.trade_instructions.items():
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print(f" {symbol}: {len(trades)} 条待执行")
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return count
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def get_trades_by_symbol(self, symbol: str, price: Optional[float] = None) -> List[Dict]:
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"""
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获取指定SYMBOL的交易指令并删除
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根据价格条件过滤指令：
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- 买入指令（action='b'）：如果指令价格 > 当前价格，缓存（等待价格下跌到指令价格）
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- 卖出指令（action='s'）：如果指令价格 < 当前价格，缓存（等待价格上涨到指令价格）
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返回指令列表（JSON格式）
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"""
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with self.lock:
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symbol = symbol.upper()
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if symbol not in self.trade_instructions or len(self.trade_instructions[symbol]) == 0:
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return []
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# 获取所有指令
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trades = self.trade_instructions[symbol]
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result = []
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cached_trades = []
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for t in trades:
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should_send = True
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# 如果提供了价格，进行条件检查
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if price is not None:
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if t.action.lower() == 'b':
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# 买入指令：如果指令价格 > 当前价格，则缓存
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if t.price > price:
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should_send = False
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cached_trades.append(t)
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elif t.action.lower() == 's':
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# 卖出指令：如果指令价格 < 当前价格，则缓存
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if t.price < price:
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should_send = False
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cached_trades.append(t)
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if should_send:
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result.append({
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"symbol": t.symbol.lower(),
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"action": t.action.lower(),
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"mount": t.mount,
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"price": t.price,
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"sl": t.sl,
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"tp": t.tp
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})
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# 更新指令队列：移除已发送的，保留已缓存的
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self.trade_instructions[symbol] = cached_trades
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if len(result) > 0:
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print(f"[信息] 推送了 {len(result)} 条 {symbol} 指令给EA (当前价格: {price})")
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if len(cached_trades) > 0:
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print(f"[信息] 缓存了 {len(cached_trades)} 条 {symbol} 指令，等待价格条件满足")
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return result
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def save_statistics(self, stat_data: dict) -> None:
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"""
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保存统计数据
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自动保留最新10条
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"""
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with self.lock:
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self.statistics_history.append(stat_data)
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print(f"[信息] 统计数据已记录 - {stat_data.get('timestamp', 'unknown')}")
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print(f" 当前保存数据条数: {len(self.statistics_history)}")
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def get_latest_statistics(self, count: int = 10) -> List[Dict]:
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"""
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获取最新的统计数据
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"""
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with self.lock:
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return list(self.statistics_history)[-count:]
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def get_all_pending_trades(self) -> Dict[str, List[Dict]]:
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"""
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获取所有待执行的交易指令（不删除）
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用于查询接口
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"""
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with self.lock:
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result = {}
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for symbol, trades in self.trade_instructions.items():
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result[symbol] = [
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{
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"symbol": t.symbol.lower(),
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"action": t.action.lower(),
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"mount": t.mount,
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"price": t.price,
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"sl": t.sl,
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"tp": t.tp
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}
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for t in trades
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]
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return result
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def clear_trades(self, symbol: Optional[str] = None) -> int:
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"""
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清空交易指令
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如果指定symbol则只清空该symbol
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返回清空的指令数量
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"""
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with self.lock:
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if symbol is None:
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total = sum(len(trades) for trades in self.trade_instructions.values())
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self.trade_instructions.clear()
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print(f"[信息] 已清空所有交易指令，共 {total} 条")
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return total
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else:
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symbol = symbol.upper()
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count = len(self.trade_instructions.get(symbol, []))
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if symbol in self.trade_instructions:
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del self.trade_instructions[symbol]
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print(f"[信息] 已清空 {symbol} 的交易指令，共 {count} 条")
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return count
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