Add demo trading page, trader snapshot service and trading tables
Add trading_symbols, trading_analyses, trading_orders and trading_events. The new trader service publishes account, position and open-order snapshots of the Binance demo account to Redis every 3s. The /trading page shows engine status, start/stop, balances, positions, the symbol list with angle selection, open orders and the event timeline.
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@@ -2,7 +2,7 @@ from fastapi import Depends, FastAPI
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from fastapi.openapi.docs import get_swagger_ui_html
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from fastapi.responses import HTMLResponse
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from alphapulse.api import auth, chat, crawler, market, news, settings, skills
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from alphapulse.api import auth, chat, crawler, market, news, settings, skills, trading
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from alphapulse.core.auth import require_admin
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# 关闭默认文档路由，改为登录后才能访问
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@@ -15,6 +15,7 @@ app.include_router(market.ws_router)
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app.include_router(settings.router)
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app.include_router(skills.router)
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app.include_router(chat.router)
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app.include_router(trading.router)
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@app.get("/api/health", include_in_schema=False)
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@@ -0,0 +1,271 @@
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"""模拟盘页：引擎状态、启停、交易币种、时间线。账户和持仓来自 trader 进程写入 Redis 的快照"""
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import json
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from datetime import datetime, timedelta
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from typing import Annotated, Literal
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from fastapi import APIRouter, Depends, HTTPException, Query, status
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from pydantic import BaseModel
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from sqlalchemy import func, or_, select
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from sqlalchemy.exc import IntegrityError
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from sqlalchemy.ext.asyncio import AsyncSession
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from alphapulse.ai import llm
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from alphapulse.api.crawler import LOCAL_TZ
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from alphapulse.api.market import call_binance, client as market_client
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from alphapulse.core.auth import require_admin
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from alphapulse.core.db import get_session
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from alphapulse.core.redis import KEY_PREFIX, redis
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from alphapulse.models import AiProvider, TradingAccount, TradingAnalysis, TradingEvent, TradingSymbol
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from alphapulse.trading.client import ExchangeError, public_get
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from alphapulse.trading.engine import DAILY_ANALYSIS_LIMIT, OWN_CLIENT_ID, STATUS_KEY
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router = APIRouter(prefix="/api/trading", tags=["trading"], dependencies=[Depends(require_admin)])
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Angle = Literal["short", "long"]
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ANGLE_LABELS = {"short": "短线", "long": "长线"}
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SYMBOLS_CACHE_KEY = f"{KEY_PREFIX}trading:symbols"
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SYMBOLS_CACHE_SECONDS = 3600
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# 删除或切换角度前要求快照足够新，否则无法确认没有仓位和挂单
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SNAPSHOT_FRESH_SECONDS = 30
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class TodayUsage(BaseModel):
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analyses: int
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limit: int
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input_tokens: int
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output_tokens: int
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class StatusOut(BaseModel):
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configured: bool
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running: bool
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running_changed_at: datetime | None
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provider_id: int | None
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reasoning_effort: str | None
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# trader 进程的心跳快照；进程离线时为空
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snapshot: dict | None
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today: TodayUsage
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class ConfigIn(BaseModel):
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provider_id: int | None = None
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reasoning_effort: llm.Effort | None = None
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class SymbolOption(BaseModel):
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symbol: str
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base: str
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class SymbolOut(BaseModel):
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symbol: str
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angle: str
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added_at: datetime
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analysis_requested_at: datetime | None
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analyzing: bool
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# 当前计划的状态：pending / open，没有计划为空
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plan_status: str | None
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class SymbolIn(BaseModel):
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symbol: str
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angle: Angle
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class SymbolPatch(BaseModel):
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angle: Angle
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class EventOut(BaseModel):
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id: int
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created_at: datetime
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symbol: str | None
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analysis_id: int | None
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kind: str
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level: str
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message: str
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data: dict | None
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async def get_account(session: AsyncSession) -> TradingAccount:
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return await session.get(TradingAccount, 1) or TradingAccount(id=1, running=False)
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async def read_snapshot() -> dict | None:
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raw = await redis.get(STATUS_KEY)
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return json.loads(raw) if raw else None
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@router.get("/status")
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async def get_status(session: Annotated[AsyncSession, Depends(get_session)]) -> StatusOut:
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account = await get_account(session)
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today = datetime.now(LOCAL_TZ).replace(hour=0, minute=0, second=0, microsecond=0)
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count, input_tokens, output_tokens = (await session.execute(
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select(
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func.count(),
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func.coalesce(func.sum(TradingAnalysis.usage["input_tokens"].as_integer()), 0),
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func.coalesce(func.sum(TradingAnalysis.usage["output_tokens"].as_integer()), 0),
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).where(TradingAnalysis.started_at >= today)
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)).one()
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return StatusOut(
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configured=account.api_key_encrypted is not None, running=account.running,
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running_changed_at=account.running_changed_at, provider_id=account.provider_id,
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reasoning_effort=account.reasoning_effort, snapshot=await read_snapshot(),
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today=TodayUsage(analyses=count, limit=DAILY_ANALYSIS_LIMIT, input_tokens=input_tokens, output_tokens=output_tokens),
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)
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async def set_running(session: AsyncSession, running: bool) -> StatusOut:
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account = await get_account(session)
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if running and account.api_key_encrypted is None:
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raise HTTPException(status.HTTP_400_BAD_REQUEST, "还没有填写模拟盘 key，请先到环境变量页填写")
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if account.running != running:
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account.running = running
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account.running_changed_at = datetime.now(LOCAL_TZ)
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session.add(account)
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session.add(TradingEvent(
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kind="started" if running else "stopped",
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message="开始行情交易" if running else "停止行情交易：不再分析，撤销未成交的入场单；已有持仓的止损、止盈等程序规则继续执行",
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))
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await session.commit()
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return await get_status(session)
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@router.post("/start")
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async def start(session: Annotated[AsyncSession, Depends(get_session)]) -> StatusOut:
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return await set_running(session, True)
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@router.post("/stop")
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async def stop(session: Annotated[AsyncSession, Depends(get_session)]) -> StatusOut:
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return await set_running(session, False)
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@router.patch("/config")
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async def patch_config(body: ConfigIn, session: Annotated[AsyncSession, Depends(get_session)]) -> StatusOut:
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account = await get_account(session)
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fields = body.model_dump(exclude_unset=True)
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if fields.get("provider_id") is not None and await session.get(AiProvider, fields["provider_id"]) is None:
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raise HTTPException(status.HTTP_404_NOT_FOUND, "模型配置不存在")
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for key, value in fields.items():
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setattr(account, key, value)
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session.add(account)
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await session.commit()
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return await get_status(session)
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async def symbol_options() -> list[dict]:
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"""可交易的币：模拟盘和实盘都在交易的 USDT 永续，只含加密货币（排除美股、商品等 TradFi）"""
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if cached := await redis.get(SYMBOLS_CACHE_KEY):
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return json.loads(cached)
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def crypto_perpetuals(info: dict) -> dict[str, str]:
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return {
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s["symbol"]: s["baseAsset"] for s in info["symbols"]
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if s["contractType"] == "PERPETUAL" and s.get("underlyingType") == "COIN"
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and s["status"] == "TRADING" and s["quoteAsset"] == "USDT"
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}
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try:
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demo = crypto_perpetuals(await public_get("/fapi/v1/exchangeInfo"))
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except ExchangeError as e:
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raise HTTPException(status.HTTP_502_BAD_GATEWAY, str(e)) from None
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# 分析用实盘行情，执行在模拟盘，两边都要有
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mainnet = crypto_perpetuals(await call_binance(market_client.get("um", "exchange_info")))
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options = [{"symbol": s, "base": b} for s, b in sorted(demo.items()) if s in mainnet]
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await redis.set(SYMBOLS_CACHE_KEY, json.dumps(options), ex=SYMBOLS_CACHE_SECONDS)
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return options
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@router.get("/symbol-options")
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async def list_symbol_options() -> list[SymbolOption]:
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return [SymbolOption.model_validate(o) for o in await symbol_options()]
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@router.get("/symbols")
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async def list_symbols(session: Annotated[AsyncSession, Depends(get_session)]) -> list[SymbolOut]:
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symbols = (await session.scalars(select(TradingSymbol).order_by(TradingSymbol.added_at))).all()
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analyzing = set((await session.scalars(select(TradingAnalysis.symbol).where(TradingAnalysis.status == "running"))).all())
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plans = dict((await session.execute(
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select(TradingAnalysis.symbol, TradingAnalysis.plan_status)
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.where(TradingAnalysis.plan_status.in_(("pending", "open")), TradingAnalysis.dry_run.is_(False))
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)).all())
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return [
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SymbolOut(
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symbol=s.symbol, angle=s.angle, added_at=s.added_at, analysis_requested_at=s.analysis_requested_at,
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analyzing=s.symbol in analyzing, plan_status=plans.get(s.symbol),
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)
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for s in symbols
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]
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@router.post("/symbols", status_code=status.HTTP_201_CREATED)
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async def add_symbol(body: SymbolIn, session: Annotated[AsyncSession, Depends(get_session)]) -> None:
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symbol = body.symbol.strip().upper()
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if not any(o["symbol"] == symbol for o in await symbol_options()):
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raise HTTPException(status.HTTP_400_BAD_REQUEST, f"{symbol} 不是模拟盘和实盘都在交易的加密货币 USDT 永续合约")
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session.add(TradingSymbol(symbol=symbol, angle=body.angle))
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session.add(TradingEvent(symbol=symbol, kind="symbol_added", message=f"加入交易列表，角度：{ANGLE_LABELS[body.angle]}"))
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try:
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await session.commit()
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except IntegrityError:
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raise HTTPException(status.HTTP_409_CONFLICT, f"{symbol} 已在交易列表中") from None
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async def ensure_idle(session: AsyncSession, symbol: str, action: str) -> TradingSymbol:
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"""只有空仓、没有本程序的挂单、没有进行中的计划和分析时，才能删除或切换角度"""
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s = await session.get(TradingSymbol, symbol)
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if s is None:
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raise HTTPException(status.HTTP_404_NOT_FOUND, f"{symbol} 不在交易列表中")
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busy = await session.scalar(select(func.count()).where(
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TradingAnalysis.symbol == symbol,
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or_(TradingAnalysis.status == "running",
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TradingAnalysis.plan_status.in_(("pending", "open")) & TradingAnalysis.dry_run.is_(False)),
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))
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if busy:
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raise HTTPException(status.HTTP_409_CONFLICT, f"{symbol} 有进行中的分析或计划，不能{action}")
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snapshot = await read_snapshot()
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synced_at = snapshot and snapshot["synced_at"] and datetime.fromisoformat(snapshot["synced_at"])
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if not synced_at or datetime.now(LOCAL_TZ) - synced_at > timedelta(seconds=SNAPSHOT_FRESH_SECONDS):
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raise HTTPException(status.HTTP_409_CONFLICT, f"无法确认 {symbol} 的仓位和挂单（引擎离线或连接币安失败），暂时不能{action}")
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if any(p["symbol"] == symbol for p in snapshot["positions"]):
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raise HTTPException(status.HTTP_409_CONFLICT, f"{symbol} 有持仓，不能{action}")
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if any(o["symbol"] == symbol and OWN_CLIENT_ID.match(o["client_id"]) for o in snapshot["orders"] + snapshot["algo_orders"]):
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raise HTTPException(status.HTTP_409_CONFLICT, f"{symbol} 有本程序的挂单，不能{action}")
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return s
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@router.patch("/symbols/{symbol}")
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async def patch_symbol(symbol: str, body: SymbolPatch, session: Annotated[AsyncSession, Depends(get_session)]) -> None:
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s = await ensure_idle(session, symbol, "切换角度")
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if s.angle != body.angle:
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session.add(TradingEvent(symbol=symbol, kind="angle_changed",
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message=f"角度从{ANGLE_LABELS[s.angle]}改为{ANGLE_LABELS[body.angle]}"))
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s.angle = body.angle
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await session.commit()
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@router.delete("/symbols/{symbol}")
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async def delete_symbol(symbol: str, session: Annotated[AsyncSession, Depends(get_session)]) -> None:
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"""只移出列表；分析、订单流水和时间线保留"""
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s = await ensure_idle(session, symbol, "删除")
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await session.delete(s)
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session.add(TradingEvent(symbol=symbol, kind="symbol_removed", message="移出交易列表"))
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await session.commit()
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@router.get("/events")
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async def list_events(
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session: Annotated[AsyncSession, Depends(get_session)],
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symbol: str | None = None,
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before: int | None = None,
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limit: Annotated[int, Query(ge=1, le=200)] = 50,
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) -> list[EventOut]:
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"""按 id 倒序分页；指定 symbol 时同时返回账户级事件（启停等）"""
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query = select(TradingEvent).order_by(TradingEvent.id.desc()).limit(limit)
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if symbol:
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query = query.where(or_(TradingEvent.symbol == symbol, TradingEvent.symbol.is_(None)))
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if before:
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query = query.where(TradingEvent.id < before)
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return [EventOut.model_validate(e, from_attributes=True) for e in await session.scalars(query)]
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