gavindiaz/DinQuant
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Refactor code for improved readability and consistency

Browse Source 
- Cleaned up whitespace and formatting in various files including http.py, language.py, logger.py, safe_exec.py, and SQL migration scripts.
- Consolidated import statements and removed unnecessary blank lines.
- Updated logging configuration for better clarity.
- Enhanced the safe execution code with improved error handling and logging.
- Removed commented-out code and unnecessary variables in backfill_zero_trades.py and other scripts.
- Added a pyproject.toml for Ruff and Vulture configuration.
- Introduced requirements-dev.txt for development dependencies.
- Removed commented-out stock entries in init.sql for cleaner migration scripts.
This commit is contained in:
dienakdz
2026-04-09 14:30:51 +07:00
parent 103055b3df
commit 87f2845483
157 changed files with 19026 additions and 17773 deletions
Download Patch File Download Diff File Expand all files Collapse all files
backend_api_python/app/routes/quick_trade.py
+279 -185
View File
@@ -15,6 +15,7 @@ Endpoints:
from __future__ import annotations
import json
import re as _re
import time
import traceback
import uuid
@@ -22,40 +23,64 @@ from typing import Any, Dict
from flask import Blueprint, g, jsonify, request
from app.utils.db import get_db_connection
from app.utils.logger import get_logger
from app.utils.auth import login_required
from app.utils.credential_crypto import decrypt_credential_blob
from app.utils.db import get_db_connection
from app.utils.logger import get_logger
logger = get_logger(__name__)
import re as _re
_FRIENDLY_ERROR_PATTERNS = [
# Insufficient balance / margin
(_re.compile(r"INSUFFICIENT[_ ]?AVAILABLE|insufficient.{0,20}(balance|margin|fund)|margin.{0,30}while available|not enough|资金不足", _re.IGNORECASE),
"quickTrade.errorHints.insufficientBalance"),
(
_re.compile(
r"INSUFFICIENT[_ ]?AVAILABLE|insufficient.{0,20}(balance|margin|fund)|margin.{0,30}while available|not enough|资金不足",
_re.IGNORECASE,
),
"quickTrade.errorHints.insufficientBalance",
),
# Invalid size / quantity
(_re.compile(r"invalid.{0,10}size|invalid.{0,10}(qty|quantity|amount|volume)|Order size.{0,20}(too small|below|minimum)|MIN_NOTIONAL", _re.IGNORECASE),
"quickTrade.errorHints.invalidSize"),
(
_re.compile(
r"invalid.{0,10}size|invalid.{0,10}(qty|quantity|amount|volume)|Order size.{0,20}(too small|below|minimum)|MIN_NOTIONAL",
_re.IGNORECASE,
),
"quickTrade.errorHints.invalidSize",
),
# Invalid price
(_re.compile(r"invalid.{0,10}price|price.{0,20}(deviate|deviation|exceed|out of range)", _re.IGNORECASE),
"quickTrade.errorHints.invalidPrice"),
(
_re.compile(r"invalid.{0,10}price|price.{0,20}(deviate|deviation|exceed|out of range)", _re.IGNORECASE),
"quickTrade.errorHints.invalidPrice",
),
# Rate limit
(_re.compile(r"rate.?limit|too many request|429|REQUEST_FREQUENCY", _re.IGNORECASE),
"quickTrade.errorHints.rateLimit"),
(
_re.compile(r"rate.?limit|too many request|429|REQUEST_FREQUENCY", _re.IGNORECASE),
"quickTrade.errorHints.rateLimit",
),
# API key / permission
(_re.compile(r"(invalid|wrong|expired).{0,10}(api.?key|key|signature|sign)|NOT_LOGIN|UNAUTHORIZED|permission.{0,10}denied|IP.{0,20}(not|whitelist|restrict)", _re.IGNORECASE),
"quickTrade.errorHints.authError"),
(
_re.compile(
r"(invalid|wrong|expired).{0,10}(api.?key|key|signature|sign)|NOT_LOGIN|UNAUTHORIZED|permission.{0,10}denied|IP.{0,20}(not|whitelist|restrict)",
_re.IGNORECASE,
),
"quickTrade.errorHints.authError",
),
# Position / reduce-only conflict
(_re.compile(r"reduce.?only|position.{0,20}(not exist|not found|side)|POSITION_NOT_EXIST", _re.IGNORECASE),
"quickTrade.errorHints.positionConflict"),
(
_re.compile(r"reduce.?only|position.{0,20}(not exist|not found|side)|POSITION_NOT_EXIST", _re.IGNORECASE),
"quickTrade.errorHints.positionConflict",
),
# Network / timeout
(_re.compile(r"timeout|timed? ?out|connect|ECONNREFUSED|SSL|ConnectionError|RemoteDisconnected", _re.IGNORECASE),
"quickTrade.errorHints.networkError"),
(
_re.compile(r"timeout|timed? ?out|connect|ECONNREFUSED|SSL|ConnectionError|RemoteDisconnected", _re.IGNORECASE),
"quickTrade.errorHints.networkError",
),
# Exchange maintenance
(_re.compile(r"maintenance|unavailable|system.{0,10}(busy|error|upgrade)|suspend|暂停", _re.IGNORECASE),
"quickTrade.errorHints.exchangeMaintenance"),
(
_re.compile(r"maintenance|unavailable|system.{0,10}(busy|error|upgrade)|suspend|暂停", _re.IGNORECASE),
"quickTrade.errorHints.exchangeMaintenance",
),
]
@@ -67,11 +92,13 @@ def _parse_trade_error_hint(error_str: str) -> str:
return hint_key
return ""
quick_trade_bp = Blueprint('quick_trade', __name__)
quick_trade_bp = Blueprint("quick_trade", __name__)
# ────────── helpers ──────────
def _symbols_match_quick_trade(user_symbol: str, position_symbol: str) -> bool:
"""Match UI symbol (e.g. ETH/USDT) with exchange-native ids (e.g. ETH_USDT, ETH-USDT-SWAP)."""
@@ -92,31 +119,33 @@ def _symbols_match_quick_trade(user_symbol: str, position_symbol: str) -> bool:
return (len(a) >= 6 and a in b) or (len(b) >= 6 and b in a)
def _convert_usdt_to_base_qty(client, symbol: str, usdt_amount: float, market_type: str, limit_price: float = 0.0) -> float:
def _convert_usdt_to_base_qty(
client, symbol: str, usdt_amount: float, market_type: str, limit_price: float = 0.0
) -> float:
"""
Convert USDT amount to base asset quantity for all exchanges.
This is a unified function that works for all exchanges.
For spot: converts USDT -> base qty (e.g., 100 USDT -> 0.033 ETH)
For swap: converts USDT -> base qty (e.g., 100 USDT -> 0.033 ETH), which will then be converted to contracts
Args:
client: Exchange client instance
symbol: Trading pair (e.g., "ETH/USDT")
usdt_amount: USDT amount to convert
market_type: "spot" or "swap"
limit_price: For limit orders, use this price if provided (optional)
Returns:
Base asset quantity
"""
if usdt_amount <= 0:
return usdt_amount
try:
# Try to get current price from exchange
current_price = 0.0
# For limit orders, use the provided price
if limit_price > 0:
current_price = limit_price
@@ -127,17 +156,27 @@ def _convert_usdt_to_base_qty(client, symbol: str, usdt_amount: float, market_ty
try:
ticker = client.get_ticker(symbol=symbol)
if isinstance(ticker, dict):
current_price = float(ticker.get("last") or ticker.get("lastPx") or ticker.get("close") or ticker.get("price") or 0)
current_price = float(
ticker.get("last")
or ticker.get("lastPx")
or ticker.get("close")
or ticker.get("price")
or 0
)
except Exception:
current_price = 0.0
# OKX
from app.services.live_trading.okx import OkxClient
if current_price <= 0 and isinstance(client, OkxClient):
try:
from app.services.live_trading.symbols import to_okx_spot_inst_id, to_okx_swap_inst_id
inst_id = to_okx_spot_inst_id(symbol) if market_type == "spot" else to_okx_swap_inst_id(symbol)
logger.debug(f"OKX: Getting ticker for inst_id={inst_id}, symbol={symbol}, market_type={market_type}")
logger.debug(
f"OKX: Getting ticker for inst_id={inst_id}, symbol={symbol}, market_type={market_type}"
)
ticker = client.get_ticker(inst_id=inst_id)
if ticker:
current_price = float(ticker.get("last") or ticker.get("lastPx") or 0)
@@ -150,21 +189,24 @@ def _convert_usdt_to_base_qty(client, symbol: str, usdt_amount: float, market_ty
except Exception as e:
logger.error(f"OKX: Failed to get ticker: {e}")
raise
# Binance - try to get price from public API
from app.services.live_trading.binance import BinanceFuturesClient
from app.services.live_trading.binance_spot import BinanceSpotClient
if current_price <= 0 and isinstance(client, (BinanceFuturesClient, BinanceSpotClient)):
try:
# Binance public ticker endpoint
base_url = getattr(client, "base_url", "")
if "binance" in base_url.lower():
import requests
if isinstance(client, BinanceFuturesClient):
ticker_url = f"{base_url}/fapi/v1/ticker/price"
else:
ticker_url = f"{base_url}/api/v3/ticker/price"
from app.services.live_trading.symbols import to_binance_futures_symbol
# Binance spot and futures use the same symbol format
sym = to_binance_futures_symbol(symbol)
resp = requests.get(ticker_url, params={"symbol": sym}, timeout=5)
@@ -177,9 +219,11 @@ def _convert_usdt_to_base_qty(client, symbol: str, usdt_amount: float, market_ty
# Bybit v5 — same host as trading API; tickers/orderbook are public
from app.services.live_trading.bybit import BybitClient
if current_price <= 0 and isinstance(client, BybitClient):
try:
import requests
from app.services.live_trading.symbols import to_bybit_symbol
bu = (getattr(client, "base_url", "") or "").rstrip("/")
@@ -198,10 +242,7 @@ def _convert_usdt_to_base_qty(client, symbol: str, usdt_amount: float, market_ty
t0 = lst[0]
current_price = float(
str(
t0.get("lastPrice")
or t0.get("markPrice")
or t0.get("indexPrice")
or 0
t0.get("lastPrice") or t0.get("markPrice") or t0.get("indexPrice") or 0
).replace(",", "")
or 0
)
@@ -224,22 +265,26 @@ def _convert_usdt_to_base_qty(client, symbol: str, usdt_amount: float, market_ty
current_price = bp or ap
except Exception:
pass
# Other exchanges - can be added as needed
# For exchanges without price API, we'll use a fallback
if current_price > 0:
base_qty = usdt_amount / current_price
logger.info(f"Converted USDT amount {usdt_amount} to base qty {base_qty:.8f} using price {current_price} for {symbol}")
logger.info(
f"Converted USDT amount {usdt_amount} to base qty {base_qty:.8f} using price {current_price} for {symbol}"
)
return base_qty
else:
# Can't get price - this is critical for quick trade
# Quick trade always expects USDT input, so we must convert
logger.error(f"CRITICAL: Could not get price for {symbol} on {type(client).__name__} to convert USDT amount {usdt_amount}")
logger.error(f"This will cause order to fail. Please check exchange API connectivity or symbol format.")
logger.error(
f"CRITICAL: Could not get price for {symbol} on {type(client).__name__} to convert USDT amount {usdt_amount}"
)
logger.error("This will cause order to fail. Please check exchange API connectivity or symbol format.")
# Still return original amount as fallback, but log error
return usdt_amount
except Exception as e:
logger.warning(f"Failed to convert USDT amount to base qty: {e}, using original amount")
return usdt_amount
@@ -289,6 +334,7 @@ def _build_exchange_config(credential_id: int, user_id: int, overrides: Dict[str
def _create_client(exchange_config: Dict[str, Any], market_type: str = "swap"):
"""Create exchange client from config."""
from app.services.live_trading.factory import create_client
return create_client(exchange_config, market_type=market_type)
@@ -328,10 +374,25 @@ def _record_quick_trade(
RETURNING id
""",
(
user_id, credential_id, exchange_id, symbol, side, order_type,
amount, price, leverage, market_type, tp_price, sl_price,
status, exchange_order_id, filled, avg_price,
error_msg, source, json.dumps(raw_result or {}),
user_id,
credential_id,
exchange_id,
symbol,
side,
order_type,
amount,
price,
leverage,
market_type,
tp_price,
sl_price,
status,
exchange_order_id,
filled,
avg_price,
error_msg,
source,
json.dumps(raw_result or {}),
),
)
row = cur.fetchone()
@@ -345,7 +406,8 @@ def _record_quick_trade(
# ────────── endpoints ──────────
@quick_trade_bp.route('/place-order', methods=['POST'])
@quick_trade_bp.route("/place-order", methods=["POST"])
@login_required
def place_order():
"""
@@ -425,6 +487,7 @@ def place_order():
if market_type != "spot" and margin_mode in ("cross", "isolated"):
try:
from app.services.live_trading.binance import BinanceFuturesClient
if isinstance(client, BinanceFuturesClient):
client.set_margin_type(symbol=symbol, margin_mode=margin_mode)
except Exception as me:
@@ -435,28 +498,30 @@ def place_order():
# For limit orders, use the provided price; for market orders, fetch current price
limit_price_for_conversion = price if order_type == "limit" and price > 0 else 0.0
base_qty = _convert_usdt_to_base_qty(client, symbol, usdt_amount, market_type, limit_price_for_conversion)
# Validate conversion: if base_qty equals usdt_amount, conversion likely failed
# For swap markets, base_qty should be much smaller than usdt_amount (e.g., 100 USDT -> 0.033 ETH)
if market_type != "spot" and base_qty == usdt_amount and usdt_amount >= 1:
logger.error(f"USDT conversion may have failed: base_qty ({base_qty}) equals usdt_amount ({usdt_amount})")
logger.error(f"This suggests the price fetch failed. Order may fail due to insufficient margin.")
logger.error("This suggests the price fetch failed. Order may fail due to insufficient margin.")
# ---- set leverage (futures only) ----
if market_type != "spot" and leverage > 1:
try:
if hasattr(client, "set_leverage"):
from app.services.live_trading.okx import OkxClient
from app.services.live_trading.gate import GateUsdtFuturesClient
from app.services.live_trading.okx import OkxClient
# OKX requires inst_id instead of symbol
if isinstance(client, OkxClient):
from app.services.live_trading.symbols import to_okx_swap_inst_id
inst_id = to_okx_swap_inst_id(symbol)
client.set_leverage(inst_id=inst_id, lever=leverage)
# Gate requires contract (currency_pair) instead of symbol
elif isinstance(client, GateUsdtFuturesClient):
from app.services.live_trading.symbols import to_gate_currency_pair
contract = to_gate_currency_pair(symbol)
if not client.set_leverage(contract=contract, leverage=leverage):
logger.warning(
@@ -488,14 +553,14 @@ def place_order():
# Use execution.py's place_order_from_signal for market orders to ensure consistency
# Convert side to signal_type: buy -> open_long, sell -> open_short (for swap) or close_long (for spot)
from app.services.live_trading.execution import place_order_from_signal
if market_type == "spot":
# Spot: buy = open_long, sell = close_long (assuming we're closing a position)
signal_type = "open_long" if side == "buy" else "close_long"
else:
# Swap: buy = open_long, sell = open_short
signal_type = "open_long" if side == "buy" else "open_short"
result = place_order_from_signal(
client=client,
signal_type=signal_type,
@@ -543,17 +608,19 @@ def place_order():
raw_result=raw,
)
return jsonify({
"code": 1,
"msg": "Order placed successfully",
"data": {
"trade_id": trade_id,
"exchange_order_id": exchange_order_id,
"filled": filled,
"avg_price": avg_fill,
"status": "filled" if filled > 0 else "submitted",
},
})
return jsonify(
{
"code": 1,
"msg": "Order placed successfully",
"data": {
"trade_id": trade_id,
"exchange_order_id": exchange_order_id,
"filled": filled,
"avg_price": avg_fill,
"status": "filled" if filled > 0 else "submitted",
},
}
)
except Exception as e:
logger.error(f"quick trade failed: {e}")
@@ -597,9 +664,9 @@ def _market_order_kwargs(client, symbol, amount, side, market_type, client_order
"""Build kwargs compatible with any exchange client's place_market_order."""
from app.services.live_trading.binance import BinanceFuturesClient
from app.services.live_trading.binance_spot import BinanceSpotClient
from app.services.live_trading.okx import OkxClient
from app.services.live_trading.bitget import BitgetMixClient
from app.services.live_trading.bybit import BybitClient
from app.services.live_trading.okx import OkxClient
if isinstance(client, (BinanceFuturesClient, BinanceSpotClient)):
return {"quantity": amount, "client_order_id": client_order_id}
@@ -624,9 +691,9 @@ def _limit_order_kwargs(client, symbol, amount, price, side, market_type, client
"""Build kwargs compatible with any exchange client's place_limit_order."""
from app.services.live_trading.binance import BinanceFuturesClient
from app.services.live_trading.binance_spot import BinanceSpotClient
from app.services.live_trading.okx import OkxClient
from app.services.live_trading.bybit import BybitClient
from app.services.live_trading.deepcoin import DeepcoinClient
from app.services.live_trading.okx import OkxClient
if isinstance(client, (BinanceFuturesClient, BinanceSpotClient)):
return {"quantity": amount, "price": price, "client_order_id": client_order_id}
@@ -645,7 +712,7 @@ def _limit_order_kwargs(client, symbol, amount, price, side, market_type, client
return {"size": amount, "price": price, "client_order_id": client_order_id}
@quick_trade_bp.route('/balance', methods=['GET'])
@quick_trade_bp.route("/balance", methods=["GET"])
@login_required
def get_balance():
"""
@@ -678,7 +745,9 @@ def get_balance():
from app.services.live_trading.bitget import BitgetMixClient
if isinstance(client, BitgetMixClient):
pt = str(exchange_config.get("product_type") or exchange_config.get("productType") or "USDT-FUTURES")
pt = str(
exchange_config.get("product_type") or exchange_config.get("productType") or "USDT-FUTURES"
)
raw = client.get_accounts(product_type=pt)
else:
raw = client.get_accounts()
@@ -822,13 +891,19 @@ def _parse_balance(raw: Any, exchange_id: str, market_type: str) -> Dict[str, An
coins = acc.get("coin", []) if isinstance(acc, dict) else []
for c in coins:
if str(c.get("coin") or "").upper() == "USDT":
result["available"] = float(c.get("availableToWithdraw") or c.get("walletBalance") or 0)
result["available"] = float(
c.get("availableToWithdraw") or c.get("walletBalance") or 0
)
result["total"] = float(c.get("walletBalance") or 0)
return result
# HTX spot
if isinstance(data, dict) and isinstance(data.get("list"), list):
for item in data.get("list") or []:
if str(item.get("currency") or "").upper() == "USDT" and str(item.get("type") or "").lower() in ("trade", "available", ""):
if str(item.get("currency") or "").upper() == "USDT" and str(item.get("type") or "").lower() in (
"trade",
"available",
"",
):
avail = float(item.get("balance") or 0)
result["available"] = avail
total = 0.0
@@ -924,9 +999,12 @@ def _fetch_exchange_positions_raw(
raw = client.get_positions()
items = raw if isinstance(raw, list) else []
c = to_gate_currency_pair(symbol)
logger.info("Gate positions: total=%d, target=%s, contracts=%s",
len(items), c,
[(str(p.get("contract")), p.get("size")) for p in items if isinstance(p, dict) and p.get("size")][:10])
logger.info(
"Gate positions: total=%d, target=%s, contracts=%s",
len(items),
c,
[(str(p.get("contract")), p.get("size")) for p in items if isinstance(p, dict) and p.get("size")][:10],
)
filtered = [p for p in items if isinstance(p, dict) and str(p.get("contract") or "").strip() == c]
out = []
for p in filtered:
@@ -940,8 +1018,12 @@ def _fetch_exchange_positions_raw(
if base_amt > 0:
q["positionAmt"] = base_amt
out.append(q)
logger.info("Gate filtered positions for %s: %d items, sizes=%s", c, len(out),
[(p.get("size"), p.get("positionAmt")) for p in out])
logger.info(
"Gate filtered positions for %s: %d items, sizes=%s",
c,
len(out),
[(p.get("size"), p.get("positionAmt")) for p in out],
)
return out
if isinstance(client, KucoinFuturesClient):
@@ -986,8 +1068,12 @@ def _fetch_exchange_positions_raw(
except Exception:
pass
out_items.append(q)
logger.info("HTX positions for %s: %d items, sizes=%s", symbol, len(out_items),
[(p.get("contract_code"), p.get("volume"), p.get("positionAmt")) for p in out_items])
logger.info(
"HTX positions for %s: %d items, sizes=%s",
symbol,
len(out_items),
[(p.get("contract_code"), p.get("volume"), p.get("positionAmt")) for p in out_items],
)
return {"data": out_items}
if isinstance(client, DeepcoinClient):
@@ -1005,7 +1091,7 @@ def _fetch_exchange_positions_raw(
return None
@quick_trade_bp.route('/position', methods=['GET'])
@quick_trade_bp.route("/position", methods=["GET"])
@login_required
def get_position():
"""
@@ -1027,9 +1113,7 @@ def get_position():
positions = []
try:
raw = _fetch_exchange_positions_raw(
client, exchange_config, symbol=symbol, market_type=market_type
)
raw = _fetch_exchange_positions_raw(client, exchange_config, symbol=symbol, market_type=market_type)
positions = _parse_positions(raw)
except Exception as pe:
logger.warning(f"Position fetch failed: {pe}")
@@ -1067,11 +1151,7 @@ def _parse_positions(raw: Any) -> list:
if not isinstance(item, dict):
continue
sym_raw = str(
item.get("symbol")
or item.get("instId")
or item.get("contract")
or item.get("contract_code")
or ""
item.get("symbol") or item.get("instId") or item.get("contract") or item.get("contract_code") or ""
).strip()
display_symbol = sym_raw
if sym_raw and "/" not in sym_raw:
@@ -1102,7 +1182,7 @@ def _parse_positions(raw: Any) -> list:
)
if abs(size) < 1e-10:
continue
# Binance hedge: positionSide LONG/SHORT with positive positionAmt; one-way: BOTH + signed amt
side = "long"
psu = str(item.get("positionSide", "")).strip().upper()
@@ -1130,45 +1210,53 @@ def _parse_positions(raw: Any) -> list:
side = "long"
elif dir_side in ("sell", "short"):
side = "short"
result.append({
"symbol": display_symbol,
"side": side,
"size": abs(size),
"entry_price": float(
item.get("entryPrice")
or item.get("entry_price")
or item.get("openPriceAvg")
or item.get("avgEntryPrice")
or item.get("avgPrice")
or item.get("avgCost")
or item.get("avgPx")
or item.get("cost_open")
or item.get("trade_avg_price")
or 0
),
"unrealized_pnl": float(
item.get("unRealizedProfit")
or item.get("unrealizedProfit")
or item.get("unrealizedPnl")
or item.get("unrealised_pnl")
or item.get("upl")
or item.get("unrealisedPnl")
or item.get("profit_unreal")
or item.get("pnl")
or 0
),
"leverage": float(item.get("leverage") or item.get("lever") or item.get("lever_rate") or item.get("cross_leverage_limit") or 1),
"mark_price": float(
item.get("markPrice")
or item.get("mark_price")
or item.get("markPx")
or item.get("last_price")
or item.get("last")
or item.get("indexPrice")
or 0
),
})
result.append(
{
"symbol": display_symbol,
"side": side,
"size": abs(size),
"entry_price": float(
item.get("entryPrice")
or item.get("entry_price")
or item.get("openPriceAvg")
or item.get("avgEntryPrice")
or item.get("avgPrice")
or item.get("avgCost")
or item.get("avgPx")
or item.get("cost_open")
or item.get("trade_avg_price")
or 0
),
"unrealized_pnl": float(
item.get("unRealizedProfit")
or item.get("unrealizedProfit")
or item.get("unrealizedPnl")
or item.get("unrealised_pnl")
or item.get("upl")
or item.get("unrealisedPnl")
or item.get("profit_unreal")
or item.get("pnl")
or 0
),
"leverage": float(
item.get("leverage")
or item.get("lever")
or item.get("lever_rate")
or item.get("cross_leverage_limit")
or 1
),
"mark_price": float(
item.get("markPrice")
or item.get("mark_price")
or item.get("markPx")
or item.get("last_price")
or item.get("last")
or item.get("indexPrice")
or 0
),
}
)
except Exception as e:
logger.warning(f"_parse_positions error: {e}")
return result
@@ -1216,12 +1304,12 @@ def _quick_trade_net_base_qty(
return max(0.0, float(net))
@quick_trade_bp.route('/close-position', methods=['POST'])
@quick_trade_bp.route("/close-position", methods=["POST"])
@login_required
def close_position():
"""
Close an existing position.
Body JSON:
credential_id (int) — saved exchange credential ID
symbol (str) — e.g. "BTC/USDT"
@@ -1234,7 +1322,7 @@ def close_position():
try:
user_id = g.user_id
body = request.get_json(force=True, silent=True) or {}
credential_id = int(body.get("credential_id") or 0)
symbol = str(body.get("symbol") or "").strip()
market_type = str(body.get("market_type") or "swap").strip().lower()
@@ -1245,36 +1333,38 @@ def close_position():
close_scope = "system_tracked"
else:
close_scope = "full"
# ---- validation ----
if not credential_id:
return jsonify({"code": 0, "msg": "Missing credential_id"}), 400
if not symbol:
return jsonify({"code": 0, "msg": "Missing symbol"}), 400
if market_type in ("futures", "future", "perp", "perpetual"):
market_type = "swap"
# ---- build exchange client ----
exchange_config = _build_exchange_config(credential_id, user_id, {
"market_type": market_type,
})
exchange_config = _build_exchange_config(
credential_id,
user_id,
{
"market_type": market_type,
},
)
exchange_id = (exchange_config.get("exchange_id") or "").strip().lower()
if not exchange_id:
return jsonify({"code": 0, "msg": "Invalid credential: missing exchange_id"}), 400
client = _create_client(exchange_config, market_type=market_type)
# ---- get current position ----
positions = []
try:
raw = _fetch_exchange_positions_raw(
client, exchange_config, symbol=symbol, market_type=market_type
)
raw = _fetch_exchange_positions_raw(client, exchange_config, symbol=symbol, market_type=market_type)
positions = _parse_positions(raw)
except Exception as pe:
logger.warning(f"Position fetch failed: {pe}")
if not positions:
return jsonify({"code": 0, "msg": f"No position found for {symbol}"}), 404
@@ -1312,10 +1402,10 @@ def close_position():
position_side = str(position.get("side") or "").strip().lower()
position_size = float(position.get("size") or 0)
if position_size <= 0:
return jsonify({"code": 0, "msg": "Position size is zero or invalid"}), 400
if close_scope == "system_tracked" and market_type != "swap":
return jsonify({"code": 0, "msg": "system_tracked close_scope is only supported for swap/perp"}), 400
@@ -1351,7 +1441,7 @@ def close_position():
actual_close_size = position_size
if actual_close_size <= 0:
return jsonify({"code": 0, "msg": "Close size is zero"}), 400
# ---- determine signal type based on position side ----
if market_type == "spot":
# Spot only supports long positions
@@ -1366,15 +1456,15 @@ def close_position():
signal_type = "close_short"
else:
return jsonify({"code": 0, "msg": f"Unknown position side: {position_side}"}), 400
# ---- place close order ----
from app.services.live_trading.execution import place_order_from_signal
# Generate client_order_id
timestamp_suffix = str(int(time.time()))[-6:]
uuid_suffix = uuid.uuid4().hex[:8]
client_order_id = f"qtc{timestamp_suffix}{uuid_suffix}" # 'c' for close
result = place_order_from_signal(
client=client,
signal_type=signal_type,
@@ -1384,13 +1474,13 @@ def close_position():
exchange_config=exchange_config,
client_order_id=client_order_id,
)
# ---- extract result ----
exchange_order_id = str(getattr(result, "exchange_order_id", "") or "")
filled = float(getattr(result, "filled", 0) or 0)
avg_fill = float(getattr(result, "avg_price", 0) or 0)
raw = getattr(result, "raw", {}) or {}
# ---- calculate USDT amount for recording ----
# Convert base asset quantity to USDT amount for consistent recording
# amount (USDT) = base_qty * price
@@ -1402,7 +1492,7 @@ def close_position():
fallback_price = mark_price if mark_price > 0 else entry_price
if fallback_price > 0:
usdt_amount = actual_close_size * fallback_price
# ---- record trade ----
trade_id = _record_quick_trade(
user_id=user_id,
@@ -1425,23 +1515,25 @@ def close_position():
source=source,
raw_result=raw,
)
return jsonify({
"code": 1,
"msg": "Position closed successfully",
"data": {
"trade_id": trade_id,
"exchange_order_id": exchange_order_id,
"filled": filled,
"avg_price": avg_fill,
"closed_size": actual_close_size,
"position_side": position_side,
"close_scope": close_scope,
"tracked_net_base": tracked_net if close_scope == "system_tracked" else None,
"status": "filled" if filled > 0 else "submitted",
},
})
return jsonify(
{
"code": 1,
"msg": "Position closed successfully",
"data": {
"trade_id": trade_id,
"exchange_order_id": exchange_order_id,
"filled": filled,
"avg_price": avg_fill,
"closed_size": actual_close_size,
"position_side": position_side,
"close_scope": close_scope,
"tracked_net_base": tracked_net if close_scope == "system_tracked" else None,
"status": "filled" if filled > 0 else "submitted",
},
}
)
except Exception as e:
logger.error(f"close_position failed: {e}")
logger.error(traceback.format_exc())
@@ -1453,7 +1545,7 @@ def close_position():
return jsonify(resp), 500
@quick_trade_bp.route('/history', methods=['GET'])
@quick_trade_bp.route("/history", methods=["GET"])
@login_required
def get_history():
"""
@@ -1486,26 +1578,28 @@ def get_history():
trades = []
for r in rows:
trades.append({
"id": r.get("id"),
"exchange_id": r.get("exchange_id") or "",
"symbol": r.get("symbol") or "",
"side": r.get("side") or "",
"order_type": r.get("order_type") or "market",
"amount": float(r.get("amount") or 0),
"price": float(r.get("price") or 0),
"leverage": int(r.get("leverage") or 1),
"market_type": r.get("market_type") or "swap",
"tp_price": float(r.get("tp_price") or 0),
"sl_price": float(r.get("sl_price") or 0),
"status": r.get("status") or "",
"exchange_order_id": r.get("exchange_order_id") or "",
"filled_amount": float(r.get("filled_amount") or 0),
"avg_fill_price": float(r.get("avg_fill_price") or 0),
"error_msg": r.get("error_msg") or "",
"source": r.get("source") or "",
"created_at": str(r.get("created_at") or ""),
})
trades.append(
{
"id": r.get("id"),
"exchange_id": r.get("exchange_id") or "",
"symbol": r.get("symbol") or "",
"side": r.get("side") or "",
"order_type": r.get("order_type") or "market",
"amount": float(r.get("amount") or 0),
"price": float(r.get("price") or 0),
"leverage": int(r.get("leverage") or 1),
"market_type": r.get("market_type") or "swap",
"tp_price": float(r.get("tp_price") or 0),
"sl_price": float(r.get("sl_price") or 0),
"status": r.get("status") or "",
"exchange_order_id": r.get("exchange_order_id") or "",
"filled_amount": float(r.get("filled_amount") or 0),
"avg_fill_price": float(r.get("avg_fill_price") or 0),
"error_msg": r.get("error_msg") or "",
"source": r.get("source") or "",
"created_at": str(r.get("created_at") or ""),
}
)
return jsonify({"code": 1, "msg": "success", "data": {"trades": trades}})
except Exception as e: