280 lines
10 KiB
Python
280 lines
10 KiB
Python
"""
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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:
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await self._on_message(message)
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except websockets.exceptions.ConnectionClosed as e:
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logger.warning(f"[WS:{id(self)}] WebSocket 连接关闭: {e}")
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except websockets.exceptions.ConnectionError as e:
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logger.error(f"[WS:{id(self)}] WebSocket 连接错误: {e}")
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except Exception as e:
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logger.error(f"[WS:{id(self)}] WebSocket 异常: {e}")
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# 检查是否需要重连
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with self._lock:
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should_reconnect = self._running and self._subscribed_symbols and retry_count < self._max_reconnect_attempts
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if should_reconnect:
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retry_count += 1
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logger.info(f"[WS:{id(self)}] 将在 {self._reconnect_delay} 秒后重连... (尝试 {retry_count}/{self._max_reconnect_attempts})")
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await asyncio.sleep(self._reconnect_delay)
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else:
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if self._running:
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logger.warning(f"[WS:{id(self)}] 达到最大重连次数，停止服务")
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self._running = False
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break
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async def _on_message(self, message):
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"""处理 WebSocket 消息"""
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try:
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data = json.loads(message)
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# 处理不同的消息类型
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if data.get('e') == '24hrTicker': # 24小时价格变动
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symbol = data.get('s')
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if symbol:
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# 解析价格
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price = float(data.get('c', 0)) # 当前价格
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self._update_price(symbol.upper(), price)
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elif data.get('result') is not None and isinstance(data['result'], list):
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# 多个交易对的价格推送
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for item in data['result']:
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symbol = item.get('s')
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if symbol:
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price = float(item.get('c', 0))
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self._update_price(symbol.upper(), price)
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except json.JSONDecodeError as e:
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logger.error(f"[WS:{id(self)}] 解析 WebSocket 消息失败: {e}")
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except Exception as e:
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logger.error(f"[WS:{id(self)}] 处理 WebSocket 消息出错: {e}")
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def _update_price(self, symbol: str, price: float):
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"""更新价格并触发回调"""
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old_price = self._latest_prices.get(symbol)
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# 只有价格变化时才触发回调
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if old_price != price:
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self._latest_prices[symbol] = price
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# 调用所有注册的回调函数
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with self._lock:
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callbacks = self._price_callbacks.copy()
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# 在线程中执行回调
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for callback in callbacks:
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try:
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callback(symbol, price)
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except Exception as e:
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logger.error(f"[WS:{id(self)}] 价格回调执行出错: {e}")
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async def _close_ws(self):
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"""关闭 WebSocket 连接"""
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if self._ws:
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await self._ws.close()
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self._ws = None
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logger.info(f"[WS:{id(self)}] WebSocket 连接已关闭")
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def _fetch_current_price(self, symbol: str):
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"""立即获取当前价格（WebSocket 连接建立前的临时方案）"""
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try:
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import requests
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url = f"https://api.binance.com/api/v3/ticker/price?symbol={symbol}"
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response = requests.get(url, timeout=5)
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if response.status_code == 200:
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data = response.json()
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price = float(data['price'])
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self._latest_prices[symbol] = price
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logger.debug(f"[WS:{id(self)}] 获取 {symbol} 当前价格: ${price:,.2f}")
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except Exception as e:
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logger.warning(f"[WS:{id(self)}] 获取 {symbol} 当前价格失败: {e}")
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# 全局单例
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_ws_monitor: Optional[WebSocketPriceMonitor] = None
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def get_ws_price_monitor() -> WebSocketPriceMonitor:
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"""获取 WebSocket 价格监控服务单例"""
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global _ws_monitor
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if _ws_monitor is None:
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_ws_monitor = WebSocketPriceMonitor()
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return _ws_monitor
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