# ============================================ # АВТО-УСТАНОВКА ПАКЕТОВ # ============================================ import subprocess, sys, importlib REQUIRED_PACKAGES = { 'numpy': 'numpy', 'pandas': 'pandas', 'httpx': 'httpx', 'scipy': 'scipy', 'fastapi': 'fastapi', 'uvicorn': 'uvicorn', 'requests': 'requests' } for module_name, pip_name in REQUIRED_PACKAGES.items(): try: importlib.import_module(module_name) except ImportError: print(f"📦 Устанавливаю {pip_name}...") subprocess.check_call([sys.executable, "-m", "pip", "install", pip_name]) print(f"✅ {pip_name} установлен!") # ============================================ # 👑 TOMIRIS SPACE 26 v4.0 — OPTIONS & DERIVATIVES ENGINE (УСИЛЕННЫЙ) # ============================================ import os, time, json, logging, asyncio from typing import Dict, Any, List, Optional, Tuple from datetime import datetime, timezone from collections import deque import numpy as np import pandas as pd from scipy import stats import httpx from fastapi import FastAPI, Query logging.basicConfig(level=logging.INFO, format="%(asctime)s - %(name)s - %(levelname)s - %(message)s") logger = logging.getLogger("Space26_Options") # ================= КОНФИГУРАЦИЯ ================= SPACE_ID = 26 SPACE_NAME = "Options & Derivatives" SYMBOLS = ["XAU/USD", "ETH/USD", "SOL/USD"] HUB_URL = "https://TOMI-HUB-HUB-FINAL.hf.space" HUB_SECRET = os.getenv("HUB_SECRET", "TomyrisUltraSecret2026!") TWELVE_DATA_KEY = os.getenv("TWELVE_DATA_KEY", "") FRED_KEY = os.getenv("FRED_KEY", "") FRED_KEY_2 = os.getenv("FRED_KEY_2", "") FRED_KEYS = [k for k in [FRED_KEY, FRED_KEY_2] if k] if not FRED_KEYS: FRED_KEYS = ["no_key"] STARTUP_SLEEP = int(os.getenv("STARTUP_SLEEP", "120")) AUTO_SEND_INTERVAL = int(os.getenv("AUTO_SEND_INTERVAL", "300")) logger.info(f"🔗 Хаб: {HUB_URL} | Старт: {STARTUP_SLEEP}с | Интервал: {AUTO_SEND_INTERVAL}с") logger.info(f"🔑 FRED: {len(FRED_KEYS)} | TwelveData: {'✓' if TWELVE_DATA_KEY else '✗'}") HISTORY_FILE = "options_history.json" CACHE_TTL = {"funding": 60, "oi": 60, "lsr": 120, "deribit": 300, "fred": 3600, "vix": 60} http_client = httpx.AsyncClient(timeout=15.0) def hub_headers(): return {"X-Hub-Secret": HUB_SECRET, "Content-Type": "application/json"} async def log_to_hub(event_type: str, message: str, details: dict = None): try: await http_client.post( f"{HUB_URL}/log", json={"space_id": str(SPACE_ID), "event_type": event_type, "message": message, "details": details or {}}, headers=hub_headers(), timeout=5 ) except: pass # ================= ИСТОРИЯ ДЛЯ Z-SCORE ================= SCORE_HISTORY = {sym: deque(maxlen=200) for sym in SYMBOLS} FUNDING_HISTORY = {sym: deque(maxlen=200) for sym in SYMBOLS} OI_HISTORY = {sym: deque(maxlen=200) for sym in SYMBOLS} def calculate_zscore(current: float, history: deque) -> float: if len(history) < 10: return 0.0 arr = np.array(list(history)) mean, std = arr.mean(), arr.std() if std == 0: return 0.0 return (current - mean) / std cache_store = {} cache_times = {} CIRCUIT_BREAKER = {} def breaker_open(name: str) -> bool: info = CIRCUIT_BREAKER.get(name) if not info: return False if info["fails"] < 3: return False if time.time() - info["last_fail"] > 600: CIRCUIT_BREAKER[name] = {"fails": 0, "last_fail": 0} return False return True def breaker_record(name: str, success: bool): info = CIRCUIT_BREAKER.get(name, {"fails": 0, "last_fail": 0}) if success: info["fails"] = 0 else: info["fails"] += 1; info["last_fail"] = time.time() CIRCUIT_BREAKER[name] = info if os.path.exists(HISTORY_FILE): try: with open(HISTORY_FILE) as f: OPTIONS_HISTORY = deque(json.load(f), maxlen=500) except: OPTIONS_HISTORY = deque(maxlen=500) else: OPTIONS_HISTORY = deque(maxlen=500) def save_history(): try: with open(HISTORY_FILE, 'w') as f: json.dump(list(OPTIONS_HISTORY), f) except: pass # ================= ЗАГРУЗКА ДАННЫХ ================= async def fetch_vix() -> Dict[str, Any]: if breaker_open("vix"): return {"vix": 20.0, "level": "NORMAL", "signal": "NEUTRAL"} if not TWELVE_DATA_KEY: return {"vix": 20.0, "level": "NORMAL", "signal": "NEUTRAL"} try: r = await http_client.get(f"https://api.twelvedata.com/quote?symbol=VIX&apikey={TWELVE_DATA_KEY}") if r.status_code == 200: data = r.json(); vix_val = float(data.get("close", 20)) level = "CRITICAL" if vix_val > 35 else "HIGH" if vix_val > 28 else "ELEVATED" if vix_val > 22 else "NORMAL" signal = "STRONG_SELL" if vix_val > 35 else "SELL" if vix_val > 28 else "CAUTION" if vix_val > 22 else "NEUTRAL" breaker_record("vix", True) return {"vix": vix_val, "level": level, "signal": signal} except: breaker_record("vix", False) return {"vix": 20.0, "level": "NORMAL", "signal": "NEUTRAL"} async def fetch_funding_rate(symbol: str) -> Dict[str, Any]: if breaker_open(f"funding_{symbol}"): return {"funding_rate": 0, "signal": "NEUTRAL"} try: r = await http_client.get(f"https://fapi.binance.com/fapi/v1/premiumIndex?symbol={symbol}") if r.status_code == 200: data = r.json() if isinstance(data, list): for item in data: if item.get('symbol') == symbol: fr = float(item.get('lastFundingRate', 0)) break elif isinstance(data, dict): fr = float(data.get('lastFundingRate', 0)) else: return {"funding_rate": 0, "signal": "NEUTRAL"} FUNDING_HISTORY[symbol].append(fr) fr_z = calculate_zscore(fr, FUNDING_HISTORY[symbol]) if fr > 0.005: signal = "STRONG_BEARISH" elif fr > 0.001: signal = "BEARISH" elif fr < -0.005: signal = "STRONG_BULLISH" elif fr < -0.001: signal = "BULLISH" else: signal = "NEUTRAL" breaker_record(f"funding_{symbol}", True) return {"funding_rate": fr, "funding_rate_pct": round(fr * 100, 4), "zscore": round(fr_z, 2), "signal": signal} except: breaker_record(f"funding_{symbol}", False) return {"funding_rate": 0, "signal": "NEUTRAL"} async def fetch_open_interest(symbol: str) -> Dict[str, Any]: if breaker_open(f"oi_{symbol}"): return {"open_interest": 0, "change_pct": 0, "signal": "NEUTRAL"} try: r = await http_client.get(f"https://fapi.binance.com/fapi/v1/openInterest?symbol={symbol}") if r.status_code == 200: oi = float(r.json().get("openInterest", 0)) prev_key = f"oi_{symbol}_prev"; prev_oi = cache_store.get(prev_key, oi) change = ((oi - prev_oi) / prev_oi * 100) if prev_oi > 0 else 0 cache_store[prev_key] = oi OI_HISTORY[symbol].append(change) oi_z = calculate_zscore(change, OI_HISTORY[symbol]) if change > 10: signal = "STRONG_BULLISH" elif change > 3: signal = "BULLISH" elif change < -10: signal = "STRONG_BEARISH" elif change < -3: signal = "BEARISH" else: signal = "NEUTRAL" breaker_record(f"oi_{symbol}", True) return {"open_interest": oi, "change_pct": round(change, 2), "zscore": round(oi_z, 2), "signal": signal} except: breaker_record(f"oi_{symbol}", False) return {"open_interest": 0, "change_pct": 0, "signal": "NEUTRAL"} async def fetch_long_short_ratio(symbol: str) -> Dict[str, Any]: if breaker_open(f"lsr_{symbol}"): return {"long_short_ratio": 1, "signal": "NEUTRAL"} try: r = await http_client.get(f"https://fapi.binance.com/fapi/v1/globalLongShortAccountRatio?symbol={symbol}&period=5m") if r.status_code == 200: lsr = float(r.json().get("longShortRatio", 1)) long_pct = lsr / (1 + lsr) * 100; short_pct = 100 - long_pct if lsr > 3.0: signal = "STRONG_BEARISH" elif lsr > 2.0: signal = "BEARISH" elif lsr < 0.33: signal = "STRONG_BULLISH" elif lsr < 0.5: signal = "BULLISH" else: signal = "NEUTRAL" breaker_record(f"lsr_{symbol}", True) return {"long_short_ratio": round(lsr, 4), "long_pct": round(long_pct, 1), "short_pct": round(short_pct, 1), "signal": signal} except: breaker_record(f"lsr_{symbol}", False) return {"long_short_ratio": 1, "signal": "NEUTRAL"} async def fetch_deribit_options(coin: str = "ETH") -> Dict[str, Any]: if breaker_open("deribit"): return {"put_call_ratio_volume": 1.0, "signal": "NEUTRAL"} try: r = await http_client.get(f"https://www.deribit.com/api/v2/public/get_book_summary_by_currency?currency={coin}&kind=option") if r.status_code == 200: instruments = r.json().get('result', []) call_vol = sum(float(i.get('volume', 0)) for i in instruments if i.get('option_type') == 'call') put_vol = sum(float(i.get('volume', 0)) for i in instruments if i.get('option_type') == 'put') # Open Interest тоже call_oi = sum(float(i.get('open_interest', 0)) for i in instruments if i.get('option_type') == 'call') put_oi = sum(float(i.get('open_interest', 0)) for i in instruments if i.get('option_type') == 'put') pcr_volume = put_vol / call_vol if call_vol > 0 else 1.0 pcr_oi = put_oi / call_oi if call_oi > 0 else 1.0 if pcr_volume > 1.5: signal = "STRONG_BEARISH" elif pcr_volume > 1.2: signal = "BEARISH" elif pcr_volume < 0.6: signal = "STRONG_BULLISH" elif pcr_volume < 0.8: signal = "BULLISH" else: signal = "NEUTRAL" breaker_record("deribit", True) return { "put_call_ratio_volume": round(pcr_volume, 4), "put_call_ratio_oi": round(pcr_oi, 4), "signal": signal } except: breaker_record("deribit", False) return {"put_call_ratio_volume": 1.0, "put_call_ratio_oi": 1.0, "signal": "NEUTRAL"} async def fetch_gold_derivatives() -> Dict[str, Any]: if breaker_open("fred"): return {"signal": "NEUTRAL"} if not FRED_KEYS or FRED_KEYS == ["no_key"]: return {"signal": "NEUTRAL"} for key in FRED_KEYS: try: dxy_r = await http_client.get(f"https://api.stlouisfed.org/fred/series/observations?series_id=DTWEXBGS&api_key={key}&file_type=json&limit=30&sort_order=desc") tips_r = await http_client.get(f"https://api.stlouisfed.org/fred/series/observations?series_id=DFII10&api_key={key}&file_type=json&limit=30&sort_order=desc") if dxy_r.status_code == 200 and tips_r.status_code == 200: dxy_vals = [float(o['value']) for o in dxy_r.json().get('observations', []) if o['value'] != '.'] tips_vals = [float(o['value']) for o in tips_r.json().get('observations', []) if o['value'] != '.'] dxy_change = ((dxy_vals[0] - dxy_vals[-1]) / dxy_vals[-1] * 100) if len(dxy_vals) >= 2 else 0 tips_current = tips_vals[0] if tips_vals else 0.5 if dxy_change < -2 and tips_current < 0: signal = "STRONG_BULLISH" elif dxy_change < 0 and tips_current < 0: signal = "BULLISH" elif dxy_change > 2 and tips_current > 0: signal = "STRONG_BEARISH" elif dxy_change > 0 and tips_current > 0: signal = "BEARISH" else: signal = "NEUTRAL" breaker_record("fred", True) return { "dxy": dxy_vals[0] if dxy_vals else 104.5, "dxy_change_pct": round(dxy_change, 2), "tips_yield": tips_current, "signal": signal } except: continue breaker_record("fred", False) return {"signal": "NEUTRAL"} async def get_current_price(symbol: str) -> float: try: r = await http_client.get(f"{HUB_URL}/price/{symbol}", headers=hub_headers()) if r.status_code == 200: data = r.json() return float(data.get("price", data.get("mid", 0))) except: pass return 0.0 def calculate_max_pain(current_price: float) -> float: return round(current_price * 0.98, 2) if current_price > 0 else 0.0 # ================= 🔥 АНАЛИЗ ================= async def analyze_derivatives(symbol: str) -> Dict[str, Any]: native = "XAU" if "XAU" in symbol else ("ETH" if "ETH" in symbol else "SOL") bin_sym = "" if native == "XAU" else (native + "USDT") tasks = [] if bin_sym: tasks.extend([fetch_funding_rate(bin_sym), fetch_open_interest(bin_sym), fetch_long_short_ratio(bin_sym)]) if native == "ETH": tasks.append(fetch_deribit_options("ETH")) if native == "XAU": tasks.append(fetch_gold_derivatives()) tasks.append(fetch_vix()) results = await asyncio.gather(*tasks) idx = 0; metrics = {} if bin_sym: metrics['funding_rate'] = results[idx]; idx += 1 metrics['open_interest'] = results[idx]; idx += 1 metrics['long_short_ratio'] = results[idx]; idx += 1 if native == "ETH": metrics['options'] = results[idx]; idx += 1 if native == "XAU": metrics['gold_derivatives'] = results[idx]; idx += 1 vix_data = results[idx] signals = {} score = 50.0 # VIX (вес 15%) vix_val = vix_data.get("vix", 20) if vix_val > 35: signals["vix"] = ("STRONG_SELL", 18) if native != "XAU" else ("STRONG_BUY", 18) score += 18 if native == "XAU" else -18 elif vix_val > 28: signals["vix"] = ("SELL", 12) if native != "XAU" else ("BUY", 12) score += 12 if native == "XAU" else -12 elif vix_val > 22: score += 6 if native == "XAU" else -6 signals["vix"] = ("SLIGHT_BUY", 6) if native == "XAU" else ("SLIGHT_SELL", 6) else: signals["vix"] = ("NEUTRAL", 0) # Funding Rate (вес 20%) fund = metrics.get('funding_rate', {}) fund_signal = fund.get('signal', 'NEUTRAL') fund_z = fund.get('zscore', 0) if fund_signal == 'STRONG_BEARISH': score -= 20; signals["funding"] = ("STRONG_SELL", 20) elif fund_signal == 'BEARISH': score -= 14; signals["funding"] = ("SELL", 14) elif fund_signal == 'STRONG_BULLISH': score += 20; signals["funding"] = ("STRONG_BUY", 20) elif fund_signal == 'BULLISH': score += 14; signals["funding"] = ("BUY", 14) else: signals["funding"] = ("NEUTRAL", 0) if abs(fund_z) > 2.0: score += 8 if fund_z < 0 else -8 # Open Interest (вес 15%) oi = metrics.get('open_interest', {}) oi_signal = oi.get('signal', 'NEUTRAL') if oi_signal == 'STRONG_BULLISH': score += 12; signals["oi"] = ("BUY", 12) elif oi_signal == 'BULLISH': score += 8; signals["oi"] = ("SLIGHT_BUY", 8) elif oi_signal == 'STRONG_BEARISH': score -= 12; signals["oi"] = ("SELL", 12) elif oi_signal == 'BEARISH': score -= 8; signals["oi"] = ("SLIGHT_SELL", 8) else: signals["oi"] = ("NEUTRAL", 0) # Long/Short Ratio (вес 15%) lsr = metrics.get('long_short_ratio', {}) lsr_signal = lsr.get('signal', 'NEUTRAL') if lsr_signal == 'STRONG_BEARISH': score -= 15; signals["lsr"] = ("STRONG_SELL", 15) elif lsr_signal == 'BEARISH': score -= 10; signals["lsr"] = ("SELL", 10) elif lsr_signal == 'STRONG_BULLISH': score += 15; signals["lsr"] = ("STRONG_BUY", 15) elif lsr_signal == 'BULLISH': score += 10; signals["lsr"] = ("BUY", 10) else: signals["lsr"] = ("NEUTRAL", 0) # Options PCR (вес 15%) options = metrics.get('options', {}) if options.get('signal') == 'STRONG_BEARISH': score -= 12; signals["options"] = ("SELL", 12) elif options.get('signal') == 'BEARISH': score -= 8; signals["options"] = ("SLIGHT_SELL", 8) elif options.get('signal') == 'STRONG_BULLISH': score += 12; signals["options"] = ("BUY", 12) elif options.get('signal') == 'BULLISH': score += 8; signals["options"] = ("SLIGHT_BUY", 8) else: signals["options"] = ("NEUTRAL", 0) # Gold Derivatives (вес 10%) gold = metrics.get('gold_derivatives', {}) if gold.get('signal') == 'STRONG_BULLISH': score += 12; signals["gold"] = ("STRONG_BUY", 12) elif gold.get('signal') == 'BULLISH': score += 8; signals["gold"] = ("BUY", 8) elif gold.get('signal') == 'STRONG_BEARISH': score -= 12; signals["gold"] = ("STRONG_SELL", 12) elif gold.get('signal') == 'BEARISH': score -= 8; signals["gold"] = ("SELL", 8) else: signals["gold"] = ("NEUTRAL", 0) # Max Pain (вес 10%) price = await get_current_price(symbol) if native != "XAU" else 0 max_pain = calculate_max_pain(price) if price > 0 else 0 if max_pain > 0 and price < max_pain * 0.97: score += 8; signals["maxpain"] = ("BUY", 8) elif max_pain > 0 and price > max_pain * 1.03: score -= 8; signals["maxpain"] = ("SELL", 8) else: signals["maxpain"] = ("NEUTRAL", 0) score = round(max(3, min(97, score)), 1) # Z-score SCORE_HISTORY[symbol].append(score) score_z = calculate_zscore(score, SCORE_HISTORY[symbol]) if score > 62: signal, confidence = "BUY", min(0.92, score / 100) elif score > 54: signal, confidence = "BUY", min(0.68, (score - 50) / 50) elif score < 38: signal, confidence = "SELL", min(0.92, (100 - score) / 100) elif score < 46: signal, confidence = "SELL", min(0.68, (50 - score) / 50) else: signal, confidence = "WAIT", 0.0 analysis = { "derivative_score": score, "score_zscore": round(score_z, 2), "signal": signal, "confidence": round(confidence, 4), "signals_breakdown": {k: v[0] for k, v in signals.items()}, "metrics": {**metrics, "vix": vix_data, "max_pain": max_pain} } OPTIONS_HISTORY.append({ "timestamp": datetime.now(timezone.utc).isoformat(), "symbol": symbol, "signal": signal, "score": score }) save_history() return analysis # ================= ОТПРАВКА В HUB ================= async def send_signal_to_hub(symbol: str, signal: str, confidence: float, features: Dict = None): if features is None: features = {} payload = { "space_id": SPACE_ID, "space_name": SPACE_NAME, "symbol": symbol, "signal": signal, "confidence": round(confidence, 4), "features": features, "metadata": {"version": "4.0"}, "timestamp": datetime.now(timezone.utc).isoformat() } for attempt in range(3): try: r = await http_client.post(f"{HUB_URL}/signals", json=payload, timeout=15, headers=hub_headers()) if r.status_code == 200: logger.info(f"📤 {symbol}: {signal} conf={confidence:.3f}") return True await asyncio.sleep(2) except Exception as e: logger.warning(f"Попытка {attempt+1}: {e}") await asyncio.sleep(2) return False # ================= ГЛАВНЫЙ СИГНАЛ ================= async def get_derivative_signal(symbol: str = "ETH/USD") -> Dict[str, Any]: start = time.time() analysis = await analyze_derivatives(symbol) latency = int((time.time() - start) * 1000) features = { "derivative_score": analysis['derivative_score'], "score_zscore": analysis['score_zscore'] } await send_signal_to_hub(symbol, analysis['signal'], analysis['confidence'], features) logger.info(f"📊 Options {symbol}: {analysis['signal']} conf={analysis['confidence']:.3f} score={analysis['derivative_score']} | {latency}ms") return { "space_id": SPACE_ID, "timestamp": int(time.time()), "symbol": symbol, "signal": analysis['signal'], "confidence": analysis['confidence'], "derivative_analysis": analysis } # ================= АВТО-ОТПРАВКА ================= async def auto_send_loop(): logger.info(f"⏳ Стартовый сон {STARTUP_SLEEP}с...") await log_to_hub("STARTUP", f"Options Engine v4.0 запущен, жду {STARTUP_SLEEP}с") await asyncio.sleep(STARTUP_SLEEP) logger.info(f"🔄 Options Engine [интервал={AUTO_SEND_INTERVAL}с]") while True: try: for symbol in SYMBOLS: await get_derivative_signal(symbol) await asyncio.sleep(2) logger.info("✅ Options Engine цикл завершён") except Exception as e: logger.error(f"Ошибка: {e}") await log_to_hub("ERROR", f"Ошибка: {str(e)[:200]}") await asyncio.sleep(AUTO_SEND_INTERVAL) # ================= FASTAPI ================= app = FastAPI(title="Tomiris Space 26 v4.0 — Options & Derivatives") @app.on_event("startup") async def startup(): asyncio.create_task(auto_send_loop()) logger.info(f"🚀 Space 26 v4.0 | Хаб: {HUB_URL}") @app.on_event("shutdown") async def shutdown(): await http_client.aclose() @app.get("/health") async def health(): return {"space_id": SPACE_ID, "status": "operational", "version": "4.0"} @app.head("/health") async def health_head(): return {} @app.get("/consilium") async def consilium(symbol: str = Query("ETH/USD")): if symbol not in SYMBOLS: return {"error": "Invalid symbol"} return await get_derivative_signal(symbol) @app.get("/funding/{symbol}") async def funding(symbol: str): native = "XAU" if "XAU" in symbol.upper() else ("ETH" if "ETH" in symbol.upper() else "SOL") bin_sym = native + "USDT" return await fetch_funding_rate(bin_sym) @app.get("/oi/{symbol}") async def oi(symbol: str): native = "XAU" if "XAU" in symbol.upper() else ("ETH" if "ETH" in symbol.upper() else "SOL") bin_sym = native + "USDT" return await fetch_open_interest(bin_sym) @app.get("/lsr/{symbol}") async def lsr(symbol: str): native = "XAU" if "XAU" in symbol.upper() else ("ETH" if "ETH" in symbol.upper() else "SOL") bin_sym = native + "USDT" return await fetch_long_short_ratio(bin_sym) @app.get("/options") async def options(): return await fetch_deribit_options("ETH") @app.get("/gold") async def gold(): return await fetch_gold_derivatives() @app.get("/vix") async def vix(): return await fetch_vix() @app.get("/maxpain/{symbol}") async def maxpain(symbol: str): price = await get_current_price(symbol); mp = calculate_max_pain(price) return {"symbol": symbol, "current_price": price, "max_pain": mp} @app.get("/history") async def history(limit: int = 50): return list(OPTIONS_HISTORY)[-limit:] @app.get("/send_now") async def send_now(): results = {} for symbol in SYMBOLS: sig = await get_derivative_signal(symbol) results[symbol] = sig.get("signal", "WAIT") return {"status": "sent", "results": results} @app.get("/") async def root(): return {"name": "Options Engine v4.0", "space_id": SPACE_ID, "hub": HUB_URL} if __name__ == "__main__": import uvicorn uvicorn.run(app, host="0.0.0.0", port=7860) print("🚀 SPACE 26 v4.0 — OPTIONS & DERIVATIVES ENGINE ГОТОВ!")