kaq-quant-common 0.2.16__py3-none-any.whl → 0.2.18__py3-none-any.whl

kaq_quant_common/api/rest/instruction/helper/commission_helper.py

@@ -1,141 +1,141 @@
-import json
-import pandas as pd
-from typing import Optional
-
-from kaq_quant_common.utils import logger_utils
-
-
-class CommissionHelper:
-    """手续费助手，用于从Redis加载和获取交易对的手续费率"""
-
-    def __init__(self, ins_server):
-        # 必须放在这里 延迟引入，否则会有循环引用问题
-        from kaq_quant_common.api.rest.instruction.instruction_server_base import (
-            InstructionServerBase,
-        )
-
-        self._server: InstructionServerBase = ins_server
-        self._logger = logger_utils.get_logger(self)
-
-        # 手续费数据缓存
-        self._commission_data: Optional[pd.DataFrame] = None
-        # 是否已加载
-        self._loaded = False
-
-    def _load_commission_rates(self):
-        """从Redis加载手续费率数据"""
-        if self._loaded:
-            return
-
-        redis = self._server._redis
-        if redis is None:
-            self._logger.warning("Redis未配置，无法加载手续费率")
-            return
-
-        exchange = self._server._exchange
-        # 组装Redis key，格式: kaq_{exchange}_futures_commission_rate
-        redis_key = f"kaq_{exchange}_futures_commission_rate"
-
-        try:
-            self._logger.info(f"Loading commission rates from Redis key: {redis_key}")
-            # 从Redis读取list数据
-            data_list = redis.lrange(redis_key)
-            
-            if data_list is not None and not data_list.empty:
-                self._commission_data = data_list
-                self._loaded = True
-                self._logger.info(
-                    f"Successfully loaded {len(self._commission_data)} commission rates"
-                )
-            else:
-                self._logger.warning(f"No commission rate data found in Redis key: {redis_key}")
-        except Exception as e:
-            self._logger.error(f"Failed to load commission rates from Redis: {e}")
-
-    def get_taker_commission_rate(self, symbol: str, default_rate: float = 0.0005) -> float:
-        """
-        获取指定交易对的taker手续费率
-
-        Args:
-            symbol: 交易对，如 BTCUSDT
-            default_rate: 默认手续费率，如果获取失败则使用该值
-
-        Returns:
-            float: taker手续费率
-        """
-        # 如果还没加载，先加载
-        if not self._loaded:
-            self._load_commission_rates()
-
-        # 如果还是没有数据，返回默认值
-        if self._commission_data is None or self._commission_data.empty:
-            self._logger.warning(
-                f"Commission data not available, using default rate: {default_rate}"
-            )
-            return default_rate
-
-        try:
-            # 从DataFrame中查找对应的symbol
-            matched = self._commission_data[self._commission_data["symbol"] == symbol]
-            
-            if not matched.empty:
-                rate = float(matched.iloc[0]["takerCommissionRate"])
-                self._logger.debug(f"Found taker commission rate for {symbol}: {rate}")
-                return rate
-            else:
-                self._logger.warning(
-                    f"Symbol {symbol} not found in commission data, using default rate: {default_rate}"
-                )
-                return default_rate
-        except Exception as e:
-            self._logger.error(
-                f"Error getting commission rate for {symbol}: {e}, using default rate: {default_rate}"
-            )
-            return default_rate
-
-    def get_maker_commission_rate(self, symbol: str, default_rate: float = 0.0002) -> float:
-        """
-        获取指定交易对的maker手续费率
-
-        Args:
-            symbol: 交易对，如 BTCUSDT
-            default_rate: 默认手续费率，如果获取失败则使用该值
-
-        Returns:
-            float: maker手续费率
-        """
-        # 如果还没加载，先加载
-        if not self._loaded:
-            self._load_commission_rates()
-
-        # 如果还是没有数据，返回默认值
-        if self._commission_data is None or self._commission_data.empty:
-            self._logger.warning(
-                f"Commission data not available, using default rate: {default_rate}"
-            )
-            return default_rate
-
-        try:
-            # 从DataFrame中查找对应的symbol
-            matched = self._commission_data[self._commission_data["symbol"] == symbol]
-            
-            if not matched.empty:
-                rate = float(matched.iloc[0]["makerCommissionRate"])
-                self._logger.debug(f"Found maker commission rate for {symbol}: {rate}")
-                return rate
-            else:
-                self._logger.warning(
-                    f"Symbol {symbol} not found in commission data, using default rate: {default_rate}"
-                )
-                return default_rate
-        except Exception as e:
-            self._logger.error(
-                f"Error getting commission rate for {symbol}: {e}, using default rate: {default_rate}"
-            )
-            return default_rate
-
-    def reload(self):
-        """重新加载手续费率数据"""
-        self._loaded = False
-        self._commission_data = None
-        self._load_commission_rates()
+import json
+import pandas as pd
+from typing import Optional
+
+from kaq_quant_common.utils import logger_utils
+
+
+class CommissionHelper:
+    """手续费助手，用于从Redis加载和获取交易对的手续费率"""
+
+    def __init__(self, ins_server):
+        # 必须放在这里 延迟引入，否则会有循环引用问题
+        from kaq_quant_common.api.rest.instruction.instruction_server_base import (
+            InstructionServerBase,
+        )
+
+        self._server: InstructionServerBase = ins_server
+        self._logger = logger_utils.get_logger(self)
+
+        # 手续费数据缓存
+        self._commission_data: Optional[pd.DataFrame] = None
+        # 是否已加载
+        self._loaded = False
+
+    def _load_commission_rates(self):
+        """从Redis加载手续费率数据"""
+        if self._loaded:
+            return
+
+        redis = self._server._redis
+        if redis is None:
+            self._logger.warning("Redis未配置，无法加载手续费率")
+            return
+
+        exchange = self._server._exchange
+        # 组装Redis key，格式: kaq_{exchange}_futures_commission_rate
+        redis_key = f"kaq_{exchange}_futures_commission_rate"
+
+        try:
+            self._logger.info(f"Loading commission rates from Redis key: {redis_key}")
+            # 从Redis读取list数据
+            data_list = redis.lrange(redis_key)
+            
+            if data_list is not None and not data_list.empty:
+                self._commission_data = data_list
+                self._loaded = True
+                self._logger.info(
+                    f"Successfully loaded {len(self._commission_data)} commission rates"
+                )
+            else:
+                self._logger.warning(f"No commission rate data found in Redis key: {redis_key}")
+        except Exception as e:
+            self._logger.error(f"Failed to load commission rates from Redis: {e}")
+
+    def get_taker_commission_rate(self, symbol: str, default_rate: float = 0.0005) -> float:
+        """
+        获取指定交易对的taker手续费率
+
+        Args:
+            symbol: 交易对，如 BTCUSDT
+            default_rate: 默认手续费率，如果获取失败则使用该值
+
+        Returns:
+            float: taker手续费率
+        """
+        # 如果还没加载，先加载
+        if not self._loaded:
+            self._load_commission_rates()
+
+        # 如果还是没有数据，返回默认值
+        if self._commission_data is None or self._commission_data.empty:
+            self._logger.warning(
+                f"Commission data not available, using default rate: {default_rate}"
+            )
+            return default_rate
+
+        try:
+            # 从DataFrame中查找对应的symbol
+            matched = self._commission_data[self._commission_data["symbol"] == symbol]
+            
+            if not matched.empty:
+                rate = float(matched.iloc[0]["takerCommissionRate"])
+                self._logger.debug(f"Found taker commission rate for {symbol}: {rate}")
+                return rate
+            else:
+                self._logger.warning(
+                    f"Symbol {symbol} not found in commission data, using default rate: {default_rate}"
+                )
+                return default_rate
+        except Exception as e:
+            self._logger.error(
+                f"Error getting commission rate for {symbol}: {e}, using default rate: {default_rate}"
+            )
+            return default_rate
+
+    def get_maker_commission_rate(self, symbol: str, default_rate: float = 0.0002) -> float:
+        """
+        获取指定交易对的maker手续费率
+
+        Args:
+            symbol: 交易对，如 BTCUSDT
+            default_rate: 默认手续费率，如果获取失败则使用该值
+
+        Returns:
+            float: maker手续费率
+        """
+        # 如果还没加载，先加载
+        if not self._loaded:
+            self._load_commission_rates()
+
+        # 如果还是没有数据，返回默认值
+        if self._commission_data is None or self._commission_data.empty:
+            self._logger.warning(
+                f"Commission data not available, using default rate: {default_rate}"
+            )
+            return default_rate
+
+        try:
+            # 从DataFrame中查找对应的symbol
+            matched = self._commission_data[self._commission_data["symbol"] == symbol]
+            
+            if not matched.empty:
+                rate = float(matched.iloc[0]["makerCommissionRate"])
+                self._logger.debug(f"Found maker commission rate for {symbol}: {rate}")
+                return rate
+            else:
+                self._logger.warning(
+                    f"Symbol {symbol} not found in commission data, using default rate: {default_rate}"
+                )
+                return default_rate
+        except Exception as e:
+            self._logger.error(
+                f"Error getting commission rate for {symbol}: {e}, using default rate: {default_rate}"
+            )
+            return default_rate
+
+    def reload(self):
+        """重新加载手续费率数据"""
+        self._loaded = False
+        self._commission_data = None
+        self._load_commission_rates()