Add Binance SIM market adapter and exchange switch in settings.

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

backend/app/exchange/binance/adapter.py

@@ -1,11 +1,18 @@
-"""币安交易所适配器占位：后期接入，接口与 OKX 对齐。"""
+"""币安交易所适配器：USDT 永续 + 欧洲期权公共行情（SIM 只读）。"""
 
 from __future__ import annotations
 
+import logging
 from typing import Any, Sequence
 
 from ...config import Settings, get_settings
+from ..book_cache import BookCache
 from ..types import BookLevel, MarketSnapshot, OptionPair, Quote
+from .parse import safe_float
+from .rest import BinanceRestClient
+from .ws import BinancePublicWs
+
+logger = logging.getLogger(__name__)
 
 
 class BinanceExchange:
@@ -13,50 +20,105 @@ class BinanceExchange:
 
     def __init__(self, settings: Settings | None = None) -> None:
         self.settings = settings or get_settings()
+        self.cache = BookCache()
+        proxy = (
+            self.settings.binance_http_proxy
+            or self.settings.okx_http_proxy
+            or None
+        )
+        self.rest = BinanceRestClient(
+            fapi_base=self.settings.binance_fapi_base,
+            eapi_base=self.settings.binance_eapi_base,
+            proxy=proxy,
+        )
+        self.ws = BinancePublicWs(
+            futures_ws_base=self.settings.binance_futures_ws,
+            options_ws_base=self.settings.binance_options_ws,
+            cache=self.cache,
+            proxy=proxy,
+        )
+        self._started = False
+        self._ct_cache: dict[str, float] = {}
 
     async def start(self) -> None:
-        raise NotImplementedError("币安交易所模块尚未接入，请配置 EXCHANGE=okx")
+        if self._started:
+            return
+        self._started = True
+        await self.ws.start()
+        logger.info("Binance exchange started")
 
     async def stop(self) -> None:
-        return
+        self._started = False
+        await self.ws.stop()
+        self.rest.close()
+        logger.info("Binance exchange stopped")
 
     def list_option_contracts(self, family: str) -> list[dict[str, Any]]:
-        raise NotImplementedError("BinanceExchange.list_option_contracts")
+        contracts = self.rest.list_option_contracts(family)
+        for c in contracts:
+            if c.get("ct_mult"):
+                self._ct_cache[str(c["inst_id"])] = float(c["ct_mult"])
+        return contracts
 
     def fetch_index(self, index_id: str) -> float | None:
-        raise NotImplementedError("BinanceExchange.fetch_index")
+        return self.rest.fetch_index(index_id)
 
     def fetch_mark(self, inst_id: str) -> float | None:
-        raise NotImplementedError("BinanceExchange.fetch_mark")
+        return self.rest.fetch_mark(inst_id)
 
     def fetch_book(
         self, inst_id: str, depth: int = 5
     ) -> tuple[list[BookLevel], list[BookLevel], int | None]:
-        raise NotImplementedError("BinanceExchange.fetch_book")
+        return self.rest.fetch_books(inst_id, sz=depth)
 
     def get_ct_mult(self, option_inst_id: str, family: str, default: float) -> float:
-        return float(default)
+        if option_inst_id in self._ct_cache:
+            return self._ct_cache[option_inst_id]
+        # 币安 ETH 期权 unit 常见为 1
+        return float(default if default > 0 else 1.0)
 
     def set_pair(self, pair: OptionPair | None) -> None:
-        raise NotImplementedError("BinanceExchange.set_pair")
+        self.cache.set_pair(pair)
 
     def warm_and_subscribe(self, inst_ids: Sequence[str]) -> None:
-        raise NotImplementedError("BinanceExchange.warm_and_subscribe")
+        ids = [i for i in inst_ids if i]
+        for inst in ids:
+            try:
+                bids, asks, ts = self.rest.fetch_books(inst, sz=5)
+                self.cache.upsert_book(inst, bids=bids, asks=asks, ts_ms=ts)
+            except Exception as e:
+                logger.warning("binance warm book %s failed: %s", inst, e)
+            try:
+                mp = self.rest.fetch_mark(inst)
+                if mp:
+                    self.cache.set_mark_px(inst, mp)
+            except Exception:
+                pass
+        # 指数
+        try:
+            idx = self.rest.fetch_index(self.settings.index_inst_id)
+            if idx:
+                self.cache.set_index_px(idx)
+        except Exception as e:
+            logger.warning("binance index failed: %s", e)
+        keep = set(ids)
+        self.cache.drop_except(keep)
+        self.ws.set_instruments(ids)
 
     async def resubscribe(self, inst_ids: Sequence[str]) -> None:
-        raise NotImplementedError("BinanceExchange.resubscribe")
+        await self.ws.resubscribe([i for i in inst_ids if i])
 
     def quote(self, inst_id: str) -> Quote | None:
-        return None
+        return self.cache.get(inst_id)
 
     def snapshot(self, perp_inst_id: str) -> MarketSnapshot:
-        raise NotImplementedError("BinanceExchange.snapshot")
+        return self.cache.snapshot(perp_inst_id)
 
     def snapshot_dict(self, perp_inst_id: str) -> dict[str, Any]:
-        raise NotImplementedError("BinanceExchange.snapshot_dict")
+        return self.snapshot(perp_inst_id).to_dict()
 
     def set_index_px(self, px: float | None) -> None:
-        return
+        self.cache.set_index_px(px)
 
     def set_mark_px(self, inst_id: str, mark_px: float | None) -> None:
-        return
+        self.cache.set_mark_px(inst_id, mark_px)