feat(macro): Macro Vibes — 8-indicator daily snapshot + composite score

New backend pipeline: 8 free public macro signals fetched in parallel, upserted once per calendar day, served via /api/macro/{snapshot,history}. - AHR999 (computed from Binance 200d klines) - Altcoin Season Index (CoinGecko top-50 30d) - Fear & Greed (alternative.me) - BTC dominance, ETH/BTC ratio - Stablecoin supply (DeFiLlama) - Spot BTC ETF net flow (Farside) - BTC perp open interest (Binance fapi) Each fetcher is independently @_none_on_fail decorated so one outage can't take down the snapshot; scoring renormalises across whichever indicators returned a value. Daily cron at 03:00 UTC; on startup a fire-and-forget bootstrap fills today's row if missing. Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-26 01:04:53 +08:00
parent 5fb1d52026
commit 4442e97f28
12 changed files with 1461 additions and 1 deletions
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+"""Macro indicator snapshots (one row per day).
+
+Adds the `macro_snapshots` table backing the BTC page's macro panel. Wide
+table — one column per indicator — because every panel view fetches them
+all at once and a long EAV table would just need an immediate pivot. Daily
+snapshot uniqueness is enforced by a UNIQUE(snapshot_date) constraint so the
+fetcher can run safely on cron without producing dupes.
+
+Indicators (all free / public):
+  ahr999                  : derived from price + age
+  altcoin_season_index    : % of top-50 alts beating BTC over 90d (blockchaincenter formula)
+  fear_greed              : alternative.me, 0-100
+  btc_dominance_pct       : CoinGecko global
+  eth_btc_ratio           : Binance ETHBTC
+  stablecoin_supply_usd   : DeFiLlama (USDT+USDC+DAI total)
+  etf_flow_net_usd_1d     : Farside Investors (BTC spot ETF daily net flow)
+  btc_open_interest_usd   : Binance fapi open interest
+  composite_score         : -100..100 weighted blend computed at insert time
+  regime_label            : "BULL" | "BULLISH" | "NEUTRAL" | "BEARISH" | "BEAR"
+
+`raw_json` retains the full upstream payload per indicator in case we want
+to recompute or audit historical fetches without re-hitting the APIs.
+
+Revision ID: 022
+Revises: 021
+Create Date: 2026-05-25
+"""
+from alembic import op
+import sqlalchemy as sa
+
+revision = "022"
+down_revision = "021"
+branch_labels = None
+depends_on = None
+
+
+def upgrade() -> None:
+    op.create_table(
+        "macro_snapshots",
+        sa.Column("id",            sa.Integer, primary_key=True),
+        sa.Column("snapshot_date", sa.Date, nullable=False, unique=True, index=True),
+        sa.Column("captured_at",   sa.DateTime, nullable=False),
+
+        # The indicators. All nullable — any single upstream failure shouldn't
+        # block the whole row; we record what we got and leave the rest NULL.
+        sa.Column("ahr999",                 sa.Float, nullable=True),
+        sa.Column("altcoin_season_index",   sa.Float, nullable=True),
+        sa.Column("fear_greed",             sa.Integer, nullable=True),
+        sa.Column("fear_greed_label",       sa.String(32), nullable=True),
+        sa.Column("btc_dominance_pct",      sa.Float, nullable=True),
+        sa.Column("eth_btc_ratio",          sa.Float, nullable=True),
+        sa.Column("stablecoin_supply_usd",  sa.Float, nullable=True),
+        sa.Column("etf_flow_net_usd_1d",    sa.Float, nullable=True),
+        sa.Column("btc_open_interest_usd",  sa.Float, nullable=True),
+
+        # Optional composite — see app/services/macro/scoring.py.
+        sa.Column("composite_score", sa.Float, nullable=True),
+        sa.Column("regime_label",    sa.String(16), nullable=True),
+
+        # Raw payload per indicator for debugging / re-scoring.
+        sa.Column("raw_json", sa.Text, nullable=True),
+    )
+
+
+def downgrade() -> None:
+    op.drop_table("macro_snapshots")