from fastapi import FastAPI, HTTPException, Depends from fastapi.middleware.cors import CORSMiddleware import httpx from datetime import datetime, timedelta import asyncio, time, os from auth import router as auth_router, get_current_user, ensure_tables as ensure_auth_tables from db import ( init_schema, ensure_partitions, get_async_pool, async_fetch, async_fetchrow, async_execute, close_async_pool, ) import datetime as _dt app = FastAPI(title="Arbitrage Engine API") app.add_middleware( CORSMiddleware, allow_origins=["*"], allow_methods=["*"], allow_headers=["*"], ) app.include_router(auth_router) BINANCE_FAPI = "https://fapi.binance.com/fapi/v1" SYMBOLS = ["BTCUSDT", "ETHUSDT"] HEADERS = {"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36"} # 简单内存缓存(history/stats 60秒,rates 3秒) _cache: dict = {} def get_cache(key: str, ttl: int): entry = _cache.get(key) if entry and time.time() - entry["ts"] < ttl: return entry["data"] return None def set_cache(key: str, data): _cache[key] = {"ts": time.time(), "data": data} async def save_snapshot(rates: dict): try: btc = rates.get("BTC", {}) eth = rates.get("ETH", {}) await async_execute( "INSERT INTO rate_snapshots (ts, btc_rate, eth_rate, btc_price, eth_price, btc_index_price, eth_index_price) " "VALUES ($1,$2,$3,$4,$5,$6,$7)", int(time.time()), float(btc.get("lastFundingRate", 0)), float(eth.get("lastFundingRate", 0)), float(btc.get("markPrice", 0)), float(eth.get("markPrice", 0)), float(btc.get("indexPrice", 0)), float(eth.get("indexPrice", 0)), ) except Exception as e: pass # 落库失败不影响API响应 async def background_snapshot_loop(): """后台每2秒自动拉取费率+价格并落库""" while True: try: async with httpx.AsyncClient(timeout=5, headers=HEADERS) as client: tasks = [client.get(f"{BINANCE_FAPI}/premiumIndex", params={"symbol": s}) for s in SYMBOLS] responses = await asyncio.gather(*tasks, return_exceptions=True) result = {} for sym, resp in zip(SYMBOLS, responses): if isinstance(resp, Exception) or resp.status_code != 200: continue data = resp.json() key = sym.replace("USDT", "") result[key] = { "lastFundingRate": float(data["lastFundingRate"]), "markPrice": float(data["markPrice"]), "indexPrice": float(data["indexPrice"]), } if result: await save_snapshot(result) except Exception: pass await asyncio.sleep(2) @app.on_event("startup") async def startup(): # 初始化PG schema init_schema() ensure_auth_tables() # 初始化asyncpg池 await get_async_pool() asyncio.create_task(background_snapshot_loop()) @app.on_event("shutdown") async def shutdown(): await close_async_pool() @app.get("/api/health") async def health(): return {"status": "ok", "timestamp": datetime.utcnow().isoformat()} @app.get("/api/rates") async def get_rates(): cached = get_cache("rates", 3) if cached: return cached async with httpx.AsyncClient(timeout=10, headers=HEADERS) as client: tasks = [client.get(f"{BINANCE_FAPI}/premiumIndex", params={"symbol": s}) for s in SYMBOLS] responses = await asyncio.gather(*tasks) result = {} for sym, resp in zip(SYMBOLS, responses): if resp.status_code != 200: raise HTTPException(status_code=502, detail=f"Binance error for {sym}") data = resp.json() key = sym.replace("USDT", "") result[key] = { "symbol": sym, "markPrice": float(data["markPrice"]), "indexPrice": float(data["indexPrice"]), "lastFundingRate": float(data["lastFundingRate"]), "nextFundingTime": data["nextFundingTime"], "timestamp": data["time"], } set_cache("rates", result) asyncio.create_task(save_snapshot(result)) return result @app.get("/api/snapshots") async def get_snapshots(hours: int = 24, limit: int = 5000, user: dict = Depends(get_current_user)): since = int(time.time()) - hours * 3600 rows = await async_fetch( "SELECT ts, btc_rate, eth_rate, btc_price, eth_price FROM rate_snapshots " "WHERE ts >= $1 ORDER BY ts ASC LIMIT $2", since, limit ) return {"count": len(rows), "hours": hours, "data": rows} @app.get("/api/kline") async def get_kline(symbol: str = "BTC", interval: str = "5m", limit: int = 500, user: dict = Depends(get_current_user)): interval_secs = { "1m": 60, "5m": 300, "30m": 1800, "1h": 3600, "4h": 14400, "8h": 28800, "1d": 86400, "1w": 604800, "1M": 2592000, } bar_secs = interval_secs.get(interval, 300) rate_col = "btc_rate" if symbol.upper() == "BTC" else "eth_rate" price_col = "btc_price" if symbol.upper() == "BTC" else "eth_price" since = int(time.time()) - bar_secs * limit rows = await async_fetch( f"SELECT ts, {rate_col} as rate, {price_col} as price FROM rate_snapshots " f"WHERE ts >= $1 ORDER BY ts ASC", since ) if not rows: return {"symbol": symbol, "interval": interval, "data": []} bars: dict = {} for r in rows: ts, rate, price = r["ts"], r["rate"], r["price"] bar_ts = (ts // bar_secs) * bar_secs if bar_ts not in bars: bars[bar_ts] = { "time": bar_ts, "open": rate, "high": rate, "low": rate, "close": rate, "price_open": price, "price_high": price, "price_low": price, "price_close": price, } else: b = bars[bar_ts] b["high"] = max(b["high"], rate) b["low"] = min(b["low"], rate) b["close"] = rate b["price_high"] = max(b["price_high"], price) b["price_low"] = min(b["price_low"], price) b["price_close"] = price data = sorted(bars.values(), key=lambda x: x["time"])[-limit:] for b in data: for k in ("open", "high", "low", "close"): b[k] = round(b[k] * 10000, 4) return {"symbol": symbol, "interval": interval, "count": len(data), "data": data} @app.get("/api/stats/ytd") async def get_stats_ytd(user: dict = Depends(get_current_user)): cached = get_cache("stats_ytd", 3600) if cached: return cached import datetime year_start = int(datetime.datetime(datetime.datetime.utcnow().year, 1, 1).timestamp() * 1000) end_time = int(time.time() * 1000) async with httpx.AsyncClient(timeout=20, headers=HEADERS) as client: tasks = [ client.get(f"{BINANCE_FAPI}/fundingRate", params={"symbol": s, "startTime": year_start, "endTime": end_time, "limit": 1000}) for s in SYMBOLS ] responses = await asyncio.gather(*tasks) result = {} for sym, resp in zip(SYMBOLS, responses): if resp.status_code != 200: result[sym.replace("USDT","")] = {"annualized": 0, "count": 0} continue key = sym.replace("USDT", "") rates = [float(item["fundingRate"]) for item in resp.json()] if not rates: result[key] = {"annualized": 0, "count": 0} continue mean = sum(rates) / len(rates) annualized = round(mean * 3 * 365 * 100, 2) result[key] = {"annualized": annualized, "count": len(rates)} set_cache("stats_ytd", result) return result @app.get("/api/signals/history") async def get_signals_history(limit: int = 100, user: dict = Depends(get_current_user)): try: rows = await async_fetch( "SELECT id, symbol, rate, annualized, sent_at, message FROM signal_logs ORDER BY sent_at DESC LIMIT $1", limit ) return {"items": rows} except Exception as e: return {"items": [], "error": str(e)} @app.get("/api/history") async def get_history(user: dict = Depends(get_current_user)): cached = get_cache("history", 60) if cached: return cached end_time = int(datetime.utcnow().timestamp() * 1000) start_time = int((datetime.utcnow() - timedelta(days=7)).timestamp() * 1000) async with httpx.AsyncClient(timeout=15, headers=HEADERS) as client: tasks = [ client.get(f"{BINANCE_FAPI}/fundingRate", params={"symbol": s, "startTime": start_time, "endTime": end_time, "limit": 1000}) for s in SYMBOLS ] responses = await asyncio.gather(*tasks) result = {} for sym, resp in zip(SYMBOLS, responses): if resp.status_code != 200: raise HTTPException(status_code=502, detail=f"Binance history error for {sym}") key = sym.replace("USDT", "") result[key] = [ {"fundingTime": item["fundingTime"], "fundingRate": float(item["fundingRate"]), "timestamp": datetime.utcfromtimestamp(item["fundingTime"] / 1000).isoformat()} for item in resp.json() ] set_cache("history", result) return result @app.get("/api/stats") async def get_stats(user: dict = Depends(get_current_user)): cached = get_cache("stats", 60) if cached: return cached end_time = int(datetime.utcnow().timestamp() * 1000) start_time = int((datetime.utcnow() - timedelta(days=7)).timestamp() * 1000) async with httpx.AsyncClient(timeout=15, headers=HEADERS) as client: tasks = [ client.get(f"{BINANCE_FAPI}/fundingRate", params={"symbol": s, "startTime": start_time, "endTime": end_time, "limit": 1000}) for s in SYMBOLS ] responses = await asyncio.gather(*tasks) stats = {} for sym, resp in zip(SYMBOLS, responses): if resp.status_code != 200: raise HTTPException(status_code=502, detail=f"Binance stats error for {sym}") key = sym.replace("USDT", "") rates = [float(item["fundingRate"]) for item in resp.json()] if not rates: stats[key] = {"mean7d": 0, "annualized": 0, "count": 0} continue mean = sum(rates) / len(rates) annualized = mean * 3 * 365 * 100 stats[key] = { "mean7d": round(mean * 100, 6), "annualized": round(annualized, 2), "count": len(rates), } btc_ann = stats.get("BTC", {}).get("annualized", 0) eth_ann = stats.get("ETH", {}).get("annualized", 0) btc_mean = stats.get("BTC", {}).get("mean7d", 0) eth_mean = stats.get("ETH", {}).get("mean7d", 0) stats["combo"] = { "mean7d": round((btc_mean + eth_mean) / 2, 6), "annualized": round((btc_ann + eth_ann) / 2, 2), } set_cache("stats", stats) return stats # ─── aggTrades 查询接口(PG版)─────────────────────────────────── @app.get("/api/trades/meta") async def get_trades_meta(user: dict = Depends(get_current_user)): rows = await async_fetch("SELECT symbol, last_agg_id, last_time_ms, updated_at FROM agg_trades_meta") result = {} for r in rows: sym = r["symbol"].replace("USDT", "") result[sym] = { "last_agg_id": r["last_agg_id"], "last_time_ms": r["last_time_ms"], "updated_at": r["updated_at"], } return result @app.get("/api/trades/summary") async def get_trades_summary( symbol: str = "BTC", start_ms: int = 0, end_ms: int = 0, interval: str = "1m", user: dict = Depends(get_current_user), ): if end_ms == 0: end_ms = int(time.time() * 1000) if start_ms == 0: start_ms = end_ms - 3600 * 1000 interval_ms = {"1m": 60000, "5m": 300000, "15m": 900000, "1h": 3600000}.get(interval, 60000) sym_full = symbol.upper() + "USDT" # PG原生聚合,比Python循环快100倍 rows = await async_fetch( """ 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 ) result = [] for r in rows: buy = float(r["buy_vol"]) sell = float(r["sell_vol"]) result.append({ "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} @app.get("/api/trades/latest") async def get_trades_latest( symbol: str = "BTC", 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 ) result = {"symbol": symbol, "count": len(rows), "data": rows} set_cache(cache_key, result) return result @app.get("/api/collector/health") async def collector_health(user: dict = Depends(get_current_user)): now_ms = int(time.time() * 1000) rows = await async_fetch("SELECT symbol, last_agg_id, last_time_ms FROM agg_trades_meta") status = {} for r in rows: sym = r["symbol"].replace("USDT", "") lag_s = (now_ms - (r["last_time_ms"] or 0)) / 1000 status[sym] = { "last_agg_id": r["last_agg_id"], "lag_seconds": round(lag_s, 1), "healthy": lag_s < 30, } return {"collector": status, "timestamp": now_ms} # ─── V5 Signal Engine API ──────────────────────────────────────── @app.get("/api/signals/indicators") async def get_signal_indicators( symbol: str = "BTC", minutes: int = 60, user: dict = Depends(get_current_user), ): sym_full = symbol.upper() + "USDT" now_ms = int(time.time() * 1000) start_ms = now_ms - minutes * 60 * 1000 rows = await async_fetch( "SELECT ts, cvd_fast, cvd_mid, cvd_day, atr_5m, vwap_30m, price, score, signal " "FROM signal_indicators_1m WHERE symbol = $1 AND ts >= $2 ORDER BY ts ASC", sym_full, start_ms ) return {"symbol": symbol, "count": len(rows), "data": rows} @app.get("/api/signals/latest") async def get_signal_latest(user: dict = Depends(get_current_user)): result = {} for sym in ["BTCUSDT", "ETHUSDT"]: row = await async_fetchrow( "SELECT to_jsonb(si) AS data FROM signal_indicators si WHERE symbol = $1 ORDER BY ts DESC LIMIT 1", sym ) if row: result[sym.replace("USDT", "")] = row["data"] return result @app.get("/api/signals/market-indicators") async def get_market_indicators(user: dict = Depends(get_current_user)): """返回最新的market_indicators数据(V5.1新增4个数据源)""" result = {} for sym in ["BTCUSDT", "ETHUSDT"]: indicators = {} for ind_type in ["long_short_ratio", "top_trader_position", "open_interest_hist", "coinbase_premium"]: row = await async_fetchrow( "SELECT value, timestamp_ms FROM market_indicators WHERE symbol = $1 AND indicator_type = $2 ORDER BY timestamp_ms DESC LIMIT 1", sym, ind_type, ) if row: indicators[ind_type] = {"value": row["value"], "ts": row["timestamp_ms"]} result[sym.replace("USDT", "")] = indicators return result @app.get("/api/signals/trades") async def get_signal_trades( status: str = "all", limit: int = 50, user: dict = Depends(get_current_user), ): if status == "all": rows = await async_fetch( "SELECT * FROM signal_trades ORDER BY ts_open DESC LIMIT $1", limit ) else: rows = await async_fetch( "SELECT * FROM signal_trades WHERE status = $1 ORDER BY ts_open DESC LIMIT $2", status, limit ) return {"count": len(rows), "data": rows} # ─── 服务器状态监控 ─────────────────────────────────────────────── import shutil, subprocess, psutil # 服务器状态缓存(避免重复调用慢操作) _server_cache: dict = {"data": None, "ts": 0} _PM2_BIN = None def _find_pm2_bin(): """找到pm2二进制路径,避免每次走npx""" global _PM2_BIN if _PM2_BIN: return _PM2_BIN import shutil as _sh for p in ["/home/fzq1228/.local/bin/pm2", "/usr/local/bin/pm2", "/usr/bin/pm2"]: if os.path.exists(p): _PM2_BIN = p return p found = _sh.which("pm2") if found: _PM2_BIN = found return found return "npx pm2" # 启动时初始化CPU采样(首次调用不阻塞) psutil.cpu_percent(interval=None) @app.get("/api/server/status") async def get_server_status(user: dict = Depends(get_current_user)): """服务器全状态:CPU/内存/硬盘/负载/PM2进程/PG数据库/回补进度""" # 5秒缓存,避免频繁调用慢操作 now = time.time() if _server_cache["data"] and (now - _server_cache["ts"]) < 5: return _server_cache["data"] # CPU(非阻塞,取上次采样间隔的值) cpu_percent = psutil.cpu_percent(interval=None) cpu_count = psutil.cpu_count() # 内存 mem = psutil.virtual_memory() swap = psutil.swap_memory() # 硬盘 disk = shutil.disk_usage("/") # 负载 load1, load5, load15 = os.getloadavg() # Uptime boot_time = psutil.boot_time() uptime_s = time.time() - boot_time # 网络IO net = psutil.net_io_counters() # PM2进程状态(直接调pm2二进制,不走npx) pm2_procs = [] try: pm2_bin = _find_pm2_bin() cmd = [pm2_bin, "jlist"] if not pm2_bin.startswith("npx") else ["npx", "pm2", "jlist"] result = subprocess.run( cmd, capture_output=True, text=True, timeout=5 ) import json as _json procs = _json.loads(result.stdout) for p in procs: pm2_procs.append({ "name": p.get("name", ""), "status": p.get("pm2_env", {}).get("status", "unknown"), "cpu": p.get("monit", {}).get("cpu", 0), "memory_mb": round(p.get("monit", {}).get("memory", 0) / 1024 / 1024, 1), "restarts": p.get("pm2_env", {}).get("restart_time", 0), "uptime_ms": p.get("pm2_env", {}).get("pm_uptime", 0), "pid": p.get("pid", 0), }) except Exception: pm2_procs = [] # PG数据库大小 + agg_trades条数(用估算值,快1000倍) pg_info = {} try: row = await async_fetchrow( "SELECT pg_database_size(current_database()) as db_size" ) pg_info["db_size_mb"] = round(row["db_size"] / 1024 / 1024, 1) if row else 0 # 用PG统计信息估算行数(毫秒级,而非COUNT(*)的秒级全表扫描) row2 = await async_fetchrow( "SELECT SUM(n_live_tup)::bigint as cnt FROM pg_stat_user_tables WHERE relname LIKE 'agg_trades%'" ) pg_info["agg_trades_count"] = row2["cnt"] if row2 and row2["cnt"] else 0 row3 = await async_fetchrow( "SELECT n_live_tup::bigint as cnt FROM pg_stat_user_tables WHERE relname = 'rate_snapshots'" ) pg_info["rate_snapshots_count"] = row3["cnt"] if row3 else 0 # 各symbol最新数据时间 meta_rows = await async_fetch("SELECT symbol, last_time_ms, earliest_time_ms FROM agg_trades_meta") pg_info["symbols"] = {} for m in meta_rows: sym = m["symbol"].replace("USDT", "") pg_info["symbols"][sym] = { "latest_ms": m["last_time_ms"], "earliest_ms": m["earliest_time_ms"], "span_hours": round((m["last_time_ms"] - m["earliest_time_ms"]) / 3600000, 1), } except Exception: pass # 回补进程 backfill_running = False try: for proc in psutil.process_iter(["pid", "cmdline"]): cmdline = " ".join(proc.info.get("cmdline") or []) if "backfill_agg_trades" in cmdline: backfill_running = True break except Exception: pass result = { "timestamp": int(time.time() * 1000), "cpu": { "percent": cpu_percent, "cores": cpu_count, }, "memory": { "total_gb": round(mem.total / 1024**3, 1), "used_gb": round(mem.used / 1024**3, 1), "percent": mem.percent, "swap_percent": swap.percent, }, "disk": { "total_gb": round(disk.total / 1024**3, 1), "used_gb": round(disk.used / 1024**3, 1), "free_gb": round(disk.free / 1024**3, 1), "percent": round(disk.used / disk.total * 100, 1), }, "load": { "load1": round(load1, 2), "load5": round(load5, 2), "load15": round(load15, 2), }, "uptime_hours": round(uptime_s / 3600, 1), "network": { "bytes_sent_gb": round(net.bytes_sent / 1024**3, 2), "bytes_recv_gb": round(net.bytes_recv / 1024**3, 2), }, "pm2": pm2_procs, "postgres": pg_info, "backfill_running": backfill_running, } _server_cache["data"] = result _server_cache["ts"] = now return result