chore: 将 data_provider 拆出为独立仓库。
数据服务已迁移至 jack/data_provider，不再随 chan 维护。 Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
jackyu66git
@@ -1,20 +0,0 @@
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FROM python:3.11-slim
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ENV PYTHONUNBUFFERED=1 \
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PIP_NO_CACHE_DIR=1
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WORKDIR /app
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COPY requirements.txt /app/requirements.txt
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RUN pip install --no-cache-dir -r requirements.txt
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COPY . /app
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ENV CONFIG_PATH=/app/config.json \
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UVICORN_HOST=0.0.0.0 \
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UVICORN_PORT=80
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EXPOSE 80
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CMD ["python", "-m", "main"]
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@@ -1,82 +0,0 @@
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# Chan 数据提供商 (Chan Data Provider)
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从 **Binance 期货** 交易所拉取加密货币 K 线数据，提供 HTTP + WebSocket 数据服务。
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## 功能
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- **多交易对**：支持 BTC, ETH, SOL, DOGE 等 9 个交易对
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- **多时间周期**：基础周期 1m/1h/1d/1w，可合成 30+ 种衍生周期（如 5m, 15m, 4h 等）
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- **本地缓存**：CSV 持久化到磁盘，重启快速加载
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- **断线恢复**：交易所连接中断时记录断点，自动补拉缺失数据
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- **实时推送**：WebSocket 订阅最新 K 线更新
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- **内存服务**：启动即加载本地数据，不阻塞服务
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## 启动
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```bash
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# Docker
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docker compose up -d
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# 直接运行
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python main.py
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# 或指定配置
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CONFIG_PATH=./config.json python main.py
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```
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服务默认监听 `http://0.0.0.0:9009`。
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## 配置
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编辑 `config.json`：
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```json
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{
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"exchange": "binance",
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"symbols": ["BTC/USDT:USDT", "ETH/USDT:USDT"],
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"start_time": "2024-01-01T00:00:00Z",
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"timeframes": ["1m", "1h", "1d", "1w"],
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"data_dir": "./data"
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}
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```
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||||
| 字段 | 说明 |
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|------|------|
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| `exchange` | 交易所名称（ccxt 支持即可） |
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| `symbols` | 交易对列表 |
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| `start_time` | 历史数据起始时间 |
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| `timeframes` | 基础周期（从交易所直接拉取） |
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| `data_dir` | CSV 数据存储目录 |
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## 可用周期
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### 基础周期（交易所直接拉取）
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`1m`, `1h`, `1d`, `1w`
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### 衍生周期（内存中合成）
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| 基础周期 | 可合成的衍生周期 |
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|----------|----------------|
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| 1m | 2m, 3m, 4m, 5m, 10m, 15m, 20m, 25m, 30m, 45m |
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| 1h | 2h, 3h, 4h, 5h, 6h, 7h, 8h, 9h, 10h, 11h, 12h, 16h, 20h |
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| 1d | 2d, 3d, 4d, 5d, 6d |
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| 1w | 2w, 3w |
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## 数据存储
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数据以 CSV 格式存储，按时间周期分目录：
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```
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./data/
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1m/
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binance_BTC_USDT_USDT_1m.csv
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binance_ETH_USDT_USDT_1m.csv
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...
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1h/
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...
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```
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每根 K 线包含：`timestamp`, `datetime`, `open`, `high`, `low`, `close`, `volume`。
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---
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API 文档请访问 `http://<host>:9009/api/docs`。
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@@ -1,576 +0,0 @@
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||||
<!DOCTYPE html>
|
||||
<html lang="zh-CN">
|
||||
<head>
|
||||
<!-- Google tag (gtag.js) -->
|
||||
<script async src="https://www.googletagmanager.com/gtag/js?id=G-LVVXH3TL04"></script>
|
||||
<script>
|
||||
window.dataLayer = window.dataLayer || [];
|
||||
function gtag(){dataLayer.push(arguments);}
|
||||
gtag('js', new Date());
|
||||
gtag('config', 'G-LVVXH3TL04');
|
||||
</script>
|
||||
<meta charset="UTF-8">
|
||||
<meta name="viewport" content="width=device-width, initial-scale=1.0">
|
||||
<title>Chan 数据提供商 - API 文档</title>
|
||||
<style>
|
||||
:root {
|
||||
--bg: #0d1117;
|
||||
--surface: #161b22;
|
||||
--border: #30363d;
|
||||
--text: #e6edf3;
|
||||
--text-secondary: #8b949e;
|
||||
--accent: #58a6ff;
|
||||
--green: #3fb950;
|
||||
--orange: #d29922;
|
||||
--red: #f85149;
|
||||
--purple: #bc8cff;
|
||||
--font: -apple-system, BlinkMacSystemFont, "Segoe UI", Helvetica, Arial, sans-serif;
|
||||
--mono: "SF Mono", "Fira Code", "Consolas", monospace;
|
||||
}
|
||||
* { margin: 0; padding: 0; box-sizing: border-box; }
|
||||
body {
|
||||
font-family: var(--font);
|
||||
background: var(--bg);
|
||||
color: var(--text);
|
||||
line-height: 1.6;
|
||||
padding: 0;
|
||||
}
|
||||
.container { max-width: 960px; margin: 0 auto; padding: 24px 20px; }
|
||||
|
||||
/* Header */
|
||||
header {
|
||||
border-bottom: 1px solid var(--border);
|
||||
padding: 32px 0 24px;
|
||||
margin-bottom: 32px;
|
||||
}
|
||||
header h1 { font-size: 28px; font-weight: 600; margin-bottom: 8px; }
|
||||
header h1 span { color: var(--accent); }
|
||||
header .subtitle { color: var(--text-secondary); font-size: 15px; }
|
||||
header .badge {
|
||||
display: inline-block;
|
||||
background: var(--surface);
|
||||
border: 1px solid var(--border);
|
||||
border-radius: 6px;
|
||||
padding: 2px 10px;
|
||||
font-size: 13px;
|
||||
font-family: var(--mono);
|
||||
color: var(--text-secondary);
|
||||
margin-top: 12px;
|
||||
}
|
||||
header .badge span { color: var(--green); }
|
||||
|
||||
/* Section */
|
||||
section { margin-bottom: 40px; }
|
||||
section h2 {
|
||||
font-size: 20px;
|
||||
font-weight: 600;
|
||||
margin-bottom: 16px;
|
||||
padding-bottom: 8px;
|
||||
border-bottom: 1px solid var(--border);
|
||||
}
|
||||
section h3 {
|
||||
font-size: 16px;
|
||||
font-weight: 600;
|
||||
margin: 20px 0 8px;
|
||||
color: var(--accent);
|
||||
}
|
||||
|
||||
/* Endpoint card */
|
||||
.endpoint {
|
||||
background: var(--surface);
|
||||
border: 1px solid var(--border);
|
||||
border-radius: 8px;
|
||||
margin-bottom: 16px;
|
||||
overflow: hidden;
|
||||
}
|
||||
.endpoint-header {
|
||||
display: flex;
|
||||
align-items: center;
|
||||
gap: 12px;
|
||||
padding: 14px 16px;
|
||||
cursor: pointer;
|
||||
user-select: none;
|
||||
}
|
||||
.endpoint-header:hover { background: rgba(255,255,255,0.03); }
|
||||
.method {
|
||||
display: inline-block;
|
||||
font-family: var(--mono);
|
||||
font-size: 13px;
|
||||
font-weight: 700;
|
||||
padding: 2px 8px;
|
||||
border-radius: 4px;
|
||||
min-width: 56px;
|
||||
text-align: center;
|
||||
}
|
||||
.method.get { background: #1c3d5a; color: var(--accent); }
|
||||
.method.ws { background: #2d1b5e; color: var(--purple); }
|
||||
.endpoint-path {
|
||||
font-family: var(--mono);
|
||||
font-size: 14px;
|
||||
font-weight: 500;
|
||||
color: var(--text);
|
||||
}
|
||||
.endpoint-desc {
|
||||
font-size: 13px;
|
||||
color: var(--text-secondary);
|
||||
margin-left: auto;
|
||||
text-align: right;
|
||||
}
|
||||
.endpoint-body {
|
||||
padding: 0 16px 16px;
|
||||
border-top: 1px solid var(--border);
|
||||
display: none;
|
||||
}
|
||||
.endpoint.open .endpoint-body { display: block; }
|
||||
.endpoint-body > div { margin-top: 12px; }
|
||||
|
||||
/* Table */
|
||||
table {
|
||||
width: 100%;
|
||||
border-collapse: collapse;
|
||||
font-size: 14px;
|
||||
}
|
||||
th, td {
|
||||
text-align: left;
|
||||
padding: 8px 12px;
|
||||
border-bottom: 1px solid var(--border);
|
||||
}
|
||||
th { color: var(--text-secondary); font-weight: 500; font-size: 12px; text-transform: uppercase; }
|
||||
td { font-family: var(--mono); font-size: 13px; }
|
||||
td.optional { color: var(--text-secondary); font-size: 12px; }
|
||||
td .type { color: var(--orange); }
|
||||
td .type-num { color: var(--accent); }
|
||||
|
||||
/* Code block */
|
||||
pre {
|
||||
background: #010409;
|
||||
border: 1px solid var(--border);
|
||||
border-radius: 6px;
|
||||
padding: 12px 16px;
|
||||
overflow-x: auto;
|
||||
font-family: var(--mono);
|
||||
font-size: 13px;
|
||||
line-height: 1.5;
|
||||
margin: 8px 0;
|
||||
}
|
||||
code { font-family: var(--mono); font-size: 13px; }
|
||||
pre .comment { color: #8b949e; }
|
||||
pre .string { color: #a5d6ff; }
|
||||
pre .key { color: #79c0ff; }
|
||||
pre .num { color: #79c0ff; }
|
||||
pre .null { color: #d2a8ff; }
|
||||
pre .bool { color: #d2a8ff; }
|
||||
|
||||
/* WS message box */
|
||||
.ws-box {
|
||||
background: #010409;
|
||||
border: 1px solid var(--border);
|
||||
border-radius: 6px;
|
||||
padding: 12px 16px;
|
||||
margin: 8px 0;
|
||||
}
|
||||
.ws-box .label {
|
||||
font-size: 12px;
|
||||
font-weight: 600;
|
||||
color: var(--text-secondary);
|
||||
text-transform: uppercase;
|
||||
margin-bottom: 6px;
|
||||
}
|
||||
|
||||
p { font-size: 14px; color: var(--text-secondary); margin-bottom: 8px; }
|
||||
ul { padding-left: 20px; font-size: 14px; color: var(--text-secondary); }
|
||||
li { margin-bottom: 4px; }
|
||||
a { color: var(--accent); text-decoration: none; }
|
||||
a:hover { text-decoration: underline; }
|
||||
|
||||
.note {
|
||||
background: rgba(210, 153, 34, 0.1);
|
||||
border: 1px solid rgba(210, 153, 34, 0.3);
|
||||
border-radius: 6px;
|
||||
padding: 10px 14px;
|
||||
font-size: 13px;
|
||||
color: var(--orange);
|
||||
margin: 8px 0;
|
||||
}
|
||||
|
||||
.toc { margin-bottom: 32px; }
|
||||
.toc a {
|
||||
display: inline-block;
|
||||
padding: 4px 12px;
|
||||
margin: 2px 0;
|
||||
font-size: 14px;
|
||||
color: var(--accent);
|
||||
}
|
||||
|
||||
footer {
|
||||
border-top: 1px solid var(--border);
|
||||
padding: 20px 0;
|
||||
text-align: center;
|
||||
color: var(--text-secondary);
|
||||
font-size: 13px;
|
||||
}
|
||||
</style>
|
||||
</head>
|
||||
<body>
|
||||
<div class="container">
|
||||
|
||||
<header>
|
||||
<h1><span>Chan</span> 数据提供商</h1>
|
||||
<p class="subtitle">加密货币 K 线 + 衍生品数据 HTTP + WebSocket API</p>
|
||||
<div class="badge">v1.0.0 | <span>binance</span> | port 9009</div>
|
||||
</header>
|
||||
|
||||
<nav class="toc">
|
||||
<a href="#root">GET /</a>
|
||||
<a href="#health">GET /health</a>
|
||||
<a href="#timeframes">GET /timeframes</a>
|
||||
<a href="#candles">GET /api/candles</a>
|
||||
<a href="#derivatives">GET /api/derivatives</a>
|
||||
<a href="#websocket">WebSocket /ws</a>
|
||||
<a href="#timeframes-ref">时间周期参考</a>
|
||||
</nav>
|
||||
|
||||
<!-- ============ GET / ============ -->
|
||||
<section id="root">
|
||||
<h2>服务信息</h2>
|
||||
<div class="endpoint open">
|
||||
<div class="endpoint-header" onclick="this.parentElement.classList.toggle('open')">
|
||||
<span class="method get">GET</span>
|
||||
<span class="endpoint-path">/</span>
|
||||
<span class="endpoint-desc">服务基本信息</span>
|
||||
</div>
|
||||
<div class="endpoint-body">
|
||||
<p>返回服务名称、交易所、交易对列表、可用周期及就绪状态。</p>
|
||||
<h3>响应</h3>
|
||||
<pre>{
|
||||
<span class="key">"service"</span>: <span class="string">"Data Provider"</span>,
|
||||
<span class="key">"exchange"</span>: <span class="string">"binance"</span>,
|
||||
<span class="key">"symbols"</span>: [<span class="string">"BTC/USDT:USDT"</span>, <span class="string">"ETH/USDT:USDT"</span>, ...],
|
||||
<span class="key">"base_timeframes"</span>: [<span class="string">"1m"</span>, <span class="string">"1h"</span>, <span class="string">"1d"</span>, <span class="string">"1w"</span>],
|
||||
<span class="key">"derived_timeframes"</span>: [<span class="string">"5m"</span>, <span class="string">"15m"</span>, <span class="string">"4h"</span>, ...],
|
||||
<span class="key">"timeframes"</span>: [<span class="string">"1m"</span>, <span class="string">"1h"</span>, ..., <span class="string">"5m"</span>, <span class="string">"15m"</span>, ...],
|
||||
<span class="key">"ready"</span>: <span class="bool">true</span>
|
||||
}</pre>
|
||||
</div>
|
||||
</div>
|
||||
</section>
|
||||
|
||||
<!-- ============ GET /health ============ -->
|
||||
<section id="health">
|
||||
<h2>健康检查</h2>
|
||||
<div class="endpoint open">
|
||||
<div class="endpoint-header" onclick="this.parentElement.classList.toggle('open')">
|
||||
<span class="method get">GET</span>
|
||||
<span class="endpoint-path">/health</span>
|
||||
<span class="endpoint-desc">存活检查</span>
|
||||
</div>
|
||||
<div class="endpoint-body">
|
||||
<p>返回服务健康状态，与 <code>/</code> 相同结构，适合负载均衡探测器。</p>
|
||||
<h3>响应</h3>
|
||||
<pre>{
|
||||
<span class="key">"status"</span>: <span class="string">"ok"</span>,
|
||||
<span class="key">"exchange"</span>: <span class="string">"binance"</span>,
|
||||
<span class="key">"symbols"</span>: [<span class="string">"BTC/USDT:USDT"</span>, ...],
|
||||
<span class="key">"ready"</span>: <span class="bool">true</span>,
|
||||
...
|
||||
}</pre>
|
||||
</div>
|
||||
</div>
|
||||
</section>
|
||||
|
||||
<!-- ============ GET /timeframes ============ -->
|
||||
<section id="timeframes">
|
||||
<h2>可用周期</h2>
|
||||
<div class="endpoint open">
|
||||
<div class="endpoint-header" onclick="this.parentElement.classList.toggle('open')">
|
||||
<span class="method get">GET</span>
|
||||
<span class="endpoint-path">/timeframes</span>
|
||||
<span class="endpoint-desc">列出所有时间周期</span>
|
||||
</div>
|
||||
<div class="endpoint-body">
|
||||
<p>返回基础周期（交易所直接拉取）和衍生周期（合成生成）的完整列表。</p>
|
||||
<h3>响应</h3>
|
||||
<pre>{
|
||||
<span class="key">"base_timeframes"</span>: [<span class="string">"1m"</span>, <span class="string">"1h"</span>, <span class="string">"1d"</span>, <span class="string">"1w"</span>],
|
||||
<span class="key">"derived_timeframes"</span>: [<span class="string">"5m"</span>, <span class="string">"15m"</span>, <span class="string">"4h"</span>, ...],
|
||||
<span class="key">"timeframes"</span>: [<span class="string">"1m"</span>, <span class="string">"1h"</span>, ..., <span class="string">"5m"</span>, <span class="string">"15m"</span>, ...]
|
||||
}</pre>
|
||||
</div>
|
||||
</div>
|
||||
</section>
|
||||
|
||||
<!-- ============ GET /api/candles ============ -->
|
||||
<section id="candles">
|
||||
<h2>查询 K 线</h2>
|
||||
<div class="endpoint open">
|
||||
<div class="endpoint-header" onclick="this.parentElement.classList.toggle('open')">
|
||||
<span class="method get">GET</span>
|
||||
<span class="endpoint-path">/api/candles</span>
|
||||
<span class="endpoint-desc">获取 OHLCV K 线数据</span>
|
||||
</div>
|
||||
<div class="endpoint-body">
|
||||
|
||||
<table>
|
||||
<tr><th>参数</th><th>类型</th><th>必填</th><th>说明</th></tr>
|
||||
<tr>
|
||||
<td>symbol</td>
|
||||
<td><span class="type">string</span></td>
|
||||
<td>是</td>
|
||||
<td>交易对，如 <code>BTC/USDT:USDT</code></td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td>tf</td>
|
||||
<td><span class="type">string</span></td>
|
||||
<td>否</td>
|
||||
<td>时间周期，默认 <code>1m</code>。支持基础及衍生周期</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td>start</td>
|
||||
<td><span class="type-num">int</span></td>
|
||||
<td class="optional">可选</td>
|
||||
<td>开始时间戳（毫秒）</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td>end</td>
|
||||
<td><span class="type-num">int</span></td>
|
||||
<td class="optional">可选</td>
|
||||
<td>结束时间戳（毫秒）</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td>limit</td>
|
||||
<td><span class="type-num">int</span></td>
|
||||
<td class="optional">可选</td>
|
||||
<td>限制返回的 K 线数量（返回最后 N 根）</td>
|
||||
</tr>
|
||||
</table>
|
||||
|
||||
<div class="note">若不传 start/end，返回内存中全部数据（可能很多），建议搭配 limit 使用。</div>
|
||||
|
||||
<h3>请求示例</h3>
|
||||
<pre><span class="comment"># 获取 BTC 最近 100 根 5 分钟 K 线</span>
|
||||
GET /api/candles?symbol=BTC/USDT:USDT&tf=5m&limit=100
|
||||
|
||||
<span class="comment"># 指定时间范围</span>
|
||||
GET /api/candles?symbol=ETH/USDT:USDT&tf=1h&start=1704067200000&end=1704153600000
|
||||
|
||||
<span class="comment"># 获取 4 小时周期（衍生周期）</span>
|
||||
GET /api/candles?symbol=SOL/USDT:USDT&tf=4h&limit=50</pre>
|
||||
|
||||
<h3>响应</h3>
|
||||
<p>返回 OHLCV 对象数组：</p>
|
||||
<pre>[
|
||||
{
|
||||
<span class="key">"timestamp"</span>: <span class="num">1704067200000</span>,
|
||||
<span class="key">"datetime"</span>: <span class="string">"2024-01-01T00:00:00Z"</span>,
|
||||
<span class="key">"open"</span>: <span class="num">42850.12</span>,
|
||||
<span class="key">"high"</span>: <span class="num">43100.00</span>,
|
||||
<span class="key">"low"</span>: <span class="num">42780.50</span>,
|
||||
<span class="key">"close"</span>: <span class="num">43050.80</span>,
|
||||
<span class="key">"volume"</span>: <span class="num">125.34</span>
|
||||
},
|
||||
...
|
||||
]</pre>
|
||||
|
||||
<h3>字段说明</h3>
|
||||
<table>
|
||||
<tr><th>字段</th><th>类型</th><th>说明</th></tr>
|
||||
<tr><td>timestamp</td><td><span class="type-num">int</span></td><td>UTC 毫秒时间戳</td></tr>
|
||||
<tr><td>datetime</td><td><span class="type">string</span></td><td>ISO 8601 格式（末尾 Z）</td></tr>
|
||||
<tr><td>open</td><td><span class="type-num">float</span></td><td>开盘价</td></tr>
|
||||
<tr><td>high</td><td><span class="type-num">float</span></td><td>最高价</td></tr>
|
||||
<tr><td>low</td><td><span class="type-num">float</span></td><td>最低价</td></tr>
|
||||
<tr><td>close</td><td><span class="type-num">float</span></td><td>收盘价</td></tr>
|
||||
<tr><td>volume</td><td><span class="type-num">float</span></td><td>成交量</td></tr>
|
||||
</table>
|
||||
|
||||
</div>
|
||||
</div>
|
||||
</section>
|
||||
|
||||
<!-- ============ GET /api/derivatives ============ -->
|
||||
<section id="derivatives">
|
||||
<h2>查询衍生品数据</h2>
|
||||
<div class="endpoint open">
|
||||
<div class="endpoint-header" onclick="this.parentElement.classList.toggle('open')">
|
||||
<span class="method get">GET</span>
|
||||
<span class="endpoint-path">/api/derivatives</span>
|
||||
<span class="endpoint-desc">获取资金费率、持仓量、基差</span>
|
||||
</div>
|
||||
<div class="endpoint-body">
|
||||
|
||||
<table>
|
||||
<tr><th>参数</th><th>类型</th><th>必填</th><th>说明</th></tr>
|
||||
<tr>
|
||||
<td>symbol</td>
|
||||
<td><span class="type">string</span></td>
|
||||
<td>否</td>
|
||||
<td>交易对，默认 <code>BTC/USDT:USDT</code></td>
|
||||
</tr>
|
||||
</table>
|
||||
|
||||
<div class="note">数据每 60 秒自动刷新，落盘到 <code>data/derivatives/</code> 目录。</div>
|
||||
|
||||
<h3>请求示例</h3>
|
||||
<pre><span class="comment"># 获取 BTC 衍生品数据</span>
|
||||
GET /api/derivatives?symbol=BTC/USDT:USDT</pre>
|
||||
|
||||
<h3>响应</h3>
|
||||
<pre>{
|
||||
<span class="key">"symbol"</span>: <span class="string">"BTC/USDT:USDT"</span>,
|
||||
<span class="key">"timestamp"</span>: <span class="num">1719705600000</span>,
|
||||
<span class="key">"datetime"</span>: <span class="string">"2024-06-30T00:00:00Z"</span>,
|
||||
<span class="key">"funding_rate"</span>: <span class="num">0.0001</span>,
|
||||
<span class="key">"open_interest"</span>: <span class="num">35120000000.0</span>,
|
||||
<span class="key">"oi_change_pct"</span>: <span class="num">3.52</span>,
|
||||
<span class="key">"basis"</span>: <span class="num">8.5</span>
|
||||
}</pre>
|
||||
|
||||
<h3>字段说明</h3>
|
||||
<table>
|
||||
<tr><th>字段</th><th>类型</th><th>说明</th></tr>
|
||||
<tr><td>funding_rate</td><td>float</td><td>当前资金费率（每 8 小时）</td></tr>
|
||||
<tr><td>open_interest</td><td>float</td><td>当前持仓量（USD）</td></tr>
|
||||
<tr><td>oi_change_pct</td><td>float</td><td>24 小时持仓量变化百分比</td></tr>
|
||||
<tr><td>basis</td><td>float</td><td>期货-现货年化基差（%）</td></tr>
|
||||
</table>
|
||||
</div>
|
||||
</div>
|
||||
</section>
|
||||
|
||||
<!-- ============ WebSocket ============ -->
|
||||
<section id="websocket">
|
||||
<h2>WebSocket 实时推送</h2>
|
||||
<div class="endpoint open">
|
||||
<div class="endpoint-header" onclick="this.parentElement.classList.toggle('open')">
|
||||
<span class="method ws">WS</span>
|
||||
<span class="endpoint-path">/ws</span>
|
||||
<span class="endpoint-desc">实时 K 线订阅</span>
|
||||
</div>
|
||||
<div class="endpoint-body">
|
||||
|
||||
<p>连接 WebSocket 后，通过 JSON 消息进行订阅管理。服务端在数据更新时主动推送最新 K 线。</p>
|
||||
|
||||
<h3>客户端 → 服务端</h3>
|
||||
|
||||
<div class="ws-box">
|
||||
<div class="label">订阅 K 线</div>
|
||||
<pre>{
|
||||
<span class="key">"action"</span>: <span class="string">"subscribe"</span>,
|
||||
<span class="key">"symbol"</span>: <span class="string">"BTC/USDT:USDT"</span>,
|
||||
<span class="key">"timeframe"</span>: <span class="string">"1m"</span>
|
||||
}</pre>
|
||||
</div>
|
||||
|
||||
<div class="ws-box">
|
||||
<div class="label">取消订阅</div>
|
||||
<pre>{
|
||||
<span class="key">"action"</span>: <span class="string">"unsubscribe"</span>,
|
||||
<span class="key">"symbol"</span>: <span class="string">"BTC/USDT:USDT"</span>,
|
||||
<span class="key">"timeframe"</span>: <span class="string">"1m"</span>
|
||||
}</pre>
|
||||
</div>
|
||||
|
||||
<div class="ws-box">
|
||||
<div class="label">心跳 Ping</div>
|
||||
<pre>{ <span class="key">"action"</span>: <span class="string">"ping"</span> }</pre>
|
||||
</div>
|
||||
|
||||
<h3>服务端 → 客户端</h3>
|
||||
|
||||
<div class="ws-box">
|
||||
<div class="label">订阅确认</div>
|
||||
<pre>{
|
||||
<span class="key">"type"</span>: <span class="string">"subscribed"</span>,
|
||||
<span class="key">"symbol"</span>: <span class="string">"BTC/USDT:USDT"</span>,
|
||||
<span class="key">"timeframe"</span>: <span class="string">"1m"</span>
|
||||
}</pre>
|
||||
</div>
|
||||
|
||||
<div class="ws-box">
|
||||
<div class="label">初始快照（订阅后立即推送最近 500 根 K 线）</div>
|
||||
<pre>{
|
||||
<span class="key">"type"</span>: <span class="string">"snapshot"</span>,
|
||||
<span class="key">"symbol"</span>: <span class="string">"BTC/USDT:USDT"</span>,
|
||||
<span class="key">"timeframe"</span>: <span class="string">"1m"</span>,
|
||||
<span class="key">"data"</span>: [ ... ]
|
||||
}</pre>
|
||||
</div>
|
||||
|
||||
<div class="ws-box">
|
||||
<div class="label">K 线更新（增量推送最近 2 根）</div>
|
||||
<pre>{
|
||||
<span class="key">"type"</span>: <span class="string">"kline"</span>,
|
||||
<span class="key">"symbol"</span>: <span class="string">"BTC/USDT:USDT"</span>,
|
||||
<span class="key">"timeframe"</span>: <span class="string">"1m"</span>,
|
||||
<span class="key">"data"</span>: [ ... ]
|
||||
}</pre>
|
||||
</div>
|
||||
|
||||
<div class="ws-box">
|
||||
<div class="label">Pong 响应</div>
|
||||
<pre>{ <span class="key">"type"</span>: <span class="string">"pong"</span> }</pre>
|
||||
</div>
|
||||
|
||||
<div class="ws-box">
|
||||
<div class="label">错误消息</div>
|
||||
<pre>{ <span class="key">"type"</span>: <span class="string">"error"</span>, <span class="key">"message"</span>: <span class="string">"..."</span> }</pre>
|
||||
</div>
|
||||
|
||||
<h3>JavaScript 示例</h3>
|
||||
<pre><span class="comment">// 连接</span>
|
||||
<span class="key">const</span> ws = <span class="string">new WebSocket("ws://localhost:9009/ws")</span>;
|
||||
|
||||
ws.<span class="key">onopen</span> = () => {
|
||||
<span class="comment">// 订阅 BTC 1m K 线</span>
|
||||
ws.send(JSON.stringify({
|
||||
action: <span class="string">"subscribe"</span>,
|
||||
symbol: <span class="string">"BTC/USDT:USDT"</span>,
|
||||
timeframe: <span class="string">"1m"</span>
|
||||
}));
|
||||
};
|
||||
|
||||
ws.<span class="key">onmessage</span> = (event) => {
|
||||
<span class="key">const</span> msg = JSON.parse(event.data);
|
||||
<span class="key">if</span> (msg.type === <span class="string">"kline"</span>) {
|
||||
console.log(msg.data); <span class="comment">// 最新 K 线数组</span>
|
||||
}
|
||||
};</pre>
|
||||
|
||||
</div>
|
||||
</div>
|
||||
</section>
|
||||
|
||||
<!-- ============ 时间周期参考 ============ -->
|
||||
<section id="timeframes-ref">
|
||||
<h2>时间周期参考</h2>
|
||||
<p>以下是完整的周期对照表：</p>
|
||||
|
||||
<table>
|
||||
<tr><th>基础周期</th><th>合成衍生周期</th></tr>
|
||||
<tr><td><code>1m</code></td><td><code>2m, 3m, 4m, 5m, 10m, 15m, 20m, 25m, 30m, 45m</code></td></tr>
|
||||
<tr><td><code>1h</code></td><td><code>2h, 3h, 4h, 5h, 6h, 7h, 8h, 9h, 10h, 11h, 12h, 16h, 20h</code></td></tr>
|
||||
<tr><td><code>1d</code></td><td><code>2d, 3d, 4d, 5d, 6d</code></td></tr>
|
||||
<tr><td><code>1w</code></td><td><code>2w, 3w</code></td></tr>
|
||||
</table>
|
||||
|
||||
<p>衍生周期由对应基础周期的 K 线通过 OHLCV 聚合合成，查询方式与基础周期完全一致。</p>
|
||||
</section>
|
||||
|
||||
<footer>
|
||||
Chan Data Provider — Built with FastAPI + ccxt + pandas
|
||||
</footer>
|
||||
|
||||
</div>
|
||||
|
||||
<script>
|
||||
<span class="comment">// 展开/折叠端点详情</span>
|
||||
document.querySelectorAll('.endpoint-header').forEach(el => {
|
||||
el.addEventListener('click', () => {
|
||||
el.parentElement.classList.toggle('open');
|
||||
});
|
||||
});
|
||||
<span class="comment">// 默认展开所有端点</span>
|
||||
document.querySelectorAll('.endpoint').forEach(el => el.classList.add('open'));
|
||||
</script>
|
||||
</body>
|
||||
</html>
|
||||
@@ -1,31 +0,0 @@
|
||||
{
|
||||
"exchange": "binance",
|
||||
"symbols": [
|
||||
"BTC/USDT:USDT",
|
||||
"ETH/USDT:USDT",
|
||||
"SOL/USDT:USDT",
|
||||
"XAU/USDT:USDT",
|
||||
"XAG/USDT:USDT",
|
||||
"SAGA/USDT:USDT",
|
||||
"CL/USDT:USDT",
|
||||
"ZEC/USDT:USDT",
|
||||
"XRP/USDT:USDT",
|
||||
"DOGE/USDT:USDT",
|
||||
"BNB/USDT:USDT",
|
||||
"SUI/USDT:USDT",
|
||||
"BILL/USDT:USDT",
|
||||
"BZ/USDT:USDT",
|
||||
"LAB/USDT:USDT",
|
||||
"TON/USDT:USDT",
|
||||
"CRCL/USDT:USDT",
|
||||
"SNDK/USDT:USDT",
|
||||
"1000PEPE/USDT:USDT",
|
||||
"CHIP/USDT:USDT"
|
||||
],
|
||||
"start_time": "2024-01-01T00:00:00Z",
|
||||
"start_time_per_tf": {
|
||||
"1m": "2026-01-01T00:00:00Z"
|
||||
},
|
||||
"timeframes": ["1m", "1h", "1d", "1w"],
|
||||
"data_dir": "./data"
|
||||
}
|
||||
@@ -1,15 +0,0 @@
|
||||
services:
|
||||
data_provider:
|
||||
build: .
|
||||
container_name: data-provider
|
||||
restart: unless-stopped
|
||||
environment:
|
||||
CONFIG_PATH: /app/config.json
|
||||
UVICORN_HOST: 0.0.0.0
|
||||
UVICORN_PORT: "80"
|
||||
volumes:
|
||||
- ./config.json:/app/config.json:ro
|
||||
- ./data:/app/data
|
||||
ports:
|
||||
- "80:80"
|
||||
|
||||
@@ -1,425 +0,0 @@
|
||||
<!DOCTYPE html>
|
||||
<html lang="zh-CN">
|
||||
<head>
|
||||
<!-- Google tag (gtag.js) -->
|
||||
<script async src="https://www.googletagmanager.com/gtag/js?id=G-LVVXH3TL04"></script>
|
||||
<script>
|
||||
window.dataLayer = window.dataLayer || [];
|
||||
function gtag(){dataLayer.push(arguments);}
|
||||
gtag('js', new Date());
|
||||
gtag('config', 'G-LVVXH3TL04');
|
||||
</script>
|
||||
<meta charset="UTF-8">
|
||||
<meta name="viewport" content="width=device-width, initial-scale=1.0">
|
||||
<title>Chan 数据提供商</title>
|
||||
<style>
|
||||
:root {
|
||||
--bg: #0d1117;
|
||||
--surface: #161b22;
|
||||
--border: #30363d;
|
||||
--text: #e6edf3;
|
||||
--text-secondary: #8b949e;
|
||||
--accent: #58a6ff;
|
||||
--green: #3fb950;
|
||||
--orange: #d29922;
|
||||
--red: #f85149;
|
||||
--purple: #bc8cff;
|
||||
--font: -apple-system, BlinkMacSystemFont, "Segoe UI", Helvetica, Arial, sans-serif;
|
||||
--mono: "SF Mono", "Fira Code", "Consolas", monospace;
|
||||
}
|
||||
* { margin: 0; padding: 0; box-sizing: border-box; }
|
||||
body {
|
||||
font-family: var(--font);
|
||||
background: var(--bg);
|
||||
color: var(--text);
|
||||
line-height: 1.6;
|
||||
min-height: 100vh;
|
||||
}
|
||||
.container { max-width: 1000px; margin: 0 auto; padding: 32px 24px; }
|
||||
|
||||
/* Header */
|
||||
header {
|
||||
display: flex;
|
||||
align-items: center;
|
||||
justify-content: space-between;
|
||||
padding-bottom: 20px;
|
||||
border-bottom: 1px solid var(--border);
|
||||
margin-bottom: 28px;
|
||||
}
|
||||
header .brand {
|
||||
display: flex;
|
||||
align-items: center;
|
||||
gap: 14px;
|
||||
}
|
||||
header .logo {
|
||||
display: flex;
|
||||
align-items: center;
|
||||
justify-content: center;
|
||||
width: 44px; height: 44px;
|
||||
border-radius: 10px;
|
||||
background: linear-gradient(135deg, #1c3d5a 0%, #2d1b5e 100%);
|
||||
border: 1px solid var(--border);
|
||||
font-size: 20px; font-weight: 700;
|
||||
color: var(--accent);
|
||||
}
|
||||
header .brand h1 { font-size: 20px; font-weight: 600; }
|
||||
header .brand h1 span { color: var(--accent); }
|
||||
header .brand .sub { font-size: 12px; color: var(--text-secondary); }
|
||||
.header-time {
|
||||
font-family: var(--mono);
|
||||
font-size: 13px;
|
||||
color: var(--text-secondary);
|
||||
}
|
||||
|
||||
/* Overview cards */
|
||||
.overview {
|
||||
display: grid;
|
||||
grid-template-columns: repeat(auto-fit, minmax(140px, 1fr));
|
||||
gap: 10px;
|
||||
margin-bottom: 24px;
|
||||
}
|
||||
.ov-card {
|
||||
background: var(--surface);
|
||||
border: 1px solid var(--border);
|
||||
border-radius: 8px;
|
||||
padding: 14px 16px;
|
||||
text-align: center;
|
||||
}
|
||||
.ov-card .ov-label { font-size: 12px; color: var(--text-secondary); margin-bottom: 4px; }
|
||||
.ov-card .ov-value {
|
||||
font-family: var(--mono);
|
||||
font-size: 18px;
|
||||
font-weight: 600;
|
||||
}
|
||||
.ov-card .ov-value.green { color: var(--green); }
|
||||
.ov-card .ov-value.orange { color: var(--orange); }
|
||||
.ov-card .ov-value.accent { color: var(--accent); }
|
||||
.ov-card .ov-value.purple { color: var(--purple); }
|
||||
|
||||
/* Section */
|
||||
.section {
|
||||
background: var(--surface);
|
||||
border: 1px solid var(--border);
|
||||
border-radius: 8px;
|
||||
margin-bottom: 12px;
|
||||
overflow: hidden;
|
||||
}
|
||||
.section-header {
|
||||
display: flex;
|
||||
align-items: center;
|
||||
justify-content: space-between;
|
||||
padding: 12px 16px;
|
||||
border-bottom: 1px solid var(--border);
|
||||
cursor: pointer;
|
||||
user-select: none;
|
||||
}
|
||||
.section-header:hover { background: rgba(255,255,255,0.02); }
|
||||
.section-header h2 { font-size: 14px; font-weight: 600; }
|
||||
.section-header .count-badge {
|
||||
font-size: 12px;
|
||||
font-family: var(--mono);
|
||||
color: var(--text-secondary);
|
||||
background: var(--bg);
|
||||
padding: 2px 8px;
|
||||
border-radius: 10px;
|
||||
}
|
||||
.section-body { padding: 8px 16px 12px; }
|
||||
|
||||
/* Status dot */
|
||||
.dot {
|
||||
display: inline-block;
|
||||
width: 8px; height: 8px;
|
||||
border-radius: 50%;
|
||||
flex-shrink: 0;
|
||||
}
|
||||
.dot.green { background: var(--green); box-shadow: 0 0 6px #3fb95060; }
|
||||
.dot.orange { background: var(--orange); box-shadow: 0 0 6px #d2992260; }
|
||||
.dot.red { background: var(--red); box-shadow: 0 0 6px #f8514960; }
|
||||
.dot.gray { background: var(--text-secondary); }
|
||||
|
||||
/* Symbol row */
|
||||
.symbol-row {
|
||||
display: flex;
|
||||
align-items: center;
|
||||
gap: 12px;
|
||||
padding: 8px 0;
|
||||
border-bottom: 1px solid rgba(48,54,61,0.5);
|
||||
font-size: 14px;
|
||||
}
|
||||
.symbol-row:last-child { border-bottom: none; }
|
||||
.symbol-row .name { font-family: var(--mono); font-size: 13px; min-width: 140px; }
|
||||
.symbol-row .tag {
|
||||
font-size: 11px;
|
||||
font-family: var(--mono);
|
||||
padding: 1px 6px;
|
||||
border-radius: 4px;
|
||||
background: rgba(88,166,255,0.1);
|
||||
color: var(--accent);
|
||||
}
|
||||
|
||||
/* TF chips */
|
||||
.tf-list { display: flex; flex-wrap: wrap; gap: 4px; }
|
||||
.tf-chip {
|
||||
font-family: var(--mono);
|
||||
font-size: 12px;
|
||||
padding: 2px 8px;
|
||||
border-radius: 4px;
|
||||
background: var(--bg);
|
||||
border: 1px solid var(--border);
|
||||
color: var(--text-secondary);
|
||||
}
|
||||
.tf-chip.base { border-color: #58a6ff40; color: var(--accent); }
|
||||
.tf-chip.derived { border-color: #bc8cff40; color: var(--purple); }
|
||||
|
||||
/* Links bar */
|
||||
.links-bar {
|
||||
display: flex;
|
||||
gap: 8px;
|
||||
flex-wrap: wrap;
|
||||
margin: 16px 0 24px;
|
||||
}
|
||||
.links-bar a {
|
||||
display: flex;
|
||||
align-items: center;
|
||||
gap: 6px;
|
||||
padding: 6px 14px;
|
||||
border-radius: 6px;
|
||||
font-size: 13px;
|
||||
text-decoration: none;
|
||||
background: var(--surface);
|
||||
border: 1px solid var(--border);
|
||||
color: var(--text);
|
||||
transition: border-color 0.15s;
|
||||
}
|
||||
.links-bar a:hover { border-color: var(--accent); }
|
||||
|
||||
/* Footer */
|
||||
footer {
|
||||
border-top: 1px solid var(--border);
|
||||
padding: 16px 0;
|
||||
margin-top: 32px;
|
||||
text-align: center;
|
||||
color: var(--text-secondary);
|
||||
font-size: 13px;
|
||||
}
|
||||
|
||||
.fade-in { animation: fadeIn 0.3s ease-in; }
|
||||
@keyframes fadeIn { from { opacity: 0; } to { opacity: 1; } }
|
||||
</style>
|
||||
</head>
|
||||
<body>
|
||||
<div class="container">
|
||||
|
||||
<header>
|
||||
<div class="brand">
|
||||
<div class="logo">C</div>
|
||||
<div>
|
||||
<h1><span>Chan</span> 数据提供商</h1>
|
||||
<div class="sub">加密货币 K 线数据服务</div>
|
||||
</div>
|
||||
</div>
|
||||
<div class="header-time" id="header-time">—</div>
|
||||
</header>
|
||||
|
||||
<!-- Overview -->
|
||||
<div class="overview" id="overview">
|
||||
<div class="ov-card"><div class="ov-label">服务状态</div><div class="ov-value" id="ov-status">加载中...</div></div>
|
||||
<div class="ov-card"><div class="ov-label">交易所</div><div class="ov-value accent" id="ov-exchange">—</div></div>
|
||||
<div class="ov-card"><div class="ov-label">交易对</div><div class="ov-value" id="ov-symbols">—</div></div>
|
||||
<div class="ov-card"><div class="ov-label">基础周期</div><div class="ov-value accent" id="ov-base-tf">—</div></div>
|
||||
<div class="ov-card"><div class="ov-label">衍生周期</div><div class="ov-value purple" id="ov-derived-tf">—</div></div>
|
||||
<div class="ov-card"><div class="ov-label">数据就绪</div><div class="ov-value" id="ov-ready">—</div></div>
|
||||
</div>
|
||||
|
||||
<!-- Links -->
|
||||
<div class="links-bar">
|
||||
<a href="/api/docs">📖 API 文档</a>
|
||||
<a href="/docs">📋 Swagger UI</a>
|
||||
<a href="/redoc">📄 ReDoc</a>
|
||||
<a href="/api/candles?symbol=BTC/USDT:USDT&tf=1m&limit=5" target="_blank">📊 BTC 1m 示例</a>
|
||||
<a href="/api/candles?symbol=ETH/USDT:USDT&tf=4h&limit=10" target="_blank">📊 ETH 4h 示例</a>
|
||||
</div>
|
||||
|
||||
<!-- Symbols -->
|
||||
<div class="section" id="section-symbols">
|
||||
<div class="section-header" onclick="this.parentElement.classList.toggle('collapsed')">
|
||||
<h2>📈 交易对</h2>
|
||||
<span class="count-badge" id="sym-count">0</span>
|
||||
</div>
|
||||
<div class="section-body" id="symbol-list">
|
||||
<div style="color:var(--text-secondary);font-size:13px;">加载中...</div>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<!-- Timeframes -->
|
||||
<div class="section">
|
||||
<div class="section-header" onclick="this.parentElement.classList.toggle('collapsed')">
|
||||
<h2>⏱ 时间周期</h2>
|
||||
<span class="count-badge" id="tf-total">0</span>
|
||||
</div>
|
||||
<div class="section-body">
|
||||
<div style="margin-bottom:8px;font-size:13px;color:var(--text-secondary);">基础周期（交易所直拉）</div>
|
||||
<div class="tf-list" id="base-tf-list"></div>
|
||||
<div style="margin:10px 0 8px;font-size:13px;color:var(--text-secondary);">衍生周期（内存合成）</div>
|
||||
<div class="tf-list" id="derived-tf-list"></div>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<!-- Quick query -->
|
||||
<div class="section">
|
||||
<div class="section-header">
|
||||
<h2>⚡ 快速查询</h2>
|
||||
</div>
|
||||
<div class="section-body">
|
||||
<div style="display:flex;gap:8px;flex-wrap:wrap;align-items:end;">
|
||||
<div>
|
||||
<div style="font-size:12px;color:var(--text-secondary);margin-bottom:4px;">交易对</div>
|
||||
<select id="q-symbol" style="background:var(--bg);border:1px solid var(--border);color:var(--text);padding:6px 10px;border-radius:6px;font-family:var(--mono);font-size:13px;"></select>
|
||||
</div>
|
||||
<div>
|
||||
<div style="font-size:12px;color:var(--text-secondary);margin-bottom:4px;">周期</div>
|
||||
<select id="q-tf" style="background:var(--bg);border:1px solid var(--border);color:var(--text);padding:6px 10px;border-radius:6px;font-family:var(--mono);font-size:13px;"></select>
|
||||
</div>
|
||||
<div>
|
||||
<div style="font-size:12px;color:var(--text-secondary);margin-bottom:4px;">数量</div>
|
||||
<select id="q-limit" style="background:var(--bg);border:1px solid var(--border);color:var(--text);padding:6px 10px;border-radius:6px;font-family:var(--mono);font-size:13px;">
|
||||
<option>5</option><option selected>10</option><option>20</option><option>50</option>
|
||||
</select>
|
||||
</div>
|
||||
<button onclick="quickQuery()" style="background:var(--accent);color:#fff;border:none;padding:6px 18px;border-radius:6px;cursor:pointer;font-size:13px;font-weight:600;">查询</button>
|
||||
</div>
|
||||
<pre id="q-result" style="margin-top:10px;display:none;"></pre>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
</div>
|
||||
|
||||
<footer>
|
||||
Chan Data Provider · Built with FastAPI + ccxt + pandas ·
|
||||
更新于 <span id="footer-time">—</span>
|
||||
</footer>
|
||||
|
||||
<script>
|
||||
let healthData = null;
|
||||
|
||||
function fmtTime(ts) {
|
||||
return new Date(ts).toLocaleString('zh-CN', { timeZone: 'UTC', hour12: false }) + ' UTC';
|
||||
}
|
||||
|
||||
async function loadHealth() {
|
||||
try {
|
||||
const res = await fetch('/health');
|
||||
healthData = await res.json();
|
||||
renderHealth(healthData);
|
||||
} catch {
|
||||
document.getElementById('ov-status').textContent = '无法连接';
|
||||
document.getElementById('ov-status').style.color = 'var(--red)';
|
||||
document.getElementById('ov-ready').textContent = '断开';
|
||||
document.getElementById('ov-ready').style.color = 'var(--red)';
|
||||
}
|
||||
}
|
||||
|
||||
function renderHealth(d) {
|
||||
const now = Date.now();
|
||||
document.getElementById('header-time').textContent = fmtTime(now);
|
||||
document.getElementById('footer-time').textContent = fmtTime(now);
|
||||
|
||||
// Overview
|
||||
const statusEl = document.getElementById('ov-status');
|
||||
statusEl.textContent = '运行中';
|
||||
statusEl.style.color = 'var(--green)';
|
||||
|
||||
document.getElementById('ov-exchange').textContent = d.exchange || '—';
|
||||
|
||||
const symCount = (d.symbols || []).length;
|
||||
const symEl = document.getElementById('ov-symbols');
|
||||
symEl.textContent = symCount + ' 个';
|
||||
symEl.style.color = 'var(--accent)';
|
||||
|
||||
document.getElementById('ov-base-tf').textContent = (d.base_timeframes || []).length + ' 个';
|
||||
document.getElementById('ov-derived-tf').textContent = (d.derived_timeframes || []).length + ' 个';
|
||||
|
||||
const readyEl = document.getElementById('ov-ready');
|
||||
if (d.ready) {
|
||||
readyEl.textContent = '已就绪';
|
||||
readyEl.style.color = 'var(--green)';
|
||||
} else {
|
||||
readyEl.textContent = '同步中...';
|
||||
readyEl.style.color = 'var(--orange)';
|
||||
setTimeout(loadHealth, 2000);
|
||||
}
|
||||
|
||||
// Symbols
|
||||
const symList = document.getElementById('symbol-list');
|
||||
const symCountEl = document.getElementById('sym-count');
|
||||
symCountEl.textContent = symCount;
|
||||
if (d.symbols && d.symbols.length > 0) {
|
||||
symList.innerHTML = d.symbols.map(s => `
|
||||
<div class="symbol-row">
|
||||
<span class="dot green"></span>
|
||||
<span class="name">${s}</span>
|
||||
<span class="tag">${d.exchange || '—'}</span>
|
||||
<a href="/api/candles?symbol=${encodeURIComponent(s)}&tf=1m&limit=5" target="_blank" style="margin-left:auto;font-size:12px;color:var(--accent);text-decoration:none;">1m →</a>
|
||||
</div>
|
||||
`).join('');
|
||||
} else {
|
||||
symList.innerHTML = '<div style="color:var(--text-secondary);font-size:13px;">暂无交易对</div>';
|
||||
}
|
||||
|
||||
// Timeframes
|
||||
document.getElementById('tf-total').textContent = (d.timeframes || []).length;
|
||||
|
||||
const baseList = document.getElementById('base-tf-list');
|
||||
if (d.base_timeframes) {
|
||||
baseList.innerHTML = d.base_timeframes.map(t => `<span class="tf-chip base">${t}</span>`).join('');
|
||||
}
|
||||
|
||||
const derivedList = document.getElementById('derived-tf-list');
|
||||
if (d.derived_timeframes) {
|
||||
derivedList.innerHTML = d.derived_timeframes.map(t => `<span class="tf-chip derived">${t}</span>`).join('');
|
||||
}
|
||||
|
||||
// Populate query selects
|
||||
const symSelect = document.getElementById('q-symbol');
|
||||
if (d.symbols && symSelect.options.length === 0) {
|
||||
d.symbols.forEach(s => {
|
||||
const opt = document.createElement('option');
|
||||
opt.value = s;
|
||||
opt.textContent = s;
|
||||
symSelect.appendChild(opt);
|
||||
});
|
||||
}
|
||||
|
||||
const tfSelect = document.getElementById('q-tf');
|
||||
if (d.timeframes && tfSelect.options.length === 0) {
|
||||
d.timeframes.forEach(t => {
|
||||
const opt = document.createElement('option');
|
||||
opt.value = t;
|
||||
opt.textContent = t;
|
||||
tfSelect.appendChild(opt);
|
||||
});
|
||||
}
|
||||
}
|
||||
|
||||
async function quickQuery() {
|
||||
const symbol = document.getElementById('q-symbol').value;
|
||||
const tf = document.getElementById('q-tf').value;
|
||||
const limit = document.getElementById('q-limit').value;
|
||||
const url = `/api/candles?symbol=${encodeURIComponent(symbol)}&tf=${tf}&limit=${limit}`;
|
||||
const pre = document.getElementById('q-result');
|
||||
pre.style.display = 'block';
|
||||
pre.textContent = '查询中...';
|
||||
try {
|
||||
const res = await fetch(url);
|
||||
const data = await res.json();
|
||||
pre.textContent = JSON.stringify(data, null, 2);
|
||||
} catch {
|
||||
pre.textContent = '查询失败';
|
||||
}
|
||||
}
|
||||
|
||||
loadHealth();
|
||||
setInterval(loadHealth, 10000);
|
||||
</script>
|
||||
</body>
|
||||
</html>
|
||||
File diff suppressed because it is too large
Load Diff
@@ -1,597 +0,0 @@
|
||||
"""
|
||||
链上指标数据模块：拉取 BTC 交易所净流量、稳定币供应、ETF 净流入、MVRV Z-Score、SOPR。
|
||||
本地 CSV 落盘 + 内存缓存，参照 derivatives 模式。
|
||||
|
||||
免费数据源：
|
||||
- CoinMetrics Community API: 交易所流入/流出(USD)、MVRV Ratio
|
||||
- CoinGecko: 稳定币市值
|
||||
需要 API key 的指标（可配置）：
|
||||
- ETF 净流入: Coinglass / Farside / Glassnode
|
||||
- SOPR: Glassnode / CoinMetrics Pro
|
||||
"""
|
||||
import csv
|
||||
import json
|
||||
import logging
|
||||
import os
|
||||
import re
|
||||
import threading
|
||||
import time
|
||||
from datetime import datetime, timezone
|
||||
from pathlib import Path
|
||||
from typing import Any, Dict, List, Optional
|
||||
|
||||
import requests
|
||||
from fastapi import APIRouter, HTTPException, Query
|
||||
|
||||
logger = logging.getLogger("onchain_metrics")
|
||||
|
||||
# ── 常量 ─────────────────────────────────────────────────────────────
|
||||
METRIC_NAMES = [
|
||||
"btc_netflow",
|
||||
"stablecoin_supply",
|
||||
"etf_flow",
|
||||
"mvrv_zscore",
|
||||
"sopr",
|
||||
]
|
||||
REFRESH_INTERVAL = 300 # 后台刷新间隔（秒），免费 API 限频较严
|
||||
COINMETRICS_BASE = "https://community-api.coinmetrics.io/v4"
|
||||
COINGECKO_BASE = "https://api.coingecko.com/api/v3"
|
||||
REQUEST_TIMEOUT = 30
|
||||
HTTP_HEADERS = {"User-Agent": "Mozilla/5.0 (compatible; chan-data-provider/1.0)"}
|
||||
|
||||
|
||||
def to_utc_iso(ts_ms: int) -> str:
|
||||
dt = datetime.fromtimestamp(ts_ms / 1000, tz=timezone.utc)
|
||||
return dt.isoformat().replace("+00:00", "Z")
|
||||
|
||||
|
||||
# ── OnchainMetricsManager ────────────────────────────────────────────
|
||||
class OnchainMetricsManager:
|
||||
"""管理链上指标的拉取、缓存和持久化。每个指标独立存储。"""
|
||||
|
||||
def __init__(self, data_dir: Path, api_keys: Optional[Dict[str, str]] = None) -> None:
|
||||
self.data_dir = data_dir / "onchain"
|
||||
self.data_dir.mkdir(parents=True, exist_ok=True)
|
||||
self.api_keys = api_keys or {}
|
||||
|
||||
# 内存缓存: metric_name -> List[Dict]
|
||||
self._metrics: Dict[str, List[Dict]] = {name: [] for name in METRIC_NAMES}
|
||||
self._lock = threading.RLock()
|
||||
self._stop_event = threading.Event()
|
||||
self._thread: Optional[threading.Thread] = None
|
||||
|
||||
# 加载本地历史
|
||||
for name in METRIC_NAMES:
|
||||
local = self._load_local(name)
|
||||
if local:
|
||||
self._metrics[name] = local
|
||||
logger.info("链上指标 %s 加载本地记录: %d 条", name, len(local))
|
||||
|
||||
# ── CSV 路径 ─────────────────────────────────────────────────────
|
||||
def _path(self, metric: str) -> Path:
|
||||
return self.data_dir / f"{metric}.csv"
|
||||
|
||||
# ── CSV 读写 ─────────────────────────────────────────────────────
|
||||
def _load_local(self, metric: str) -> List[Dict]:
|
||||
path = self._path(metric)
|
||||
if not path.exists():
|
||||
return []
|
||||
records = []
|
||||
with path.open("r", encoding="utf-8", newline="") as fp:
|
||||
for row in csv.DictReader(fp):
|
||||
try:
|
||||
records.append({
|
||||
"timestamp": int(row["timestamp"]),
|
||||
"datetime": row.get("datetime", ""),
|
||||
"value": float(row.get("value", 0)),
|
||||
"sub_value": float(row.get("sub_value", 0)) if row.get("sub_value") else None,
|
||||
"extra": json.loads(row.get("extra", "{}")) if row.get("extra") else {},
|
||||
})
|
||||
except (KeyError, ValueError):
|
||||
continue
|
||||
records.sort(key=lambda r: r["timestamp"])
|
||||
return records
|
||||
|
||||
def _write_local(self, metric: str, records: List[Dict]) -> None:
|
||||
path = self._path(metric)
|
||||
fieldnames = ["timestamp", "datetime", "value", "sub_value", "extra"]
|
||||
tmp = path.with_suffix(".tmp")
|
||||
try:
|
||||
with tmp.open("w", encoding="utf-8", newline="") as fp:
|
||||
w = csv.DictWriter(fp, fieldnames=fieldnames, extrasaction="ignore")
|
||||
w.writeheader()
|
||||
for r in records:
|
||||
row = {
|
||||
"timestamp": r.get("timestamp", 0),
|
||||
"datetime": r.get("datetime", ""),
|
||||
"value": r.get("value", 0),
|
||||
"sub_value": "" if r.get("sub_value") is None else r["sub_value"],
|
||||
"extra": json.dumps(r.get("extra", {}), ensure_ascii=False),
|
||||
}
|
||||
w.writerow(row)
|
||||
tmp.replace(path)
|
||||
logger.info("链上指标 %s 已写入磁盘: %d 条", metric, len(records))
|
||||
except Exception as e:
|
||||
logger.error("链上指标 %s 落盘失败: %s", metric, e)
|
||||
if tmp.exists():
|
||||
tmp.unlink()
|
||||
|
||||
def _merge(self, base: List[Dict], new: List[Dict]) -> List[Dict]:
|
||||
"""按 timestamp 去重合并，新覆盖旧。"""
|
||||
merged = {r["timestamp"]: r for r in base}
|
||||
for r in new:
|
||||
merged[r["timestamp"]] = r
|
||||
return sorted(merged.values(), key=lambda r: r["timestamp"])
|
||||
|
||||
# ── 数据拉取 ─────────────────────────────────────────────────────
|
||||
def _fetch_cm_metrics(
|
||||
self, metrics: str, days: int = 365
|
||||
) -> Optional[List[Dict]]:
|
||||
"""从 CoinMetrics Community API 拉取指标。返回 [{time, metric: value}, ...]"""
|
||||
page_size = min(days, 10000)
|
||||
url = (
|
||||
f"{COINMETRICS_BASE}/timeseries/asset-metrics"
|
||||
f"?assets=btc&metrics={metrics}&frequency=1d&page_size={page_size}"
|
||||
)
|
||||
try:
|
||||
r = requests.get(url, timeout=REQUEST_TIMEOUT, headers=HTTP_HEADERS)
|
||||
if r.status_code != 200:
|
||||
logger.warning("CoinMetrics %s 返回 %d: %s", metrics, r.status_code, r.text[:200])
|
||||
return None
|
||||
data = r.json().get("data", [])
|
||||
if not data:
|
||||
return None
|
||||
# 翻页取更多历史
|
||||
all_data = list(data)
|
||||
next_url = r.json().get("next_page_url")
|
||||
pages = 0
|
||||
while next_url and pages < 10:
|
||||
pages += 1
|
||||
time.sleep(0.5)
|
||||
r2 = requests.get(next_url, timeout=REQUEST_TIMEOUT, headers=HTTP_HEADERS)
|
||||
if r2.status_code != 200:
|
||||
break
|
||||
batch = r2.json()
|
||||
all_data.extend(batch.get("data", []))
|
||||
next_url = batch.get("next_page_url")
|
||||
if not next_url or next_url == r.json().get("next_page_url"):
|
||||
break
|
||||
return all_data
|
||||
except Exception as e:
|
||||
logger.error("CoinMetrics %s 拉取失败: %s", metrics, e)
|
||||
return None
|
||||
|
||||
def _fetch_btc_netflow(self) -> List[Dict]:
|
||||
"""BTC 交易所净流量 (USD) = 流入 - 流出。"""
|
||||
data = self._fetch_cm_metrics("FlowInExUSD,FlowOutExUSD", days=365)
|
||||
if not data:
|
||||
return []
|
||||
|
||||
records = []
|
||||
for d in data:
|
||||
ts_str = d.get("time", "")
|
||||
inflow = float(d.get("FlowInExUSD") or 0)
|
||||
outflow = float(d.get("FlowOutExUSD") or 0)
|
||||
netflow = inflow - outflow
|
||||
try:
|
||||
ts = int(datetime.fromisoformat(ts_str.replace("Z", "+00:00")).timestamp() * 1000)
|
||||
except Exception:
|
||||
continue
|
||||
records.append({
|
||||
"timestamp": ts,
|
||||
"datetime": to_utc_iso(ts),
|
||||
"value": round(netflow, 2),
|
||||
"sub_value": round(inflow, 2),
|
||||
"extra": {"inflow_usd": round(inflow, 2), "outflow_usd": round(outflow, 2)},
|
||||
})
|
||||
return sorted(records, key=lambda r: r["timestamp"])
|
||||
|
||||
def _fetch_stablecoin_supply(self) -> List[Dict]:
|
||||
"""稳定币总供应（USDT + USDC + DAI + FDUSD + TUSD 市值之和）。"""
|
||||
try:
|
||||
url = (
|
||||
f"{COINGECKO_BASE}/coins/markets"
|
||||
f"?vs_currency=usd&category=stablecoins&order=market_cap_desc"
|
||||
f"&per_page=5&page=1&sparkline=false"
|
||||
)
|
||||
r = requests.get(url, timeout=REQUEST_TIMEOUT, headers=HTTP_HEADERS)
|
||||
if r.status_code != 200:
|
||||
logger.warning("CoinGecko stablecoins 返回 %d", r.status_code)
|
||||
return []
|
||||
coins = r.json()
|
||||
if not isinstance(coins, list):
|
||||
return []
|
||||
|
||||
total_mcap = sum(c.get("market_cap", 0) or 0 for c in coins)
|
||||
now_ms = int(time.time() * 1000)
|
||||
breakdown = {
|
||||
c.get("symbol", "?").upper(): c.get("market_cap", 0) or 0
|
||||
for c in coins[:5]
|
||||
}
|
||||
return [{
|
||||
"timestamp": now_ms,
|
||||
"datetime": to_utc_iso(now_ms),
|
||||
"value": round(total_mcap, 2),
|
||||
"sub_value": round(total_mcap / 1e9, 2), # Billions
|
||||
"extra": breakdown,
|
||||
}]
|
||||
except Exception as e:
|
||||
logger.error("稳定币供应拉取失败: %s", e)
|
||||
return []
|
||||
|
||||
def _fetch_etf_flow(self) -> List[Dict]:
|
||||
"""BTC ETF 净流入/流出。优先从 Farside 免费爬取，Coinglass 为备用。
|
||||
|
||||
数据源优先级:
|
||||
1. Farside (免费, HTML 爬取)
|
||||
2. Coinglass (需 coinglass_key)
|
||||
3. Glassnode (需 glassnode_key)
|
||||
"""
|
||||
# ── 优先：Farside 免费爬取 ──
|
||||
try:
|
||||
records = self._fetch_etf_farside()
|
||||
if records:
|
||||
logger.info("ETF 数据从 Farside 拉取: %d 条", len(records))
|
||||
return records
|
||||
except Exception as e:
|
||||
logger.warning("Farside ETF 爬取失败: %s", e)
|
||||
|
||||
# ── 备用：Coinglass ──
|
||||
cg_key = self.api_keys.get("coinglass_key")
|
||||
if cg_key:
|
||||
try:
|
||||
url = "https://open-api-v3.coinglass.com/api/bitcoin/etf/net-inflow?interval=30"
|
||||
r = requests.get(url, timeout=REQUEST_TIMEOUT, headers={
|
||||
**HTTP_HEADERS, "coinglassSecret": cg_key,
|
||||
})
|
||||
if r.status_code == 200:
|
||||
data = r.json()
|
||||
records = []
|
||||
if isinstance(data, dict) and "data" in data:
|
||||
for item in data["data"]:
|
||||
ts = int(item.get("date", 0)) * 1000 if item.get("date") else 0
|
||||
if ts:
|
||||
records.append({
|
||||
"timestamp": ts,
|
||||
"datetime": to_utc_iso(ts),
|
||||
"value": float(item.get("netInflow", 0)),
|
||||
"sub_value": None,
|
||||
"extra": item,
|
||||
})
|
||||
return records
|
||||
logger.warning("Coinglass ETF 返回 %d", r.status_code)
|
||||
except Exception as e:
|
||||
logger.error("Coinglass ETF 拉取失败: %s", e)
|
||||
|
||||
logger.warning("ETF 数据源均不可用（Farside/Coinglass/Glassnode）")
|
||||
return []
|
||||
|
||||
def _fetch_etf_farside(self) -> List[Dict]:
|
||||
"""从 Farside 网站爬取 BTC ETF 每日净流量。
|
||||
|
||||
https://farside.co.uk/btc/ 页面包含一个 HTML 表格，
|
||||
每行包含日期和各 ETF 的当日流量（百万美元），最后一列为总计。
|
||||
"""
|
||||
url = "https://farside.co.uk/btc/"
|
||||
r = requests.get(url, timeout=REQUEST_TIMEOUT, headers={
|
||||
**HTTP_HEADERS,
|
||||
"Accept": "text/html,application/xhtml+xml,*/*",
|
||||
})
|
||||
if r.status_code != 200:
|
||||
logger.warning("Farside 返回 %d", r.status_code)
|
||||
return []
|
||||
|
||||
html = r.text
|
||||
|
||||
# 查找表格
|
||||
table_match = re.search(r'<table[^>]*>(.*?)</table>', html, re.DOTALL)
|
||||
if not table_match:
|
||||
logger.warning("Farside 页面未找到表格")
|
||||
return []
|
||||
|
||||
rows_html = re.findall(r'<tr[^>]*>(.*?)</tr>', table_match.group(1), re.DOTALL)
|
||||
month_map = {
|
||||
"jan": 1, "feb": 2, "mar": 3, "apr": 4, "may": 5, "jun": 6,
|
||||
"jul": 7, "aug": 8, "sep": 9, "oct": 10, "nov": 11, "dec": 12,
|
||||
}
|
||||
|
||||
records = []
|
||||
for row_html in rows_html:
|
||||
cells = re.findall(r'<t[dh][^>]*>(.*?)</t[dh]>', row_html, re.DOTALL)
|
||||
# 清理 HTML 标签和空白
|
||||
clean = []
|
||||
for c in cells:
|
||||
t = re.sub(r'<[^>]+>', '', c).strip()
|
||||
t = t.replace('\xa0', ' ').replace(' ', ' ').strip()
|
||||
clean.append(t)
|
||||
|
||||
if not clean:
|
||||
continue
|
||||
|
||||
# 第一列应为日期格式 "15 Jun 2026"
|
||||
date_str = clean[0]
|
||||
parts = date_str.split()
|
||||
if len(parts) != 3:
|
||||
continue
|
||||
day_str, mon_str, year_str = parts
|
||||
mon = month_map.get(mon_str.lower()[:3])
|
||||
if mon is None:
|
||||
continue
|
||||
try:
|
||||
day = int(day_str)
|
||||
year = int(year_str)
|
||||
except ValueError:
|
||||
continue
|
||||
|
||||
# 最后一列为总计（可能带括号表示负值）
|
||||
total_str = clean[-1] if len(clean) > 1 else ""
|
||||
if not total_str or total_str in ("", "Total", "-"):
|
||||
continue
|
||||
# 解析 "(123.4)" → -123.4, "123.4" → 123.4
|
||||
total_str = total_str.replace(",", "")
|
||||
is_negative = total_str.startswith("(") and total_str.endswith(")")
|
||||
if is_negative:
|
||||
total_str = total_str[1:-1]
|
||||
try:
|
||||
total_m = float(total_str)
|
||||
except ValueError:
|
||||
continue
|
||||
if is_negative:
|
||||
total_m = -total_m
|
||||
|
||||
# 构建时间戳（UTC 午夜）
|
||||
from datetime import datetime, timezone as tz
|
||||
dt = datetime(year, mon, day, tzinfo=tz.utc)
|
||||
ts = int(dt.timestamp() * 1000)
|
||||
|
||||
# 分解各 ETF 明细
|
||||
etf_breakdown = {}
|
||||
if len(clean) > 2:
|
||||
etf_names = ["IBIT", "FBTC", "BITB", "ARKB", "BTCO", "EZBC",
|
||||
"BRRR", "HODL", "BTCW", "MSBT", "GBTC", "BTC"]
|
||||
for i, name in enumerate(etf_names):
|
||||
idx = i + 1
|
||||
if idx < len(clean) - 1:
|
||||
val_str = clean[idx].replace(",", "").replace("(", "").replace(")", "")
|
||||
neg = clean[idx].startswith("(")
|
||||
try:
|
||||
val = float(val_str)
|
||||
etf_breakdown[name] = -val if neg else val
|
||||
except ValueError:
|
||||
pass
|
||||
|
||||
records.append({
|
||||
"timestamp": ts,
|
||||
"datetime": dt.isoformat().replace("+00:00", "Z"),
|
||||
"value": round(total_m, 2), # 净流入 (百万 USD)
|
||||
"sub_value": round(total_m * 1_000_000, 2), # 净流入 (USD)
|
||||
"extra": {"total_million_usd": round(total_m, 2), "breakdown": etf_breakdown},
|
||||
})
|
||||
|
||||
return sorted(records, key=lambda r: r["timestamp"])
|
||||
|
||||
def _fetch_mvrv_zscore(self) -> List[Dict]:
|
||||
"""MVRV Z-Score = (当前 MVRV - 滚动均值) / 滚动标准差。
|
||||
|
||||
从 CoinMetrics 拉取 CapMVRVCur（免费），计算 365 天滚动 Z-Score。
|
||||
"""
|
||||
data = self._fetch_cm_metrics("CapMVRVCur", days=400)
|
||||
if not data:
|
||||
return []
|
||||
|
||||
# 解析时间序列
|
||||
mvrv_series = []
|
||||
for d in data:
|
||||
ts_str = d.get("time", "")
|
||||
mvrv_val = d.get("CapMVRVCur")
|
||||
if mvrv_val is None:
|
||||
continue
|
||||
try:
|
||||
ts = int(datetime.fromisoformat(ts_str.replace("Z", "+00:00")).timestamp() * 1000)
|
||||
except Exception:
|
||||
continue
|
||||
mvrv_series.append((ts, float(mvrv_val)))
|
||||
mvrv_series.sort(key=lambda x: x[0])
|
||||
|
||||
# 计算滚动 Z-Score (365 天窗口，即约 365 个数据点)
|
||||
window = 365
|
||||
records = []
|
||||
values = []
|
||||
timestamps = []
|
||||
for ts, val in mvrv_series:
|
||||
values.append(val)
|
||||
timestamps.append(ts)
|
||||
if len(values) < window:
|
||||
continue
|
||||
window_vals = values[-window:]
|
||||
mean = sum(window_vals) / window
|
||||
variance = sum((v - mean) ** 2 for v in window_vals) / window
|
||||
stddev = variance ** 0.5
|
||||
zscore = (val - mean) / stddev if stddev > 0 else 0.0
|
||||
records.append({
|
||||
"timestamp": ts,
|
||||
"datetime": to_utc_iso(ts),
|
||||
"value": round(zscore, 4),
|
||||
"sub_value": round(val, 4),
|
||||
"extra": {"mvrv_ratio": round(val, 4), "rolling_mean": round(mean, 4), "rolling_stddev": round(stddev, 4)},
|
||||
})
|
||||
return records
|
||||
|
||||
def _fetch_sopr(self) -> List[Dict]:
|
||||
"""SOPR (Spent Output Profit Ratio)。需要 API key。
|
||||
|
||||
支持:
|
||||
- glassnode_key: Glassnode v1/metrics/indicators/sopr
|
||||
"""
|
||||
gn_key = self.api_keys.get("glassnode_key")
|
||||
if gn_key:
|
||||
try:
|
||||
url = (
|
||||
f"https://api.glassnode.com/v1/metrics/indicators/sopr"
|
||||
f"?a=btc&f=json&api_key={gn_key}"
|
||||
)
|
||||
r = requests.get(url, timeout=REQUEST_TIMEOUT, headers=HTTP_HEADERS)
|
||||
if r.status_code == 200:
|
||||
data = r.json()
|
||||
records = []
|
||||
for item in data if isinstance(data, list) else []:
|
||||
ts = int(item.get("t", 0)) * 1000
|
||||
if ts:
|
||||
records.append({
|
||||
"timestamp": ts,
|
||||
"datetime": to_utc_iso(ts),
|
||||
"value": float(item.get("v", 0)),
|
||||
"sub_value": None,
|
||||
"extra": {"raw": item},
|
||||
})
|
||||
return records
|
||||
logger.warning("Glassnode SOPR 返回 %d", r.status_code)
|
||||
except Exception as e:
|
||||
logger.error("Glassnode SOPR 拉取失败: %s", e)
|
||||
|
||||
logger.warning(
|
||||
"SOPR 数据未配置 API key。请设置环境变量 GLASSNODE_API_KEY"
|
||||
)
|
||||
return []
|
||||
|
||||
# ── 刷新入口 ─────────────────────────────────────────────────────
|
||||
def refresh_all(self) -> None:
|
||||
"""拉取全部 5 个指标，合并到内存并写盘。"""
|
||||
fetchers = {
|
||||
"btc_netflow": self._fetch_btc_netflow,
|
||||
"stablecoin_supply": self._fetch_stablecoin_supply,
|
||||
"etf_flow": self._fetch_etf_flow,
|
||||
"mvrv_zscore": self._fetch_mvrv_zscore,
|
||||
"sopr": self._fetch_sopr,
|
||||
}
|
||||
|
||||
for name, fetcher in fetchers.items():
|
||||
try:
|
||||
new_records = fetcher()
|
||||
if not new_records:
|
||||
continue
|
||||
with self._lock:
|
||||
base = list(self._metrics.get(name, []))
|
||||
merged = self._merge(base, new_records)
|
||||
self._metrics[name] = merged
|
||||
self._write_local(name, merged)
|
||||
logger.info("链上指标 %s 刷新: +%d 条, 总计 %d 条",
|
||||
name, len(new_records), len(merged))
|
||||
except Exception:
|
||||
logger.exception("链上指标 %s 刷新异常", name)
|
||||
|
||||
# ── 后台线程 ─────────────────────────────────────────────────────
|
||||
def _refresh_loop(self) -> None:
|
||||
"""后台线程：启动立即拉取一次，之后每 REFRESH_INTERVAL 秒刷新。"""
|
||||
logger.info("链上指标后台线程启动，间隔 %ds", REFRESH_INTERVAL)
|
||||
# 启动立即拉取
|
||||
self.refresh_all()
|
||||
while not self._stop_event.wait(REFRESH_INTERVAL):
|
||||
self.refresh_all()
|
||||
logger.info("链上指标后台线程已退出")
|
||||
|
||||
def start(self) -> None:
|
||||
self._stop_event.clear()
|
||||
self._thread = threading.Thread(
|
||||
target=self._refresh_loop, name="onchain-loop", daemon=True,
|
||||
)
|
||||
self._thread.start()
|
||||
logger.info("链上指标模块已启动")
|
||||
|
||||
def stop(self) -> None:
|
||||
self._stop_event.set()
|
||||
if self._thread:
|
||||
self._thread.join(timeout=5)
|
||||
|
||||
# ── 查询接口 ─────────────────────────────────────────────────────
|
||||
def get_metric(
|
||||
self,
|
||||
metric: str,
|
||||
limit: int = 100,
|
||||
start_ms: Optional[int] = None,
|
||||
end_ms: Optional[int] = None,
|
||||
) -> List[Dict]:
|
||||
if metric not in METRIC_NAMES:
|
||||
raise HTTPException(
|
||||
status_code=400,
|
||||
detail=f"不支持的指标: {metric}。可选: {METRIC_NAMES}",
|
||||
)
|
||||
with self._lock:
|
||||
records = list(self._metrics.get(metric, []))
|
||||
if start_ms is not None:
|
||||
records = [r for r in records if r["timestamp"] >= start_ms]
|
||||
if end_ms is not None:
|
||||
records = [r for r in records if r["timestamp"] <= end_ms]
|
||||
return records[-limit:] if limit else records
|
||||
|
||||
def get_latest(self) -> Dict[str, Any]:
|
||||
"""获取所有指标的最新值。"""
|
||||
result = {"timestamp": int(time.time() * 1000)}
|
||||
for name in METRIC_NAMES:
|
||||
with self._lock:
|
||||
records = self._metrics.get(name, [])
|
||||
if records:
|
||||
latest = records[-1]
|
||||
result[name] = {
|
||||
"timestamp": latest["timestamp"],
|
||||
"datetime": latest["datetime"],
|
||||
"value": latest["value"],
|
||||
"sub_value": latest.get("sub_value"),
|
||||
"extra": latest.get("extra", {}),
|
||||
}
|
||||
else:
|
||||
result[name] = None
|
||||
return result
|
||||
|
||||
|
||||
# ── FastAPI Router ────────────────────────────────────────────────────
|
||||
def create_onchain_router(manager: OnchainMetricsManager) -> APIRouter:
|
||||
router = APIRouter(prefix="/api/onchain", tags=["onchain"])
|
||||
|
||||
@router.get("/metrics")
|
||||
async def get_metrics(
|
||||
metric: str = Query(..., description=f"指标名称: {', '.join(METRIC_NAMES)}"),
|
||||
limit: int = Query(100, ge=1, le=5000, description="返回条数上限"),
|
||||
start: Optional[int] = Query(None, description="起始时间戳(ms)"),
|
||||
end: Optional[int] = Query(None, description="结束时间戳(ms)"),
|
||||
):
|
||||
"""获取单个链上指标的时间序列。"""
|
||||
data = manager.get_metric(metric, limit=limit, start_ms=start, end_ms=end)
|
||||
return {"metric": metric, "count": len(data), "data": data}
|
||||
|
||||
@router.get("/latest")
|
||||
async def get_latest():
|
||||
"""获取全部 5 个指标的最新快照。"""
|
||||
return manager.get_latest()
|
||||
|
||||
@router.get("/available")
|
||||
async def get_available():
|
||||
"""列出可用指标及当前数据量。"""
|
||||
info = {}
|
||||
for name in METRIC_NAMES:
|
||||
records = manager.get_metric(name, limit=0)
|
||||
info[name] = {
|
||||
"count": len(records),
|
||||
"has_data": len(records) > 0,
|
||||
"first_ts": records[0]["datetime"] if records else None,
|
||||
"last_ts": records[-1]["datetime"] if records else None,
|
||||
}
|
||||
return info
|
||||
|
||||
return router
|
||||
|
||||
|
||||
# ── 环境变量辅助 ─────────────────────────────────────────────────────
|
||||
def api_keys_from_env() -> Dict[str, str]:
|
||||
"""从环境变量读取 API keys。"""
|
||||
keys = {}
|
||||
for env_var, key_name in [
|
||||
("COINGLASS_API_KEY", "coinglass_key"),
|
||||
("GLASSNODE_API_KEY", "glassnode_key"),
|
||||
("FARSIDE_API_KEY", "farside_key"),
|
||||
("COINMETRICS_API_KEY", "coinmetrics_key"),
|
||||
]:
|
||||
val = os.getenv(env_var, "").strip()
|
||||
if val and "***" not in val: # 忽略占位符
|
||||
keys[key_name] = val
|
||||
return keys
|
||||
@@ -1,6 +0,0 @@
|
||||
ccxt>=4.0.0,<5.0.0
|
||||
fastapi>=0.110.0,<1.0.0
|
||||
uvicorn[standard]>=0.23.0,<1.0.0
|
||||
pandas>=2.0.0,<3.0.0
|
||||
technical==1.5.0
|
||||
requests>=2.28.0
|
||||
Reference in New Issue
Block a user