fix: exchange-specific volume rank APIs for OKX and full top20

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-06-08 15:53:41 +08:00
parent 4bf0c2363f
commit 89a58c7323
8 changed files with 286 additions and 37 deletions
+1
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@@ -8181,6 +8181,7 @@ def _hub_fetch_volume_rank(top_n=20):
exchange=exchange,
ensure_markets_loaded=ensure_markets_loaded,
top_n=top_n,
exchange_id="binance",
)
+1
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@@ -8241,6 +8241,7 @@ def _hub_fetch_volume_rank(top_n=20):
exchange=exchange,
ensure_markets_loaded=ensure_markets_loaded,
top_n=top_n,
exchange_id="gateio",
)
+1
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@@ -7937,6 +7937,7 @@ def _hub_fetch_volume_rank(top_n=20):
exchange=exchange,
ensure_markets_loaded=ensure_markets_loaded,
top_n=top_n,
exchange_id="gateio",
)
+1
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@@ -7864,6 +7864,7 @@ def _hub_fetch_volume_rank(top_n=20):
exchange=exchange,
ensure_markets_loaded=ensure_markets_loaded,
top_n=top_n,
exchange_id="okx",
)
+254 -34
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@@ -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
+5 -1
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@@ -381,14 +381,18 @@ def _refresh_volume_ranks(*, force: bool = False) -> dict:
if not ex_key or not ex.get("enabled"):
continue
resp = _fetch_instance_volume_rank_sync(ex, top_n=TOP_N_DEFAULT)
if resp.get("ok"):
if resp.get("ok") and resp.get("items"):
cache = merge_exchange_rank(cache, ex_key, resp)
else:
msg = str(resp.get("msg") or resp.get("error") or "拉取失败")
if resp.get("ok") and not resp.get("items"):
msg = msg if msg != "拉取失败" else "无有效成交额数据"
errors.append(f"{ex_key}:{msg}")
exchanges = dict(cache.get("exchanges") or {})
prev = dict(exchanges.get(ex_key) or {})
prev["error"] = msg
if not prev.get("items"):
prev["items"] = []
exchanges[ex_key] = prev
cache["exchanges"] = exchanges
cache["rank_date"] = expected
+11 -2
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@@ -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");
+12
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@@ -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