dekun
150 lines
5.0 KiB
Python
150 lines
5.0 KiB
Python
"""Nav bar BTC/ETH tickers vs Beijing 08:00 open.
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OKX:
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sodUtc0 / candle 1Dutc = UTC+0 open = Beijing 08:00 ← use this
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sodUtc8 / candle 1D = UTC+8 open = Beijing 00:00 (default OKX daily K)
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"""
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from __future__ import annotations
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from datetime import datetime, timedelta
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from typing import Any, Callable, Optional
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from zoneinfo import ZoneInfo
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BJ = ZoneInfo("Asia/Shanghai")
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ANCHOR_SOD_FIELD = "sodUtc0"
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ANCHOR_CANDLE_BAR = "1Dutc"
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ANCHOR_LABEL = "BJ 08:00"
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# (base, display, swap instId, spot instId, ccxt swap symbol)
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NAV_SPOT_SPECS = (
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("ETH", "ETHUSDT", "ETH-USDT-SWAP", "ETH-USDT", "ETH/USDT:USDT"),
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("BTC", "BTCUSDT", "BTC-USDT-SWAP", "BTC-USDT", "BTC/USDT:USDT"),
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)
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def _safe_float(v: Any) -> Optional[float]:
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try:
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if v is None or v == "":
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return None
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return float(v)
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except (TypeError, ValueError):
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return None
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def session_day_key(now: Optional[datetime] = None, reset_hour: int = 8) -> str:
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"""Trading day key: before reset_hour BJ belongs to previous calendar day."""
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dt = now or datetime.now(BJ)
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if dt.tzinfo is None:
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dt = dt.replace(tzinfo=BJ)
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else:
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dt = dt.astimezone(BJ)
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if dt.hour < int(reset_hour):
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dt = dt - timedelta(days=1)
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return dt.strftime("%Y-%m-%d")
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def _ticker_row(ex: Any, inst_id: str) -> Optional[dict[str, Any]]:
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try:
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rows = ex.public_get_market_ticker({"instId": inst_id}).get("data") or []
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if rows and isinstance(rows[0], dict):
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return rows[0]
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except Exception:
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pass
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return None
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def _candle_open(ex: Any, inst_id: str, bar: str) -> Optional[float]:
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"""OKX candles: newest first; [ts, o, h, l, c, ...]."""
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try:
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rows = ex.public_get_market_candles(
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{"instId": inst_id, "bar": bar, "limit": "1"}
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).get("data") or []
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if rows and isinstance(rows[0], (list, tuple)) and len(rows[0]) > 1:
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return _safe_float(rows[0][1])
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except Exception:
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pass
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return None
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def _ccxt_last_and_anchor_open(ex: Any, symbol: str) -> tuple[Optional[float], Optional[float]]:
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last = None
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open_px = None
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try:
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t = ex.fetch_ticker(symbol) or {}
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last = _safe_float(t.get("last") or t.get("close"))
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info = t.get("info") if isinstance(t.get("info"), dict) else {}
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open_px = _safe_float(info.get(ANCHOR_SOD_FIELD))
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except Exception:
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pass
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return last, open_px
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def _fetch_last_and_open(
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ex: Any, swap_inst: str, spot_inst: str, swap_sym: str
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) -> tuple[Optional[float], Optional[float]]:
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"""Same instrument last + Beijing 08:00 open. Prefer USDT SWAP."""
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for inst in (swap_inst, spot_inst):
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row = _ticker_row(ex, inst)
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if not row:
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continue
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last = _safe_float(row.get("last"))
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open_px = _safe_float(row.get(ANCHOR_SOD_FIELD))
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if open_px is None:
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open_px = _candle_open(ex, inst, ANCHOR_CANDLE_BAR)
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if last is not None and open_px is not None:
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return last, open_px
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last, open_px = _ccxt_last_and_anchor_open(ex, swap_sym)
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if last is not None and open_px is not None:
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return last, open_px
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last, open_px = _ccxt_last_and_anchor_open(ex, spot_inst.replace("-", "/"))
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if last is not None and open_px is not None:
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return last, open_px
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for inst, sym in ((swap_inst, swap_sym), (spot_inst, spot_inst.replace("-", "/"))):
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row = _ticker_row(ex, inst)
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last = _safe_float(row.get("last")) if row else None
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if last is None:
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last, _ = _ccxt_last_and_anchor_open(ex, sym)
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open_px = _candle_open(ex, inst, ANCHOR_CANDLE_BAR)
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if last is not None and open_px is not None:
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return last, open_px
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return None, None
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def build_nav_spot_tickers(
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exchange: Any,
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*,
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reset_hour: int = 8,
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now_fn: Optional[Callable[[], datetime]] = None,
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) -> list[dict[str, Any]]:
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"""Return ETH then BTC last/change vs Beijing 08:00 open (sodUtc0)."""
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now = now_fn() if now_fn else datetime.now(BJ)
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day_key = session_day_key(now, reset_hour=reset_hour)
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out: list[dict[str, Any]] = []
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for base, display, swap_inst, spot_inst, swap_sym in NAV_SPOT_SPECS:
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last, open_px = _fetch_last_and_open(exchange, swap_inst, spot_inst, swap_sym)
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change = None
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change_pct = None
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if last is not None and open_px is not None and open_px != 0:
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change = last - open_px
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change_pct = (change / open_px) * 100.0
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out.append(
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{
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"base": base,
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"inst_id": swap_inst,
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"symbol": display,
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"last": round(last, 8) if last is not None else None,
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"open": round(open_px, 8) if open_px is not None else None,
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"change": round(change, 8) if change is not None else None,
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"change_pct": round(change_pct, 4) if change_pct is not None else None,
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"session_day": day_key,
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"anchor": ANCHOR_LABEL,
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"anchor_field": ANCHOR_SOD_FIELD,
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}
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)
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return out
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