add
This commit is contained in:
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0
sync/__init__.py
Normal file
0
sync/__init__.py
Normal file
183
sync/account_sync.py
Normal file
183
sync/account_sync.py
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@@ -0,0 +1,183 @@
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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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import time
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from datetime import datetime, timedelta
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class AccountSync(BaseSync):
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"""账户信息同步器"""
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async def sync(self):
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"""同步账户信息数据"""
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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获取账户信息数据
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account_data = await self._get_account_info_from_redis(k_id, st_id, exchange_id)
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# 同步到数据库
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if account_data:
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success = self._sync_account_info_to_db(account_data)
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if success:
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logger.debug(f"账户信息同步成功: k_id={k_id}")
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except Exception as e:
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logger.error(f"同步账号 {k_id_str} 账户信息失败: {e}")
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continue
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logger.info("账户信息同步完成")
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except Exception as e:
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logger.error(f"账户信息同步失败: {e}")
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async def _get_account_info_from_redis(self, k_id: int, st_id: int, exchange_id: str) -> List[Dict]:
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"""从Redis获取账户信息数据"""
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try:
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redis_key = f"{exchange_id}:balance:{k_id}"
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redis_funds = self.redis_client.client.hgetall(redis_key)
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if not redis_funds:
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return []
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# 按天统计数据
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from config.settings import SYNC_CONFIG
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recent_days = SYNC_CONFIG['recent_days']
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today = datetime.now()
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date_stats = {}
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# 收集所有日期的数据
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for fund_key, fund_json in redis_funds.items():
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try:
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fund_data = json.loads(fund_json)
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date_str = fund_data.get('lz_time', '')
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lz_type = fund_data.get('lz_type', '')
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if not date_str or lz_type not in ['lz_balance', 'deposit', 'withdrawal']:
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continue
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# 只处理最近N天的数据
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date_obj = datetime.strptime(date_str, '%Y-%m-%d')
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if (today - date_obj).days > recent_days:
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continue
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if date_str not in date_stats:
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date_stats[date_str] = {
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'balance': 0.0,
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'deposit': 0.0,
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'withdrawal': 0.0,
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'has_balance': False
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}
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lz_amount = float(fund_data.get('lz_amount', 0))
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if lz_type == 'lz_balance':
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date_stats[date_str]['balance'] = lz_amount
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date_stats[date_str]['has_balance'] = True
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elif lz_type == 'deposit':
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date_stats[date_str]['deposit'] += lz_amount
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elif lz_type == 'withdrawal':
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date_stats[date_str]['withdrawal'] += lz_amount
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except (json.JSONDecodeError, ValueError) as e:
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logger.debug(f"解析Redis数据失败: {fund_key}, error={e}")
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continue
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# 转换为账户信息数据
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account_data_list = []
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sorted_dates = sorted(date_stats.keys())
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prev_balance = 0.0
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for date_str in sorted_dates:
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stats = date_stats[date_str]
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# 如果没有余额数据但有充提数据，仍然处理
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if not stats['has_balance'] and stats['deposit'] == 0 and stats['withdrawal'] == 0:
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continue
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balance = stats['balance']
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deposit = stats['deposit']
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withdrawal = stats['withdrawal']
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# 计算利润
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profit = balance - deposit - withdrawal - prev_balance
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# 转换时间戳
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date_obj = datetime.strptime(date_str, '%Y-%m-%d')
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time_timestamp = int(date_obj.timestamp())
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account_data = {
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'st_id': st_id,
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'k_id': k_id,
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'balance': balance,
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'withdrawal': withdrawal,
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'deposit': deposit,
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'other': 0.0, # 暂时为0
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'profit': profit,
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'time': time_timestamp
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}
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account_data_list.append(account_data)
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# 更新前一天的余额
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if stats['has_balance']:
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prev_balance = balance
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return account_data_list
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except Exception as e:
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logger.error(f"获取Redis账户信息失败: k_id={k_id}, error={e}")
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return []
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def _sync_account_info_to_db(self, account_data_list: List[Dict]) -> bool:
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"""同步账户信息到数据库"""
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session = self.db_manager.get_session()
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try:
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with session.begin():
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for account_data in account_data_list:
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try:
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# 查询是否已存在
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existing = session.execute(
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select(StrategyKX).where(
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and_(
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StrategyKX.k_id == account_data['k_id'],
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StrategyKX.st_id == account_data['st_id'],
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StrategyKX.time == account_data['time']
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)
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)
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).scalar_one_or_none()
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if existing:
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# 更新
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existing.balance = account_data['balance']
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existing.withdrawal = account_data['withdrawal']
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existing.deposit = account_data['deposit']
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existing.other = account_data['other']
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existing.profit = account_data['profit']
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else:
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# 插入
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new_account = StrategyKX(**account_data)
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session.add(new_account)
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except Exception as e:
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logger.error(f"处理账户数据失败: {account_data}, error={e}")
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continue
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return True
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except Exception as e:
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logger.error(f"同步账户信息到数据库失败: error={e}")
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return False
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finally:
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session.close()
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90
sync/base_sync.py
Normal file
90
sync/base_sync.py
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@@ -0,0 +1,90 @@
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from abc import ABC, abstractmethod
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from loguru import logger
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from typing import List, Dict, Any
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import json
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from utils.redis_client import RedisClient
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from utils.database_manager import DatabaseManager
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class BaseSync(ABC):
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"""同步基类"""
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def __init__(self):
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self.redis_client = RedisClient()
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self.db_manager = DatabaseManager()
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self.computer_name = None # 从配置读取
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@abstractmethod
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async def sync(self):
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"""执行同步"""
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pass
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def get_accounts_from_redis(self) -> Dict[str, Dict]:
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"""从Redis获取账号配置"""
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try:
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if self.computer_name is None:
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from config.settings import COMPUTER_NAME
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self.computer_name = COMPUTER_NAME
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# 从Redis获取数据
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result = self.redis_client.client.hgetall(f"{self.computer_name}_strategy_api")
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if not result:
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logger.warning(f"未找到 {self.computer_name} 的策略API配置")
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return {}
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accounts_dict = {}
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for exchange_name, accounts_json in result.items():
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try:
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accounts = json.loads(accounts_json)
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if not accounts:
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continue
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# 格式化交易所ID
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exchange_id = self.format_exchange_id(exchange_name)
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for account_id, account_info in accounts.items():
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parsed_account = self.parse_account(exchange_id, account_id, account_info)
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if parsed_account:
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accounts_dict[account_id] = parsed_account
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except json.JSONDecodeError as e:
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logger.error(f"解析交易所 {exchange_name} 的JSON数据失败: {e}")
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continue
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return accounts_dict
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except Exception as e:
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logger.error(f"获取账户信息失败: {e}")
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return {}
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def format_exchange_id(self, key: str) -> str:
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"""格式化交易所ID"""
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key = key.lower().strip()
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# 交易所名称映射
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exchange_mapping = {
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'metatrader': 'mt5',
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'binance_spot_test': 'binance',
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'binance_spot': 'binance',
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'binance': 'binance',
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'gate_spot': 'gate',
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'okex': 'okx'
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}
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return exchange_mapping.get(key, key)
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def parse_account(self, exchange_id: str, account_id: str, account_info: str) -> Dict:
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"""解析账号信息"""
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try:
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source_account_info = json.loads(account_info)
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account_data = {
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'exchange_id': exchange_id,
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'k_id': account_id,
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'st_id': int(source_account_info.get('st_id', 0)),
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'add_time': int(source_account_info.get('add_time', 0))
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}
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return {**source_account_info, **account_data}
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except json.JSONDecodeError as e:
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logger.error(f"解析账号 {account_id} 数据失败: {e}")
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return {}
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66
sync/manager.py
Normal file
66
sync/manager.py
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@@ -0,0 +1,66 @@
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import asyncio
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from loguru import logger
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from typing import List, Dict
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import signal
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import sys
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from config.settings import SYNC_CONFIG
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from .position_sync import PositionSync
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from .order_sync import OrderSync
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from .account_sync import AccountSync
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class SyncManager:
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"""同步管理器"""
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def __init__(self):
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self.is_running = True
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self.sync_interval = SYNC_CONFIG['interval']
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# 初始化同步器
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self.syncers = []
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if SYNC_CONFIG['enable_position_sync']:
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self.syncers.append(PositionSync())
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logger.info("启用持仓同步")
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if SYNC_CONFIG['enable_order_sync']:
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self.syncers.append(OrderSync())
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logger.info("启用订单同步")
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if SYNC_CONFIG['enable_account_sync']:
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self.syncers.append(AccountSync())
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logger.info("启用账户信息同步")
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# 注册信号处理器
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signal.signal(signal.SIGINT, self.signal_handler)
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signal.signal(signal.SIGTERM, self.signal_handler)
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def signal_handler(self, signum, frame):
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"""信号处理器"""
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logger.info(f"接收到信号 {signum}，正在关闭...")
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self.is_running = False
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async def start(self):
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"""启动同步服务"""
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logger.info(f"同步服务启动，间隔 {self.sync_interval} 秒")
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while self.is_running:
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try:
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# 执行所有同步器
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tasks = [syncer.sync() for syncer in self.syncers]
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await asyncio.gather(*tasks, return_exceptions=True)
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logger.debug(f"同步完成，等待 {self.sync_interval} 秒")
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await asyncio.sleep(self.sync_interval)
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except asyncio.CancelledError:
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logger.info("同步任务被取消")
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break
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except Exception as e:
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logger.error(f"同步任务异常: {e}")
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await asyncio.sleep(30) # 出错后等待30秒
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async def stop(self):
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"""停止同步服务"""
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self.is_running = False
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logger.info("同步服务停止")
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166
sync/order_sync.py
Normal file
166
sync/order_sync.py
Normal file
@@ -0,0 +1,166 @@
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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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import time
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from datetime import datetime, timedelta
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class OrderSync(BaseSync):
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"""订单数据同步器"""
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async def sync(self):
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"""同步订单数据"""
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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获取最近N天的订单数据
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orders = await self._get_recent_orders_from_redis(k_id, exchange_id)
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# 同步到数据库
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if orders:
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success = self._sync_orders_to_db(k_id, st_id, orders)
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if success:
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logger.debug(f"订单同步成功: k_id={k_id}, 订单数={len(orders)}")
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except Exception as e:
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logger.error(f"同步账号 {k_id_str} 订单失败: {e}")
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continue
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logger.info("订单数据同步完成")
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except Exception as e:
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logger.error(f"订单同步失败: {e}")
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async def _get_recent_orders_from_redis(self, k_id: int, exchange_id: str) -> List[Dict]:
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"""从Redis获取最近N天的订单数据"""
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try:
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redis_key = f"{exchange_id}:orders:{k_id}"
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# 计算最近N天的日期
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from config.settings import SYNC_CONFIG
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recent_days = SYNC_CONFIG['recent_days']
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today = datetime.now()
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recent_dates = []
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for i in range(recent_days):
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date = today - timedelta(days=i)
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date_format = date.strftime('%Y-%m-%d')
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recent_dates.append(date_format)
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# 获取所有key
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all_keys = self.redis_client.client.hkeys(redis_key)
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orders_list = []
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for key in all_keys:
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key_str = key.decode('utf-8') if isinstance(key, bytes) else key
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if key_str == 'positions':
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continue
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# 检查是否以最近N天的日期开头
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for date_format in recent_dates:
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if key_str.startswith(date_format + '_'):
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try:
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order_json = self.redis_client.client.hget(redis_key, key_str)
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if order_json:
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order = json.loads(order_json)
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||||
# 验证时间
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||||
order_time = order.get('time', 0)
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if order_time >= int(time.time()) - recent_days * 24 * 3600:
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orders_list.append(order)
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||||
break
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except:
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||||
break
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||||
|
||||
return orders_list
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||||
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||||
except Exception as e:
|
||||
logger.error(f"获取Redis订单数据失败: k_id={k_id}, error={e}")
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||||
return []
|
||||
|
||||
def _sync_orders_to_db(self, k_id: int, st_id: int, orders_data: List[Dict]) -> bool:
|
||||
"""同步订单数据到数据库"""
|
||||
session = self.db_manager.get_session()
|
||||
try:
|
||||
# 准备批量数据
|
||||
insert_data = []
|
||||
for order_data in orders_data:
|
||||
try:
|
||||
order_dict = self._convert_order_data(order_data)
|
||||
|
||||
# 检查完整性
|
||||
required_fields = ['order_id', 'symbol', 'side', 'time']
|
||||
if not all(order_dict.get(field) for field in required_fields):
|
||||
continue
|
||||
|
||||
insert_data.append(order_dict)
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"转换订单数据失败: {order_data}, error={e}")
|
||||
continue
|
||||
|
||||
if not insert_data:
|
||||
return True
|
||||
|
||||
with session.begin():
|
||||
# 使用参数化批量插入
|
||||
sql = """
|
||||
INSERT INTO deh_strategy_order_new
|
||||
(st_id, k_id, asset, order_id, symbol, side, price, time,
|
||||
order_qty, last_qty, avg_price, exchange_id)
|
||||
VALUES
|
||||
(:st_id, :k_id, :asset, :order_id, :symbol, :side, :price, :time,
|
||||
:order_qty, :last_qty, :avg_price, :exchange_id)
|
||||
ON DUPLICATE KEY UPDATE
|
||||
side = VALUES(side),
|
||||
price = VALUES(price),
|
||||
time = VALUES(time),
|
||||
order_qty = VALUES(order_qty),
|
||||
last_qty = VALUES(last_qty),
|
||||
avg_price = VALUES(avg_price)
|
||||
"""
|
||||
|
||||
# 分块执行
|
||||
from config.settings import SYNC_CONFIG
|
||||
chunk_size = SYNC_CONFIG['chunk_size']
|
||||
|
||||
for i in range(0, len(insert_data), chunk_size):
|
||||
chunk = insert_data[i:i + chunk_size]
|
||||
session.execute(text(sql), chunk)
|
||||
|
||||
return True
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"同步订单到数据库失败: k_id={k_id}, error={e}")
|
||||
return False
|
||||
finally:
|
||||
session.close()
|
||||
|
||||
def _convert_order_data(self, data: Dict) -> Dict:
|
||||
"""转换订单数据格式"""
|
||||
return {
|
||||
'st_id': int(data.get('st_id', 0)),
|
||||
'k_id': int(data.get('k_id', 0)),
|
||||
'asset': 'USDT',
|
||||
'order_id': str(data.get('order_id', '')),
|
||||
'symbol': data.get('symbol', ''),
|
||||
'side': data.get('side', ''),
|
||||
'price': float(data.get('price', 0)) if data.get('price') is not None else None,
|
||||
'time': int(data.get('time', 0)) if data.get('time') is not None else None,
|
||||
'order_qty': float(data.get('order_qty', 0)) if data.get('order_qty') is not None else None,
|
||||
'last_qty': float(data.get('last_qty', 0)) if data.get('last_qty') is not None else None,
|
||||
'avg_price': float(data.get('avg_price', 0)) if data.get('avg_price') is not None else None,
|
||||
'exchange_id': None # 忽略该字段
|
||||
}
|
||||
174
sync/position_sync.py
Normal file
174
sync/position_sync.py
Normal file
@@ -0,0 +1,174 @@
|
||||
from .base_sync import BaseSync
|
||||
from loguru import logger
|
||||
from typing import List, Dict
|
||||
import json
|
||||
from datetime import datetime, timedelta
|
||||
|
||||
class PositionSync(BaseSync):
|
||||
"""持仓数据同步器"""
|
||||
|
||||
async def sync(self):
|
||||
"""同步持仓数据"""
|
||||
try:
|
||||
# 获取所有账号
|
||||
accounts = self.get_accounts_from_redis()
|
||||
|
||||
for k_id_str, account_info in accounts.items():
|
||||
try:
|
||||
k_id = int(k_id_str)
|
||||
st_id = account_info.get('st_id', 0)
|
||||
exchange_id = account_info['exchange_id']
|
||||
|
||||
if k_id <= 0 or st_id <= 0:
|
||||
continue
|
||||
|
||||
# 从Redis获取持仓数据
|
||||
positions = await self._get_positions_from_redis(k_id, exchange_id)
|
||||
|
||||
# 同步到数据库
|
||||
if positions:
|
||||
success = self._sync_positions_to_db(k_id, st_id, positions)
|
||||
if success:
|
||||
logger.debug(f"持仓同步成功: k_id={k_id}, 持仓数={len(positions)}")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"同步账号 {k_id_str} 持仓失败: {e}")
|
||||
continue
|
||||
|
||||
logger.info("持仓数据同步完成")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"持仓同步失败: {e}")
|
||||
|
||||
async def _get_positions_from_redis(self, k_id: int, exchange_id: str) -> List[Dict]:
|
||||
"""从Redis获取持仓数据"""
|
||||
try:
|
||||
redis_key = f"{exchange_id}:positions:{k_id}"
|
||||
redis_data = self.redis_client.client.hget(redis_key, 'positions')
|
||||
|
||||
if not redis_data:
|
||||
return []
|
||||
|
||||
positions = json.loads(redis_data)
|
||||
|
||||
# 添加账号信息
|
||||
for position in positions:
|
||||
position['k_id'] = k_id
|
||||
|
||||
return positions
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"获取Redis持仓数据失败: k_id={k_id}, error={e}")
|
||||
return []
|
||||
|
||||
def _sync_positions_to_db(self, k_id: int, st_id: int, positions_data: List[Dict]) -> bool:
|
||||
"""同步持仓数据到数据库"""
|
||||
session = self.db_manager.get_session()
|
||||
try:
|
||||
# 使用批量优化方案
|
||||
from sqlalchemy.dialects.mysql import insert
|
||||
|
||||
# 准备数据
|
||||
insert_data = []
|
||||
keep_keys = set() # 需要保留的(symbol, side)组合
|
||||
|
||||
for pos_data in positions_data:
|
||||
try:
|
||||
# 转换数据（这里需要实现转换逻辑）
|
||||
pos_dict = self._convert_position_data(pos_data)
|
||||
if not all([pos_dict.get('symbol'), pos_dict.get('side')]):
|
||||
continue
|
||||
|
||||
# 重命名qty为sum
|
||||
if 'qty' in pos_dict:
|
||||
pos_dict['sum'] = pos_dict.pop('qty')
|
||||
|
||||
insert_data.append(pos_dict)
|
||||
keep_keys.add((pos_dict['symbol'], pos_dict['side']))
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"转换持仓数据失败: {pos_data}, error={e}")
|
||||
continue
|
||||
|
||||
with session.begin():
|
||||
if not insert_data:
|
||||
# 清空该账号持仓
|
||||
session.execute(
|
||||
delete(StrategyPosition).where(
|
||||
and_(
|
||||
StrategyPosition.k_id == k_id,
|
||||
StrategyPosition.st_id == st_id
|
||||
)
|
||||
)
|
||||
)
|
||||
return True
|
||||
|
||||
# 批量插入/更新
|
||||
stmt = insert(StrategyPosition.__table__).values(insert_data)
|
||||
|
||||
update_dict = {
|
||||
'price': stmt.inserted.price,
|
||||
'sum': stmt.inserted.sum,
|
||||
'asset_num': stmt.inserted.asset_num,
|
||||
'asset_profit': stmt.inserted.asset_profit,
|
||||
'leverage': stmt.inserted.leverage,
|
||||
'uptime': stmt.inserted.uptime,
|
||||
'profit_price': stmt.inserted.profit_price,
|
||||
'stop_price': stmt.inserted.stop_price,
|
||||
'liquidation_price': stmt.inserted.liquidation_price
|
||||
}
|
||||
|
||||
stmt = stmt.on_duplicate_key_update(**update_dict)
|
||||
session.execute(stmt)
|
||||
|
||||
# 删除多余持仓
|
||||
if keep_keys:
|
||||
existing_positions = session.execute(
|
||||
select(StrategyPosition).where(
|
||||
and_(
|
||||
StrategyPosition.k_id == k_id,
|
||||
StrategyPosition.st_id == st_id
|
||||
)
|
||||
)
|
||||
).scalars().all()
|
||||
|
||||
to_delete_ids = []
|
||||
for existing in existing_positions:
|
||||
key = (existing.symbol, existing.side)
|
||||
if key not in keep_keys:
|
||||
to_delete_ids.append(existing.id)
|
||||
|
||||
if to_delete_ids:
|
||||
session.execute(
|
||||
delete(StrategyPosition).where(
|
||||
StrategyPosition.id.in_(to_delete_ids)
|
||||
)
|
||||
)
|
||||
|
||||
return True
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"同步持仓到数据库失败: k_id={k_id}, error={e}")
|
||||
return False
|
||||
finally:
|
||||
session.close()
|
||||
|
||||
def _convert_position_data(self, data: Dict) -> Dict:
|
||||
"""转换持仓数据格式"""
|
||||
# 这里实现具体的转换逻辑
|
||||
return {
|
||||
'st_id': int(data.get('st_id', 0)),
|
||||
'k_id': int(data.get('k_id', 0)),
|
||||
'asset': 'USDT',
|
||||
'symbol': data.get('symbol', ''),
|
||||
'side': data.get('side', ''),
|
||||
'price': float(data.get('price', 0)) if data.get('price') is not None else None,
|
||||
'qty': float(data.get('qty', 0)) if data.get('qty') is not None else None,
|
||||
'asset_num': float(data.get('asset_num', 0)) if data.get('asset_num') is not None else None,
|
||||
'asset_profit': float(data.get('asset_profit', 0)) if data.get('asset_profit') is not None else None,
|
||||
'leverage': int(data.get('leverage', 0)) if data.get('leverage') is not None else None,
|
||||
'uptime': int(data.get('uptime', 0)) if data.get('uptime') is not None else None,
|
||||
'profit_price': float(data.get('profit_price', 0)) if data.get('profit_price') is not None else None,
|
||||
'stop_price': float(data.get('stop_price', 0)) if data.get('stop_price') is not None else None,
|
||||
'liquidation_price': float(data.get('liquidation_price', 0)) if data.get('liquidation_price') is not None else None
|
||||
}
|
||||
Reference in New Issue
Block a user