feat: Refactor settings UI and fix commission fee recording
Settings improvements: - Reorganize config groups with logical ordering (server, auth, ai, trading, etc.) - Add description/tooltip for each config item with question mark icon - Add icon to each group header - Support i18n for descriptions (zh-CN, zh-TW, en-US) - Move order execution config (ORDER_MODE, MAKER_WAIT_SEC, MAKER_OFFSET_BPS) to env Commission fee fixes: - Fix fee extraction in exchange clients: Bybit, Coinbase, Kraken, Gate, Kucoin, Bitfinex - Properly accumulate and record commission fees in pending_order_worker - Add fee/fee_ccy fields to wait_for_fill returns Frontend updates: - Remove order_mode config from trading-assistant frontend (now uses env config) - Add sorted schema display by order field - Add tooltip with description on hover
This commit is contained in:
TIANHE
@@ -14,155 +14,687 @@ settings_bp = Blueprint('settings', __name__)
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# .env 文件路径
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ENV_FILE_PATH = os.path.join(os.path.dirname(os.path.dirname(os.path.dirname(__file__))), '.env')
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# 配置项定义（分组）- 完整对照 env.example
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# 配置项定义（分组）- 按功能模块划分，每个配置项包含描述
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CONFIG_SCHEMA = {
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'auth': {
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'title': '认证配置',
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'items': [
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{'key': 'SECRET_KEY', 'label': 'Secret Key', 'type': 'password', 'default': 'quantdinger-secret-key-change-me'},
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{'key': 'ADMIN_USER', 'label': '管理员用户名', 'type': 'text', 'default': 'quantdinger'},
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{'key': 'ADMIN_PASSWORD', 'label': '管理员密码', 'type': 'password', 'default': '123456'},
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]
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},
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# ==================== 1. 服务配置 ====================
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'server': {
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'title': '服务器配置',
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'title': 'Server Configuration',
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'icon': 'cloud-server',
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'order': 1,
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'items': [
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{'key': 'PYTHON_API_HOST', 'label': '监听地址', 'type': 'text', 'default': '0.0.0.0'},
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{'key': 'PYTHON_API_PORT', 'label': '端口', 'type': 'number', 'default': '5000'},
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{'key': 'PYTHON_API_DEBUG', 'label': '调试模式', 'type': 'boolean', 'default': 'False'},
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{
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'key': 'PYTHON_API_HOST',
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'label': 'Listen Address',
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'type': 'text',
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'default': '0.0.0.0',
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'description': 'Server listen address. 0.0.0.0 allows external access, 127.0.0.1 for local only'
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},
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{
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'key': 'PYTHON_API_PORT',
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'label': 'Port',
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'type': 'number',
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'default': '5000',
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'description': 'Server listen port, default 5000'
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},
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{
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'key': 'PYTHON_API_DEBUG',
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'label': 'Debug Mode',
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'type': 'boolean',
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'default': 'False',
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'description': 'Enable debug mode for development. Disable in production'
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},
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]
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},
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'worker': {
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'title': '订单处理配置',
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# ==================== 2. 安全认证 ====================
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'auth': {
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'title': 'Security & Authentication',
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'icon': 'lock',
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'order': 2,
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'items': [
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{'key': 'ENABLE_PENDING_ORDER_WORKER', 'label': '启用订单处理Worker', 'type': 'boolean', 'default': 'True'},
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{'key': 'PENDING_ORDER_STALE_SEC', 'label': '订单超时时间(秒)', 'type': 'number', 'default': '90'},
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]
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},
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'notification': {
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'title': '信号通知配置',
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'items': [
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{'key': 'SIGNAL_WEBHOOK_URL', 'label': 'Webhook URL', 'type': 'text', 'required': False},
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{'key': 'SIGNAL_WEBHOOK_TOKEN', 'label': 'Webhook Token', 'type': 'password', 'required': False},
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{'key': 'SIGNAL_NOTIFY_TIMEOUT_SEC', 'label': '通知超时(秒)', 'type': 'number', 'default': '6'},
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{'key': 'TELEGRAM_BOT_TOKEN', 'label': 'Telegram Bot Token', 'type': 'password', 'required': False, 'link': 'https://t.me/BotFather', 'link_text': 'settings.link.createBot'},
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]
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},
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'smtp': {
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'title': '邮件SMTP配置',
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'items': [
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{'key': 'SMTP_HOST', 'label': 'SMTP服务器', 'type': 'text', 'required': False},
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{'key': 'SMTP_PORT', 'label': 'SMTP端口', 'type': 'number', 'default': '587'},
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{'key': 'SMTP_USER', 'label': 'SMTP用户名', 'type': 'text', 'required': False},
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{'key': 'SMTP_PASSWORD', 'label': 'SMTP密码', 'type': 'password', 'required': False},
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{'key': 'SMTP_FROM', 'label': '发件人地址', 'type': 'text', 'required': False},
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{'key': 'SMTP_USE_TLS', 'label': '使用TLS', 'type': 'boolean', 'default': 'True'},
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{'key': 'SMTP_USE_SSL', 'label': '使用SSL', 'type': 'boolean', 'default': 'False'},
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]
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},
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'twilio': {
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'title': 'Twilio短信配置',
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'items': [
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{'key': 'TWILIO_ACCOUNT_SID', 'label': 'Account SID', 'type': 'password', 'required': False, 'link': 'https://console.twilio.com/', 'link_text': 'settings.link.getApi'},
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{'key': 'TWILIO_AUTH_TOKEN', 'label': 'Auth Token', 'type': 'password', 'required': False},
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{'key': 'TWILIO_FROM_NUMBER', 'label': '发送号码', 'type': 'text', 'required': False},
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]
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},
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'strategy': {
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'title': '策略执行配置',
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'items': [
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{'key': 'DISABLE_RESTORE_RUNNING_STRATEGIES', 'label': '禁用自动恢复策略', 'type': 'boolean', 'default': 'False'},
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{'key': 'STRATEGY_TICK_INTERVAL_SEC', 'label': '策略Tick间隔(秒)', 'type': 'number', 'default': '10'},
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{'key': 'PRICE_CACHE_TTL_SEC', 'label': '价格缓存TTL(秒)', 'type': 'number', 'default': '10'},
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]
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},
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'proxy': {
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'title': '代理配置',
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'items': [
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{'key': 'PROXY_PORT', 'label': '代理端口', 'type': 'text', 'required': False},
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{'key': 'PROXY_HOST', 'label': '代理主机', 'type': 'text', 'default': '127.0.0.1'},
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{'key': 'PROXY_SCHEME', 'label': '代理协议', 'type': 'select', 'options': ['socks5h', 'socks5', 'http', 'https'], 'default': 'socks5h'},
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{'key': 'PROXY_URL', 'label': '完整代理URL', 'type': 'text', 'required': False},
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]
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},
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'app': {
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'title': '应用配置',
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'items': [
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{'key': 'CORS_ORIGINS', 'label': 'CORS来源', 'type': 'text', 'default': '*'},
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{'key': 'RATE_LIMIT', 'label': '速率限制(每分钟)', 'type': 'number', 'default': '100'},
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{'key': 'ENABLE_CACHE', 'label': '启用缓存', 'type': 'boolean', 'default': 'False'},
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{'key': 'ENABLE_REQUEST_LOG', 'label': '启用请求日志', 'type': 'boolean', 'default': 'True'},
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{'key': 'ENABLE_AI_ANALYSIS', 'label': '启用AI分析', 'type': 'boolean', 'default': 'True'},
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]
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},
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'agent_memory': {
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'title': '记忆/反思配置',
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'items': [
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{'key': 'ENABLE_AGENT_MEMORY', 'label': '启用Agent记忆', 'type': 'boolean', 'default': 'True'},
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{'key': 'AGENT_MEMORY_ENABLE_VECTOR', 'label': '启用向量检索(本地)', 'type': 'boolean', 'default': 'True'},
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{'key': 'AGENT_MEMORY_EMBEDDING_DIM', 'label': 'Embedding维度', 'type': 'number', 'default': '256'},
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{'key': 'AGENT_MEMORY_TOP_K', 'label': '召回数量TopK', 'type': 'number', 'default': '5'},
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{'key': 'AGENT_MEMORY_CANDIDATE_LIMIT', 'label': '候选窗口大小', 'type': 'number', 'default': '500'},
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{'key': 'AGENT_MEMORY_HALF_LIFE_DAYS', 'label': '时间衰减半衰期(天)', 'type': 'number', 'default': '30'},
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{'key': 'AGENT_MEMORY_W_SIM', 'label': '相似度权重', 'type': 'number', 'default': '0.75'},
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{'key': 'AGENT_MEMORY_W_RECENCY', 'label': '时间权重', 'type': 'number', 'default': '0.20'},
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{'key': 'AGENT_MEMORY_W_RETURNS', 'label': '收益权重', 'type': 'number', 'default': '0.05'},
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]
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},
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'reflection_worker': {
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'title': '自动反思验证Worker',
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'items': [
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{'key': 'ENABLE_REFLECTION_WORKER', 'label': '启用自动验证', 'type': 'boolean', 'default': 'False'},
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{'key': 'REFLECTION_WORKER_INTERVAL_SEC', 'label': '验证周期间隔(秒)', 'type': 'number', 'default': '86400'},
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{
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'key': 'SECRET_KEY',
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'label': 'Secret Key',
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'type': 'password',
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'default': 'quantdinger-secret-key-change-me',
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'description': 'JWT signing secret key. MUST change in production for security'
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},
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{
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'key': 'ADMIN_USER',
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'label': 'Admin Username',
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'type': 'text',
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'default': 'quantdinger',
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'description': 'Administrator login username'
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},
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{
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'key': 'ADMIN_PASSWORD',
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'label': 'Admin Password',
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'type': 'password',
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'default': '123456',
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'description': 'Administrator login password. MUST change in production'
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},
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]
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},
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# ==================== 3. AI/LLM 配置 ====================
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'ai': {
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'title': 'AI/LLM配置',
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'title': 'AI / LLM Configuration',
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'icon': 'robot',
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'order': 3,
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'items': [
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{'key': 'OPENROUTER_API_KEY', 'label': 'OpenRouter API Key', 'type': 'password', 'required': False, 'link': 'https://openrouter.ai/keys', 'link_text': 'settings.link.getApiKey'},
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{'key': 'OPENROUTER_API_URL', 'label': 'OpenRouter API URL', 'type': 'text', 'default': 'https://openrouter.ai/api/v1/chat/completions'},
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{'key': 'OPENROUTER_MODEL', 'label': '默认模型', 'type': 'text', 'default': 'openai/gpt-4o', 'link': 'https://openrouter.ai/models', 'link_text': 'settings.link.viewModels'},
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{'key': 'OPENROUTER_TEMPERATURE', 'label': 'Temperature', 'type': 'number', 'default': '0.7'},
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{'key': 'OPENROUTER_MAX_TOKENS', 'label': 'Max Tokens', 'type': 'number', 'default': '4000'},
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{'key': 'OPENROUTER_TIMEOUT', 'label': '超时时间(秒)', 'type': 'number', 'default': '300'},
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{'key': 'OPENROUTER_CONNECT_TIMEOUT', 'label': '连接超时(秒)', 'type': 'number', 'default': '30'},
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{'key': 'AI_MODELS_JSON', 'label': '模型列表(JSON)', 'type': 'text', 'default': '{}', 'required': False},
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{
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'key': 'OPENROUTER_API_KEY',
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'label': 'OpenRouter API Key',
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'type': 'password',
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'required': False,
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'link': 'https://openrouter.ai/keys',
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'link_text': 'settings.link.getApiKey',
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'description': 'OpenRouter API key for AI model access. Supports multiple LLM providers'
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},
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{
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'key': 'OPENROUTER_API_URL',
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'label': 'OpenRouter API URL',
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'type': 'text',
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'default': 'https://openrouter.ai/api/v1/chat/completions',
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'description': 'OpenRouter API endpoint URL'
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},
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{
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'key': 'OPENROUTER_MODEL',
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'label': 'Default Model',
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'type': 'text',
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'default': 'openai/gpt-4o',
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'link': 'https://openrouter.ai/models',
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'link_text': 'settings.link.viewModels',
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'description': 'Default LLM model ID, e.g. openai/gpt-4o, anthropic/claude-3.5-sonnet'
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},
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{
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'key': 'OPENROUTER_TEMPERATURE',
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'label': 'Temperature',
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'type': 'number',
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'default': '0.7',
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'description': 'Model creativity (0-1). Lower = more deterministic, Higher = more creative'
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},
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{
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'key': 'OPENROUTER_MAX_TOKENS',
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'label': 'Max Tokens',
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'type': 'number',
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'default': '4000',
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'description': 'Maximum output tokens per request'
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},
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{
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'key': 'OPENROUTER_TIMEOUT',
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'label': 'Request Timeout (sec)',
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'type': 'number',
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'default': '300',
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'description': 'API request timeout in seconds'
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},
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{
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'key': 'OPENROUTER_CONNECT_TIMEOUT',
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'label': 'Connect Timeout (sec)',
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'type': 'number',
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'default': '30',
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'description': 'Connection establishment timeout in seconds'
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},
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{
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'key': 'AI_MODELS_JSON',
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'label': 'Custom Models (JSON)',
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'type': 'text',
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'default': '{}',
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'required': False,
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'description': 'Custom model list in JSON format for model selector'
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},
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]
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},
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'market': {
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'title': '市场预设',
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# ==================== 4. 实盘交易 ====================
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'trading': {
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'title': 'Live Trading',
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'icon': 'stock',
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'order': 4,
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'items': [
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{'key': 'MARKET_TYPES_JSON', 'label': '市场类型(JSON)', 'type': 'text', 'default': '[]', 'required': False},
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{'key': 'TRADING_SUPPORTED_SYMBOLS_JSON', 'label': '支持的交易对(JSON)', 'type': 'text', 'default': '[]', 'required': False},
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{
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'key': 'ENABLE_PENDING_ORDER_WORKER',
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'label': 'Enable Order Worker',
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'type': 'boolean',
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'default': 'True',
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'description': 'Enable background order processing worker for live trading'
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},
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{
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'key': 'PENDING_ORDER_STALE_SEC',
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'label': 'Order Stale Timeout (sec)',
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'type': 'number',
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'default': '90',
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'description': 'Mark pending order as stale after this many seconds'
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},
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{
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'key': 'ORDER_MODE',
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'label': 'Order Execution Mode',
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'type': 'select',
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'options': ['maker', 'market'],
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'default': 'maker',
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'description': 'maker: Limit order first (lower fees), market: Market order (instant fill)'
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},
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{
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'key': 'MAKER_WAIT_SEC',
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'label': 'Limit Order Wait (sec)',
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'type': 'number',
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'default': '10',
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'description': 'Wait time for limit order fill before switching to market order'
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},
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{
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'key': 'MAKER_OFFSET_BPS',
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'label': 'Limit Order Offset (bps)',
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'type': 'number',
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'default': '2',
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'description': 'Price offset in basis points (1bps=0.01%). Buy: price*(1-offset), Sell: price*(1+offset)'
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},
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]
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},
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# ==================== 5. 策略执行 ====================
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'strategy': {
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'title': 'Strategy Execution',
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'icon': 'fund',
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'order': 5,
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'items': [
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{
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'key': 'DISABLE_RESTORE_RUNNING_STRATEGIES',
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'label': 'Disable Auto Restore',
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'type': 'boolean',
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'default': 'False',
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'description': 'Disable automatic restore of running strategies on server restart'
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},
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{
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'key': 'STRATEGY_TICK_INTERVAL_SEC',
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'label': 'Tick Interval (sec)',
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'type': 'number',
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'default': '10',
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'description': 'Strategy main loop tick interval in seconds'
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},
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{
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'key': 'PRICE_CACHE_TTL_SEC',
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'label': 'Price Cache TTL (sec)',
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'type': 'number',
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'default': '10',
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'description': 'Time-to-live for cached price data in seconds'
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},
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{
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'key': 'MARKET_TYPES_JSON',
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'label': 'Market Types (JSON)',
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'type': 'text',
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'default': '[]',
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'required': False,
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'description': 'Custom market type definitions in JSON format'
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},
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{
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'key': 'TRADING_SUPPORTED_SYMBOLS_JSON',
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'label': 'Supported Symbols (JSON)',
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'type': 'text',
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'default': '[]',
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'required': False,
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'description': 'List of supported trading symbols in JSON format'
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},
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]
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},
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# ==================== 6. 数据源配置 ====================
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'data_source': {
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'title': '数据源配置',
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'title': 'Data Sources',
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'icon': 'database',
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'order': 6,
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'items': [
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{'key': 'DATA_SOURCE_TIMEOUT', 'label': '数据源超时(秒)', 'type': 'number', 'default': '30'},
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{'key': 'DATA_SOURCE_RETRY', 'label': '重试次数', 'type': 'number', 'default': '3'},
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{'key': 'DATA_SOURCE_RETRY_BACKOFF', 'label': '重试退避(秒)', 'type': 'number', 'default': '0.5'},
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{'key': 'FINNHUB_API_KEY', 'label': 'Finnhub API Key', 'type': 'password', 'required': False, 'link': 'https://finnhub.io/register', 'link_text': 'settings.link.freeRegister'},
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{'key': 'FINNHUB_TIMEOUT', 'label': 'Finnhub超时(秒)', 'type': 'number', 'default': '10'},
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{'key': 'FINNHUB_RATE_LIMIT', 'label': 'Finnhub速率限制', 'type': 'number', 'default': '60'},
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{'key': 'CCXT_DEFAULT_EXCHANGE', 'label': 'CCXT默认交易所', 'type': 'text', 'default': 'coinbase', 'link': 'https://github.com/ccxt/ccxt#supported-cryptocurrency-exchange-markets', 'link_text': 'settings.link.supportedExchanges'},
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{'key': 'CCXT_TIMEOUT', 'label': 'CCXT超时(ms)', 'type': 'number', 'default': '10000'},
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{'key': 'CCXT_PROXY', 'label': 'CCXT代理', 'type': 'text', 'required': False},
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{'key': 'AKSHARE_TIMEOUT', 'label': 'Akshare超时(秒)', 'type': 'number', 'default': '30'},
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{'key': 'YFINANCE_TIMEOUT', 'label': 'YFinance超时(秒)', 'type': 'number', 'default': '30'},
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{'key': 'TIINGO_API_KEY', 'label': 'Tiingo API Key', 'type': 'password', 'required': False, 'link': 'https://www.tiingo.com/account/api/token', 'link_text': 'settings.link.getToken'},
|
||||
{'key': 'TIINGO_TIMEOUT', 'label': 'Tiingo超时(秒)', 'type': 'number', 'default': '10'},
|
||||
{
|
||||
'key': 'DATA_SOURCE_TIMEOUT',
|
||||
'label': 'Default Timeout (sec)',
|
||||
'type': 'number',
|
||||
'default': '30',
|
||||
'description': 'Default timeout for all data source requests'
|
||||
},
|
||||
{
|
||||
'key': 'DATA_SOURCE_RETRY',
|
||||
'label': 'Retry Count',
|
||||
'type': 'number',
|
||||
'default': '3',
|
||||
'description': 'Number of retry attempts on data source failure'
|
||||
},
|
||||
{
|
||||
'key': 'DATA_SOURCE_RETRY_BACKOFF',
|
||||
'label': 'Retry Backoff (sec)',
|
||||
'type': 'number',
|
||||
'default': '0.5',
|
||||
'description': 'Backoff time between retry attempts'
|
||||
},
|
||||
{
|
||||
'key': 'CCXT_DEFAULT_EXCHANGE',
|
||||
'label': 'CCXT Default Exchange',
|
||||
'type': 'text',
|
||||
'default': 'coinbase',
|
||||
'link': 'https://github.com/ccxt/ccxt#supported-cryptocurrency-exchange-markets',
|
||||
'link_text': 'settings.link.supportedExchanges',
|
||||
'description': 'Default exchange for CCXT crypto data (binance, coinbase, okx, etc.)'
|
||||
},
|
||||
{
|
||||
'key': 'CCXT_TIMEOUT',
|
||||
'label': 'CCXT Timeout (ms)',
|
||||
'type': 'number',
|
||||
'default': '10000',
|
||||
'description': 'CCXT request timeout in milliseconds'
|
||||
},
|
||||
{
|
||||
'key': 'CCXT_PROXY',
|
||||
'label': 'CCXT Proxy',
|
||||
'type': 'text',
|
||||
'required': False,
|
||||
'description': 'Proxy URL for CCXT requests (e.g. socks5h://127.0.0.1:1080)'
|
||||
},
|
||||
{
|
||||
'key': 'FINNHUB_API_KEY',
|
||||
'label': 'Finnhub API Key',
|
||||
'type': 'password',
|
||||
'required': False,
|
||||
'link': 'https://finnhub.io/register',
|
||||
'link_text': 'settings.link.freeRegister',
|
||||
'description': 'Finnhub API key for US stock data (free tier available)'
|
||||
},
|
||||
{
|
||||
'key': 'FINNHUB_TIMEOUT',
|
||||
'label': 'Finnhub Timeout (sec)',
|
||||
'type': 'number',
|
||||
'default': '10',
|
||||
'description': 'Finnhub API request timeout'
|
||||
},
|
||||
{
|
||||
'key': 'FINNHUB_RATE_LIMIT',
|
||||
'label': 'Finnhub Rate Limit',
|
||||
'type': 'number',
|
||||
'default': '60',
|
||||
'description': 'Finnhub API rate limit (requests per minute)'
|
||||
},
|
||||
{
|
||||
'key': 'TIINGO_API_KEY',
|
||||
'label': 'Tiingo API Key',
|
||||
'type': 'password',
|
||||
'required': False,
|
||||
'link': 'https://www.tiingo.com/account/api/token',
|
||||
'link_text': 'settings.link.getToken',
|
||||
'description': 'Tiingo API key for US stock data (free tier available)'
|
||||
},
|
||||
{
|
||||
'key': 'TIINGO_TIMEOUT',
|
||||
'label': 'Tiingo Timeout (sec)',
|
||||
'type': 'number',
|
||||
'default': '10',
|
||||
'description': 'Tiingo API request timeout'
|
||||
},
|
||||
{
|
||||
'key': 'AKSHARE_TIMEOUT',
|
||||
'label': 'Akshare Timeout (sec)',
|
||||
'type': 'number',
|
||||
'default': '30',
|
||||
'description': 'Akshare API timeout for China A-share data'
|
||||
},
|
||||
{
|
||||
'key': 'YFINANCE_TIMEOUT',
|
||||
'label': 'YFinance Timeout (sec)',
|
||||
'type': 'number',
|
||||
'default': '30',
|
||||
'description': 'Yahoo Finance API timeout'
|
||||
},
|
||||
]
|
||||
},
|
||||
'search': {
|
||||
'title': '搜索配置',
|
||||
|
||||
# ==================== 7. 通知推送 ====================
|
||||
'notification': {
|
||||
'title': 'Notifications',
|
||||
'icon': 'notification',
|
||||
'order': 7,
|
||||
'items': [
|
||||
{'key': 'SEARCH_PROVIDER', 'label': '搜索提供商', 'type': 'select', 'options': ['google', 'bing', 'none'], 'default': 'google'},
|
||||
{'key': 'SEARCH_MAX_RESULTS', 'label': '最大结果数', 'type': 'number', 'default': '10'},
|
||||
{'key': 'SEARCH_GOOGLE_API_KEY', 'label': 'Google API Key', 'type': 'password', 'required': False, 'link': 'https://developers.google.com/custom-search/v1/introduction', 'link_text': 'settings.link.applyApi'},
|
||||
{'key': 'SEARCH_GOOGLE_CX', 'label': 'Google CX', 'type': 'text', 'required': False, 'link': 'https://programmablesearchengine.google.com/controlpanel/all', 'link_text': 'settings.link.createSearchEngine'},
|
||||
{'key': 'SEARCH_BING_API_KEY', 'label': 'Bing API Key', 'type': 'password', 'required': False, 'link': 'https://www.microsoft.com/en-us/bing/apis/bing-web-search-api', 'link_text': 'settings.link.applyApi'},
|
||||
{'key': 'INTERNAL_API_KEY', 'label': '内部API Key', 'type': 'password', 'required': False},
|
||||
{
|
||||
'key': 'SIGNAL_WEBHOOK_URL',
|
||||
'label': 'Webhook URL',
|
||||
'type': 'text',
|
||||
'required': False,
|
||||
'description': 'Custom webhook URL for signal notifications (POST JSON)'
|
||||
},
|
||||
{
|
||||
'key': 'SIGNAL_WEBHOOK_TOKEN',
|
||||
'label': 'Webhook Token',
|
||||
'type': 'password',
|
||||
'required': False,
|
||||
'description': 'Authentication token sent in webhook header'
|
||||
},
|
||||
{
|
||||
'key': 'SIGNAL_NOTIFY_TIMEOUT_SEC',
|
||||
'label': 'Notify Timeout (sec)',
|
||||
'type': 'number',
|
||||
'default': '6',
|
||||
'description': 'Notification request timeout'
|
||||
},
|
||||
{
|
||||
'key': 'TELEGRAM_BOT_TOKEN',
|
||||
'label': 'Telegram Bot Token',
|
||||
'type': 'password',
|
||||
'required': False,
|
||||
'link': 'https://t.me/BotFather',
|
||||
'link_text': 'settings.link.createBot',
|
||||
'description': 'Telegram bot token from @BotFather for signal notifications'
|
||||
},
|
||||
]
|
||||
},
|
||||
|
||||
# ==================== 8. 邮件配置 ====================
|
||||
'email': {
|
||||
'title': 'Email (SMTP)',
|
||||
'icon': 'mail',
|
||||
'order': 8,
|
||||
'items': [
|
||||
{
|
||||
'key': 'SMTP_HOST',
|
||||
'label': 'SMTP Server',
|
||||
'type': 'text',
|
||||
'required': False,
|
||||
'description': 'SMTP server hostname (e.g. smtp.gmail.com)'
|
||||
},
|
||||
{
|
||||
'key': 'SMTP_PORT',
|
||||
'label': 'SMTP Port',
|
||||
'type': 'number',
|
||||
'default': '587',
|
||||
'description': 'SMTP port (587 for TLS, 465 for SSL, 25 for plain)'
|
||||
},
|
||||
{
|
||||
'key': 'SMTP_USER',
|
||||
'label': 'SMTP Username',
|
||||
'type': 'text',
|
||||
'required': False,
|
||||
'description': 'SMTP authentication username (usually email address)'
|
||||
},
|
||||
{
|
||||
'key': 'SMTP_PASSWORD',
|
||||
'label': 'SMTP Password',
|
||||
'type': 'password',
|
||||
'required': False,
|
||||
'description': 'SMTP authentication password or app-specific password'
|
||||
},
|
||||
{
|
||||
'key': 'SMTP_FROM',
|
||||
'label': 'Sender Address',
|
||||
'type': 'text',
|
||||
'required': False,
|
||||
'description': 'Email sender address (From header)'
|
||||
},
|
||||
{
|
||||
'key': 'SMTP_USE_TLS',
|
||||
'label': 'Use TLS',
|
||||
'type': 'boolean',
|
||||
'default': 'True',
|
||||
'description': 'Enable STARTTLS encryption (recommended for port 587)'
|
||||
},
|
||||
{
|
||||
'key': 'SMTP_USE_SSL',
|
||||
'label': 'Use SSL',
|
||||
'type': 'boolean',
|
||||
'default': 'False',
|
||||
'description': 'Enable SSL encryption (for port 465)'
|
||||
},
|
||||
]
|
||||
},
|
||||
|
||||
# ==================== 9. 短信配置 ====================
|
||||
'sms': {
|
||||
'title': 'SMS (Twilio)',
|
||||
'icon': 'phone',
|
||||
'order': 9,
|
||||
'items': [
|
||||
{
|
||||
'key': 'TWILIO_ACCOUNT_SID',
|
||||
'label': 'Account SID',
|
||||
'type': 'password',
|
||||
'required': False,
|
||||
'link': 'https://console.twilio.com/',
|
||||
'link_text': 'settings.link.getApi',
|
||||
'description': 'Twilio Account SID from console dashboard'
|
||||
},
|
||||
{
|
||||
'key': 'TWILIO_AUTH_TOKEN',
|
||||
'label': 'Auth Token',
|
||||
'type': 'password',
|
||||
'required': False,
|
||||
'description': 'Twilio Auth Token from console dashboard'
|
||||
},
|
||||
{
|
||||
'key': 'TWILIO_FROM_NUMBER',
|
||||
'label': 'Sender Number',
|
||||
'type': 'text',
|
||||
'required': False,
|
||||
'description': 'Twilio phone number for sending SMS (e.g. +1234567890)'
|
||||
},
|
||||
]
|
||||
},
|
||||
|
||||
# ==================== 10. AI Agent 配置 ====================
|
||||
'agent': {
|
||||
'title': 'AI Agent',
|
||||
'icon': 'experiment',
|
||||
'order': 10,
|
||||
'items': [
|
||||
{
|
||||
'key': 'ENABLE_AGENT_MEMORY',
|
||||
'label': 'Enable Agent Memory',
|
||||
'type': 'boolean',
|
||||
'default': 'True',
|
||||
'description': 'Enable AI agent memory for learning from past trades'
|
||||
},
|
||||
{
|
||||
'key': 'AGENT_MEMORY_ENABLE_VECTOR',
|
||||
'label': 'Enable Vector Search',
|
||||
'type': 'boolean',
|
||||
'default': 'True',
|
||||
'description': 'Enable local vector similarity search for memory retrieval'
|
||||
},
|
||||
{
|
||||
'key': 'AGENT_MEMORY_EMBEDDING_DIM',
|
||||
'label': 'Embedding Dimension',
|
||||
'type': 'number',
|
||||
'default': '256',
|
||||
'description': 'Vector embedding dimension for memory storage'
|
||||
},
|
||||
{
|
||||
'key': 'AGENT_MEMORY_TOP_K',
|
||||
'label': 'Retrieval Top-K',
|
||||
'type': 'number',
|
||||
'default': '5',
|
||||
'description': 'Number of similar memories to retrieve'
|
||||
},
|
||||
{
|
||||
'key': 'AGENT_MEMORY_CANDIDATE_LIMIT',
|
||||
'label': 'Candidate Limit',
|
||||
'type': 'number',
|
||||
'default': '500',
|
||||
'description': 'Maximum candidates for similarity search'
|
||||
},
|
||||
{
|
||||
'key': 'AGENT_MEMORY_HALF_LIFE_DAYS',
|
||||
'label': 'Recency Half-life (days)',
|
||||
'type': 'number',
|
||||
'default': '30',
|
||||
'description': 'Time decay half-life for memory recency scoring'
|
||||
},
|
||||
{
|
||||
'key': 'AGENT_MEMORY_W_SIM',
|
||||
'label': 'Similarity Weight',
|
||||
'type': 'number',
|
||||
'default': '0.75',
|
||||
'description': 'Weight for similarity score in memory ranking (0-1)'
|
||||
},
|
||||
{
|
||||
'key': 'AGENT_MEMORY_W_RECENCY',
|
||||
'label': 'Recency Weight',
|
||||
'type': 'number',
|
||||
'default': '0.20',
|
||||
'description': 'Weight for recency score in memory ranking (0-1)'
|
||||
},
|
||||
{
|
||||
'key': 'AGENT_MEMORY_W_RETURNS',
|
||||
'label': 'Returns Weight',
|
||||
'type': 'number',
|
||||
'default': '0.05',
|
||||
'description': 'Weight for returns score in memory ranking (0-1)'
|
||||
},
|
||||
{
|
||||
'key': 'ENABLE_REFLECTION_WORKER',
|
||||
'label': 'Enable Auto Reflection',
|
||||
'type': 'boolean',
|
||||
'default': 'False',
|
||||
'description': 'Enable background worker for automatic trade reflection'
|
||||
},
|
||||
{
|
||||
'key': 'REFLECTION_WORKER_INTERVAL_SEC',
|
||||
'label': 'Reflection Interval (sec)',
|
||||
'type': 'number',
|
||||
'default': '86400',
|
||||
'description': 'Interval between automatic reflection runs (default: 24h)'
|
||||
},
|
||||
]
|
||||
},
|
||||
|
||||
# ==================== 11. 网络代理 ====================
|
||||
'network': {
|
||||
'title': 'Network & Proxy',
|
||||
'icon': 'global',
|
||||
'order': 11,
|
||||
'items': [
|
||||
{
|
||||
'key': 'PROXY_HOST',
|
||||
'label': 'Proxy Host',
|
||||
'type': 'text',
|
||||
'default': '127.0.0.1',
|
||||
'description': 'Proxy server hostname or IP'
|
||||
},
|
||||
{
|
||||
'key': 'PROXY_PORT',
|
||||
'label': 'Proxy Port',
|
||||
'type': 'text',
|
||||
'required': False,
|
||||
'description': 'Proxy server port (leave empty to disable proxy)'
|
||||
},
|
||||
{
|
||||
'key': 'PROXY_SCHEME',
|
||||
'label': 'Proxy Protocol',
|
||||
'type': 'select',
|
||||
'options': ['socks5h', 'socks5', 'http', 'https'],
|
||||
'default': 'socks5h',
|
||||
'description': 'Proxy protocol type. socks5h: SOCKS5 with DNS resolution'
|
||||
},
|
||||
{
|
||||
'key': 'PROXY_URL',
|
||||
'label': 'Full Proxy URL',
|
||||
'type': 'text',
|
||||
'required': False,
|
||||
'description': 'Complete proxy URL (overrides above settings if set)'
|
||||
},
|
||||
]
|
||||
},
|
||||
|
||||
# ==================== 12. 搜索配置 ====================
|
||||
'search': {
|
||||
'title': 'Web Search',
|
||||
'icon': 'search',
|
||||
'order': 12,
|
||||
'items': [
|
||||
{
|
||||
'key': 'SEARCH_PROVIDER',
|
||||
'label': 'Search Provider',
|
||||
'type': 'select',
|
||||
'options': ['google', 'bing', 'none'],
|
||||
'default': 'google',
|
||||
'description': 'Web search provider for AI research features'
|
||||
},
|
||||
{
|
||||
'key': 'SEARCH_MAX_RESULTS',
|
||||
'label': 'Max Results',
|
||||
'type': 'number',
|
||||
'default': '10',
|
||||
'description': 'Maximum search results to return'
|
||||
},
|
||||
{
|
||||
'key': 'SEARCH_GOOGLE_API_KEY',
|
||||
'label': 'Google API Key',
|
||||
'type': 'password',
|
||||
'required': False,
|
||||
'link': 'https://developers.google.com/custom-search/v1/introduction',
|
||||
'link_text': 'settings.link.applyApi',
|
||||
'description': 'Google Custom Search JSON API key'
|
||||
},
|
||||
{
|
||||
'key': 'SEARCH_GOOGLE_CX',
|
||||
'label': 'Google Search Engine ID',
|
||||
'type': 'text',
|
||||
'required': False,
|
||||
'link': 'https://programmablesearchengine.google.com/controlpanel/all',
|
||||
'link_text': 'settings.link.createSearchEngine',
|
||||
'description': 'Google Programmable Search Engine ID (CX)'
|
||||
},
|
||||
{
|
||||
'key': 'SEARCH_BING_API_KEY',
|
||||
'label': 'Bing API Key',
|
||||
'type': 'password',
|
||||
'required': False,
|
||||
'link': 'https://www.microsoft.com/en-us/bing/apis/bing-web-search-api',
|
||||
'link_text': 'settings.link.applyApi',
|
||||
'description': 'Microsoft Bing Web Search API key'
|
||||
},
|
||||
{
|
||||
'key': 'INTERNAL_API_KEY',
|
||||
'label': 'Internal API Key',
|
||||
'type': 'password',
|
||||
'required': False,
|
||||
'description': 'Internal API authentication key for service-to-service calls'
|
||||
},
|
||||
]
|
||||
},
|
||||
|
||||
# ==================== 13. 应用配置 ====================
|
||||
'app': {
|
||||
'title': 'Application',
|
||||
'icon': 'appstore',
|
||||
'order': 13,
|
||||
'items': [
|
||||
{
|
||||
'key': 'CORS_ORIGINS',
|
||||
'label': 'CORS Origins',
|
||||
'type': 'text',
|
||||
'default': '*',
|
||||
'description': 'Allowed CORS origins (* for all, or comma-separated list)'
|
||||
},
|
||||
{
|
||||
'key': 'RATE_LIMIT',
|
||||
'label': 'Rate Limit (req/min)',
|
||||
'type': 'number',
|
||||
'default': '100',
|
||||
'description': 'API rate limit per IP per minute'
|
||||
},
|
||||
{
|
||||
'key': 'ENABLE_CACHE',
|
||||
'label': 'Enable Cache',
|
||||
'type': 'boolean',
|
||||
'default': 'False',
|
||||
'description': 'Enable response caching for improved performance'
|
||||
},
|
||||
{
|
||||
'key': 'ENABLE_REQUEST_LOG',
|
||||
'label': 'Enable Request Log',
|
||||
'type': 'boolean',
|
||||
'default': 'True',
|
||||
'description': 'Log all API requests for debugging'
|
||||
},
|
||||
{
|
||||
'key': 'ENABLE_AI_ANALYSIS',
|
||||
'label': 'Enable AI Analysis',
|
||||
'type': 'boolean',
|
||||
'default': 'True',
|
||||
'description': 'Enable AI-powered market analysis features'
|
||||
},
|
||||
]
|
||||
},
|
||||
}
|
||||
|
||||
@@ -234,8 +234,11 @@ class BitfinexDerivativesClient(BitfinexClient):
|
||||
last = last or []
|
||||
filled = 0.0
|
||||
avg_price = 0.0
|
||||
fee = 0.0
|
||||
fee_ccy = ""
|
||||
status = ""
|
||||
# best-effort parsing from array fields
|
||||
# Bitfinex order response format: [ID, GID, CID, SYMBOL, MTS_CREATE, MTS_UPDATE, AMOUNT, AMOUNT_ORIG, TYPE, TYPE_PREV, MTS_TIF, _, FLAGS, STATUS, _, PRICE_AVG, ...]
|
||||
try:
|
||||
if isinstance(last, list) and len(last) >= 15:
|
||||
status = str(last[13] or "")
|
||||
@@ -245,12 +248,14 @@ class BitfinexDerivativesClient(BitfinexClient):
|
||||
avg_price = float(last[14] or 0.0)
|
||||
except Exception:
|
||||
pass
|
||||
# Note: Bitfinex order response doesn't include fee; fee is typically in trades.
|
||||
# We return 0.0 here; actual fee can be fetched via trades endpoint if needed.
|
||||
if filled > 0 and avg_price > 0:
|
||||
return {"filled": filled, "avg_price": avg_price, "status": status, "order": last}
|
||||
return {"filled": filled, "avg_price": avg_price, "fee": fee, "fee_ccy": fee_ccy, "status": status, "order": last}
|
||||
if isinstance(status, str) and ("EXECUTED" in status.upper() or "CANCELED" in status.upper()):
|
||||
return {"filled": filled, "avg_price": avg_price, "status": status, "order": last}
|
||||
return {"filled": filled, "avg_price": avg_price, "fee": fee, "fee_ccy": fee_ccy, "status": status, "order": last}
|
||||
if time.time() >= end_ts:
|
||||
return {"filled": filled, "avg_price": avg_price, "status": status, "order": last}
|
||||
return {"filled": filled, "avg_price": avg_price, "fee": fee, "fee_ccy": fee_ccy, "status": status, "order": last}
|
||||
time.sleep(float(poll_interval_sec or 0.5))
|
||||
|
||||
|
||||
|
||||
@@ -315,12 +315,22 @@ class BybitClient(BaseRestClient):
|
||||
avg_price = float(last.get("avgPrice") or 0.0)
|
||||
except Exception:
|
||||
avg_price = 0.0
|
||||
# Extract fee from cumExecFee (Bybit API field for cumulative execution fee)
|
||||
fee = 0.0
|
||||
fee_ccy = ""
|
||||
try:
|
||||
fee = abs(float(last.get("cumExecFee") or 0.0))
|
||||
except Exception:
|
||||
fee = 0.0
|
||||
# Bybit linear contracts are settled in USDT
|
||||
if fee > 0:
|
||||
fee_ccy = "USDT"
|
||||
if filled > 0 and avg_price > 0:
|
||||
return {"filled": filled, "avg_price": avg_price, "status": status, "order": last}
|
||||
return {"filled": filled, "avg_price": avg_price, "fee": fee, "fee_ccy": fee_ccy, "status": status, "order": last}
|
||||
if status.lower() in ("filled", "cancelled", "canceled", "rejected"):
|
||||
return {"filled": filled, "avg_price": avg_price, "status": status, "order": last}
|
||||
return {"filled": filled, "avg_price": avg_price, "fee": fee, "fee_ccy": fee_ccy, "status": status, "order": last}
|
||||
if time.time() >= end_ts:
|
||||
return {"filled": filled, "avg_price": avg_price, "status": status, "order": last}
|
||||
return {"filled": filled, "avg_price": avg_price, "fee": fee, "fee_ccy": fee_ccy, "status": status, "order": last}
|
||||
time.sleep(float(poll_interval_sec or 0.5))
|
||||
|
||||
def get_positions(self) -> Dict[str, Any]:
|
||||
|
||||
@@ -170,6 +170,8 @@ class CoinbaseExchangeClient(BaseRestClient):
|
||||
status = str(last.get("status") or "")
|
||||
filled = 0.0
|
||||
avg_price = 0.0
|
||||
fee = 0.0
|
||||
fee_ccy = ""
|
||||
try:
|
||||
filled = float(last.get("filled_size") or 0.0)
|
||||
except Exception:
|
||||
@@ -180,12 +182,20 @@ class CoinbaseExchangeClient(BaseRestClient):
|
||||
avg_price = executed_value / filled
|
||||
except Exception:
|
||||
avg_price = 0.0
|
||||
# Extract fee from fill_fees (Coinbase API field)
|
||||
try:
|
||||
fee = abs(float(last.get("fill_fees") or 0.0))
|
||||
except Exception:
|
||||
fee = 0.0
|
||||
# Coinbase fees are typically in the quote currency (e.g., USD)
|
||||
if fee > 0:
|
||||
fee_ccy = "USD"
|
||||
if filled > 0 and avg_price > 0:
|
||||
return {"filled": filled, "avg_price": avg_price, "status": status, "order": last}
|
||||
return {"filled": filled, "avg_price": avg_price, "fee": fee, "fee_ccy": fee_ccy, "status": status, "order": last}
|
||||
if status.lower() in ("done", "rejected", "canceled", "cancelled"):
|
||||
return {"filled": filled, "avg_price": avg_price, "status": status, "order": last}
|
||||
return {"filled": filled, "avg_price": avg_price, "fee": fee, "fee_ccy": fee_ccy, "status": status, "order": last}
|
||||
if time.time() >= end_ts:
|
||||
return {"filled": filled, "avg_price": avg_price, "status": status, "order": last}
|
||||
return {"filled": filled, "avg_price": avg_price, "fee": fee, "fee_ccy": fee_ccy, "status": status, "order": last}
|
||||
time.sleep(float(poll_interval_sec or 0.5))
|
||||
|
||||
|
||||
|
||||
@@ -134,6 +134,8 @@ class GateSpotClient(_GateBase):
|
||||
status = str(last.get("status") or "")
|
||||
filled = 0.0
|
||||
avg_price = 0.0
|
||||
fee = 0.0
|
||||
fee_ccy = ""
|
||||
try:
|
||||
filled = float(last.get("filled_amount") or 0.0)
|
||||
except Exception:
|
||||
@@ -144,12 +146,18 @@ class GateSpotClient(_GateBase):
|
||||
avg_price = filled_total / filled
|
||||
except Exception:
|
||||
avg_price = 0.0
|
||||
# Extract fee from Gate API
|
||||
try:
|
||||
fee = abs(float(last.get("fee") or 0.0))
|
||||
except Exception:
|
||||
fee = 0.0
|
||||
fee_ccy = str(last.get("fee_currency") or "").strip()
|
||||
if filled > 0 and avg_price > 0:
|
||||
return {"filled": filled, "avg_price": avg_price, "status": status, "order": last}
|
||||
return {"filled": filled, "avg_price": avg_price, "fee": fee, "fee_ccy": fee_ccy, "status": status, "order": last}
|
||||
if status.lower() in ("closed", "cancelled", "canceled"):
|
||||
return {"filled": filled, "avg_price": avg_price, "status": status, "order": last}
|
||||
return {"filled": filled, "avg_price": avg_price, "fee": fee, "fee_ccy": fee_ccy, "status": status, "order": last}
|
||||
if time.time() >= end_ts:
|
||||
return {"filled": filled, "avg_price": avg_price, "status": status, "order": last}
|
||||
return {"filled": filled, "avg_price": avg_price, "fee": fee, "fee_ccy": fee_ccy, "status": status, "order": last}
|
||||
time.sleep(float(poll_interval_sec or 0.5))
|
||||
|
||||
|
||||
@@ -321,6 +329,8 @@ class GateUsdtFuturesClient(_GateBase):
|
||||
status = str(last.get("status") or "")
|
||||
filled = 0.0
|
||||
avg_price = 0.0
|
||||
fee = 0.0
|
||||
fee_ccy = ""
|
||||
try:
|
||||
# Gate futures often returns "filled_size" in contracts.
|
||||
filled_ct = abs(float(last.get("filled_size") or last.get("filledSize") or 0.0))
|
||||
@@ -331,12 +341,20 @@ class GateUsdtFuturesClient(_GateBase):
|
||||
avg_price = float(last.get("fill_price") or last.get("fillPrice") or last.get("price") or 0.0)
|
||||
except Exception:
|
||||
avg_price = 0.0
|
||||
# Extract fee from Gate Futures API
|
||||
try:
|
||||
fee = abs(float(last.get("fee") or 0.0))
|
||||
except Exception:
|
||||
fee = 0.0
|
||||
# Gate USDT futures fees are in USDT
|
||||
if fee > 0:
|
||||
fee_ccy = "USDT"
|
||||
if filled > 0 and avg_price > 0:
|
||||
return {"filled": filled, "avg_price": avg_price, "status": status, "order": last}
|
||||
return {"filled": filled, "avg_price": avg_price, "fee": fee, "fee_ccy": fee_ccy, "status": status, "order": last}
|
||||
if str(status).lower() in ("finished", "cancelled", "canceled"):
|
||||
return {"filled": filled, "avg_price": avg_price, "status": status, "order": last}
|
||||
return {"filled": filled, "avg_price": avg_price, "fee": fee, "fee_ccy": fee_ccy, "status": status, "order": last}
|
||||
if time.time() >= end_ts:
|
||||
return {"filled": filled, "avg_price": avg_price, "status": status, "order": last}
|
||||
return {"filled": filled, "avg_price": avg_price, "fee": fee, "fee_ccy": fee_ccy, "status": status, "order": last}
|
||||
time.sleep(float(poll_interval_sec or 0.5))
|
||||
|
||||
|
||||
|
||||
@@ -153,6 +153,8 @@ class KrakenClient(BaseRestClient):
|
||||
status = str(last.get("status") or "")
|
||||
filled = 0.0
|
||||
avg_price = 0.0
|
||||
fee = 0.0
|
||||
fee_ccy = ""
|
||||
try:
|
||||
filled = float(last.get("vol_exec") or 0.0)
|
||||
except Exception:
|
||||
@@ -164,12 +166,20 @@ class KrakenClient(BaseRestClient):
|
||||
avg_price = cost / filled
|
||||
except Exception:
|
||||
avg_price = 0.0
|
||||
# Extract fee from Kraken API
|
||||
try:
|
||||
fee = abs(float(last.get("fee") or 0.0))
|
||||
except Exception:
|
||||
fee = 0.0
|
||||
# Kraken fees are typically in the quote currency (e.g., USD)
|
||||
if fee > 0:
|
||||
fee_ccy = "USD"
|
||||
if filled > 0 and avg_price > 0:
|
||||
return {"filled": filled, "avg_price": avg_price, "status": status, "order": last}
|
||||
return {"filled": filled, "avg_price": avg_price, "fee": fee, "fee_ccy": fee_ccy, "status": status, "order": last}
|
||||
if status.lower() in ("closed", "canceled", "cancelled", "expired"):
|
||||
return {"filled": filled, "avg_price": avg_price, "status": status, "order": last}
|
||||
return {"filled": filled, "avg_price": avg_price, "fee": fee, "fee_ccy": fee_ccy, "status": status, "order": last}
|
||||
if time.time() >= end_ts:
|
||||
return {"filled": filled, "avg_price": avg_price, "status": status, "order": last}
|
||||
return {"filled": filled, "avg_price": avg_price, "fee": fee, "fee_ccy": fee_ccy, "status": status, "order": last}
|
||||
time.sleep(float(poll_interval_sec or 0.5))
|
||||
|
||||
|
||||
|
||||
@@ -186,6 +186,8 @@ class KrakenFuturesClient(BaseRestClient):
|
||||
status = str(last.get("status") or last.get("orderStatus") or "")
|
||||
filled = 0.0
|
||||
avg_price = 0.0
|
||||
fee = 0.0
|
||||
fee_ccy = ""
|
||||
try:
|
||||
filled = float(last.get("filledSize") or last.get("filled_size") or 0.0)
|
||||
except Exception:
|
||||
@@ -194,12 +196,20 @@ class KrakenFuturesClient(BaseRestClient):
|
||||
avg_price = float(last.get("avgFillPrice") or last.get("avg_fill_price") or 0.0)
|
||||
except Exception:
|
||||
avg_price = 0.0
|
||||
# Extract fee from Kraken Futures API (if available)
|
||||
try:
|
||||
fee = abs(float(last.get("fee") or 0.0))
|
||||
except Exception:
|
||||
fee = 0.0
|
||||
# Kraken Futures fees are typically in USD
|
||||
if fee > 0:
|
||||
fee_ccy = "USD"
|
||||
if filled > 0 and avg_price > 0:
|
||||
return {"filled": filled, "avg_price": avg_price, "status": status, "order": last}
|
||||
return {"filled": filled, "avg_price": avg_price, "fee": fee, "fee_ccy": fee_ccy, "status": status, "order": last}
|
||||
if status.lower() in ("filled", "cancelled", "canceled", "rejected"):
|
||||
return {"filled": filled, "avg_price": avg_price, "status": status, "order": last}
|
||||
return {"filled": filled, "avg_price": avg_price, "fee": fee, "fee_ccy": fee_ccy, "status": status, "order": last}
|
||||
if time.time() >= end_ts:
|
||||
return {"filled": filled, "avg_price": avg_price, "status": status, "order": last}
|
||||
return {"filled": filled, "avg_price": avg_price, "fee": fee, "fee_ccy": fee_ccy, "status": status, "order": last}
|
||||
time.sleep(float(poll_interval_sec or 0.5))
|
||||
|
||||
|
||||
|
||||
@@ -475,6 +475,8 @@ class KucoinFuturesClient(BaseRestClient):
|
||||
status = str(od.get("status") or "")
|
||||
filled = 0.0
|
||||
avg_price = 0.0
|
||||
fee = 0.0
|
||||
fee_ccy = ""
|
||||
try:
|
||||
# dealSize is in contracts; convert back to base using multiplier best-effort.
|
||||
deal_ct = float(od.get("dealSize") or 0.0)
|
||||
@@ -497,12 +499,20 @@ class KucoinFuturesClient(BaseRestClient):
|
||||
filled = abs(float(deal_ct or 0.0)) * float(mult)
|
||||
if filled > 0 and deal_value > 0:
|
||||
avg_price = float(deal_value) / float(filled)
|
||||
# Extract fee from KuCoin Futures API (orderMargin contains fee info in some cases)
|
||||
try:
|
||||
fee = abs(float(od.get("fee") or od.get("orderFee") or 0.0))
|
||||
except Exception:
|
||||
fee = 0.0
|
||||
# KuCoin Futures fees are typically in USDT
|
||||
if fee > 0:
|
||||
fee_ccy = "USDT"
|
||||
if filled > 0 and avg_price > 0:
|
||||
return {"filled": filled, "avg_price": avg_price, "status": status, "order": last}
|
||||
return {"filled": filled, "avg_price": avg_price, "fee": fee, "fee_ccy": fee_ccy, "status": status, "order": last}
|
||||
if status.lower() in ("done", "canceled", "cancelled", "filled"):
|
||||
return {"filled": filled, "avg_price": avg_price, "status": status, "order": last}
|
||||
return {"filled": filled, "avg_price": avg_price, "fee": fee, "fee_ccy": fee_ccy, "status": status, "order": last}
|
||||
if time.time() >= end_ts:
|
||||
return {"filled": filled, "avg_price": avg_price, "status": status, "order": last}
|
||||
return {"filled": filled, "avg_price": avg_price, "fee": fee, "fee_ccy": fee_ccy, "status": status, "order": last}
|
||||
time.sleep(float(poll_interval_sec or 0.5))
|
||||
|
||||
|
||||
|
||||
@@ -12,7 +12,7 @@ import json
|
||||
import os
|
||||
import threading
|
||||
import time
|
||||
from typing import Any, Dict, List, Optional
|
||||
from typing import Any, Dict, List, Optional, Tuple
|
||||
|
||||
from app.services.signal_notifier import SignalNotifier
|
||||
from app.services.exchange_execution import load_strategy_configs, resolve_exchange_config, safe_exchange_config_for_log
|
||||
@@ -722,12 +722,17 @@ class PendingOrderWorker:
|
||||
_notify_live_best_effort(status="failed", error="spot_market_does_not_support_short_signals")
|
||||
return
|
||||
|
||||
# Unified maker->market fallback settings (defaults: 10 seconds)
|
||||
order_mode = str(payload.get("order_mode") or payload.get("orderMode") or "maker").strip().lower()
|
||||
maker_wait_sec = float(payload.get("maker_wait_sec") or payload.get("makerWaitSec") or 10.0)
|
||||
maker_offset_bps = float(payload.get("maker_offset_bps") or payload.get("makerOffsetBps") or 2.0)
|
||||
# Unified maker->market fallback settings
|
||||
# Priority: payload config > environment variable > default value
|
||||
_default_order_mode = os.getenv("ORDER_MODE", "maker").strip().lower()
|
||||
_default_maker_wait_sec = float(os.getenv("MAKER_WAIT_SEC", "10"))
|
||||
_default_maker_offset_bps = float(os.getenv("MAKER_OFFSET_BPS", "2"))
|
||||
|
||||
order_mode = str(payload.get("order_mode") or payload.get("orderMode") or _default_order_mode).strip().lower()
|
||||
maker_wait_sec = float(payload.get("maker_wait_sec") or payload.get("makerWaitSec") or _default_maker_wait_sec)
|
||||
maker_offset_bps = float(payload.get("maker_offset_bps") or payload.get("makerOffsetBps") or _default_maker_offset_bps)
|
||||
if maker_wait_sec <= 0:
|
||||
maker_wait_sec = 10.0
|
||||
maker_wait_sec = _default_maker_wait_sec if _default_maker_wait_sec > 0 else 10.0
|
||||
if maker_offset_bps < 0:
|
||||
maker_offset_bps = 0.0
|
||||
maker_offset = maker_offset_bps / 10000.0
|
||||
@@ -1070,18 +1075,22 @@ class PendingOrderWorker:
|
||||
q = client.wait_for_fill(symbol=str(symbol), order_id=limit_order_id, client_order_id=limit_client_oid, max_wait_sec=maker_wait_sec)
|
||||
phases["limit_query"] = q
|
||||
_apply_fill(float(q.get("filled") or 0.0), float(q.get("avg_price") or 0.0))
|
||||
_apply_fee(float(q.get("fee") or 0.0), str(q.get("fee_ccy") or ""))
|
||||
elif isinstance(client, CoinbaseExchangeClient):
|
||||
q = client.wait_for_fill(order_id=limit_order_id, client_order_id=limit_client_oid, max_wait_sec=maker_wait_sec)
|
||||
phases["limit_query"] = q
|
||||
_apply_fill(float(q.get("filled") or 0.0), float(q.get("avg_price") or 0.0))
|
||||
_apply_fee(float(q.get("fee") or 0.0), str(q.get("fee_ccy") or ""))
|
||||
elif isinstance(client, KrakenClient):
|
||||
q = client.wait_for_fill(order_id=limit_order_id, max_wait_sec=maker_wait_sec)
|
||||
phases["limit_query"] = q
|
||||
_apply_fill(float(q.get("filled") or 0.0), float(q.get("avg_price") or 0.0))
|
||||
_apply_fee(float(q.get("fee") or 0.0), str(q.get("fee_ccy") or ""))
|
||||
elif isinstance(client, KrakenFuturesClient):
|
||||
q = client.wait_for_fill(order_id=limit_order_id, client_order_id=limit_client_oid, max_wait_sec=maker_wait_sec)
|
||||
phases["limit_query"] = q
|
||||
_apply_fill(float(q.get("filled") or 0.0), float(q.get("avg_price") or 0.0))
|
||||
_apply_fee(float(q.get("fee") or 0.0), str(q.get("fee_ccy") or ""))
|
||||
elif isinstance(client, KucoinSpotClient):
|
||||
q = client.wait_for_fill(order_id=limit_order_id, max_wait_sec=maker_wait_sec)
|
||||
phases["limit_query"] = q
|
||||
@@ -1091,22 +1100,27 @@ class PendingOrderWorker:
|
||||
q = client.wait_for_fill(order_id=limit_order_id, max_wait_sec=maker_wait_sec)
|
||||
phases["limit_query"] = q
|
||||
_apply_fill(float(q.get("filled") or 0.0), float(q.get("avg_price") or 0.0))
|
||||
_apply_fee(float(q.get("fee") or 0.0), str(q.get("fee_ccy") or ""))
|
||||
elif isinstance(client, GateSpotClient):
|
||||
q = client.wait_for_fill(order_id=limit_order_id, max_wait_sec=maker_wait_sec)
|
||||
phases["limit_query"] = q
|
||||
_apply_fill(float(q.get("filled") or 0.0), float(q.get("avg_price") or 0.0))
|
||||
_apply_fee(float(q.get("fee") or 0.0), str(q.get("fee_ccy") or ""))
|
||||
elif isinstance(client, GateUsdtFuturesClient):
|
||||
q = client.wait_for_fill(order_id=limit_order_id, contract=to_gate_currency_pair(str(symbol)), max_wait_sec=maker_wait_sec)
|
||||
phases["limit_query"] = q
|
||||
_apply_fill(float(q.get("filled") or 0.0), float(q.get("avg_price") or 0.0))
|
||||
_apply_fee(float(q.get("fee") or 0.0), str(q.get("fee_ccy") or ""))
|
||||
elif isinstance(client, BitfinexClient):
|
||||
q = client.wait_for_fill(order_id=limit_order_id, max_wait_sec=maker_wait_sec)
|
||||
phases["limit_query"] = q
|
||||
_apply_fill(float(q.get("filled") or 0.0), float(q.get("avg_price") or 0.0))
|
||||
_apply_fee(float(q.get("fee") or 0.0), str(q.get("fee_ccy") or ""))
|
||||
elif isinstance(client, BitfinexDerivativesClient):
|
||||
q = client.wait_for_fill(order_id=limit_order_id, max_wait_sec=maker_wait_sec)
|
||||
phases["limit_query"] = q
|
||||
_apply_fill(float(q.get("filled") or 0.0), float(q.get("avg_price") or 0.0))
|
||||
_apply_fee(float(q.get("fee") or 0.0), str(q.get("fee_ccy") or ""))
|
||||
|
||||
remaining = max(0.0, float(amount or 0.0) - total_base)
|
||||
|
||||
@@ -1386,18 +1400,22 @@ class PendingOrderWorker:
|
||||
q2 = client.wait_for_fill(symbol=str(symbol), order_id=market_order_id, client_order_id=market_client_oid, max_wait_sec=3.0)
|
||||
phases["market_query"] = q2
|
||||
_apply_fill(float(q2.get("filled") or 0.0), float(q2.get("avg_price") or 0.0))
|
||||
_apply_fee(float(q2.get("fee") or 0.0), str(q2.get("fee_ccy") or ""))
|
||||
elif isinstance(client, CoinbaseExchangeClient):
|
||||
q2 = client.wait_for_fill(order_id=market_order_id, client_order_id=market_client_oid, max_wait_sec=3.0)
|
||||
phases["market_query"] = q2
|
||||
_apply_fill(float(q2.get("filled") or 0.0), float(q2.get("avg_price") or 0.0))
|
||||
_apply_fee(float(q2.get("fee") or 0.0), str(q2.get("fee_ccy") or ""))
|
||||
elif isinstance(client, KrakenClient):
|
||||
q2 = client.wait_for_fill(order_id=market_order_id, max_wait_sec=3.0)
|
||||
phases["market_query"] = q2
|
||||
_apply_fill(float(q2.get("filled") or 0.0), float(q2.get("avg_price") or 0.0))
|
||||
_apply_fee(float(q2.get("fee") or 0.0), str(q2.get("fee_ccy") or ""))
|
||||
elif isinstance(client, KrakenFuturesClient):
|
||||
q2 = client.wait_for_fill(order_id=market_order_id, client_order_id=market_client_oid, max_wait_sec=3.0)
|
||||
phases["market_query"] = q2
|
||||
_apply_fill(float(q2.get("filled") or 0.0), float(q2.get("avg_price") or 0.0))
|
||||
_apply_fee(float(q2.get("fee") or 0.0), str(q2.get("fee_ccy") or ""))
|
||||
elif isinstance(client, KucoinSpotClient):
|
||||
q2 = client.wait_for_fill(order_id=market_order_id, max_wait_sec=3.0)
|
||||
phases["market_query"] = q2
|
||||
@@ -1407,22 +1425,27 @@ class PendingOrderWorker:
|
||||
q2 = client.wait_for_fill(order_id=market_order_id, max_wait_sec=3.0)
|
||||
phases["market_query"] = q2
|
||||
_apply_fill(float(q2.get("filled") or 0.0), float(q2.get("avg_price") or 0.0))
|
||||
_apply_fee(float(q2.get("fee") or 0.0), str(q2.get("fee_ccy") or ""))
|
||||
elif isinstance(client, GateSpotClient):
|
||||
q2 = client.wait_for_fill(order_id=market_order_id, max_wait_sec=3.0)
|
||||
phases["market_query"] = q2
|
||||
_apply_fill(float(q2.get("filled") or 0.0), float(q2.get("avg_price") or 0.0))
|
||||
_apply_fee(float(q2.get("fee") or 0.0), str(q2.get("fee_ccy") or ""))
|
||||
elif isinstance(client, GateUsdtFuturesClient):
|
||||
q2 = client.wait_for_fill(order_id=market_order_id, contract=to_gate_currency_pair(str(symbol)), max_wait_sec=3.0)
|
||||
phases["market_query"] = q2
|
||||
_apply_fill(float(q2.get("filled") or 0.0), float(q2.get("avg_price") or 0.0))
|
||||
_apply_fee(float(q2.get("fee") or 0.0), str(q2.get("fee_ccy") or ""))
|
||||
elif isinstance(client, BitfinexClient):
|
||||
q2 = client.wait_for_fill(order_id=market_order_id, max_wait_sec=3.0)
|
||||
phases["market_query"] = q2
|
||||
_apply_fill(float(q2.get("filled") or 0.0), float(q2.get("avg_price") or 0.0))
|
||||
_apply_fee(float(q2.get("fee") or 0.0), str(q2.get("fee_ccy") or ""))
|
||||
elif isinstance(client, BitfinexDerivativesClient):
|
||||
q2 = client.wait_for_fill(order_id=market_order_id, max_wait_sec=3.0)
|
||||
phases["market_query"] = q2
|
||||
_apply_fill(float(q2.get("filled") or 0.0), float(q2.get("avg_price") or 0.0))
|
||||
_apply_fee(float(q2.get("fee") or 0.0), str(q2.get("fee_ccy") or ""))
|
||||
except LiveTradingError as e:
|
||||
logger.warning(f"live market phase failed: pending_id={order_id}, strategy_id={strategy_id}, cfg={safe_cfg}, err={e}")
|
||||
phases["market_error"] = str(e)
|
||||
|
||||
@@ -2221,8 +2221,11 @@ class TradingExecutor:
|
||||
margin_mode: str = 'cross',
|
||||
stop_loss_price: float = None,
|
||||
take_profit_price: float = None,
|
||||
order_mode: str = 'maker',
|
||||
maker_wait_sec: float = 8.0,
|
||||
# Order execution params (order_mode, maker_wait_sec, maker_offset_bps) are now
|
||||
# configured via environment variables: ORDER_MODE, MAKER_WAIT_SEC, MAKER_OFFSET_BPS
|
||||
# These parameters are kept for backward compatibility but will be ignored.
|
||||
order_mode: str = None,
|
||||
maker_wait_sec: float = None,
|
||||
maker_retries: int = 3,
|
||||
close_fallback_to_market: bool = True,
|
||||
open_fallback_to_market: bool = True,
|
||||
@@ -2236,6 +2239,9 @@ class TradingExecutor:
|
||||
A separate worker will poll `pending_orders` and dispatch:
|
||||
- execution_mode='signal': dispatch notifications (no real trading).
|
||||
- execution_mode='live': reserved for future live trading execution (not implemented).
|
||||
|
||||
Note: Order execution settings (order_mode, maker_wait_sec, maker_offset_bps) are now
|
||||
configured via environment variables and not passed from strategy config.
|
||||
"""
|
||||
try:
|
||||
# Reference price at enqueue time: use current tick price if provided to avoid extra fetch.
|
||||
@@ -2249,8 +2255,7 @@ class TradingExecutor:
|
||||
"stop_loss_price": float(stop_loss_price or 0.0) if stop_loss_price is not None else 0.0,
|
||||
"take_profit_price": float(take_profit_price or 0.0) if take_profit_price is not None else 0.0,
|
||||
"margin_mode": str(margin_mode or "cross"),
|
||||
"order_mode": str(order_mode or "maker"),
|
||||
"maker_wait_sec": float(maker_wait_sec or 0.0),
|
||||
# Order execution params moved to env config (ORDER_MODE, MAKER_WAIT_SEC, MAKER_OFFSET_BPS)
|
||||
"maker_retries": int(maker_retries or 0),
|
||||
"close_fallback_to_market": bool(close_fallback_to_market),
|
||||
"open_fallback_to_market": bool(open_fallback_to_market),
|
||||
|
||||
@@ -34,6 +34,22 @@ ENABLE_PENDING_ORDER_WORKER=true
|
||||
# Reclaim orders stuck in status=processing after worker crashes (seconds).
|
||||
PENDING_ORDER_STALE_SEC=90
|
||||
|
||||
# =========================
|
||||
# Live trading order execution settings
|
||||
# =========================
|
||||
# Order execution mode:
|
||||
# - "maker": Limit order first, then market order for remaining (default, lower fees)
|
||||
# - "market": Market order only (immediate execution, higher fees)
|
||||
ORDER_MODE=maker
|
||||
|
||||
# How long to wait for limit order to fill before switching to market order (seconds)
|
||||
MAKER_WAIT_SEC=10
|
||||
|
||||
# Price offset for limit orders in basis points (1 bps = 0.01%)
|
||||
# Buy orders: price = market_price * (1 - offset)
|
||||
# Sell orders: price = market_price * (1 + offset)
|
||||
MAKER_OFFSET_BPS=2
|
||||
|
||||
# =========================
|
||||
# Strategy signal notifications (optional)
|
||||
# =========================
|
||||
|
||||
Reference in New Issue
Block a user