@@ -0,0 +1,465 @@
|
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import os
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import time
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||||
import json
|
||||
import threading
|
||||
from typing import List, Dict, Any, Optional
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from datetime import datetime
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from app.utils.logger import get_logger
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from app.utils.db import get_db_connection
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logger = get_logger(__name__)
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||||
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||||
class StrategyService:
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||||
"""Strategy service."""
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||||
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||||
# 类变量:限制连接测试并发数
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||||
_connection_test_semaphore = threading.Semaphore(5)
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||||
|
||||
def __init__(self):
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||||
# Local deployment: do not use encryption/decryption.
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||||
pass
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||||
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||||
def get_running_strategies(self) -> List[Dict[str, Any]]:
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||||
"""获取所有运行中的策略(仅ID)"""
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||||
try:
|
||||
with get_db_connection() as db:
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||||
cursor = db.cursor()
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||||
query = "SELECT id FROM qd_strategies_trading WHERE status = 'running'"
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||||
cursor.execute(query)
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||||
results = cursor.fetchall()
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||||
cursor.close()
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||||
return [row['id'] for row in results]
|
||||
except Exception as e:
|
||||
logger.error(f"Failed to fetch running strategies: {str(e)}")
|
||||
return []
|
||||
|
||||
def get_running_strategies_with_type(self) -> List[Dict[str, Any]]:
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||||
"""获取所有运行中的策略(包含类型信息)"""
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||||
try:
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||||
with get_db_connection() as db:
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||||
cursor = db.cursor()
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||||
# 假设 qd_strategies_trading 表中有 strategy_type 字段
|
||||
# 如果没有,可能需要关联查询或者根据其他字段判断
|
||||
# 这里假设表结构已更新
|
||||
query = "SELECT id, strategy_type FROM qd_strategies_trading WHERE status = 'running'"
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||||
cursor.execute(query)
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||||
results = cursor.fetchall()
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||||
cursor.close()
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||||
|
||||
strategies = [{'id': row['id'], 'strategy_type': row.get('strategy_type', '')} for row in results]
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||||
logger.info(f"Found {len(strategies)} running strategies: {strategies}")
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||||
return strategies
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||||
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||||
except Exception as e:
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||||
logger.error(f"Failed to fetch running strategies: {str(e)}")
|
||||
return []
|
||||
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||||
def get_exchange_symbols(self, exchange_config: Dict[str, Any]) -> Dict[str, Any]:
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||||
"""
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||||
获取交易所交易对列表 (无需API Key)
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||||
"""
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||||
try:
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||||
import ccxt
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||||
|
||||
exchange_id = exchange_config.get('exchange_id', '')
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||||
proxies = exchange_config.get('proxies')
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||||
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||||
if not exchange_id:
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||||
return {'success': False, 'message': '请选择交易所', 'symbols': []}
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||||
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||||
# 创建交易所实例 (public only)
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||||
exchange_class = getattr(ccxt, exchange_id, None)
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||||
if not exchange_class:
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||||
return {'success': False, 'message': f'不支持的交易所: {exchange_id}', 'symbols': []}
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||||
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||||
exchange_config_dict = {
|
||||
'enableRateLimit': True,
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||||
'options': {'defaultType': 'swap'} # 默认为 swap
|
||||
}
|
||||
if proxies:
|
||||
exchange_config_dict['proxies'] = proxies
|
||||
|
||||
exchange = exchange_class(exchange_config_dict)
|
||||
markets = exchange.load_markets()
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||||
|
||||
symbols = []
|
||||
for symbol, market in markets.items():
|
||||
if market.get('active', False) and market.get('quote') == 'USDT':
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||||
symbols.append(symbol)
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||||
|
||||
symbols.sort()
|
||||
return {'success': True, 'message': f'获取成功,共 {len(symbols)} 个交易对', 'symbols': symbols}
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Failed to fetch symbols: {str(e)}")
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||||
return {'success': False, 'message': f'获取交易对失败: {str(e)}', 'symbols': []}
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||||
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||||
def test_exchange_connection(self, exchange_config: Dict[str, Any]) -> Dict[str, Any]:
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||||
"""
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||||
Test exchange connection via direct REST clients (no ccxt).
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||||
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Notes:
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||||
- This is local-only; failures are returned as user-friendly messages.
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||||
- We do not log secrets.
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"""
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# Limit concurrency to protect CPU / rate limits
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with StrategyService._connection_test_semaphore:
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try:
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||||
from app.services.exchange_execution import resolve_exchange_config, safe_exchange_config_for_log
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||||
from app.services.live_trading.factory import create_client
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from app.services.live_trading.binance import BinanceFuturesClient
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from app.services.live_trading.binance_spot import BinanceSpotClient
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from app.services.live_trading.okx import OkxClient
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from app.services.live_trading.bitget import BitgetMixClient
|
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|
||||
resolved = resolve_exchange_config(exchange_config or {})
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||||
safe_cfg = safe_exchange_config_for_log(resolved)
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||||
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||||
exchange_id = (resolved.get("exchange_id") or "").strip().lower()
|
||||
if not exchange_id:
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||||
return {'success': False, 'message': 'Missing exchange_id', 'data': None}
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||||
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||||
# IMPORTANT:
|
||||
# Test connection should respect configured market_type (spot vs swap).
|
||||
# Otherwise Binance will default to futures endpoints (fapi) and spot-only keys will fail with -2015.
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||||
market_type = str(resolved.get("market_type") or resolved.get("defaultType") or "swap").strip().lower()
|
||||
client = create_client(resolved, market_type=market_type)
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||||
client_kind = type(client).__name__
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||||
|
||||
# Best-effort detect current egress IP (for Binance IP whitelist debugging).
|
||||
egress_ip = ""
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||||
try:
|
||||
import requests as _rq
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||||
egress_ip = str(_rq.get("https://ifconfig.me/ip", timeout=5).text or "").strip()
|
||||
except Exception:
|
||||
egress_ip = ""
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||||
|
||||
# 1) Public connectivity
|
||||
ok_public = False
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||||
try:
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||||
ok_public = bool(getattr(client, "ping")())
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||||
except Exception:
|
||||
ok_public = False
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||||
if not ok_public:
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||||
return {
|
||||
'success': False,
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||||
'message': f'Public ping failed: {exchange_id}',
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||||
'data': {'exchange': safe_cfg, 'client': client_kind, 'market_type': market_type, 'egress_ip': egress_ip},
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||||
}
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||||
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||||
# 2) Private credential validation (best-effort)
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||||
priv_data = None
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||||
try:
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||||
if isinstance(client, BinanceFuturesClient):
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||||
priv_data = client.get_account()
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||||
elif isinstance(client, BinanceSpotClient):
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||||
priv_data = client.get_account()
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||||
elif isinstance(client, OkxClient):
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||||
priv_data = client.get_balance()
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||||
elif isinstance(client, BitgetMixClient):
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||||
product_type = str(resolved.get("product_type") or resolved.get("productType") or "USDT-FUTURES")
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||||
priv_data = client.get_accounts(product_type=product_type)
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||||
except Exception as e:
|
||||
msg = str(e)
|
||||
# Add actionable hints for the most common Binance auth error.
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||||
if exchange_id == "binance" and ("-2015" in msg or "Invalid API-key, IP, or permissions" in msg):
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||||
# Auto A/B test: try the other market_type once to pinpoint permission mismatch.
|
||||
alt_market_type = "spot" if market_type != "spot" else "swap"
|
||||
alt_client_kind = ""
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||||
alt_base_url = ""
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||||
alt_ok = False
|
||||
try:
|
||||
alt_client = create_client(resolved, market_type=alt_market_type)
|
||||
alt_client_kind = type(alt_client).__name__
|
||||
alt_base_url = getattr(alt_client, "base_url", "") or ""
|
||||
if isinstance(alt_client, BinanceFuturesClient) or isinstance(alt_client, BinanceSpotClient):
|
||||
_ = alt_client.get_account()
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||||
alt_ok = True
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||||
except Exception:
|
||||
alt_ok = False
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||||
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||||
base_url = getattr(client, "base_url", "") or ""
|
||||
hint = (
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||||
f"Binance auth failed (-2015). Verify: "
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||||
f"(1) IP whitelist includes this server egress IP={egress_ip or 'unknown'}, "
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||||
f"(2) API key permissions match market_type={market_type} "
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||||
f"(spot requires Spot permissions; swap requires Futures permissions), "
|
||||
f"(3) you're using binance.com keys for base_url={base_url or 'unknown'}."
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||||
)
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||||
if alt_ok:
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||||
hint += (
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||||
f" Auto-check: your key works for market_type={alt_market_type} "
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||||
f"(client={alt_client_kind}, base_url={alt_base_url or 'unknown'}) "
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||||
f"but fails for market_type={market_type}. This is almost always a permissions/product mismatch."
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||||
)
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msg = f"{msg} | {hint}"
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||||
return {
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||||
'success': False,
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||||
'message': f'Auth failed: {msg}',
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||||
'data': {
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||||
'exchange': safe_cfg,
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||||
'client': client_kind,
|
||||
'market_type': market_type,
|
||||
'egress_ip': egress_ip,
|
||||
'base_url': getattr(client, "base_url", "") or "",
|
||||
},
|
||||
}
|
||||
|
||||
return {
|
||||
'success': True,
|
||||
'message': 'Connection OK',
|
||||
'data': {
|
||||
'exchange': safe_cfg,
|
||||
'client': client_kind,
|
||||
'market_type': market_type,
|
||||
'egress_ip': egress_ip,
|
||||
'base_url': getattr(client, "base_url", "") or "",
|
||||
'private': priv_data,
|
||||
},
|
||||
}
|
||||
except Exception as e:
|
||||
logger.error(f"test_exchange_connection failed: {str(e)}")
|
||||
return {'success': False, 'message': f'Connection failed: {str(e)}', 'data': None}
|
||||
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||||
def get_strategy_type(self, strategy_id: int) -> str:
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||||
"""Get strategy type from DB."""
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||||
try:
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||||
with get_db_connection() as db:
|
||||
cur = db.cursor()
|
||||
cur.execute(
|
||||
"SELECT strategy_type FROM qd_strategies_trading WHERE id = ?",
|
||||
(strategy_id,)
|
||||
)
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||||
row = cur.fetchone()
|
||||
cur.close()
|
||||
return (row or {}).get('strategy_type') or 'IndicatorStrategy'
|
||||
except Exception:
|
||||
return 'IndicatorStrategy'
|
||||
|
||||
def update_strategy_status(self, strategy_id: int, status: str) -> bool:
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||||
"""Update strategy status."""
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||||
try:
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||||
now = int(time.time())
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||||
with get_db_connection() as db:
|
||||
cur = db.cursor()
|
||||
cur.execute(
|
||||
"UPDATE qd_strategies_trading SET status = ?, updated_at = ? WHERE id = ?",
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||||
(status, now, strategy_id)
|
||||
)
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||||
db.commit()
|
||||
cur.close()
|
||||
return True
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||||
except Exception as e:
|
||||
logger.error(f"update_strategy_status failed: {e}")
|
||||
return False
|
||||
|
||||
def _safe_json_loads(self, value: Any, default: Any):
|
||||
"""Load JSON string into Python object (local deployment: plaintext only)."""
|
||||
if value is None:
|
||||
return default
|
||||
if isinstance(value, (dict, list)):
|
||||
return value
|
||||
if not isinstance(value, str):
|
||||
return default
|
||||
s = value.strip()
|
||||
if not s:
|
||||
return default
|
||||
try:
|
||||
return json.loads(s)
|
||||
except Exception:
|
||||
return default
|
||||
|
||||
def _dump_json_or_encrypt(self, obj: Any, encrypt: bool = False) -> str:
|
||||
if obj is None:
|
||||
return ''
|
||||
# Local deployment: always store plaintext JSON.
|
||||
return json.dumps(obj, ensure_ascii=False)
|
||||
|
||||
def list_strategies(self, user_id: int = 1) -> List[Dict[str, Any]]:
|
||||
"""List strategies for local single-user."""
|
||||
try:
|
||||
with get_db_connection() as db:
|
||||
cur = db.cursor()
|
||||
cur.execute(
|
||||
"""
|
||||
SELECT *
|
||||
FROM qd_strategies_trading
|
||||
ORDER BY id DESC
|
||||
"""
|
||||
)
|
||||
rows = cur.fetchall() or []
|
||||
cur.close()
|
||||
|
||||
out = []
|
||||
for r in rows:
|
||||
ex = self._safe_json_loads(r.get('exchange_config'), {})
|
||||
ind = self._safe_json_loads(r.get('indicator_config'), {})
|
||||
tr = self._safe_json_loads(r.get('trading_config'), {})
|
||||
ai = self._safe_json_loads(r.get('ai_model_config'), {})
|
||||
notify = self._safe_json_loads(r.get('notification_config'), {})
|
||||
out.append({
|
||||
**r,
|
||||
'exchange_config': ex,
|
||||
'indicator_config': ind,
|
||||
'trading_config': tr,
|
||||
'ai_model_config': ai,
|
||||
'notification_config': notify
|
||||
})
|
||||
return out
|
||||
except Exception as e:
|
||||
logger.error(f"list_strategies failed: {e}")
|
||||
return []
|
||||
|
||||
def get_strategy(self, strategy_id: int) -> Optional[Dict[str, Any]]:
|
||||
try:
|
||||
with get_db_connection() as db:
|
||||
cur = db.cursor()
|
||||
cur.execute("SELECT * FROM qd_strategies_trading WHERE id = ?", (strategy_id,))
|
||||
r = cur.fetchone()
|
||||
cur.close()
|
||||
if not r:
|
||||
return None
|
||||
r['exchange_config'] = self._safe_json_loads(r.get('exchange_config'), {})
|
||||
r['indicator_config'] = self._safe_json_loads(r.get('indicator_config'), {})
|
||||
r['trading_config'] = self._safe_json_loads(r.get('trading_config'), {})
|
||||
r['ai_model_config'] = self._safe_json_loads(r.get('ai_model_config'), {})
|
||||
r['notification_config'] = self._safe_json_loads(r.get('notification_config'), {})
|
||||
return r
|
||||
except Exception as e:
|
||||
logger.error(f"get_strategy failed: {e}")
|
||||
return None
|
||||
|
||||
def create_strategy(self, payload: Dict[str, Any]) -> int:
|
||||
now = int(time.time())
|
||||
name = (payload.get('strategy_name') or '').strip()
|
||||
if not name:
|
||||
raise ValueError("strategy_name is required")
|
||||
|
||||
strategy_type = payload.get('strategy_type') or 'IndicatorStrategy'
|
||||
market_category = payload.get('market_category') or 'Crypto'
|
||||
execution_mode = payload.get('execution_mode') or 'signal'
|
||||
notification_config = payload.get('notification_config') or {}
|
||||
|
||||
indicator_config = payload.get('indicator_config') or {}
|
||||
trading_config = payload.get('trading_config') or {}
|
||||
exchange_config = payload.get('exchange_config') or {}
|
||||
|
||||
# Denormalized fields for quick list rendering
|
||||
symbol = (trading_config or {}).get('symbol')
|
||||
timeframe = (trading_config or {}).get('timeframe')
|
||||
initial_capital = (trading_config or {}).get('initial_capital') or payload.get('initial_capital') or 1000
|
||||
leverage = (trading_config or {}).get('leverage') or 1
|
||||
market_type = (trading_config or {}).get('market_type') or 'swap'
|
||||
|
||||
with get_db_connection() as db:
|
||||
cur = db.cursor()
|
||||
cur.execute(
|
||||
"""
|
||||
INSERT INTO qd_strategies_trading
|
||||
(strategy_name, strategy_type, market_category, execution_mode, notification_config,
|
||||
status, symbol, timeframe, initial_capital, leverage, market_type,
|
||||
exchange_config, indicator_config, trading_config, ai_model_config, decide_interval,
|
||||
created_at, updated_at)
|
||||
VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
|
||||
""",
|
||||
(
|
||||
name,
|
||||
strategy_type,
|
||||
market_category,
|
||||
execution_mode,
|
||||
self._dump_json_or_encrypt(notification_config, encrypt=False),
|
||||
payload.get('status') or 'stopped',
|
||||
symbol,
|
||||
timeframe,
|
||||
float(initial_capital or 1000),
|
||||
int(leverage or 1),
|
||||
market_type,
|
||||
self._dump_json_or_encrypt(exchange_config, encrypt=False) if exchange_config else '',
|
||||
self._dump_json_or_encrypt(indicator_config, encrypt=False),
|
||||
self._dump_json_or_encrypt(trading_config, encrypt=False),
|
||||
self._dump_json_or_encrypt(payload.get('ai_model_config') or {}, encrypt=False),
|
||||
int(payload.get('decide_interval') or 300),
|
||||
now,
|
||||
now
|
||||
)
|
||||
)
|
||||
new_id = cur.lastrowid
|
||||
db.commit()
|
||||
cur.close()
|
||||
return int(new_id)
|
||||
|
||||
def update_strategy(self, strategy_id: int, payload: Dict[str, Any]) -> bool:
|
||||
now = int(time.time())
|
||||
existing = self.get_strategy(strategy_id)
|
||||
if not existing:
|
||||
return False
|
||||
|
||||
# Merge: allow partial updates
|
||||
name = (payload.get('strategy_name') or existing.get('strategy_name') or '').strip()
|
||||
market_category = payload.get('market_category') or existing.get('market_category') or 'Crypto'
|
||||
execution_mode = payload.get('execution_mode') or existing.get('execution_mode') or 'signal'
|
||||
notification_config = payload.get('notification_config') if payload.get('notification_config') is not None else (existing.get('notification_config') or {})
|
||||
|
||||
indicator_config = payload.get('indicator_config') if payload.get('indicator_config') is not None else (existing.get('indicator_config') or {})
|
||||
trading_config = payload.get('trading_config') if payload.get('trading_config') is not None else (existing.get('trading_config') or {})
|
||||
exchange_config = payload.get('exchange_config') if payload.get('exchange_config') is not None else (existing.get('exchange_config') or {})
|
||||
|
||||
symbol = (trading_config or {}).get('symbol')
|
||||
timeframe = (trading_config or {}).get('timeframe')
|
||||
initial_capital = (trading_config or {}).get('initial_capital') or existing.get('initial_capital') or 1000
|
||||
leverage = (trading_config or {}).get('leverage') or existing.get('leverage') or 1
|
||||
market_type = (trading_config or {}).get('market_type') or existing.get('market_type') or 'swap'
|
||||
|
||||
with get_db_connection() as db:
|
||||
cur = db.cursor()
|
||||
cur.execute(
|
||||
"""
|
||||
UPDATE qd_strategies_trading
|
||||
SET strategy_name = ?,
|
||||
market_category = ?,
|
||||
execution_mode = ?,
|
||||
notification_config = ?,
|
||||
symbol = ?,
|
||||
timeframe = ?,
|
||||
initial_capital = ?,
|
||||
leverage = ?,
|
||||
market_type = ?,
|
||||
exchange_config = ?,
|
||||
indicator_config = ?,
|
||||
trading_config = ?,
|
||||
updated_at = ?
|
||||
WHERE id = ?
|
||||
""",
|
||||
(
|
||||
name,
|
||||
market_category,
|
||||
execution_mode,
|
||||
self._dump_json_or_encrypt(notification_config, encrypt=False),
|
||||
symbol,
|
||||
timeframe,
|
||||
float(initial_capital or 1000),
|
||||
int(leverage or 1),
|
||||
market_type,
|
||||
self._dump_json_or_encrypt(exchange_config, encrypt=False) if exchange_config else '',
|
||||
self._dump_json_or_encrypt(indicator_config, encrypt=False),
|
||||
self._dump_json_or_encrypt(trading_config, encrypt=False),
|
||||
now,
|
||||
strategy_id
|
||||
)
|
||||
)
|
||||
db.commit()
|
||||
cur.close()
|
||||
return True
|
||||
|
||||
def delete_strategy(self, strategy_id: int) -> bool:
|
||||
try:
|
||||
with get_db_connection() as db:
|
||||
cur = db.cursor()
|
||||
cur.execute("DELETE FROM qd_strategies_trading WHERE id = ?", (strategy_id,))
|
||||
db.commit()
|
||||
cur.close()
|
||||
return True
|
||||
except Exception as e:
|
||||
logger.error(f"delete_strategy failed: {e}")
|
||||
return False
|
||||
Reference in New Issue
Block a user