编辑代码

import pandas as pd
import json

# 读取数据
with open('/Users/parrot/Desktop/222.txt', 'r') as f:
    data = json.load(f)

# 1. 交易对基本信息
symbols = []
for item in data:
    symbol = item['symbol']
    base = symbol[:-4] if symbol.endswith('USDT') or symbol.endswith('USDC') else symbol[:-5]
    quote = symbol[-4:] if symbol.endswith('USDT') or symbol.endswith('USDC') else symbol[-5:]
    symbols.append({'Symbol': symbol, 'Base Asset': base, 'Quote Asset': quote})
df_symbols = pd.DataFrame(symbols)

# 2. 杠杆档位详情
brackets = []
for item in data:
    for bracket in item['brackets']:
        brackets.append({
            'Symbol': item['symbol'],
            'Bracket': bracket['bracket'],
            'Initial Leverage': bracket['initialLeverage'],
            'Notional Cap': bracket['notionalCap'],
            'Notional Floor': bracket['notionalFloor'],
            'Maint Margin Ratio': bracket['maintMarginRatio'],
            'Cum': bracket['cum']
        })
df_brackets = pd.DataFrame(brackets)

# 3. 杠杆汇总
leverage_summary = []
for item in data:
    leverages = [b['initialLeverage'] for b in item['brackets']]
    leverage_summary.append({
        'Symbol': item['symbol'],
        'Max Leverage': max(leverages),
        'Min Leverage': min(leverages),
        'Bracket Count': len(item['brackets'])
    })
df_leverage = pd.DataFrame(leverage_summary)

# 4. 维持保证金率分析
margin_analysis = []
for item in data:
    ratios = [b['maintMarginRatio'] for b in item['brackets']]
    margin_analysis.append({
        'Symbol': item['symbol'],
        'Min Maint Margin Ratio': min(ratios),
        'Max Maint Margin Ratio': max(ratios)
    })
df_margin = pd.DataFrame(margin_analysis)

# 导出为Excel
with pd.ExcelWriter('output.xlsx') as writer:
    df_symbols.to_excel(writer, sheet_name='Symbols', index=False)
    df_brackets.to_excel(writer, sheet_name='Brackets', index=False)
    df_leverage.to_excel(writer, sheet_name='Leverage Summary', index=False)
    df_margin.to_excel(writer, sheet_name='Margin Analysis', index=False)