fix(hub): align Binance chart ticks and improve monitor mark price

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-06-03 22:33:59 +08:00
parent c1fda1e7d5
commit 2a9602610e
7 changed files with 275 additions and 30 deletions
+73 -8
View File
@@ -85,6 +85,75 @@ def chart_fetch_start_ms(timeframe: str, need: int, now_ms: int | None = None) -
return max(0, now - max(1, int(need)) * period)
def _positive_float(value: Any) -> Optional[float]:
if value in (None, ""):
return None
try:
v = float(value)
except (TypeError, ValueError):
return None
return v if v > 0 else None
def _price_tick_from_market_info(info: dict) -> Optional[float]:
"""从 market.info 解析 tick(含币安 PRICE_FILTER.filters)。"""
for key in ("tickSize", "tickSz", "price_increment", "order_price_round", "quote_increment"):
v = _positive_float(info.get(key))
if v is not None:
return v
for key in ("pricePrecision", "price_precision"):
raw = info.get(key)
if raw in (None, ""):
continue
try:
p = float(raw)
except (TypeError, ValueError):
continue
if p >= 1 and abs(p - round(p)) < 1e-9 and p <= 12:
return 10 ** (-int(p))
if 0 < p < 1:
return p
filters = info.get("filters")
if isinstance(filters, list):
for f in filters:
if not isinstance(f, dict):
continue
if str(f.get("filterType") or "").upper() != "PRICE_FILTER":
continue
v = _positive_float(f.get("tickSize"))
if v is not None:
return v
return None
def round_price_to_tick(value: Any, tick: Optional[float]) -> Optional[float]:
"""按交易所 tick 对齐价格(K 线/标记线与坐标轴一致)。"""
t = normalize_price_tick(tick)
if t is None:
return None
try:
v = float(value)
except (TypeError, ValueError):
return None
n = round(v / t) * t
d = _decimals_from_tick(t)
return float(f"{n:.{d}f}")
def round_ohlcv_bars_to_tick(bars: list[dict[str, Any]], tick: Optional[float]) -> None:
t = normalize_price_tick(tick)
if t is None:
return
for b in bars:
for key in ("open", "high", "low", "close"):
if key in b:
rounded = round_price_to_tick(b.get(key), t)
if rounded is not None:
b[key] = rounded
def price_tick_from_market(exchange, exchange_symbol: str) -> Optional[float]:
"""最小价格变动单位(与交易所 tick / price_to_precision 一致)。"""
try:
@@ -96,14 +165,9 @@ def price_tick_from_market(exchange, exchange_symbol: str) -> Optional[float]:
info = market.get("info") or {}
if isinstance(info, dict):
for key in ("tickSize", "tickSz", "price_increment", "order_price_round", "quote_increment"):
if info.get(key) not in (None, ""):
try:
v = float(info[key])
if v > 0:
return v
except (TypeError, ValueError):
pass
tick = _price_tick_from_market_info(info)
if tick is not None:
return tick
limits = market.get("limits") or {}
price_limits = limits.get("price") or {}
@@ -434,6 +498,7 @@ def fetch_ohlcv_for_hub(
return {"ok": False, "msg": "交易所未返回 K 线"}
tick = normalize_price_tick(price_tick_from_market(exchange, ex_sym))
round_ohlcv_bars_to_tick(merged, tick)
return {
"ok": True,