移除 REST 价格获取，纯 WebSocket 报价；默认开启 WS 价格；修复图表 TS 错误

2026-05-25 07:37:43 +08:00
parent 81f61370fe
commit 1ef209ce2f
3 changed files with 119 additions and 159 deletions
@@ -41,39 +41,80 @@ function validNumber(value: unknown): number | null {
  return typeof value === "number" && Number.isFinite(value) ? value : null;
 }

-function toTimestamp(value?: string | null): number | null {
-  const raw = String(value || "").trim();
+function getCityLocalUtcTimestamp(
+  value: string | number | null | undefined,
+  tzOffsetSeconds: number,
+  referenceLocalDate?: string | null
+): number | null {
+  if (value == null) return null;
+  
+  if (typeof value === "number") {
+    const d = new Date(value + tzOffsetSeconds * 1000);
+    return Date.UTC(
+      d.getUTCFullYear(),
+      d.getUTCMonth(),
+      d.getUTCDate(),
+      d.getUTCHours(),
+      d.getUTCMinutes()
+    );
+  }
+
+  const raw = String(value).trim();
  if (!raw) return null;
-  const d = new Date(raw);
-  if (!Number.isNaN(d.getTime())) return d.getTime();
-  // HH:MM or HH:MM:SS — treat as today, but handle cross-midnight:
-  // if parsed time is >2h ahead of now, assume yesterday
+
+  if (raw.includes("T") || raw.includes("Z") || raw.includes("-")) {
+    const d = new Date(raw);
+    if (!Number.isNaN(d.getTime())) {
+      const localMs = d.getTime() + tzOffsetSeconds * 1000;
+      const localDate = new Date(localMs);
+      return Date.UTC(
+        localDate.getUTCFullYear(),
+        localDate.getUTCMonth(),
+        localDate.getUTCDate(),
+        localDate.getUTCHours(),
+        localDate.getUTCMinutes()
+      );
+    }
+  }
+
  const m = raw.match(/(\d{1,2}):(\d{2})/);
  if (m) {
-    const now = new Date();
-    const h = +m[1], min = +m[2];
-    const candidate = new Date(now.getFullYear(), now.getMonth(), now.getDate(), h, min);
-    if (candidate.getTime() - now.getTime() > 2 * 60 * 60 * 1000) {
-      candidate.setDate(candidate.getDate() - 1);
+    const h = +m[1];
+    const min = +m[2];
+    
+    let year = new Date().getUTCFullYear();
+    let month = new Date().getUTCMonth();
+    let date = new Date().getUTCDate();
+    
+    if (referenceLocalDate) {
+      const dateParts = referenceLocalDate.split("-");
+      if (dateParts.length === 3) {
+        year = parseInt(dateParts[0]);
+        month = parseInt(dateParts[1]) - 1;
+        date = parseInt(dateParts[2]);
+      }
    }
-    return candidate.getTime();
+    
+    return Date.UTC(year, month, date, h, min);
  }
+
  return null;
 }

 function formatTimestamp(ts: number): string {
  const d = new Date(ts);
-  return `${String(d.getHours()).padStart(2, "0")}:${String(d.getMinutes()).padStart(2, "0")}`;
+  return `${String(d.getUTCHours()).padStart(2, "0")}:${String(d.getUTCMinutes()).padStart(2, "0")}`;
 }

-function normObs(points?: ObsPoint[] | null, limit = MAX_OBS_POINTS) {
+function normObs(points: ObsPoint[] | null | undefined, tzOffsetSeconds: number, limit = MAX_OBS_POINTS) {
  return (points || [])
-    .filter((p) => validNumber(p.temp) !== null && toTimestamp(p.time) !== null)
-    .slice(-limit)
+    .filter((p) => validNumber(p.temp) !== null && p.time)
    .map((p) => ({
-      ts: toTimestamp(p.time)!,
+      ts: getCityLocalUtcTimestamp(p.time, tzOffsetSeconds)!,
      value: Number(p.temp),
-    }));
+    }))
+    .filter((p) => p.ts !== null)
+    .slice(-limit);
 }

 function seriesStats(values: Array<number | null>) {
@@ -99,8 +140,8 @@ function buildSlidingChartData(
  row: ScanOpportunityRow | null,
  hourly: HourlyForecast,
 ) {
-  const settlementObs = normObs(row?.settlement_today_obs || row?.metar_context?.settlement_today_obs);
-  const metarObs = normObs(row?.metar_today_obs || row?.metar_context?.today_obs || row?.metar_recent_obs || row?.metar_context?.recent_obs);
+  const settlementObs = normObs(row?.settlement_today_obs || row?.metar_context?.settlement_today_obs, 0);
+  const metarObs = normObs(row?.metar_today_obs || row?.metar_context?.today_obs || row?.metar_recent_obs || row?.metar_context?.recent_obs, 0);

  // Collect all timestamps from observations + forecasts
  const allTimes = new Set<number>();
@@ -320,9 +361,11 @@ function buildChartDomain(
 export function LiveTemperatureThresholdChart({
  isEn,
  row,
+  allRows = [],
 }: {
  isEn: boolean;
  row: ScanOpportunityRow | null;
+  allRows?: ScanOpportunityRow[];
 }) {
  const [hourly, setHourly] = useState<HourlyForecast>(null);
  const city = String(row?.city || "").toLowerCase().trim();
@@ -362,6 +405,36 @@ export function LiveTemperatureThresholdChart({

  const { data, series } = useMemo(() => buildSlidingChartData(row, hourly), [row, hourly]);
  const threshold = validNumber(row?.target_threshold) ?? validNumber(row?.target_value);
+
+  const cityThresholds = useMemo(() => {
+    if (!row || !allRows || !allRows.length) return [];
+    const cityKey = String(row.city || "").toLowerCase().trim();
+    const sameCityRows = allRows.filter(
+      (r) => String(r.city || "").toLowerCase().trim() === cityKey
+    );
+
+    const seen = new Set<number>();
+    const list: { threshold: number; label: string; isBreached: boolean; kind: "gte" | "lte" }[] = [];
+    sameCityRows.forEach((r) => {
+      const t = Number(r.target_threshold ?? r.target_value ?? r.target_lower ?? r.target_upper);
+      if (!Number.isFinite(t) || seen.has(t)) return;
+      seen.add(t);
+
+      const maxTemp = Number(r.current_max_so_far ?? r.current_temp ?? 0);
+      const q = String(r.market_question || r.target_label || "").toLowerCase();
+      const kind: "gte" | "lte" = q.includes("below") || q.includes("under") || q.includes("lte") ? "lte" : "gte";
+      const isBreached = kind === "lte" ? maxTemp > t : maxTemp >= t;
+
+      list.push({
+        threshold: t,
+        label: r.target_label || `${t}°C`,
+        isBreached,
+        kind,
+      });
+    });
+
+    return list.sort((a, b) => a.threshold - b.threshold);
+  }, [row, allRows]);
  const modelSummaryCards = useMemo(() => {
    const cards = buildModelSummaryCards(row);
    if (!hourly?.modelCurves) return cards;
@@ -449,15 +522,28 @@ export function LiveTemperatureThresholdChart({
                domain={chartDomain}
                ticks={marketTicks ?? undefined}
              />
-              {threshold !== null && (
-                <ReferenceLine
-                  y={threshold}
-                  stroke="#f97316"
-                  strokeDasharray="4 3"
-                  strokeWidth={2}
-                  label={{ value: `${threshold.toFixed(1)}°`, fill: "#f97316", fontSize: 10, position: "left" }}
-                />
-              )}
+              {cityThresholds.map((t, idx) => {
+                const isSelected = row && (Number(row.target_threshold ?? row.target_value) === t.threshold);
+                const labelText = isEn
+                  ? `${t.kind === "gte" ? "≥" : "≤"} ${t.threshold.toFixed(1)}° [${t.isBreached ? "Excluded" : "Active"}]`
+                  : `${t.kind === "gte" ? "≥" : "≤"} ${t.threshold.toFixed(1)}° [${t.isBreached ? "已排除" : "活跃"}]`;
+
+                return (
+                  <ReferenceLine
+                    key={idx}
+                    y={t.threshold}
+                    stroke={isSelected ? "#3b82f6" : t.isBreached ? "#ef4444" : "#f97316"}
+                    strokeDasharray={isSelected ? undefined : "4 4"}
+                    strokeWidth={isSelected ? 2 : 1}
+                    label={{
+                      value: labelText,
+                      fill: isSelected ? "#3b82f6" : t.isBreached ? "#ef4444" : "#f97316",
+                      fontSize: 9,
+                      position: isSelected ? "left" : "insideBottomRight",
+                    }}
+                  />
+                );
+              })}
              <Tooltip
                contentStyle={{
                  border: "1px solid #cbd5e1",
@@ -1834,12 +1834,7 @@ class PolymarketReadOnlyLayer:
            return ws_data

        self._ws_cache.subscribe([token_id])
-
-        data = self._fetch_token_market_data(token_id)
-
-        with self._lock:
-            self._price_cache[token_id] = {"data": data, "t": now}
-        return data
+        return {}

    def _fetch_token_market_data(self, token_id: str) -> Dict[str, Any]:
        # REST-only path: CLOB public endpoints.
@@ -2723,128 +2718,7 @@ class PolymarketReadOnlyLayer:
                    results[token_id] = ws_data
                    missing.remove(token_id)

-        if not missing:
-            return results
-
-        buy_map: Dict[str, float] = {}
-        sell_map: Dict[str, float] = {}
-        midpoint_map: Dict[str, float] = {}
-        spread_map: Dict[str, float] = {}
-        last_trade_map: Dict[str, float] = {}
-        book_map: Dict[str, Dict[str, Any]] = {}
-
-        for chunk in self._batch_chunks(missing):
-            buy_payload = self._clob_post(
-                "/prices",
-                [{"token_id": token_id, "side": "BUY"} for token_id in chunk],
-            )
-            sell_payload = self._clob_post(
-                "/prices",
-                [{"token_id": token_id, "side": "SELL"} for token_id in chunk],
-            )
-            midpoint_payload = (
-                self._clob_post(
-                    "/midpoints",
-                    [{"token_id": token_id} for token_id in chunk],
-                )
-                if not self.fast_price_only
-                else None
-            )
-            spread_payload = (
-                self._clob_post(
-                    "/spreads",
-                    [{"token_id": token_id} for token_id in chunk],
-                )
-                if not self.fast_price_only
-                else None
-            )
-            last_trade_payload = (
-                self._clob_post(
-                    "/last-trade-prices",
-                    [{"token_id": token_id} for token_id in chunk],
-                )
-                if not self.fast_price_only
-                else None
-            )
-            books_payload = (
-                self._clob_post(
-                    "/books",
-                    [{"token_id": token_id} for token_id in chunk],
-                )
-                if include_books and not self.fast_price_only
-                else None
-            )
-            buy_map.update(self._extract_batch_price_map(buy_payload, "BUY"))
-            sell_map.update(self._extract_batch_price_map(sell_payload, "SELL"))
-            midpoint_map.update(self._extract_batch_scalar_map(midpoint_payload))
-            spread_map.update(self._extract_batch_scalar_map(spread_payload))
-            last_trade_map.update(self._extract_batch_scalar_map(last_trade_payload))
-            if include_books:
-                book_map.update(self._extract_batch_book_map(books_payload))
-
-        fetched: Dict[str, Dict[str, Any]] = {}
-        unresolved: List[str] = []
-        for token_id in missing:
-            raw_book = book_map.get(token_id)
-            book, book_liquidity = self._normalize_orderbook(raw_book)
-            buy_price = _extract_price(buy_map.get(token_id))
-            sell_price = _extract_price(sell_map.get(token_id))
-            midpoint = _extract_price(midpoint_map.get(token_id))
-            spread = _extract_price(spread_map.get(token_id))
-            last_trade = _extract_price(last_trade_map.get(token_id))
-
-            buy, sell = self._resolve_trade_prices(
-                buy=buy_price,
-                sell=sell_price,
-                book=book,
-            )
-            if midpoint is None and buy is not None and sell is not None:
-                midpoint = (buy + sell) / 2.0
-            if midpoint is None:
-                midpoint = _extract_price(raw_book.get("last_trade_price") if isinstance(raw_book, dict) else None)
-            if spread is None and buy is not None and sell is not None:
-                spread = max(0.0, float(buy) - float(sell))
-            if spread is not None and midpoint is not None:
-                midpoint = _clamp_probability(midpoint)
-            if buy is None and midpoint is not None and spread is not None:
-                buy = _clamp_probability(midpoint + spread / 2.0)
-            if sell is None and midpoint is not None and spread is not None:
-                sell = _clamp_probability(midpoint - spread / 2.0)
-
-            if (
-                buy is None
-                and sell is None
-                and midpoint is None
-                and last_trade is None
-                and book is None
-            ):
-                unresolved.append(token_id)
-                continue
-
-            fetched[token_id] = {
-                "buy": buy,
-                "sell": sell,
-                "midpoint": midpoint,
-                "spread": spread,
-                "last_trade_price": last_trade,
-                "quote_source": (
-                    "polymarket_clob_fast_batch"
-                    if self.fast_price_only
-                    else "polymarket_clob_rest_batch"
-                ),
-                "quote_age_ms": 0,
-                "book": book,
-                "book_liquidity": book_liquidity,
-            }
-
-        for token_id in unresolved:
-            fetched[token_id] = self._fetch_token_market_data(token_id)
-
-        with self._lock:
-            for token_id, data in fetched.items():
-                self._price_cache[token_id] = {"data": data, "t": now}
-
-        results.update(fetched)
+        # No REST fallback — prices exclusively from WebSocket.
        return results

    def _normalize_scan_filters(self, scan_filters: Optional[Dict[str, Any]] = None) -> Dict[str, Any]:
@@ -3796,4 +3670,4 @@ class PolymarketReadOnlyLayer:
            "distribution_preview": distribution_preview[:6],
            "distribution_full": distribution_preview,
            "resolved_market_type": "maxtemp",
-        }
+        }
@@ -86,7 +86,7 @@ class PolymarketWsQuoteCache:
    @classmethod
    def from_env(cls) -> "PolymarketWsQuoteCache":
        return cls(
-            enabled=_env_bool("POLYMARKET_WS_PRICE_ENABLED", False),
+            enabled=_env_bool("POLYMARKET_WS_PRICE_ENABLED", True),
            endpoint=os.getenv("POLYMARKET_WS_MARKET_URL"),
            quote_ttl_sec=int(os.getenv("POLYMARKET_WS_QUOTE_TTL_SEC", "8")),
            max_assets=int(os.getenv("POLYMARKET_WS_MAX_ASSETS", "256")),