398 lines
16 KiB
Python
398 lines
16 KiB
Python
"""
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账户实时数据API - 从币安API获取实时账户和订单数据
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"""
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from fastapi import APIRouter, HTTPException
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import sys
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from pathlib import Path
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import logging
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project_root = Path(__file__).parent.parent.parent.parent
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sys.path.insert(0, str(project_root))
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sys.path.insert(0, str(project_root / 'backend'))
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sys.path.insert(0, str(project_root / 'trading_system'))
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from database.models import TradingConfig
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logger = logging.getLogger(__name__)
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router = APIRouter()
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async def get_realtime_account_data():
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"""从币安API实时获取账户数据"""
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logger.info("=" * 60)
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logger.info("开始获取实时账户数据")
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logger.info("=" * 60)
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try:
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# 从数据库读取API密钥
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logger.info("步骤1: 从数据库读取API配置...")
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api_key = TradingConfig.get_value('BINANCE_API_KEY')
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api_secret = TradingConfig.get_value('BINANCE_API_SECRET')
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use_testnet = TradingConfig.get_value('USE_TESTNET', False)
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logger.info(f" - API密钥存在: {bool(api_key)}")
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if api_key:
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logger.info(f" - API密钥长度: {len(api_key)} 字符")
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logger.info(f" - API密钥前缀: {api_key[:10]}...")
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else:
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logger.warning(" - API密钥为空!")
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logger.info(f" - API密钥存在: {bool(api_secret)}")
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if api_secret:
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logger.info(f" - API密钥长度: {len(api_secret)} 字符")
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logger.info(f" - API密钥前缀: {api_secret[:10]}...")
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else:
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logger.warning(" - API密钥为空!")
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logger.info(f" - 使用测试网: {use_testnet}")
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if not api_key or not api_secret:
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error_msg = "API密钥未配置，请在配置界面设置BINANCE_API_KEY和BINANCE_API_SECRET"
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logger.error(f" ✗ {error_msg}")
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raise HTTPException(
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status_code=400,
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detail=error_msg
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)
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# 导入交易系统的BinanceClient
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logger.info("步骤2: 导入BinanceClient...")
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try:
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from binance_client import BinanceClient
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logger.info(" ✓ 从当前路径导入BinanceClient成功")
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except ImportError as e:
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logger.warning(f" - 从当前路径导入失败: {e}")
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# 如果直接导入失败，尝试从trading_system导入
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trading_system_path = project_root / 'trading_system'
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sys.path.insert(0, str(trading_system_path))
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logger.info(f" - 添加路径到sys.path: {trading_system_path}")
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try:
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from binance_client import BinanceClient
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logger.info(" ✓ 从trading_system路径导入BinanceClient成功")
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except ImportError as e2:
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logger.error(f" ✗ 导入BinanceClient失败: {e2}")
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raise
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# 创建客户端
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logger.info("步骤3: 创建BinanceClient实例...")
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client = BinanceClient(
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api_key=api_key,
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api_secret=api_secret,
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testnet=use_testnet
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)
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logger.info(f" ✓ 客户端创建成功 (testnet={use_testnet})")
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# 连接币安API
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logger.info("步骤4: 连接币安API...")
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try:
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await client.connect()
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logger.info(" ✓ 币安API连接成功")
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except Exception as e:
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logger.error(f" ✗ 币安API连接失败: {e}", exc_info=True)
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raise
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# 获取账户余额
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logger.info("步骤5: 获取账户余额...")
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try:
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balance = await client.get_account_balance()
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logger.info(" ✓ 账户余额获取成功")
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logger.info(f" - 返回数据类型: {type(balance)}")
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logger.info(f" - 返回数据内容: {balance}")
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if balance:
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logger.info(f" - 总余额: {balance.get('total', 'N/A')} USDT")
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logger.info(f" - 可用余额: {balance.get('available', 'N/A')} USDT")
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logger.info(f" - 保证金: {balance.get('margin', 'N/A')} USDT")
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if balance.get('total', 0) == 0:
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logger.warning(" ⚠ 账户余额为0，可能是API权限问题或账户确实无余额")
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else:
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logger.warning(" ⚠ 返回的余额数据为空")
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except Exception as e:
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logger.error(f" ✗ 获取账户余额失败: {e}", exc_info=True)
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raise
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# 获取持仓
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logger.info("步骤6: 获取持仓信息...")
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try:
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positions = await client.get_open_positions()
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logger.info(" ✓ 持仓信息获取成功")
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logger.info(f" - 返回数据类型: {type(positions)}")
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logger.info(f" - 持仓数量: {len(positions)}")
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if positions:
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logger.info(" - 持仓详情:")
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for i, pos in enumerate(positions[:5], 1): # 只显示前5个
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logger.info(f" {i}. {pos.get('symbol', 'N/A')}: "
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f"数量={pos.get('positionAmt', 0)}, "
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f"入场价={pos.get('entryPrice', 0)}, "
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f"盈亏={pos.get('unRealizedProfit', 0)}")
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if len(positions) > 5:
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logger.info(f" ... 还有 {len(positions) - 5} 个持仓")
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else:
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logger.info(" - 当前无持仓")
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except Exception as e:
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logger.error(f" ✗ 获取持仓信息失败: {e}", exc_info=True)
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raise
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# 计算总仓位价值和总盈亏
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logger.info("步骤7: 计算仓位统计...")
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total_position_value = 0
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total_pnl = 0
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open_positions_count = 0
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for pos in positions:
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position_amt = float(pos.get('positionAmt', 0))
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if position_amt == 0:
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continue
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entry_price = float(pos.get('entryPrice', 0))
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mark_price = float(pos.get('markPrice', 0))
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unrealized_pnl = float(pos.get('unRealizedProfit', 0))
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if mark_price == 0:
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# 如果没有标记价格，使用入场价
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mark_price = entry_price
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position_value = abs(position_amt * mark_price)
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total_position_value += position_value
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total_pnl += unrealized_pnl
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open_positions_count += 1
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logger.debug(f" - {pos.get('symbol')}: 价值={position_value:.2f}, 盈亏={unrealized_pnl:.2f}")
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logger.info(" ✓ 仓位统计计算完成")
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logger.info(f" - 总仓位价值: {total_position_value:.2f} USDT")
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logger.info(f" - 总盈亏: {total_pnl:.2f} USDT")
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logger.info(f" - 持仓数量: {open_positions_count}")
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# 断开连接
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logger.info("步骤8: 断开币安API连接...")
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try:
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await client.disconnect()
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logger.info(" ✓ 连接已断开")
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except Exception as e:
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logger.warning(f" ⚠ 断开连接时出错: {e}")
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# 构建返回结果
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result = {
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"total_balance": balance.get('total', 0) if balance else 0,
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"available_balance": balance.get('available', 0) if balance else 0,
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"total_position_value": total_position_value,
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"total_pnl": total_pnl,
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"open_positions": open_positions_count
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}
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logger.info("=" * 60)
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logger.info("账户数据获取成功!")
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logger.info(f"最终结果: {result}")
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logger.info("=" * 60)
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return result
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except HTTPException as e:
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logger.error("=" * 60)
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logger.error(f"HTTP异常: {e.status_code} - {e.detail}")
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logger.error("=" * 60)
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raise
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except Exception as e:
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error_msg = f"获取账户数据失败: {str(e)}"
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logger.error("=" * 60)
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logger.error(f"异常类型: {type(e).__name__}")
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logger.error(f"错误信息: {error_msg}")
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logger.error("=" * 60, exc_info=True)
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raise HTTPException(status_code=500, detail=error_msg)
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@router.get("/realtime")
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async def get_realtime_account():
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"""获取实时账户数据"""
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return await get_realtime_account_data()
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@router.get("/positions")
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async def get_realtime_positions():
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"""获取实时持仓数据"""
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try:
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# 从数据库读取API密钥
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api_key = TradingConfig.get_value('BINANCE_API_KEY')
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api_secret = TradingConfig.get_value('BINANCE_API_SECRET')
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use_testnet = TradingConfig.get_value('USE_TESTNET', False)
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logger.info(f"尝试获取实时持仓数据 (testnet={use_testnet})")
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if not api_key or not api_secret:
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error_msg = "API密钥未配置"
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logger.warning(error_msg)
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raise HTTPException(
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status_code=400,
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detail=error_msg
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)
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# 导入BinanceClient
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try:
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from binance_client import BinanceClient
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except ImportError:
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trading_system_path = project_root / 'trading_system'
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sys.path.insert(0, str(trading_system_path))
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from binance_client import BinanceClient
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client = BinanceClient(
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api_key=api_key,
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api_secret=api_secret,
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testnet=use_testnet
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)
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logger.info("连接币安API获取持仓...")
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await client.connect()
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positions = await client.get_open_positions()
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await client.disconnect()
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logger.info(f"获取到 {len(positions)} 个持仓")
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# 格式化持仓数据
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formatted_positions = []
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for pos in positions:
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position_amt = float(pos.get('positionAmt', 0))
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if position_amt == 0:
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continue
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entry_price = float(pos.get('entryPrice', 0))
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mark_price = float(pos.get('markPrice', 0))
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unrealized_pnl = float(pos.get('unRealizedProfit', 0))
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if mark_price == 0:
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mark_price = entry_price
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position_value = abs(position_amt * mark_price)
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# 计算开仓时的USDT数量（名义价值）
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entry_value_usdt = abs(position_amt) * entry_price
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# 计算收益率：盈亏 / 保证金（与币安一致）
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# 保证金 = 名义价值 / 杠杆
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leverage = float(pos.get('leverage', 1))
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margin = entry_value_usdt / leverage if leverage > 0 else entry_value_usdt
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pnl_percent = 0
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if margin > 0:
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pnl_percent = (unrealized_pnl / margin) * 100
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# 尝试从数据库获取开仓时间
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entry_time = None
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try:
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from database.models import Trade
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db_trades = Trade.get_by_symbol(pos.get('symbol'), status='open')
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if db_trades:
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# 找到匹配的交易记录（通过symbol和entry_price匹配）
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for db_trade in db_trades:
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if abs(float(db_trade.get('entry_price', 0)) - entry_price) < 0.01:
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entry_time = db_trade.get('entry_time')
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break
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except Exception as e:
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logger.debug(f"获取开仓时间失败: {e}")
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formatted_positions.append({
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"symbol": pos.get('symbol'),
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"side": "BUY" if position_amt > 0 else "SELL",
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"quantity": abs(position_amt),
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"entry_price": entry_price,
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"entry_value_usdt": entry_value_usdt, # 开仓时的USDT数量
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"mark_price": mark_price,
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"pnl": unrealized_pnl,
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"pnl_percent": pnl_percent,
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"leverage": int(pos.get('leverage', 1)),
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"entry_time": entry_time # 开仓时间
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})
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logger.info(f"格式化后 {len(formatted_positions)} 个有效持仓")
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return formatted_positions
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except HTTPException:
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raise
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except Exception as e:
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error_msg = f"获取持仓数据失败: {str(e)}"
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logger.error(error_msg, exc_info=True)
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raise HTTPException(status_code=500, detail=error_msg)
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@router.post("/positions/{symbol}/close")
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async def close_position(symbol: str):
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"""手动平仓指定交易对的持仓"""
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try:
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logger.info(f"=" * 60)
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logger.info(f"收到平仓请求: {symbol}")
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logger.info(f"=" * 60)
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# 从数据库读取API密钥
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api_key = TradingConfig.get_value('BINANCE_API_KEY')
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api_secret = TradingConfig.get_value('BINANCE_API_SECRET')
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use_testnet = TradingConfig.get_value('USE_TESTNET', False)
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if not api_key or not api_secret:
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error_msg = "API密钥未配置"
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logger.warning(error_msg)
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raise HTTPException(status_code=400, detail=error_msg)
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# 导入必要的模块
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try:
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from binance_client import BinanceClient
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from risk_manager import RiskManager
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from position_manager import PositionManager
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logger.info("✓ 成功导入交易系统模块")
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except ImportError as import_error:
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logger.warning(f"首次导入失败: {import_error}，尝试从trading_system路径导入")
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trading_system_path = project_root / 'trading_system'
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sys.path.insert(0, str(trading_system_path))
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from binance_client import BinanceClient
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from risk_manager import RiskManager
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from position_manager import PositionManager
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logger.info("✓ 从trading_system路径导入成功")
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# 创建客户端和仓位管理器
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logger.info(f"创建BinanceClient (testnet={use_testnet})...")
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client = BinanceClient(
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api_key=api_key,
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api_secret=api_secret,
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testnet=use_testnet
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)
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logger.info("连接币安API...")
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await client.connect()
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logger.info("✓ 币安API连接成功")
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try:
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logger.info("初始化RiskManager和PositionManager...")
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risk_manager = RiskManager(client)
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position_manager = PositionManager(client, risk_manager)
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logger.info("✓ 管理器初始化成功")
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# 执行平仓（reason='manual' 表示手动平仓）
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logger.info(f"开始执行平仓操作: {symbol}...")
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success = await position_manager.close_position(symbol, reason='manual')
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if success:
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logger.info(f"✓ {symbol} 平仓成功")
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return {
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"message": f"{symbol} 平仓成功",
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"symbol": symbol,
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"status": "closed"
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}
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else:
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logger.warning(f"⚠ {symbol} 平仓失败或持仓不存在")
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return {
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"message": f"{symbol} 平仓失败或持仓不存在",
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"symbol": symbol,
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"status": "failed"
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}
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finally:
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logger.info("断开币安API连接...")
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await client.disconnect()
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logger.info("✓ 已断开连接")
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except HTTPException:
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raise
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except Exception as e:
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error_msg = f"平仓失败: {str(e)}"
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logger.error("=" * 60)
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logger.error(f"平仓操作异常: {error_msg}")
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logger.error(f"错误类型: {type(e).__name__}")
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logger.error("=" * 60, exc_info=True)
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raise HTTPException(status_code=500, detail=error_msg)
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