arbitrage/price_checker.py

import requests
import decimal
import time
import threading
import json
from flask import Flask, render_template, jsonify  # jsonify 仍然有用，但/data可能直接返回Plotly JSON字符串
from collections import deque
import logging

import plotly  # 引入 Plotly
import plotly.graph_objects as go
from plotly.utils import PlotlyJSONEncoder  # 用于将Plotly图表序列化为JSON

# --- 配置部分 (与之前相同) ---
IN_TOKEN_ADDRESS_BSC = '0x55d398326f99059ff775485246999027b3197955'
OUT_TOKEN_ADDRESS_BSC = '0x3AeE7602b612de36088F3ffEd8c8f10E86EbF2bF'  # out token
AMOUNT_TO_QUERY_HUMAN = decimal.Decimal('1000')
GATEIO_SPOT_PAIR = 'BANK_USDT'
GATEIO_FUTURES_CONTRACT = 'BANK_USDT'
proxies = None
decimal.getcontext().prec = 36


# --- 价格获取函数 (与之前相同, 省略以保持简洁) ---
def get_openocean_price_bsc(in_token_addr, out_token_addr, human_amount_in_decimal_for_request, gas_price=3):
    chain = 'bsc';
    url = f'https://open-api.openocean.finance/v4/{chain}/quote'
    params = {'inTokenAddress': in_token_addr, 'outTokenAddress': out_token_addr,
              'amount': str(human_amount_in_decimal_for_request), 'gasPrice': gas_price}
    try:
        r = requests.get(url, params=params, proxies=proxies, timeout=10);
        r.raise_for_status();
        data = r.json()
        if data.get('code') == 200 and data.get('data'):
            d = data['data'];
            req = ['inToken', 'outToken', 'inAmount', 'outAmount']
            if not all(k in d for k in req) or d['inToken'].get('decimals') is None or d['outToken'].get(
                'decimals') is None: return {"error": "OO API缺少数据"}
            in_dec, out_dec = int(d['inToken']['decimals']), int(d['outToken']['decimals'])
            atomic_in, atomic_out = decimal.Decimal(d['inAmount']), decimal.Decimal(d['outAmount'])
            h_in, h_out = atomic_in / (10 ** in_dec), atomic_out / (10 ** out_dec)
            if h_out == 0: return {"error": "OO输出为0"}
            return {"price_usdt_per_out_token": h_in / h_out}
        else:
            return {
                "error": f"OO API错误 - Code:{data.get('code', 'N/A')}, Msg:{data.get('msg', data.get('message', 'N/A')) if isinstance(data, dict) else '格式错误'}"}
    except Exception as e:
        return {"error": f"OO请求错误: {e}"}


def get_gateio_spot_price(pair_symbol):
    url = f'https://api.gateio.ws/api/v4/spot/tickers';
    params = {'currency_pair': pair_symbol}
    try:
        r = requests.get(url, params=params, proxies=proxies, timeout=10);
        r.raise_for_status();
        data = r.json()
        if isinstance(data, list) and data:
            td = data[0]
            if td.get('currency_pair') == pair_symbol and td.get('last'):
                return {"price_base_in_quote": decimal.Decimal(td['last'])}
            else:
                return {"error": f"Gate现货数据不匹配(Req:{pair_symbol},Res:{td.get('currency_pair')})或无价格"}
        elif isinstance(data, dict) and data.get('label'):
            return {"error": f"Gate现货API错误: {data.get('label')}-{data.get('message', '')}"}
        else:
            return {"error": f"Gate现货API数据格式错误或未找到 {pair_symbol}"}
    except Exception as e:
        return {"error": f"Gate现货请求错误: {e}"}


def get_gateio_futures_price(contract_symbol, settle_currency='usdt'):
    url = f'https://api.gateio.ws/api/v4/futures/{settle_currency}/tickers';
    params = {'contract': contract_symbol}
    try:
        r = requests.get(url, params=params, proxies=proxies, timeout=10);
        r.raise_for_status();
        data = r.json()
        if isinstance(data, list) and data:
            td = data[0]
            if td.get('contract') == contract_symbol and td.get('last'):
                return {"price_settle_per_base_asset": decimal.Decimal(td['last'])}
            else:
                return {"error": f"Gate期货数据不匹配(Req:{contract_symbol},Res:{td.get('contract')})或无价格"}
        elif isinstance(data, dict) and data.get('label'):
            return {"error": f"Gate期货API错误: {data.get('label')}-{data.get('message', '')}"}
        else:
            return {"error": f"Gate期货API数据格式错误或未找到 {contract_symbol}"}
    except Exception as e:
        return {"error": f"Gate期货请求错误: {e}"}


app = Flask(__name__)
log = logging.getLogger('werkzeug');
log.setLevel(logging.ERROR)

MAX_HISTORY_POINTS_PLOTLY = 300  # Plotly 图表显示的点数
REFRESH_INTERVAL_SECONDS = 1  # 后端数据更新频率

# 存储原始数据点，用于 Plotly 生成图表
historical_data_points = deque(maxlen=MAX_HISTORY_POINTS_PLOTLY)
# 存储最新的数值，用于表格展示 (这个结构可以保留)
latest_values_for_table = {
    "oo_price": "N/A", "gate_spot_price": "N/A", "gate_futures_price": "N/A",
    "diff_oo_vs_spot_percentage": "N/A", "diff_oo_vs_futures_percentage": "N/A",
    "diff_spot_vs_futures_percentage": "N/A",
    "oo_error": None, "gate_spot_error": None, "gate_futures_error": None,
    "last_updated": "N/A",
    "gate_spot_pair_name": GATEIO_SPOT_PAIR,
    "gate_futures_contract_name": GATEIO_FUTURES_CONTRACT,
    "target_asset_symbol": GATEIO_SPOT_PAIR.split('_')[0]
}
data_lock = threading.Lock()  # 保护共享数据


def calculate_percentage_diff(price_a, price_b):
    if price_a is not None and price_b is not None and isinstance(price_a, decimal.Decimal) and isinstance(price_b,
                                                                                                           decimal.Decimal) and price_b > 0:
        return ((price_a - price_b) / price_b) * 100
    return None


def update_data_for_plotly_and_table():
    global historical_data_points, latest_values_for_table
    print("数据更新线程启动...")
    while True:
        fetch_time_full = time.strftime("%Y-%m-%d %H:%M:%S")
        fetch_time_chart = time.strftime("%H:%M:%S")  # 或者使用 time.time() 获取更精确的unix时间戳

        oo_data = get_openocean_price_bsc(IN_TOKEN_ADDRESS_BSC, OUT_TOKEN_ADDRESS_BSC, AMOUNT_TO_QUERY_HUMAN)
        spot_data = get_gateio_spot_price(GATEIO_SPOT_PAIR)
        futures_data = get_gateio_futures_price(GATEIO_FUTURES_CONTRACT)

        oo_price = oo_data.get("price_usdt_per_out_token")  # decimal or None
        spot_price = spot_data.get("price_base_in_quote")  # decimal or None
        futures_price = futures_data.get("price_settle_per_base_asset")  # decimal or None

        oo_err = oo_data.get("error")
        spot_err = spot_data.get("error")
        futures_err = futures_data.get("error")

        diff_oo_spot_pct = calculate_percentage_diff(oo_price, spot_price)
        diff_oo_futures_pct = calculate_percentage_diff(oo_price, futures_price)
        diff_spot_futures_pct = calculate_percentage_diff(spot_price, futures_price)

        current_point = {
            "time": fetch_time_chart,  # 使用时间字符串作为X轴，Plotly可以处理
            "oo_price": float(oo_price) if oo_price else None,
            "spot_price": float(spot_price) if spot_price else None,
            "futures_price": float(futures_price) if futures_price else None,
            "diff_oo_spot": float(diff_oo_spot_pct) if diff_oo_spot_pct is not None else None,
            "diff_oo_futures": float(diff_oo_futures_pct) if diff_oo_futures_pct is not None else None,
            "diff_spot_futures": float(diff_spot_futures_pct) if diff_spot_futures_pct is not None else None,
        }

        with data_lock:
            historical_data_points.append(current_point)

            latest_values_for_table["oo_price"] = str(oo_price) if oo_price else "N/A"
            latest_values_for_table["gate_spot_price"] = str(spot_price) if spot_price else "N/A"
            latest_values_for_table["gate_futures_price"] = str(futures_price) if futures_price else "N/A"
            latest_values_for_table[
                "diff_oo_vs_spot_percentage"] = f"{diff_oo_spot_pct:+.4f}%" if diff_oo_spot_pct is not None else "N/A"
            latest_values_for_table[
                "diff_oo_vs_futures_percentage"] = f"{diff_oo_futures_pct:+.4f}%" if diff_oo_futures_pct is not None else "N/A"
            latest_values_for_table[
                "diff_spot_vs_futures_percentage"] = f"{diff_spot_futures_pct:+.4f}%" if diff_spot_futures_pct is not None else "N/A"
            latest_values_for_table["oo_error"] = oo_err
            latest_values_for_table["gate_spot_error"] = spot_err
            latest_values_for_table["gate_futures_error"] = futures_err
            latest_values_for_table["last_updated"] = fetch_time_full

        # Log a summary, not too verbose
        # print(f"{fetch_time_chart} Update | "
        #       f"OO:{'OK' if oo_price else 'Fail'} "
        #       f"GS:{'OK' if spot_price else 'Fail'} "
        #       f"GF:{'OK' if futures_price else 'Fail'}")

        time.sleep(REFRESH_INTERVAL_SECONDS)


@app.route('/')
def index_plotly():
    # 将配置传递给模板，用于标题等
    target_asset = GATEIO_SPOT_PAIR.split('_')[0]
    return render_template('index_plotly.html',
                           target_asset=target_asset,
                           spot_pair=GATEIO_SPOT_PAIR,
                           futures_contract=GATEIO_FUTURES_CONTRACT,
                           refresh_interval_ms=REFRESH_INTERVAL_SECONDS * 1000)


@app.route('/table-data')  # 新增一个专门用于表格数据的API
def get_table_data():
    with data_lock:
        return jsonify(latest_values_for_table)


@app.route('/plotly-chart-data')  # 用于Plotly图表的JSON数据
def get_plotly_chart_data():
    with data_lock:
        # 从 deque 转换为列表，方便 Plotly 处理
        points = list(historical_data_points)
        if not points:  # 如果没有数据点，返回空图表结构或错误提示
            fig = go.Figure()
            fig.update_layout(title_text="暂无数据", xaxis_title="时间", yaxis_title="价格/百分比")
            return json.dumps(fig, cls=PlotlyJSONEncoder)

        times = [p['time'] for p in points]

        # --- 创建价格图 (主图) ---
        fig_prices = go.Figure()
        # 在这里为每个 trace 添加 hovertemplate
        fig_prices.add_trace(go.Scatter(
            x=times, y=[p['oo_price'] for p in points], mode='lines', name='OpenOcean',
            line=dict(color='rgb(75, 192, 192)'),
            hovertemplate='<b>OpenOcean</b><br>Time: %{x}<br>Price: %{y:.6f}<extra></extra>'  # .6f 表示6位小数
        ))
        fig_prices.add_trace(go.Scatter(
            x=times, y=[p['spot_price'] for p in points], mode='lines', name=f'Gate Spot ({GATEIO_SPOT_PAIR})',
            line=dict(color='rgb(255, 99, 132)'),
            hovertemplate=f'<b>Gate Spot ({GATEIO_SPOT_PAIR})</b><br>Time: %{{x}}<br>Price: %{{y:.6f}}<extra></extra>'
        ))
        fig_prices.add_trace(go.Scatter(
            x=times, y=[p['futures_price'] for p in points], mode='lines',
            name=f'Gate Futures ({GATEIO_FUTURES_CONTRACT})',
            line=dict(color='rgb(54, 162, 235)'),
            hovertemplate=f'<b>Gate Futures ({GATEIO_FUTURES_CONTRACT})</b><br>Time: %{{x}}<br>Price: %{{y:.6f}}<extra></extra>'
        ))

        target_asset = GATEIO_SPOT_PAIR.split('_')[0]
        fig_prices.update_layout(
            title_text=f'{target_asset}/USDT 价格历史',
            xaxis_title='时间',
            yaxis_title=f'价格 ({target_asset}/USDT)',
            legend_title_text='平台',
            hovermode='x unified'  # 或者 'x', 'closest'
        )

        # --- 创建价差图 (副图) ---
        fig_diffs = go.Figure()
        # 在这里为每个 trace 添加 hovertemplate
        fig_diffs.add_trace(go.Scatter(
            x=times, y=[p['diff_oo_spot'] for p in points], mode='lines', name=f'OO vs Spot ({GATEIO_SPOT_PAIR})',
            line=dict(color='rgb(255, 159, 64)'),
            hovertemplate=f'<b>OO vs Spot ({GATEIO_SPOT_PAIR})</b><br>Time: %{{x}}<br>Diff: %{{y:+.4f}}%<extra></extra>'
            # :+.4f 表示带符号4位小数
        ))
        fig_diffs.add_trace(go.Scatter(
            x=times, y=[p['diff_oo_futures'] for p in points], mode='lines',
            name=f'OO vs Futures ({GATEIO_FUTURES_CONTRACT})',
            line=dict(color='rgb(153, 102, 255)'),
            hovertemplate=f'<b>OO vs Futures ({GATEIO_FUTURES_CONTRACT})</b><br>Time: %{{x}}<br>Diff: %{{y:+.4f}}%<extra></extra>'
        ))
        fig_diffs.add_trace(go.Scatter(
            x=times, y=[p['diff_spot_futures'] for p in points], mode='lines',
            name=f'Spot ({GATEIO_SPOT_PAIR}) vs Futures ({GATEIO_FUTURES_CONTRACT})',
            line=dict(color='rgb(75, 192, 75)'),
            hovertemplate=f'<b>Spot ({GATEIO_SPOT_PAIR}) vs Futures ({GATEIO_FUTURES_CONTRACT})</b><br>Time: %{{x}}<br>Diff: %{{y:+.4f}}%<extra></extra>'
        ))

        fig_diffs.update_layout(
            title_text='价差百分比历史',
            xaxis_title='时间',
            yaxis_title='价差 (%)',
            legend_title_text='对比',
            yaxis_zeroline=True,
            hovermode='x unified'  # 统一显示同一X轴下所有trace的值
        )

        # Plotly 不直接支持通过 fig.to_json() 合并具有完全独立Y轴的子图到一个figure中并保持良好交互性
        # 最简单的方式是前端请求两个独立的图表JSON，然后分别渲染。
        # 或者，我们可以使用 make_subplots，但共享X轴是关键。

        # 为了简化前端，我们这里返回两个独立的Figure的JSON。前端需要能处理这个结构。
        # 或者，更常见的是，前端请求两个不同的API端点来获取图表数据。
        # 这里，我们将返回一个包含两个图表定义的字典。

        combined_figure_data = {
            "price_chart": json.loads(json.dumps(fig_prices, cls=PlotlyJSONEncoder)),  # 确保可JSON序列化
            "diff_chart": json.loads(json.dumps(fig_diffs, cls=PlotlyJSONEncoder))
        }
        return jsonify(combined_figure_data)  # jsonify 会自动处理JSON序列化


if __name__ == "__main__":
    print("应用启动...")
    print(f"监控 OpenOcean (BSC代币: ...{OUT_TOKEN_ADDRESS_BSC[-6:]}) vs USDT")
    print(f"Gate.io 现货: {GATEIO_SPOT_PAIR}")
    print(f"Gate.io 期货: {GATEIO_FUTURES_CONTRACT}")
    # ... (启动时的配置检查可以保留) ...
    spot_base = GATEIO_SPOT_PAIR.split('_')[0].upper()
    futures_base = GATEIO_FUTURES_CONTRACT.split('_')[0].upper()
    oo_asset_placeholder = "CAT" if "0x6894CDe390a3f51155ea41Ed24a33A4827d3063D" in OUT_TOKEN_ADDRESS_BSC else "TOKEN"

    if oo_asset_placeholder != spot_base: print(
        f"[警告] OO资产('{oo_asset_placeholder}')与Gate现货基础资产('{spot_base}')可能不匹配!")
    if oo_asset_placeholder != futures_base: print(
        f"[警告] OO资产('{oo_asset_placeholder}')与Gate期货基础资产('{futures_base}')可能不匹配!")
    if spot_base != futures_base: print(
        f"[警告] Gate现货基础资产('{spot_base}')与期货基础资产('{futures_base}')不匹配!")

    data_thread = threading.Thread(target=update_data_for_plotly_and_table, daemon=True)
    data_thread.start()
    print(f"Flask 服务将在 http://0.0.0.0:5000 上运行 (刷新间隔: {REFRESH_INTERVAL_SECONDS}s)")
    app.run(debug=False, host='0.0.0.0', port=5000, use_reloader=False)