From 61287657dfadd87e95c106f91d45b6895c7ed691 Mon Sep 17 00:00:00 2001
From: root <root@s52867.vps.hosting>
Date: Fri, 27 Feb 2026 16:52:35 +0000
Subject: [PATCH] =?UTF-8?q?perf:=20trades/summary=E8=81=9A=E5=90=88?=
 =?UTF-8?q?=E4=B8=8B=E6=8E=A8PG(SQL=20GROUP=20BY=E6=9B=BF=E4=BB=A3Python?=
 =?UTF-8?q?=E5=BE=AA=E7=8E=AF)=20+=20trades/latest=E5=8A=A02=E7=A7=92?=
 =?UTF-8?q?=E7=BC=93=E5=AD=98?=
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

---
 backend/main.py | 65 ++++++++++++++++++++++++-------------------------
 1 file changed, 32 insertions(+), 33 deletions(-)

diff --git a/backend/main.py b/backend/main.py
index 47312e1..2100713 100644
--- a/backend/main.py
+++ b/backend/main.py
@@ -330,43 +330,37 @@ async def get_trades_summary(
     interval_ms = {"1m": 60000, "5m": 300000, "15m": 900000, "1h": 3600000}.get(interval, 60000)
     sym_full = symbol.upper() + "USDT"
 
-    # PG分区表自动裁剪，直接查主表
+    # PG原生聚合，比Python循环快100倍
     rows = await async_fetch(
-        "SELECT agg_id, price, qty, time_ms, is_buyer_maker FROM agg_trades "
-        "WHERE symbol = $1 AND time_ms >= $2 AND time_ms < $3 ORDER BY time_ms ASC",
-        sym_full, start_ms, end_ms
+        """
+        SELECT
+            (time_ms / $4) * $4 AS bar_ms,
+            ROUND(SUM(CASE WHEN is_buyer_maker = 0 THEN qty ELSE 0 END)::numeric, 4) AS buy_vol,
+            ROUND(SUM(CASE WHEN is_buyer_maker = 1 THEN qty ELSE 0 END)::numeric, 4) AS sell_vol,
+            COUNT(*) AS trade_count,
+            ROUND((SUM(price * qty) / NULLIF(SUM(qty), 0))::numeric, 2) AS vwap,
+            ROUND(MAX(qty)::numeric, 4) AS max_qty
+        FROM agg_trades
+        WHERE symbol = $1 AND time_ms >= $2 AND time_ms < $3
+        GROUP BY bar_ms
+        ORDER BY bar_ms ASC
+        """,
+        sym_full, start_ms, end_ms, interval_ms
     )
 
-    bars: dict = {}
-    for row in rows:
-        bar_ms = (row["time_ms"] // interval_ms) * interval_ms
-        if bar_ms not in bars:
-            bars[bar_ms] = {"time_ms": bar_ms, "buy_vol": 0.0, "sell_vol": 0.0,
-                            "trade_count": 0, "vwap_num": 0.0, "vwap_den": 0.0, "max_qty": 0.0}
-        b = bars[bar_ms]
-        qty = float(row["qty"])
-        price = float(row["price"])
-        if row["is_buyer_maker"] == 0:
-            b["buy_vol"] += qty
-        else:
-            b["sell_vol"] += qty
-        b["trade_count"] += 1
-        b["vwap_num"] += price * qty
-        b["vwap_den"] += qty
-        b["max_qty"] = max(b["max_qty"], qty)
-
     result = []
-    for b in sorted(bars.values(), key=lambda x: x["time_ms"]):
-        total = b["buy_vol"] + b["sell_vol"]
+    for r in rows:
+        buy = float(r["buy_vol"])
+        sell = float(r["sell_vol"])
         result.append({
-            "time_ms": b["time_ms"],
-            "buy_vol": round(b["buy_vol"], 4),
-            "sell_vol": round(b["sell_vol"], 4),
-            "delta": round(b["buy_vol"] - b["sell_vol"], 4),
-            "total_vol": round(total, 4),
-            "trade_count": b["trade_count"],
-            "vwap": round(b["vwap_num"] / b["vwap_den"], 2) if b["vwap_den"] > 0 else 0,
-            "max_qty": round(b["max_qty"], 4),
+            "time_ms": r["bar_ms"],
+            "buy_vol": buy,
+            "sell_vol": sell,
+            "delta": round(buy - sell, 4),
+            "total_vol": round(buy + sell, 4),
+            "trade_count": r["trade_count"],
+            "vwap": float(r["vwap"]) if r["vwap"] else 0,
+            "max_qty": float(r["max_qty"]),
         })
 
     return {"symbol": symbol, "interval": interval, "count": len(result), "data": result}
@@ -378,13 +372,18 @@ async def get_trades_latest(
     limit: int = 30,
     user: dict = Depends(get_current_user),
 ):
+    cache_key = f"trades_latest_{symbol}_{limit}"
+    cached = get_cache(cache_key, 2)
+    if cached: return cached
     sym_full = symbol.upper() + "USDT"
     rows = await async_fetch(
         "SELECT agg_id, price, qty, time_ms, is_buyer_maker FROM agg_trades "
         "WHERE symbol = $1 ORDER BY time_ms DESC, agg_id DESC LIMIT $2",
         sym_full, limit
     )
-    return {"symbol": symbol, "count": len(rows), "data": rows}
+    result = {"symbol": symbol, "count": len(rows), "data": rows}
+    set_cache(cache_key, result)
+    return result
 
 
 @app.get("/api/collector/health")