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

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

@@ -1,346 +1,346 @@
-import json
-import time
-from typing import Optional
-
-from kaq_quant_common.api.rest.instruction.models.order import (
-    OrderInfo,
-    OrderSide,
-    OrderStatus,
-    PositionStatus,
-)
-from kaq_quant_common.api.rest.instruction.models.position import PositionSide
-from kaq_quant_common.utils import logger_utils, uuid_utils
-
-
-class MockOrderHelper:
-    """模拟订单助手，用于模拟下单流程，不调用真实交易所API"""
-
-    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)
-
-        self._mysql_table_name_order = "kaq_futures_instruction_order"
-        self._mysql_table_name_position = "kaq_futures_instruction_position"
-        # 当前持仓
-        self._redis_key_position = "kaq_futures_instruction_position"
-        # 持仓历史
-        self._redis_key_position_history = "kaq_futures_instruction_position_history"
-
-    def _write_position_open_to_redis(
-        self,
-        position_id: str,
-        exchange: str,
-        symbol: str,
-        position_side,
-        lever: int,
-        coin_quantity: float,
-        usdt_quantity: float,
-        open_ins_id: str,
-        open_price: float,
-        open_fee: float,
-        open_fee_rate: float,
-        open_time: int,
-        is_spot: bool,
-    ):
-        redis = self._server._redis
-        if redis is None:
-            return
-        data = {
-            "id": position_id,
-            "exchange": exchange,
-            "symbol": symbol,
-            "position_side": position_side.value,
-            "lever": lever,
-            "coin_quantity": coin_quantity,
-            "usdt_quantity": usdt_quantity,
-            "open_ins_id": open_ins_id,
-            "open_price": open_price,
-            "open_fee": open_fee,
-            "open_fee_rate": open_fee_rate,
-            "open_time": open_time,
-            "close_ins_id": None,
-            "close_price": 0,
-            "close_time": 0,
-            "status": PositionStatus.OPEN.value,
-            "is_spot": is_spot,
-            # 标识模拟
-            "is_mock": True,
-        }
-        redis.client.hset(self._redis_key_position, position_id, json.dumps(data))
-
-    def _write_position_close_to_redis(
-        self,
-        position_id: str,
-        exchange: str,
-        symbol: str,
-        position_side,
-        lever: int,
-        coin_quantity: float,
-        usdt_quantity: float,
-        open_ins_id: str,
-        open_price: float,
-        open_fee: float,
-        open_fee_rate: float,
-        open_time: int,
-        close_ins_id: str,
-        close_price: float,
-        close_fee: float,
-        close_fee_rate: float,
-        close_time: int,
-        is_spot: bool,
-    ):
-        redis = self._server._redis
-        if redis is None:
-            return
-
-        # 先从 redis 读取现有的 position 数据，获取 funding_rate_records 字段
-        funding_rate_records = None
-        try:
-            existing_position_json = redis.client.hget(self._redis_key_position, position_id)
-            if existing_position_json:
-                existing_position = json.loads(existing_position_json)
-                if existing_position and "funding_rate_records" in existing_position:
-                    funding_rate_records = existing_position.get("funding_rate_records")
-        except Exception as e:
-            # 读取失败不影响后续流程，记录日志
-            self._logger.warning(f"Failed to get funding_rate_records for position {position_id}: {e}")
-
-        data = {
-            "id": position_id,
-            "exchange": exchange,
-            "symbol": symbol,
-            "position_side": position_side.value,
-            "lever": lever,
-            "coin_quantity": coin_quantity,
-            "usdt_quantity": usdt_quantity,
-            "open_ins_id": open_ins_id,
-            "open_price": open_price,
-            "open_fee": open_fee,
-            "open_fee_rate": open_fee_rate,
-            "open_time": open_time,
-            "close_ins_id": close_ins_id,
-            "close_price": close_price,
-            "close_fee": close_fee,
-            "close_fee_rate": close_fee_rate,
-            "close_time": close_time,
-            "status": PositionStatus.CLOSE.value,
-            "is_spot": is_spot,
-            # 标识模拟
-            "is_mock": True,
-        }
-
-        # 如果存在 funding_rate_records，添加到 data 中
-        if funding_rate_records is not None:
-            data["funding_rate_records"] = funding_rate_records
-
-        redis.client.hdel(self._redis_key_position, position_id)
-        redis.client.rpush(self._redis_key_position_history, json.dumps(data))
-
-    def process_order(
-        self,
-        order: OrderInfo,
-        mock_fill_price: Optional[float] = None,
-        mock_fee_rate: float = 0.0005,
-    ):
-        """
-        处理模拟订单
-
-        Args:
-            order: 订单信息
-            mock_fill_price: 模拟成交价格，如果为None则使用订单的target_price
-            mock_fee_rate: 模拟手续费率，默认0.05%
-        """
-        # 获取交易所
-        exchange = self._server._exchange
-
-        # 记录开始时间
-        start_time = time.time()
-
-        # 执行模拟订单处理
-        self._do_process_mock_order(exchange, order, mock_fill_price, mock_fee_rate, start_time)
-
-    def _do_process_mock_order(
-        self,
-        exchange: str,
-        order: OrderInfo,
-        mock_fill_price: Optional[float],
-        mock_fee_rate: float,
-        start_time: float,
-    ):
-        # 获取mysql
-        mysql = self._server._mysql
-
-        ins_id = order.instruction_id
-        order_id = order.order_id
-        symbol = order.symbol
-        side = order.side
-        position_side = order.position_side
-        lever = order.level
-        # TODO
-        is_spot = False
-
-        is_open = True
-        side_str = "开仓"
-        if position_side == PositionSide.LONG:
-            # 多单是正向理解的
-            if side == OrderSide.SELL:
-                side_str = "平仓"
-                is_open = False
-            else:
-                side_str = "开仓"
-                is_open = True
-        else:
-            # 空单是反向理解的
-            if side == OrderSide.SELL:
-                side_str = "开仓"
-                is_open = True
-            else:
-                side_str = "平仓"
-                is_open = False
-
-        self._logger.info(f"[MOCK] {ins_id}_{exchange}_{symbol} step 1. {"现货" if is_spot else "合约"}{side_str}模拟挂单 {order_id}")
-
-        # 步骤1.挂单成功 插入到订单记录
-        current_time = int(time.time() * 1000)
-
-        if mysql is not None:
-            status = OrderStatus.CREATE
-            sql = f"""
-            INSERT INTO {self._mysql_table_name_order} (ins_id, exchange, symbol, side, position_side, lever, orig_price, orig_coin_quantity, order_id, status, create_time, last_update_time, is_spot, is_mock) 
-            VALUES ( '{ins_id}', '{exchange}', '{symbol}', '{side.value}', '{order.position_side.value}', '{lever}', {order.current_price or order.target_price}, {order.quantity}, '{order_id}', '{status.value}', {current_time}, {current_time}, '{1 if is_spot else 0}', 1 );
-            """
-            execute_ret = mysql.execute_sql(sql, True)
-
-        # 步骤2.模拟成交 - 直接使用模拟价格
-        # 如果没有指定模拟成交价，使用订单的当前价格
-        avg_price = mock_fill_price if mock_fill_price is not None else order.current_price or order.target_price
-        # 成交数量就是订单数量
-        executed_qty = order.quantity
-        # 计算出usdt数量
-        executed_usdt = avg_price * executed_qty
-        # 计算手续费
-        fee = executed_usdt * mock_fee_rate
-        # 费率
-        fee_rate = mock_fee_rate
-
-        # 模拟处理时间（可以立即完成）
-        end_time = time.time()
-        cost_time = end_time - start_time
-
-        self._logger.info(f"[MOCK] {ins_id}_{exchange}_{symbol} step 2. {side_str}模拟订单 {order_id} 成交 耗时 {int(cost_time * 1000)}ms")
-
-        # 步骤3.把最终持仓写进去
-        current_time = int(time.time() * 1000)
-
-        if mysql is None:
-            self._logger.warning(f"[MOCK] {ins_id}_{exchange}_{symbol} 仅操作，没有入库，请设置 mysql!!")
-            return
-
-        status = OrderStatus.FINISH
-        # 更新写入最终信息
-        sql = f"""
-        UPDATE {self._mysql_table_name_order} 
-        SET price = {avg_price}, coin_quantity = {executed_qty}, usdt_quantity = {executed_usdt}, fee = {fee}, fee_rate = {fee_rate}, status = '{status.value}', last_update_time = {current_time} 
-        WHERE ins_id = '{ins_id}' AND exchange = '{exchange}' AND symbol = '{symbol}';
-        """
-        execute_ret = mysql.execute_sql(sql, True)
-
-        self._logger.info(
-            f"[MOCK] {ins_id}_{exchange}_{symbol} step 2. 模拟订单成交 {order_id}, {side_str}价格 {avg_price}, {side_str}数量 {executed_qty}, {side_str}usdt {executed_usdt} 杠杆 {lever}"
-        )
-
-        if is_open:
-            # 同时插入持仓表
-            position_id = uuid_utils.generate_uuid()
-            sql = f"""
-            INSERT INTO {self._mysql_table_name_position} (id, exchange, symbol, position_side, lever, coin_quantity, usdt_quantity, open_ins_id, open_price, open_fee, open_fee_rate, open_time, status, is_spot, is_mock) 
-            VALUES ( '{position_id}', '{exchange}', '{symbol}', '{position_side.value}', '{lever}', '{executed_qty}', '{executed_usdt}', '{ins_id}', '{avg_price}', '{fee}', '{fee_rate}', {current_time}, '{PositionStatus.OPEN.value}', '{1 if is_spot else 0}', 1 );
-            """
-            execute_ret = mysql.execute_sql(sql, True)
-
-            self._logger.info(f"[MOCK] {ins_id}_{exchange}_{symbol} step 3. 创建持仓记录 {position_id}")
-            try:
-                self._write_position_open_to_redis(
-                    position_id=position_id,
-                    exchange=exchange,
-                    symbol=symbol,
-                    position_side=position_side,
-                    lever=lever,
-                    coin_quantity=executed_qty,
-                    usdt_quantity=executed_usdt,
-                    open_ins_id=ins_id,
-                    open_price=avg_price,
-                    open_fee=fee,
-                    open_fee_rate=fee_rate,
-                    open_time=current_time,
-                    is_spot=is_spot,
-                )
-            except:
-                pass
-        else:
-            # 需要找到对应的持仓记录
-            sql = f"""
-            SELECT * FROM {self._mysql_table_name_position}
-            WHERE exchange = '{exchange}' 
-            AND symbol = '{symbol}' 
-            AND position_side = '{position_side.value}' 
-            AND status = '{PositionStatus.OPEN.value}' 
-            AND is_spot = '{1 if is_spot else 0}'
-            AND is_mock = 1 
-            ORDER BY open_time ASC;
-            """
-
-            # 如果有指定仓位id，就用指定的
-            if hasattr(order, "position_id") and order.position_id:
-                sql = f"""
-                SELECT * FROM {self._mysql_table_name_position}
-                WHERE id = '{order.position_id}' AND status = '{PositionStatus.OPEN.value}' AND is_mock = 1
-                """
-                self._logger.info(f"[MOCK] {ins_id}_{exchange}_{symbol} get position by id {order.position_id}")
-
-            execute_ret = mysql.execute_sql(sql)
-            try:
-                row = execute_ret.fetchone()
-                position_id = row.id
-                if position_id is not None:
-                    # 更新持仓信息
-                    sql = f"""
-                    UPDATE {self._mysql_table_name_position} 
-                    SET close_ins_id = '{ins_id}', close_price = {avg_price}, close_fee = '{fee}', close_fee_rate = '{fee_rate}', close_time = {current_time}, status = '{PositionStatus.CLOSE.value}'
-                    WHERE id = '{position_id}';
-                    """
-                    execute_ret = mysql.execute_sql(sql, True)
-
-                    self._logger.info(f"[MOCK] {ins_id}_{exchange}_{symbol} step 3. 更新持仓记录 {position_id}")
-                    try:
-                        self._write_position_close_to_redis(
-                            position_id=position_id,
-                            exchange=exchange,
-                            symbol=symbol,
-                            position_side=position_side,
-                            lever=row.lever,
-                            coin_quantity=float(row.coin_quantity),
-                            usdt_quantity=float(row.usdt_quantity),
-                            open_ins_id=row.open_ins_id,
-                            open_price=float(row.open_price),
-                            open_fee=float(row.open_fee),
-                            open_fee_rate=float(row.open_fee_rate),
-                            open_time=int(row.open_time),
-                            close_ins_id=ins_id,
-                            close_price=avg_price,
-                            close_fee=fee,
-                            close_fee_rate=fee_rate,
-                            close_time=current_time,
-                            is_spot=row.is_spot,
-                        )
-                    except:
-                        pass
-            except:
-                pass
-
-        return True
+import json
+import time
+from typing import Optional
+
+from kaq_quant_common.api.rest.instruction.models.order import (
+    OrderInfo,
+    OrderSide,
+    OrderStatus,
+    PositionStatus,
+)
+from kaq_quant_common.api.rest.instruction.models.position import PositionSide
+from kaq_quant_common.utils import logger_utils, uuid_utils
+
+
+class MockOrderHelper:
+    """模拟订单助手，用于模拟下单流程，不调用真实交易所API"""
+
+    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)
+
+        self._mysql_table_name_order = "kaq_futures_instruction_order"
+        self._mysql_table_name_position = "kaq_futures_instruction_position"
+        # 当前持仓
+        self._redis_key_position = "kaq_futures_instruction_position"
+        # 持仓历史
+        self._redis_key_position_history = "kaq_futures_instruction_position_history"
+
+    def _write_position_open_to_redis(
+        self,
+        position_id: str,
+        exchange: str,
+        symbol: str,
+        position_side,
+        lever: int,
+        coin_quantity: float,
+        usdt_quantity: float,
+        open_ins_id: str,
+        open_price: float,
+        open_fee: float,
+        open_fee_rate: float,
+        open_time: int,
+        is_spot: bool,
+    ):
+        redis = self._server._redis
+        if redis is None:
+            return
+        data = {
+            "id": position_id,
+            "exchange": exchange,
+            "symbol": symbol,
+            "position_side": position_side.value,
+            "lever": lever,
+            "coin_quantity": coin_quantity,
+            "usdt_quantity": usdt_quantity,
+            "open_ins_id": open_ins_id,
+            "open_price": open_price,
+            "open_fee": open_fee,
+            "open_fee_rate": open_fee_rate,
+            "open_time": open_time,
+            "close_ins_id": None,
+            "close_price": 0,
+            "close_time": 0,
+            "status": PositionStatus.OPEN.value,
+            "is_spot": is_spot,
+            # 标识模拟
+            "is_mock": True,
+        }
+        redis.client.hset(self._redis_key_position, position_id, json.dumps(data))
+
+    def _write_position_close_to_redis(
+        self,
+        position_id: str,
+        exchange: str,
+        symbol: str,
+        position_side,
+        lever: int,
+        coin_quantity: float,
+        usdt_quantity: float,
+        open_ins_id: str,
+        open_price: float,
+        open_fee: float,
+        open_fee_rate: float,
+        open_time: int,
+        close_ins_id: str,
+        close_price: float,
+        close_fee: float,
+        close_fee_rate: float,
+        close_time: int,
+        is_spot: bool,
+    ):
+        redis = self._server._redis
+        if redis is None:
+            return
+
+        # 先从 redis 读取现有的 position 数据，获取 funding_rate_records 字段
+        funding_rate_records = None
+        try:
+            existing_position_json = redis.client.hget(self._redis_key_position, position_id)
+            if existing_position_json:
+                existing_position = json.loads(existing_position_json)
+                if existing_position and "funding_rate_records" in existing_position:
+                    funding_rate_records = existing_position.get("funding_rate_records")
+        except Exception as e:
+            # 读取失败不影响后续流程，记录日志
+            self._logger.warning(f"Failed to get funding_rate_records for position {position_id}: {e}")
+
+        data = {
+            "id": position_id,
+            "exchange": exchange,
+            "symbol": symbol,
+            "position_side": position_side.value,
+            "lever": lever,
+            "coin_quantity": coin_quantity,
+            "usdt_quantity": usdt_quantity,
+            "open_ins_id": open_ins_id,
+            "open_price": open_price,
+            "open_fee": open_fee,
+            "open_fee_rate": open_fee_rate,
+            "open_time": open_time,
+            "close_ins_id": close_ins_id,
+            "close_price": close_price,
+            "close_fee": close_fee,
+            "close_fee_rate": close_fee_rate,
+            "close_time": close_time,
+            "status": PositionStatus.CLOSE.value,
+            "is_spot": is_spot,
+            # 标识模拟
+            "is_mock": True,
+        }
+
+        # 如果存在 funding_rate_records，添加到 data 中
+        if funding_rate_records is not None:
+            data["funding_rate_records"] = funding_rate_records
+
+        redis.client.hdel(self._redis_key_position, position_id)
+        redis.client.rpush(self._redis_key_position_history, json.dumps(data))
+
+    def process_order(
+        self,
+        order: OrderInfo,
+        mock_fill_price: Optional[float] = None,
+        mock_fee_rate: float = 0.0005,
+    ):
+        """
+        处理模拟订单
+
+        Args:
+            order: 订单信息
+            mock_fill_price: 模拟成交价格，如果为None则使用订单的target_price
+            mock_fee_rate: 模拟手续费率，默认0.05%
+        """
+        # 获取交易所
+        exchange = self._server._exchange
+
+        # 记录开始时间
+        start_time = time.time()
+
+        # 执行模拟订单处理
+        self._do_process_mock_order(exchange, order, mock_fill_price, mock_fee_rate, start_time)
+
+    def _do_process_mock_order(
+        self,
+        exchange: str,
+        order: OrderInfo,
+        mock_fill_price: Optional[float],
+        mock_fee_rate: float,
+        start_time: float,
+    ):
+        # 获取mysql
+        mysql = self._server._mysql
+
+        ins_id = order.instruction_id
+        order_id = order.order_id
+        symbol = order.symbol
+        side = order.side
+        position_side = order.position_side
+        lever = order.level
+        # TODO
+        is_spot = False
+
+        is_open = True
+        side_str = "开仓"
+        if position_side == PositionSide.LONG:
+            # 多单是正向理解的
+            if side == OrderSide.SELL:
+                side_str = "平仓"
+                is_open = False
+            else:
+                side_str = "开仓"
+                is_open = True
+        else:
+            # 空单是反向理解的
+            if side == OrderSide.SELL:
+                side_str = "开仓"
+                is_open = True
+            else:
+                side_str = "平仓"
+                is_open = False
+
+        self._logger.info(f"[MOCK] {ins_id}_{exchange}_{symbol} step 1. {"现货" if is_spot else "合约"}{side_str}模拟挂单 {order_id}")
+
+        # 步骤1.挂单成功 插入到订单记录
+        current_time = int(time.time() * 1000)
+
+        if mysql is not None:
+            status = OrderStatus.CREATE
+            sql = f"""
+            INSERT INTO {self._mysql_table_name_order} (ins_id, exchange, symbol, side, position_side, lever, orig_price, orig_coin_quantity, order_id, status, create_time, last_update_time, is_spot, is_mock) 
+            VALUES ( '{ins_id}', '{exchange}', '{symbol}', '{side.value}', '{order.position_side.value}', '{lever}', {order.current_price or order.target_price}, {order.quantity}, '{order_id}', '{status.value}', {current_time}, {current_time}, '{1 if is_spot else 0}', 1 );
+            """
+            execute_ret = mysql.execute_sql(sql, True)
+
+        # 步骤2.模拟成交 - 直接使用模拟价格
+        # 如果没有指定模拟成交价，使用订单的当前价格
+        avg_price = mock_fill_price if mock_fill_price is not None else order.current_price or order.target_price
+        # 成交数量就是订单数量
+        executed_qty = order.quantity
+        # 计算出usdt数量
+        executed_usdt = avg_price * executed_qty
+        # 计算手续费
+        fee = executed_usdt * mock_fee_rate
+        # 费率
+        fee_rate = mock_fee_rate
+
+        # 模拟处理时间（可以立即完成）
+        end_time = time.time()
+        cost_time = end_time - start_time
+
+        self._logger.info(f"[MOCK] {ins_id}_{exchange}_{symbol} step 2. {side_str}模拟订单 {order_id} 成交 耗时 {int(cost_time * 1000)}ms")
+
+        # 步骤3.把最终持仓写进去
+        current_time = int(time.time() * 1000)
+
+        if mysql is None:
+            self._logger.warning(f"[MOCK] {ins_id}_{exchange}_{symbol} 仅操作，没有入库，请设置 mysql!!")
+            return
+
+        status = OrderStatus.FINISH
+        # 更新写入最终信息
+        sql = f"""
+        UPDATE {self._mysql_table_name_order} 
+        SET price = {avg_price}, coin_quantity = {executed_qty}, usdt_quantity = {executed_usdt}, fee = {fee}, fee_rate = {fee_rate}, status = '{status.value}', last_update_time = {current_time} 
+        WHERE ins_id = '{ins_id}' AND exchange = '{exchange}' AND symbol = '{symbol}';
+        """
+        execute_ret = mysql.execute_sql(sql, True)
+
+        self._logger.info(
+            f"[MOCK] {ins_id}_{exchange}_{symbol} step 2. 模拟订单成交 {order_id}, {side_str}价格 {avg_price}, {side_str}数量 {executed_qty}, {side_str}usdt {executed_usdt} 杠杆 {lever}"
+        )
+
+        if is_open:
+            # 同时插入持仓表
+            position_id = uuid_utils.generate_uuid()
+            sql = f"""
+            INSERT INTO {self._mysql_table_name_position} (id, exchange, symbol, position_side, lever, coin_quantity, usdt_quantity, open_ins_id, open_price, open_fee, open_fee_rate, open_time, status, is_spot, is_mock) 
+            VALUES ( '{position_id}', '{exchange}', '{symbol}', '{position_side.value}', '{lever}', '{executed_qty}', '{executed_usdt}', '{ins_id}', '{avg_price}', '{fee}', '{fee_rate}', {current_time}, '{PositionStatus.OPEN.value}', '{1 if is_spot else 0}', 1 );
+            """
+            execute_ret = mysql.execute_sql(sql, True)
+
+            self._logger.info(f"[MOCK] {ins_id}_{exchange}_{symbol} step 3. 创建持仓记录 {position_id}")
+            try:
+                self._write_position_open_to_redis(
+                    position_id=position_id,
+                    exchange=exchange,
+                    symbol=symbol,
+                    position_side=position_side,
+                    lever=lever,
+                    coin_quantity=executed_qty,
+                    usdt_quantity=executed_usdt,
+                    open_ins_id=ins_id,
+                    open_price=avg_price,
+                    open_fee=fee,
+                    open_fee_rate=fee_rate,
+                    open_time=current_time,
+                    is_spot=is_spot,
+                )
+            except:
+                pass
+        else:
+            # 需要找到对应的持仓记录
+            sql = f"""
+            SELECT * FROM {self._mysql_table_name_position}
+            WHERE exchange = '{exchange}' 
+            AND symbol = '{symbol}' 
+            AND position_side = '{position_side.value}' 
+            AND status = '{PositionStatus.OPEN.value}' 
+            AND is_spot = '{1 if is_spot else 0}'
+            AND is_mock = 1 
+            ORDER BY open_time ASC;
+            """
+
+            # 如果有指定仓位id，就用指定的
+            if hasattr(order, "position_id") and order.position_id:
+                sql = f"""
+                SELECT * FROM {self._mysql_table_name_position}
+                WHERE id = '{order.position_id}' AND status = '{PositionStatus.OPEN.value}' AND is_mock = 1
+                """
+                self._logger.info(f"[MOCK] {ins_id}_{exchange}_{symbol} get position by id {order.position_id}")
+
+            execute_ret = mysql.execute_sql(sql)
+            try:
+                row = execute_ret.fetchone()
+                position_id = row.id
+                if position_id is not None:
+                    # 更新持仓信息
+                    sql = f"""
+                    UPDATE {self._mysql_table_name_position} 
+                    SET close_ins_id = '{ins_id}', close_price = {avg_price}, close_fee = '{fee}', close_fee_rate = '{fee_rate}', close_time = {current_time}, status = '{PositionStatus.CLOSE.value}'
+                    WHERE id = '{position_id}';
+                    """
+                    execute_ret = mysql.execute_sql(sql, True)
+
+                    self._logger.info(f"[MOCK] {ins_id}_{exchange}_{symbol} step 3. 更新持仓记录 {position_id}")
+                    try:
+                        self._write_position_close_to_redis(
+                            position_id=position_id,
+                            exchange=exchange,
+                            symbol=symbol,
+                            position_side=position_side,
+                            lever=row.lever,
+                            coin_quantity=float(row.coin_quantity),
+                            usdt_quantity=float(row.usdt_quantity),
+                            open_ins_id=row.open_ins_id,
+                            open_price=float(row.open_price),
+                            open_fee=float(row.open_fee),
+                            open_fee_rate=float(row.open_fee_rate),
+                            open_time=int(row.open_time),
+                            close_ins_id=ins_id,
+                            close_price=avg_price,
+                            close_fee=fee,
+                            close_fee_rate=fee_rate,
+                            close_time=current_time,
+                            is_spot=row.is_spot,
+                        )
+                    except:
+                        pass
+            except:
+                pass
+
+        return True