first commit

2026-05-22 13:06:42 +08:00
commit af5c249cf8
27 changed files with 1741 additions and 0 deletions
@@ -0,0 +1,88 @@
+import asyncio
+import logging
+from typing import Any
+
+import httpx
+
+from .config import settings
+from .http_client import httpx_client_kwargs
+
+logger = logging.getLogger(__name__)
+
+
+class BinanceFuturesClient:
+    def __init__(self) -> None:
+        self.base = settings.binance_fapi_base.rstrip("/")
+        self._symbols_cache: list[str] | None = None
+
+    async def _get(self, path: str, params: dict | None = None) -> Any:
+        url = f"{self.base}{path}"
+        async with httpx.AsyncClient(
+            timeout=30.0, **httpx_client_kwargs("binance")
+        ) as client:
+            resp = await client.get(url, params=params or {})
+            resp.raise_for_status()
+            return resp.json()
+
+    async def get_usdt_perpetual_symbols(self) -> list[str]:
+        if self._symbols_cache:
+            return self._symbols_cache
+        info = await self._get("/fapi/v1/exchangeInfo")
+        symbols = []
+        for s in info.get("symbols", []):
+            if (
+                s.get("contractType") == "PERPETUAL"
+                and s.get("quoteAsset") == "USDT"
+                and s.get("status") == "TRADING"
+            ):
+                symbols.append(s["symbol"])
+        self._symbols_cache = sorted(symbols)
+        logger.info("Loaded %d USDT perpetual symbols", len(self._symbols_cache))
+        return self._symbols_cache
+
+    def clear_symbol_cache(self) -> None:
+        self._symbols_cache = None
+
+    async def get_klines(
+        self,
+        symbol: str,
+        start_ms: int,
+        end_ms: int,
+        interval: str = "1h",
+    ) -> list[list]:
+        all_klines: list[list] = []
+        cursor = start_ms
+        while cursor < end_ms:
+            batch = await self._get(
+                "/fapi/v1/klines",
+                {
+                    "symbol": symbol,
+                    "interval": interval,
+                    "startTime": cursor,
+                    "endTime": end_ms,
+                    "limit": 1500,
+                },
+            )
+            if not batch:
+                break
+            all_klines.extend(batch)
+            last_open = int(batch[-1][0])
+            next_cursor = last_open + 3600_000
+            if next_cursor <= cursor:
+                break
+            cursor = next_cursor
+            if len(batch) < 1500:
+                break
+        return all_klines
+
+    async def get_price(self, symbol: str) -> float:
+        data = await self._get("/fapi/v1/ticker/price", {"symbol": symbol})
+        return float(data["price"])
+
+    async def get_prices_batch(self, symbols: list[str]) -> dict[str, float]:
+        tickers = await self._get("/fapi/v1/ticker/price")
+        sym_set = set(symbols)
+        return {t["symbol"]: float(t["price"]) for t in tickers if t["symbol"] in sym_set}
+
+
+binance_client = BinanceFuturesClient()