dekun
89 lines
2.8 KiB
Python
89 lines
2.8 KiB
Python
import asyncio
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import logging
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from typing import Any
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import httpx
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from .config import settings
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from .http_client import httpx_client_kwargs
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logger = logging.getLogger(__name__)
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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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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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async def get_usdt_perpetual_symbols(self) -> list[str]:
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if self._symbols_cache:
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return self._symbols_cache
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info = await self._get("/fapi/v1/exchangeInfo")
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symbols = []
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for s in info.get("symbols", []):
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if (
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s.get("contractType") == "PERPETUAL"
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and s.get("quoteAsset") == "USDT"
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and s.get("status") == "TRADING"
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):
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symbols.append(s["symbol"])
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self._symbols_cache = sorted(symbols)
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logger.info("Loaded %d USDT perpetual symbols", len(self._symbols_cache))
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return self._symbols_cache
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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_klines(
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self,
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symbol: str,
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start_ms: int,
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end_ms: int,
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interval: str = "1h",
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) -> list[list]:
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all_klines: list[list] = []
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cursor = start_ms
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while cursor < end_ms:
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batch = await self._get(
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"/fapi/v1/klines",
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{
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"symbol": symbol,
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"interval": interval,
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"startTime": cursor,
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"endTime": end_ms,
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"limit": 1500,
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},
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)
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if not batch:
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break
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all_klines.extend(batch)
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last_open = int(batch[-1][0])
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next_cursor = last_open + 3600_000
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if next_cursor <= cursor:
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break
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cursor = next_cursor
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if len(batch) < 1500:
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break
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return all_klines
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async def get_price(self, symbol: str) -> float:
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data = await self._get("/fapi/v1/ticker/price", {"symbol": symbol})
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return float(data["price"])
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async def get_prices_batch(self, symbols: list[str]) -> dict[str, float]:
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tickers = await self._get("/fapi/v1/ticker/price")
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sym_set = set(symbols)
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return {t["symbol"]: float(t["price"]) for t in tickers if t["symbol"] in sym_set}
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binance_client = BinanceFuturesClient()
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