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trading_system/binance_client.py

@@ -39,6 +39,9 @@ class BinanceClient:
         self.unicorn_manager: Optional[UnicornWebSocketManager] = None
         self.use_unicorn = config.TRADING_CONFIG.get('USE_UNICORN_WEBSOCKET', True)
         self._symbol_info_cache: Dict[str, Dict] = {}  # 缓存交易对信息
+        self._last_request_time = {}  # 记录每个API端点的最后请求时间
+        self._request_delay = 0.1  # 请求间隔（秒），避免频率限制
+        self._semaphore = asyncio.Semaphore(10)  # 限制并发请求数
         
     async def connect(self, timeout: int = None, retries: int = None):
         """
@@ -176,6 +179,24 @@ class BinanceClient:
             logger.error(f"获取交易对失败: {e}")
             return []
     
+    async def _rate_limited_request(self, endpoint: str, coro):
+        """
+        带速率限制的API请求
+        
+        Args:
+            endpoint: API端点标识（用于记录请求时间）
+            coro: 异步协程
+        """
+        async with self._semaphore:
+            # 检查是否需要等待（避免请求过快）
+            if endpoint in self._last_request_time:
+                elapsed = asyncio.get_event_loop().time() - self._last_request_time[endpoint]
+                if elapsed < self._request_delay:
+                    await asyncio.sleep(self._request_delay - elapsed)
+            
+            self._last_request_time[endpoint] = asyncio.get_event_loop().time()
+            return await coro
+    
     async def get_klines(self, symbol: str, interval: str = '5m', limit: int = 2) -> List[List]:
         """
         获取K线数据（合约市场）
@@ -189,9 +210,16 @@ class BinanceClient:
             K线数据列表
         """
         try:
-            klines = await self.client.futures_klines(symbol=symbol, interval=interval, limit=limit)
+            klines = await self._rate_limited_request(
+                f'klines_{symbol}_{interval}',
+                self.client.futures_klines(symbol=symbol, interval=interval, limit=limit)
+            )
             return klines
         except BinanceAPIException as e:
+            error_code = e.code if hasattr(e, 'code') else None
+            if error_code == -1003:
+                logger.warning(f"获取 {symbol} K线数据失败: API请求频率过高，建议使用WebSocket或增加扫描间隔")
+            else:
                 logger.error(f"获取 {symbol} K线数据失败: {e}")
             return []
     
@@ -206,8 +234,14 @@ class BinanceClient:
             24小时行情数据
         """
         try:
-            ticker = await self.client.futures_symbol_ticker(symbol=symbol)
+            ticker = await self._rate_limited_request(
-            stats = await self.client.futures_ticker(symbol=symbol)
+                f'ticker_{symbol}',
+                self.client.futures_symbol_ticker(symbol=symbol)
+            )
+            stats = await self._rate_limited_request(
+                f'stats_{symbol}',
+                self.client.futures_ticker(symbol=symbol)
+            )
             return {
                 'symbol': symbol,
                 'price': float(ticker['price']),
@@ -215,9 +249,48 @@ class BinanceClient:
                 'changePercent': float(stats.get('priceChangePercent', 0))
             }
         except BinanceAPIException as e:
+            error_code = e.code if hasattr(e, 'code') else None
+            if error_code == -1003:
+                logger.warning(f"获取 {symbol} 24小时行情失败: API请求频率过高，建议使用WebSocket或增加扫描间隔")
+            else:
                 logger.error(f"获取 {symbol} 24小时行情失败: {e}")
             return None
     
+    async def get_all_tickers_24h(self) -> Dict[str, Dict]:
+        """
+        批量获取所有交易对的24小时行情数据（更高效）
+        
+        Returns:
+            交易对行情数据字典 {symbol: {price, volume, changePercent}}
+        """
+        try:
+            # 使用批量API，一次获取所有交易对的数据
+            tickers = await self._rate_limited_request(
+                'all_tickers',
+                self.client.futures_ticker()
+            )
+            
+            result = {}
+            for ticker in tickers:
+                symbol = ticker['symbol']
+                if symbol.endswith('USDT'):
+                    result[symbol] = {
+                        'symbol': symbol,
+                        'price': float(ticker.get('lastPrice', 0)),
+                        'volume': float(ticker.get('quoteVolume', 0)),
+                        'changePercent': float(ticker.get('priceChangePercent', 0))
+                    }
+            
+            logger.debug(f"批量获取到 {len(result)} 个交易对的24小时行情数据")
+            return result
+        except BinanceAPIException as e:
+            error_code = e.code if hasattr(e, 'code') else None
+            if error_code == -1003:
+                logger.warning(f"批量获取24小时行情失败: API请求频率过高，建议使用WebSocket或增加扫描间隔")
+            else:
+                logger.error(f"批量获取24小时行情失败: {e}")
+            return {}
+    
     async def get_account_balance(self) -> Dict[str, float]:
         """
         获取U本位合约账户余额

trading_system/market_scanner.py

@@ -46,8 +46,32 @@ class MarketScanner:
             logger.warning("未获取到交易对")
             return []
         
-        # 并发获取所有交易对的涨跌幅数据
+        # 先批量获取所有交易对的24小时行情数据（减少API请求）
-        tasks = [self._get_symbol_change(symbol) for symbol in symbols]
+        logger.info(f"批量获取 {len(symbols)} 个交易对的24小时行情数据...")
+        all_tickers = await self.client.get_all_tickers_24h()
+        
+        # 过滤最小涨跌幅和成交量，减少需要详细分析的交易对数量
+        pre_filtered_symbols = []
+        for symbol in symbols:
+            ticker = all_tickers.get(symbol)
+            if ticker:
+                change_percent = abs(ticker.get('changePercent', 0))
+                volume = ticker.get('volume', 0)
+                if (change_percent >= config.TRADING_CONFIG['MIN_CHANGE_PERCENT'] and
+                    volume >= config.TRADING_CONFIG['MIN_VOLUME_24H']):
+                    pre_filtered_symbols.append(symbol)
+        
+        logger.info(f"初步筛选后，需要详细分析的交易对: {len(pre_filtered_symbols)} 个")
+        
+        # 只对符合条件的交易对进行详细分析（获取K线和技术指标）
+        # 限制并发数量，避免请求过快
+        semaphore = asyncio.Semaphore(5)  # 最多5个并发请求
+        
+        async def get_symbol_change_with_limit(symbol):
+            async with semaphore:
+                return await self._get_symbol_change(symbol, all_tickers.get(symbol))
+        
+        tasks = [get_symbol_change_with_limit(symbol) for symbol in pre_filtered_symbols]
         results = await asyncio.gather(*tasks, return_exceptions=True)
         
         # 过滤有效结果
@@ -115,19 +139,24 @@ class MarketScanner:
         
         return top_n
     
-    async def _get_symbol_change(self, symbol: str) -> Optional[Dict]:
+    async def _get_symbol_change(self, symbol: str, ticker_data: Optional[Dict] = None) -> Optional[Dict]:
         """
         获取单个交易对的涨跌幅和技术指标
         
         Args:
             symbol: 交易对
+            ticker_data: 可选的24小时行情数据（如果已批量获取）
             
         Returns:
             包含涨跌幅和技术指标信息的字典
         """
         try:
-            # 获取24小时行情数据
+            # 如果已有批量获取的数据，直接使用；否则单独获取
+            if ticker_data:
+                ticker = ticker_data
+            else:
                 ticker = await self.client.get_ticker_24h(symbol)
+            
             if not ticker:
                 return None