Update app.py

app.py

@@ -1,11 +1,11 @@
 """
-RCEA Lite v1.0 — Regime-Conditioned Evidence Accumulation
-Causal HMM regime detection. No supervised ML.
+RCEA Lite v1.0 — OKX Edition
+Regime-Conditioned Evidence Accumulation. Causal HMM. No supervised ML.
 """
 
 import math, time, warnings
 from datetime import datetime, timezone
-from typing import List, Optional, Tuple
+from typing import List, Optional
 
 import numpy as np
 import pandas as pd
@@ -16,7 +16,7 @@ from hmmlearn import hmm
 warnings.filterwarnings("ignore")
 
 # ---------- Config ----------
-HOSTS = ["https://api.binance.com", "https://data-api.binance.vision", "https://api.binance.us"]
+OKX_BASE = "https://www.okx.com"
 TIMEOUT, RETRIES, DELAY = 20, 3, 1.5
 COMMISSION, SLIPPAGE = 0.001, 0.0005
 COST = 2 * (COMMISSION + SLIPPAGE)
@@ -28,6 +28,9 @@ LEV_PRE = ("3L", "3S", "5L", "5S", "BULL", "BEAR", "UP", "DOWN")
 LEV_SUF = ("3LUSDT", "3SUSDT", "5LUSDT", "5SUSDT", "BULLUSDT", "BEARUSDT", "UPUSDT", "DOWNUSDT")
 FEAT_COLS = ["ret", "atr_norm", "ema_diff_norm", "efficiency", "rsi_dev", "dist_ma"]
 
+# OKX timeframe mapping: UI -> OKX bar string
+TF_MAP = {"15m": "15m", "1h": "1H", "4h": "4H", "1d": "1D"}
+
 
 # ---------- Helpers ----------
 def _f(x):
@@ -64,69 +67,99 @@ def _rsi(c, p=14):
     return 100.0 - 100.0 / (1.0 + rs)
 
 
-# ---------- Binance ----------
+# ---------- OKX API ----------
 def _req(path, params, timeout=TIMEOUT):
     last = None
     for attempt in range(RETRIES):
-        for base in HOSTS:
-            try:
-                r = requests.get(base + path, params=params, timeout=timeout,
-                                 headers={"User-Agent": "RCEA-Lite/1.0"})
-                if r.status_code == 200:
-                    d = r.json()
-                    if isinstance(d, list): return d
-                    last = f"non-list {type(d).__name__}"
-                elif r.status_code in (418, 429):
-                    last = f"HTTP {r.status_code}"; time.sleep(5 * (attempt + 1))
-                elif r.status_code >= 500:
-                    last = f"HTTP {r.status_code}"; time.sleep(DELAY * (attempt + 1))
-                else:
-                    last = f"HTTP {r.status_code}: {r.text[:100]}"; break
-            except requests.RequestException as e:
-                last = f"{type(e).__name__}: {e}"
+        try:
+            r = requests.get(OKX_BASE + path, params=params, timeout=timeout,
+                             headers={"User-Agent": "RCEA-Lite/1.0"})
+            if r.status_code == 200:
+                j = r.json()
+                if j.get("code") == "0":
+                    return j.get("data")
+                last = f"code={j.get('code')} msg={j.get('msg', '')[:100]}"
+            elif r.status_code in (429, 418):
+                last = f"HTTP {r.status_code}"; time.sleep(5 * (attempt + 1))
+            elif r.status_code >= 500:
+                last = f"HTTP {r.status_code}"; time.sleep(DELAY * (attempt + 1))
+            else:
+                last = f"HTTP {r.status_code}: {r.text[:100]}"; break
+        except requests.RequestException as e:
+            last = f"{type(e).__name__}: {e}"
         time.sleep(DELAY * (attempt + 1))
     print(f"[RCEA] {path} failed: {last}", flush=True)
     return None
 
 
 def fetch_pairs(n=30):
-    info = _req("/api/v3/exchangeInfo", {}, timeout=30)
-    if not info: return []
-    syms = set()
-    for s in info:
-        if s.get("status") != "TRADING" or s.get("quoteAsset") != "USDT": continue
-        sym, base = s.get("symbol", ""), s.get("baseAsset", "").upper()
-        if not sym or not base: continue
-        if any(base.startswith(p) for p in LEV_PRE): continue
-        if any(sym.upper().endswith(p) for p in LEV_SUF): continue
-        syms.add(sym)
-    tick = _req("/api/v3/ticker/24hr", {})
-    if not tick: return []
+    """Fetch USDT spot pairs ranked by 24h quote volume on OKX."""
+    # 1) Instruments: get tradable SPOT USDT pairs
+    inst = _req("/api/v5/public/instruments", {"instType": "SPOT"})
+    if not inst:
+        print("[RCEA] instruments unavailable", flush=True)
+        return []
+
+    usdt_syms = set()
+    for i in inst:
+        if i.get("state") != "live" or i.get("quoteCcy") != "USDT":
+            continue
+        sym, base = i.get("instId", ""), i.get("baseCcy", "").upper()
+        if not sym or not base:
+            continue
+        if any(base.startswith(p) for p in LEV_PRE):
+            continue
+        if any(sym.upper().endswith(p) for p in LEV_SUF):
+            continue
+        usdt_syms.add(sym)
+
+    if not usdt_syms:
+        print("[RCEA] no USDT spot pairs found", flush=True)
+        return []
+
+    # 2) Tickers: rank by 24h quote volume (volCcy24h)
+    tick = _req("/api/v5/market/tickers", {"instType": "SPOT"})
+    if not tick:
+        print("[RCEA] tickers unavailable", flush=True)
+        return []
+
     cand = []
     for t in tick:
-        s = t.get("symbol")
-        if s not in syms: continue
-        q = _f(t.get("quoteVolume"))
-        if q and q > 0: cand.append((s, q))
+        sym = t.get("instId", "")
+        if sym not in usdt_syms:
+            continue
+        q = _f(t.get("volCcy24h"))
+        if q and q > 0:
+            cand.append((sym, q))
     cand.sort(key=lambda x: x[1], reverse=True)
     out = [c[0] for c in cand[:n]]
-    print(f"[RCEA] {len(out)} pairs resolved", flush=True)
+    print(f"[RCEA] {len(out)} OKX USDT pairs resolved", flush=True)
     return out
 
 
-def fetch_klines(sym, interval, limit=1000):
-    raw = _req("/api/v3/klines", {"symbol": sym, "interval": interval, "limit": min(limit, 1000)})
-    if not raw: return None
-    now = int(datetime.now(timezone.utc).timestamp() * 1000)
+def fetch_klines(inst_id, timeframe, limit=1000):
+    """Fetch OHLCV from OKX. Excludes unconfirmed candles (confirm=0)."""
+    bar = TF_MAP[timeframe]
+    raw = _req("/api/v5/market/candles", {"instId": inst_id, "bar": bar, "limit": "300"})
+    if not raw:
+        return None
+
     rows = []
     for k in raw:
-        if not isinstance(k, list) or len(k) < 7: continue
-        if int(k[6]) >= now: continue
+        if not isinstance(k, list) or len(k) < 9:
+            continue
+        # OKX kline format: [ts, o, h, l, c, vol, volCcy, volCcyQuote, confirm]
+        if k[8] != "1":  # skip unconfirmed candle
+            continue
         o, h, l, c, v = _f(k[1]), _f(k[2]), _f(k[3]), _f(k[4]), _f(k[5])
-        if None in (o, h, l, c, v) or min(o, h, l, c) <= 0: continue
+        if None in (o, h, l, c, v) or min(o, h, l, c) <= 0:
+            continue
         rows.append({"open": o, "high": h, "low": l, "close": c, "volume": v})
-    if len(rows) < MIN_HMM: return None
-    return pd.DataFrame(rows)
+
+    if len(rows) < MIN_HMM:
+        return None
+    # OKX returns newest first — reverse to chronological
+    return pd.DataFrame(rows[::-1]).reset_index(drop=True)
 
 
 # ---------- Features ----------
@@ -227,7 +260,7 @@ def evidence(f, rp, lam):
     return acc, pl, 1.0 - pl
 
 
-# ---------- Signal + backtest ----------
+# ---------- Signal + Backtest ----------
 def latest_signal(f, rp, acc, pl, ps, thr, mconf):
     i = len(f) - 1
     if i < MIN_SIG: return None
@@ -336,7 +369,7 @@ def coin_table(trades):
     return pd.DataFrame(rows).sort_values("TotalNet", ascending=False)
 
 
-# ---------- Pipeline (always 6 outputs) ----------
+# ---------- Pipeline ----------
 def run(timeframe, n_coins, thr, lam, mconf, maxhold, progress=gr.Progress()):
     def err(msg, detail=""):
         return msg, detail, pd.DataFrame(), pd.DataFrame(), pd.DataFrame(), pd.DataFrame()
@@ -347,15 +380,15 @@ def run(timeframe, n_coins, thr, lam, mconf, maxhold, progress=gr.Progress()):
     mconf = max(0.0, min(1.0, float(mconf)))
     maxhold = max(5, min(200, int(maxhold)))
 
-    if timeframe not in ("15m", "1h", "4h", "1d"):
+    if timeframe not in TF_MAP:
         return err("ERROR: Invalid timeframe")
 
-    progress(0.02, desc="Fetching USDT pairs...")
+    progress(0.02, desc="Fetching OKX USDT pairs...")
     try: pairs = fetch_pairs(n_coins)
     except Exception as e: return err(f"ERROR fetching pairs: {e}")
     if not pairs:
-        return err("ERROR: No USDT pairs found.\n\n"
-                   "Possible causes: Binance API blocked from this region, rate limit, or timeout. "
+        return err("ERROR: No OKX USDT pairs found.\n\n"
+                   "Possible causes: OKX API blocked from this region, rate limit, or timeout. "
                    "Check Space logs for `[RCEA] ...` messages.")
 
     signals, trades, analyzed, failed = [], [], 0, []
@@ -378,8 +411,8 @@ def run(timeframe, n_coins, thr, lam, mconf, maxhold, progress=gr.Progress()):
             print(f"[RCEA] {sym}: {e}", flush=True); failed.append(sym)
     progress(1.0, desc="Done")
 
-    scan = ["# RCEA Lite Market Scan Report",
-            f"**Timeframe:** {timeframe}",
+    scan = ["# RCEA Lite — OKX Market Scan",
+            f"**Timeframe:** {timeframe} | **OKX bar:** {TF_MAP[timeframe]}",
             f"**Coins requested:** {n_coins}",
             f"**Analyzed:** {analyzed}",
             f"**Failed:** {len(failed)}",
@@ -443,9 +476,9 @@ def run(timeframe, n_coins, thr, lam, mconf, maxhold, progress=gr.Progress()):
 
 
 # ---------- UI ----------
-with gr.Blocks(title="RCEA Lite v1.0") as demo:
-    gr.Markdown("# RCEA Lite v1.0 — Regime-Conditioned Evidence Accumulation\n"
-                "HMM regime detection (causal forward filtering) · No supervised ML")
+with gr.Blocks(title="RCEA Lite v1.0 — OKX") as demo:
+    gr.Markdown("# RCEA Lite v1.0 — OKX Edition\n"
+                "HMM regime detection (causal forward filtering) · No supervised ML · Data: OKX")
     with gr.Row():
         with gr.Column(scale=1):
             tf = gr.Dropdown(["15m", "1h", "4h", "1d"], value="1h", label="Timeframe")
@@ -465,8 +498,7 @@ with gr.Blocks(title="RCEA Lite v1.0") as demo:
         with gr.Tab("🪙 Coins"): coin_tbl = gr.Dataframe(interactive=False)
     btn.click(run, inputs=[tf, nc, thr_i, lam_i, mc_i, mh_i],
               outputs=[scan_out, met_out, sig_tbl, tr_tbl, reg_tbl, coin_tbl])
-    gr.Markdown("---\n**Disclaimer:** Research tool. Net of 0.10% commission + 0.05% slippage per side. "
-                "No supervised ML prediction is used.")
+    gr.Markdown("---\n**Data source:** OKX public REST API. Net of 0.10% commission + 0.05% slippage per side.")
 
 
 if __name__ == "__main__":