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aaron 2026-02-07 01:03:12 +08:00
parent 5107b0ed09
commit 17995c0a0b

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@ -1,217 +1,129 @@
"""
价格监控服务 - 使用 Binance WebSocket 实时监控价格
价格监控服务 - 使用轮询方式获取实时价格更稳定
"""
import threading
import time
import sys
import os
import logging
import requests
from typing import Dict, List, Callable, Optional, Set
from app.utils.logger import logger
from app.config import get_settings
# 抑制 binance 库的 WebSocket 错误日志(正确的 logger 名称)
logging.getLogger('binance.ws.threaded_stream').setLevel(logging.CRITICAL)
logging.getLogger('binance.ws.reconnecting_websocket').setLevel(logging.CRITICAL)
logging.getLogger('binance.ws').setLevel(logging.WARNING) # 只显示警告及以上
class SuppressOutput:
"""临时抑制 stdout/stderr 输出"""
def __init__(self, suppress_stderr=True, suppress_stdout=False):
self.suppress_stderr = suppress_stderr
self.suppress_stdout = suppress_stdout
self._stderr = None
self._stdout = None
self._devnull = None
def __enter__(self):
self._devnull = open(os.devnull, 'w')
if self.suppress_stderr:
self._stderr = sys.stderr
sys.stderr = self._devnull
if self.suppress_stdout:
self._stdout = sys.stdout
sys.stdout = self._devnull
return self
def __exit__(self, *args):
if self._stderr:
sys.stderr = self._stderr
if self._stdout:
sys.stdout = self._stdout
if self._devnull:
self._devnull.close()
class PriceMonitorService:
"""实时价格监控服务"""
"""实时价格监控服务(轮询模式)"""
# Binance API
BASE_URL = "https://api.binance.com"
def __init__(self):
"""初始化价格监控服务"""
self.settings = get_settings()
self.twm = None
self.running = False
self.subscribed_symbols: Dict[str, str] = {} # symbol -> stream_name
self.subscribed_symbols: Set[str] = set()
self.price_callbacks: List[Callable[[str, float], None]] = []
self.latest_prices: Dict[str, float] = {}
self._lock = threading.Lock()
self._pending_symbols: List[str] = [] # 待订阅的交易对
self._reconnecting = False # 是否正在重连
self._desired_symbols: Set[str] = set() # 期望订阅的交易对(用于重连)
self._stop_requested = False # 是否请求停止(区分主动停止和意外断开)
self._last_message_time: Dict[str, float] = {} # 上次收到消息的时间
self._health_check_thread = None
self._poll_thread: Optional[threading.Thread] = None
self._poll_interval = 3 # 轮询间隔(秒)
self._session = requests.Session()
logger.info("价格监控服务初始化完成")
logger.info("价格监控服务初始化完成(轮询模式)")
def start(self):
"""启动 WebSocket 管理器(在独立线程中)"""
"""启动价格轮询"""
if self.running:
logger.warning("价格监控服务已在运行")
return
self._stop_requested = False
self.running = True
def _start_in_thread():
try:
# 延迟导入,避免在模块加载时就创建事件循环
from binance import ThreadedWebsocketManager
def _poll_loop():
logger.info(f"价格轮询已启动,间隔 {self._poll_interval}")
while self.running:
try:
self._fetch_prices()
except Exception as e:
logger.error(f"获取价格失败: {e}")
self.twm = ThreadedWebsocketManager(
api_key=self.settings.binance_api_key or "",
api_secret=self.settings.binance_api_secret or ""
)
self.twm.start()
self.running = True
self._reconnecting = False
logger.info("WebSocket 管理器已启动")
# 等待 WebSocket 完全启动
time.sleep(1)
# 订阅待处理的交易对
for symbol in self._pending_symbols:
self._do_subscribe(symbol)
self._pending_symbols.clear()
# 重连时恢复之前的订阅
for symbol in self._desired_symbols:
if symbol not in self.subscribed_symbols:
self._do_subscribe(symbol)
# 启动健康检查
self._start_health_check()
except Exception as e:
logger.error(f"启动 WebSocket 管理器失败: {e}")
import traceback
logger.error(traceback.format_exc())
# 启动失败,尝试重连
if not self._stop_requested:
self._schedule_reconnect()
# 在独立线程中启动
thread = threading.Thread(target=_start_in_thread, daemon=True)
thread.start()
def _start_health_check(self):
"""启动健康检查线程"""
def _check_health():
while self.running and not self._stop_requested:
time.sleep(30) # 每30秒检查一次
if not self.running or self._stop_requested:
break
# 检查是否有超过60秒没收到消息的交易对
now = time.time()
for symbol in list(self._desired_symbols):
last_time = self._last_message_time.get(symbol, now)
if now - last_time > 60:
logger.warning(f"{symbol} 超过60秒未收到数据触发重连")
self._schedule_reconnect()
# 等待下一次轮询
for _ in range(self._poll_interval * 10):
if not self.running:
break
time.sleep(0.1)
self._health_check_thread = threading.Thread(target=_check_health, daemon=True)
self._health_check_thread.start()
self._poll_thread = threading.Thread(target=_poll_loop, daemon=True)
self._poll_thread.start()
def stop(self):
"""停止 WebSocket 管理器"""
# 标记为主动停止
self._stop_requested = True
"""停止价格轮询"""
if not self.running:
return
# 先标记为停止,防止回调继续处理
self.running = False
logger.info("价格监控服务已停止")
def _fetch_prices(self):
"""获取所有订阅交易对的价格"""
if not self.subscribed_symbols:
return
symbols = list(self.subscribed_symbols)
# 如果只有少量交易对,逐个获取
if len(symbols) <= 3:
for symbol in symbols:
self._fetch_single_price(symbol)
else:
# 批量获取所有价格
self._fetch_all_prices(symbols)
def _fetch_single_price(self, symbol: str):
"""获取单个交易对价格"""
try:
# 抑制关闭时的错误输出binance 库用 print 输出错误)
with SuppressOutput(suppress_stderr=True, suppress_stdout=True):
# 先停止所有 socket 订阅
if self.twm:
for _, stream_name in list(self.subscribed_symbols.items()):
try:
self.twm.stop_socket(stream_name)
except:
pass
# 等待一小段时间让 socket 关闭
time.sleep(0.5)
# 然后停止管理器
try:
self.twm.stop()
except:
pass
self.subscribed_symbols.clear()
self._desired_symbols.clear()
self._last_message_time.clear()
logger.info("WebSocket 管理器已停止")
url = f"{self.BASE_URL}/api/v3/ticker/price"
response = self._session.get(url, params={'symbol': symbol}, timeout=5)
response.raise_for_status()
data = response.json()
price = float(data['price'])
self._update_price(symbol, price)
except Exception as e:
# 忽略关闭时的错误
pass
logger.debug(f"获取 {symbol} 价格失败: {e}")
def _schedule_reconnect(self, delay: int = 5):
"""安排重连"""
if self._stop_requested or self._reconnecting:
return
def _fetch_all_prices(self, symbols: List[str]):
"""批量获取价格"""
try:
url = f"{self.BASE_URL}/api/v3/ticker/price"
response = self._session.get(url, timeout=10)
response.raise_for_status()
all_prices = response.json()
self._reconnecting = True
logger.warning(f"WebSocket 连接断开,{delay} 秒后尝试重连...")
# 过滤出订阅的交易对
symbol_set = set(symbols)
for item in all_prices:
symbol = item['symbol']
if symbol in symbol_set:
price = float(item['price'])
self._update_price(symbol, price)
except Exception as e:
logger.debug(f"批量获取价格失败: {e}")
def _reconnect():
time.sleep(delay)
if not self._stop_requested:
self._do_reconnect()
def _update_price(self, symbol: str, price: float):
"""更新价格并触发回调"""
old_price = self.latest_prices.get(symbol)
thread = threading.Thread(target=_reconnect, daemon=True)
thread.start()
# 只有价格变化时才触发回调
if old_price != price:
self.latest_prices[symbol] = price
def _do_reconnect(self):
"""执行重连"""
if self._stop_requested:
return
# 调用所有注册的回调函数
with self._lock:
callbacks = self.price_callbacks.copy()
logger.info("正在重新连接 WebSocket...")
# 清理旧连接(抑制错误输出)
with SuppressOutput(suppress_stderr=True, suppress_stdout=True):
try:
if self.twm:
self.twm.stop()
except:
pass
self.twm = None
self.running = False
self.subscribed_symbols.clear()
# 重新启动
self.start()
for callback in callbacks:
try:
callback(symbol, price)
except Exception as e:
logger.error(f"价格回调执行出错: {e}")
def subscribe_symbol(self, symbol: str):
"""
@ -222,52 +134,27 @@ class PriceMonitorService:
"""
symbol = symbol.upper()
# 记录期望订阅的交易对(用于重连恢复)
self._desired_symbols.add(symbol)
if symbol in self.subscribed_symbols:
logger.debug(f"已订阅 {symbol}")
return
self.subscribed_symbols.add(symbol)
logger.info(f"已订阅 {symbol} 价格更新")
# 如果服务未启动,自动启动
if not self.running:
# 如果还没启动,先加入待订阅列表,然后启动
if symbol not in self._pending_symbols:
self._pending_symbols.append(symbol)
self.start()
return
self._do_subscribe(symbol)
def _do_subscribe(self, symbol: str):
"""实际执行订阅"""
if not self.twm or not self.running:
return
try:
stream_name = self.twm.start_symbol_ticker_socket(
callback=self._handle_price_update,
symbol=symbol
)
self.subscribed_symbols[symbol] = stream_name
self._last_message_time[symbol] = time.time()
logger.info(f"已订阅 {symbol} 价格更新")
except Exception as e:
logger.error(f"订阅 {symbol} 失败: {e}")
# 立即获取一次价格
self._fetch_single_price(symbol)
def unsubscribe_symbol(self, symbol: str):
"""取消订阅交易对"""
symbol = symbol.upper()
if symbol not in self.subscribed_symbols:
return
try:
stream_name = self.subscribed_symbols[symbol]
self.twm.stop_socket(stream_name)
del self.subscribed_symbols[symbol]
self._desired_symbols.discard(symbol)
if symbol in self.subscribed_symbols:
self.subscribed_symbols.discard(symbol)
self.latest_prices.pop(symbol, None)
logger.info(f"已取消订阅 {symbol}")
except Exception as e:
logger.error(f"取消订阅 {symbol} 失败: {e}")
def add_price_callback(self, callback: Callable[[str, float], None]):
"""
@ -286,70 +173,27 @@ class PriceMonitorService:
if callback in self.price_callbacks:
self.price_callbacks.remove(callback)
def _handle_price_update(self, msg: Dict):
"""处理 WebSocket 价格更新消息"""
# 如果服务已停止或正在重连,忽略消息
if not self.running or self._reconnecting or self._stop_requested:
return
try:
# 检查错误消息
if msg.get('e') == 'error':
error_type = msg.get('type', '')
error_msg = str(msg.get('m', ''))
# 这些错误通常是正常的连接关闭,不需要记录
ignored_errors = ['ReadLoopClosed', 'ConnectionClosed', 'WebSocketClosed', 'read loop']
if error_type in ignored_errors or any(e.lower() in error_msg.lower() for e in ignored_errors):
# 如果不是主动停止,触发重连
if not self._stop_requested and self.running:
self.running = False
self._schedule_reconnect()
return
# 其他错误记录日志(但不刷屏)
if self.running and not self._stop_requested:
logger.warning(f"WebSocket 消息: {msg}")
return
symbol = msg.get('s') # 交易对
price_str = msg.get('c') # 最新价格
if not symbol or not price_str:
return
price = float(price_str)
# 更新最新价格缓存和消息时间
self.latest_prices[symbol] = price
self._last_message_time[symbol] = time.time()
# 调用所有注册的回调函数
with self._lock:
callbacks = self.price_callbacks.copy()
for callback in callbacks:
try:
callback(symbol, price)
except Exception as e:
logger.error(f"价格回调执行出错: {e}")
except Exception as e:
if self.running and not self._stop_requested:
logger.error(f"处理价格更新出错: {e}")
def get_latest_price(self, symbol: str) -> Optional[float]:
"""获取交易对的最新缓存价格"""
return self.latest_prices.get(symbol.upper())
def get_all_prices(self) -> Dict[str, float]:
"""获取所有订阅交易对的最新价格"""
return self.latest_prices.copy()
def get_subscribed_symbols(self) -> List[str]:
"""获取已订阅的交易对列表"""
return list(self.subscribed_symbols.keys())
return list(self.subscribed_symbols)
def is_running(self) -> bool:
"""检查服务是否在运行"""
return self.running
def set_poll_interval(self, seconds: int):
"""设置轮询间隔(秒)"""
self._poll_interval = max(1, seconds)
logger.info(f"轮询间隔已设置为 {self._poll_interval}")
# 全局单例
_price_monitor_service: Optional[PriceMonitorService] = None