claude_dev
eff9ed2ae9
- 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)
116 lines
3.8 KiB
Python
116 lines
3.8 KiB
Python
"""D-1 实盘 bridge MVP：FastAPI 4 接口（health/order/account/positions）。
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监听 127.0.0.1:8765，启动时连 miniQMT（连不上不崩溃，/health 报 disconnected）。
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xtquant 调用照搬 check_xtquant.py 验证过的模式（封装在 xt_gateway.py）。
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token 鉴权（auth.py），/health 豁免。
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启动：uvicorn bridge:app --host 127.0.0.1 --port 8765
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"""
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import logging
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from contextlib import asynccontextmanager
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from typing import Literal
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from fastapi import Depends, FastAPI
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from pydantic import BaseModel, Field
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from auth import verify_token
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from xt_gateway import gateway
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logging.basicConfig(
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level=logging.INFO,
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format="%(asctime)s %(levelname)s %(name)s %(message)s",
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)
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logger = logging.getLogger(__name__)
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# ===== 请求模型 =====
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class OrderRequest(BaseModel):
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"""下单请求（sanguo 格式代码 sh600000/sz000001）。"""
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code: str = Field(..., examples=["sh600000"])
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action: Literal["buy", "sell"]
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price: float = Field(..., gt=0, examples=[10.50])
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volume: int = Field(..., gt=0, examples=[100])
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price_type: Literal["limit", "market"] = "limit"
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reason: str | None = None
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# ===== 生命周期 =====
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@asynccontextmanager
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async def lifespan(_app: FastAPI):
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"""启动时连接 miniQMT；连不上不阻塞服务。"""
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ok = gateway.connect()
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if not ok:
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logger.warning("miniQMT 连接失败，服务继续运行（/health 报 disconnected）")
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yield
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# shutdown: 无资源需释放（xtquant.stop 由 miniQMT 管控）
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app = FastAPI(title="sanguo QMT bridge", version="0.1.0", lifespan=lifespan)
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# ===== 接口 =====
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@app.get("/health")
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async def health() -> dict:
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"""健康检查（无需鉴权，供 frpc/Caddy 探活）。"""
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return {"status": "ok", "miniqmt_connected": gateway.connected}
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@app.post("/order", dependencies=[Depends(verify_token)])
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async def place_order(req: OrderRequest) -> dict:
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"""下单 -> {ok, order_id?} 或 {ok:false, error}。"""
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if not gateway.connected:
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return {"ok": False, "error": "miniQMT 未连接"}
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logger.info(
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"下单请求 code=%s action=%s price=%s volume=%s type=%s reason=%s",
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req.code, req.action, req.price, req.volume, req.price_type, req.reason,
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)
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try:
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order_id = gateway.place_order(
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code=req.code,
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action=req.action,
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price=req.price,
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volume=req.volume,
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price_type=req.price_type,
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)
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except (ValueError, RuntimeError) as e:
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return {"ok": False, "error": str(e)}
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except Exception as e:
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logger.error("下单异常: %s", e)
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return {"ok": False, "error": f"下单异常: {e}"}
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if order_id <= 0:
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return {"ok": False, "error": f"报单失败 order_id={order_id}"}
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logger.info("下单成功 order_id=%s code=%s action=%s", order_id, req.code, req.action)
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return {"ok": True, "order_id": order_id}
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@app.get("/account", dependencies=[Depends(verify_token)])
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async def query_account() -> dict:
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"""查资金 -> {ok, cash, frozen, market_value, total} 或 {ok:false, error}。"""
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if not gateway.connected:
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return {"ok": False, "error": "miniQMT 未连接"}
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try:
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data = gateway.query_account()
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except Exception as e:
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logger.error("查资金异常: %s", e)
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return {"ok": False, "error": f"查询异常: {e}"}
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return {"ok": True, **data}
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@app.get("/positions", dependencies=[Depends(verify_token)])
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async def query_positions() -> dict:
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"""查持仓 -> {ok, positions:[...]} 或 {ok:false, error}。"""
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if not gateway.connected:
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return {"ok": False, "error": "miniQMT 未连接"}
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try:
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positions = gateway.query_positions()
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except Exception as e:
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logger.error("查持仓异常: %s", e)
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return {"ok": False, "error": f"查询异常: {e}"}
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return {"ok": True, "positions": positions}
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