update
This commit is contained in:
aaron
parent
d344582302
commit
514aceaac6
@ -206,11 +206,26 @@ class CryptoAgent:
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logger.info(f" 模拟交易: 已启用")
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logger.info("=" * 60 + "\n")
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# 启动价格监控
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if self.paper_trading_enabled and self.price_monitor:
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for symbol in self.symbols:
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self.price_monitor.subscribe_symbol(symbol)
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logger.info(f"已启动 WebSocket 价格监控: {', '.join(self.symbols)}")
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# 启动 WebSocket 价格监控（替代轮询模式）
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if self.paper_trading_enabled and self.symbols:
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try:
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from app.services.websocket_monitor import get_ws_price_monitor
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self.ws_monitor = get_ws_price_monitor()
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for symbol in self.symbols:
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self.ws_monitor.subscribe_symbol(symbol)
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# 同时注册回调（用于模拟交易的价格触发）
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self.ws_monitor.add_price_callback(self._on_price_update)
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logger.info(f"已启动 WebSocket 价格监控: {', '.join(self.symbols)}")
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except Exception as e:
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logger.error(f"WebSocket 价格监控启动失败，将使用轮询模式: {e}")
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# 降级到轮询模式
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self.price_monitor = get_price_monitor_service()
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for symbol in self.symbols:
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self.price_monitor.subscribe_symbol(symbol)
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self.price_monitor.add_price_callback(self._on_price_update)
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logger.info(f"已启动轮询模式价格监控: {', '.join(self.symbols)}")
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# 发送启动通知
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await self.feishu.send_text(
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@ -251,8 +266,15 @@ class CryptoAgent:
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def stop(self):
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"""停止运行"""
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self.running = False
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if self.price_monitor:
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# 停止 WebSocket 价格监控
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if hasattr(self, 'ws_monitor') and self.ws_monitor:
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self.ws_monitor.stop()
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# 停止轮询价格监控（如果存在）
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if hasattr(self, 'price_monitor') and self.price_monitor:
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self.price_monitor.stop()
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logger.info("加密货币智能体已停止")
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async def analyze_symbol(self, symbol: str):
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@ -21,50 +21,37 @@ _crypto_agent_task = None
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async def price_monitor_loop():
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"""后台价格监控循环 - 检查止盈止损"""
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"""后台价格监控循环 - 使用 WebSocket 实时检查止盈止损"""
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from app.services.paper_trading_service import get_paper_trading_service
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from app.services.binance_service import binance_service
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from app.services.feishu_service import get_feishu_service
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from app.services.telegram_service import get_telegram_service
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from app.services.websocket_monitor import get_ws_price_monitor
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logger.info("后台价格监控任务已启动")
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logger.info("后台价格监控任务已启动（WebSocket 模式）")
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while True:
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feishu = get_feishu_service()
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telegram = get_telegram_service()
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paper_trading = get_paper_trading_service()
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ws_monitor = get_ws_price_monitor()
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# 价格更新回调 - 检查止盈止损
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async def on_price_update(symbol: str, price: float):
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"""价格更新时检查止盈止损"""
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try:
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paper_trading = get_paper_trading_service()
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feishu = get_feishu_service()
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telegram = get_telegram_service()
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# 检查止盈止损
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triggered = paper_trading.check_price_triggers(symbol, price)
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# 获取活跃订单
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active_orders = paper_trading.get_active_orders()
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if not active_orders:
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await asyncio.sleep(10) # 没有活跃订单时，10秒检查一次
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continue
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# 发送通知
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for result in triggered:
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status = result.get('status', '')
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event_type = result.get('event_type', 'order_closed')
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# 获取所有需要的交易对
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symbols = set(order.get('symbol') for order in active_orders if order.get('symbol'))
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# 处理挂单成交事件
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if event_type == 'order_filled':
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side_text = "做多" if result.get('side') == 'long' else "做空"
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grade = result.get('signal_grade', 'N/A')
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# 获取价格并检查止盈止损
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for symbol in symbols:
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try:
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price = binance_service.get_current_price(symbol)
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if not price:
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continue
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# 检查止盈止损
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triggered = paper_trading.check_price_triggers(symbol, price)
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# 发送通知
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for result in triggered:
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status = result.get('status', '')
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event_type = result.get('event_type', 'order_closed')
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# 处理挂单成交事件
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if event_type == 'order_filled':
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side_text = "做多" if result.get('side') == 'long' else "做空"
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grade = result.get('signal_grade', 'N/A')
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message = f"""✅ 挂单成交
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message = f"""✅ 挂单成交
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交易对: {result.get('symbol')}
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方向: {side_text}
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@ -75,32 +62,32 @@ async def price_monitor_loop():
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止损: ${result.get('stop_loss', 0):,.2f}
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止盈: ${result.get('take_profit', 0):,.2f}"""
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# 发送通知
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await feishu.send_text(message)
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await telegram.send_message(message)
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logger.info(f"后台监控触发挂单成交: {result.get('order_id')} | {symbol}")
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continue
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# 发送通知
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await feishu.send_text(message)
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await telegram.send_message(message)
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logger.info(f"后台监控触发挂单成交: {result.get('order_id')} | {symbol}")
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continue
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# 处理订单平仓事件
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is_win = result.get('is_win', False)
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# 处理订单平仓事件
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is_win = result.get('is_win', False)
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if status == 'closed_tp':
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emoji = "🎯"
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status_text = "止盈平仓"
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elif status == 'closed_sl':
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emoji = "🛑"
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status_text = "止损平仓"
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elif status == 'closed_be':
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emoji = "🔒"
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status_text = "保本止损"
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else:
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emoji = "📤"
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status_text = "平仓"
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if status == 'closed_tp':
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emoji = "🎯"
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status_text = "止盈平仓"
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elif status == 'closed_sl':
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emoji = "🛑"
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status_text = "止损平仓"
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elif status == 'closed_be':
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emoji = "🔒"
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status_text = "保本止损"
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else:
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emoji = "📤"
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status_text = "平仓"
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win_text = "盈利" if is_win else "亏损"
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side_text = "做多" if result.get('side') == 'long' else "做空"
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win_text = "盈利" if is_win else "亏损"
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side_text = "做多" if result.get('side') == 'long' else "做空"
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message = f"""{emoji} 订单{status_text}
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message = f"""{emoji} 订单{status_text}
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交易对: {result.get('symbol')}
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方向: {side_text}
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@ -109,20 +96,51 @@ async def price_monitor_loop():
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{win_text}: {result.get('pnl_percent', 0):+.2f}% (${result.get('pnl_amount', 0):+.2f})
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持仓时间: {result.get('hold_duration', 'N/A')}"""
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# 发送通知
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await feishu.send_text(message)
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await telegram.send_message(message)
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logger.info(f"后台监控触发平仓: {result.get('order_id')} | {symbol}")
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# 发送通知
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await feishu.send_text(message)
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await telegram.send_message(message)
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logger.info(f"后台监控触发平仓: {result.get('order_id')} | {symbol}")
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except Exception as e:
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logger.error(f"检查 {symbol} 价格失败: {e}")
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except Exception as e:
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logger.error(f"处理 {symbol} 价格更新失败: {e}")
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# 每 3 秒检查一次
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await asyncio.sleep(3)
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# 注册 WebSocket 回调
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ws_monitor.add_price_callback(lambda s, p: asyncio.create_task(on_price_update(s, p)))
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# 持续监控活跃订单，动态订阅/取消订阅
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monitored_symbols = set()
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while True:
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try:
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# 获取活跃订单
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active_orders = paper_trading.get_active_orders()
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# 获取需要监控的交易对
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current_symbols = set(order.get('symbol') for order in active_orders if order.get('symbol'))
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# 订阅新交易对
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new_symbols = current_symbols - monitored_symbols
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for symbol in new_symbols:
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ws_monitor.subscribe_symbol(symbol)
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logger.info(f"后台监控订阅 {symbol}")
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# 取消订阅不再需要的交易对（可选，这里保留订阅以便快速响应）
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# unmonitored_symbols = monitored_symbols - current_symbols
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# for symbol in unmonitored_symbols:
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# ws_monitor.unsubscribe_symbol(symbol)
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monitored_symbols = current_symbols
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# 没有活跃订单时，等待 10 秒
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if not active_orders:
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await asyncio.sleep(10)
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else:
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# 有活跃订单时，每 30 秒检查一次订阅状态
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await asyncio.sleep(30)
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except Exception as e:
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logger.error(f"价格监控循环出错: {e}")
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await asyncio.sleep(5)
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await asyncio.sleep(60)
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async def periodic_report_loop():
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279
backend/app/services/websocket_monitor.py
Normal file
279
backend/app/services/websocket_monitor.py
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@ -0,0 +1,279 @@
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"""
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WebSocket 价格监控服务 - 使用 Binance WebSocket API 实现实时价格推送
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"""
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import json
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import asyncio
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import threading
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from typing import Dict, List, Callable, Optional, Set
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from datetime import datetime
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import websockets
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from app.utils.logger import logger
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class WebSocketPriceMonitor:
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"""WebSocket 实时价格监控服务"""
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# Binance WebSocket 端点
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BASE_WS_URL = "wss://stream.binance.com:9443/ws"
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def __init__(self):
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"""初始化 WebSocket 价格监控服务"""
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self._ws = None
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self._loop = None
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self._thread = None
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self._running = False
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self._subscribed_symbols: Set[str] = set()
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self._price_callbacks: List[Callable[[str, float], None]] = []
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self._latest_prices: Dict[str, float] = {}
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self._lock = threading.Lock()
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self._last_heartbeat: Optional[datetime] = None
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# 连接和重连配置
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self._reconnect_delay = 5 # 重连延迟（秒）
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self._max_reconnect_attempts = 10
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logger.info("WebSocket 价格监控服务初始化完成")
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def is_running(self) -> bool:
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"""检查服务是否在运行"""
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return self._running and self._ws is not None and self._running
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def subscribe_symbol(self, symbol: str):
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"""
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订阅交易对的价格推送
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Args:
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symbol: 交易对，如 "BTCUSDT"
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"""
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symbol = symbol.upper()
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with self._lock:
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if symbol in self._subscribed_symbols:
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logger.debug(f"[WS:{id(self)}] {symbol} 已订阅，跳过")
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return
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self._subscribed_symbols.add(symbol)
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# 如果服务未运行，自动启动
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if not self.is_running():
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self.start()
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# 立即获取当前价格
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self._fetch_current_price(symbol)
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logger.info(f"[WS:{id(self)}] 已订阅 {symbol} 价格更新 (当前订阅: {self._subscribed_symbols})")
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def unsubscribe_symbol(self, symbol: str):
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"""取消订阅交易对"""
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symbol = symbol.upper()
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with self._lock:
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if symbol in self._subscribed_symbols:
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self._subscribed_symbols.discard(symbol)
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self._latest_prices.pop(symbol, None)
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logger.info(f"[WS:{id(self)}] 已取消订阅 {symbol}")
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# 如果没有订阅了，可以考虑断开连接
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if not self._subscribed_symbols:
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logger.info(f"[WS:{id(self)}] 没有订阅的交易对，准备断开连接")
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def add_price_callback(self, callback: Callable[[str, float], None]):
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"""添加价格更新回调函数"""
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with self._lock:
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if callback not in self._price_callbacks:
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self._price_callbacks.append(callback)
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def remove_price_callback(self, callback: Callable):
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"""移除价格回调函数"""
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with self._lock:
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if callback in self._price_callbacks:
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self._price_callbacks.remove(callback)
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def get_latest_price(self, symbol: str) -> Optional[float]:
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"""获取交易对的最新缓存价格"""
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return self._latest_prices.get(symbol.upper())
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def get_subscribed_symbols(self) -> List[str]:
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"""获取已订阅的交易对列表"""
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with self._lock:
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return list(self._subscribed_symbols)
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def start(self):
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"""启动 WebSocket 连接"""
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with self._lock:
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if self._running:
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logger.debug(f"[WS:{id(self)}] WebSocket 服务已在运行")
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return
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self._running = True
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# 在新线程中运行事件循环
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self._thread = threading.Thread(target=self._run_event_loop, daemon=True)
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self._thread.start()
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def stop(self):
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"""停止 WebSocket 连接"""
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with self._lock:
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if not self._running:
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return
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self._running = False
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# 关闭 WebSocket 连接
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if self._loop and self._loop.is_running():
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self._loop.call_soon_threadsafe(self._close_ws())
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if self._thread and self._thread.is_alive():
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self._thread.join(timeout=5)
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logger.info(f"[WS:{id(self)}] WebSocket 价格监控服务已停止")
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def _run_event_loop(self):
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"""运行 WebSocket 事件循环（在单独线程中）"""
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# 创建新的事件循环
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self._loop = asyncio.new_event_loop()
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asyncio.set_event_loop(self._loop)
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try:
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self._loop.run_until_complete(self._connect_and_listen())
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except Exception as e:
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logger.error(f"[WS:{id(self)}] WebSocket 事件循环出错: {e}")
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finally:
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self._loop.close()
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async def _connect_and_listen(self):
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"""连接并监听 WebSocket 消息"""
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retry_count = 0
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while self._running and retry_count < self._max_reconnect_attempts:
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try:
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# 构建订阅流
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with self._lock:
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symbols = list(self._subscribed_symbols)
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if not symbols:
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# 没有订阅的交易对，等待订阅
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logger.debug(f"[WS:{id(self)}] 没有订阅的交易对，等待 5 秒")
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await asyncio.sleep(5)
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continue
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# 构建 WebSocket 流
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streams = []
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for symbol in symbols:
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streams.append(f"{symbol.lower()}@ticker")
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# Binance 组合流 URL 格式: /stream?streams=btcusdt@ticker/ethusdt@ticker
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url = f"{self.BASE_WS_URL}/stream?streams={'/'.join(streams)}"
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logger.info(f"[WS:{id(self)}] 正在连接 WebSocket... (订阅: {', '.join(symbols)})")
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logger.debug(f"[WS:{id(self)}] WebSocket URL: {url}")
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async with websockets.connect(url, ping_interval=30) as ws:
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self._ws = ws
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retry_count = 0 # 连接成功，重置重试计数
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self._last_heartbeat = datetime.now()
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logger.info(f"[WS:{id(self)}] WebSocket 已连接")
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# 监听消息
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||||
async for message in self._ws:
|
||||
await self._on_message(message)
|
||||
|
||||
except websockets.exceptions.ConnectionClosed as e:
|
||||
logger.warning(f"[WS:{id(self)}] WebSocket 连接关闭: {e}")
|
||||
except websockets.exceptions.ConnectionError as e:
|
||||
logger.error(f"[WS:{id(self)}] WebSocket 连接错误: {e}")
|
||||
except Exception as e:
|
||||
logger.error(f"[WS:{id(self)}] WebSocket 异常: {e}")
|
||||
|
||||
# 检查是否需要重连
|
||||
with self._lock:
|
||||
should_reconnect = self._running and self._subscribed_symbols and retry_count < self._max_reconnect_attempts
|
||||
|
||||
if should_reconnect:
|
||||
retry_count += 1
|
||||
logger.info(f"[WS:{id(self)}] 将在 {self._reconnect_delay} 秒后重连... (尝试 {retry_count}/{self._max_reconnect_attempts})")
|
||||
await asyncio.sleep(self._reconnect_delay)
|
||||
else:
|
||||
if self._running:
|
||||
logger.warning(f"[WS:{id(self)}] 达到最大重连次数，停止服务")
|
||||
self._running = False
|
||||
break
|
||||
|
||||
async def _on_message(self, message):
|
||||
"""处理 WebSocket 消息"""
|
||||
try:
|
||||
data = json.loads(message)
|
||||
|
||||
# 处理不同的消息类型
|
||||
if data.get('e') == '24hrTicker': # 24小时价格变动
|
||||
symbol = data.get('s')
|
||||
if symbol:
|
||||
# 解析价格
|
||||
price = float(data.get('c', 0)) # 当前价格
|
||||
self._update_price(symbol.upper(), price)
|
||||
|
||||
elif data.get('result') is not None and isinstance(data['result'], list):
|
||||
# 多个交易对的价格推送
|
||||
for item in data['result']:
|
||||
symbol = item.get('s')
|
||||
if symbol:
|
||||
price = float(item.get('c', 0))
|
||||
self._update_price(symbol.upper(), price)
|
||||
|
||||
except json.JSONDecodeError as e:
|
||||
logger.error(f"[WS:{id(self)}] 解析 WebSocket 消息失败: {e}")
|
||||
except Exception as e:
|
||||
logger.error(f"[WS:{id(self)}] 处理 WebSocket 消息出错: {e}")
|
||||
|
||||
def _update_price(self, symbol: str, price: float):
|
||||
"""更新价格并触发回调"""
|
||||
old_price = self._latest_prices.get(symbol)
|
||||
|
||||
# 只有价格变化时才触发回调
|
||||
if old_price != price:
|
||||
self._latest_prices[symbol] = price
|
||||
|
||||
# 调用所有注册的回调函数
|
||||
with self._lock:
|
||||
callbacks = self._price_callbacks.copy()
|
||||
|
||||
# 在线程中执行回调
|
||||
for callback in callbacks:
|
||||
try:
|
||||
callback(symbol, price)
|
||||
except Exception as e:
|
||||
logger.error(f"[WS:{id(self)}] 价格回调执行出错: {e}")
|
||||
|
||||
async def _close_ws(self):
|
||||
"""关闭 WebSocket 连接"""
|
||||
if self._ws:
|
||||
await self._ws.close()
|
||||
self._ws = None
|
||||
logger.info(f"[WS:{id(self)}] WebSocket 连接已关闭")
|
||||
|
||||
def _fetch_current_price(self, symbol: str):
|
||||
"""立即获取当前价格（WebSocket 连接建立前的临时方案）"""
|
||||
try:
|
||||
import requests
|
||||
url = f"https://api.binance.com/api/v3/ticker/price?symbol={symbol}"
|
||||
response = requests.get(url, timeout=5)
|
||||
if response.status_code == 200:
|
||||
data = response.json()
|
||||
price = float(data['price'])
|
||||
self._latest_prices[symbol] = price
|
||||
logger.debug(f"[WS:{id(self)}] 获取 {symbol} 当前价格: ${price:,.2f}")
|
||||
except Exception as e:
|
||||
logger.warning(f"[WS:{id(self)}] 获取 {symbol} 当前价格失败: {e}")
|
||||
|
||||
|
||||
# 全局单例
|
||||
_ws_monitor: Optional[WebSocketPriceMonitor] = None
|
||||
|
||||
|
||||
def get_ws_price_monitor() -> WebSocketPriceMonitor:
|
||||
"""获取 WebSocket 价格监控服务单例"""
|
||||
global _ws_monitor
|
||||
if _ws_monitor is None:
|
||||
_ws_monitor = WebSocketPriceMonitor()
|
||||
return _ws_monitor
|
||||
92
scripts/test_websocket_monitor.py
Normal file
92
scripts/test_websocket_monitor.py
Normal file
@ -0,0 +1,92 @@
|
||||
#!/usr/bin/env python3
|
||||
"""
|
||||
测试 WebSocket 价格监控服务
|
||||
"""
|
||||
import sys
|
||||
import os
|
||||
import asyncio
|
||||
|
||||
# 确保路径正确
|
||||
script_dir = os.path.dirname(os.path.abspath(__file__))
|
||||
project_root = os.path.dirname(script_dir)
|
||||
backend_dir = os.path.join(project_root, 'backend')
|
||||
sys.path.insert(0, backend_dir)
|
||||
|
||||
from app.services.websocket_monitor import get_ws_price_monitor
|
||||
from app.utils.logger import logger
|
||||
|
||||
|
||||
def on_price_update(symbol: str, price: float):
|
||||
"""价格更新回调"""
|
||||
print(f"📊 {symbol}: ${price:,.2f}")
|
||||
|
||||
|
||||
async def main():
|
||||
print("=" * 60)
|
||||
print("🔌 测试 WebSocket 价格监控服务")
|
||||
print("=" * 60)
|
||||
|
||||
ws_monitor = get_ws_price_monitor()
|
||||
|
||||
# 订阅几个交易对
|
||||
symbols = ['BTCUSDT', 'ETHUSDT']
|
||||
|
||||
print(f"\n订阅交易对: {', '.join(symbols)}")
|
||||
for symbol in symbols:
|
||||
ws_monitor.subscribe_symbol(symbol)
|
||||
|
||||
# 注册回调
|
||||
ws_monitor.add_price_callback(on_price_update)
|
||||
|
||||
print("\n等待价格推送（30秒）...")
|
||||
print("提示: WebSocket 连接可能需要几秒钟建立...")
|
||||
print("-" * 60)
|
||||
|
||||
# 使用 asyncio.sleep 而不是 time.sleep，让事件循环运行
|
||||
connection_check = 0
|
||||
for i in range(30):
|
||||
await asyncio.sleep(1)
|
||||
|
||||
# 检查 WebSocket 运行状态
|
||||
if i == 2:
|
||||
print(f"📡 WebSocket 运行状态: {ws_monitor.is_running()}")
|
||||
print(f"📡 已订阅交易对: {ws_monitor.get_subscribed_symbols()}")
|
||||
|
||||
# 每秒检查一次价格
|
||||
for symbol in symbols:
|
||||
price = ws_monitor.get_latest_price(symbol)
|
||||
if price:
|
||||
print(f"📊 {symbol}: ${price:,.2f}")
|
||||
|
||||
# 每5秒打印一次状态
|
||||
connection_check += 1
|
||||
if connection_check >= 5:
|
||||
connection_check = 0
|
||||
print(f"⏱️ 已运行 {i+1} 秒 | WebSocket 状态: {'🟢 运行中' if ws_monitor.is_running() else '🔴 未运行'}")
|
||||
|
||||
# 显示获取到的价格
|
||||
print("\n" + "=" * 60)
|
||||
print("📊 获取到的价格:")
|
||||
print("=" * 60)
|
||||
for symbol in symbols:
|
||||
price = ws_monitor.get_latest_price(symbol)
|
||||
if price:
|
||||
print(f" {symbol}: ${price:,.2f}")
|
||||
else:
|
||||
print(f" {symbol}: 未获取到价格")
|
||||
|
||||
# 停止服务
|
||||
print("\n停止服务...")
|
||||
ws_monitor.stop()
|
||||
|
||||
print("=" * 60)
|
||||
print("✅ 测试完成")
|
||||
print("=" * 60)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
try:
|
||||
asyncio.run(main())
|
||||
except KeyboardInterrupt:
|
||||
print("\n\n⚠️ 测试中断")
|
||||
sys.exit(0)
|
||||
Loading…
Reference in New Issue
Block a user