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 indicators API.
+
+  GET /api/macro/snapshot
+      Latest macro snapshot (today's row, or the most recent available).
+
+  GET /api/macro/history?days=30
+      Time series of every indicator over the last N days. Used by the
+      sparklines on the BTC page macro panel.
+"""
+from __future__ import annotations
+
+from datetime import datetime, timedelta, timezone
+from typing import Optional
+
+from fastapi import APIRouter, Depends, Query
+from sqlalchemy import select
+from sqlalchemy.ext.asyncio import AsyncSession
+
+from app.database import get_db
+from app.models import MacroSnapshot
+
+router = APIRouter(prefix="/macro", tags=["macro"])
+
+
+def _row_to_dict(r: MacroSnapshot) -> dict:
+    """Snapshot row → JSON-friendly dict, in the canonical indicator order
+    the frontend lists them in.
+
+    Order rule (see UI mock-up in BtcPageClient MacroPanel):
+        1. AHR999
+        2. Altcoin Season Index
+        3. Fear & Greed
+        4. BTC Dominance
+        5. ETH/BTC Ratio
+        6. Stablecoin Total Supply
+        7. ETF Net Flow (1d)
+        8. BTC Open Interest
+    """
+    return {
+        "date":        r.snapshot_date.isoformat() if r.snapshot_date else None,
+        "captured_at": r.captured_at.replace(tzinfo=timezone.utc).isoformat() if r.captured_at else None,
+        "indicators": {
+            "ahr999":                r.ahr999,
+            "altcoin_season_index":  r.altcoin_season_index,
+            "fear_greed":            r.fear_greed,
+            "fear_greed_label":      r.fear_greed_label,
+            "btc_dominance_pct":     r.btc_dominance_pct,
+            "eth_btc_ratio":         r.eth_btc_ratio,
+            "stablecoin_supply_usd": r.stablecoin_supply_usd,
+            "etf_flow_net_usd_1d":   r.etf_flow_net_usd_1d,
+            "btc_open_interest_usd": r.btc_open_interest_usd,
+        },
+        "composite_score": r.composite_score,
+        "regime_label":    r.regime_label,
+    }
+
+
+@router.get("/snapshot")
+async def get_snapshot(db: AsyncSession = Depends(get_db)) -> dict:
+    """Latest macro snapshot. May be null if poll hasn't run yet."""
+    row = (await db.execute(
+        select(MacroSnapshot).order_by(MacroSnapshot.snapshot_date.desc()).limit(1)
+    )).scalar_one_or_none()
+    if not row:
+        return {"ok": False, "error": "no snapshots yet — poll has not run"}
+    return {"ok": True, **_row_to_dict(row)}
+
+
+@router.get("/history")
+async def get_history(
+    days: int = Query(default=30, ge=1, le=365),
+    db: AsyncSession = Depends(get_db),
+) -> dict:
+    """Time series across the last N days — for the panel sparklines."""
+    cutoff = (datetime.now(timezone.utc) - timedelta(days=days)).date()
+    rows = (await db.execute(
+        select(MacroSnapshot)
+        .where(MacroSnapshot.snapshot_date >= cutoff)
+        .order_by(MacroSnapshot.snapshot_date.asc())
+    )).scalars().all()
+    return {
+        "ok": True,
+        "days": days,
+        "count": len(rows),
+        "items": [_row_to_dict(r) for r in rows],
+    }