Use lightweight ticker APIs for liquidity rank to cut memory.

Co-authored-by: Cursor <cursoragent@cursor.com>

crypto_monitor_binance/app.py

@@ -179,6 +179,7 @@ from order_monitor_display_lib import (
 )
 from wechat_notify_lib import build_wechat_rs_level_message, send_wechat_webhook
 from hub_auth import request_allowed as hub_request_allowed
+from hub_volume_rank_lib import resolve_daily_volume_rank
 from history_window_lib import (
     PRESET_CUSTOM,
     PRESET_UTC_LAST24H,
@@ -416,6 +417,7 @@ ACCOUNT_BALANCE_CACHE = {
 }
 LIQUIDITY_RANK_CACHE = {
     "updated_at": 0.0,
+    "version": 0,
     "ranks": {},
     "total": 0,
 }
@@ -4552,67 +4554,19 @@ def _status_by_ema55(symbol, timeframe):
 
 def _daily_volume_rank(symbol):
     """
-    返回(symbol_rank, total_count)，按 quoteVolume 降序，缺失时 fallback 到 baseVolume*last。
+    返回(symbol_rank, total_count)，按 USDT 永续 24h 成交额降序。
+    走 hub_volume_rank_lib 轻量 ticker API，避免 fetch_tickers() 全市场拉取。
     """
     sym_norm = normalize_symbol_input(symbol)
     target_base = journal_coin_from_symbol(sym_norm)
-
+    return resolve_daily_volume_rank(
-    def _ticker_base(sym_text):
+        target_base,
-        s = str(sym_text or "").upper().strip()
+        LIQUIDITY_RANK_CACHE,
-        if ":" in s:
+        now_ts=time.time(),
-            s = s.split(":", 1)[0]
+        ttl_sec=max(30, BALANCE_REFRESH_SECONDS),
-        if "/" in s:
+        exchange=exchange,
-            return s.split("/", 1)[0].strip()
+        ensure_markets_loaded=ensure_markets_loaded,
-        if "-" in s:
-            return s.split("-", 1)[0].strip()
-        if s.endswith("USDT"):
-            return s[:-4].strip()
-        return s
-    now_ts = time.time()
-    cached_ok = (
-        LIQUIDITY_RANK_CACHE["updated_at"]
-        and now_ts - float(LIQUIDITY_RANK_CACHE["updated_at"]) < max(30, BALANCE_REFRESH_SECONDS)
     )
-    if not cached_ok:
-        try:
-            ensure_markets_loaded()
-            tickers = exchange.fetch_tickers()
-            scored = []
-            for s, t in (tickers or {}).items():
-                try:
-                    mk = exchange.markets.get(s)
-                    if not mk or not mk.get("swap"):
-                        continue
-                    su = str(s).upper()
-                    if "USDT" not in su:
-                        continue
-                    qv = _safe_float((t or {}).get("quoteVolume"))
-                    if qv is None:
-                        info = (t or {}).get("info") if isinstance((t or {}).get("info"), dict) else {}
-                        qv = _safe_float(info.get("volCcy24h") or info.get("vol24h"))
-                    if qv is None:
-                        bv = _safe_float((t or {}).get("baseVolume"))
-                        lp = _safe_float((t or {}).get("last"))
-                        if bv is not None and lp is not None:
-                            qv = bv * lp
-                    if qv is None or qv <= 0:
-                        continue
-                    scored.append((_ticker_base(s), float(qv)))
-                except Exception:
-                    continue
-            scored.sort(key=lambda x: x[1], reverse=True)
-            ranks = {}
-            for idx, (base, _) in enumerate(scored, 1):
-                if base and base not in ranks:
-                    ranks[base] = idx
-            LIQUIDITY_RANK_CACHE["ranks"] = ranks
-            LIQUIDITY_RANK_CACHE["total"] = len(scored)
-            LIQUIDITY_RANK_CACHE["updated_at"] = now_ts
-        except Exception:
-            pass
-    ranks = LIQUIDITY_RANK_CACHE.get("ranks") or {}
-    total = int(LIQUIDITY_RANK_CACHE.get("total") or 0)
-    return ranks.get(target_base), total
 
 
 def _key_hard_checks(symbol, direction, upper, lower, monitor_type):

crypto_monitor_gate/app.py

@@ -178,6 +178,7 @@ from order_monitor_display_lib import (
 )
 from wechat_notify_lib import build_wechat_rs_level_message, send_wechat_webhook
 from hub_auth import request_allowed as hub_request_allowed
+from hub_volume_rank_lib import resolve_daily_volume_rank
 from history_window_lib import (
     PRESET_CUSTOM,
     PRESET_UTC_LAST24H,
@@ -402,6 +403,7 @@ ACCOUNT_BALANCE_CACHE = {
 }
 LIQUIDITY_RANK_CACHE = {
     "updated_at": 0.0,
+    "version": 0,
     "ranks": {},
     "total": 0,
 }
@@ -4284,67 +4286,19 @@ def _status_by_ema55(symbol, timeframe):
 
 def _daily_volume_rank(symbol):
     """
-    返回(symbol_rank, total_count)，按 quoteVolume 降序，缺失时 fallback 到 baseVolume*last。
+    返回(symbol_rank, total_count)，按 USDT 永续 24h 成交额降序。
+    走 hub_volume_rank_lib 轻量 ticker API，避免 fetch_tickers() 全市场拉取。
     """
     sym_norm = normalize_symbol_input(symbol)
     target_base = journal_coin_from_symbol(sym_norm)
-
+    return resolve_daily_volume_rank(
-    def _ticker_base(sym_text):
+        target_base,
-        s = str(sym_text or "").upper().strip()
+        LIQUIDITY_RANK_CACHE,
-        if ":" in s:
+        now_ts=time.time(),
-            s = s.split(":", 1)[0]
+        ttl_sec=max(30, BALANCE_REFRESH_SECONDS),
-        if "/" in s:
+        exchange=exchange,
-            return s.split("/", 1)[0].strip()
+        ensure_markets_loaded=ensure_markets_loaded,
-        if "-" in s:
-            return s.split("-", 1)[0].strip()
-        if s.endswith("USDT"):
-            return s[:-4].strip()
-        return s
-    now_ts = time.time()
-    cached_ok = (
-        LIQUIDITY_RANK_CACHE["updated_at"]
-        and now_ts - float(LIQUIDITY_RANK_CACHE["updated_at"]) < max(30, BALANCE_REFRESH_SECONDS)
     )
-    if not cached_ok:
-        try:
-            ensure_markets_loaded()
-            tickers = exchange.fetch_tickers()
-            scored = []
-            for s, t in (tickers or {}).items():
-                try:
-                    mk = exchange.markets.get(s)
-                    if not mk or not mk.get("swap"):
-                        continue
-                    su = str(s).upper()
-                    if "USDT" not in su:
-                        continue
-                    qv = _safe_float((t or {}).get("quoteVolume"))
-                    if qv is None:
-                        info = (t or {}).get("info") if isinstance((t or {}).get("info"), dict) else {}
-                        qv = _safe_float(info.get("volCcy24h") or info.get("vol24h"))
-                    if qv is None:
-                        bv = _safe_float((t or {}).get("baseVolume"))
-                        lp = _safe_float((t or {}).get("last"))
-                        if bv is not None and lp is not None:
-                            qv = bv * lp
-                    if qv is None or qv <= 0:
-                        continue
-                    scored.append((_ticker_base(s), float(qv)))
-                except Exception:
-                    continue
-            scored.sort(key=lambda x: x[1], reverse=True)
-            ranks = {}
-            for idx, (base, _) in enumerate(scored, 1):
-                if base and base not in ranks:
-                    ranks[base] = idx
-            LIQUIDITY_RANK_CACHE["ranks"] = ranks
-            LIQUIDITY_RANK_CACHE["total"] = len(scored)
-            LIQUIDITY_RANK_CACHE["updated_at"] = now_ts
-        except Exception:
-            pass
-    ranks = LIQUIDITY_RANK_CACHE.get("ranks") or {}
-    total = int(LIQUIDITY_RANK_CACHE.get("total") or 0)
-    return ranks.get(target_base), total
 
 
 def _key_hard_checks(symbol, direction, upper, lower, monitor_type):

crypto_monitor_gate_bot/app.py

@@ -178,6 +178,7 @@ from order_monitor_display_lib import (
 )
 from wechat_notify_lib import build_wechat_rs_level_message, send_wechat_webhook
 from hub_auth import request_allowed as hub_request_allowed
+from hub_volume_rank_lib import resolve_daily_volume_rank
 from history_window_lib import (
     PRESET_CUSTOM,
     PRESET_UTC_LAST24H,
@@ -402,6 +403,7 @@ ACCOUNT_BALANCE_CACHE = {
 }
 LIQUIDITY_RANK_CACHE = {
     "updated_at": 0.0,
+    "version": 0,
     "ranks": {},
     "total": 0,
 }
@@ -4284,67 +4286,19 @@ def _status_by_ema55(symbol, timeframe):
 
 def _daily_volume_rank(symbol):
     """
-    返回(symbol_rank, total_count)，按 quoteVolume 降序，缺失时 fallback 到 baseVolume*last。
+    返回(symbol_rank, total_count)，按 USDT 永续 24h 成交额降序。
+    走 hub_volume_rank_lib 轻量 ticker API，避免 fetch_tickers() 全市场拉取。
     """
     sym_norm = normalize_symbol_input(symbol)
     target_base = journal_coin_from_symbol(sym_norm)
-
+    return resolve_daily_volume_rank(
-    def _ticker_base(sym_text):
+        target_base,
-        s = str(sym_text or "").upper().strip()
+        LIQUIDITY_RANK_CACHE,
-        if ":" in s:
+        now_ts=time.time(),
-            s = s.split(":", 1)[0]
+        ttl_sec=max(30, BALANCE_REFRESH_SECONDS),
-        if "/" in s:
+        exchange=exchange,
-            return s.split("/", 1)[0].strip()
+        ensure_markets_loaded=ensure_markets_loaded,
-        if "-" in s:
-            return s.split("-", 1)[0].strip()
-        if s.endswith("USDT"):
-            return s[:-4].strip()
-        return s
-    now_ts = time.time()
-    cached_ok = (
-        LIQUIDITY_RANK_CACHE["updated_at"]
-        and now_ts - float(LIQUIDITY_RANK_CACHE["updated_at"]) < max(30, BALANCE_REFRESH_SECONDS)
     )
-    if not cached_ok:
-        try:
-            ensure_markets_loaded()
-            tickers = exchange.fetch_tickers()
-            scored = []
-            for s, t in (tickers or {}).items():
-                try:
-                    mk = exchange.markets.get(s)
-                    if not mk or not mk.get("swap"):
-                        continue
-                    su = str(s).upper()
-                    if "USDT" not in su:
-                        continue
-                    qv = _safe_float((t or {}).get("quoteVolume"))
-                    if qv is None:
-                        info = (t or {}).get("info") if isinstance((t or {}).get("info"), dict) else {}
-                        qv = _safe_float(info.get("volCcy24h") or info.get("vol24h"))
-                    if qv is None:
-                        bv = _safe_float((t or {}).get("baseVolume"))
-                        lp = _safe_float((t or {}).get("last"))
-                        if bv is not None and lp is not None:
-                            qv = bv * lp
-                    if qv is None or qv <= 0:
-                        continue
-                    scored.append((_ticker_base(s), float(qv)))
-                except Exception:
-                    continue
-            scored.sort(key=lambda x: x[1], reverse=True)
-            ranks = {}
-            for idx, (base, _) in enumerate(scored, 1):
-                if base and base not in ranks:
-                    ranks[base] = idx
-            LIQUIDITY_RANK_CACHE["ranks"] = ranks
-            LIQUIDITY_RANK_CACHE["total"] = len(scored)
-            LIQUIDITY_RANK_CACHE["updated_at"] = now_ts
-        except Exception:
-            pass
-    ranks = LIQUIDITY_RANK_CACHE.get("ranks") or {}
-    total = int(LIQUIDITY_RANK_CACHE.get("total") or 0)
-    return ranks.get(target_base), total
 
 
 def _key_hard_checks(symbol, direction, upper, lower, monitor_type):

crypto_monitor_okx/app.py

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

hub_volume_rank_lib.py

@@ -13,6 +13,7 @@ from hub_trades_lib import trading_day_from_dt
 
 TOP_N_DEFAULT = 20
 CACHE_VERSION = 3
+LIQUIDITY_RANK_CACHE_VERSION = 1
 
 
 def volume_rank_reset_hour() -> int:
@@ -372,6 +373,62 @@ def _collect_scores(exchange, exchange_id: str) -> list[tuple[str, str, float]]:
     return _scores_from_markets(exchange, tickers or {}, ex_id)
 
 
+def build_usdt_swap_volume_ranks(
+    exchange,
+    ensure_markets_loaded: Callable[[], None],
+    *,
+    exchange_id: str | None = None,
+) -> tuple[dict[str, int], int]:
+    """
+    全市场 USDT 永续 24h 成交额排名（base -> rank）。
+    优先各所轻量 ticker API，避免 fetch_tickers() 拉全市场（Gate/Binance 内存优化）。
+    """
+    ensure_markets_loaded()
+    ex_id = str(exchange_id or getattr(exchange, "id", "") or "").lower()
+    scored = _collect_scores(exchange, ex_id)
+    ranks: dict[str, int] = {}
+    for idx, (_sym, base, _qv) in enumerate(scored, 1):
+        if base and base not in ranks:
+            ranks[base] = idx
+    return ranks, len(scored)
+
+
+def resolve_daily_volume_rank(
+    target_base: str,
+    cache: dict[str, Any],
+    *,
+    now_ts: float,
+    ttl_sec: float,
+    exchange,
+    ensure_markets_loaded: Callable[[], None],
+    exchange_id: str | None = None,
+    cache_version: int = LIQUIDITY_RANK_CACHE_VERSION,
+) -> tuple[int | None, int]:
+    """关键位门控：按 base 查 24h 成交额全市场排名；cache 带 TTL。"""
+    cached_ok = (
+        cache.get("version") == cache_version
+        and cache.get("updated_at")
+        and now_ts - float(cache["updated_at"]) < ttl_sec
+    )
+    if not cached_ok:
+        try:
+            ranks, total = build_usdt_swap_volume_ranks(
+                exchange,
+                ensure_markets_loaded,
+                exchange_id=exchange_id,
+            )
+            cache["ranks"] = ranks
+            cache["total"] = total
+            cache["version"] = cache_version
+            cache["updated_at"] = now_ts
+        except Exception:
+            pass
+    ranks = cache.get("ranks") or {}
+    total = int(cache.get("total") or 0)
+    base = str(target_base or "").strip().upper()
+    return ranks.get(base), total
+
+
 def fetch_usdt_swap_volume_rank(
     exchange,
     ensure_markets_loaded: Callable[[], None],

tests/test_hub_volume_rank_lib.py

@@ -1,14 +1,20 @@
 from datetime import datetime
+from unittest.mock import MagicMock
 
 from hub_volume_rank_lib import (
     CACHE_VERSION,
+    LIQUIDITY_RANK_CACHE_VERSION,
     TOP_N_DEFAULT,
     _exchange_rank_row_stale,
     _okx_turnover_usdt,
+    _scores_from_binance,
+    _scores_from_gate,
+    build_usdt_swap_volume_ranks,
     cache_needs_refresh,
     format_volume_quote,
     merge_exchange_rank,
     rank_date_label,
+    resolve_daily_volume_rank,
 )
 
 
@@ -63,3 +69,73 @@ def test_short_item_list_is_stale():
     assert _exchange_rank_row_stale(row) is True
     full = {"items": items + [{"rank": i, "symbol": f"X{i}/USDT"} for i in range(13, TOP_N_DEFAULT + 1)], "total_symbols": 300}
     assert _exchange_rank_row_stale(full) is False
+
+
+def test_scores_from_binance_uses_fapi_lightweight_api():
+    ex = MagicMock()
+    ex.id = "binance"
+    ex.fapiPublicGetTicker24hr.return_value = [
+        {"symbol": "BTCUSDT", "quoteVolume": "9000000"},
+        {"symbol": "ETHUSDT", "quoteVolume": "5000000"},
+    ]
+    scored = _scores_from_binance(ex)
+    assert scored[0][1] == "BTC"
+    assert scored[0][2] == 9000000.0
+    ex.fetch_tickers.assert_not_called()
+
+
+def test_scores_from_gate_uses_futures_tickers_api():
+    ex = MagicMock()
+    ex.id = "gateio"
+    ex.publicFuturesGetSettleTickers.return_value = [
+        {"contract": "BTC_USDT", "volume_24h_quote": "8000000"},
+        {"contract": "ETH_USDT", "volume_24h_quote": "4000000"},
+    ]
+    scored = _scores_from_gate(ex)
+    assert scored[0][1] == "BTC"
+    ex.fetch_tickers.assert_not_called()
+
+
+def test_resolve_daily_volume_rank_caches_result():
+    cache = {"version": 0, "updated_at": 0.0, "ranks": {}, "total": 0}
+    ex = MagicMock()
+    ex.id = "binance"
+    ex.fapiPublicGetTicker24hr.return_value = [
+        {"symbol": "BTCUSDT", "quoteVolume": "100"},
+        {"symbol": "ETHUSDT", "quoteVolume": "50"},
+    ]
+
+    rank, total = resolve_daily_volume_rank(
+        "BTC",
+        cache,
+        now_ts=1000.0,
+        ttl_sec=60.0,
+        exchange=ex,
+        ensure_markets_loaded=lambda: None,
+    )
+    assert rank == 1
+    assert total == 2
+    assert cache["version"] == LIQUIDITY_RANK_CACHE_VERSION
+    calls = ex.fapiPublicGetTicker24hr.call_count
+
+    rank2, _ = resolve_daily_volume_rank(
+        "BTC",
+        cache,
+        now_ts=1010.0,
+        ttl_sec=60.0,
+        exchange=ex,
+        ensure_markets_loaded=lambda: None,
+    )
+    assert rank2 == 1
+    assert ex.fapiPublicGetTicker24hr.call_count == calls
+
+
+def test_build_usdt_swap_volume_ranks():
+    ex = MagicMock()
+    ex.id = "binance"
+    ex.fapiPublicGetTicker24hr.return_value = [
+        {"symbol": "SOLUSDT", "quoteVolume": "200"},
+    ]
+    ranks, total = build_usdt_swap_volume_ranks(ex, lambda: None)
+    assert ranks["SOL"] == 1
+    assert total == 1