移除 REST 价格获取,纯 WebSocket 报价;默认开启 WS 价格

This commit is contained in:
2569718930@qq.com
2026-05-25 07:40:06 +08:00
parent 1ef209ce2f
commit c2c7d428bf
2 changed files with 32 additions and 134 deletions
@@ -41,80 +41,39 @@ function validNumber(value: unknown): number | null {
return typeof value === "number" && Number.isFinite(value) ? value : null;
}
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();
function toTimestamp(value?: string | null): number | null {
const raw = String(value || "").trim();
if (!raw) return null;
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 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
const m = raw.match(/(\d{1,2}):(\d{2})/);
if (m) {
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]);
}
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);
}
return Date.UTC(year, month, date, h, min);
return candidate.getTime();
}
return null;
}
function formatTimestamp(ts: number): string {
const d = new Date(ts);
return `${String(d.getUTCHours()).padStart(2, "0")}:${String(d.getUTCMinutes()).padStart(2, "0")}`;
return `${String(d.getHours()).padStart(2, "0")}:${String(d.getMinutes()).padStart(2, "0")}`;
}
function normObs(points: ObsPoint[] | null | undefined, tzOffsetSeconds: number, limit = MAX_OBS_POINTS) {
function normObs(points?: ObsPoint[] | null, limit = MAX_OBS_POINTS) {
return (points || [])
.filter((p) => validNumber(p.temp) !== null && p.time)
.filter((p) => validNumber(p.temp) !== null && toTimestamp(p.time) !== null)
.slice(-limit)
.map((p) => ({
ts: getCityLocalUtcTimestamp(p.time, tzOffsetSeconds)!,
ts: toTimestamp(p.time)!,
value: Number(p.temp),
}))
.filter((p) => p.ts !== null)
.slice(-limit);
}));
}
function seriesStats(values: Array<number | null>) {
@@ -140,8 +99,8 @@ function buildSlidingChartData(
row: ScanOpportunityRow | null,
hourly: HourlyForecast,
) {
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);
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);
// Collect all timestamps from observations + forecasts
const allTimes = new Set<number>();
@@ -361,11 +320,9 @@ 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();
@@ -405,36 +362,6 @@ 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 || `${t}°C`,
isBreached,
kind,
});
});
return list.sort((a, b) => a.threshold - b.threshold);
}, [row, allRows]);
const modelSummaryCards = useMemo(() => {
const cards = buildModelSummaryCards(row);
if (!hourly?.modelCurves) return cards;
@@ -522,28 +449,15 @@ export function LiveTemperatureThresholdChart({
domain={chartDomain}
ticks={marketTicks ?? undefined}
/>
{cityThresholds.map((t, idx) => {
const isSelected = row && (Number(row.target_threshold ?? row.target_value) === t.threshold);
const labelText = isEn
? `${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",
}}
/>
);
})}
{threshold !== null && (
<ReferenceLine
y={threshold}
stroke="#f97316"
strokeDasharray="4 3"
strokeWidth={2}
label={{ value: `${threshold.toFixed(1)}°`, fill: "#f97316", fontSize: 10, position: "left" }}
/>
)}
<Tooltip
contentStyle={{
border: "1px solid #cbd5e1",
+3 -19
View File
@@ -183,11 +183,11 @@ def test_get_token_market_data_uses_price_cache_within_ttl():
layer = PolymarketReadOnlyLayer()
calls = []
def _fake_fetch(_token_id):
def _fake_ws(_token_id):
calls.append(_token_id)
return {"buy": 0.33, "sell": 0.31, "midpoint": 0.32}
return {"buy": 0.33, "sell": 0.31, "midpoint": 0.32, "quote_source": "polymarket_ws"}
layer._fetch_token_market_data = _fake_fetch
layer._ws_cache.get_market_data = _fake_ws
first = layer._get_token_market_data("token-1")
second = layer._get_token_market_data("token-1")
@@ -902,22 +902,6 @@ def test_distribution_scan_uses_model_cluster_to_prefer_tail_no_over_yes():
assert all(row.get("cluster_adjusted") for row in scan["rows"])
def test_batch_token_market_data_falls_back_to_single_fetch_when_batch_fails():
layer = PolymarketReadOnlyLayer()
layer._clob_post = lambda *_args, **_kwargs: None
layer._fetch_token_market_data = lambda token_id: {
"buy": 0.33,
"sell": 0.31,
"midpoint": 0.32,
"quote_source": f"fallback:{token_id}",
}
result = layer._batch_get_token_market_data(["token-a", "token-b"])
assert result["token-a"]["midpoint"] == 0.32
assert result["token-b"]["quote_source"] == "fallback:token-b"
def test_normalize_scan_filters_raises_liquidity_floor_when_high_liquidity_only():
layer = PolymarketReadOnlyLayer()