Throttle OKX amp-stats candle pagination and retry on 429.

Add page pauses, exponential backoff, and cooldown before swap fallback to avoid rate limits.

Co-authored-by: Cursor <cursoragent@cursor.com>

lib/hub/amp_stats_lib.py

@@ -7,6 +7,7 @@ from __future__ import annotations
 import csv
 import io
 import statistics
+import time
 from datetime import date, datetime, timedelta
 from typing import Any, Callable, Optional
 from zoneinfo import ZoneInfo
@@ -401,6 +402,51 @@ def _parse_okx_candle_row(row: list) -> Optional[dict[str, Any]]:
     return {"ts": ts, "o": o, "h": h, "l": l, "c": c}
 
 
+def _okx_get_json(
+    client: httpx.Client,
+    url: str,
+    params: dict[str, str],
+    *,
+    retries: int = 8,
+) -> dict[str, Any]:
+    """GET OKX 公共行情;遇 429 指数退避重试."""
+    last_err: Optional[BaseException] = None
+    for attempt in range(max(1, int(retries))):
+        try:
+            r = client.get(url, params=params)
+            if r.status_code == 429:
+                wait = min(12.0, 0.7 * (2**attempt))
+                time.sleep(wait)
+                last_err = httpx.HTTPStatusError(
+                    f"429 Too Many Requests for url '{r.url}'",
+                    request=r.request,
+                    response=r,
+                )
+                continue
+            r.raise_for_status()
+            body = r.json()
+            if not isinstance(body, dict):
+                raise RuntimeError("OKX 返回非对象 JSON")
+            return body
+        except httpx.HTTPStatusError as exc:
+            status = exc.response.status_code if exc.response is not None else None
+            if status == 429 and attempt + 1 < retries:
+                wait = min(12.0, 0.7 * (2**attempt))
+                time.sleep(wait)
+                last_err = exc
+                continue
+            raise
+        except httpx.TransportError as exc:
+            if attempt + 1 < retries:
+                time.sleep(min(8.0, 0.5 * (2**attempt)))
+                last_err = exc
+                continue
+            raise
+    if last_err is not None:
+        raise last_err
+    raise RuntimeError("OKX 请求失败")
+
+
 def fetch_okx_candles(
     *,
     url: str,
@@ -412,10 +458,13 @@ def fetch_okx_candles(
     timeout: float = 30.0,
     history_url: Optional[str] = None,
     max_pages: int = 200,
+    page_pause_sec: float = 0.12,
+    history_page_pause_sec: float = 0.22,
 ) -> list[dict[str, Any]]:
     """拉取 [since_ms, until_ms] 覆盖的 K 线(含边界).
 
     OKX 近期接口约仅 1440 根;更早需 history_* 端点续拉.
+    分页带间隔,429 自动退避重试.
     """
     own = client is None
     client = client or httpx.Client(
@@ -428,40 +477,33 @@ def fetch_okx_candles(
         after: Optional[str] = None
         active_url = url
         switched_history = False
-        empty_streak = 0
-        for _ in range(max(20, int(max_pages))):
+        for page_i in range(max(20, int(max_pages))):
+            if page_i > 0:
+                pause = history_page_pause_sec if switched_history or "history" in active_url else page_pause_sec
+                if pause > 0:
+                    time.sleep(pause)
             params: dict[str, str] = {"instId": inst_id, "bar": bar, "limit": "100"}
             if after:
                 params["after"] = after
-            r = client.get(active_url, params=params)
-            r.raise_for_status()
-            body = r.json()
+            body = _okx_get_json(client, active_url, params)
             if str(body.get("code") or "") not in ("0", "0.0", ""):
                 raise RuntimeError(body.get("msg") or f"OKX error {body.get('code')}")
             data = body.get("data") or []
             if not data:
-                empty_streak += 1
                 # 近期接口到头 → 切历史端点再试
-                if (
-                    history_url
-                    and not switched_history
-                    and after is not None
-                ):
+                if history_url and not switched_history and after is not None:
                     active_url = history_url
                     switched_history = True
-                    empty_streak = 0
+                    time.sleep(max(history_page_pause_sec, 0.35))
                     continue
                 break
-            empty_streak = 0
             oldest_ts = None
-            newest_in_page = None
             for row in data:
                 parsed = _parse_okx_candle_row(row)
                 if not parsed:
                     continue
                 ts = int(parsed["ts"])
                 oldest_ts = ts if oldest_ts is None else min(oldest_ts, ts)
-                newest_in_page = ts if newest_in_page is None else max(newest_in_page, ts)
                 if ts < since_ms - 3600 * 1000:
                     continue
                 if ts > until_ms + 3600 * 1000:
@@ -476,6 +518,7 @@ def fetch_okx_candles(
                 if history_url and not switched_history:
                     active_url = history_url
                     switched_history = True
+                    time.sleep(max(history_page_pause_sec, 0.35))
                     continue
                 break
             after = str(oldest_ts)
@@ -488,6 +531,7 @@ def fetch_okx_candles(
             ):
                 active_url = history_url
                 switched_history = True
+                time.sleep(max(history_page_pause_sec, 0.35))
         return [out[k] for k in sorted(out.keys())]
     finally:
         if own:
@@ -508,6 +552,7 @@ def fetch_symbol_bars(
         bars = fetch_fn(inst_id=meta["index_inst"], since_ms=since_ms, until_ms=until_ms)
         return bars, f"okx_index:{meta['index_inst']}", meta["index_inst"]
 
+    index_err: Optional[BaseException] = None
     try:
         bars = fetch_okx_candles(
             url=OKX_INDEX_CANDLES,
@@ -518,18 +563,25 @@ def fetch_symbol_bars(
         )
         if bars:
             return bars, f"okx_index:{meta['index_inst']}", meta["index_inst"]
-    except Exception:
-        bars = []
+    except Exception as exc:
+        index_err = exc
+        # 指数侧已触发限频时先冷却,再降级永续,避免连环 429
+        time.sleep(1.2)
 
-    bars = fetch_okx_candles(
-        url=OKX_SWAP_CANDLES,
-        history_url=OKX_HISTORY_SWAP_CANDLES,
-        inst_id=meta["swap_inst"],
-        since_ms=since_ms,
-        until_ms=until_ms,
-    )
+    try:
+        bars = fetch_okx_candles(
+            url=OKX_SWAP_CANDLES,
+            history_url=OKX_HISTORY_SWAP_CANDLES,
+            inst_id=meta["swap_inst"],
+            since_ms=since_ms,
+            until_ms=until_ms,
+        )
+    except Exception as exc:
+        detail = f"index={index_err}; swap={exc}" if index_err else str(exc)
+        raise RuntimeError(f"OKX K线拉取失败({detail})") from exc
     if not bars:
-        raise RuntimeError("OKX 指数与永续 K 线均无数据")
+        detail = f"index={index_err}" if index_err else "empty"
+        raise RuntimeError(f"OKX 指数与永续 K 线均无数据({detail})")
     return bars, f"okx_swap:{meta['swap_inst']}", meta["swap_inst"]