增加排序

This commit is contained in:
dekun
2026-05-22 13:30:50 +08:00
parent 08b840c0c5
commit ee621976db
8 changed files with 251 additions and 77 deletions
+84 -34
View File
@@ -1,17 +1,20 @@
import asyncio
import json
import logging
import time
from pathlib import Path
from typing import Any
import httpx
from .config import settings
from .config import ROOT_DIR, settings
from .exceptions import BinanceRateLimitedError
from .http_client import httpx_client_kwargs
logger = logging.getLogger(__name__)
# 418 = IP 被币安临时封禁(请求过快);429 = 触发频率限制
_RATE_LIMIT_CODES = {418, 429}
_SYMBOLS_CACHE_FILE = ROOT_DIR / "data" / "symbols_cache.json"
class BinanceFuturesClient:
@@ -23,6 +26,16 @@ class BinanceFuturesClient:
self._last_request_at: float = 0.0
self._ban_until: float = 0.0
def is_rate_limited(self) -> bool:
return time.monotonic() < self._ban_until
def rate_limit_remaining_sec(self) -> int:
return max(0, int(self._ban_until - time.monotonic()))
def _set_ban(self, retry_after: int) -> None:
retry_after = max(retry_after, settings.ban_cooldown_sec)
self._ban_until = max(self._ban_until, time.monotonic() + retry_after)
async def _ensure_client(self) -> httpx.AsyncClient:
if self._client is None or self._client.is_closed:
limits = httpx.Limits(
@@ -42,12 +55,15 @@ class BinanceFuturesClient:
self._client = None
async def _throttle(self) -> None:
if self.is_rate_limited():
remaining = self.rate_limit_remaining_sec()
raise BinanceRateLimitedError(remaining, "throttle")
async with self._throttle_lock:
now = time.monotonic()
if now < self._ban_until:
wait = self._ban_until - now
logger.warning("Binance IP cooldown, sleeping %.0fs", wait)
await asyncio.sleep(wait)
raise BinanceRateLimitedError(
int(self._ban_until - now), "throttle"
)
gap = settings.request_interval_sec - (now - self._last_request_at)
if gap > 0:
await asyncio.sleep(gap)
@@ -58,7 +74,11 @@ class BinanceFuturesClient:
last_err: Exception | None = None
for attempt in range(1, settings.max_retries + 1):
await self._throttle()
try:
await self._throttle()
except BinanceRateLimitedError:
raise
try:
client = await self._ensure_client()
resp = await client.get(url, params=params or {})
@@ -66,58 +86,88 @@ class BinanceFuturesClient:
retry_after = int(
resp.headers.get("Retry-After", settings.ban_cooldown_sec)
)
retry_after = max(retry_after, settings.ban_cooldown_sec)
self._ban_until = time.monotonic() + retry_after
logger.warning(
"Binance HTTP %s on %s, cooldown %ss (attempt %d/%d)",
self._set_ban(retry_after)
logger.error(
"Binance HTTP %s on %s — IP 封禁约 %ss,停止重试",
resp.status_code,
path,
retry_after,
attempt,
settings.max_retries,
)
last_err = httpx.HTTPStatusError(
f"{resp.status_code}",
request=resp.request,
response=resp,
)
await asyncio.sleep(retry_after)
continue
raise BinanceRateLimitedError(retry_after, path)
resp.raise_for_status()
return resp.json()
except BinanceRateLimitedError:
raise
except httpx.HTTPStatusError as e:
last_err = e
if e.response.status_code in _RATE_LIMIT_CODES:
continue
raise
raise
except (httpx.ConnectError, httpx.ReadTimeout) as e:
last_err = e
logger.warning("Binance request error %s (attempt %d)", path, attempt)
logger.warning("Binance network error %s (attempt %d)", path, attempt)
await asyncio.sleep(min(2 * attempt, 10))
raise last_err or RuntimeError(f"Binance request failed: {path}")
def _load_symbols_file(self) -> list[str] | None:
try:
if _SYMBOLS_CACHE_FILE.exists():
data = json.loads(_SYMBOLS_CACHE_FILE.read_text(encoding="utf-8"))
if isinstance(data, list) and data:
return sorted(data)
except Exception as e:
logger.warning("Load symbols cache file failed: %s", e)
return None
def _save_symbols_file(self, symbols: list[str]) -> None:
try:
_SYMBOLS_CACHE_FILE.parent.mkdir(parents=True, exist_ok=True)
_SYMBOLS_CACHE_FILE.write_text(
json.dumps(symbols, ensure_ascii=False),
encoding="utf-8",
)
except Exception as e:
logger.warning("Save symbols cache file failed: %s", e)
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
if self.is_rate_limited():
cached = self._load_symbols_file()
if cached:
self._symbols_cache = cached
logger.info("Using cached symbols file (%d)", len(cached))
return cached
raise BinanceRateLimitedError(self.rate_limit_remaining_sec(), "symbols")
try:
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)
self._save_symbols_file(self._symbols_cache)
logger.info("Loaded %d USDT perpetual symbols", len(self._symbols_cache))
return self._symbols_cache
except BinanceRateLimitedError:
cached = self._load_symbols_file()
if cached:
self._symbols_cache = cached
logger.info("Rate limited, using symbols file (%d)", len(cached))
return cached
raise
def clear_symbol_cache(self) -> None:
self._symbols_cache = None
async def get_24hr_tickers(self) -> list[dict]:
"""单次请求获取全市场 24h 行情(用于缩小 K 线拉取范围)。"""
data = await self._get("/fapi/v1/ticker/24hr")
return data if isinstance(data, list) else []