Fix Binance option top-of-book via depth limit and ticker fallback.

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-25 12:08:33 +08:00
parent 78fd046fb6
commit d701d30c04
4 changed files with 134 additions and 12 deletions
@@ -0,0 +1,56 @@
+"""服务器上探测币安期权盘口（只读）。用法: python scripts/probe_binance_options.py"""
+
+from __future__ import annotations
+
+import json
+import sys
+from pathlib import Path
+
+ROOT = Path(__file__).resolve().parents[1]
+sys.path.insert(0, str(ROOT / "backend"))
+
+import httpx  # noqa: E402
+
+
+def main() -> None:
+    proxy = None
+    env = ROOT / ".env"
+    if env.exists():
+        for line in env.read_text(encoding="utf-8").splitlines():
+            if line.startswith("BINANCE_HTTP_PROXY=") or line.startswith("OKX_HTTP_PROXY="):
+                v = line.split("=", 1)[1].strip().strip('"').strip("'")
+                if v:
+                    proxy = v
+    print("proxy=", proxy)
+    kw: dict = {"timeout": 30, "trust_env": False}
+    if proxy:
+        kw["proxy"] = proxy
+    with httpx.Client(**kw) as cli:
+        info = cli.get("https://eapi.binance.com/eapi/v1/exchangeInfo")
+        print("exchangeInfo", info.status_code)
+        opts = (info.json() or {}).get("optionSymbols") or []
+        near = [
+            x
+            for x in opts
+            if str(x.get("symbol", "")).startswith("ETH-260726-1850")
+            or str(x.get("symbol", "")).startswith("ETH-250726-1850")
+        ]
+        print("near1850", [x.get("symbol") for x in near[:6]])
+        if not near:
+            near = [x for x in opts if str(x.get("symbol", "")).startswith("ETH-") ][:4]
+            print("fallback sample", [x.get("symbol") for x in near])
+        for row in near[:4]:
+            sym = row["symbol"]
+            for limit in (5, 10, 20):
+                d = cli.get(
+                    "https://eapi.binance.com/eapi/v1/depth",
+                    params={"symbol": sym, "limit": limit},
+                )
+                print(f"depth limit={limit}", sym, d.status_code, d.text[:180])
+            t = cli.get("https://eapi.binance.com/eapi/v1/ticker", params={"symbol": sym})
+            print("ticker", sym, t.status_code, t.text[:240])
+            print("---")
+
+
+if __name__ == "__main__":
+    main()