feat: add OI history deque, cold start init, and derived features to bot runtime

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
21in7
2026-03-04 20:17:37 +09:00
parent ffa6e443c1
commit 448b3e016b
4 changed files with 143 additions and 6 deletions

View File

@@ -173,6 +173,30 @@ class BinanceFuturesClient:
logger.warning(f"펀딩비 조회 실패 (무시): {e}")
return None
async def get_oi_history(self, limit: int = 5) -> list[float]:
"""최근 OI 변화율 히스토리를 조회한다 (봇 초기화용). 실패 시 빈 리스트."""
loop = asyncio.get_event_loop()
try:
result = await loop.run_in_executor(
None,
lambda: self.client.futures_open_interest_hist(
symbol=self.config.symbol, period="15m", limit=limit + 1,
),
)
if len(result) < 2:
return []
oi_values = [float(r["sumOpenInterest"]) for r in result]
changes = []
for i in range(1, len(oi_values)):
if oi_values[i - 1] > 0:
changes.append((oi_values[i] - oi_values[i - 1]) / oi_values[i - 1])
else:
changes.append(0.0)
return changes
except Exception as e:
logger.warning(f"OI 히스토리 조회 실패 (무시): {e}")
return []
async def create_listen_key(self) -> str:
"""POST /fapi/v1/listenKey — listenKey 신규 발급"""
loop = asyncio.get_event_loop()