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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+"""Daily macro snapshot orchestrator.
+
+Runs every fetcher in parallel (each is independently fail-tolerant), computes
+the composite score against whatever came back, and UPSERTs one row keyed by
+today's date. Subsequent same-day invocations overwrite the row with newer
+data — i.e. you can re-run by hand to refresh after fixing a fetcher without
+duplicating snapshots.
+
+Schedule: app/main.py wires this to cron at 03:00 UTC (after KOL polls).
+"""
+from __future__ import annotations
+
+import asyncio
+import json
+import logging
+from datetime import datetime, timezone
+
+from sqlalchemy import select
+
+from app.database import AsyncSessionLocal
+from app.models import MacroSnapshot
+
+from . import fetchers, scoring
+
+logger = logging.getLogger(__name__)
+
+
+async def run_macro_poll() -> dict:
+    """Fetch every indicator and write today's snapshot row. Idempotent per
+    calendar day — re-runs overwrite the existing row instead of inserting."""
+    logger.info("[macro] poll starting")
+
+    # Run every fetcher in parallel — they're all independent.
+    results = await asyncio.gather(
+        fetchers.fetch_ahr999(),
+        fetchers.fetch_altcoin_season_index(),
+        fetchers.fetch_fear_greed(),
+        fetchers.fetch_btc_dominance(),
+        fetchers.fetch_eth_btc_ratio(),
+        fetchers.fetch_stablecoin_supply(),
+        fetchers.fetch_etf_flow(),
+        fetchers.fetch_btc_open_interest(),
+        return_exceptions=False,   # the decorator already catches everything
+    )
+    (ahr, alt, fg, dom, ebr, stab, etf, oi) = results
+
+    # Pack into a values dict matching MacroSnapshot's columns.
+    values = {
+        "ahr999":                ahr["value"],
+        "altcoin_season_index":  alt["value"],
+        "fear_greed":            fg["value"],
+        "fear_greed_label":      fg.get("label"),
+        "btc_dominance_pct":     dom["value"],
+        "eth_btc_ratio":         ebr["value"],
+        "stablecoin_supply_usd": stab["value"],
+        "etf_flow_net_usd_1d":   etf["value"],
+        "btc_open_interest_usd": oi["value"],
+    }
+    composite, regime = scoring.compute_composite(values)
+    values["composite_score"] = composite
+    values["regime_label"] = regime
+
+    raw_blob = json.dumps({
+        "ahr999":               ahr.get("raw"),
+        "altcoin_season":       alt.get("raw"),
+        "fear_greed":           fg.get("raw"),
+        "btc_dominance":        dom.get("raw"),
+        "eth_btc_ratio":        ebr.get("raw"),
+        "stablecoin_supply":    stab.get("raw"),
+        "etf_flow":             etf.get("raw"),
+        "btc_open_interest":    oi.get("raw"),
+    }, default=str)[:8000]   # cap to a sane Text column size
+
+    today = datetime.now(timezone.utc).date()
+    now   = datetime.now(timezone.utc).replace(tzinfo=None)
+
+    async with AsyncSessionLocal() as db:
+        existing = (await db.execute(
+            select(MacroSnapshot).where(MacroSnapshot.snapshot_date == today)
+        )).scalar_one_or_none()
+
+        if existing:
+            # Update in place — same-day re-run.
+            for k, v in values.items():
+                setattr(existing, k, v)
+            existing.captured_at = now
+            existing.raw_json = raw_blob
+        else:
+            db.add(MacroSnapshot(
+                snapshot_date=today,
+                captured_at=now,
+                raw_json=raw_blob,
+                **values,
+            ))
+        await db.commit()
+
+    n_alive = sum(1 for v in [ahr, alt, fg, dom, ebr, stab, etf, oi] if v["value"] is not None)
+    logger.info("[macro] poll done: %d/8 indicators OK, composite=%s (%s)",
+                n_alive, composite, regime)
+    return {"date": today.isoformat(), "alive": n_alive, "of": 8,
+            "composite": composite, "regime": regime,
+            "values": values}