feat: use discord bot api for signal push, add binance fallback

backend/signal_pusher.py

@@ -0,0 +1,108 @@
+import os
+import sqlite3
+from datetime import datetime, timedelta
+import httpx
+
+DB_PATH = os.path.join(os.path.dirname(os.path.dirname(__file__)), "arb.db")
+BINANCE_FAPI = "https://fapi.binance.com/fapi/v1"
+SYMBOLS = ["BTCUSDT", "ETHUSDT"]
+DISCORD_TOKEN = os.getenv("DISCORD_BOT_TOKEN", "MTQ3Mjk4NzY1NjczNTU1OTg0Mg.GgeYh5.NYSbivZKBUc5S2iKXeB-hnC33w3SUUPzDDdviM")
+DISCORD_CHANNEL = os.getenv("DISCORD_SIGNAL_CHANNEL", "1472986545635197033")
+BINANCE_HEADERS = {"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36"}
+
+
+def ensure_tables(conn):
+    conn.execute(
+        """
+        CREATE TABLE IF NOT EXISTS signal_logs (
+            id INTEGER PRIMARY KEY AUTOINCREMENT,
+            symbol TEXT NOT NULL,
+            rate REAL NOT NULL,
+            annualized REAL NOT NULL,
+            sent_at TEXT NOT NULL,
+            message TEXT NOT NULL
+        )
+        """
+    )
+    conn.commit()
+
+
+def annualized_from_7d(symbol: str) -> float:
+    end_time = int(datetime.utcnow().timestamp() * 1000)
+    start_time = int((datetime.utcnow() - timedelta(days=7)).timestamp() * 1000)
+    with httpx.Client(timeout=20, headers=BINANCE_HEADERS) as client:
+        r = client.get(
+            f"{BINANCE_FAPI}/fundingRate",
+            params={"symbol": symbol, "startTime": start_time, "endTime": end_time, "limit": 1000},
+        )
+        if r.status_code != 200:
+            print(f"Binance error {r.status_code} for {symbol}, using fallback")
+            # 直接用最新单条费率
+            r2 = client.get(f"{BINANCE_FAPI}/fundingRate", params={"symbol": symbol, "limit": 1})
+            if r2.status_code != 200:
+                return 0.0
+            rates = [float(x["fundingRate"]) for x in r2.json()]
+        else:
+            rates = [float(x["fundingRate"]) for x in r.json()]
+        if not rates:
+            return 0.0
+        mean = sum(rates) / len(rates)
+        return mean * 3 * 365 * 100
+
+
+def send_discord(content: str):
+    headers = {
+        "Authorization": f"Bot {DISCORD_TOKEN}",
+        "Content-Type": "application/json",
+    }
+    with httpx.Client(timeout=15) as client:
+        resp = client.post(
+            f"https://discord.com/api/v10/channels/{DISCORD_CHANNEL}/messages",
+            headers=headers,
+            json={"content": content},
+        )
+        if resp.status_code >= 300:
+            raise RuntimeError(f"Discord send failed: {resp.status_code} {resp.text}")
+        print(f"Discord sent OK: {resp.status_code}")
+
+
+def main():
+    btc = round(annualized_from_7d("BTCUSDT"), 2)
+    eth = round(annualized_from_7d("ETHUSDT"), 2)
+
+    target_symbol = None
+    if btc > 10:
+        target_symbol = "BTC"
+    elif eth > 10:
+        target_symbol = "ETH"
+
+    now_utc8 = datetime.utcnow()
+    now_str = now_utc8.strftime("%Y-%m-%d %H:%M UTC")
+
+    if not target_symbol:
+        print(f"No signal. BTC={btc}% ETH={eth}%")
+        return
+
+    msg = (
+        f"📊 **套利信号**\n"
+        f"BTC 7日年化: **{btc}%**\n"
+        f"ETH 7日年化: **{eth}%**\n"
+        f"建议：{target_symbol} 现货+永续对冲可开仓\n"
+        f"时间: {now_str}"
+    )
+
+    print(msg)
+    send_discord(msg)
+
+    conn = sqlite3.connect(DB_PATH)
+    ensure_tables(conn)
+    conn.execute(
+        "INSERT INTO signal_logs (symbol, rate, annualized, sent_at, message) VALUES (?, ?, ?, ?, ?)",
+        (target_symbol, 0.0, btc if target_symbol == "BTC" else eth, datetime.utcnow().isoformat(), msg),
+    )
+    conn.commit()
+    conn.close()
+
+
+if __name__ == "__main__":
+    main()