Binance_Altcoin_Monitor/backend/app/funding_store.py

"""资金费率：当前 premiumIndex + 历史 fundingRate 存 SQLite。"""

import logging
import time
from datetime import datetime
from typing import Any

from .binance import binance_client
from .config import settings
from .db import (
    get_funding_history_from_db,
    get_funding_meta,
    save_funding_current_bulk,
    save_funding_history,
)
from .exceptions import BinanceRateLimitedError

logger = logging.getLogger(__name__)

_premium_cache: dict[str, Any] = {}
_premium_cache_at: float = 0.0


def _premium_ttl_sec() -> int:
    return settings.funding_cache_minutes * 60


async def get_current_funding_map(force: bool = False) -> dict[str, dict]:
    """全市场当前资金费率（一次 premiumIndex）。"""
    global _premium_cache, _premium_cache_at
    now = time.time()
    if not force and _premium_cache and now - _premium_cache_at < _premium_ttl_sec():
        return _premium_cache

    if binance_client.is_rate_limited():
        if _premium_cache:
            return _premium_cache
        raise BinanceRateLimitedError(binance_client.rate_limit_remaining_sec(), "premiumIndex")

    data = await binance_client.get_premium_index_all()
    _premium_cache = data
    _premium_cache_at = now
    save_funding_current_bulk(data)
    return data


def _is_history_fresh(symbol: str, min_bars: int) -> bool:
    meta = get_funding_meta(symbol)
    if not meta or meta.get("bar_count", 0) < min_bars:
        return False
    try:
        last = datetime.fromisoformat(meta["last_fetch_at"])
    except ValueError:
        return False
    return (datetime.now() - last).total_seconds() < _premium_ttl_sec()


async def sync_funding_history(symbol: str, limit: int | None = None) -> list[dict]:
    sym = symbol.upper()
    n = min(limit or settings.funding_history_limit, 1000)
    rows = await binance_client.get_funding_rate_history(sym, n)
    try:
        cur_map = await get_current_funding_map()
        nft = int(cur_map.get(sym, {}).get("nextFundingTime", 0) or 0)
    except Exception:
        nft = 0
    save_funding_history(sym, rows, next_funding_time=nft)
    logger.info("Saved %d funding records for %s", len(rows), sym)
    return rows


async def get_funding_bundle(
    symbol: str,
    limit: int | None = None,
    force_refresh: bool = False,
) -> dict[str, Any]:
    sym = symbol.upper()
    n = min(limit or settings.funding_history_limit, 1000)
    min_bars = min(n, 10)

    current_map = await get_current_funding_map()
    cur = current_map.get(sym, {})
    current = {
        "rate": float(cur.get("lastFundingRate", 0) or 0),
        "rate_pct": float(cur.get("lastFundingRate", 0) or 0) * 100,
        "next_funding_time": int(cur.get("nextFundingTime", 0) or 0),
        "mark_price": float(cur.get("markPrice", 0) or 0),
    }

    if not force_refresh and _is_history_fresh(sym, min_bars):
        history = get_funding_history_from_db(sym, n)
        if len(history) >= min_bars:
            return {
                "symbol": sym,
                "current": current,
                "history": history,
                "source": "db",
            }

    stored = get_funding_history_from_db(sym, n)
    if binance_client.is_rate_limited():
        if stored:
            return {"symbol": sym, "current": current, "history": stored, "source": "db_stale"}
        raise BinanceRateLimitedError(binance_client.rate_limit_remaining_sec(), sym)

    try:
        history = await sync_funding_history(sym, n)
        return {"symbol": sym, "current": current, "history": history, "source": "binance"}
    except BinanceRateLimitedError:
        if stored:
            return {"symbol": sym, "current": current, "history": stored, "source": "db_stale"}
        raise
    except Exception:
        if stored:
            return {"symbol": sym, "current": current, "history": stored, "source": "db_stale"}
        raise


async def enrich_items_with_funding(items: list[dict]) -> list[dict]:
    try:
        current_map = await get_current_funding_map()
    except Exception as e:
        logger.warning("Funding current map failed: %s", e)
        current_map = {}

    for item in items:
        sym = item.get("symbol", "")
        info = current_map.get(sym, {})
        rate = float(info.get("lastFundingRate", 0) or 0)
        item["funding_rate"] = rate
        item["funding_rate_pct"] = rate * 100
        item["funding_rate_fmt"] = f"{rate * 100:.4f}%"
        nft = info.get("nextFundingTime")
        item["next_funding_time"] = int(nft) if nft else None
    return items


async def prefetch_funding(symbols: list[str]) -> None:
    seen: set[str] = set()
    try:
        await get_current_funding_map()
    except Exception as e:
        logger.warning("Prefetch premiumIndex failed: %s", e)

    for raw in symbols:
        sym = raw.upper().strip()
        if not sym or sym in seen:
            continue
        seen.add(sym)
        if _is_history_fresh(sym, 10):
            continue
        if binance_client.is_rate_limited():
            logger.warning("Prefetch funding stopped — rate limited")
            break
        try:
            await sync_funding_history(sym)
        except BinanceRateLimitedError:
            break
        except Exception as e:
            logger.warning("Prefetch funding %s failed: %s", sym, e)