fix(okx): cache options balances and stop SSE from hammering exchange API

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-07 11:15:06 +08:00
parent 799a4d6b8b
commit 2ad9e049f3
6 changed files with 82 additions and 37 deletions
+44 -8
View File
@@ -16,6 +16,8 @@ _OKX_OPTION_ERR_ZH: dict[str, str] = {
"51019": "期权买入须使用逐仓模式(全仓模式下不能持有多头净头寸)",
}
_OPTIONS_BALANCE_CACHE: dict[str, Any] = {"updated_at": 0.0, "data": None}
def _okx_trade_error_message(exc: BaseException | None = None, resp: Any = None) -> str:
row: dict[str, Any] | None = None
@@ -199,7 +201,15 @@ def fetch_account_balances_by_type(ex: ccxt.okx, account_type: str) -> dict[str,
return out
def fetch_options_balances(ex: ccxt.okx) -> dict[str, Any]:
def fetch_options_balances(ex: ccxt.okx, *, force: bool = False) -> dict[str, Any]:
import os
ttl = float(os.getenv("OKX_OPTIONS_BALANCE_REFRESH_SEC", "30"))
now = time.time()
cached = _OPTIONS_BALANCE_CACHE.get("data")
if not force and cached is not None and now - float(_OPTIONS_BALANCE_CACHE.get("updated_at") or 0) < ttl:
return dict(cached)
funding = fetch_account_balances_by_type(ex, "funding")
trading = fetch_account_balances_by_type(ex, "trading")
# 统一账户部分 USDC 可能在 swap 类型
@@ -207,7 +217,7 @@ def fetch_options_balances(ex: ccxt.okx) -> dict[str, Any]:
swap_bal = fetch_account_balances_by_type(ex, "swap")
if swap_bal.get("USDC") is not None:
trading["USDC"] = swap_bal["USDC"]
return {
result = {
"funding_usdt": funding.get("USDT"),
"funding_usdc": funding.get("USDC"),
"funding_usdg": funding.get("USDG"),
@@ -215,6 +225,32 @@ def fetch_options_balances(ex: ccxt.okx) -> dict[str, Any]:
"trading_usdc": trading.get("USDC"),
"trading_usdg": trading.get("USDG"),
}
_OPTIONS_BALANCE_CACHE["updated_at"] = now
_OPTIONS_BALANCE_CACHE["data"] = result
return result
def options_header_balances(
ex: ccxt.okx,
*,
force: bool = False,
) -> tuple[float | None, float | None, float | None]:
"""顶栏三格:交易 USDC、资金 USDC、资金 USDT(单次拉取 + 缓存)。"""
bal = fetch_options_balances(ex, force=force)
def _round(v: Any) -> float | None:
if v is None:
return None
try:
return round(float(v), 2)
except (TypeError, ValueError):
return None
return (
_round(bal.get("trading_usdc")),
_round(bal.get("funding_usdc")),
_round(bal.get("funding_usdt")),
)
def fetch_index_price(ex: ccxt.okx, uly: str) -> float | None:
@@ -525,24 +561,24 @@ def transfer_ccy(
_OKX_ACCT_CODE = {"funding": "6", "trading": "18", "spot": "18"}
def fetch_options_trading_usdc(ex: ccxt.okx) -> float | None:
bal = fetch_options_balances(ex)
def fetch_options_trading_usdc(ex: ccxt.okx, *, force: bool = False) -> float | None:
bal = fetch_options_balances(ex, force=force)
v = bal.get("trading_usdc")
if v is None:
return None
return round(float(v), 2)
def fetch_options_funding_usdc(ex: ccxt.okx) -> float | None:
bal = fetch_options_balances(ex)
def fetch_options_funding_usdc(ex: ccxt.okx, *, force: bool = False) -> float | None:
bal = fetch_options_balances(ex, force=force)
v = bal.get("funding_usdc")
if v is None:
return None
return round(float(v), 2)
def fetch_options_funding_usdt(ex: ccxt.okx) -> float | None:
bal = fetch_options_balances(ex)
def fetch_options_funding_usdt(ex: ccxt.okx, *, force: bool = False) -> float | None:
bal = fetch_options_balances(ex, force=force)
v = bal.get("funding_usdt")
if v is None:
return None