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薇薇安
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@ -42,6 +42,8 @@ class BinanceClient:
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self._last_request_time = {} # 记录每个API端点的最后请求时间
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self._request_delay = 0.1 # 请求间隔（秒），避免频率限制
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self._semaphore = asyncio.Semaphore(10) # 限制并发请求数
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self._price_cache: Dict[str, Dict] = {} # WebSocket价格缓存 {symbol: {price, volume, changePercent, timestamp}}
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self._price_cache_ttl = 60 # 价格缓存有效期（秒）
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async def connect(self, timeout: int = None, retries: int = None):
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"""
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@ -87,6 +89,7 @@ class BinanceClient:
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logger.info("✓ Unicorn WebSocket管理器启动成功")
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# 启动异步数据处理
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asyncio.create_task(self.unicorn_manager.process_stream_data())
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logger.info("WebSocket价格缓存已启用，将在订阅交易对后自动更新")
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else:
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logger.warning("Unicorn WebSocket管理器启动失败，将使用标准WebSocket")
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self.unicorn_manager = None
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@ -223,9 +226,45 @@ class BinanceClient:
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logger.error(f"获取 {symbol} K线数据失败: {e}")
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return []
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def _on_price_update(self, symbol: str, price: float = None, price_data: Dict = None):
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"""
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WebSocket价格更新回调，自动更新缓存
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Args:
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symbol: 交易对
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price: 最新价格（可选）
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price_data: 完整的ticker数据（可选）
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"""
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import time
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try:
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# 如果提供了price_data，优先使用它
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if price_data and isinstance(price_data, dict):
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# 从price_data中提取信息
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current_price = float(price_data.get('c', price_data.get('lastPrice', price or 0)))
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volume = float(price_data.get('v', price_data.get('quoteVolume', 0)))
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change_percent = float(price_data.get('P', price_data.get('priceChangePercent', 0)))
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elif price:
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# 如果只有价格，使用价格
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current_price = price
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volume = 0
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change_percent = 0
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else:
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return
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self._price_cache[symbol] = {
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'symbol': symbol,
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'price': current_price,
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'volume': volume,
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'changePercent': change_percent,
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'timestamp': time.time()
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}
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except Exception as e:
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logger.debug(f"更新价格缓存失败 {symbol}: {e}")
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async def get_ticker_24h(self, symbol: str) -> Optional[Dict]:
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"""
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获取24小时行情数据（合约市场）
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优先从WebSocket缓存读取，如果缓存不可用或过期则使用REST API
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Args:
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symbol: 交易对
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@ -233,6 +272,22 @@ class BinanceClient:
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Returns:
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24小时行情数据
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"""
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import time
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# 优先从WebSocket缓存读取
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if symbol in self._price_cache:
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cached = self._price_cache[symbol]
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cache_age = time.time() - cached.get('timestamp', 0)
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if cache_age < self._price_cache_ttl:
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logger.debug(f"从WebSocket缓存获取 {symbol} 价格")
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return {
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'symbol': symbol,
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'price': cached['price'],
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'volume': cached.get('volume', 0),
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'changePercent': cached.get('changePercent', 0)
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}
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# 如果缓存不可用或过期，使用REST API（fallback）
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try:
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ticker = await self._rate_limited_request(
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f'ticker_{symbol}',
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@ -242,12 +297,20 @@ class BinanceClient:
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f'stats_{symbol}',
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self.client.futures_ticker(symbol=symbol)
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)
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return {
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result = {
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'symbol': symbol,
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'price': float(ticker['price']),
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'volume': float(stats.get('quoteVolume', 0)),
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'changePercent': float(stats.get('priceChangePercent', 0))
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}
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# 更新缓存
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if self.unicorn_manager:
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import time
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self._price_cache[symbol] = {
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**result,
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'timestamp': time.time()
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}
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return result
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except BinanceAPIException as e:
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error_code = e.code if hasattr(e, 'code') else None
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if error_code == -1003:
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@ -599,13 +662,14 @@ class BinanceClient:
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logger.error(f"设置杠杆失败: {e}")
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return False
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def subscribe_realtime_prices(self, symbols: List[str], callback) -> bool:
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def subscribe_realtime_prices(self, symbols: List[str], callback = None) -> bool:
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"""
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订阅实时价格流（使用Unicorn）
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Args:
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symbols: 交易对列表
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callback: 价格更新回调函数 callback(symbol, price, price_data)
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callback: 可选的价格更新回调函数 callback(symbol, price, price_data)
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如果不提供，将使用默认的缓存更新回调
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Returns:
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是否成功
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@ -615,6 +679,10 @@ class BinanceClient:
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return False
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try:
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# 如果没有提供回调，使用默认的缓存更新回调
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if callback is None:
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callback = self._on_price_update
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self.unicorn_manager.subscribe_ticker(symbols, callback)
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logger.info(f"订阅 {len(symbols)} 个交易对的实时价格流")
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return True
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@ -145,7 +145,25 @@ async def main():
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logger.error("请先充值到合约账户")
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return
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# 3. 初始化各个模块
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# 3. 订阅所有USDT交易对的实时价格流（WebSocket优化）
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if client.unicorn_manager:
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logger.info("订阅所有USDT交易对的实时价格流（WebSocket）...")
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try:
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all_pairs = await client.get_all_usdt_pairs()
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if all_pairs:
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# 订阅前100个最活跃的交易对（避免订阅过多）
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# 可以根据需要调整数量
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max_subscribe = 100
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pairs_to_subscribe = all_pairs[:max_subscribe]
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if client.subscribe_realtime_prices(pairs_to_subscribe):
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logger.info(f"✓ 已订阅 {len(pairs_to_subscribe)} 个交易对的实时价格流")
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logger.info("价格数据将通过WebSocket实时更新，减少REST API调用")
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else:
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logger.warning("订阅实时价格流失败，将使用REST API")
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except Exception as e:
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logger.warning(f"订阅实时价格流时出错: {e}，将使用REST API作为fallback")
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# 4. 初始化各个模块
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logger.info("初始化交易模块...")
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scanner = MarketScanner(client)
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risk_manager = RiskManager(client)
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@ -261,16 +261,22 @@ class UnicornWebSocketManager:
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# 处理ticker数据
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if 'event_type' in data and data['event_type'] == '24hrTicker':
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price_data = data.get('data', {})
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if 'c' in price_data: # 最新价格
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price = float(price_data['c'])
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if price_data:
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# 提取交易对符号（从stream名称或数据中）
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stream_symbol = symbol
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if not stream_symbol and 's' in price_data:
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stream_symbol = price_data['s'] # 交易对符号
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if stream_symbol:
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price = float(price_data.get('c', price_data.get('lastPrice', 0)))
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# 调用所有注册的回调
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if symbol in self.price_callbacks:
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for callback in self.price_callbacks[symbol]:
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if stream_symbol in self.price_callbacks:
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for callback in self.price_callbacks[stream_symbol]:
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try:
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if asyncio.iscoroutinefunction(callback):
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await callback(symbol, price, price_data)
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await callback(stream_symbol, price, price_data)
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else:
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callback(symbol, price, price_data)
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callback(stream_symbol, price, price_data)
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except Exception as e:
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logger.debug(f"回调函数执行失败: {e}")
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