sanguo_vnpy_v2/sanguo_web/api/routes/trades.py

"""
成交监控路由
处理成交记录查询
"""
from fastapi import APIRouter, Depends, HTTPException, status
from typing import List, Optional
from datetime import datetime
import logging

from ..deps import get_current_user, get_vn_service

logger = logging.getLogger(__name__)

router = APIRouter()


@router.get("/", response_model=List[dict])
async def get_all_trades(
    current_user: dict = Depends(get_current_user),
    vn_service=Depends(get_vn_service)
):
    """
    获取所有成交记录

    返回所有成交记录，包括成交号、委托号、合约代码、方向、开平、价格、数量、时间等信息
    """
    trades = await vn_service.get_trades()

    return [
        {
            "tradeid": t.get("trade_id", ""),
            "orderid": t.get("order_id", ""),
            "symbol": t.get("symbol", ""),
            "exchange": t.get("exchange", ""),
            "direction": t.get("direction", ""),
            "offset": t.get("offset", ""),
            "price": t.get("price", 0.0),
            "volume": t.get("volume", 0),
            "datetime": _format_datetime(t.get("time")),
            "gateway_name": t.get("gateway_name", ""),
        }
        for t in trades
    ]


@router.get("/latest", response_model=List[dict])
async def get_latest_trades(
    limit: int = 50,
    current_user: dict = Depends(get_current_user),
    vn_service=Depends(get_vn_service)
):
    """
    获取最新的成交记录

    - **limit**: 返回记录数量，默认 50 条
    """
    trades = await vn_service.get_trades()

    # 按时间降序排序，取最新的 limit 条
    sorted_trades = sorted(
        trades,
        key=lambda x: x.get("time", datetime.min),
        reverse=True
    )[:limit]

    return [
        {
            "tradeid": t.get("trade_id", ""),
            "orderid": t.get("order_id", ""),
            "symbol": t.get("symbol", ""),
            "exchange": t.get("exchange", ""),
            "direction": t.get("direction", ""),
            "offset": t.get("offset", ""),
            "price": t.get("price", 0.0),
            "volume": t.get("volume", 0),
            "datetime": _format_datetime(t.get("time")),
            "gateway_name": t.get("gateway_name", ""),
        }
        for t in sorted_trades
    ]


@router.get("/order/{vt_orderid}", response_model=List[dict])
async def get_trades_by_order(
    vt_orderid: str,
    current_user: dict = Depends(get_current_user),
    vn_service=Depends(get_vn_service)
):
    """
    获取指定委托的所有成交记录

    - **vt_orderid**: 委托号（格式：gateway_name.orderid）
    """
    all_trades = await vn_service.get_trades()

    filtered_trades = [
        t for t in all_trades
        if t.get("order_id", "") == vt_orderid
    ]

    return [
        {
            "tradeid": t.get("trade_id", ""),
            "orderid": t.get("order_id", ""),
            "symbol": t.get("symbol", ""),
            "exchange": t.get("exchange", ""),
            "direction": t.get("direction", ""),
            "offset": t.get("offset", ""),
            "price": t.get("price", 0.0),
            "volume": t.get("volume", 0),
            "datetime": _format_datetime(t.get("time")),
            "gateway_name": t.get("gateway_name", ""),
        }
        for t in filtered_trades
    ]


@router.get("/symbol/{symbol}", response_model=List[dict])
async def get_trades_by_symbol(
    symbol: str,
    current_user: dict = Depends(get_current_user),
    vn_service=Depends(get_vn_service)
):
    """
    获取指定合约的所有成交记录

    - **symbol**: 合约代码
    """
    all_trades = await vn_service.get_trades()

    filtered_trades = [
        t for t in all_trades
        if t.get("symbol", "") == symbol
    ]

    return [
        {
            "tradeid": t.get("trade_id", ""),
            "orderid": t.get("order_id", ""),
            "symbol": t.get("symbol", ""),
            "exchange": t.get("exchange", ""),
            "direction": t.get("direction", ""),
            "offset": t.get("offset", ""),
            "price": t.get("price", 0.0),
            "volume": t.get("volume", 0),
            "datetime": _format_datetime(t.get("time")),
            "gateway_name": t.get("gateway_name", ""),
        }
        for t in filtered_trades
    ]


def _format_datetime(dt: Optional[datetime]) -> str:
    """格式化 datetime 对象为字符串"""
    if dt is None:
        return ""
    if isinstance(dt, datetime):
        return dt.strftime("%Y-%m-%d %H:%M:%S")
    return str(dt)


__all__ = ["router"]