239 lines
8.6 KiB
Python
239 lines
8.6 KiB
Python
"""Crypto market-wide overview providers.
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This module is intentionally separate from recommendation analytics. The market
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overview page should describe the broad crypto environment, not the current
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recommendation sample.
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"""
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from __future__ import annotations
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from datetime import datetime
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import requests
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from app.db.market_db import get_latest_market_snapshot, save_market_error, save_market_snapshot
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from app.services import altcoin_screener
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def _safe_float(value, default=0.0):
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try:
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return float(value or 0)
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except Exception:
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return default
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def _percentile(values, pct):
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values = sorted([float(v) for v in values if isinstance(v, (int, float))])
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if not values:
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return 0.0
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if len(values) == 1:
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return round(values[0], 2)
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k = (len(values) - 1) * float(pct)
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lower = int(k)
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upper = min(lower + 1, len(values) - 1)
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weight = k - lower
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return round(values[lower] * (1 - weight) + values[upper] * weight, 2)
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def _market_state(avg_change, advance_decline_ratio, hot_count, crash_count, benchmarks=None):
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benchmarks = benchmarks or {}
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btc_change = _safe_float((benchmarks.get("BTC/USDT") or {}).get("change_24h"))
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eth_change = _safe_float((benchmarks.get("ETH/USDT") or {}).get("change_24h"))
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majors_weak = btc_change <= -2 or eth_change <= -2.5
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majors_strong = btc_change >= 1 and eth_change >= 1
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if crash_count >= 20 or advance_decline_ratio < 0.65 or (majors_weak and avg_change < 0):
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return {
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"label": "全市场偏弱",
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"tone": "risk_off",
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"summary": "主流币或山寨广度走弱，山寨机会更容易变成反弹噪音，优先控制仓位和追高风险。",
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}
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if avg_change >= 1.0 and advance_decline_ratio >= 1.2 and hot_count >= 20 and not majors_weak:
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return {
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"label": "全市场偏强",
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"tone": "risk_on",
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"summary": "上涨覆盖面和强势币数量都不错，可以更积极寻找放量后的确认机会。",
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}
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if majors_strong and hot_count >= 10 and advance_decline_ratio >= 0.9:
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return {
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"label": "主流带动轮动",
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"tone": "selective",
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"summary": "BTC/ETH 提供方向支撑，但山寨仍是结构性轮动，适合等待量价和入场窗口共振。",
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}
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return {
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"label": "结构性行情",
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"tone": "neutral",
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"summary": "市场不是单边环境，机会更依赖板块轮动和单币确认，适合精选而不是广撒网。",
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}
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def _benchmark_overview(tickers=None):
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tickers = tickers or {}
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result = {}
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for symbol in ("BTC/USDT", "ETH/USDT"):
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info = tickers.get(symbol) or {}
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result[symbol] = {
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"symbol": symbol,
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"price": _safe_float(info.get("last")),
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"change_24h": _safe_float(info.get("percentage")),
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"volume_24h": _safe_float(info.get("quoteVolume")),
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}
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return result
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def _funding_snapshot():
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try:
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data = altcoin_screener.exchange.fapiPublicGetPremiumIndex()
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except Exception:
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try:
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resp = requests.get("https://fapi.binance.com/fapi/v1/premiumIndex", timeout=8)
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data = resp.json() if resp.status_code == 200 else []
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except Exception:
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data = []
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if isinstance(data, dict):
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data = [data]
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result = {}
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for item in data or []:
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raw_symbol = str(item.get("symbol") or "")
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if not raw_symbol.endswith("USDT"):
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continue
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rate = item.get("lastFundingRate")
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try:
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rate = float(rate)
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except Exception:
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continue
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result[raw_symbol.replace("USDT", "/USDT")] = rate
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return result
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def _funding_overview(universe_symbols=None):
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rates = _funding_snapshot()
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if not rates:
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rates = altcoin_screener.fetch_funding_rates()
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universe = set(universe_symbols or [])
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values = [
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float(v)
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for symbol, v in (rates or {}).items()
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if isinstance(v, (int, float)) and (not universe or symbol in universe)
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]
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if not values:
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return {
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"sample_count": 0,
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"avg_funding_rate": 0,
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"positive_count": 0,
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"negative_count": 0,
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"extreme_positive_count": 0,
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"extreme_negative_count": 0,
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}
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return {
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"sample_count": len(values),
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"avg_funding_rate": round(sum(values) / len(values), 6),
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"positive_count": sum(1 for v in values if v > 0),
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"negative_count": sum(1 for v in values if v < 0),
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"extreme_positive_count": sum(1 for v in values if v >= 0.001),
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"extreme_negative_count": sum(1 for v in values if v <= -0.001),
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}
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def compute_crypto_market_overview():
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pairs = altcoin_screener.fetch_all_tickers()
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benchmarks = _benchmark_overview(pairs)
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items = []
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for symbol, info in (pairs or {}).items():
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volume = _safe_float(info.get("volume_24h"))
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change = _safe_float(info.get("change_24h"))
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price = _safe_float(info.get("price"))
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if volume <= 0 or price <= 0:
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continue
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items.append({
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"symbol": symbol,
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"price": price,
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"change_24h": change,
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"volume_24h": volume,
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})
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changes = [x["change_24h"] for x in items]
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volumes = [x["volume_24h"] for x in items]
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up = sum(1 for x in changes if x > 0)
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down = sum(1 for x in changes if x < 0)
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hot = [x for x in items if x["change_24h"] >= 5]
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crash = [x for x in items if x["change_24h"] <= -5]
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adv_dec = round(up / down, 2) if down else float(up)
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avg_change = round(sum(changes) / len(changes), 2) if changes else 0
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state = _market_state(avg_change, adv_dec, len(hot), len(crash), benchmarks=benchmarks)
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top_gainers = sorted(items, key=lambda x: x["change_24h"], reverse=True)[:10]
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top_losers = sorted(items, key=lambda x: x["change_24h"])[:10]
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top_volume = sorted(items, key=lambda x: x["volume_24h"], reverse=True)[:10]
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overview = {
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"updated_at": datetime.now().isoformat(timespec="seconds"),
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"source": "binance_spot_usdt_market",
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"universe": "Binance spot USDT crypto market, with BTC/ETH as benchmarks and altcoin breadth excluding stables/wrapped/metals/BNB",
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"benchmarks": benchmarks,
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"sample_count": len(items),
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"up_count": up,
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"down_count": down,
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"flat_count": max(0, len(items) - up - down),
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"advance_decline_ratio": adv_dec,
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"avg_change_24h": avg_change,
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"median_change_24h": _percentile(changes, 0.5),
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"p75_change_24h": _percentile(changes, 0.75),
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"p25_change_24h": _percentile(changes, 0.25),
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"hot_count_5pct": len(hot),
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"crash_count_5pct": len(crash),
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"total_quote_volume_24h": round(sum(volumes), 2),
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"state": state,
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"top_gainers": top_gainers,
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"top_losers": top_losers,
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"top_volume": top_volume,
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"funding": _funding_overview({x["symbol"] for x in items}),
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}
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return overview
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def collect_market_snapshot():
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try:
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overview = compute_crypto_market_overview()
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snapshot_id = save_market_snapshot(overview)
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return {
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"status": "success",
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"snapshot_id": snapshot_id,
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"updated_at": overview.get("updated_at"),
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"sample_count": overview.get("sample_count", 0),
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"top_gainers": [x.get("symbol") for x in overview.get("top_gainers", [])[:8]],
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}
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except Exception as exc:
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try:
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save_market_error(str(exc))
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except Exception:
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pass
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raise
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def get_crypto_market_overview(*, allow_live_fallback=False):
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snapshot = get_latest_market_snapshot(max_age_seconds=300)
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if snapshot:
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snapshot["snapshot_source"] = "database"
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return snapshot
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if not allow_live_fallback:
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return {
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"updated_at": "",
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"source": "binance_spot_usdt_market",
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"snapshot_source": "database",
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"snapshot_missing": True,
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"state": {
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"label": "等待市场快照",
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"tone": "neutral",
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"summary": "市场采集任务尚未写入快照，请等待定时任务或在调度中心手动触发 market。",
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},
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"benchmarks": {},
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"sample_count": 0,
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"top_gainers": [],
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"top_losers": [],
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"top_volume": [],
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"funding": {"sample_count": 0},
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}
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overview = compute_crypto_market_overview()
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overview["snapshot_source"] = "live_fallback"
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return overview
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__all__ = ["collect_market_snapshot", "compute_crypto_market_overview", "get_crypto_market_overview"]
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