first commit

2026-04-20 23:05:59 +08:00
commit 9a72566753
33 changed files with 2138 additions and 0 deletions
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+import logging
+from typing import List
+
+import httpx
+from fastapi import APIRouter, HTTPException, Query
+
+from app.config import settings
+from app.schemas import Candle
+from app.services.price_store import price_store
+
+router = APIRouter()
+logger = logging.getLogger(__name__)
+
+VALID_ASSETS = {"BTC", "ETH"}
+VALID_TIMEFRAMES = {"5m", "15m", "1H", "4H", "1D", "1W"}
+
+BINANCE_INTERVAL = {
+    "5m": "5m",
+    "15m": "15m",
+    "1H": "1h",
+    "4H": "4h",
+    "1D": "1d",
+    "1W": "1w",
+}
+
+SYMBOL_MAP = {"BTC": "BTCUSDT", "ETH": "ETHUSDT"}
+
+
+async def fetch_binance_candles(asset: str, tf: str, limit: int) -> List[Candle]:
+    symbol = SYMBOL_MAP[asset]
+    interval = BINANCE_INTERVAL[tf]
+    url = f"{settings.binance_rest_url}/api/v3/klines?symbol={symbol}&interval={interval}&limit={limit}"
+    async with httpx.AsyncClient(timeout=15) as client:
+        resp = await client.get(url)
+        resp.raise_for_status()
+    rows = resp.json()
+    return [
+        Candle(
+            time=row[0] // 1000,   # ms → seconds
+            open=float(row[1]),
+            high=float(row[2]),
+            low=float(row[3]),
+            close=float(row[4]),
+            volume=float(row[5]),
+        )
+        for row in rows
+    ]
+
+
+@router.get("/prices/{asset}", response_model=List[Candle])
+async def get_prices(
+    asset: str,
+    tf: str = Query(default="4H"),
+    limit: int = Query(default=200, ge=1, le=1000),
+):
+    asset = asset.upper()
+    if asset not in VALID_ASSETS:
+        raise HTTPException(status_code=400, detail=f"Asset must be one of {VALID_ASSETS}")
+    if tf not in VALID_TIMEFRAMES:
+        raise HTTPException(status_code=400, detail=f"Timeframe must be one of {VALID_TIMEFRAMES}")
+
+    # 1m: use in-memory store (updated in real-time)
+    if tf == "1m":
+        candles = price_store.get_candles(asset, "1m", limit)
+        return [Candle(**c) for c in candles]
+
+    # All other timeframes: fetch directly from Binance
+    try:
+        return await fetch_binance_candles(asset, tf, limit)
+    except Exception as exc:
+        logger.error("Binance REST fetch failed for %s %s: %s", asset, tf, exc)
+        raise HTTPException(status_code=502, detail="Failed to fetch price data")