"""
fetcher.py - CCXT REST 拉取 Binance 永续合约 1m K 线，从固定起点累积。
"""
import ccxt
import pandas as pd
import logging
from datetime import datetime, timezone

logger = logging.getLogger(__name__)

SYMBOL = "BTC/USDT:USDT"
TIMEFRAME = "1m"
# 每次拉取最近 LIMIT 根 K 线（Binance 上限 1500，足够缠论管线用 ~25h 数据）
_FETCH_LIMIT = 1000

_exchange = None


def _get_exchange():
    global _exchange
    if _exchange is None:
        _exchange = ccxt.binance({
            "enableRateLimit": True,
            "options": {"defaultType": "future"},
        })
        _exchange.load_markets()
        logger.info("ccxt binance 已初始化")
    return _exchange


def fetch_ohlcv() -> pd.DataFrame:
    """拉取最近 _FETCH_LIMIT 根 1m K 线。

    管线每次重跑最新的 K 线窗口。
    用 limit 而非 since 避免 API 500 根限制截断新数据。
    """
    exchange = _get_exchange()
    raw = exchange.fetch_ohlcv(SYMBOL, TIMEFRAME, limit=_FETCH_LIMIT)

    df = pd.DataFrame(raw, columns=["timestamp", "open", "high", "low", "close", "volume"])
    df["timestamp"] = pd.to_datetime(df["timestamp"], unit="ms", utc=True)
    df["date"] = df["timestamp"]

    df = df.drop_duplicates(subset="timestamp").sort_values("timestamp").reset_index(drop=True)
    return df