增加资金费率

This commit is contained in:
dekun
2026-05-22 14:00:19 +08:00
parent d7f7259ee0
commit 71ed38b32d
13 changed files with 603 additions and 14 deletions
+6 -4
View File
@@ -6,6 +6,7 @@ from datetime import datetime
from .binance import binance_client
from .config import settings
from .exceptions import BinanceRateLimitedError
from .funding_store import enrich_items_with_funding
from .periods import to_ms
logger = logging.getLogger(__name__)
@@ -38,14 +39,15 @@ def format_volume(vol: float) -> str:
return f"{vol:.0f}"
def _finalize_top(stats: list[SymbolStats]) -> list[dict]:
async def _finalize_top(stats: list[SymbolStats]) -> list[dict]:
stats.sort(key=lambda x: x.quote_volume, reverse=True)
top = stats[: settings.top_n]
for i, s in enumerate(top, 1):
s.rank = i
s.is_high_volume = s.quote_volume >= settings.volume_threshold
s.is_high_change = abs(s.price_change_pct) >= settings.change_threshold
return [s.to_dict() for s in top]
items = [s.to_dict() for s in top]
return await enrich_items_with_funding(items)
def _aggregate_klines(klines: list, start_ms: int, end_ms: int) -> tuple[float, float, float]:
@@ -87,7 +89,7 @@ async def aggregate_from_ticker24hr() -> list[dict]:
)
)
logger.info("ticker24h mode: %d symbols, 1 API call", len(stats))
return _finalize_top(stats)
return await _finalize_top(stats)
async def _fetch_symbol_stats(
@@ -177,7 +179,7 @@ async def aggregate_period_klines(
)
results = await asyncio.gather(*tasks)
stats = [r for r in results if r is not None and r.quote_volume > 0]
return _finalize_top(stats)
return await _finalize_top(stats)
async def aggregate_period(