k
4442e97f28
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>
103 lines
3.7 KiB
Python
103 lines
3.7 KiB
Python
"""Daily macro snapshot orchestrator.
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Runs every fetcher in parallel (each is independently fail-tolerant), computes
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the composite score against whatever came back, and UPSERTs one row keyed by
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today's date. Subsequent same-day invocations overwrite the row with newer
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data — i.e. you can re-run by hand to refresh after fixing a fetcher without
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duplicating snapshots.
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Schedule: app/main.py wires this to cron at 03:00 UTC (after KOL polls).
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"""
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from __future__ import annotations
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import asyncio
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import json
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import logging
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from datetime import datetime, timezone
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from sqlalchemy import select
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from app.database import AsyncSessionLocal
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from app.models import MacroSnapshot
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from . import fetchers, scoring
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logger = logging.getLogger(__name__)
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async def run_macro_poll() -> dict:
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"""Fetch every indicator and write today's snapshot row. Idempotent per
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calendar day — re-runs overwrite the existing row instead of inserting."""
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logger.info("[macro] poll starting")
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# Run every fetcher in parallel — they're all independent.
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results = await asyncio.gather(
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fetchers.fetch_ahr999(),
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fetchers.fetch_altcoin_season_index(),
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fetchers.fetch_fear_greed(),
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fetchers.fetch_btc_dominance(),
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fetchers.fetch_eth_btc_ratio(),
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fetchers.fetch_stablecoin_supply(),
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fetchers.fetch_etf_flow(),
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fetchers.fetch_btc_open_interest(),
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return_exceptions=False, # the decorator already catches everything
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)
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(ahr, alt, fg, dom, ebr, stab, etf, oi) = results
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# Pack into a values dict matching MacroSnapshot's columns.
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values = {
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"ahr999": ahr["value"],
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"altcoin_season_index": alt["value"],
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"fear_greed": fg["value"],
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"fear_greed_label": fg.get("label"),
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"btc_dominance_pct": dom["value"],
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"eth_btc_ratio": ebr["value"],
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"stablecoin_supply_usd": stab["value"],
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"etf_flow_net_usd_1d": etf["value"],
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"btc_open_interest_usd": oi["value"],
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}
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composite, regime = scoring.compute_composite(values)
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values["composite_score"] = composite
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values["regime_label"] = regime
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raw_blob = json.dumps({
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"ahr999": ahr.get("raw"),
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"altcoin_season": alt.get("raw"),
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"fear_greed": fg.get("raw"),
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"btc_dominance": dom.get("raw"),
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"eth_btc_ratio": ebr.get("raw"),
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"stablecoin_supply": stab.get("raw"),
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"etf_flow": etf.get("raw"),
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"btc_open_interest": oi.get("raw"),
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}, default=str)[:8000] # cap to a sane Text column size
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today = datetime.now(timezone.utc).date()
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now = datetime.now(timezone.utc).replace(tzinfo=None)
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async with AsyncSessionLocal() as db:
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existing = (await db.execute(
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select(MacroSnapshot).where(MacroSnapshot.snapshot_date == today)
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)).scalar_one_or_none()
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if existing:
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# Update in place — same-day re-run.
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for k, v in values.items():
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setattr(existing, k, v)
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existing.captured_at = now
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existing.raw_json = raw_blob
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else:
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db.add(MacroSnapshot(
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snapshot_date=today,
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captured_at=now,
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raw_json=raw_blob,
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**values,
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))
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await db.commit()
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n_alive = sum(1 for v in [ahr, alt, fg, dom, ebr, stab, etf, oi] if v["value"] is not None)
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logger.info("[macro] poll done: %d/8 indicators OK, composite=%s (%s)",
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n_alive, composite, regime)
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return {"date": today.isoformat(), "alive": n_alive, "of": 8,
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"composite": composite, "regime": regime,
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"values": values}
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