Add Binance SIM market adapter and exchange switch in settings.

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

backend/app/exchange/binance/rest.py

@@ -0,0 +1,155 @@
+"""币安只读 REST：USDT 永续 (fapi) + 欧洲期权 (eapi)。"""
+
+from __future__ import annotations
+
+from typing import Any
+
+import httpx
+
+from ..types import BookLevel
+from .parse import rows_to_option_contracts, safe_float
+
+
+class BinanceRestClient:
+    def __init__(
+        self,
+        *,
+        fapi_base: str = "https://fapi.binance.com",
+        eapi_base: str = "https://eapi.binance.com",
+        timeout: float = 15.0,
+        proxy: str | None = None,
+    ) -> None:
+        self.fapi_base = fapi_base.rstrip("/")
+        self.eapi_base = eapi_base.rstrip("/")
+        self.proxy = (proxy or "").strip() or None
+        headers = {"Accept": "application/json", "User-Agent": "eth-hedge-sim/0.3"}
+        self._fapi = httpx.Client(
+            base_url=self.fapi_base,
+            timeout=timeout,
+            proxy=self.proxy,
+            headers=headers,
+            trust_env=False,
+        )
+        self._eapi = httpx.Client(
+            base_url=self.eapi_base,
+            timeout=timeout,
+            proxy=self.proxy,
+            headers=headers,
+            trust_env=False,
+        )
+        self._exchange_info: dict[str, Any] | None = None
+
+    def close(self) -> None:
+        self._fapi.close()
+        self._eapi.close()
+
+    def _get_json(self, client: httpx.Client, path: str, params: dict[str, Any] | None = None) -> Any:
+        r = client.get(path, params=params or {})
+        r.raise_for_status()
+        return r.json()
+
+    def fetch_option_exchange_info(self) -> dict[str, Any]:
+        if self._exchange_info is None:
+            body = self._get_json(self._eapi, "/eapi/v1/exchangeInfo")
+            self._exchange_info = body if isinstance(body, dict) else {}
+        return self._exchange_info
+
+    def fetch_option_instruments(self, underlying: str) -> list[dict[str, Any]]:
+        """underlying 如 ETH / ETHUSDT。"""
+        info = self.fetch_option_exchange_info()
+        rows = info.get("optionSymbols") or info.get("symbols") or []
+        want = (underlying or "ETHUSDT").strip().upper()
+        eth_mode = want in ("ETH", "ETHUSDT") or want.startswith("ETH")
+        out: list[dict[str, Any]] = []
+        for row in rows:
+            if not isinstance(row, dict):
+                continue
+            u = str(row.get("underlying") or row.get("underlyingAsset") or "").upper()
+            sym = str(row.get("symbol") or "").upper()
+            if eth_mode:
+                if sym.startswith("ETH-") or u.startswith("ETH"):
+                    out.append(row)
+                continue
+            base = want.replace("USDT", "") if want.endswith("USDT") else want
+            if u == want or u == base or sym.startswith(f"{base}-"):
+                out.append(row)
+        return out
+
+    def list_option_contracts(self, family: str) -> list[dict[str, Any]]:
+        return rows_to_option_contracts(self.fetch_option_instruments(family))
+
+    def fetch_index(self, underlying: str) -> float | None:
+        """期权指数：underlying=ETHUSDT。"""
+        u = (underlying or "ETHUSDT").strip().upper()
+        if not u.endswith("USDT") and u.isalpha():
+            u = f"{u}USDT"
+        try:
+            body = self._get_json(self._eapi, "/eapi/v1/index", {"underlying": u})
+            if isinstance(body, dict):
+                return safe_float(body.get("indexPrice") or body.get("price"))
+        except Exception:
+            pass
+        # 回退永续标记
+        return self.fetch_mark_perp(u if u.endswith("USDT") else "ETHUSDT")
+
+    def fetch_mark_perp(self, symbol: str) -> float | None:
+        body = self._get_json(
+            self._fapi, "/fapi/v1/premiumIndex", {"symbol": (symbol or "ETHUSDT").upper()}
+        )
+        if isinstance(body, dict):
+            return safe_float(body.get("markPrice")) or safe_float(body.get("indexPrice"))
+        return None
+
+    def fetch_mark_option(self, symbol: str) -> float | None:
+        body = self._get_json(self._eapi, "/eapi/v1/mark", {"symbol": symbol})
+        if isinstance(body, list) and body:
+            return safe_float(body[0].get("markPrice"))
+        if isinstance(body, dict):
+            return safe_float(body.get("markPrice"))
+        return None
+
+    def fetch_mark(self, inst_id: str) -> float | None:
+        from .parse import is_option_symbol
+
+        if is_option_symbol(inst_id):
+            return self.fetch_mark_option(inst_id)
+        return self.fetch_mark_perp(inst_id)
+
+    def fetch_books(
+        self, inst_id: str, sz: int = 5
+    ) -> tuple[list[BookLevel], list[BookLevel], int | None]:
+        from .parse import is_option_symbol
+
+        limit = max(5, min(int(sz), 100))
+        if is_option_symbol(inst_id):
+            body = self._get_json(
+                self._eapi, "/eapi/v1/depth", {"symbol": inst_id, "limit": limit}
+            )
+        else:
+            body = self._get_json(
+                self._fapi,
+                "/fapi/v1/depth",
+                {"symbol": inst_id.upper(), "limit": min(limit, 20)},
+            )
+        if not isinstance(body, dict):
+            return [], [], None
+        ts = safe_float(body.get("T") or body.get("E") or body.get("time"))
+        ts_ms = int(ts) if ts is not None else None
+        return (
+            _levels(body.get("bids") or []),
+            _levels(body.get("asks") or []),
+            ts_ms,
+        )
+
+
+def _levels(raw: list[Any]) -> list[BookLevel]:
+    out: list[BookLevel] = []
+    for item in raw:
+        if not isinstance(item, (list, tuple)) or len(item) < 2:
+            continue
+        px = safe_float(item[0])
+        sz = safe_float(item[1])
+        if px is None or sz is None or px <= 0 or sz <= 0:
+            continue
+        out.append(BookLevel(px=px, sz=sz))
+    return out