Use lightweight ticker APIs for liquidity rank to cut memory.
Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
+9
-126
@@ -177,6 +177,7 @@ from order_monitor_display_lib import (
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)
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from wechat_notify_lib import build_wechat_rs_level_message, send_wechat_webhook
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from hub_auth import request_allowed as hub_request_allowed
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from hub_volume_rank_lib import resolve_daily_volume_rank
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from history_window_lib import (
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PRESET_CUSTOM,
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PRESET_UTC_LAST24H,
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@@ -404,7 +405,6 @@ LIQUIDITY_RANK_CACHE = {
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"updated_at": 0.0,
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"version": 0,
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"ranks": {},
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"volumes": {},
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"total": 0,
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}
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@@ -3900,137 +3900,20 @@ def _status_by_ema55(symbol, timeframe):
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return "横盘", None, None
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def _okx_swap_turnover_usdt(ticker_row: dict) -> float | None:
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"""
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OKX 永续 24h 成交额(USDT)。
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官方文档：SWAP 的 volCcy24h 单位是「基础币数量」(如 ZEC)，不是 USDT；
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网页「24小时成交额」≈ volCcy24h × last。
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"""
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if not isinstance(ticker_row, dict):
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return None
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base_vol = _safe_float(ticker_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(ticker_row.get("last"))
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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 _okx_usdt_swap_volume_by_base() -> dict[str, float]:
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"""
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OKX USDT 永续全市场 24h 成交额(USDT)，与 App「24小时成交额」一致。
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走 /market/tickers?instType=SWAP，成交额 = volCcy24h(基础币) × last。
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"""
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by_base: dict[str, float] = {}
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try:
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ensure_markets_loaded()
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if hasattr(exchange, "publicGetMarketTickers"):
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resp = exchange.publicGetMarketTickers({"instType": "SWAP"})
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rows = (resp or {}).get("data") or []
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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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inst = str(row.get("instId") or "").upper()
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# 仅 USDT 本位永续：BTC-USDT-SWAP
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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_swap_turnover_usdt(row)
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if qv is None or qv <= 0:
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continue
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by_base[base] = max(by_base.get(base, 0), float(qv))
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if by_base:
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return by_base
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except Exception:
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pass
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def _ticker_base(sym_text):
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s = str(sym_text or "").upper().strip()
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if ":" in s:
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s = s.split(":", 1)[0]
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if "/" in s:
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return s.split("/", 1)[0].strip()
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if "-" in s:
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return s.split("-", 1)[0].strip()
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if s.endswith("USDT"):
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return s[:-4].strip()
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return s
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try:
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ensure_markets_loaded()
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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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for s, t in (tickers or {}).items():
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try:
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mk = exchange.markets.get(s) if exchange.markets else None
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if mk is not None:
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if not mk.get("swap"):
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continue
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if str(mk.get("quote") or "").upper() != "USDT":
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continue
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if mk.get("linear") is False:
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continue
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if mk.get("active") is False:
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continue
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else:
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su = str(s).upper()
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if "USDT" not in su or ":USDT" not in su:
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continue
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base = _ticker_base(s)
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if not base:
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continue
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info = (t or {}).get("info") if isinstance((t or {}).get("info"), dict) else {}
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row = dict(info)
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if row.get("last") is None:
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row["last"] = (t or {}).get("last")
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qv = _okx_swap_turnover_usdt(row)
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if qv is None:
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qv = _safe_float((t or {}).get("quoteVolume"))
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if qv is None or qv <= 0:
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continue
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by_base[base] = max(by_base.get(base, 0), float(qv))
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except Exception:
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continue
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except Exception:
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pass
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return by_base
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def _daily_volume_rank(symbol):
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"""
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返回(symbol_rank, total_count)：OKX USDT 永续 24h 成交额(USDT) 在全市场币种中的排名（非「本月」）。
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成交额 = volCcy24h(基础币) × last，与 OKX App「24小时成交额」一致。
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返回(symbol_rank, total_count)：OKX USDT 永续 24h 成交额(USDT) 在全市场币种中的排名。
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"""
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sym_norm = normalize_symbol_input(symbol)
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target_base = journal_coin_from_symbol(sym_norm)
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now_ts = time.time()
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cache_ver = 4
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cached_ok = (
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LIQUIDITY_RANK_CACHE.get("version") == cache_ver
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and LIQUIDITY_RANK_CACHE["updated_at"]
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and now_ts - float(LIQUIDITY_RANK_CACHE["updated_at"]) < max(30, BALANCE_REFRESH_SECONDS)
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return resolve_daily_volume_rank(
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target_base,
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LIQUIDITY_RANK_CACHE,
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now_ts=time.time(),
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ttl_sec=max(30, BALANCE_REFRESH_SECONDS),
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exchange=exchange,
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ensure_markets_loaded=ensure_markets_loaded,
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)
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if not cached_ok:
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try:
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by_base = _okx_usdt_swap_volume_by_base()
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scored = sorted(by_base.items(), key=lambda x: x[1], reverse=True)
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ranks = {base: idx for idx, (base, _) in enumerate(scored, 1)}
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LIQUIDITY_RANK_CACHE["ranks"] = ranks
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LIQUIDITY_RANK_CACHE["volumes"] = dict(by_base)
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LIQUIDITY_RANK_CACHE["total"] = len(scored)
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LIQUIDITY_RANK_CACHE["version"] = cache_ver
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LIQUIDITY_RANK_CACHE["updated_at"] = now_ts
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except Exception:
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pass
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ranks = LIQUIDITY_RANK_CACHE.get("ranks") or {}
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total = int(LIQUIDITY_RANK_CACHE.get("total") or 0)
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return ranks.get(target_base), total
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def _key_hard_checks(symbol, direction, upper, lower, monitor_type):
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