first commit

backend/app/aggregator.py

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+import asyncio
+import logging
+from dataclasses import dataclass, asdict
+from datetime import datetime
+
+from .binance import binance_client
+from .config import settings
+from .periods import to_ms
+
+logger = logging.getLogger(__name__)
+
+
+@dataclass
+class SymbolStats:
+    symbol: str
+    quote_volume: float
+    price_change_pct: float
+    open_price: float
+    last_price: float
+    rank: int = 0
+    is_high_volume: bool = False
+    is_high_change: bool = False
+
+    def to_dict(self) -> dict:
+        d = asdict(self)
+        d["quote_volume_fmt"] = format_volume(self.quote_volume)
+        d["price_change_pct_fmt"] = f"{self.price_change_pct:+.2f}%"
+        return d
+
+
+def format_volume(vol: float) -> str:
+    if vol >= 1e8:
+        return f"{vol / 1e8:.2f}亿"
+    if vol >= 1e4:
+        return f"{vol / 1e4:.2f}万"
+    return f"{vol:.0f}"
+
+
+def _aggregate_klines(klines: list, start_ms: int, end_ms: int) -> tuple[float, float, float]:
+    quote_vol = 0.0
+    open_price = 0.0
+    last_price = 0.0
+    first = True
+    for k in klines:
+        open_time = int(k[0])
+        if open_time < start_ms or open_time >= end_ms:
+            continue
+        if first:
+            open_price = float(k[1])
+            first = False
+        last_price = float(k[4])
+        quote_vol += float(k[7])
+    return quote_vol, open_price, last_price
+
+
+async def _fetch_symbol_stats(
+    symbol: str,
+    start_ms: int,
+    end_ms: int,
+    prices: dict[str, float],
+    sem: asyncio.Semaphore,
+) -> SymbolStats | None:
+    async with sem:
+        try:
+            klines = await binance_client.get_klines(symbol, start_ms, end_ms)
+            quote_vol, open_price, last_price = _aggregate_klines(klines, start_ms, end_ms)
+            if open_price <= 0 and last_price <= 0:
+                return None
+            if open_price <= 0:
+                open_price = last_price
+            if last_price <= 0:
+                last_price = prices.get(symbol, open_price)
+            if last_price <= 0:
+                return None
+            pct = ((last_price - open_price) / open_price) * 100 if open_price > 0 else 0.0
+            return SymbolStats(
+                symbol=symbol,
+                quote_volume=quote_vol,
+                price_change_pct=pct,
+                open_price=open_price,
+                last_price=last_price,
+            )
+        except Exception as e:
+            logger.warning("Failed %s: %s", symbol, e)
+            return None
+
+
+async def aggregate_period(
+    start: datetime,
+    end: datetime,
+    use_live_prices: bool = False,
+) -> list[dict]:
+    symbols = await binance_client.get_usdt_perpetual_symbols()
+    start_ms = to_ms(start)
+    end_ms = to_ms(end)
+
+    prices: dict[str, float] = {}
+    if use_live_prices:
+        try:
+            prices = await binance_client.get_prices_batch(symbols)
+        except Exception as e:
+            logger.warning("Batch prices failed: %s", e)
+
+    sem = asyncio.Semaphore(settings.max_concurrency)
+    tasks = [
+        _fetch_symbol_stats(s, start_ms, end_ms, prices, sem) for s in symbols
+    ]
+    results = await asyncio.gather(*tasks)
+    stats = [r for r in results if r is not None and r.quote_volume > 0]
+    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]
+
+
+def enrich_snapshot_meta(
+    items: list[dict],
+    period_start: datetime,
+    period_end: datetime,
+) -> dict:
+    return {
+        "period_start": period_start.isoformat(),
+        "period_end": period_end.isoformat(),
+        "updated_at": datetime.now().isoformat(),
+        "top_n": settings.top_n,
+        "volume_threshold": settings.volume_threshold,
+        "change_threshold": settings.change_threshold,
+        "items": items,
+    }