fix: exchange-specific volume rank APIs for OKX and full top20
Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
@@ -8181,6 +8181,7 @@ def _hub_fetch_volume_rank(top_n=20):
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exchange=exchange,
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ensure_markets_loaded=ensure_markets_loaded,
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top_n=top_n,
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exchange_id="binance",
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)
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@@ -8241,6 +8241,7 @@ def _hub_fetch_volume_rank(top_n=20):
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exchange=exchange,
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ensure_markets_loaded=ensure_markets_loaded,
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top_n=top_n,
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exchange_id="gateio",
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)
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@@ -7937,6 +7937,7 @@ def _hub_fetch_volume_rank(top_n=20):
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exchange=exchange,
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ensure_markets_loaded=ensure_markets_loaded,
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top_n=top_n,
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exchange_id="gateio",
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)
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@@ -7864,6 +7864,7 @@ def _hub_fetch_volume_rank(top_n=20):
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exchange=exchange,
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ensure_markets_loaded=ensure_markets_loaded,
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top_n=top_n,
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exchange_id="okx",
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)
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+254
-34
@@ -4,7 +4,6 @@ from __future__ import annotations
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import json
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import os
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import time
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from datetime import datetime, timedelta
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from pathlib import Path
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from typing import Any, Callable
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@@ -13,7 +12,7 @@ from zoneinfo import ZoneInfo
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from hub_trades_lib import trading_day_from_dt
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TOP_N_DEFAULT = 20
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CACHE_VERSION = 1
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CACHE_VERSION = 2
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def volume_rank_reset_hour() -> int:
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@@ -85,6 +84,12 @@ def _ticker_base(sym_text: str) -> str:
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return s
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def _hub_symbol_from_base(base: str, quote: str = "USDT") -> str:
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b = str(base or "").strip().upper()
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q = str(quote or "USDT").strip().upper()
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return f"{b}/{q}" if b else ""
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def _hub_symbol_from_market(market: dict | None, fallback_symbol: str) -> str:
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if market:
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base = str(market.get("base") or "").strip().upper()
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@@ -100,29 +105,73 @@ def _hub_symbol_from_market(market: dict | None, fallback_symbol: str) -> str:
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return f"{base}/USDT" if base else fb
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def _quote_volume_from_ticker(ticker: dict | None, market: dict | None) -> float | None:
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def _okx_turnover_usdt(row: dict | None) -> float | None:
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"""OKX SWAP:成交额(USDT) ≈ volCcy24h(基础币) × last。"""
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if not isinstance(row, dict):
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return None
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base_vol = _safe_float(row.get("volCcy24h"))
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if base_vol is None or base_vol <= 0:
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return None
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last = _safe_float(row.get("last") or row.get("lastPx"))
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if last is None or last <= 0:
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return None
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return float(base_vol * last)
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def _quote_volume_from_ticker(
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ticker: dict | None,
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market: dict | None,
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*,
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exchange_id: str = "",
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) -> float | None:
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ex_id = str(exchange_id or "").lower()
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t = ticker or {}
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info = t.get("info") if isinstance(t.get("info"), dict) else {}
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if ex_id == "okx":
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row = dict(info)
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if row.get("last") is None:
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row["last"] = t.get("last")
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qv = _okx_turnover_usdt(row)
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if qv is not None and qv > 0:
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return qv
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qv = _safe_float(t.get("quoteVolume"))
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if qv is not None and qv > 0:
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return qv
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info = t.get("info") if isinstance(t.get("info"), dict) else {}
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for key in ("quoteVolume", "volCcy24h", "vol24h", "turnover24h", "amount24"):
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if ex_id in ("gateio", "gate"):
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for key in (
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"volume_24h_quote",
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"volume_24h_settle",
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"quote_volume",
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"vol_24h",
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"turnover",
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):
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qv = _safe_float(info.get(key))
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if qv is not None and qv > 0:
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return qv
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for key in ("quoteVolume", "volCcy24h", "vol24h", "turnover24h", "amount24", "turnover"):
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qv = _safe_float(info.get(key))
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if qv is not None and qv > 0:
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if key == "volCcy24h" and ex_id == "okx":
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last = _safe_float(info.get("last") or info.get("lastPx") or t.get("last"))
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if last:
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return qv * last
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return qv
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bv = _safe_float(t.get("baseVolume"))
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lp = _safe_float(t.get("last")) or _safe_float(t.get("close"))
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if bv is not None and lp is not None and bv > 0 and lp > 0:
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return bv * lp
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if info:
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bv = _safe_float(info.get("volCcy24h") or info.get("vol24h"))
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lp = _safe_float(info.get("last") or info.get("lastPx"))
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bv = _safe_float(info.get("volCcy24h") or info.get("vol24h") or info.get("volume"))
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lp = _safe_float(info.get("last") or info.get("lastPx") or info.get("markPrice"))
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if bv is not None and lp is not None and bv > 0 and lp > 0:
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return bv * lp
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if market and lp:
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bv = _safe_float(t.get("baseVolume"))
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if bv is not None and bv > 0:
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return bv * lp
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return None
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@@ -130,7 +179,7 @@ def _is_usdt_linear_swap(market: dict | None, symbol: str) -> bool:
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if not market:
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su = str(symbol or "").upper()
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return "USDT" in su and (":USDT" in su or "/USDT" in su or su.endswith("USDT"))
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if not market.get("swap"):
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if not market.get("swap") and market.get("type") not in ("swap", "future"):
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return False
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if str(market.get("quote") or "").upper() != "USDT":
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return False
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@@ -138,46 +187,209 @@ def _is_usdt_linear_swap(market: dict | None, symbol: str) -> bool:
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return False
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if market.get("active") is False:
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return False
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settle = str(market.get("settle") or "").upper()
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if settle and settle != "USDT":
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return False
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return True
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def _lookup_ticker(tickers: dict, sym: str, market: dict | None) -> dict | None:
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if not tickers:
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return None
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t = tickers.get(sym)
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if t:
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return t
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if not market:
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return None
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base = market.get("base")
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quote = market.get("quote") or "USDT"
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settle = market.get("settle") or quote
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candidates = [
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sym,
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f"{base}/{quote}:{settle}",
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f"{base}/{quote}",
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f"{base}{quote}",
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market.get("id"),
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]
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for key in candidates:
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if not key:
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continue
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t = tickers.get(key)
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if t:
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return t
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return None
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def _merge_scores(scored: dict[str, tuple[str, float]]) -> list[tuple[str, str, float]]:
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rows = [(sym, base, vol) for base, (sym, vol) in scored.items() if sym and base and vol > 0]
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rows.sort(key=lambda x: x[2], reverse=True)
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return rows
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def _scores_from_okx(exchange) -> list[tuple[str, str, float]]:
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by_base: dict[str, tuple[str, float]] = {}
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if hasattr(exchange, "publicGetMarketTickers"):
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try:
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resp = exchange.publicGetMarketTickers({"instType": "SWAP"})
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for row in (resp or {}).get("data") or []:
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if not isinstance(row, dict):
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continue
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inst = str(row.get("instId") or "").upper()
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parts = inst.split("-")
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if len(parts) < 3 or parts[-1] != "SWAP" or parts[1] != "USDT":
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continue
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base = parts[0].strip()
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if not base:
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continue
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qv = _okx_turnover_usdt(row)
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if qv is None or qv <= 0:
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continue
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sym = _hub_symbol_from_base(base)
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prev = by_base.get(base)
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if prev is None or qv > prev[1]:
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by_base[base] = (sym, float(qv))
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if by_base:
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return _merge_scores(by_base)
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except Exception:
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pass
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try:
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tickers = exchange.fetch_tickers(params={"instType": "SWAP"})
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except Exception:
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tickers = exchange.fetch_tickers()
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return _scores_from_markets(exchange, tickers or {}, "okx")
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def _scores_from_binance(exchange) -> list[tuple[str, str, float]]:
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by_base: dict[str, tuple[str, float]] = {}
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if hasattr(exchange, "fapiPublicGetTicker24hr"):
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try:
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rows = exchange.fapiPublicGetTicker24hr()
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if isinstance(rows, list):
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for row in rows:
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if not isinstance(row, dict):
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continue
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raw = str(row.get("symbol") or "").upper()
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if not raw.endswith("USDT"):
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continue
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base = raw[:-4]
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if not base:
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continue
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qv = _safe_float(row.get("quoteVolume"))
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if qv is None or qv <= 0:
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bv = _safe_float(row.get("volume"))
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lp = _safe_float(row.get("lastPrice") or row.get("weightedAvgPrice"))
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if bv and lp:
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qv = bv * lp
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if qv is None or qv <= 0:
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continue
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sym = _hub_symbol_from_base(base)
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prev = by_base.get(base)
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if prev is None or qv > prev[1]:
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by_base[base] = (sym, float(qv))
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if by_base:
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return _merge_scores(by_base)
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except Exception:
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pass
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tickers = exchange.fetch_tickers()
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return _scores_from_markets(exchange, tickers or {}, "binance")
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def _scores_from_gate(exchange) -> list[tuple[str, str, float]]:
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by_base: dict[str, tuple[str, float]] = {}
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for method_name in ("publicFuturesGetSettleTickers", "publicFuturesGetUsdtTickers"):
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fn = getattr(exchange, method_name, None)
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if not callable(fn):
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continue
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try:
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rows = fn({"settle": "usdt"})
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if isinstance(rows, list):
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for row in rows:
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if not isinstance(row, dict):
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continue
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contract = str(row.get("contract") or row.get("name") or "").upper()
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if not contract:
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continue
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base = contract.replace("_USDT", "").replace("USDT", "").strip("_")
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if not base:
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continue
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qv = _safe_float(row.get("volume_24h_quote") or row.get("volume_24h_settle"))
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if qv is None or qv <= 0:
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bv = _safe_float(row.get("volume_24h_base"))
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lp = _safe_float(row.get("last") or row.get("mark_price"))
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if bv and lp:
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qv = bv * lp
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if qv is None or qv <= 0:
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continue
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sym = _hub_symbol_from_base(base)
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prev = by_base.get(base)
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if prev is None or qv > prev[1]:
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by_base[base] = (sym, float(qv))
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if by_base:
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return _merge_scores(by_base)
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except Exception:
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continue
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tickers = exchange.fetch_tickers()
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return _scores_from_markets(exchange, tickers or {}, "gateio")
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def _scores_from_markets(
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exchange,
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tickers: dict,
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exchange_id: str,
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) -> list[tuple[str, str, float]]:
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by_base: dict[str, tuple[str, float]] = {}
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markets = getattr(exchange, "markets", None) or {}
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for sym, mk in markets.items():
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try:
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if not _is_usdt_linear_swap(mk, sym):
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continue
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ticker = _lookup_ticker(tickers, sym, mk)
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qv = _quote_volume_from_ticker(ticker, mk, exchange_id=exchange_id)
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if qv is None or qv <= 0:
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continue
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hub_sym = _hub_symbol_from_market(mk, sym)
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base = _ticker_base(hub_sym)
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if not base:
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continue
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prev = by_base.get(base)
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if prev is None or qv > prev[1]:
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by_base[base] = (hub_sym, float(qv))
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except Exception:
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continue
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return _merge_scores(by_base)
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def _collect_scores(exchange, exchange_id: str) -> list[tuple[str, str, float]]:
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ex_id = str(exchange_id or "").lower()
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if ex_id == "okx":
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return _scores_from_okx(exchange)
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if ex_id == "binance":
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return _scores_from_binance(exchange)
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if ex_id in ("gateio", "gate", "gate_bot"):
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return _scores_from_gate(exchange)
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tickers = exchange.fetch_tickers()
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return _scores_from_markets(exchange, tickers or {}, ex_id)
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def fetch_usdt_swap_volume_rank(
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exchange,
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ensure_markets_loaded: Callable[[], None],
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*,
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top_n: int = TOP_N_DEFAULT,
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rank_date: str | None = None,
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exchange_id: str | None = None,
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) -> dict[str, Any]:
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"""从 ccxt 拉全市场 USDT 永续 ticker,按 24h 成交额(USDT) 取 Top N。"""
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top_n = max(1, min(int(top_n or TOP_N_DEFAULT), 100))
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ensure_markets_loaded()
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scored: list[tuple[str, str, float]] = []
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seen_bases: set[str] = set()
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ex_id = str(exchange_id or getattr(exchange, "id", "") or "").lower()
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try:
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tickers = exchange.fetch_tickers()
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scored = _collect_scores(exchange, ex_id)
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except Exception as e:
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return {"ok": False, "msg": str(e)}
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markets = getattr(exchange, "markets", None) or {}
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for sym, ticker in (tickers or {}).items():
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try:
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mk = markets.get(sym) if markets else None
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if not _is_usdt_linear_swap(mk, sym):
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continue
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qv = _quote_volume_from_ticker(ticker, mk)
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if qv is None or qv <= 0:
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continue
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hub_sym = _hub_symbol_from_market(mk, sym)
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base = _ticker_base(hub_sym)
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if not base or base in seen_bases:
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continue
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seen_bases.add(base)
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scored.append((hub_sym, base, float(qv)))
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except Exception:
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continue
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scored.sort(key=lambda x: x[2], reverse=True)
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items = []
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for idx, (hub_sym, base, qv) in enumerate(scored[:top_n], 1):
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items.append(
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@@ -193,6 +405,7 @@ def fetch_usdt_swap_volume_rank(
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"rank_date": rank_date or rank_date_label(),
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"items": items,
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"total_symbols": len(scored),
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"exchange_id": ex_id,
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"fetched_at": datetime.now(volume_rank_timezone()).isoformat(timespec="seconds"),
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}
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@@ -218,6 +431,8 @@ def load_volume_rank_cache(path: Path | None = None) -> dict[str, Any]:
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data = json.loads(p.read_text(encoding="utf-8"))
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if not isinstance(data, dict):
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return {"version": CACHE_VERSION, "exchanges": {}}
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if int(data.get("version") or 0) < CACHE_VERSION:
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return {"version": CACHE_VERSION, "exchanges": {}}
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data.setdefault("version", CACHE_VERSION)
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data.setdefault("exchanges", {})
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return data
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@@ -258,10 +473,15 @@ def merge_exchange_rank(
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def cache_needs_refresh(cache: dict[str, Any], *, expected_rank_date: str | None = None) -> bool:
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expected = expected_rank_date or rank_date_label()
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if int(cache.get("version") or 0) < CACHE_VERSION:
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return True
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if not cache.get("exchanges"):
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return True
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if str(cache.get("rank_date") or "") != expected:
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return True
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for _key, row in (cache.get("exchanges") or {}).items():
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if not row or not row.get("items"):
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return True
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return False
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@@ -381,14 +381,18 @@ def _refresh_volume_ranks(*, force: bool = False) -> dict:
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if not ex_key or not ex.get("enabled"):
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continue
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resp = _fetch_instance_volume_rank_sync(ex, top_n=TOP_N_DEFAULT)
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if resp.get("ok"):
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if resp.get("ok") and resp.get("items"):
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cache = merge_exchange_rank(cache, ex_key, resp)
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else:
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msg = str(resp.get("msg") or resp.get("error") or "拉取失败")
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if resp.get("ok") and not resp.get("items"):
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msg = msg if msg != "拉取失败" else "无有效成交额数据"
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errors.append(f"{ex_key}:{msg}")
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exchanges = dict(cache.get("exchanges") or {})
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prev = dict(exchanges.get(ex_key) or {})
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prev["error"] = msg
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if not prev.get("items"):
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prev["items"] = []
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exchanges[ex_key] = prev
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cache["exchanges"] = exchanges
|
||||
cache["rank_date"] = expected
|
||||
|
||||
@@ -2621,14 +2621,23 @@
|
||||
elVolRankList.innerHTML = "";
|
||||
if (!data || !data.ok || !data.items || !data.items.length) {
|
||||
elVolRankMeta.textContent =
|
||||
(data && data.msg) || "暂无排名数据(请稍后或检查实例 /api/hub/volume-rank)";
|
||||
(data && data.msg) ||
|
||||
"暂无排名数据(请 pm2 restart 四实例与 manual-trading-hub 后重试)";
|
||||
return;
|
||||
}
|
||||
const resetHour = data.reset_hour != null ? data.reset_hour : 8;
|
||||
const rankDate = data.rank_date || "—";
|
||||
const updated = data.updated_at || "—";
|
||||
const total = data.total_symbols != null ? data.total_symbols : "";
|
||||
elVolRankMeta.textContent =
|
||||
"昨日成交 Top20 · 交易日 " + rankDate + " · 每早 " + resetHour + ":00 更新 · " + updated;
|
||||
"昨日成交 Top20 · 交易日 " +
|
||||
rankDate +
|
||||
" · 每早 " +
|
||||
resetHour +
|
||||
":00 更新" +
|
||||
(total ? " · 全市场 " + total + " 个" : "") +
|
||||
" · " +
|
||||
updated;
|
||||
const curSym = (elSymbol && elSymbol.value.trim().toUpperCase()) || "";
|
||||
data.items.forEach(function (row) {
|
||||
const li = document.createElement("li");
|
||||
|
||||
@@ -1,6 +1,8 @@
|
||||
from datetime import datetime
|
||||
|
||||
from hub_volume_rank_lib import (
|
||||
CACHE_VERSION,
|
||||
_okx_turnover_usdt,
|
||||
cache_needs_refresh,
|
||||
format_volume_quote,
|
||||
merge_exchange_rank,
|
||||
@@ -26,6 +28,11 @@ def test_format_volume_quote():
|
||||
assert format_volume_quote(4500) == "4.50K"
|
||||
|
||||
|
||||
def test_okx_turnover_usdt():
|
||||
qv = _okx_turnover_usdt({"volCcy24h": "100", "last": "50"})
|
||||
assert qv == 5000.0
|
||||
|
||||
|
||||
def test_cache_needs_refresh_and_merge():
|
||||
cache = {"rank_date": "2026-06-05", "exchanges": {}}
|
||||
assert cache_needs_refresh(cache, expected_rank_date="2026-06-07") is True
|
||||
@@ -41,3 +48,8 @@ def test_cache_needs_refresh_and_merge():
|
||||
)
|
||||
assert merged["exchanges"]["binance"]["items"][0]["symbol"] == "BTC/USDT"
|
||||
assert merged["rank_date"] == "2026-06-07"
|
||||
|
||||
|
||||
def test_stale_cache_version_forces_refresh():
|
||||
cache = {"version": CACHE_VERSION - 1, "rank_date": "2026-06-07", "exchanges": {"okx": {"items": [{}]}}}
|
||||
assert cache_needs_refresh(cache) is True
|
||||
|
||||
Reference in New Issue
Block a user