fix: /posts source filter, /performance closed_at basis, funding venue field

- /posts gains an optional ?source= filter. The Macro page was pulling the
  latest-500 posts globally and filtering client-side; rare scanner signals
  (btc_bottom_reversal ~2-4/cycle, funding_reversal hourly) got pushed off the
  page by frequent Trump posts, so Macro falsely showed "no signals".
- /performance now filters and orders by closed_at (realized-PnL-in-window)
  instead of opened_at, so it shares ONE basis with the frontend Analytics
  page (which filters every window by closed_at). Boundary trades no longer
  land in one basis but not the other.
- funding snapshot returns the actual `venue` (provider.name) so the frontend
  label follows the real data source instead of hardcoding "Binance".

72 tests pass.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>

app/api/performance.py

@@ -36,12 +36,19 @@ async def get_performance(
     )
     since = datetime.now(timezone.utc).replace(tzinfo=None) - timedelta(days=PERIOD_DAYS)
 
+    # Period basis is closed_at (realized-PnL-in-window), NOT opened_at. This
+    # matches how the frontend Analytics page filters every time window, so the
+    # 30d numbers shown there (and on the dashboard tile) use one consistent
+    # basis. Ordering by closed_at also makes the drawdown equity curve reflect
+    # realization order. A trade opened before the window but closed inside it
+    # correctly counts; one opened inside but still open does not (closed_at IS
+    # NOT NULL already excludes it).
     result = await db.execute(
         select(BotTrade)
         .where(BotTrade.wallet_address == wallet)
         .where(BotTrade.closed_at.is_not(None))
-        .where(BotTrade.opened_at >= since)
+        .where(BotTrade.closed_at >= since)
-        .order_by(BotTrade.opened_at.asc())
+        .order_by(BotTrade.closed_at.asc())
     )
     trades = result.scalars().all()
 

app/api/posts.py

@@ -74,13 +74,21 @@ async def get_posts(
     request: Request,
     limit: int = Query(default=20, ge=1, le=500),
     page: int = Query(default=1, ge=1),
+    source: Optional[str] = Query(
+        default=None,
+        description="Filter to a single source (e.g. 'btc_bottom_reversal', "
+                    "'funding_reversal', 'truth'). Without it, rare-source "
+                    "signals can be pushed off the latest-N page by Trump posts.",
+    ),
     db: AsyncSession = Depends(get_db),
     response: Response = None,
 ):
     offset = (page - 1) * limit
-    result = await db.execute(
+    stmt = select(Post)
-        select(Post).order_by(Post.published_at.desc()).offset(offset).limit(limit)
+    if source:
-    )
+        stmt = stmt.where(Post.source == source)
+    stmt = stmt.order_by(Post.published_at.desc()).offset(offset).limit(limit)
+    result = await db.execute(stmt)
     posts = result.scalars().all()
     # Posts are scraped every 5s but rarely change once written — allow CDN/browser
     # to cache for 30s. stale-while-revalidate=60 means stale content is served

app/services/scanners/funding_reversal.py

@@ -367,6 +367,10 @@ async def get_current_snapshot() -> dict:
     return {
         "ok": True,
         "asset": ASSET,
+        # Report the ACTUAL funding venue so the frontend label follows the
+        # data source instead of hardcoding "Binance" (which silently lies if
+        # for_asset() routes to HL, or ASSET becomes an HL-native perp).
+        "venue": getattr(for_asset(ASSET), "name", None),
         "cadence_hours": round(cadence_h, 2),
         "coverage_days": round(span_days, 1),
         "latest_rate_pct": round(latest, 5),