feat: add market data architecture and complete migration through build 039
This commit is contained in:
246
docs/migrations/greps.txt
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246
docs/migrations/greps.txt
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((.venv) ) segeba@mbpbsg dzentra_bot % >....
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elif isinstance(data.get("payload"), dict):
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payload = data["payload"]
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if isinstance(payload.get("symbols"), list):
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symbols = payload["symbols"]
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print("Количество symbols:", len(symbols) if symbols is not None else None)
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if symbols:
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dict_items = [item for item in symbols if isinstance(item, dict)]
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all_keys = sorted(
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{
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key
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for item in dict_items
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for key in item
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}
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)
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print("Все ключи symbol items:")
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for key in all_keys:
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print(f" {key}")
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print("\nПервый symbol item:")
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print(json.dumps(dict_items[0], ensure_ascii=False, indent=2))
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PY
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Корневой тип: dict
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Корневые ключи: ['exchangeFilters', 'rateLimits', 'serverTime', 'symbols', 'timezone']
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Количество symbols: 51
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Все ключи symbol items:
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assetType
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baseAsset
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baseAssetPrecision
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country
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filters
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industry
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longRate
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marketModes
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marketType
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maxSLGap
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maxTPGap
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minSLGap
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minTPGap
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name
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orderTypes
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quoteAsset
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quoteAssetId
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quotePrecision
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sector
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shortRate
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status
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swapChargeInterval
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symbol
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tickSize
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tickValue
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tradingFee
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tradingHours
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Первый symbol item:
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{
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"assetType": "CRYPTOCURRENCY",
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"baseAsset": "ETH",
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"baseAssetPrecision": 3,
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"country": "",
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"filters": [
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{
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"filterType": "LOT_SIZE",
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"maxQty": "1000",
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"minQty": "0.001",
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"stepSize": "0.001"
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},
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{
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"filterType": "MIN_NOTIONAL",
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"minNotional": "2"
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}
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],
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"industry": "",
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"longRate": -0.01,
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"marketModes": [
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"REGULAR"
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],
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"marketType": "LEVERAGE",
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"maxSLGap": 50.0,
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"maxTPGap": 50.0,
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"minSLGap": 0,
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"minTPGap": 0,
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"name": "ETH/EUR",
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"orderTypes": [
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"LIMIT",
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"MARKET",
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"STOP"
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],
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"quoteAsset": "EUR",
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"quoteAssetId": "EUR_LEVERAGE",
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"quotePrecision": 3,
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"sector": "",
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"shortRate": 0.01,
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"status": "TRADING",
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"swapChargeInterval": 480,
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"symbol": "ETH/EUR_LEVERAGE",
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"tickSize": 0.01,
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"tickValue": 18.3415,
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"tradingFee": 0.06,
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"tradingHours": "UTC; Mon - 21:00, 21:05 -; Tue - 21:00, 21:05 -; Wed - 21:00, 21:05 -; Thu - 21:00, 21:05 -; Fri - 21:00, 22:01 -; Sat - 05:00, 07:00 - 21:00, 21:05 -; Sun - 21:00, 21:05 -"
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}
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((.venv) ) segeba@mbpbsg dzentra_bot % >....
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filter_keys: dict[str, set[str]] = {}
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for item in symbols:
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if not isinstance(item, dict):
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continue
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filters = item.get("filters")
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if not isinstance(filters, list):
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continue
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for entry in filters:
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if not isinstance(entry, dict):
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continue
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filter_type = str(entry.get("filterType") or "<missing>")
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filter_types[filter_type] += 1
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filter_keys.setdefault(filter_type, set()).update(
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str(key) for key in entry
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)
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print("Типы filters:")
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for filter_type, count in sorted(filter_types.items()):
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print(f"{filter_type}: {count}")
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print(" keys:", sorted(filter_keys[filter_type]))
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PY
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Типы filters:
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LOT_SIZE: 51
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keys: ['filterType', 'maxQty', 'minQty', 'stepSize']
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MIN_NOTIONAL: 39
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keys: ['filterType', 'minNotional']
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python - <<'PY'
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import json
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from collections import Counter
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from pathlib import Path
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path = Path(
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"app/tools/dzengi_probe/runtime_samples/rest/exchangeInfo/all.json"
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)
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data = json.loads(path.read_text(encoding="utf-8"))
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if isinstance(data, dict) and isinstance(data.get("symbols"), list):
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symbols = data["symbols"]
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elif (
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isinstance(data, dict)
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and isinstance(data.get("payload"), dict)
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and isinstance(data["payload"].get("symbols"), list)
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):
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symbols = data["payload"]["symbols"]
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else:
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raise SystemExit("symbols не найдены")
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fields = [
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"symbol",
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"name",
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"status",
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"baseAsset",
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"quoteAsset",
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"marketModes",
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"marketType",
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"tickSize",
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"stepSize",
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"minQty",
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"minNotional",
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"filters",
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]
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for field in fields:
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present = 0
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non_empty = 0
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types = Counter()
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for item in symbols:
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if not isinstance(item, dict):
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continue
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if field in item:
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present += 1
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value = item[field]
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types[type(value).__name__] += 1
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if value not in (None, "", [], {}):
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non_empty += 1
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print(
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f"{field}: present={present}, "
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f"non_empty={non_empty}, "
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f"types={dict(types)}"
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)
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PY
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symbol: present=51, non_empty=51, types={'str': 51}
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name: present=51, non_empty=51, types={'str': 51}
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status: present=51, non_empty=51, types={'str': 51}
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baseAsset: present=51, non_empty=51, types={'str': 51}
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quoteAsset: present=51, non_empty=51, types={'str': 51}
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marketModes: present=51, non_empty=51, types={'list': 51}
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marketType: present=51, non_empty=51, types={'str': 51}
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tickSize: present=51, non_empty=51, types={'float': 48, 'int': 3}
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stepSize: present=0, non_empty=0, types={}
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minQty: present=0, non_empty=0, types={}
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minNotional: present=0, non_empty=0, types={}
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filters: present=51, non_empty=51, types={'list': 51}
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((.venv) ) segeba@mbpbsg dzentra_bot % ;2B
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((.venv) ) segeba@mbpbsg dzentra_bot % ;2Bgrep -RIn \
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--exclude-dir="__pycache__" \
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--exclude="*.pyc" \
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-E "from src\.telegram\.handlers\.market import|import src\.telegram\.handlers\.market|include_router\(.*market|market\.router|handlers\.market" \
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app/src app/tests tests 2>/dev/null
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((.venv) ) segeba@mbpbsg dzentra_bot % grep -RIn \
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--exclude-dir="__pycache__" \
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--exclude="*.pyc" \
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-E "include_router|include_routers" \
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app/src \
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| grep -Ei "market|router"
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app/src/telegram/routers.py:16: dispatcher.include_router(start_router)
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app/src/telegram/routers.py:17: dispatcher.include_router(home_router)
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app/src/telegram/routers.py:18: dispatcher.include_router(portfolio_router)
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app/src/telegram/routers.py:19: dispatcher.include_router(auto_router)
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app/src/telegram/routers.py:20: dispatcher.include_router(journal_router)
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app/src/telegram/routers.py:21: dispatcher.include_router(debug_auto_router)
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app/src/telegram/routers.py:22: dispatcher.include_router(debug_router)
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app/src/telegram/routers.py:23: dispatcher.include_router(system_router)
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app/src/telegram/handlers/auto/__init__.py:8:router.include_router(main_router)
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app/src/telegram/handlers/auto/__init__.py:9:router.include_router(risk_router)
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((.venv) ) segeba@mbpbsg dzentra_bot %
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((.venv) ) segeba@mbpbsg dzentra_bot % grep -RIn \
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--exclude-dir="__pycache__" \
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--exclude="*.pyc" \
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-E "from src\.telegram\.ui\.currency_ui import|import src\.telegram\.ui\.currency_ui" \
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app/src app/tests tests 2>/dev/null
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app/src/telegram/handlers/market.py:28:from src.telegram.ui.currency_ui import format_usd_amount
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app/src/telegram/handlers/portfolio.py:26:from src.telegram.ui.currency_ui import (
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