Create deep_diver_engine.py

src/services/deep_diver_engine.py

@@ -0,0 +1,97 @@
+import requests
+import time
+
+# Reusing the exact Stealth Headers from spot_engine.py
+STEALTH_HEADERS = {
+    "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/120.0.0.0 Safari/537.36",
+    "Accept": "text/html,application/xhtml+xml,application/xml;q=0.9,image/avif,image/webp,image/apng,*/*;q=0.8",
+    "Accept-Language": "en-US,en;q=0.9",
+    "Accept-Encoding": "gzip, deflate, br",
+    "Connection": "keep-alive",
+}
+
+def calculate_deep_dive(ticker: str, user_keys: dict):
+    """
+    Quantitative Engine for Single-Ticker Analysis.
+    Fetches real-time depth and volume metrics from CoinGecko.
+    """
+    cg_key = user_keys.get("COINGECKO_API_KEY", "")
+    
+    # Matching the API key logic from spot_engine.py
+    is_pro = "pro-api" in cg_key or (cg_key and len(cg_key) > 25)
+    base_url = "https://pro-api.coingecko.com/api/v3" if is_pro else "https://api.coingecko.com/api/v3"
+    
+    headers = STEALTH_HEADERS.copy()
+    if cg_key:
+        # Use demo key header if not Pro
+        key_header = "x-cg-pro-api-key" if is_pro else "x-cg-demo-api-key"
+        headers[key_header] = cg_key
+
+    try:
+        # 1. Resolve Ticker to CoinGecko ID
+        search_url = f"{base_url}/search?query={ticker}"
+        search_res = requests.get(search_url, headers=headers, timeout=10).json()
+        
+        if not search_res.get('coins'):
+            return {"status": "error", "message": f"Ticker '{ticker}' not found."}
+        
+        coin_id = search_res['coins'][0]['id']
+
+        # 2. Fetch Deep Market Data with Depth
+        # We explicitly request 'tickers' to get the +/- 2% depth data
+        market_url = f"{base_url}/coins/{coin_id}?localization=false&tickers=true&market_data=true"
+        res = requests.get(market_url, headers=headers, timeout=15).json()
+        
+        mkt = res.get('market_data', {})
+        tickers_list = res.get('tickers', [])
+        
+        # --- QUANTITATIVE MATH ---
+        
+        # VTPC: Volatility to Price Change (Abs % Vol Change / Abs % Price Change)
+        vol_change_pct = abs(mkt.get('total_volume_change_24h_percentage', 0))
+        price_change_pct = abs(mkt.get('price_change_percentage_24h', 0))
+        vtpc = round(vol_change_pct / price_change_pct, 2) if price_change_pct != 0 else 0
+
+        # VTAPC: Volume to Absorbed Price Change 
+        # (Total Volume / Price Change %) = USD required for 1% move
+        total_vol = mkt.get('total_volume', {}).get('usd', 0)
+        vtapc = round(total_vol / price_change_pct, 0) if price_change_pct != 0 else 0
+        
+        # VTMR: Volume to Market Cap Ratio
+        mcap = mkt.get('market_cap', {}).get('usd', 0)
+        vtmr = round(total_vol / mcap, 4) if mcap != 0 else 0
+
+        # --- REAL LIQUIDITY CALCULATION (LTMR) ---
+        # Summing the 2% depth (cost to move) across top 5 tickers
+        total_depth_2pct = 0
+        for t in tickers_list[:10]:  # Look at top 10 liquid pairs
+            up = t.get('cost_to_move_up_usd', 0)
+            down = t.get('cost_to_move_down_usd', 0)
+            total_depth_2pct += (up + down)
+        
+        # LTMR: Liquidity to Market Cap Ratio
+        ltmr = round(total_depth_2pct / mcap, 6) if mcap != 0 else 0
+
+        return {
+            "status": "success",
+            "ticker": ticker.upper(),
+            "vitals": {
+                "price": f"${mkt.get('current_price', {}).get('usd', 0):,.2f}",
+                "mcap": f"${mcap:,.0f}",
+                "vol24h": f"${total_vol:,.0f}"
+            },
+            "ratios": {
+                "vtpc": f"{vtpc}x",
+                "vtmr": vtmr,
+                "vtapc": f"${vtapc:,.0f}",
+                "ltmr": f"{ltmr:.5f}"
+            },
+            "velocity": {
+                "h24": f"{mkt.get('price_change_percentage_24h', 0):+.2f}%",
+                "w1": f"{mkt.get('price_change_percentage_7d', 0):+.2f}%",
+                "m1": f"{mkt.get('price_change_percentage_30d', 0):+.2f}%"
+            }
+        }
+
+    except Exception as e:
+        return {"status": "error", "message": f"Engine Error: {str(e)}"}