Throttle Binance eapi REST to avoid 429 on Plan snapshot polls.

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

backend/app/exchange/binance/adapter.py

@@ -3,6 +3,7 @@
 from __future__ import annotations
 
 import logging
+import time
 from typing import Any, Sequence
 
 from ...config import Settings, get_settings
@@ -14,6 +15,9 @@ from .ws import BinancePublicWs
 
 logger = logging.getLogger(__name__)
 
+# snapshot 轮询勿每 1.5s 打 REST；缺盘口时最少间隔再补
+_REST_FILL_MIN_INTERVAL_SEC = 5.0
+
 
 class BinanceExchange:
     name = "binance"
@@ -39,6 +43,7 @@ class BinanceExchange:
         )
         self._started = False
         self._ct_cache: dict[str, float] = {}
+        self._rest_fill_at: dict[str, float] = {}
 
     async def start(self) -> None:
         if self._started:
@@ -91,19 +96,23 @@ class BinanceExchange:
                     logger.warning("binance warm book empty: %s", inst)
             except Exception as e:
                 logger.warning("binance warm book %s failed: %s", inst, e)
-            try:
+            # 期权 mark 易触发 eapi 限流；有盘口即可，永续再拉 mark
-                mp = self.rest.fetch_mark(inst)
+            from .parse import is_option_symbol
-                if mp:
+
-                    self.cache.set_mark_px(inst, mp)
+            if not is_option_symbol(inst):
-            except Exception:
+                try:
-                pass
+                    mp = self.rest.fetch_mark(inst)
-        # 指数
+                    if mp:
+                        self.cache.set_mark_px(inst, mp)
+                except Exception:
+                    pass
+        # 指数（失败则跳过，勿连环打 eapi）
         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)
+            logger.debug("binance index failed: %s", e)
         keep = set(ids)
         self.cache.drop_except(keep)
         self.ws.set_instruments(ids)
@@ -115,11 +124,17 @@ class BinanceExchange:
         return self.cache.get(inst_id)
 
     def _refresh_quote_if_stale(self, inst_id: str) -> None:
+        """仅在买卖一都缺失时补 REST，且有最短间隔，避免 429。"""
         if not inst_id:
             return
         q = self.cache.get(inst_id)
-        if q is not None and (q.bid is not None or q.ask is not None):
+        if q is not None and q.bid is not None and q.ask is not None:
             return
+        now = time.monotonic()
+        last = self._rest_fill_at.get(inst_id, 0.0)
+        if now - last < _REST_FILL_MIN_INTERVAL_SEC:
+            return
+        self._rest_fill_at[inst_id] = now
         try:
             bids, asks, ts = self.rest.fetch_books(inst_id, sz=10)
             if bids or asks:
@@ -128,11 +143,10 @@ class BinanceExchange:
             logger.debug("binance refresh quote %s: %s", inst_id, e)
 
     def snapshot(self, perp_inst_id: str) -> MarketSnapshot:
-        # 期权 WS 偶发无推送时，用 REST/ticker 补买卖一，避免 UI 一直是 -
+        # 优先吃 WS 缓存；仅缺盘口时低频 REST 补齐
         self._refresh_quote_if_stale(perp_inst_id)
         pair = None
         try:
-            # BookCache 无公开 getter；从 snapshot 前先按 pair 刷新
             with self.cache._lock:  # noqa: SLF001
                 pair = self.cache._pair
         except Exception:

backend/app/exchange/binance/rest.py

@@ -1,7 +1,10 @@
-"""币安只读 REST：USDT 永续 (fapi) + 欧洲期权 (eapi)。"""
+"""币安只读 REST：USDT 永续 (fapi) + 欧洲期权 (eapi)。含节流与 429 退避。"""
 
 from __future__ import annotations
 
+import logging
+import threading
+import time
 from typing import Any
 
 import httpx
@@ -9,6 +12,18 @@ import httpx
 from ..types import BookLevel
 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
+
+
+class EapiCooldownError(RuntimeError):
+    """eapi 限流冷却中，调用方应使用缓存或跳过。"""
+
 
 class BinanceRestClient:
     def __init__(
@@ -38,19 +53,60 @@ class BinanceRestClient:
             trust_env=False,
         )
         self._exchange_info: dict[str, Any] | None = None
+        self._lock = threading.Lock()
+        self._eapi_cool_until = 0.0
+        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]]]] = {}
 
     def close(self) -> None:
         self._fapi.close()
         self._eapi.close()
 
-    def _get_json(self, client: httpx.Client, path: str, params: dict[str, Any] | None = None) -> Any:
+    def _eapi_cooling(self) -> bool:
-        r = client.get(path, params=params or {})
+        return time.monotonic() < self._eapi_cool_until
-        r.raise_for_status()
+
-        return r.json()
+    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)
+        self._eapi_cool_until = time.monotonic() + wait
+        logger.warning("binance eapi 429, cooldown %.1fs", 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(
+                f"eapi cooldown {self._eapi_cool_until - now:.1f}s left"
+            )
+        gap = now - self._eapi_last_at
+        if gap < _MIN_EAPI_INTERVAL_SEC:
+            time.sleep(_MIN_EAPI_INTERVAL_SEC - gap)
+        self._eapi_last_at = time.monotonic()
+
+    def _get_json(
+        self,
+        client: httpx.Client,
+        path: str,
+        params: dict[str, Any] | None = None,
+        *,
+        is_eapi: bool = False,
+    ) -> Any:
+        with self._lock:
+            if is_eapi:
+                self._throttle_eapi()
+            r = client.get(path, params=params or {})
+            if r.status_code == 429:
+                if is_eapi:
+                    ra = safe_float(r.headers.get("Retry-After"))
+                    self._mark_eapi_429(ra)
+                r.raise_for_status()
+            r.raise_for_status()
+            return r.json()
 
     def fetch_option_exchange_info(self) -> dict[str, Any]:
         if self._exchange_info is None:
-            body = self._get_json(self._eapi, "/eapi/v1/exchangeInfo")
+            body = self._get_json(self._eapi, "/eapi/v1/exchangeInfo", is_eapi=True)
             self._exchange_info = body if isinstance(body, dict) else {}
         return self._exchange_info
 
@@ -82,7 +138,14 @@ class BinanceRestClient:
         return out
 
     def list_option_contracts(self, family: str) -> list[dict[str, Any]]:
-        return rows_to_option_contracts(self.fetch_option_instruments(family))
+        key = (family or "").strip().upper() or "ETHUSDT"
+        now = time.monotonic()
+        hit = self._contracts_ttl.get(key)
+        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)
+        return contracts
 
     def fetch_index(self, underlying: str) -> float | None:
         """期权指数：underlying=ETHUSDT。"""
@@ -90,7 +153,9 @@ class BinanceRestClient:
         if not u.endswith("USDT") and u.isalpha():
             u = f"{u}USDT"
         try:
-            body = self._get_json(self._eapi, "/eapi/v1/index", {"underlying": u})
+            body = self._get_json(
+                self._eapi, "/eapi/v1/index", {"underlying": u}, is_eapi=True
+            )
             if isinstance(body, dict):
                 return safe_float(body.get("indexPrice") or body.get("price"))
         except Exception:
@@ -100,14 +165,19 @@ class BinanceRestClient:
 
     def fetch_mark_perp(self, symbol: str) -> float | None:
         body = self._get_json(
-            self._fapi, "/fapi/v1/premiumIndex", {"symbol": (symbol or "ETHUSDT").upper()}
+            self._fapi,
+            "/fapi/v1/premiumIndex",
+            {"symbol": (symbol or "ETHUSDT").upper()},
+            is_eapi=False,
         )
         if isinstance(body, dict):
             return safe_float(body.get("markPrice")) or safe_float(body.get("indexPrice"))
         return None
 
     def fetch_mark_option(self, symbol: str) -> float | None:
-        body = self._get_json(self._eapi, "/eapi/v1/mark", {"symbol": symbol})
+        body = self._get_json(
+            self._eapi, "/eapi/v1/mark", {"symbol": symbol}, is_eapi=True
+        )
         if isinstance(body, list) and body:
             return safe_float(body[0].get("markPrice"))
         if isinstance(body, dict):
@@ -122,7 +192,9 @@ 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})
+        body = self._get_json(
+            self._eapi, "/eapi/v1/ticker", {"symbol": symbol}, is_eapi=True
+        )
         if isinstance(body, list) and body:
             row = body[0]
             return row if isinstance(row, dict) else None
@@ -136,36 +208,59 @@ class BinanceRestClient:
         from .parse import is_option_symbol
 
         if is_option_symbol(inst_id):
+            now = time.monotonic()
+            cached = self._book_ttl.get(inst_id)
+            if cached and now - cached[3] < _BOOK_TTL_SEC:
+                return cached[0], cached[1], cached[2]
+            if self._eapi_cooling():
+                if cached:
+                    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)
-            try:
+            depth_ok = False
-                body = self._get_json(
-                    self._eapi, "/eapi/v1/depth", {"symbol": inst_id, "limit": limit}
-                )
-            except Exception:
-                body = None
             bids: list[BookLevel] = []
             asks: list[BookLevel] = []
             ts_ms = None
-            if isinstance(body, dict):
+            try:
-                ts = safe_float(body.get("T") or body.get("E") or body.get("time"))
+                body = self._get_json(
-                ts_ms = int(ts) if ts is not None else None
+                    self._eapi,
-                bids = _levels(body.get("bids") or body.get("b") or [])
+                    "/eapi/v1/depth",
-                asks = _levels(body.get("asks") or body.get("a") or [])
+                    {"symbol": inst_id, "limit": limit},
-            # depth 空盘时回退 ticker 买卖一
+                    is_eapi=True,
-            if not bids or not asks:
+                )
-                tick = self.fetch_option_ticker(inst_id)
+                depth_ok = isinstance(body, dict)
-                if tick:
+                if depth_ok and isinstance(body, dict):
-                    bid = safe_float(tick.get("bidPrice") or tick.get("b"))
+                    ts = safe_float(body.get("T") or body.get("E") or body.get("time"))
-                    ask = safe_float(tick.get("askPrice") or tick.get("a"))
+                    ts_ms = int(ts) if ts is not None else None
-                    bid_sz = safe_float(tick.get("bidQty") or tick.get("B")) or 1.0
+                    bids = _levels(body.get("bids") or body.get("b") or [])
-                    ask_sz = safe_float(tick.get("askQty") or tick.get("A")) or 1.0
+                    asks = _levels(body.get("asks") or body.get("a") or [])
-                    ts = safe_float(tick.get("time") or tick.get("E") or tick.get("T"))
+            except Exception as e:
-                    ts_ms = int(ts) if ts is not None else ts_ms
+                logger.debug("binance option depth %s: %s", inst_id, e)
-                    if bid is not None and bid > 0 and not bids:
+                if self._eapi_cooling() and cached:
-                        bids = [BookLevel(px=bid, sz=bid_sz)]
+                    return cached[0], cached[1], cached[2]
-                    if ask is not None and ask > 0 and not asks:
+
-                        asks = [BookLevel(px=ask, sz=ask_sz)]
+            # 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)
+
+            if bids or asks or depth_ok:
+                self._book_ttl[inst_id] = (bids, asks, ts_ms, time.monotonic())
             return bids, asks, ts_ms
 
         limit = max(5, min(int(sz), 20))
@@ -173,6 +268,7 @@ class BinanceRestClient:
             self._fapi,
             "/fapi/v1/depth",
             {"symbol": inst_id.upper(), "limit": limit},
+            is_eapi=False,
         )
         if not isinstance(body, dict):
             return [], [], None