fix: exchange-specific volume rank APIs for OKX and full top20
Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
+254
-34
@@ -4,7 +4,6 @@ from __future__ import annotations
|
||||
|
||||
import json
|
||||
import os
|
||||
import time
|
||||
from datetime import datetime, timedelta
|
||||
from pathlib import Path
|
||||
from typing import Any, Callable
|
||||
@@ -13,7 +12,7 @@ from zoneinfo import ZoneInfo
|
||||
from hub_trades_lib import trading_day_from_dt
|
||||
|
||||
TOP_N_DEFAULT = 20
|
||||
CACHE_VERSION = 1
|
||||
CACHE_VERSION = 2
|
||||
|
||||
|
||||
def volume_rank_reset_hour() -> int:
|
||||
@@ -85,6 +84,12 @@ def _ticker_base(sym_text: str) -> str:
|
||||
return s
|
||||
|
||||
|
||||
def _hub_symbol_from_base(base: str, quote: str = "USDT") -> str:
|
||||
b = str(base or "").strip().upper()
|
||||
q = str(quote or "USDT").strip().upper()
|
||||
return f"{b}/{q}" if b else ""
|
||||
|
||||
|
||||
def _hub_symbol_from_market(market: dict | None, fallback_symbol: str) -> str:
|
||||
if market:
|
||||
base = str(market.get("base") or "").strip().upper()
|
||||
@@ -100,29 +105,73 @@ def _hub_symbol_from_market(market: dict | None, fallback_symbol: str) -> str:
|
||||
return f"{base}/USDT" if base else fb
|
||||
|
||||
|
||||
def _quote_volume_from_ticker(ticker: dict | None, market: dict | None) -> float | None:
|
||||
def _okx_turnover_usdt(row: dict | None) -> float | None:
|
||||
"""OKX SWAP：成交额(USDT) ≈ volCcy24h(基础币) × last。"""
|
||||
if not isinstance(row, dict):
|
||||
return None
|
||||
base_vol = _safe_float(row.get("volCcy24h"))
|
||||
if base_vol is None or base_vol <= 0:
|
||||
return None
|
||||
last = _safe_float(row.get("last") or row.get("lastPx"))
|
||||
if last is None or last <= 0:
|
||||
return None
|
||||
return float(base_vol * last)
|
||||
|
||||
|
||||
def _quote_volume_from_ticker(
|
||||
ticker: dict | None,
|
||||
market: dict | None,
|
||||
*,
|
||||
exchange_id: str = "",
|
||||
) -> float | None:
|
||||
ex_id = str(exchange_id or "").lower()
|
||||
t = ticker or {}
|
||||
info = t.get("info") if isinstance(t.get("info"), dict) else {}
|
||||
|
||||
if ex_id == "okx":
|
||||
row = dict(info)
|
||||
if row.get("last") is None:
|
||||
row["last"] = t.get("last")
|
||||
qv = _okx_turnover_usdt(row)
|
||||
if qv is not None and qv > 0:
|
||||
return qv
|
||||
|
||||
qv = _safe_float(t.get("quoteVolume"))
|
||||
if qv is not None and qv > 0:
|
||||
return qv
|
||||
info = t.get("info") if isinstance(t.get("info"), dict) else {}
|
||||
for key in ("quoteVolume", "volCcy24h", "vol24h", "turnover24h", "amount24"):
|
||||
|
||||
if ex_id in ("gateio", "gate"):
|
||||
for key in (
|
||||
"volume_24h_quote",
|
||||
"volume_24h_settle",
|
||||
"quote_volume",
|
||||
"vol_24h",
|
||||
"turnover",
|
||||
):
|
||||
qv = _safe_float(info.get(key))
|
||||
if qv is not None and qv > 0:
|
||||
return qv
|
||||
|
||||
for key in ("quoteVolume", "volCcy24h", "vol24h", "turnover24h", "amount24", "turnover"):
|
||||
qv = _safe_float(info.get(key))
|
||||
if qv is not None and qv > 0:
|
||||
if key == "volCcy24h" and ex_id == "okx":
|
||||
last = _safe_float(info.get("last") or info.get("lastPx") or t.get("last"))
|
||||
if last:
|
||||
return qv * last
|
||||
return qv
|
||||
|
||||
bv = _safe_float(t.get("baseVolume"))
|
||||
lp = _safe_float(t.get("last")) or _safe_float(t.get("close"))
|
||||
if bv is not None and lp is not None and bv > 0 and lp > 0:
|
||||
return bv * lp
|
||||
|
||||
if info:
|
||||
bv = _safe_float(info.get("volCcy24h") or info.get("vol24h"))
|
||||
lp = _safe_float(info.get("last") or info.get("lastPx"))
|
||||
bv = _safe_float(info.get("volCcy24h") or info.get("vol24h") or info.get("volume"))
|
||||
lp = _safe_float(info.get("last") or info.get("lastPx") or info.get("markPrice"))
|
||||
if bv is not None and lp is not None and bv > 0 and lp > 0:
|
||||
return bv * lp
|
||||
if market and lp:
|
||||
bv = _safe_float(t.get("baseVolume"))
|
||||
if bv is not None and bv > 0:
|
||||
return bv * lp
|
||||
|
||||
return None
|
||||
|
||||
|
||||
@@ -130,7 +179,7 @@ def _is_usdt_linear_swap(market: dict | None, symbol: str) -> bool:
|
||||
if not market:
|
||||
su = str(symbol or "").upper()
|
||||
return "USDT" in su and (":USDT" in su or "/USDT" in su or su.endswith("USDT"))
|
||||
if not market.get("swap"):
|
||||
if not market.get("swap") and market.get("type") not in ("swap", "future"):
|
||||
return False
|
||||
if str(market.get("quote") or "").upper() != "USDT":
|
||||
return False
|
||||
@@ -138,46 +187,209 @@ def _is_usdt_linear_swap(market: dict | None, symbol: str) -> bool:
|
||||
return False
|
||||
if market.get("active") is False:
|
||||
return False
|
||||
settle = str(market.get("settle") or "").upper()
|
||||
if settle and settle != "USDT":
|
||||
return False
|
||||
return True
|
||||
|
||||
|
||||
def _lookup_ticker(tickers: dict, sym: str, market: dict | None) -> dict | None:
|
||||
if not tickers:
|
||||
return None
|
||||
t = tickers.get(sym)
|
||||
if t:
|
||||
return t
|
||||
if not market:
|
||||
return None
|
||||
base = market.get("base")
|
||||
quote = market.get("quote") or "USDT"
|
||||
settle = market.get("settle") or quote
|
||||
candidates = [
|
||||
sym,
|
||||
f"{base}/{quote}:{settle}",
|
||||
f"{base}/{quote}",
|
||||
f"{base}{quote}",
|
||||
market.get("id"),
|
||||
]
|
||||
for key in candidates:
|
||||
if not key:
|
||||
continue
|
||||
t = tickers.get(key)
|
||||
if t:
|
||||
return t
|
||||
return None
|
||||
|
||||
|
||||
def _merge_scores(scored: dict[str, tuple[str, float]]) -> list[tuple[str, str, float]]:
|
||||
rows = [(sym, base, vol) for base, (sym, vol) in scored.items() if sym and base and vol > 0]
|
||||
rows.sort(key=lambda x: x[2], reverse=True)
|
||||
return rows
|
||||
|
||||
|
||||
def _scores_from_okx(exchange) -> list[tuple[str, str, float]]:
|
||||
by_base: dict[str, tuple[str, float]] = {}
|
||||
if hasattr(exchange, "publicGetMarketTickers"):
|
||||
try:
|
||||
resp = exchange.publicGetMarketTickers({"instType": "SWAP"})
|
||||
for row in (resp or {}).get("data") or []:
|
||||
if not isinstance(row, dict):
|
||||
continue
|
||||
inst = str(row.get("instId") or "").upper()
|
||||
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 = _okx_turnover_usdt(row)
|
||||
if qv is None or qv <= 0:
|
||||
continue
|
||||
sym = _hub_symbol_from_base(base)
|
||||
prev = by_base.get(base)
|
||||
if prev is None or qv > prev[1]:
|
||||
by_base[base] = (sym, float(qv))
|
||||
if by_base:
|
||||
return _merge_scores(by_base)
|
||||
except Exception:
|
||||
pass
|
||||
|
||||
try:
|
||||
tickers = exchange.fetch_tickers(params={"instType": "SWAP"})
|
||||
except Exception:
|
||||
tickers = exchange.fetch_tickers()
|
||||
return _scores_from_markets(exchange, tickers or {}, "okx")
|
||||
|
||||
|
||||
def _scores_from_binance(exchange) -> list[tuple[str, str, float]]:
|
||||
by_base: dict[str, tuple[str, float]] = {}
|
||||
if hasattr(exchange, "fapiPublicGetTicker24hr"):
|
||||
try:
|
||||
rows = exchange.fapiPublicGetTicker24hr()
|
||||
if isinstance(rows, list):
|
||||
for row in rows:
|
||||
if not isinstance(row, dict):
|
||||
continue
|
||||
raw = str(row.get("symbol") or "").upper()
|
||||
if not raw.endswith("USDT"):
|
||||
continue
|
||||
base = raw[:-4]
|
||||
if not base:
|
||||
continue
|
||||
qv = _safe_float(row.get("quoteVolume"))
|
||||
if qv is None or qv <= 0:
|
||||
bv = _safe_float(row.get("volume"))
|
||||
lp = _safe_float(row.get("lastPrice") or row.get("weightedAvgPrice"))
|
||||
if bv and lp:
|
||||
qv = bv * lp
|
||||
if qv is None or qv <= 0:
|
||||
continue
|
||||
sym = _hub_symbol_from_base(base)
|
||||
prev = by_base.get(base)
|
||||
if prev is None or qv > prev[1]:
|
||||
by_base[base] = (sym, float(qv))
|
||||
if by_base:
|
||||
return _merge_scores(by_base)
|
||||
except Exception:
|
||||
pass
|
||||
tickers = exchange.fetch_tickers()
|
||||
return _scores_from_markets(exchange, tickers or {}, "binance")
|
||||
|
||||
|
||||
def _scores_from_gate(exchange) -> list[tuple[str, str, float]]:
|
||||
by_base: dict[str, tuple[str, float]] = {}
|
||||
for method_name in ("publicFuturesGetSettleTickers", "publicFuturesGetUsdtTickers"):
|
||||
fn = getattr(exchange, method_name, None)
|
||||
if not callable(fn):
|
||||
continue
|
||||
try:
|
||||
rows = fn({"settle": "usdt"})
|
||||
if isinstance(rows, list):
|
||||
for row in rows:
|
||||
if not isinstance(row, dict):
|
||||
continue
|
||||
contract = str(row.get("contract") or row.get("name") or "").upper()
|
||||
if not contract:
|
||||
continue
|
||||
base = contract.replace("_USDT", "").replace("USDT", "").strip("_")
|
||||
if not base:
|
||||
continue
|
||||
qv = _safe_float(row.get("volume_24h_quote") or row.get("volume_24h_settle"))
|
||||
if qv is None or qv <= 0:
|
||||
bv = _safe_float(row.get("volume_24h_base"))
|
||||
lp = _safe_float(row.get("last") or row.get("mark_price"))
|
||||
if bv and lp:
|
||||
qv = bv * lp
|
||||
if qv is None or qv <= 0:
|
||||
continue
|
||||
sym = _hub_symbol_from_base(base)
|
||||
prev = by_base.get(base)
|
||||
if prev is None or qv > prev[1]:
|
||||
by_base[base] = (sym, float(qv))
|
||||
if by_base:
|
||||
return _merge_scores(by_base)
|
||||
except Exception:
|
||||
continue
|
||||
tickers = exchange.fetch_tickers()
|
||||
return _scores_from_markets(exchange, tickers or {}, "gateio")
|
||||
|
||||
|
||||
def _scores_from_markets(
|
||||
exchange,
|
||||
tickers: dict,
|
||||
exchange_id: str,
|
||||
) -> list[tuple[str, str, float]]:
|
||||
by_base: dict[str, tuple[str, float]] = {}
|
||||
markets = getattr(exchange, "markets", None) or {}
|
||||
for sym, mk in markets.items():
|
||||
try:
|
||||
if not _is_usdt_linear_swap(mk, sym):
|
||||
continue
|
||||
ticker = _lookup_ticker(tickers, sym, mk)
|
||||
qv = _quote_volume_from_ticker(ticker, mk, exchange_id=exchange_id)
|
||||
if qv is None or qv <= 0:
|
||||
continue
|
||||
hub_sym = _hub_symbol_from_market(mk, sym)
|
||||
base = _ticker_base(hub_sym)
|
||||
if not base:
|
||||
continue
|
||||
prev = by_base.get(base)
|
||||
if prev is None or qv > prev[1]:
|
||||
by_base[base] = (hub_sym, float(qv))
|
||||
except Exception:
|
||||
continue
|
||||
return _merge_scores(by_base)
|
||||
|
||||
|
||||
def _collect_scores(exchange, exchange_id: str) -> list[tuple[str, str, float]]:
|
||||
ex_id = str(exchange_id or "").lower()
|
||||
if ex_id == "okx":
|
||||
return _scores_from_okx(exchange)
|
||||
if ex_id == "binance":
|
||||
return _scores_from_binance(exchange)
|
||||
if ex_id in ("gateio", "gate", "gate_bot"):
|
||||
return _scores_from_gate(exchange)
|
||||
tickers = exchange.fetch_tickers()
|
||||
return _scores_from_markets(exchange, tickers or {}, ex_id)
|
||||
|
||||
|
||||
def fetch_usdt_swap_volume_rank(
|
||||
exchange,
|
||||
ensure_markets_loaded: Callable[[], None],
|
||||
*,
|
||||
top_n: int = TOP_N_DEFAULT,
|
||||
rank_date: str | None = None,
|
||||
exchange_id: str | None = None,
|
||||
) -> dict[str, Any]:
|
||||
"""从 ccxt 拉全市场 USDT 永续 ticker，按 24h 成交额(USDT) 取 Top N。"""
|
||||
top_n = max(1, min(int(top_n or TOP_N_DEFAULT), 100))
|
||||
ensure_markets_loaded()
|
||||
scored: list[tuple[str, str, float]] = []
|
||||
seen_bases: set[str] = set()
|
||||
ex_id = str(exchange_id or getattr(exchange, "id", "") or "").lower()
|
||||
|
||||
try:
|
||||
tickers = exchange.fetch_tickers()
|
||||
scored = _collect_scores(exchange, ex_id)
|
||||
except Exception as e:
|
||||
return {"ok": False, "msg": str(e)}
|
||||
|
||||
markets = getattr(exchange, "markets", None) or {}
|
||||
for sym, ticker in (tickers or {}).items():
|
||||
try:
|
||||
mk = markets.get(sym) if markets else None
|
||||
if not _is_usdt_linear_swap(mk, sym):
|
||||
continue
|
||||
qv = _quote_volume_from_ticker(ticker, mk)
|
||||
if qv is None or qv <= 0:
|
||||
continue
|
||||
hub_sym = _hub_symbol_from_market(mk, sym)
|
||||
base = _ticker_base(hub_sym)
|
||||
if not base or base in seen_bases:
|
||||
continue
|
||||
seen_bases.add(base)
|
||||
scored.append((hub_sym, base, float(qv)))
|
||||
except Exception:
|
||||
continue
|
||||
|
||||
scored.sort(key=lambda x: x[2], reverse=True)
|
||||
items = []
|
||||
for idx, (hub_sym, base, qv) in enumerate(scored[:top_n], 1):
|
||||
items.append(
|
||||
@@ -193,6 +405,7 @@ def fetch_usdt_swap_volume_rank(
|
||||
"rank_date": rank_date or rank_date_label(),
|
||||
"items": items,
|
||||
"total_symbols": len(scored),
|
||||
"exchange_id": ex_id,
|
||||
"fetched_at": datetime.now(volume_rank_timezone()).isoformat(timespec="seconds"),
|
||||
}
|
||||
|
||||
@@ -218,6 +431,8 @@ def load_volume_rank_cache(path: Path | None = None) -> dict[str, Any]:
|
||||
data = json.loads(p.read_text(encoding="utf-8"))
|
||||
if not isinstance(data, dict):
|
||||
return {"version": CACHE_VERSION, "exchanges": {}}
|
||||
if int(data.get("version") or 0) < CACHE_VERSION:
|
||||
return {"version": CACHE_VERSION, "exchanges": {}}
|
||||
data.setdefault("version", CACHE_VERSION)
|
||||
data.setdefault("exchanges", {})
|
||||
return data
|
||||
@@ -258,10 +473,15 @@ def merge_exchange_rank(
|
||||
|
||||
def cache_needs_refresh(cache: dict[str, Any], *, expected_rank_date: str | None = None) -> bool:
|
||||
expected = expected_rank_date or rank_date_label()
|
||||
if int(cache.get("version") or 0) < CACHE_VERSION:
|
||||
return True
|
||||
if not cache.get("exchanges"):
|
||||
return True
|
||||
if str(cache.get("rank_date") or "") != expected:
|
||||
return True
|
||||
for _key, row in (cache.get("exchanges") or {}).items():
|
||||
if not row or not row.get("items"):
|
||||
return True
|
||||
return False
|
||||
|
||||
|
||||
|
||||
Reference in New Issue
Block a user