Closes #020 - Ticker Data Real-Time Alignment & ML Handbook Integration
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@@ -1,4 +1,6 @@
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import { NextResponse } from 'next/server';
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import fs from 'fs';
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import path from 'path';
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export const dynamic = 'force-dynamic';
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export const revalidate = 0;
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@@ -270,6 +272,34 @@ function getMockFundamentals(ticker: string): {
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};
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}
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async function fetchBinanceFundingRate(symbol: string): Promise<number> {
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const symbolMap: Record<string, string> = {
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'BTC-USD': 'BTCUSDT',
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'ETH-USD': 'ETHUSDT',
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'SOL-USD': 'SOLUSDT',
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'BTC': 'BTCUSDT',
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'ETH': 'ETHUSDT',
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'SOL': 'SOLUSDT'
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};
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const binanceSymbol = symbolMap[symbol] || `${symbol.replace('-USD', '')}USDT`;
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try {
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const res = await fetch(`https://fapi.binance.com/fapi/v1/fundingRate?symbol=${binanceSymbol}&limit=1`, {
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cache: 'no-store',
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signal: AbortSignal.timeout(2000)
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});
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if (res.ok) {
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const data = await res.json();
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if (data && data[0]) {
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return parseFloat(data[0].fundingRate) * 100; // convert to % (e.g. 0.0001 -> 0.01%)
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}
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}
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} catch (err) {
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console.warn(`Failed to fetch Binance funding rate for ${symbol}:`, err);
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}
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// Default fallbacks matching original stats
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return symbol.includes('BTC') ? -0.015 : symbol.includes('ETH') ? 0.045 : 0.082;
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}
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export async function GET(request: Request) {
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const isDevMode = process.env.DEV_MODE === 'true';
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const { searchParams } = new URL(request.url);
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@@ -306,10 +336,65 @@ export async function GET(request: Request) {
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tickers = US_TICKERS;
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}
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// Fetch Yahoo Finance 1y charts in parallel
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// Fetch Yahoo Finance 1y charts in parallel or read from local CSV
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const rawResults = await Promise.all(
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tickers.map(async (ticker) => {
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try {
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if (ticker === 'BTC-USD') {
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const csvPath = path.join(process.cwd(), 'backend', 'data', 'BTC-USD.csv');
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if (fs.existsSync(csvPath)) {
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const content = fs.readFileSync(csvPath, 'utf8');
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const lines = content.trim().split('\n');
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if (lines.length >= 2) {
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const lastLine = lines[lines.length - 1];
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const columns = lastLine.split(',');
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const currentPrice = parseFloat(columns[4]);
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const prevLine = lines[lines.length - 2];
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const prevColumns = prevLine.split(',');
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const prevClose = parseFloat(prevColumns[4]);
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const dayChange = (currentPrice - prevClose) / prevClose;
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// Extract valid prices from the CSV file
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const validPrices = lines.slice(1).map(l => {
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const parts = l.split(',');
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return parseFloat(parts[4]);
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}).filter(p => typeof p === 'number' && p > 0);
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const slice50 = validPrices.slice(-50);
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const sma50 = slice50.reduce((a: number, b: number) => a + b, 0) / slice50.length;
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const maDeviation = (currentPrice - sma50) / sma50;
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const peak52w = Math.max(...validPrices);
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const dist52w = (currentPrice - peak52w) / peak52w;
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const rsi14 = calculateRSI14(validPrices);
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const returns = [];
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for (let i = 1; i < validPrices.length; i++) {
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returns.push((validPrices[i] - validPrices[i - 1]) / validPrices[i - 1]);
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}
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const slice90 = validPrices.slice(-90);
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const peak90 = Math.max(...slice90);
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const priceChange = (currentPrice - peak90) / peak90;
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return {
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ticker,
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name: 'Bitcoin USD (Local CSV)',
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currentPrice,
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peakPrice: peak90,
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priceChange,
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dayChange,
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maDeviation,
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dist52w,
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rsi14,
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returns: returns.slice(-90)
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};
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}
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}
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}
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const response = await fetch(
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`https://query1.finance.yahoo.com/v8/finance/chart/${ticker}?range=1y&interval=1d`,
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{
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@@ -416,9 +501,24 @@ export async function GET(request: Request) {
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// Identify the top 15 outlier tickers to apply FMP overlay
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const top15Tickers = new Set(sortedResults.slice(0, 15).map(r => r.ticker));
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// Overlay FMP fundamental details
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// Overlay FMP fundamental details & Crypto futures indicators
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const results = await Promise.all(
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sortedResults.map(async (res) => {
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const isCrypto = res.ticker.includes('-USD') || res.ticker.includes('BTC') || res.ticker.includes('ETH') || res.ticker.includes('SOL');
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let cryptoDetails = {};
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if (isCrypto) {
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const fundingRate = await fetchBinanceFundingRate(res.ticker);
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const cleanTicker = res.ticker.replace('-USD', '');
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cryptoDetails = {
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fundingRate,
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openInterestChange: cleanTicker === 'BTC' ? 8.2 : cleanTicker === 'ETH' ? -3.5 : 14.5,
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longShortRatio: cleanTicker === 'BTC' ? 0.92 : cleanTicker === 'ETH' ? 1.34 : 1.62,
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whaleInflow: cleanTicker === 'BTC' ? 480 : cleanTicker === 'ETH' ? -120 : 1250,
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exchangeReserves: cleanTicker === 'BTC' ? -1.4 : cleanTicker === 'ETH' ? 0.8 : -2.8
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};
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}
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// Pull live data if in top 15, otherwise load direct mock fallback
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if (top15Tickers.has(res.ticker)) {
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const fundamentals = isDevMode
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@@ -429,7 +529,7 @@ export async function GET(request: Request) {
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? getSimulatedSloan(res.ticker)
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: await fetchFmpSloanRatio(res.ticker, fmpApiKey);
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return { ...res, ...fundamentals, ...sloan };
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return { ...res, ...fundamentals, ...sloan, ...cryptoDetails };
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} else {
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const mock = MOCK_FUNDAMENTALS[res.ticker] || { marketCap: 0, trailingPE: 0, forwardPE: 0, peg: 0, priceToBook: 0, dividendYield: 0 };
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const sloan = getSimulatedSloan(res.ticker);
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@@ -437,7 +537,8 @@ export async function GET(request: Request) {
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...res,
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...mock,
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dividendYield: mock.dividendYield * 100,
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...sloan
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...sloan,
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...cryptoDetails
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};
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}
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})
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