增加资金费率

2026-05-22 14:00:19 +08:00
parent d7f7259ee0
commit 71ed38b32d
13 changed files with 603 additions and 14 deletions
@@ -68,6 +68,34 @@ def init_db() -> None:
                last_fetch_at TEXT NOT NULL,
                bar_count INTEGER NOT NULL
            );
+
+            CREATE TABLE IF NOT EXISTS funding_history (
+                symbol TEXT NOT NULL,
+                funding_time INTEGER NOT NULL,
+                funding_rate REAL NOT NULL,
+                mark_price REAL NOT NULL DEFAULT 0,
+                updated_at TEXT NOT NULL,
+                PRIMARY KEY (symbol, funding_time)
+            );
+
+            CREATE INDEX IF NOT EXISTS idx_funding_history_symbol
+                ON funding_history(symbol, funding_time);
+
+            CREATE TABLE IF NOT EXISTS funding_meta (
+                symbol TEXT PRIMARY KEY,
+                last_fetch_at TEXT NOT NULL,
+                bar_count INTEGER NOT NULL,
+                last_funding_rate REAL NOT NULL DEFAULT 0,
+                next_funding_time INTEGER NOT NULL DEFAULT 0
+            );
+
+            CREATE TABLE IF NOT EXISTS funding_current (
+                symbol TEXT PRIMARY KEY,
+                last_funding_rate REAL NOT NULL,
+                next_funding_time INTEGER NOT NULL,
+                mark_price REAL NOT NULL DEFAULT 0,
+                updated_at TEXT NOT NULL
+            );
            """
        )

@@ -216,6 +244,115 @@ def get_kline_meta(symbol: str) -> dict[str, Any] | None:
    }


+def save_funding_history(
+    symbol: str,
+    rows: list[dict[str, Any]],
+    next_funding_time: int = 0,
+) -> None:
+    sym = symbol.upper()
+    now = datetime.now().isoformat()
+    last_rate = 0.0
+    next_time = next_funding_time
+    with get_conn() as conn:
+        for r in rows:
+            ft = int(r["time"])
+            rate = float(r["rate"])
+            mp = float(r.get("mark_price", 0))
+            last_rate = rate
+            conn.execute(
+                """
+                INSERT INTO funding_history (symbol, funding_time, funding_rate, mark_price, updated_at)
+                VALUES (?, ?, ?, ?, ?)
+                ON CONFLICT(symbol, funding_time) DO UPDATE SET
+                    funding_rate = excluded.funding_rate,
+                    mark_price = excluded.mark_price,
+                    updated_at = excluded.updated_at
+                """,
+                (sym, ft, rate, mp, now),
+            )
+        if rows:
+            conn.execute(
+                """
+                INSERT INTO funding_meta (symbol, last_fetch_at, bar_count, last_funding_rate, next_funding_time)
+                VALUES (?, ?, ?, ?, ?)
+                ON CONFLICT(symbol) DO UPDATE SET
+                    last_fetch_at = excluded.last_fetch_at,
+                    bar_count = excluded.bar_count,
+                    last_funding_rate = excluded.last_funding_rate
+                """,
+                (sym, now, len(rows), last_rate, next_time),
+            )
+
+
+def get_funding_history_from_db(symbol: str, limit: int) -> list[dict[str, Any]]:
+    sym = symbol.upper()
+    with get_conn() as conn:
+        rows = conn.execute(
+            """
+            SELECT funding_time, funding_rate, mark_price
+            FROM funding_history
+            WHERE symbol = ?
+            ORDER BY funding_time DESC
+            LIMIT ?
+            """,
+            (sym, limit),
+        ).fetchall()
+    rows = list(reversed(rows))
+    return [
+        {
+            "time": int(r["funding_time"]),
+            "rate": float(r["funding_rate"]),
+            "rate_pct": float(r["funding_rate"]) * 100,
+            "mark_price": float(r["mark_price"]),
+        }
+        for r in rows
+    ]
+
+
+def get_funding_meta(symbol: str) -> dict[str, Any] | None:
+    sym = symbol.upper()
+    with get_conn() as conn:
+        row = conn.execute(
+            """
+            SELECT last_fetch_at, bar_count, last_funding_rate, next_funding_time
+            FROM funding_meta WHERE symbol = ?
+            """,
+            (sym,),
+        ).fetchone()
+    if not row:
+        return None
+    return {
+        "last_fetch_at": row["last_fetch_at"],
+        "bar_count": row["bar_count"],
+        "last_funding_rate": row["last_funding_rate"],
+        "next_funding_time": row["next_funding_time"],
+    }
+
+
+def save_funding_current_bulk(data: dict[str, dict[str, Any]]) -> None:
+    now = datetime.now().isoformat()
+    with get_conn() as conn:
+        for sym, info in data.items():
+            conn.execute(
+                """
+                INSERT INTO funding_current (symbol, last_funding_rate, next_funding_time, mark_price, updated_at)
+                VALUES (?, ?, ?, ?, ?)
+                ON CONFLICT(symbol) DO UPDATE SET
+                    last_funding_rate = excluded.last_funding_rate,
+                    next_funding_time = excluded.next_funding_time,
+                    mark_price = excluded.mark_price,
+                    updated_at = excluded.updated_at
+                """,
+                (
+                    sym.upper(),
+                    float(info.get("lastFundingRate", 0) or 0),
+                    int(info.get("nextFundingTime", 0) or 0),
+                    float(info.get("markPrice", 0) or 0),
+                    now,
+                ),
+            )
+
+
 def was_pushed_today(period_start: str, period_end: str) -> bool:
    with get_conn() as conn:
        row = conn.execute(