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174
sync/position_sync.py
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174
sync/position_sync.py
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from .base_sync import BaseSync
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from loguru import logger
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from typing import List, Dict
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import json
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from datetime import datetime, timedelta
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class PositionSync(BaseSync):
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"""持仓数据同步器"""
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async def sync(self):
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"""同步持仓数据"""
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try:
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# 获取所有账号
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accounts = self.get_accounts_from_redis()
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for k_id_str, account_info in accounts.items():
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try:
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k_id = int(k_id_str)
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st_id = account_info.get('st_id', 0)
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exchange_id = account_info['exchange_id']
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if k_id <= 0 or st_id <= 0:
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continue
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# 从Redis获取持仓数据
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positions = await self._get_positions_from_redis(k_id, exchange_id)
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# 同步到数据库
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if positions:
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success = self._sync_positions_to_db(k_id, st_id, positions)
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if success:
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logger.debug(f"持仓同步成功: k_id={k_id}, 持仓数={len(positions)}")
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except Exception as e:
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logger.error(f"同步账号 {k_id_str} 持仓失败: {e}")
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continue
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logger.info("持仓数据同步完成")
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except Exception as e:
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logger.error(f"持仓同步失败: {e}")
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async def _get_positions_from_redis(self, k_id: int, exchange_id: str) -> List[Dict]:
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"""从Redis获取持仓数据"""
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try:
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redis_key = f"{exchange_id}:positions:{k_id}"
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redis_data = self.redis_client.client.hget(redis_key, 'positions')
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if not redis_data:
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return []
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positions = json.loads(redis_data)
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# 添加账号信息
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for position in positions:
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position['k_id'] = k_id
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return positions
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except Exception as e:
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logger.error(f"获取Redis持仓数据失败: k_id={k_id}, error={e}")
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return []
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def _sync_positions_to_db(self, k_id: int, st_id: int, positions_data: List[Dict]) -> bool:
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"""同步持仓数据到数据库"""
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session = self.db_manager.get_session()
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try:
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# 使用批量优化方案
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from sqlalchemy.dialects.mysql import insert
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# 准备数据
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insert_data = []
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keep_keys = set() # 需要保留的(symbol, side)组合
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for pos_data in positions_data:
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try:
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# 转换数据（这里需要实现转换逻辑）
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pos_dict = self._convert_position_data(pos_data)
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if not all([pos_dict.get('symbol'), pos_dict.get('side')]):
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continue
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# 重命名qty为sum
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if 'qty' in pos_dict:
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pos_dict['sum'] = pos_dict.pop('qty')
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insert_data.append(pos_dict)
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keep_keys.add((pos_dict['symbol'], pos_dict['side']))
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except Exception as e:
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logger.error(f"转换持仓数据失败: {pos_data}, error={e}")
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continue
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with session.begin():
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if not insert_data:
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# 清空该账号持仓
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session.execute(
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delete(StrategyPosition).where(
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and_(
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StrategyPosition.k_id == k_id,
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StrategyPosition.st_id == st_id
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)
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)
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)
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return True
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# 批量插入/更新
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stmt = insert(StrategyPosition.__table__).values(insert_data)
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update_dict = {
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'price': stmt.inserted.price,
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'sum': stmt.inserted.sum,
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'asset_num': stmt.inserted.asset_num,
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'asset_profit': stmt.inserted.asset_profit,
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'leverage': stmt.inserted.leverage,
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'uptime': stmt.inserted.uptime,
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'profit_price': stmt.inserted.profit_price,
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'stop_price': stmt.inserted.stop_price,
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'liquidation_price': stmt.inserted.liquidation_price
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}
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stmt = stmt.on_duplicate_key_update(**update_dict)
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session.execute(stmt)
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# 删除多余持仓
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if keep_keys:
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existing_positions = session.execute(
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select(StrategyPosition).where(
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and_(
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StrategyPosition.k_id == k_id,
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StrategyPosition.st_id == st_id
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)
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)
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).scalars().all()
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to_delete_ids = []
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for existing in existing_positions:
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key = (existing.symbol, existing.side)
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if key not in keep_keys:
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to_delete_ids.append(existing.id)
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if to_delete_ids:
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session.execute(
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delete(StrategyPosition).where(
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StrategyPosition.id.in_(to_delete_ids)
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)
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)
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return True
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except Exception as e:
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logger.error(f"同步持仓到数据库失败: k_id={k_id}, error={e}")
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return False
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finally:
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session.close()
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def _convert_position_data(self, data: Dict) -> Dict:
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"""转换持仓数据格式"""
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# 这里实现具体的转换逻辑
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return {
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'st_id': int(data.get('st_id', 0)),
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'k_id': int(data.get('k_id', 0)),
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'asset': 'USDT',
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'symbol': data.get('symbol', ''),
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'side': data.get('side', ''),
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'price': float(data.get('price', 0)) if data.get('price') is not None else None,
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'qty': float(data.get('qty', 0)) if data.get('qty') is not None else None,
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'asset_num': float(data.get('asset_num', 0)) if data.get('asset_num') is not None else None,
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'asset_profit': float(data.get('asset_profit', 0)) if data.get('asset_profit') is not None else None,
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'leverage': int(data.get('leverage', 0)) if data.get('leverage') is not None else None,
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'uptime': int(data.get('uptime', 0)) if data.get('uptime') is not None else None,
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'profit_price': float(data.get('profit_price', 0)) if data.get('profit_price') is not None else None,
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'stop_price': float(data.get('stop_price', 0)) if data.get('stop_price') is not None else None,
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'liquidation_price': float(data.get('liquidation_price', 0)) if data.get('liquidation_price') is not None else None
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}
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