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 +1,75 @@
+#!/usr/bin/env python3
+"""P0 行情连通性烟测：REST 对齐次日 ATM Call/Put，可选挂 WS 数秒。
+
+用法（仓库根目录）:
+  python scripts/smoke_market.py
+  python scripts/smoke_market.py --ws-seconds 8
+"""
+
+from __future__ import annotations
+
+import argparse
+import asyncio
+import json
+import sys
+import time
+from pathlib import Path
+
+ROOT = Path(__file__).resolve().parents[1]
+BACKEND = ROOT / "backend"
+sys.path.insert(0, str(BACKEND))
+
+from app.config import get_settings  # noqa: E402
+from app.market import MarketGateway  # noqa: E402
+
+
+async def main() -> int:
+    parser = argparse.ArgumentParser(description="eth_hedge_sim P0 market smoke")
+    parser.add_argument("--ws-seconds", type=float, default=5.0, help="WS listen seconds")
+    args = parser.parse_args()
+
+    settings = get_settings()
+    print(f"MODE={settings.mode} REST={settings.okx_rest_base}")
+    print(f"perp={settings.perp_inst_id} family={settings.option_inst_family}")
+
+    gw = MarketGateway(settings)
+    t0 = time.time()
+    try:
+        pair = await asyncio.to_thread(gw.align_instruments)
+    except Exception as e:
+        print(f"FAIL align: {e}")
+        gw.rest.close()
+        return 1
+
+    print(f"aligned in {time.time() - t0:.2f}s")
+    print(json.dumps(pair.to_dict() if pair else None, ensure_ascii=False, indent=2))
+    snap = gw.snapshot_dict()
+    print("--- REST snapshot ---")
+    print(json.dumps(snap, ensure_ascii=False, indent=2))
+
+    if args.ws_seconds > 0:
+        print(f"--- WS listen {args.ws_seconds}s ---")
+        await gw.ws.start()
+        await asyncio.sleep(args.ws_seconds)
+        snap2 = gw.snapshot_dict()
+        print(json.dumps(snap2, ensure_ascii=False, indent=2))
+        await gw.ws.stop()
+
+    gw.rest.close()
+
+    ok = (
+        snap.get("perp", {}) or {}
+    ).get("ask") is not None and (
+        snap.get("call", {}) or {}
+    ).get("ask") is not None and (
+        snap.get("put", {}) or {}
+    ).get("ask") is not None
+    if not ok:
+        print("FAIL: missing bid/ask on perp/call/put")
+        return 2
+    print("OK: market smoke passed")
+    return 0
+
+
+if __name__ == "__main__":
+    raise SystemExit(asyncio.run(main()))