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