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>

docs/振幅统计说明.md

@@ -53,6 +53,7 @@
 
 K 线粒度：**1H**（与整点对齐）；价源优先 OKX 指数（ETH-USD / BTC-USD），失败再降级永续标记。  
 近期 K 线接口约仅 **1440** 根（1H≈60 天）；更长周期自动续拉 `history-index-candles` / `history-candles`。  
+分页带间隔，遇 OKX **429** 会自动退避重试（长周期首次会慢一些）。
 
 ---
 

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 page_i in range(max(20, int(max_pages))):
-        for _ 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)
+            body = _okx_get_json(client, active_url, params)
-            r.raise_for_status()
-            body = r.json()
             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 (
+                if history_url and not switched_history and after is not None:
-                    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:
+    except Exception as exc:
-        bars = []
+        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(
+    try:
-        url=OKX_SWAP_CANDLES,
+        bars = fetch_okx_candles(
-        history_url=OKX_HISTORY_SWAP_CANDLES,
+            url=OKX_SWAP_CANDLES,
-        inst_id=meta["swap_inst"],
+            history_url=OKX_HISTORY_SWAP_CANDLES,
-        since_ms=since_ms,
+            inst_id=meta["swap_inst"],
-        until_ms=until_ms,
+            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"]
 
 

manual_trading_hub/static/amp_stats.js

@@ -274,7 +274,7 @@
     const startHour = Number(el("amp-start-hour")?.value || 16);
     const period = el("amp-period")?.value || "2m";
     const customDays = Number(el("amp-custom-days")?.value || 60);
-    setStatus("计算中…(首次拉取 OKX K 线可能需数十秒)");
+    setStatus("计算中…(长周期会分页拉 OKX，遇限频会自动重试，请稍候)");
     try {
       const data = await apiFetch("/api/amp-stats/compute", {
         method: "POST",

manual_trading_hub/static/index.html

@@ -1508,7 +1508,7 @@
   <script src="/assets/funds.js?v=20260717-funds-scroll-fix"></script>
   <script src="/assets/dashboard.js?v=20260720-dash-sl-tp"></script>
   <script src="/assets/strategy.js?v=9"></script>
-  <script src="/assets/amp_stats.js?v=4"></script>
+  <script src="/assets/amp_stats.js?v=5"></script>
   <script src="/assets/help.js?v=1"></script>
   <script src="/assets/logs.js?v=1"></script>
   <script src="/assets/ai_review_render.js?v=3"></script>

tests/test_amp_stats_lib.py

@@ -14,6 +14,8 @@ from lib.hub.amp_stats_lib import (
     window_bounds_for_settlement,
 )
 
+import httpx
+
 TZ = ZoneInfo("Asia/Shanghai")
 
 
@@ -198,11 +200,17 @@ class AmpStatsLibTests(unittest.TestCase):
         calls: list[str] = []
 
         class FakeResp:
-            def __init__(self, data):
+            def __init__(self, data, url="https://x", status_code=200):
                 self._data = data
+                self.status_code = status_code
+                self.url = url
+                self.request = httpx.Request("GET", url)
 
             def raise_for_status(self):
-                return None
+                if self.status_code >= 400:
+                    raise httpx.HTTPStatusError(
+                        "err", request=self.request, response=self
+                    )
 
             def json(self):
                 return {"code": "0", "data": self._data}
@@ -214,14 +222,14 @@ class AmpStatsLibTests(unittest.TestCase):
                 # recent: only 2 pages then empty; history continues
                 if "history" not in url:
                     if after is None:
-                        return FakeResp([["2000", "1", "2", "0.5", "1.5"], ["1900", "1", "2", "0.5", "1.5"]])
+                        return FakeResp([["2000", "1", "2", "0.5", "1.5"], ["1900", "1", "2", "0.5", "1.5"]], url=url)
                     if after == "1900":
-                        return FakeResp([])  # recent exhausted
+                        return FakeResp([], url=url)  # recent exhausted
-                    return FakeResp([])
+                    return FakeResp([], url=url)
                 # history
                 if after == "1900":
-                    return FakeResp([["1800", "1", "2", "0.5", "1.5"], ["1000", "1", "2", "0.5", "1.5"]])
+                    return FakeResp([["1800", "1", "2", "0.5", "1.5"], ["1000", "1", "2", "0.5", "1.5"]], url=url)
-                return FakeResp([])
+                return FakeResp([], url=url)
 
             def close(self):
                 return None
@@ -234,11 +242,57 @@ class AmpStatsLibTests(unittest.TestCase):
             until_ms=3000,
             client=FakeClient(),
             max_pages=10,
+            page_pause_sec=0,
+            history_page_pause_sec=0,
         )
         self.assertTrue(any("history-index-candles" in u for u in calls))
         self.assertGreaterEqual(len(bars), 3)
         self.assertEqual(bars[0]["ts"], 1000)
 
+    def test_fetch_retries_on_429(self):
+        from lib.hub.amp_stats_lib import fetch_okx_candles
+        import httpx as _httpx
+
+        hits = {"n": 0}
+
+        class FakeResp:
+            def __init__(self, status_code, data=None):
+                self.status_code = status_code
+                self.url = "https://www.okx.com/api/v5/market/history-candles"
+                self.request = _httpx.Request("GET", self.url)
+                self._data = data or []
+
+            def raise_for_status(self):
+                if self.status_code >= 400:
+                    raise _httpx.HTTPStatusError("429", request=self.request, response=self)
+
+            def json(self):
+                return {"code": "0", "data": self._data}
+
+        class FakeClient:
+            def get(self, url, params=None):
+                hits["n"] += 1
+                if hits["n"] < 3:
+                    return FakeResp(429)
+                return FakeResp(200, [["1000", "1", "2", "0.5", "1.5"]])
+
+            def close(self):
+                return None
+
+        bars = fetch_okx_candles(
+            url="https://www.okx.com/api/v5/market/candles",
+            history_url=None,
+            inst_id="ETH-USDT-SWAP",
+            since_ms=1000,
+            until_ms=2000,
+            client=FakeClient(),
+            max_pages=3,
+            page_pause_sec=0,
+            history_page_pause_sec=0,
+        )
+        self.assertGreaterEqual(hits["n"], 3)
+        self.assertEqual(len(bars), 1)
+
     def test_compute_with_mock_fetch(self):
         now = datetime(2026, 7, 22, 18, 0, tzinfo=TZ)