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from fastapi import FastAPI |
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from fastapi.middleware.cors import CORSMiddleware |
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import ccxt |
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import os |
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import pandas as pd |
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from dotenv import load_dotenv |
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load_dotenv() |
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app = FastAPI() |
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app.add_middleware( |
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CORSMiddleware, |
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allow_origins=["*"], |
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allow_credentials=True, |
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allow_methods=["*"], |
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allow_headers=["*"], |
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) |
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exchange = ccxt.gateio({ |
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'apiKey': os.getenv("GATE_API_KEY"), |
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'secret': os.getenv("GATE_API_SECRET"), |
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'enableRateLimit': True, |
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'options': {'defaultType': 'swap'} |
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}) |
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@app.get("/api/data") |
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def get_data(): |
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try: |
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markets = exchange.load_markets() |
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usdt_pairs = [s for s in markets if "/USDT" in s and markets[s].get("type") == "swap"] |
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results = [] |
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for symbol in usdt_pairs: |
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try: |
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ticker = exchange.fetch_ticker(symbol) |
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price = ticker['last'] |
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volume = ticker['quoteVolume'] |
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orderbook = exchange.fetch_order_book(symbol) |
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if orderbook['asks'] and orderbook['bids']: |
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spread = orderbook['asks'][0][0] - orderbook['bids'][0][0] |
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spread_pct = (spread / price) * 100 |
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bid_depth = sum(b[1] for b in orderbook['bids'][:5]) |
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ask_depth = sum(a[1] for a in orderbook['asks'][:5]) |
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depth = bid_depth + ask_depth |
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ohlcv = exchange.fetch_ohlcv(symbol, '1h', limit=24) |
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closes = [x[4] for x in ohlcv] |
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volatility = (pd.Series(closes).std() / pd.Series(closes).mean()) * 100 |
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score = ( |
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max(0, 100 - (spread_pct * 20)) + |
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min(100, volume / 200000 * 100) + |
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min(100, depth / 100) + |
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max(0, 100 - (volatility * 10)) |
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) / 4 |
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results.append({ |
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"symbol": symbol, |
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"price": price, |
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"spread_pct": spread_pct, |
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"volume_24h": volume, |
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"depth": depth, |
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"volatility": volatility, |
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"mm_score": round(score, 2) |
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}) |
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except: |
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continue |
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top_symbols = sorted(results, key=lambda x: x['mm_score'], reverse=True)[:10] |
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return {"top_symbols": top_symbols} |
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except Exception as e: |
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return {"error": str(e)} |