修改限速
This commit is contained in:
@@ -85,12 +85,36 @@ async def _fetch_symbol_stats(
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return None
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async def _pick_candidate_symbols(symbols: list[str]) -> list[str]:
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"""用 24h ticker 成交额预筛,避免对全市场并发拉 K 线触发 418 封禁。"""
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try:
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tickers = await binance_client.get_24hr_tickers()
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vol_map = {
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t["symbol"]: float(t.get("quoteVolume", 0) or 0)
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for t in tickers
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if t.get("symbol") in symbols
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}
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ranked = sorted(symbols, key=lambda s: vol_map.get(s, 0.0), reverse=True)
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pool = min(settings.candidate_pool, len(ranked))
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picked = ranked[:pool]
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logger.info(
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"Candidate pool: %d / %d symbols (by 24h quoteVolume)",
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len(picked),
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len(symbols),
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)
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return picked
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except Exception as e:
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logger.warning("24hr ticker prescreen failed, using full list: %s", e)
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return symbols
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async def aggregate_period(
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start: datetime,
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end: datetime,
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use_live_prices: bool = False,
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) -> list[dict]:
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symbols = await binance_client.get_usdt_perpetual_symbols()
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candidates = await _pick_candidate_symbols(symbols)
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start_ms = to_ms(start)
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end_ms = to_ms(end)
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@@ -103,8 +127,15 @@ async def aggregate_period(
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sem = asyncio.Semaphore(settings.max_concurrency)
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tasks = [
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_fetch_symbol_stats(s, start_ms, end_ms, prices, sem) for s in symbols
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_fetch_symbol_stats(s, start_ms, end_ms, prices, sem) for s in candidates
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]
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logger.info(
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"Aggregating period %s ~ %s (%d symbols, concurrency=%d)",
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start.isoformat(),
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end.isoformat(),
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len(candidates),
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settings.max_concurrency,
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)
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results = await asyncio.gather(*tasks)
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stats = [r for r in results if r is not None and r.quote_volume > 0]
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stats.sort(key=lambda x: x.quote_volume, reverse=True)
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+84
-6
@@ -1,5 +1,6 @@
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import asyncio
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import logging
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import time
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from typing import Any
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import httpx
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@@ -9,20 +10,92 @@ from .http_client import httpx_client_kwargs
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logger = logging.getLogger(__name__)
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# 418 = IP 被币安临时封禁(请求过快);429 = 触发频率限制
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_RATE_LIMIT_CODES = {418, 429}
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class BinanceFuturesClient:
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def __init__(self) -> None:
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self.base = settings.binance_fapi_base.rstrip("/")
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self._symbols_cache: list[str] | None = None
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self._client: httpx.AsyncClient | None = None
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self._throttle_lock = asyncio.Lock()
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self._last_request_at: float = 0.0
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self._ban_until: float = 0.0
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async def _ensure_client(self) -> httpx.AsyncClient:
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if self._client is None or self._client.is_closed:
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limits = httpx.Limits(
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max_connections=max(2, settings.max_concurrency),
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max_keepalive_connections=max(2, settings.max_concurrency),
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)
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self._client = httpx.AsyncClient(
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timeout=30.0,
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limits=limits,
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**httpx_client_kwargs("binance"),
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)
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return self._client
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async def close(self) -> None:
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if self._client and not self._client.is_closed:
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await self._client.aclose()
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self._client = None
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async def _throttle(self) -> None:
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async with self._throttle_lock:
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now = time.monotonic()
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if now < self._ban_until:
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wait = self._ban_until - now
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logger.warning("Binance IP cooldown, sleeping %.0fs", wait)
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await asyncio.sleep(wait)
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gap = settings.request_interval_sec - (now - self._last_request_at)
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if gap > 0:
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await asyncio.sleep(gap)
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self._last_request_at = time.monotonic()
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async def _get(self, path: str, params: dict | None = None) -> Any:
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url = f"{self.base}{path}"
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async with httpx.AsyncClient(
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timeout=30.0, **httpx_client_kwargs("binance")
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) as client:
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resp = await client.get(url, params=params or {})
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resp.raise_for_status()
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return resp.json()
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last_err: Exception | None = None
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for attempt in range(1, settings.max_retries + 1):
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await self._throttle()
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try:
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client = await self._ensure_client()
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resp = await client.get(url, params=params or {})
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if resp.status_code in _RATE_LIMIT_CODES:
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retry_after = int(
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resp.headers.get("Retry-After", settings.ban_cooldown_sec)
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)
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retry_after = max(retry_after, settings.ban_cooldown_sec)
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self._ban_until = time.monotonic() + retry_after
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logger.warning(
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"Binance HTTP %s on %s, cooldown %ss (attempt %d/%d)",
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resp.status_code,
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path,
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retry_after,
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attempt,
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settings.max_retries,
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)
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last_err = httpx.HTTPStatusError(
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f"{resp.status_code}",
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request=resp.request,
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response=resp,
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)
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await asyncio.sleep(retry_after)
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continue
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resp.raise_for_status()
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return resp.json()
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except httpx.HTTPStatusError as e:
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last_err = e
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if e.response.status_code in _RATE_LIMIT_CODES:
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continue
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raise
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except (httpx.ConnectError, httpx.ReadTimeout) as e:
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last_err = e
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logger.warning("Binance request error %s (attempt %d)", path, attempt)
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await asyncio.sleep(min(2 * attempt, 10))
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raise last_err or RuntimeError(f"Binance request failed: {path}")
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async def get_usdt_perpetual_symbols(self) -> list[str]:
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if self._symbols_cache:
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@@ -43,6 +116,11 @@ class BinanceFuturesClient:
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def clear_symbol_cache(self) -> None:
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self._symbols_cache = None
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async def get_24hr_tickers(self) -> list[dict]:
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"""单次请求获取全市场 24h 行情(用于缩小 K 线拉取范围)。"""
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data = await self._get("/fapi/v1/ticker/24hr")
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return data if isinstance(data, list) else []
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async def get_klines(
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self,
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symbol: str,
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@@ -21,7 +21,11 @@ class Settings(BaseSettings):
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host: str = "127.0.0.1"
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port: int = 21450
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db_path: str = str(ROOT_DIR / "data" / "monitor.db")
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max_concurrency: int = 20
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max_concurrency: int = 3
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request_interval_sec: float = 0.15
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ban_cooldown_sec: int = 90
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max_retries: int = 5
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candidate_pool: int = 150
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# 代理默认关闭;仅当 PROXY_ENABLED=true 时生效
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proxy_enabled: bool = False
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proxy_url: str = "socks5h://192.168.8.4:1081"
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@@ -18,6 +18,8 @@ logging.basicConfig(
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level=logging.INFO,
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format="%(asctime)s [%(levelname)s] %(name)s: %(message)s",
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)
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logging.getLogger("httpx").setLevel(logging.WARNING)
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logging.getLogger("httpcore").setLevel(logging.WARNING)
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logger = logging.getLogger(__name__)
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WEB_DIR = ROOT_DIR / "web"
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