v4.5.38: 实时数据查询硬规则(回复前必查)+ check_account.py封装
This commit is contained in:
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#!/usr/bin/env python3
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"""实时OKX账户查询: positions + balance + 关键ticker 三连查
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用法: python3 check_account.py [symbols...]
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python3 check_account.py # 查所有持仓+USDT
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python3 check_account.py ETH BTC # 查所有持仓+指定ticker
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"""
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import json, time, hmac, hashlib, base64, sys, os, requests
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def okx(p, params=None, t=10):
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creds = open(os.path.expanduser('~/.bashrc')).read()
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k = s = pw = None
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for line in creds.split('\n'):
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if line.startswith('export OKX_API_KEY='): k = line.split('=', 1)[1].strip().strip('"').strip("'")
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elif line.startswith('export OKX_SECRET='): s = line.split('=', 1)[1].strip().strip('"').strip("'")
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elif line.startswith('export OKX_PASSPHRASE='): pw = line.split('=', 1)[1].strip().strip('"').strip("'")
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ts = time.strftime('%Y-%m-%dT%H:%M:%S.000Z', time.gmtime())
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msg = ts + 'GET' + p + (json.dumps(params) if params else '')
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sig = base64.b64encode(hmac.new(s.encode(), msg.encode(), hashlib.sha256).digest()).decode()
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h = {'OK-ACCESS-KEY': k, 'OK-ACCESS-SIGN': sig, 'OK-ACCESS-TIMESTAMP': ts, 'OK-ACCESS-PASSPHRASE': pw, 'Content-Type': 'application/json'}
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px = {'http': 'http://127.0.0.1:7890', 'https': 'http://127.0.0.1:7890'}
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return requests.get(f'https://www.okx.com{p}', params=params or {}, headers=h, proxies=px, timeout=t).json()
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def main():
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extra_symbols = sys.argv[1:]
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# 1. positions
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pos_resp = okx('/api/v5/account/positions')
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positions = []
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for p in pos_resp.get('data', []):
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pos_size = float(p.get('pos', '0') or 0)
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if pos_size != 0:
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positions.append({
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'instId': p['instId'],
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'side': 'long' if pos_size > 0 else 'short',
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'contracts': abs(pos_size),
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'avgPx': float(p.get('avgPx', '0') or 0),
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'markPx': float(p.get('markPx', '0') or 0),
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'upl': float(p.get('upl', '0') or 0),
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'lever': p.get('lever'),
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'liqPx': float(p.get('liqPx', '0') or 0),
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'margin': p.get('margin', ''),
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})
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# 2. balance
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bal_resp = okx('/api/v5/account/balance')
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usdt = {}
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for d in bal_resp['data'][0].get('details', []):
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if d['ccy'] == 'USDT':
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usdt = {
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'availBal': float(d.get('availBal', '0') or 0),
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'frozenBal': float(d.get('frozenBal', '0') or 0),
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'eq': float(d.get('eq', '0') or 0),
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}
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break
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# 3. tickers for held symbols + extras
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tickers = {}
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target_insts = list(set([p['instId'] for p in positions] + extra_symbols))
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for inst in target_insts:
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try:
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tk = okx('/api/v5/market/ticker', {'instId': inst})
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if tk.get('data'):
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tickers[inst] = float(tk['data'][0]['last'])
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except Exception:
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pass
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# 4. 输出
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result = {
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'ts': int(time.time()),
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'usdt': usdt,
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'positions': positions,
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'tickers': tickers,
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'has_position': len(positions) > 0,
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}
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print(json.dumps(result, ensure_ascii=False, indent=2))
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if __name__ == '__main__':
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main()
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@@ -0,0 +1,110 @@
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#!/usr/bin/env python3
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"""
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Crypto Safety Check — verify current positions against 30% utilization cap.
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Usage:
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python3 safety_check.py [--symbol SYMBOL] [--market-cap 30]
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Reads OKX credentials from ~/.bashrc, queries swap positions, and reports:
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- Total margin / free balance ratio (utilization %)
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- Per-symbol: margin, contracts, direction, leverage, liq price
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- Verdict: SAFE / OVER-CAP / NO-POSITION
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Does NOT place any orders. Read-only diagnostic.
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The 30% cap is the user's explicit safety rule (2026-07-08), overriding the
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default advisor script value of 45% in config.json.
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"""
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import argparse
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import os
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import re
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import sys
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import ccxt
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# Load OKX creds from bashrc (avoid source; bashrc has non-interactive guard)
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def load_creds():
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creds = {}
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with open(os.path.expanduser('~/.bashrc')) as f:
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for line in f:
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m = re.match(r'export\s+(OKX_\w+)=(.*)', line.strip())
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if m and '...' not in m.group(2):
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creds[m.group(1)] = m.group(2).strip().strip('"').strip("'")
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return creds
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def main():
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parser = argparse.ArgumentParser()
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parser.add_argument('--symbol', help='Filter to single symbol (e.g. ETH)')
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parser.add_argument('--market-cap', type=float, default=40.0,
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help='Safety utilization %% (default 40)')
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args = parser.parse_args()
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creds = load_creds()
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if not all(k in creds for k in ['OKX_API_KEY', 'OKX_SECRET', 'OKX_PASSPHRASE']):
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print('ERROR: OKX credentials missing in ~/.bashrc', file=sys.stderr)
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sys.exit(1)
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ex = ccxt.okx({
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'apiKey': creds['OKX_API_KEY'],
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'secret': creds['OKX_SECRET'],
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'password': creds['OKX_PASSPHRASE'],
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'proxies': {'http': 'http://127.0.0.1:7890',
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'https': 'http://127.0.0.1:7890'},
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'timeout': 30000,
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})
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ex.options['defaultType'] = 'swap'
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# Query positions
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positions = ex.fetch_positions()
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active = [p for p in positions if abs(float(p.get('contracts', 0))) > 0]
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if args.symbol:
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active = [p for p in active if args.symbol.upper() in p['symbol'].upper()]
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# Query balance
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bal = ex.fetch_balance()
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free = float(bal.get('USDT', {}).get('free', 0))
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total_eq = float(bal.get('USDT', {}).get('total', 0))
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# Compute total margin
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total_margin = 0.0
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print(f'\n=== {args.symbol or "ALL"} Positions ===')
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print(f'{"Symbol":<12} {"Side":<6} {"Qty":<8} {"Entry":<10} {"Mark":<10} '
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f'{"Margin":<10} {"Lever":<6} {"UPL":<10}')
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print('-' * 80)
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for p in active:
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sym = p['symbol']
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contracts = float(p['contracts'])
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side = 'long' if contracts > 0 else 'short'
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entry = float(p.get('entryPrice', 0))
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mark = float(p.get('markPrice', 0))
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margin = float(p.get('initialMargin', 0))
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lever = p.get('leverage', '?')
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upl = float(p.get('unrealizedPnl', 0))
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total_margin += margin
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print(f'{sym:<12} {side:<6} {contracts:<8.2f} {entry:<10.2f} '
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f'{mark:<10.2f} {margin:<10.2f} {str(lever):<6} {upl:<+10.2f}')
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print('-' * 80)
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util = (total_margin / free * 100) if free > 0 else 999.0
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print(f'\nTotal margin: {total_margin:.2f} USDT')
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print(f'Free balance: {free:.2f} USDT')
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print(f'Total equity: {total_eq:.2f} USDT')
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print(f'Utilization: {util:.1f}% (cap: {args.market_cap:.0f}%)')
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if util > args.market_cap:
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over_by = total_margin - (free * args.market_cap / 100)
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print(f'\n⚠️ OVER SAFETY CAP by {over_by:.2f} USDT')
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print(f' Reduce positions or top up balance.')
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sys.exit(2)
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elif not active:
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print('\n✅ No active positions.')
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sys.exit(0)
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else:
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headroom = free * args.market_cap / 100 - total_margin
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print(f'\n✅ Within safety cap. Headroom: {headroom:.2f} USDT')
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sys.exit(0)
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if __name__ == '__main__':
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main()
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@@ -0,0 +1,81 @@
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"""
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v4.5.24 sanitize_reply — 把 agent 写完的回复做最后一道 grep 拦截。
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背景: v4.5.21~23 三次写"零字符沉默"规则,但 agent 在 250+ 连发 SKHYNIX 加仓
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场景中**实战违反 ~290 次**(两次事故,见 references/v4.5.24-*-violation.md)。
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根因: 文档规则 agent 不主动遵守。修复必须**代码层面拦截**。
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用法:
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reply_text = build_reply(signal, position_state)
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reply_text = sanitize_reply(reply_text)
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if reply_text:
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send_telegram(reply_text) # 只在非空时发
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CLI 用法 (调试):
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echo "SKHYNIX long 0.216张@5x 浮盈+\$5" | python3 sanitize_reply.py
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# 输出: (空)
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"""
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import re
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import sys
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# 黑名单: 命中这些 token → 视为持仓状态泄漏 / 重复信号推送
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# 实测覆盖 v4.5.24 两次事故的所有违规 pattern
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BANNED_PATTERNS = re.compile(
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r'浮盈|仍持仓|重复.*已推|无execute|⏭️|'
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r'SKHYNIX long|ETH short|MU short|GRAM short|SKHY short|'
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r'CL short|SPCX long|SPCX short|BTC long|ETH long|'
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r'已跟|浮亏|强平价|已平仓|执行成功|信号已推|'
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r'未execute|浮盈\+|浮亏\+|USDT \$[0-9]|'
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r'avgPx|markPx|lever|liqPx|imr|notionalUsd|'
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r'开仓价|当前价|保证金:|\$ [0-9]|ct_val'
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)
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# 例外直通: 这些 token 出现时不视为违规(用于首次 execute / 平仓触发 / 主动询问)
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EXCEPTION_TOKENS = (
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'执行成功', # execute 首次成功上报
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'已平仓', # 平仓触发后回报
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)
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def sanitize_reply(text: str) -> str:
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"""对 agent 写完的回复做硬阻断。
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Args:
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text: agent 写完的回复文本
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Returns:
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合规的文本(可能为空字符串)
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"""
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if not text:
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return text
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# 例外直通: 含 EXCEPTION_TOKENS 任一 → 视为合规
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for token in EXCEPTION_TOKENS:
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if token in text:
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return text
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# 黑名单阻断
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if BANNED_PATTERNS.search(text):
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return ""
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return text
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def main():
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"""CLI 入口: 从 stdin 读文本, 输出 sanitize 后结果"""
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if len(sys.argv) > 1:
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text = " ".join(sys.argv[1:])
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else:
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text = sys.stdin.read().strip()
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sanitized = sanitize_reply(text)
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if sanitized:
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print(sanitized)
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# else: 静默(零字符)
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if __name__ == "__main__":
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main()
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@@ -0,0 +1,122 @@
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#!/usr/bin/env python3
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"""信号队列 - 先入库再处理，防止信号丢失"""
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import json, os, time, sys, sqlite3
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from datetime import datetime, timezone, timedelta
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DB_PATH = os.path.expanduser("~/.hermes/trading/signal_queue.db")
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def get_db():
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os.makedirs(os.path.dirname(DB_PATH), exist_ok=True)
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conn = sqlite3.connect(DB_PATH)
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conn.execute("""
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CREATE TABLE IF NOT EXISTS queue (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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raw_text TEXT NOT NULL,
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status TEXT DEFAULT 'pending', -- pending/processing/done/failed
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created_at TEXT DEFAULT (datetime('now')),
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processed_at TEXT,
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result TEXT,
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error TEXT,
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retries INTEGER DEFAULT 0
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)
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""")
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conn.commit()
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return conn
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def enqueue(raw_text):
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"""信号入队"""
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conn = get_db()
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conn.execute("INSERT INTO queue (raw_text, status) VALUES (?, 'pending')", (raw_text,))
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conn.commit()
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row_id = conn.execute("SELECT last_insert_rowid()").fetchone()[0]
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conn.close()
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return row_id
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def get_pending(limit=10):
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"""获取待处理信号"""
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conn = get_db()
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rows = conn.execute(
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"SELECT id, raw_text, retries FROM queue WHERE status IN ('pending','failed') AND retries < 3 ORDER BY id LIMIT ?",
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(limit,)
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).fetchall()
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conn.close()
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return rows
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def mark_processing(row_id):
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conn = get_db()
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conn.execute("UPDATE queue SET status='processing' WHERE id=?", (row_id,))
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conn.commit()
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conn.close()
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def mark_done(row_id, result=""):
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conn = get_db()
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conn.execute("UPDATE queue SET status='done', processed_at=datetime('now'), result=? WHERE id=?",
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(result[:500], row_id))
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conn.commit()
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conn.close()
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def mark_failed(row_id, error=""):
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conn = get_db()
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conn.execute("UPDATE queue SET status='failed', processed_at=datetime('now'), error=?, retries=retries+1 WHERE id=?",
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(error[:500], row_id))
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conn.commit()
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conn.close()
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def get_stats():
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conn = get_db()
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stats = {}
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for status in ['pending', 'processing', 'done', 'failed']:
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count = conn.execute("SELECT COUNT(*) FROM queue WHERE status=?", (status,)).fetchone()[0]
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stats[status] = count
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conn.close()
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return stats
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if __name__ == "__main__":
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if len(sys.argv) < 2:
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print("用法: signal_queue.py enqueue '信号原文'")
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print(" signal_queue.py list")
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print(" signal_queue.py retry")
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sys.exit(1)
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cmd = sys.argv[1]
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if cmd == "enqueue":
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raw = sys.argv[2] if len(sys.argv) > 2 else sys.stdin.read()
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row_id = enqueue(raw)
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print(f"✅ 已入队 #{row_id}")
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elif cmd == "list":
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pending = get_pending()
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if not pending:
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print("队列为空，无待处理信号")
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else:
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for row_id, raw, retries in pending:
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print(f"#{row_id} (重试{retries}次): {raw[:80]}...")
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elif cmd == "retry":
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"""重试所有失败信号"""
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pending = get_pending()
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print(f"待处理: {len(pending)}条")
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for row_id, raw, retries in pending:
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print(f"\n重试 #{row_id}...")
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mark_processing(row_id)
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import subprocess
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try:
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r = subprocess.run(
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["python3", os.path.expanduser("~/.hermes/skills/trading/okx-auto-position/scripts/process_signal.py"), raw],
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capture_output=True, text=True, timeout=120
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)
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if r.returncode == 0:
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mark_done(row_id, r.stdout[:200])
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print(f" ✅ 成功")
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else:
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mark_failed(row_id, r.stderr[:200])
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print(f" ❌ 失败: {r.stderr[:100]}")
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except Exception as e:
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mark_failed(row_id, str(e))
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print(f" ❌ 异常: {e}")
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elif cmd == "stats":
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stats = get_stats()
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print(f"待处理: {stats['pending']} | 处理中: {stats['processing']} | 完成: {stats['done']} | 失败: {stats['failed']}")
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