Fix nav ticker day-change: use SWAP sodUtc0 (Beijing 08:00) from same instrument.

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

lib/market/nav_spot_tickers_lib.py

@@ -1,24 +1,27 @@
-"""Nav bar BTC/ETH spot tickers vs Beijing 08:00 open (OKX 1D = UTC 00:00)."""
+"""Nav bar BTC/ETH tickers vs Beijing 08:00 open.
+
+OKX:
+  sodUtc0 / candle 1Dutc = UTC+0 open = Beijing 08:00  ← use this
+  sodUtc8 / candle 1D    = UTC+8 open = Beijing 00:00  (default OKX daily K)
+"""
 
 from __future__ import annotations
 
-import threading
-import time
 from datetime import datetime, timedelta
 from typing import Any, Callable, Optional
 from zoneinfo import ZoneInfo
 
 BJ = ZoneInfo("Asia/Shanghai")
 
-# (base, OKX spot instId, display symbol, swap ccxt symbol, index instId)
-NAV_SPOT_SPECS = (
-    ("ETH", "ETH-USDT", "ETHUSDT", "ETH/USDT:USDT", "ETH-USD"),
-    ("BTC", "BTC-USDT", "BTCUSDT", "BTC/USDT:USDT", "BTC-USD"),
-)
+ANCHOR_SOD_FIELD = "sodUtc0"
+ANCHOR_CANDLE_BAR = "1Dutc"
+ANCHOR_LABEL = "BJ 08:00"
 
-_OPEN_CACHE_LOCK = threading.Lock()
-_OPEN_CACHE: dict[str, dict[str, Any]] = {}
-_OPEN_CACHE_TTL_SEC = 120.0
+# (base, display, swap instId, spot instId, ccxt swap symbol)
+NAV_SPOT_SPECS = (
+    ("ETH", "ETHUSDT", "ETH-USDT-SWAP", "ETH-USDT", "ETH/USDT:USDT"),
+    ("BTC", "BTCUSDT", "BTC-USDT-SWAP", "BTC-USDT", "BTC/USDT:USDT"),
+)
 
 
 def _safe_float(v: Any) -> Optional[float]:
@@ -42,131 +45,74 @@ def session_day_key(now: Optional[datetime] = None, reset_hour: int = 8) -> str:
     return dt.strftime("%Y-%m-%d")
 
 
-def _public_last(ex: Any, inst_id: str, last_key: str = "last") -> Optional[float]:
+def _ticker_row(ex: Any, inst_id: str) -> Optional[dict[str, Any]]:
     try:
         rows = ex.public_get_market_ticker({"instId": inst_id}).get("data") or []
         if rows and isinstance(rows[0], dict):
-            return _safe_float(rows[0].get(last_key))
+            return rows[0]
     except Exception:
         pass
     return None
 
 
-def _public_index_last(ex: Any, inst_id: str) -> Optional[float]:
-    try:
-        rows = ex.public_get_market_index_tickers({"instId": inst_id}).get("data") or []
-        if rows and isinstance(rows[0], dict):
-            return _safe_float(rows[0].get("idxPx"))
-    except Exception:
-        pass
-    return None
-
-
-def _ccxt_last(ex: Any, symbol: str) -> Optional[float]:
-    try:
-        t = ex.fetch_ticker(symbol)
-        return _safe_float(t.get("last") or t.get("close"))
-    except Exception:
-        return None
-
-
-def _fetch_spot_last(ex: Any, spot_inst: str, swap_sym: str, index_inst: str) -> Optional[float]:
-    # 1) 现货 2) 永续(本站常用) 3) 指数
-    last = _public_last(ex, spot_inst, "last")
-    if last is not None:
-        return last
-    last = _public_last(ex, f"{spot_inst}-SWAP", "last")
-    if last is not None:
-        return last
-    last = _ccxt_last(ex, swap_sym)
-    if last is not None:
-        return last
-    last = _ccxt_last(ex, spot_inst.replace("-", "/"))
-    if last is not None:
-        return last
-    return _public_index_last(ex, index_inst)
-
-
-def _public_candle_open(ex: Any, inst_id: str, bar: str = "1D") -> Optional[float]:
+def _candle_open(ex: Any, inst_id: str, bar: str) -> Optional[float]:
+    """OKX candles: newest first; [ts, o, h, l, c, ...]."""
     try:
         rows = ex.public_get_market_candles(
             {"instId": inst_id, "bar": bar, "limit": "1"}
         ).get("data") or []
-        if rows:
-            row = rows[0]
-            if isinstance(row, (list, tuple)) and len(row) > 1:
-                return _safe_float(row[1])
+        if rows and isinstance(rows[0], (list, tuple)) and len(rows[0]) > 1:
+            return _safe_float(rows[0][1])
     except Exception:
         pass
     return None
 
 
-def _public_index_candle_open(ex: Any, inst_id: str) -> Optional[float]:
+def _ccxt_last_and_anchor_open(ex: Any, symbol: str) -> tuple[Optional[float], Optional[float]]:
+    last = None
+    open_px = None
     try:
-        rows = ex.public_get_market_index_candles(
-            {"instId": inst_id, "bar": "1D", "limit": "1"}
-        ).get("data") or []
-        if rows:
-            row = rows[0]
-            if isinstance(row, (list, tuple)) and len(row) > 1:
-                return _safe_float(row[1])
+        t = ex.fetch_ticker(symbol) or {}
+        last = _safe_float(t.get("last") or t.get("close"))
+        info = t.get("info") if isinstance(t.get("info"), dict) else {}
+        open_px = _safe_float(info.get(ANCHOR_SOD_FIELD))
     except Exception:
         pass
-    return None
+    return last, open_px
 
 
-def _ccxt_day_open(ex: Any, symbol: str) -> Optional[float]:
-    try:
-        ohlcv = ex.fetch_ohlcv(symbol, timeframe="1d", limit=1) or []
-        if ohlcv:
-            return _safe_float(ohlcv[-1][1])
-    except Exception:
-        return None
-    return None
+def _fetch_last_and_open(
+    ex: Any, swap_inst: str, spot_inst: str, swap_sym: str
+) -> tuple[Optional[float], Optional[float]]:
+    """Same instrument last + Beijing 08:00 open. Prefer USDT SWAP."""
+    for inst in (swap_inst, spot_inst):
+        row = _ticker_row(ex, inst)
+        if not row:
+            continue
+        last = _safe_float(row.get("last"))
+        open_px = _safe_float(row.get(ANCHOR_SOD_FIELD))
+        if open_px is None:
+            open_px = _candle_open(ex, inst, ANCHOR_CANDLE_BAR)
+        if last is not None and open_px is not None:
+            return last, open_px
 
+    last, open_px = _ccxt_last_and_anchor_open(ex, swap_sym)
+    if last is not None and open_px is not None:
+        return last, open_px
 
-def _fetch_day_open_bj8(
-    ex: Any, spot_inst: str, swap_sym: str, index_inst: str
-) -> Optional[float]:
-    """OKX 1D candle open is UTC 00:00 = Beijing 08:00."""
-    open_px = _public_candle_open(ex, spot_inst)
-    if open_px is not None:
-        return open_px
-    open_px = _public_candle_open(ex, f"{spot_inst}-SWAP")
-    if open_px is not None:
-        return open_px
-    open_px = _ccxt_day_open(ex, swap_sym)
-    if open_px is not None:
-        return open_px
-    open_px = _ccxt_day_open(ex, spot_inst.replace("-", "/"))
-    if open_px is not None:
-        return open_px
-    return _public_index_candle_open(ex, index_inst)
+    last, open_px = _ccxt_last_and_anchor_open(ex, spot_inst.replace("-", "/"))
+    if last is not None and open_px is not None:
+        return last, open_px
 
-
-def _cached_day_open(
-    ex: Any, cache_key: str, spot_inst: str, swap_sym: str, index_inst: str, day_key: str
-) -> Optional[float]:
-    now_ts = time.time()
-    with _OPEN_CACHE_LOCK:
-        entry = _OPEN_CACHE.get(cache_key)
-        if (
-            entry
-            and entry.get("day_key") == day_key
-            and entry.get("open") is not None
-            and now_ts - float(entry.get("fetched_at") or 0) < _OPEN_CACHE_TTL_SEC
-        ):
-            return _safe_float(entry["open"])
-
-    open_px = _fetch_day_open_bj8(ex, spot_inst, swap_sym, index_inst)
-    if open_px is not None:
-        with _OPEN_CACHE_LOCK:
-            _OPEN_CACHE[cache_key] = {
-                "day_key": day_key,
-                "open": open_px,
-                "fetched_at": now_ts,
-            }
-    return open_px
+    for inst, sym in ((swap_inst, swap_sym), (spot_inst, spot_inst.replace("-", "/"))):
+        row = _ticker_row(ex, inst)
+        last = _safe_float(row.get("last")) if row else None
+        if last is None:
+            last, _ = _ccxt_last_and_anchor_open(ex, sym)
+        open_px = _candle_open(ex, inst, ANCHOR_CANDLE_BAR)
+        if last is not None and open_px is not None:
+            return last, open_px
+    return None, None
 
 
 def build_nav_spot_tickers(
@@ -175,15 +121,12 @@ def build_nav_spot_tickers(
     reset_hour: int = 8,
     now_fn: Optional[Callable[[], datetime]] = None,
 ) -> list[dict[str, Any]]:
-    """Return ETH then BTC spot last/change vs Beijing 08:00 open."""
+    """Return ETH then BTC last/change vs Beijing 08:00 open (sodUtc0)."""
     now = now_fn() if now_fn else datetime.now(BJ)
     day_key = session_day_key(now, reset_hour=reset_hour)
     out: list[dict[str, Any]] = []
-    for base, spot_inst, display, swap_sym, index_inst in NAV_SPOT_SPECS:
-        last = _fetch_spot_last(exchange, spot_inst, swap_sym, index_inst)
-        open_px = _cached_day_open(
-            exchange, spot_inst, spot_inst, swap_sym, index_inst, day_key
-        )
+    for base, display, swap_inst, spot_inst, swap_sym in NAV_SPOT_SPECS:
+        last, open_px = _fetch_last_and_open(exchange, swap_inst, spot_inst, swap_sym)
         change = None
         change_pct = None
         if last is not None and open_px is not None and open_px != 0:
@@ -192,14 +135,15 @@ def build_nav_spot_tickers(
         out.append(
             {
                 "base": base,
-                "inst_id": spot_inst,
+                "inst_id": swap_inst,
                 "symbol": display,
                 "last": round(last, 8) if last is not None else None,
                 "open": round(open_px, 8) if open_px is not None else None,
                 "change": round(change, 8) if change is not None else None,
                 "change_pct": round(change_pct, 4) if change_pct is not None else None,
                 "session_day": day_key,
-                "anchor": f"BJ {int(reset_hour):02d}:00",
+                "anchor": ANCHOR_LABEL,
+                "anchor_field": ANCHOR_SOD_FIELD,
             }
         )
     return out