dekun
139 lines
4.3 KiB
Python
139 lines
4.3 KiB
Python
"""Nav bar BTC/ETH spot tickers vs Beijing 08:00 open (OKX 1D = UTC 00:00)."""
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from __future__ import annotations
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import threading
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import time
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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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# (base, OKX spot instId, display symbol)
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NAV_SPOT_SPECS = (
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("ETH", "ETH-USDT", "ETHUSDT"),
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("BTC", "BTC-USDT", "BTCUSDT"),
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)
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_OPEN_CACHE_LOCK = threading.Lock()
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_OPEN_CACHE: dict[str, dict[str, Any]] = {}
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_OPEN_CACHE_TTL_SEC = 120.0
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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 _fetch_spot_last(ex: Any, inst_id: str) -> Optional[float]:
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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 _safe_float(rows[0].get("last"))
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except Exception:
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pass
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try:
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# ccxt spot id: BTC-USDT → BTC/USDT
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sym = inst_id.replace("-", "/")
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t = ex.fetch_ticker(sym)
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return _safe_float(t.get("last"))
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except Exception:
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return None
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def _fetch_day_open_bj8(ex: Any, inst_id: str) -> Optional[float]:
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"""OKX 1D candle open is UTC 00:00 = Beijing 08:00."""
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try:
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rows = ex.public_get_market_candles(
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{"instId": inst_id, "bar": "1D", "limit": "1"}
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).get("data") or []
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if rows:
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row = rows[0]
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# OKX: [ts, o, h, l, c, vol, volCcy, volCcyQuote, confirm]
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if isinstance(row, (list, tuple)) and len(row) > 1:
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return _safe_float(row[1])
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except Exception:
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pass
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try:
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sym = inst_id.replace("-", "/")
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ohlcv = ex.fetch_ohlcv(sym, timeframe="1d", limit=1) or []
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if ohlcv:
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return _safe_float(ohlcv[-1][1])
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except Exception:
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return None
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return None
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def _cached_day_open(ex: Any, inst_id: str, day_key: str) -> Optional[float]:
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now_ts = time.time()
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with _OPEN_CACHE_LOCK:
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entry = _OPEN_CACHE.get(inst_id)
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if (
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entry
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and entry.get("day_key") == day_key
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and entry.get("open") is not None
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and now_ts - float(entry.get("fetched_at") or 0) < _OPEN_CACHE_TTL_SEC
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):
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return _safe_float(entry["open"])
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open_px = _fetch_day_open_bj8(ex, inst_id)
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if open_px is not None:
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with _OPEN_CACHE_LOCK:
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_OPEN_CACHE[inst_id] = {
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"day_key": day_key,
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"open": open_px,
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"fetched_at": now_ts,
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}
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return open_px
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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 spot last/change vs Beijing 08:00 open."""
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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, inst_id, display in NAV_SPOT_SPECS:
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last = _fetch_spot_last(exchange, inst_id)
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open_px = _cached_day_open(exchange, inst_id, day_key)
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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": inst_id,
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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": f"BJ {int(reset_hour):02d}:00",
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}
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)
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return out
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