Initial eth_hedge_sim: P0 market, auth UI, one-click deploy.

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-24 16:33:25 +08:00
commit e51f357b48
49 changed files with 4783 additions and 0 deletions
@@ -0,0 +1,99 @@
+"""OKX REST 只读行情。不调用任何交易类接口。"""
+
+from __future__ import annotations
+
+from typing import Any
+
+import httpx
+
+from .instruments import safe_float
+from .types import BookLevel
+
+
+class OkxRestClient:
+    def __init__(
+        self,
+        base_url: str = "https://www.okx.com",
+        timeout: float = 15.0,
+        proxy: str | None = None,
+    ) -> None:
+        self.base_url = base_url.rstrip("/")
+        self.proxy = (proxy or "").strip() or None
+        self._client = httpx.Client(
+            base_url=self.base_url,
+            timeout=timeout,
+            proxy=self.proxy,
+            headers={"Accept": "application/json", "User-Agent": "eth-hedge-sim/0.1"},
+        )
+
+    def close(self) -> None:
+        self._client.close()
+
+    def __enter__(self) -> OkxRestClient:
+        return self
+
+    def __exit__(self, *args: object) -> None:
+        self.close()
+
+    def _get(self, path: str, params: dict[str, Any] | None = None) -> list[dict[str, Any]]:
+        r = self._client.get(path, params=params or {})
+        r.raise_for_status()
+        body = r.json()
+        if str(body.get("code")) != "0":
+            raise RuntimeError(f"OKX REST error code={body.get('code')} msg={body.get('msg')}")
+        data = body.get("data") or []
+        return [x for x in data if isinstance(x, dict)]
+
+    def fetch_instruments(self, *, inst_type: str, inst_family: str | None = None) -> list[dict[str, Any]]:
+        params: dict[str, Any] = {"instType": inst_type}
+        if inst_family:
+            params["instFamily"] = inst_family
+        return self._get("/api/v5/public/instruments", params)
+
+    def fetch_option_instruments(self, inst_family: str) -> list[dict[str, Any]]:
+        rows = self.fetch_instruments(inst_type="OPTION", inst_family=inst_family)
+        return [r for r in rows if str(r.get("state") or "").lower() == "live"]
+
+    def fetch_index_ticker(self, inst_id: str) -> float | None:
+        rows = self._get("/api/v5/market/index-tickers", {"instId": inst_id})
+        if not rows:
+            return None
+        return safe_float(rows[0].get("idxPx"))
+
+    def fetch_mark_price(self, inst_id: str) -> float | None:
+        rows = self._get("/api/v5/public/mark-price", {"instId": inst_id})
+        if not rows:
+            t = self._get("/api/v5/market/ticker", {"instId": inst_id})
+            if not t:
+                return None
+            return safe_float(t[0].get("markPx")) or safe_float(t[0].get("last"))
+        return safe_float(rows[0].get("markPx"))
+
+    def fetch_books(self, inst_id: str, sz: int = 5) -> tuple[list[BookLevel], list[BookLevel], int | None]:
+        rows = self._get(
+            "/api/v5/market/books",
+            {"instId": inst_id, "sz": str(max(1, min(int(sz), 400)))},
+        )
+        if not rows:
+            return [], [], None
+        row = rows[0]
+        ts = safe_float(row.get("ts"))
+        ts_ms = int(ts) if ts is not None else None
+        return (
+            _levels(row.get("bids") or []),
+            _levels(row.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