dekun/crypto_monitor
0
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

修复okx

Browse Source
This commit is contained in:
dekun
2026-05-24 10:24:33 +08:00
parent 77a0861801
commit 134173be24
2 changed files with 89 additions and 48 deletions
Download Patch File Download Diff File Expand all files Collapse all files
crypto_monitor_okx/app.py
+64 -23
View File
@@ -268,7 +268,9 @@ ACCOUNT_BALANCE_CACHE = {
}
LIQUIDITY_RANK_CACHE = {
"updated_at": 0.0,
"version": 0,
"ranks": {},
"volumes": {},
"total": 0,
}
@@ -3165,13 +3167,36 @@ def _status_by_ema55(symbol, timeframe):
return "横盘", None, None
def _daily_volume_rank(symbol):
def _okx_usdt_swap_volume_by_base() -> dict[str, float]:
"""
返回(symbol_rank, total_count)：OKX USDT 永续 24h 成交额(USDT) 在全市场币种中的排名（非「本月」）。
同一 base 多合约取成交额最大的一条；不用 vol24h（张数）参与排序。
与 OKX 网页「24小时成交额」一致：走官方 /market/tickers?instType=SWAP 的 volCcy24h（USDT）。
ccxt 的 quoteVolume 在 OKX 上常不可靠，会导致 ZEC 等币种排名严重偏低。
"""
sym_norm = normalize_symbol_input(symbol)
target_base = journal_coin_from_symbol(sym_norm)
by_base: dict[str, float] = {}
try:
ensure_markets_loaded()
if hasattr(exchange, "publicGetMarketTickers"):
resp = exchange.publicGetMarketTickers({"instType": "SWAP"})
rows = (resp or {}).get("data") or []
for row in rows:
if not isinstance(row, dict):
continue
inst = str(row.get("instId") or "").upper()
# 仅 USDT 本位永续：BTC-USDT-SWAP
parts = inst.split("-")
if len(parts) < 3 or parts[-1] != "SWAP" or parts[1] != "USDT":
continue
base = parts[0].strip()
if not base:
continue
qv = _safe_float(row.get("volCcy24h"))
if qv is None or qv <= 0:
continue
by_base[base] = max(by_base.get(base, 0), float(qv))
if by_base:
return by_base
except Exception:
pass
def _ticker_base(sym_text):
s = str(sym_text or "").upper().strip()
@@ -3184,19 +3209,13 @@ def _daily_volume_rank(symbol):
if s.endswith("USDT"):
return s[:-4].strip()
return s
now_ts = time.time()
cached_ok = (
LIQUIDITY_RANK_CACHE["updated_at"]
and now_ts - float(LIQUIDITY_RANK_CACHE["updated_at"]) < max(30, BALANCE_REFRESH_SECONDS)
)
if not cached_ok:
try:
ensure_markets_loaded()
try:
tickers = exchange.fetch_tickers(params={"instType": "SWAP"})
except Exception:
tickers = exchange.fetch_tickers()
by_base: dict[str, float] = {}
for s, t in (tickers or {}).items():
try:
mk = exchange.markets.get(s) if exchange.markets else None
@@ -3205,6 +3224,8 @@ def _daily_volume_rank(symbol):
continue
if str(mk.get("quote") or "").upper() != "USDT":
continue
if mk.get("linear") is False:
continue
if mk.get("active") is False:
continue
else:
@@ -3214,27 +3235,43 @@ def _daily_volume_rank(symbol):
base = _ticker_base(s)
if not base:
continue
qv = _safe_float((t or {}).get("quoteVolume"))
if qv is None:
info = (t or {}).get("info") if isinstance((t or {}).get("info"), dict) else {}
# OKX：volCcy24h = 24h 成交额(USDT)；vol24h 多为张数，不能参与排名
qv = _safe_float(info.get("volCcy24h"))
if qv is None:
bv = _safe_float((t or {}).get("baseVolume"))
lp = _safe_float((t or {}).get("last"))
if bv is not None and lp is not None:
qv = bv * lp
qv = _safe_float((t or {}).get("quoteVolume"))
if qv is None or qv <= 0:
continue
prev = by_base.get(base)
if prev is None or float(qv) > prev:
by_base[base] = float(qv)
by_base[base] = max(by_base.get(base, 0), float(qv))
except Exception:
continue
except Exception:
pass
return by_base
def _daily_volume_rank(symbol):
"""
返回(symbol_rank, total_count)：OKX USDT 永续 24h 成交额(USDT) 在全市场币种中的排名（非「本月」）。
数据与 OKX App「24小时成交额」同源字段 volCcy24h。
"""
sym_norm = normalize_symbol_input(symbol)
target_base = journal_coin_from_symbol(sym_norm)
now_ts = time.time()
cache_ver = 3
cached_ok = (
LIQUIDITY_RANK_CACHE.get("version") == cache_ver
and LIQUIDITY_RANK_CACHE["updated_at"]
and now_ts - float(LIQUIDITY_RANK_CACHE["updated_at"]) < max(30, BALANCE_REFRESH_SECONDS)
)
if not cached_ok:
try:
by_base = _okx_usdt_swap_volume_by_base()
scored = sorted(by_base.items(), key=lambda x: x[1], reverse=True)
ranks = {base: idx for idx, (base, _) in enumerate(scored, 1)}
LIQUIDITY_RANK_CACHE["ranks"] = ranks
LIQUIDITY_RANK_CACHE["volumes"] = dict(by_base)
LIQUIDITY_RANK_CACHE["total"] = len(scored)
LIQUIDITY_RANK_CACHE["version"] = cache_ver
LIQUIDITY_RANK_CACHE["updated_at"] = now_ts
except Exception:
pass
@@ -4910,8 +4947,10 @@ def api_symbol_liquidity_rank():
if not symbol:
return jsonify({"ok": False, "msg": "symbol 不能为空"}), 400
rank, total = _daily_volume_rank(symbol)
base = journal_coin_from_symbol(symbol)
vol_24h = (LIQUIDITY_RANK_CACHE.get("volumes") or {}).get(base)
if total <= 0:
return jsonify({"ok": False, "msg": "日成交量排名读取失败"}), 502
return jsonify({"ok": False, "msg": "24h成交额排名读取失败"}), 502
if rank is None:
return jsonify(
{
@@ -4919,6 +4958,7 @@ def api_symbol_liquidity_rank():
"symbol": symbol,
"rank": None,
"total": int(total),
"vol_usdt_24h": vol_24h,
"in_top30": False,
"rank_max": KEY_DAILY_VOLUME_RANK_MAX,
}
@@ -4930,6 +4970,7 @@ def api_symbol_liquidity_rank():
"symbol": symbol,
"rank": int(rank),
"total": int(total),
"vol_usdt_24h": vol_24h,
"in_top30": in_top,
"in_top": in_top,
"rank_max": KEY_DAILY_VOLUME_RANK_MAX,
crypto_monitor_okx/templates/index.html
+1 -1
View File
@@ -1461,7 +1461,7 @@ if(keyForm){
const rankMax = data.rank_max || 30;
const inTop = data.in_top != null ? data.in_top : data.in_top30;
if(data.rank == null || !inTop){
alert(`${data.symbol} 当前日成交量排名 ${data.rank == null ? "—" : data.rank}/${data.total}，不在前${rankMax}，已拦截。`);
alert(`${data.symbol} 当前24h成交额排名 ${data.rank == null ? "—" : data.rank}/${data.total}，不在前${rankMax}，已拦截。`);
return;
}
keyForm.submit();