Revert "fix(options): speed up chain refresh with fast path and non-blocking UI"
This reverts commit 6fad68f7b1.
This commit is contained in:
@@ -158,58 +158,7 @@ class OptionsQuoteLive:
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args = [{"channel": "tickers", "instId": iid} for iid in merged]
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for iid in sorted(index_insts):
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args.append({"channel": "index-tickers", "instId": iid})
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# 订阅可能分片 sleep,不能堵 Flask 请求线程
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threading.Thread(
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target=self._ws.set_subscriptions,
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args=(args,),
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name="okx-options-quote-sub",
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daemon=True,
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).start()
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def as_okx_tickers(self, underlying: str | None = None) -> dict[str, dict[str, Any]]:
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"""转成 build_option_chain 可用的 OKX ticker 字段."""
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u = (underlying or "").upper()
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out: dict[str, dict[str, Any]] = {}
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with self._lock:
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for inst_id, q in self._tickers.items():
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if u and str(q.get("underlying") or "").upper() not in ("", u):
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continue
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row: dict[str, Any] = {"instId": inst_id}
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if q.get("ask") is not None and not q.get("ask_estimated"):
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row["askPx"] = q.get("ask")
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row["askSz"] = q.get("ask_sz")
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if q.get("bid") is not None:
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row["bidPx"] = q.get("bid")
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row["bidSz"] = q.get("bid_sz")
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if q.get("mark_px") is not None:
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row["markPx"] = q.get("mark_px")
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out[inst_id] = row
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return out
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def index_px_for(self, underlying: str) -> float | None:
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u = (underlying or "").upper()
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with self._lock:
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return self._index_by_uly.get(u)
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def is_ws_fresh(self, *, max_age_sec: float = 15.0) -> bool:
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if not self._ws.connected:
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return False
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last = float(self._ws.last_msg_at or 0)
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return last > 0 and (time.time() - last) <= max_age_sec
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def schedule_seed_from_chain(
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self,
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chain: dict[str, Any],
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*,
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exp_time: str | int | None = None,
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watcher_id: str | None = None,
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) -> None:
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threading.Thread(
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target=self.seed_from_chain,
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kwargs={"chain": chain, "exp_time": exp_time, "watcher_id": watcher_id},
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name="options-quote-seed",
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daemon=True,
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).start()
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self._ws.set_subscriptions(args)
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def seed_from_chain(
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self,
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@@ -374,24 +374,6 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
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u = (request.args.get("underlying") or cfg["default_underly"]).upper()
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# 热更新:链展示天数每次读 env,保存后刷新链即可
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chain_max_dte = _env_float("OKX_OPTIONS_CHAIN_MAX_DTE_DAYS", float(cfg.get("chain_max_dte_days") or 14))
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fast = (request.args.get("fast") or "").strip().lower() in ("1", "true", "yes")
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force_tickers = (request.args.get("force_tickers") or "").strip().lower() in ("1", "true", "yes")
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watch_exp = (request.args.get("exp_time") or "").strip() or None
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live_index = None
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live_tickers = None
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ws_fresh = False
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try:
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from lib.options.options_quote_live_lib import options_quote_live
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ws_fresh = options_quote_live.is_ws_fresh()
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live_index = options_quote_live.index_px_for(u)
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live_tickers = options_quote_live.as_okx_tickers(u) or None
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except Exception:
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pass
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# fast: WS 已热则跳过整家族 REST tickers(最慢的一步),用 WS 缓存覆盖
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fetch_tickers = True
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if fast and ws_fresh and not force_tickers:
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fetch_tickers = False
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try:
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chain = cfg["build_option_chain"](
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ex,
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@@ -399,10 +381,6 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
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max_dte_days=chain_max_dte,
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itm_only=False,
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itm_max_dist_usd=cfg["itm_max_dist"],
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index_px=live_index,
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tickers_override=live_tickers,
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fetch_tickers=fetch_tickers,
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force_tickers=force_tickers,
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)
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except Exception as e:
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return jsonify({"ok": False, "msg": f"加载期权链失败: {e}"})
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@@ -415,7 +393,8 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
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try:
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from lib.options.options_quote_live_lib import options_quote_live
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options_quote_live.schedule_seed_from_chain(chain, exp_time=watch_exp)
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watch_exp = (request.args.get("exp_time") or "").strip() or None
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options_quote_live.seed_from_chain(chain, exp_time=watch_exp)
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except Exception:
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pass
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if not expiries:
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@@ -428,8 +407,6 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
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"ask_liq_filter_enabled": ask_liq_filter,
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"budget_buffer": budget_buffer,
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"trade_budget": cfg["trade_budget"],
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"chain_fast": fast,
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"ws_fresh": ws_fresh,
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}
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)
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return jsonify(
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@@ -441,9 +418,6 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
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"budget_buffer": budget_buffer,
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"trade_budget": cfg["trade_budget"],
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"quote_live": True,
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"chain_fast": fast,
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"ws_fresh": ws_fresh,
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"tickers_fetched": fetch_tickers,
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}
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)
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@@ -322,4 +322,4 @@
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</div>
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</div>
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<script src="/static/options_expiry_countdown.js?v=1"></script>
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<script src="/static/options_panel.js?v=59"></script>
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<script src="/static/options_panel.js?v=58"></script>
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