Add derivatives tool, trim provider fields, widen model call retries
- New chat tool get_derivatives: funding rate (next estimate and recent settlements), premium, open interest change vs price, global and top trader long/short ratios, taker buy/sell ratio from Binance public endpoints. Each part fails independently. - Strip whitespace from provider name and model; a leading space in the model name made the upstream return 404. - Retry connection failures and mid-stream disconnects (raw httpx / httpx2 errors are not wrapped by the SDKs) up to 3 times while no output has been emitted, and surface them as chat errors. - Return 30 recent bars from get_klines instead of 60 to cut tokens.
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@@ -4,6 +4,7 @@
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工具出错时把错误文本返回给模型，不编造数据。
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"""
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import asyncio
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import json
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from collections.abc import Awaitable, Callable
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from dataclasses import dataclass
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@@ -26,7 +27,7 @@ from alphapulse.models.market import INTERVALS
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LOCAL_TZ = ZoneInfo("Asia/Shanghai")
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NEWS_BODY_LIMIT = 4000
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# 返回给模型的逐根 K 线数量；统计指标基于全部取到的 K 线计算
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BARS_IN_RESULT = 60
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BARS_IN_RESULT = 30
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SOURCE_NAMES = {"cls_telegraph": "财联社电报", "cls_depth": "财联社深度", "wscn_live": "华尔街见闻快讯", "wscn_news": "华尔街见闻文章"}
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@@ -195,6 +196,114 @@ async def get_ticker(args: GetTicker) -> ToolOutcome:
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}))
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# ---------- 衍生品数据 ----------
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# 每个序列返回给模型的最近点数；窗口统计基于全部取到的数据
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POINTS_IN_RESULT = 12
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FUNDING_HISTORY = 30
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class GetDerivatives(BaseModel):
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symbol: Annotated[str, Field(description="U 本位永续交易对，如 BTCUSDT")]
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period: Annotated[
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Literal["5m", "15m", "30m", "1h", "2h", "4h", "6h", "12h", "1d"],
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Field(description="持仓量、多空比、主动买卖比的统计周期"),
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] = "1h"
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limit: Annotated[int, Field(ge=2, le=500, description="统计窗口的周期数，如 1h × 24 为最近一天；币安只提供最近 30 天")] = 24
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def pct(value: float) -> float:
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return round(value * 100, 4)
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def ratio_summary(rows: list[dict], key: str) -> dict:
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values = [float(r[key]) for r in rows]
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return {
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"latest": values[-1], "window_avg": round(sum(values) / len(values), 4), "window_min": min(values), "window_max": max(values),
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"recent": [[ms_local(r["timestamp"]), float(r[key])] for r in rows[-POINTS_IN_RESULT:]],
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}
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async def funding_part(symbol: str) -> dict:
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premium, history = await asyncio.gather(
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call_binance(client.get("um", "premium_index", {"symbol": symbol})),
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call_binance(client.get("um", "funding_rate", {"symbol": symbol, "limit": FUNDING_HISTORY})),
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)
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mark, index = float(premium["markPrice"]), float(premium["indexPrice"])
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rates = [float(r["fundingRate"]) for r in history]
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return {
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"unit": "%",
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# premiumIndex 的 lastFundingRate 随行情实时变化，是下次结算的预估值
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"next_rate_estimate_pct": pct(float(premium["lastFundingRate"])),
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"next_funding_time": ms_local(premium["nextFundingTime"]),
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"interval_hours": round((history[-1]["fundingTime"] - history[-2]["fundingTime"]) / 3_600_000) if len(history) >= 2 else None,
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"mark_price": mark, "index_price": index, "premium_pct": pct((mark - index) / index),
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"history_count": len(rates),
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"history_avg_pct": pct(sum(rates) / len(rates)) if rates else None,
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"history_max_pct": pct(max(rates)) if rates else None,
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"history_min_pct": pct(min(rates)) if rates else None,
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"recent_settled": [[ms_local(r["fundingTime"]), pct(float(r["fundingRate"]))] for r in history[-8:]],
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}
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async def open_interest_part(symbol: str, period: str, limit: int) -> dict:
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rows = await call_binance(client.get("um", "open_interest_hist", {"symbol": symbol, "period": period, "limit": limit}))
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if not rows:
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return {"error": "无数据"}
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first, last = rows[0], rows[-1]
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def price(r: dict) -> float:
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return float(r["sumOpenInterestValue"]) / float(r["sumOpenInterest"])
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return {
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"latest_contracts": float(last["sumOpenInterest"]), "latest_value_usdt": round(float(last["sumOpenInterestValue"])),
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"window_change_pct": pct(float(last["sumOpenInterest"]) / float(first["sumOpenInterest"]) - 1),
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# 由持仓价值 / 持仓量推算的同窗口价格变化，用于对照持仓量与价格的方向
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"window_price_change_pct": pct(price(last) / price(first) - 1),
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"recent": [[ms_local(r["timestamp"]), float(r["sumOpenInterest"])] for r in rows[-POINTS_IN_RESULT:]],
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}
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async def ratio_part(path_key: str, symbol: str, period: str, limit: int, key: str) -> dict:
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rows = await call_binance(client.get("um", path_key, {"symbol": symbol, "period": period, "limit": limit}))
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return ratio_summary(rows, key) if rows else {"error": "无数据"}
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async def taker_part(symbol: str, period: str, limit: int) -> dict:
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rows = await call_binance(client.get("um", "taker_buy_sell", {"symbol": symbol, "period": period, "limit": limit}))
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if not rows:
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return {"error": "无数据"}
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buy, sell = sum(float(r["buyVol"]) for r in rows), sum(float(r["sellVol"]) for r in rows)
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return {**ratio_summary(rows, "buySellRatio"), "window_buy_vol": buy, "window_sell_vol": sell}
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async def settle(request: Awaitable[dict]) -> dict:
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"""单项失败只标记该项，其余照常返回"""
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try:
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return await request
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except HTTPException as e:
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return {"error": e.detail}
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async def get_derivatives(args: GetDerivatives) -> ToolOutcome:
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symbol = args.symbol.strip().upper()
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funding, oi, accounts, top, taker = await asyncio.gather(
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settle(funding_part(symbol)),
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settle(open_interest_part(symbol, args.period, args.limit)),
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settle(ratio_part("global_long_short", symbol, args.period, args.limit, "longShortRatio")),
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settle(ratio_part("top_long_short_position", symbol, args.period, args.limit, "longShortRatio")),
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settle(taker_part(symbol, args.period, args.limit)),
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)
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return ToolOutcome(dump({
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"symbol": symbol, "period": args.period, "window": f"最近 {args.limit} 个 {args.period}",
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"funding_rate": funding,
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"open_interest": oi,
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"long_short_account_ratio": accounts,
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"top_trader_position_ratio": top,
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"taker_buy_sell_ratio": taker,
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}))
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# ---------- Skills 与 CONTEXT.md ----------
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class NoArgs(BaseModel):
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@@ -286,6 +395,10 @@ TOOLS: dict[str, Tool] = {
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"search_symbols": Tool(SearchSymbols, search_symbols, "在币安 U 本位永续（含美股/韩股等 TradFi 永续）中查找交易对代码。"),
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"get_klines": Tool(GetKlines, get_klines, "取 U 本位永续 K 线和确定性统计（涨跌幅、高低点、MA20/60、ATR14、波段高低点、量比），用于判断支撑阻力和止损位。"),
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"get_ticker": Tool(GetTicker, get_ticker, "取 U 本位永续 24h 行情和最后成交时间。"),
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"get_derivatives": Tool(GetDerivatives, get_derivatives, (
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"取 U 本位永续的衍生品数据，用于判断多空拥挤程度：资金费率（下次预估、近 30 次结算，单位 %）、"
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"溢价、持仓量（窗口变化及同期价格变化）、全市场账户多空比、大户持仓多空比、主动买卖比（>1 表示主动买入多）。"
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)),
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"list_skills": Tool(NoArgs, list_skills, "列出全部 skills 的路径、优先级和版本状态。"),
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"read_skill": Tool(ReadSkill, read_skill, "读取 skill 的某个版本（默认最新，可能是草稿）。"),
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"propose_skill_edit": Tool(ProposeSkillEdit, propose_skill_edit, "修改已有 skill：保存为草稿版本，用户发布后才生效。content 必须是完整内容。"),
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