TIANHE
b7451c63fb
- Fix quantity precision calculation for Binance, OKX, Bybit, Bitget, Deepcoin exchanges - Improve OpenRouter API error handling with detailed error messages - Add SECRET_KEY validation in Docker deployment entrypoint - Fix K-line chart measurement tool click issue - Adapt billing page text colors for dark theme - Update frontend build files
966 lines
48 KiB
Python
966 lines
48 KiB
Python
import os
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import time
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import json
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import threading
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import uuid
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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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class StrategyService:
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"""Strategy service."""
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# Class variable: limit connection test concurrency
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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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def get_running_strategies(self) -> List[Dict[str, Any]]:
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"""Get all running strategies (ID only)"""
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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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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]
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except Exception as e:
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logger.error(f"Failed to fetch running strategies: {str(e)}")
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return []
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def get_running_strategies_with_type(self) -> List[Dict[str, Any]]:
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"""Get all running strategies (with type info)"""
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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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# Assume qd_strategies_trading table has strategy_type field
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# If not, may need join query or determine from other fields
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# Here we assume table structure is updated
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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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except Exception as e:
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logger.error(f"Failed to fetch running strategies: {str(e)}")
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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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Get exchange trading pairs (no API Key required)
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"""
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try:
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exchange_id = exchange_config.get('exchange_id', '')
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proxies = exchange_config.get('proxies')
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if not exchange_id:
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return {'success': False, 'message': 'Please select an exchange', 'symbols': []}
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# For these exchanges, prefer direct REST (no ccxt), aligned with local live-trading design.
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ex = str(exchange_id or "").strip().lower()
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if ex in ("bybit", "coinbaseexchange", "coinbase_exchange", "kraken", "kucoin", "gate", "bitfinex"):
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import requests
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def _req_json(url: str) -> Any:
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r = requests.get(url, timeout=15, proxies=proxies)
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r.raise_for_status()
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return r.json()
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symbols: List[str] = []
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market_type = str(exchange_config.get("market_type") or exchange_config.get("defaultType") or "spot").strip().lower()
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if market_type in ("futures", "future", "perp", "perpetual"):
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market_type = "swap"
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if ex == "bybit":
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base = str(exchange_config.get("base_url") or exchange_config.get("baseUrl") or "https://api.bybit.com").rstrip("/")
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cat = "spot" if market_type == "spot" else "linear"
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j = _req_json(f"{base}/v5/market/instruments-info?category={cat}")
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lst = (((j.get("result") or {}).get("list")) if isinstance(j, dict) else None) or []
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if isinstance(lst, list):
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for it in lst:
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if not isinstance(it, dict):
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continue
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sym = str(it.get("symbol") or "")
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status = str(it.get("status") or "").lower()
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if not sym or (status and status not in ("trading", "tradable", "online")):
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continue
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if sym.endswith("USDT") and len(sym) > 4:
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symbols.append(f"{sym[:-4]}/USDT")
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symbols = sorted(list(set(symbols)))
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return {'success': True, 'message': f'Success, {len(symbols)} trading pairs', 'symbols': symbols}
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if ex in ("coinbaseexchange", "coinbase_exchange"):
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base = str(exchange_config.get("base_url") or exchange_config.get("baseUrl") or "https://api.exchange.coinbase.com").rstrip("/")
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j = _req_json(f"{base}/products")
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if isinstance(j, list):
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for it in j:
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if not isinstance(it, dict):
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continue
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if str(it.get("status") or "").lower() not in ("online", ""):
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continue
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base_ccy = str(it.get("base_currency") or "").upper()
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quote_ccy = str(it.get("quote_currency") or "").upper()
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if quote_ccy == "USDT" and base_ccy:
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symbols.append(f"{base_ccy}/USDT")
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symbols = sorted(list(set(symbols)))
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return {'success': True, 'message': f'Success, {len(symbols)} trading pairs', 'symbols': symbols}
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if ex == "kraken":
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if market_type == "spot":
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j = _req_json("https://api.kraken.com/0/public/AssetPairs")
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res = (j.get("result") if isinstance(j, dict) else None) or {}
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if isinstance(res, dict):
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for _k, v in res.items():
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if not isinstance(v, dict):
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continue
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wsname = str(v.get("wsname") or "")
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if not wsname or "/" not in wsname:
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continue
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base_ccy, quote_ccy = wsname.split("/", 1)
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if str(quote_ccy).upper() == "USDT":
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symbols.append(f"{str(base_ccy).upper()}/USDT")
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else:
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base = str(exchange_config.get("futures_base_url") or exchange_config.get("futuresBaseUrl") or "https://futures.kraken.com").rstrip("/")
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j = _req_json(f"{base}/derivatives/api/v3/instruments")
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instruments = j.get("instruments") if isinstance(j, dict) else None
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if isinstance(instruments, list):
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for it in instruments:
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if not isinstance(it, dict):
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continue
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sym = str(it.get("symbol") or "")
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typ = str(it.get("type") or "").lower()
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if sym and ("perpetual" in typ or typ.startswith("pf") or sym.startswith("PF_")):
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symbols.append(sym)
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symbols = sorted(list(set(symbols)))
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return {'success': True, 'message': f'Success, {len(symbols)} trading pairs', 'symbols': symbols}
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if ex == "kucoin":
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if market_type == "spot":
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base = str(exchange_config.get("base_url") or exchange_config.get("baseUrl") or "https://api.kucoin.com").rstrip("/")
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j = _req_json(f"{base}/api/v1/symbols")
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data = (j.get("data") if isinstance(j, dict) else None) or []
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if isinstance(data, list):
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for it in data:
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if not isinstance(it, dict):
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continue
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if not bool(it.get("enableTrading", True)):
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continue
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if str(it.get("quoteCurrency") or "").upper() != "USDT":
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continue
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b = str(it.get("baseCurrency") or "").upper()
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if b:
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symbols.append(f"{b}/USDT")
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else:
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base = str(exchange_config.get("futures_base_url") or exchange_config.get("futuresBaseUrl") or "https://api-futures.kucoin.com").rstrip("/")
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j = _req_json(f"{base}/api/v1/contracts/active")
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data = (j.get("data") if isinstance(j, dict) else None) or []
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if isinstance(data, list):
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for it in data:
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if not isinstance(it, dict):
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continue
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sym = str(it.get("symbol") or "")
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if not sym or not sym.upper().endswith("USDTM"):
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continue
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base_ccy = sym[:-5].upper()
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if base_ccy == "XBT":
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base_ccy = "BTC"
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if base_ccy:
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symbols.append(f"{base_ccy}/USDT")
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symbols = sorted(list(set(symbols)))
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return {'success': True, 'message': f'Success, {len(symbols)} trading pairs', 'symbols': symbols}
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if ex == "gate":
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base = str(exchange_config.get("base_url") or exchange_config.get("baseUrl") or "https://api.gateio.ws").rstrip("/")
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if market_type == "spot":
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j = _req_json(f"{base}/api/v4/spot/currency_pairs")
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if isinstance(j, list):
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for it in j:
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if not isinstance(it, dict):
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continue
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if str(it.get("trade_status") or "").lower() not in ("tradable", "trading", ""):
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continue
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base_ccy = str(it.get("base") or "").upper()
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quote_ccy = str(it.get("quote") or "").upper()
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if quote_ccy == "USDT" and base_ccy:
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symbols.append(f"{base_ccy}/USDT")
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else:
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j = _req_json(f"{base}/api/v4/futures/usdt/contracts")
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if isinstance(j, list):
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for it in j:
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if not isinstance(it, dict):
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continue
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name = str(it.get("name") or it.get("contract") or "")
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if name and name.upper().endswith("_USDT"):
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symbols.append(name.replace("_", "/"))
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symbols = sorted(list(set(symbols)))
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return {'success': True, 'message': f'Success, {len(symbols)} trading pairs', 'symbols': symbols}
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if ex == "bitfinex":
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j = _req_json("https://api-pub.bitfinex.com/v2/conf/pub:list:pair:exchange") if market_type == "spot" else _req_json(
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"https://api-pub.bitfinex.com/v2/conf/pub:list:pair:futures"
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)
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pairs = []
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if isinstance(j, list) and j and isinstance(j[0], list):
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pairs = j[0]
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for p in pairs:
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s = str(p or "").upper()
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if not s:
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continue
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if market_type != "spot":
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symbols.append(s)
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continue
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# Focus USDT (Bitfinex uses UST)
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if s.endswith("UST") and len(s) > 3:
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symbols.append(f"{s[:-3]}/USDT")
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elif s.endswith("USDT") and len(s) > 4:
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symbols.append(f"{s[:-4]}/USDT")
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symbols = sorted(list(set(symbols)))
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return {'success': True, 'message': f'Success, {len(symbols)} trading pairs', 'symbols': symbols}
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return {'success': True, 'message': 'Success', 'symbols': symbols}
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import ccxt
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# Create exchange instance (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'Unsupported exchange: {exchange_id}', 'symbols': []}
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exchange_config_dict = {
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'enableRateLimit': True,
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'options': {'defaultType': 'swap'} # Default to swap
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}
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if proxies:
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exchange_config_dict['proxies'] = proxies
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exchange = exchange_class(exchange_config_dict)
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markets = exchange.load_markets()
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symbols = []
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for symbol, market in markets.items():
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if market.get('active', False) and market.get('quote') == 'USDT':
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symbols.append(symbol)
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symbols.sort()
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return {'success': True, 'message': f'Success, {len(symbols)} trading pairs', 'symbols': symbols}
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except Exception as e:
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logger.error(f"Failed to fetch symbols: {str(e)}")
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return {'success': False, 'message': f'Failed to get trading pairs: {str(e)}', 'symbols': []}
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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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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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from app.services.live_trading.bybit import BybitClient
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from app.services.live_trading.coinbase_exchange import CoinbaseExchangeClient
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from app.services.live_trading.kraken import KrakenClient
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from app.services.live_trading.kraken_futures import KrakenFuturesClient
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from app.services.live_trading.kucoin import KucoinSpotClient
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from app.services.live_trading.kucoin import KucoinFuturesClient
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from app.services.live_trading.gate import GateSpotClient, GateUsdtFuturesClient
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from app.services.live_trading.bitfinex import BitfinexClient, BitfinexDerivativesClient
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from app.services.live_trading.deepcoin import DeepcoinClient
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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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exchange_id = (resolved.get("exchange_id") or "").strip().lower()
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if not exchange_id:
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return {'success': False, 'message': 'Missing exchange_id', 'data': None}
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# Handle MT5 (Forex) connection test
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if exchange_id == 'mt5':
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# Validate that MT5 is only used for Forex market
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market_category = str(resolved.get("market_category") or exchange_config.get("market_category") or "").strip()
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if market_category and market_category != "Forex":
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return {
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'success': False,
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'message': f'MT5 can only be used for Forex trading, but market_category is {market_category}. Please use MT5 only with Forex market.',
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'data': {'exchange': safe_cfg}
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}
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try:
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from app.services.live_trading.factory import create_mt5_client
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mt5_client = create_mt5_client(resolved)
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if mt5_client and mt5_client.connected:
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# Get account info if available
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account_info = None
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try:
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account_info = mt5_client.get_account_info()
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except Exception:
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pass
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return {
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'success': True,
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'message': 'MT5 connection successful',
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'data': {
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'exchange': safe_cfg,
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'account': account_info
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}
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}
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else:
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return {
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'success': False,
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'message': 'Failed to connect to MT5. Please check credentials and ensure terminal is running.',
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'data': {'exchange': safe_cfg}
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}
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except Exception as e:
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error_msg = str(e)
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return {
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'success': False,
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'message': f'MT5 connection failed: {error_msg}',
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'data': {'exchange': safe_cfg}
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}
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# Handle IBKR (US Stocks) connection test
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if exchange_id == 'ibkr':
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try:
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from app.services.live_trading.factory import create_ibkr_client
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ibkr_client = create_ibkr_client(resolved)
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# create_ibkr_client already connects, so if it returns, connection is successful
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if ibkr_client and ibkr_client.connected():
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# Get account summary if available
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account_summary = None
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try:
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account_summary = ibkr_client.get_account_summary()
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except Exception:
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pass
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return {
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'success': True,
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'message': 'IBKR connection successful',
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'data': {
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'exchange': safe_cfg,
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'account': account_summary
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}
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}
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else:
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return {
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'success': False,
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'message': 'Failed to connect to IBKR. Please check TWS/Gateway is running and credentials are correct.',
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'data': {'exchange': safe_cfg}
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}
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except Exception as e:
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error_msg = str(e)
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return {
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'success': False,
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'message': f'IBKR connection failed: {error_msg}',
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'data': {'exchange': safe_cfg}
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}
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# IMPORTANT:
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# Test connection should respect configured market_type (spot vs swap).
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# 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()
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client = create_client(resolved, market_type=market_type)
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client_kind = type(client).__name__
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|
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# Best-effort detect current egress IP (for Binance IP whitelist debugging).
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egress_ip = ""
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try:
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import requests as _rq
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egress_ip = str(_rq.get("https://ifconfig.me/ip", timeout=5).text or "").strip()
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except Exception:
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egress_ip = ""
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|
|
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# 1) Public connectivity
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ok_public = False
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try:
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ok_public = bool(getattr(client, "ping")())
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except Exception:
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ok_public = False
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if not ok_public:
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return {
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'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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elif isinstance(client, BybitClient):
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priv_data = client.get_wallet_balance()
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elif isinstance(client, CoinbaseExchangeClient):
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priv_data = client.get_accounts()
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elif isinstance(client, KrakenClient):
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priv_data = client.get_balance()
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elif isinstance(client, KrakenFuturesClient):
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priv_data = client.get_accounts()
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elif isinstance(client, KucoinSpotClient):
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priv_data = client.get_accounts()
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elif isinstance(client, KucoinFuturesClient):
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priv_data = client.get_accounts()
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elif isinstance(client, GateSpotClient):
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priv_data = client.get_accounts()
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elif isinstance(client, GateUsdtFuturesClient):
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priv_data = client.get_accounts()
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elif isinstance(client, BitfinexClient):
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priv_data = client.get_wallets()
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elif isinstance(client, BitfinexDerivativesClient):
|
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priv_data = client.get_wallets()
|
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elif isinstance(client, DeepcoinClient):
|
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priv_data = client.get_balance()
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except Exception as e:
|
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msg = str(e)
|
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# Add actionable hints for the most common Binance auth error.
|
|
if exchange_id == "binance" and ("-2015" in msg or "Invalid API-key, IP, or permissions" in msg):
|
|
# 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 = ""
|
|
alt_base_url = ""
|
|
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()
|
|
alt_ok = True
|
|
except Exception:
|
|
alt_ok = False
|
|
|
|
base_url = getattr(client, "base_url", "") or ""
|
|
hint = (
|
|
f"Binance auth failed (-2015). Verify: "
|
|
f"(1) IP whitelist includes this server egress IP={egress_ip or 'unknown'}, "
|
|
f"(2) API key permissions match market_type={market_type} "
|
|
f"(spot requires Spot permissions; swap requires Futures permissions), "
|
|
f"(3) you're using binance.com keys for base_url={base_url or 'unknown'}."
|
|
)
|
|
if alt_ok:
|
|
hint += (
|
|
f" Auto-check: your key works for market_type={alt_market_type} "
|
|
f"(client={alt_client_kind}, base_url={alt_base_url or 'unknown'}) "
|
|
f"but fails for market_type={market_type}. This is almost always a permissions/product mismatch."
|
|
)
|
|
msg = f"{msg} | {hint}"
|
|
return {
|
|
'success': False,
|
|
'message': f'Auth failed: {msg}',
|
|
'data': {
|
|
'exchange': safe_cfg,
|
|
'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}
|
|
|
|
def get_strategy_type(self, strategy_id: int) -> str:
|
|
"""Get strategy type from DB."""
|
|
try:
|
|
with get_db_connection() as db:
|
|
cur = db.cursor()
|
|
cur.execute(
|
|
"SELECT strategy_type FROM qd_strategies_trading WHERE id = ?",
|
|
(strategy_id,)
|
|
)
|
|
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, user_id: int = None) -> bool:
|
|
"""Update strategy status. If user_id is provided, verify ownership."""
|
|
try:
|
|
with get_db_connection() as db:
|
|
cur = db.cursor()
|
|
if user_id is not None:
|
|
cur.execute(
|
|
"UPDATE qd_strategies_trading SET status = ?, updated_at = NOW() WHERE id = ? AND user_id = ?",
|
|
(status, strategy_id, user_id)
|
|
)
|
|
else:
|
|
cur.execute(
|
|
"UPDATE qd_strategies_trading SET status = ?, updated_at = NOW() WHERE id = ?",
|
|
(status, strategy_id)
|
|
)
|
|
db.commit()
|
|
cur.close()
|
|
return True
|
|
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 the specified user."""
|
|
try:
|
|
with get_db_connection() as db:
|
|
cur = db.cursor()
|
|
cur.execute(
|
|
"""
|
|
SELECT *
|
|
FROM qd_strategies_trading
|
|
WHERE user_id = ?
|
|
ORDER BY id DESC
|
|
""",
|
|
(user_id,)
|
|
)
|
|
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, user_id: int = None) -> Optional[Dict[str, Any]]:
|
|
"""Get strategy by ID. If user_id is provided, verify ownership."""
|
|
try:
|
|
with get_db_connection() as db:
|
|
cur = db.cursor()
|
|
if user_id is not None:
|
|
cur.execute("SELECT * FROM qd_strategies_trading WHERE id = ? AND user_id = ?", (strategy_id, user_id))
|
|
else:
|
|
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:
|
|
name = (payload.get('strategy_name') or '').strip()
|
|
if not name:
|
|
raise ValueError("strategy_name is required")
|
|
|
|
user_id = payload.get('user_id') or 1
|
|
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 {}
|
|
|
|
# Validate MT5 can only be used for Forex trading
|
|
exchange_id = (exchange_config.get('exchange_id') or '').strip().lower() if isinstance(exchange_config, dict) else ''
|
|
if exchange_id == 'mt5' and market_category != 'Forex':
|
|
raise ValueError(
|
|
f"MT5 can only be used for Forex trading, but market_category is '{market_category}'. "
|
|
f"MT5 does not support Crypto or Stock trading. Please use MT5 only with Forex market."
|
|
)
|
|
|
|
# When credential_id is present, strip raw API keys to avoid
|
|
# storing secrets in the strategy record — they live in qd_exchange_credentials.
|
|
if isinstance(exchange_config, dict) and exchange_config.get('credential_id'):
|
|
for _secret_key in ('api_key', 'secret_key', 'passphrase', 'apiKey', 'secret', 'password'):
|
|
exchange_config.pop(_secret_key, None)
|
|
|
|
# Strategy group fields
|
|
strategy_group_id = payload.get('strategy_group_id') or ''
|
|
group_base_name = payload.get('group_base_name') 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'
|
|
|
|
# Cross-sectional strategy fields (store in trading_config to avoid DB schema changes)
|
|
cs_strategy_type = payload.get('cs_strategy_type') or trading_config.get('cs_strategy_type') or 'single'
|
|
symbol_list = payload.get('symbol_list') or trading_config.get('symbol_list') or []
|
|
portfolio_size = payload.get('portfolio_size') or trading_config.get('portfolio_size') or 10
|
|
long_ratio = float(payload.get('long_ratio') or trading_config.get('long_ratio') or 0.5)
|
|
rebalance_frequency = payload.get('rebalance_frequency') or trading_config.get('rebalance_frequency') or 'daily'
|
|
|
|
# Store cross-sectional config in trading_config
|
|
if cs_strategy_type == 'cross_sectional':
|
|
trading_config['cs_strategy_type'] = cs_strategy_type
|
|
trading_config['symbol_list'] = symbol_list
|
|
trading_config['portfolio_size'] = portfolio_size
|
|
trading_config['long_ratio'] = long_ratio
|
|
trading_config['rebalance_frequency'] = rebalance_frequency
|
|
|
|
with get_db_connection() as db:
|
|
cur = db.cursor()
|
|
cur.execute(
|
|
"""
|
|
INSERT INTO qd_strategies_trading
|
|
(user_id, 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,
|
|
strategy_group_id, group_base_name,
|
|
created_at, updated_at)
|
|
VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, NOW(), NOW())
|
|
""",
|
|
(
|
|
user_id,
|
|
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),
|
|
strategy_group_id,
|
|
group_base_name
|
|
)
|
|
)
|
|
new_id = cur.lastrowid
|
|
db.commit()
|
|
cur.close()
|
|
return int(new_id)
|
|
|
|
def batch_create_strategies(self, payload: Dict[str, Any]) -> Dict[str, Any]:
|
|
"""
|
|
Batch create strategies (multi-symbol)
|
|
|
|
Args:
|
|
payload: Contains symbols (array) and other strategy config
|
|
|
|
Returns:
|
|
{
|
|
'success': True/False,
|
|
'strategy_group_id': '...',
|
|
'created_ids': [1, 2, 3],
|
|
'failed_symbols': []
|
|
}
|
|
"""
|
|
symbols = payload.get('symbols') or []
|
|
if not symbols or not isinstance(symbols, list):
|
|
raise ValueError("symbols array is required")
|
|
|
|
base_name = (payload.get('strategy_name') or '').strip()
|
|
if not base_name:
|
|
raise ValueError("strategy_name is required")
|
|
|
|
# Validate MT5 can only be used for Forex trading
|
|
market_category = payload.get('market_category') or 'Crypto'
|
|
exchange_config = payload.get('exchange_config') or {}
|
|
exchange_id = (exchange_config.get('exchange_id') or '').strip().lower() if isinstance(exchange_config, dict) else ''
|
|
if exchange_id == 'mt5' and market_category != 'Forex':
|
|
raise ValueError(
|
|
f"MT5 can only be used for Forex trading, but market_category is '{market_category}'. "
|
|
f"MT5 does not support Crypto or Stock trading. Please use MT5 only with Forex market."
|
|
)
|
|
|
|
# Generate strategy group ID
|
|
strategy_group_id = str(uuid.uuid4())[:8]
|
|
|
|
created_ids = []
|
|
failed_symbols = []
|
|
|
|
for symbol in symbols:
|
|
try:
|
|
# Create individual strategy for each symbol
|
|
single_payload = dict(payload)
|
|
|
|
# Parse symbol (may be "Market:SYMBOL" format)
|
|
if isinstance(symbol, str) and ':' in symbol:
|
|
parts = symbol.split(':', 1)
|
|
market_category = parts[0]
|
|
symbol_name = parts[1]
|
|
else:
|
|
market_category = payload.get('market_category') or 'Crypto'
|
|
symbol_name = symbol
|
|
|
|
# Strategy name with symbol suffix
|
|
single_payload['strategy_name'] = f"{base_name}-{symbol_name}"
|
|
single_payload['strategy_group_id'] = strategy_group_id
|
|
single_payload['group_base_name'] = base_name
|
|
single_payload['market_category'] = market_category
|
|
|
|
# Update symbol in trading_config
|
|
trading_config = dict(single_payload.get('trading_config') or {})
|
|
trading_config['symbol'] = symbol_name
|
|
single_payload['trading_config'] = trading_config
|
|
|
|
new_id = self.create_strategy(single_payload)
|
|
created_ids.append(new_id)
|
|
|
|
except Exception as e:
|
|
logger.error(f"Failed to create strategy for symbol {symbol}: {e}")
|
|
failed_symbols.append({'symbol': symbol, 'error': str(e)})
|
|
|
|
return {
|
|
'success': len(created_ids) > 0,
|
|
'strategy_group_id': strategy_group_id,
|
|
'group_base_name': base_name,
|
|
'created_ids': created_ids,
|
|
'failed_symbols': failed_symbols,
|
|
'total_created': len(created_ids),
|
|
'total_failed': len(failed_symbols)
|
|
}
|
|
|
|
def batch_start_strategies(self, strategy_ids: List[int], user_id: int = None) -> Dict[str, Any]:
|
|
"""Batch start strategies. If user_id is provided, verify ownership."""
|
|
success_ids = []
|
|
failed_ids = []
|
|
|
|
for sid in strategy_ids:
|
|
try:
|
|
self.update_strategy_status(sid, 'running', user_id=user_id)
|
|
success_ids.append(sid)
|
|
except Exception as e:
|
|
logger.error(f"Failed to start strategy {sid}: {e}")
|
|
failed_ids.append({'id': sid, 'error': str(e)})
|
|
|
|
return {
|
|
'success': len(success_ids) > 0,
|
|
'success_ids': success_ids,
|
|
'failed_ids': failed_ids
|
|
}
|
|
|
|
def batch_stop_strategies(self, strategy_ids: List[int], user_id: int = None) -> Dict[str, Any]:
|
|
"""Batch stop strategies. If user_id is provided, verify ownership."""
|
|
success_ids = []
|
|
failed_ids = []
|
|
|
|
for sid in strategy_ids:
|
|
try:
|
|
self.update_strategy_status(sid, 'stopped', user_id=user_id)
|
|
success_ids.append(sid)
|
|
except Exception as e:
|
|
logger.error(f"Failed to stop strategy {sid}: {e}")
|
|
failed_ids.append({'id': sid, 'error': str(e)})
|
|
|
|
return {
|
|
'success': len(success_ids) > 0,
|
|
'success_ids': success_ids,
|
|
'failed_ids': failed_ids
|
|
}
|
|
|
|
def batch_delete_strategies(self, strategy_ids: List[int], user_id: int = None) -> Dict[str, Any]:
|
|
"""Batch delete strategies. If user_id is provided, verify ownership."""
|
|
success_ids = []
|
|
failed_ids = []
|
|
|
|
for sid in strategy_ids:
|
|
try:
|
|
self.delete_strategy(sid, user_id=user_id)
|
|
success_ids.append(sid)
|
|
except Exception as e:
|
|
logger.error(f"Failed to delete strategy {sid}: {e}")
|
|
failed_ids.append({'id': sid, 'error': str(e)})
|
|
|
|
return {
|
|
'success': len(success_ids) > 0,
|
|
'success_ids': success_ids,
|
|
'failed_ids': failed_ids
|
|
}
|
|
|
|
def get_strategies_by_group(self, strategy_group_id: str, user_id: int = None) -> List[Dict[str, Any]]:
|
|
"""Get all strategies in a group. If user_id is provided, filter by user."""
|
|
try:
|
|
with get_db_connection() as db:
|
|
cur = db.cursor()
|
|
if user_id is not None:
|
|
cur.execute(
|
|
"SELECT id FROM qd_strategies_trading WHERE strategy_group_id = ? AND user_id = ?",
|
|
(strategy_group_id, user_id)
|
|
)
|
|
else:
|
|
cur.execute(
|
|
"SELECT id FROM qd_strategies_trading WHERE strategy_group_id = ?",
|
|
(strategy_group_id,)
|
|
)
|
|
rows = cur.fetchall() or []
|
|
cur.close()
|
|
return [row['id'] for row in rows]
|
|
except Exception as e:
|
|
logger.error(f"get_strategies_by_group failed: {e}")
|
|
return []
|
|
|
|
def update_strategy(self, strategy_id: int, payload: Dict[str, Any], user_id: int = None) -> bool:
|
|
existing = self.get_strategy(strategy_id, user_id=user_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 {})
|
|
ai_model_config = payload.get('ai_model_config') if payload.get('ai_model_config') is not None else (existing.get('ai_model_config') or {})
|
|
|
|
# When credential_id is present, strip raw API keys to avoid
|
|
# storing secrets in the strategy record — they live in qd_exchange_credentials.
|
|
if isinstance(exchange_config, dict) and exchange_config.get('credential_id'):
|
|
for _secret_key in ('api_key', 'secret_key', 'passphrase', 'apiKey', 'secret', 'password'):
|
|
exchange_config.pop(_secret_key, None)
|
|
|
|
# Handle cross-sectional strategy config updates
|
|
if payload.get('cs_strategy_type') is not None:
|
|
trading_config['cs_strategy_type'] = payload.get('cs_strategy_type')
|
|
if payload.get('symbol_list') is not None:
|
|
trading_config['symbol_list'] = payload.get('symbol_list')
|
|
if payload.get('portfolio_size') is not None:
|
|
trading_config['portfolio_size'] = payload.get('portfolio_size')
|
|
if payload.get('long_ratio') is not None:
|
|
trading_config['long_ratio'] = payload.get('long_ratio')
|
|
if payload.get('rebalance_frequency') is not None:
|
|
trading_config['rebalance_frequency'] = payload.get('rebalance_frequency')
|
|
|
|
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 = ?,
|
|
ai_model_config = ?,
|
|
updated_at = NOW()
|
|
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),
|
|
self._dump_json_or_encrypt(ai_model_config, encrypt=False),
|
|
strategy_id
|
|
)
|
|
)
|
|
db.commit()
|
|
cur.close()
|
|
return True
|
|
|
|
def delete_strategy(self, strategy_id: int, user_id: int = None) -> bool:
|
|
"""Delete strategy. If user_id is provided, verify ownership."""
|
|
try:
|
|
with get_db_connection() as db:
|
|
cur = db.cursor()
|
|
if user_id is not None:
|
|
cur.execute("DELETE FROM qd_strategies_trading WHERE id = ? AND user_id = ?", (strategy_id, user_id))
|
|
else:
|
|
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
|