feat(bridge): D-1 bridge MVP—FastAPI 4接口(xtquant封装+token鉴权+sh/sz代码转换)
- bridge.py: lifespan连miniQMT, health/order/account/positions, 连不上不崩 - xt_gateway.py: xtquant单例封装(延迟import), 照搬check_xtquant验证模式 - auth.py: X-Bridge-Token校验(hmac防时序攻击), 未配token返回503不裸奔 - requirements.txt(fastapi+uvicorn) + README.md(Windows部署步骤) 安全: 无硬编码secret, token/userdata/account均走环境变量(grep验证CLEAN)
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"""xtquant 网关封装：单例 trader，连接 miniQMT 客户端。
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照搬 check_xtquant.py 验证过的 xtquant 调用模式：
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- XtQuantTrader(userdata, session_id) -> start() -> connect()
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- StockAccount(account_id) -> subscribe(account)
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- query_stock_asset / query_stock_positions / order_stock
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启动时连接 miniQMT；连不上不崩溃，bridge /health 报 disconnected。
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所有 xtquant import 延迟到 connect() 内部（Mac/NAS 无 xtquant 时模块仍可加载）。
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"""
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import logging
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import os
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from typing import Any
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logger = logging.getLogger(__name__)
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# ===== 配置（环境变量优先，fallback 到 check_xtquant.py 默认值）=====
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MINIQMT_USERDATA = os.environ.get(
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"MINIQMT_USERDATA",
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r"D:\国金QMT交易端模拟\userdata_mini",
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)
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ACCOUNT_ID = os.environ.get("ACCOUNT_ID", "66639661")
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SESSION_ID = int(os.environ.get("BRIDGE_SESSION_ID", "20260710"))
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# ===== 代码格式转换 =====
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def to_xtquant_code(code: str) -> str:
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"""sanguo 格式(sh600000/sz000001) -> xtquant 格式(600000.SH/000001.SZ)。"""
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code = code.strip().lower()
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if "." in code:
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return code.upper()
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if code.startswith("sh"):
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return f"{code[2:]}.SH"
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if code.startswith("sz"):
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return f"{code[2:]}.SZ"
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raise ValueError(f"无法识别的股票代码格式: {code}")
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def to_sanguo_code(code: str) -> str:
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"""xtquant 格式(600000.SH/000001.SZ) -> sanguo 格式(sh600000/sz000001)。"""
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code = code.strip()
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if "." not in code:
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raise ValueError(f"无法识别的 xtquant 代码格式: {code}")
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symbol, market = code.split(".", 1)
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return f"{market.lower()}{symbol}"
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# ===== 网关 =====
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class XtGateway:
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"""xtquant 单例网关，封装 connect/query/place_order。
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connected 属性供 bridge /health 查询；未连接时 query/place_order 抛 RuntimeError。
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"""
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def __init__(self) -> None:
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self._xt: Any = None
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self._account: Any = None
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self._connected: bool = False
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@property
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def connected(self) -> bool:
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"""miniQMT 是否已连接。"""
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return self._connected
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def connect(self) -> bool:
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"""连接 miniQMT 客户端。失败记日志不崩溃，返回 False。"""
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try:
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from xtquant import xttrader
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from xtquant.xttype import StockAccount
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except ImportError as e:
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logger.error("xtquant import 失败（检查 site-packages）: %s", e)
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self._connected = False
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return False
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try:
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xt = xttrader.XtQuantTrader(MINIQMT_USERDATA, SESSION_ID)
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xt.start()
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ret = xt.connect()
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if ret != 0:
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logger.error(
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"xtquant connect 返回 %s（miniQMT 未登录或路径错误）", ret,
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)
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self._connected = False
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return False
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account = StockAccount(ACCOUNT_ID)
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try:
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xt.subscribe(account)
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except Exception as e:
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logger.warning("subscribe 异常（可忽略，继续）: %s", e)
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self._xt = xt
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self._account = account
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self._connected = True
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logger.info("xtquant 连接成功 account=%s", ACCOUNT_ID)
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return True
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except Exception as e:
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logger.error("xtquant 连接异常: %s", e)
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self._connected = False
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return False
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def query_account(self) -> dict[str, float]:
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"""查资金：{cash, frozen, market_value, total}。"""
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if not self._connected:
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raise RuntimeError("xtquant 未连接")
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asset = self._xt.query_stock_asset(self._account)
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if asset is None:
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raise RuntimeError("query_stock_asset 返回空（账户ID/权限问题）")
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return {
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"cash": float(asset.cash),
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"frozen": float(asset.frozen_cash),
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"market_value": float(asset.market_value),
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"total": float(asset.total_asset),
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}
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def query_positions(self) -> list[dict[str, Any]]:
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"""查持仓：[{code, volume, can_use, avg_price}]，code 已转 sanguo 格式。"""
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if not self._connected:
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raise RuntimeError("xtquant 未连接")
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positions = self._xt.query_stock_positions(self._account) or []
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return [
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{
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"code": to_sanguo_code(p.stock_code),
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"volume": int(p.volume),
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"can_use": int(p.can_use_volume),
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"avg_price": float(p.avg_price),
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}
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for p in positions
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]
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def place_order(
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self,
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code: str,
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action: str,
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price: float,
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volume: int,
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price_type: str = "limit",
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) -> int:
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"""下单，返回 order_id（>0 = 报单成功）。
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Args:
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code: sanguo 格式(sh600000/sz000001)，内部转 xtquant 格式。
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action: "buy" / "sell"。
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price: 委托价格（市价单忽略）。
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volume: 委托数量（股）。
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price_type: "limit"(限价 FIX_PRICE) / "market"(市价最新 LATEST_PRICE)。
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Raises:
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ValueError: action/price_type/code 不合法。
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RuntimeError: xtquant 未连接。
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"""
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if not self._connected:
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raise RuntimeError("xtquant 未连接")
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from xtquant import xtconstant
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order_type = (
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xtconstant.STOCK_BUY if action == "buy" else xtconstant.STOCK_SELL
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)
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xt_price_type = (
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xtconstant.FIX_PRICE
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if price_type == "limit"
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else xtconstant.LATEST_PRICE
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)
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xt_code = to_xtquant_code(code)
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order_id = self._xt.order_stock(
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self._account,
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xt_code,
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order_type,
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volume,
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xt_price_type,
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price,
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"sanguo_bridge",
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"",
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)
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return int(order_id)
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# 模块级单例（bridge.py 启动时调 connect）
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gateway = XtGateway()
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