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Survive Binance eapi 418/429 with cooldown, soft start, and no ticker raise.

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Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-25 12:49:14 +08:00
parent 867deba1bb
commit 21ca5cbfe0
3 changed files with 115 additions and 53 deletions
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backend/app/exchange/binance/rest.py
+90 -49
View File
@@ -1,10 +1,12 @@
"""币安只读 REST：USDT 永续 (fapi) + 欧洲期权 (eapi)。含节流与 429 退避。"""
"""币安只读 REST：USDT 永续 (fapi) + 欧洲期权 (eapi)。含节流与 429/418 退避。"""
from __future__ import annotations
import json
import logging
import threading
import time
from pathlib import Path
from typing import Any
import httpx
@@ -14,15 +16,15 @@ from .parse import rows_to_option_contracts, safe_float
logger = logging.getLogger(__name__)
# eapi 公共接口较严；UI 1.5s 轮询时必须节流
_BOOK_TTL_SEC = 2.5
_CONTRACTS_TTL_SEC = 120.0
_MIN_EAPI_INTERVAL_SEC = 0.12
_DEFAULT_429_COOLDOWN_SEC = 8.0
_BOOK_TTL_SEC = 3.0
_CONTRACTS_TTL_SEC = 180.0
_MIN_EAPI_INTERVAL_SEC = 0.25
_DEFAULT_429_COOLDOWN_SEC = 15.0
_DEFAULT_418_COOLDOWN_SEC = 120.0
class EapiCooldownError(RuntimeError):
"""eapi 限流冷却中，调用方应使用缓存或跳过。"""
"""eapi 限流/封禁冷却中。"""
class BinanceRestClient:
@@ -33,6 +35,7 @@ class BinanceRestClient:
eapi_base: str = "https://eapi.binance.com",
timeout: float = 15.0,
proxy: str | None = None,
cache_dir: str | Path | None = None,
) -> None:
self.fapi_base = fapi_base.rstrip("/")
self.eapi_base = eapi_base.rstrip("/")
@@ -58,6 +61,9 @@ class BinanceRestClient:
self._eapi_last_at = 0.0
self._book_ttl: dict[str, tuple[list[BookLevel], list[BookLevel], int | None, float]] = {}
self._contracts_ttl: dict[str, tuple[float, list[dict[str, Any]]]] = {}
root = Path(cache_dir) if cache_dir else Path(__file__).resolve().parents[3] / "data"
root.mkdir(parents=True, exist_ok=True)
self._exchange_info_path = root / "binance_eapi_exchangeInfo.json"
def close(self) -> None:
self._fapi.close()
@@ -66,14 +72,16 @@ class BinanceRestClient:
def _eapi_cooling(self) -> bool:
return time.monotonic() < self._eapi_cool_until
def _mark_eapi_429(self, retry_after: float | None = None) -> None:
wait = float(retry_after) if retry_after and retry_after > 0 else _DEFAULT_429_COOLDOWN_SEC
wait = max(wait, _DEFAULT_429_COOLDOWN_SEC)
def _mark_eapi_ban(self, status_code: int, retry_after: float | None = None) -> None:
if status_code == 418:
wait = _DEFAULT_418_COOLDOWN_SEC
else:
wait = float(retry_after) if retry_after and retry_after > 0 else _DEFAULT_429_COOLDOWN_SEC
wait = max(wait, _DEFAULT_429_COOLDOWN_SEC)
self._eapi_cool_until = time.monotonic() + wait
logger.warning("binance eapi 429, cooldown %.1fs", wait)
logger.warning("binance eapi HTTP %s, cooldown %.0fs", status_code, wait)
def _throttle_eapi(self) -> None:
"""简单串行节流，避免并发 snapshot/选约打爆 eapi。"""
now = time.monotonic()
if now < self._eapi_cool_until:
raise EapiCooldownError(
@@ -96,18 +104,48 @@ class BinanceRestClient:
if is_eapi:
self._throttle_eapi()
r = client.get(path, params=params or {})
if r.status_code == 429:
if r.status_code in (418, 429):
if is_eapi:
ra = safe_float(r.headers.get("Retry-After"))
self._mark_eapi_429(ra)
self._mark_eapi_ban(r.status_code, ra)
r.raise_for_status()
r.raise_for_status()
return r.json()
def _load_exchange_info_disk(self) -> dict[str, Any] | None:
try:
if not self._exchange_info_path.is_file():
return None
body = json.loads(self._exchange_info_path.read_text(encoding="utf-8"))
return body if isinstance(body, dict) else None
except Exception:
return None
def _save_exchange_info_disk(self, body: dict[str, Any]) -> None:
try:
self._exchange_info_path.write_text(
json.dumps(body, ensure_ascii=False), encoding="utf-8"
)
except Exception as e:
logger.debug("save exchangeInfo cache failed: %s", e)
def fetch_option_exchange_info(self) -> dict[str, Any]:
if self._exchange_info is None:
if self._exchange_info is not None:
return self._exchange_info
try:
body = self._get_json(self._eapi, "/eapi/v1/exchangeInfo", is_eapi=True)
self._exchange_info = body if isinstance(body, dict) else {}
if isinstance(body, dict) and body:
self._exchange_info = body
self._save_exchange_info_disk(body)
return body
except Exception as e:
logger.warning("binance exchangeInfo fetch failed: %s", e)
disk = self._load_exchange_info_disk()
if disk:
logger.warning("binance exchangeInfo using disk cache")
self._exchange_info = disk
return disk
self._exchange_info = {}
return self._exchange_info
def fetch_option_instruments(self, underlying: str) -> list[dict[str, Any]]:
@@ -115,7 +153,6 @@ class BinanceRestClient:
info = self.fetch_option_exchange_info()
rows = info.get("optionSymbols") or info.get("symbols") or []
want = (underlying or "ETHUSDT").strip().upper()
# 兼容误用 OKX 期权族名
if "USD_UM" in want or want in ("ETH-USD", "ETH-USDT", "ETHUSD"):
want = "ETHUSDT"
eth_mode = want in ("ETH", "ETHUSDT") or (
@@ -127,7 +164,6 @@ class BinanceRestClient:
continue
u = str(row.get("underlying") or row.get("underlyingAsset") or "").upper()
sym = str(row.get("symbol") or "").upper()
# 只收币安格式 ETH-YYMMDD-STRIKE-C/P，避免脏符号进缓存
if eth_mode:
if sym.startswith("ETH-") and u.startswith("ETH"):
out.append(row)
@@ -144,7 +180,8 @@ class BinanceRestClient:
if hit and now - hit[0] < _CONTRACTS_TTL_SEC:
return hit[1]
contracts = rows_to_option_contracts(self.fetch_option_instruments(family))
self._contracts_ttl[key] = (now, contracts)
if contracts:
self._contracts_ttl[key] = (now, contracts)
return contracts
def fetch_index(self, underlying: str) -> float | None:
@@ -157,10 +194,11 @@ class BinanceRestClient:
self._eapi, "/eapi/v1/index", {"underlying": u}, is_eapi=True
)
if isinstance(body, dict):
return safe_float(body.get("indexPrice") or body.get("price"))
px = safe_float(body.get("indexPrice") or body.get("price"))
if px:
return px
except Exception:
pass
# 回退永续标记
return self.fetch_mark_perp(u if u.endswith("USDT") else "ETHUSDT")
def fetch_mark_perp(self, symbol: str) -> float | None:
@@ -175,9 +213,12 @@ class BinanceRestClient:
return None
def fetch_mark_option(self, symbol: str) -> float | None:
body = self._get_json(
self._eapi, "/eapi/v1/mark", {"symbol": symbol}, is_eapi=True
)
try:
body = self._get_json(
self._eapi, "/eapi/v1/mark", {"symbol": symbol}, is_eapi=True
)
except Exception:
return None
if isinstance(body, list) and body:
return safe_float(body[0].get("markPrice"))
if isinstance(body, dict):
@@ -192,9 +233,12 @@ class BinanceRestClient:
return self.fetch_mark_perp(inst_id)
def fetch_option_ticker(self, symbol: str) -> dict[str, Any] | None:
body = self._get_json(
self._eapi, "/eapi/v1/ticker", {"symbol": symbol}, is_eapi=True
)
try:
body = self._get_json(
self._eapi, "/eapi/v1/ticker", {"symbol": symbol}, is_eapi=True
)
except Exception:
return None
if isinstance(body, list) and body:
row = body[0]
return row if isinstance(row, dict) else None
@@ -205,6 +249,7 @@ class BinanceRestClient:
def fetch_books(
self, inst_id: str, sz: int = 5
) -> tuple[list[BookLevel], list[BookLevel], int | None]:
"""期权路径永不向外抛限流异常；失败返回缓存或空盘。"""
from .parse import is_option_symbol
if is_option_symbol(inst_id):
@@ -217,9 +262,7 @@ class BinanceRestClient:
return cached[0], cached[1], cached[2]
return [], [], None
# 币安期权 depth 的 limit 仅支持 10/20/50/100 等，5 会失败
limit = 10 if int(sz) < 10 else min(int(sz), 100)
depth_ok = False
bids: list[BookLevel] = []
asks: list[BookLevel] = []
ts_ms = None
@@ -230,36 +273,34 @@ class BinanceRestClient:
{"symbol": inst_id, "limit": limit},
is_eapi=True,
)
depth_ok = isinstance(body, dict)
if depth_ok and isinstance(body, dict):
if isinstance(body, dict):
ts = safe_float(body.get("T") or body.get("E") or body.get("time"))
ts_ms = int(ts) if ts is not None else None
bids = _levels(body.get("bids") or body.get("b") or [])
asks = _levels(body.get("asks") or body.get("a") or [])
except Exception as e:
logger.debug("binance option depth %s: %s", inst_id, e)
if self._eapi_cooling() and cached:
if cached:
return cached[0], cached[1], cached[2]
# 冷却中不要再打 ticker
if self._eapi_cooling():
return [], [], None
# depth 缺买卖一时回退 ticker；冷却中不再打
if (not bids or not asks) and not self._eapi_cooling():
try:
tick = self.fetch_option_ticker(inst_id)
if tick:
bid = safe_float(tick.get("bidPrice") or tick.get("b"))
ask = safe_float(tick.get("askPrice") or tick.get("a"))
bid_sz = safe_float(tick.get("bidQty") or tick.get("B")) or 1.0
ask_sz = safe_float(tick.get("askQty") or tick.get("A")) or 1.0
ts = safe_float(tick.get("time") or tick.get("E") or tick.get("T"))
ts_ms = int(ts) if ts is not None else ts_ms
if bid is not None and bid > 0 and not bids:
bids = [BookLevel(px=bid, sz=bid_sz)]
if ask is not None and ask > 0 and not asks:
asks = [BookLevel(px=ask, sz=ask_sz)]
except Exception as e:
logger.debug("binance option ticker %s: %s", inst_id, e)
tick = self.fetch_option_ticker(inst_id)
if tick:
bid = safe_float(tick.get("bidPrice") or tick.get("b"))
ask = safe_float(tick.get("askPrice") or tick.get("a"))
bid_sz = safe_float(tick.get("bidQty") or tick.get("B")) or 1.0
ask_sz = safe_float(tick.get("askQty") or tick.get("A")) or 1.0
ts = safe_float(tick.get("time") or tick.get("E") or tick.get("T"))
ts_ms = int(ts) if ts is not None else ts_ms
if bid is not None and bid > 0 and not bids:
bids = [BookLevel(px=bid, sz=bid_sz)]
if ask is not None and ask > 0 and not asks:
asks = [BookLevel(px=ask, sz=ask_sz)]
if bids or asks or depth_ok:
if bids or asks:
self._book_ttl[inst_id] = (bids, asks, ts_ms, time.monotonic())
return bids, asks, ts_ms
backend/app/strategy/engine.py
+8 -1
View File
@@ -230,8 +230,15 @@ class StrategyEngine:
except asyncio.CancelledError:
raise
except Exception as e:
err = str(e)
# 限流时勿刷屏；拉长休眠给 eapi 冷却
if "418" in err or "429" in err or "cooldown" in err.lower():
logger.warning("strategy tick rate-limited: %s", err[:200])
self._set_state(last_error="币安期权接口限流，稍后自动重试")
await asyncio.sleep(15)
continue
logger.exception("strategy tick failed")
self._set_state(last_error=str(e))
self._set_state(last_error=err)
await asyncio.sleep(1)
async def _tick_async(self) -> None:
backend/app/strategy/session.py
+17 -3
View File
@@ -112,7 +112,11 @@ class StrategySession:
return
self._started = True
await self.ex.start()
await asyncio.to_thread(self.align_instruments)
try:
await asyncio.to_thread(self.align_instruments)
except Exception as e:
# eapi 418/429 时允许先起会话，后续 refresh 再对齐
logger.warning("initial ATM align failed (will retry): %s", e)
await self.ex.resubscribe(
[
self.settings.perp_inst_id,
@@ -205,6 +209,13 @@ class StrategySession:
put_bids, put_asks, _ = self.ex.fetch_book(pair.put_inst_id, depth=5)
call_ask = call_asks[0].px if call_asks else None
put_ask = put_asks[0].px if put_asks else None
# REST 被限流时回退 WS/缓存盘口
if call_ask is None:
cq = self.ex.quote(pair.call_inst_id)
call_ask = cq.ask if cq else None
if put_ask is None:
pq = self.ex.quote(pair.put_inst_id)
put_ask = pq.ask if pq else None
sig = decide(
call_ask,
put_ask,
@@ -335,7 +346,7 @@ class StrategySession:
async def _refresh_loop(self) -> None:
while True:
await asyncio.sleep(30)
await asyncio.sleep(30 if self._pair is not None else 10)
try:
idx = await asyncio.to_thread(
self.ex.fetch_index, self.settings.index_inst_id
@@ -346,7 +357,10 @@ class StrategySession:
)
if mark:
self.ex.set_mark_px(self.settings.perp_inst_id, mark)
await self.ensure_atm_async(force=False)
if self._pair is None:
await self.ensure_atm_async(force=True)
else:
await self.ensure_atm_async(force=False)
except asyncio.CancelledError:
raise
except Exception as e: