80 lines
3.0 KiB
Python
80 lines
3.0 KiB
Python
"""
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Configuration settings for Binance WebSocket data ingestion system
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"""
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from pydantic_settings import BaseSettings, SettingsConfigDict
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class Settings(BaseSettings):
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"""Application settings with validation"""
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model_config = SettingsConfigDict(
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env_file=".env",
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case_sensitive=True,
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extra="ignore" # Ignore extra fields from environment
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)
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# Binance WebSocket Configuration
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BINANCE_WS_BASE_URL: str = "wss://fstream.binance.com"
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SYMBOL: str = "btcusdt"
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# Stream subscriptions
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KLINE_INTERVALS: str = "5m,15m,1h,4h" # Multiple kline intervals (comma-separated)
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DEPTH_LEVEL: int = 20 # Top 20 order book levels
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# Redis Configuration
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REDIS_HOST: str = "redis"
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REDIS_PORT: int = 6379
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REDIS_DB: int = 0
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REDIS_PASSWORD: str = ""
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# Redis Stream Keys (prefix, actual keys are dynamic based on intervals)
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REDIS_STREAM_KLINE_PREFIX: str = "binance:raw:kline" # Will be: binance:raw:kline:5m, etc.
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REDIS_STREAM_DEPTH: str = "binance:raw:depth:20"
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REDIS_STREAM_TRADE: str = "binance:raw:trade"
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@property
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def kline_intervals_list(self) -> list:
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"""Parse kline intervals from comma-separated string"""
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return [interval.strip() for interval in self.KLINE_INTERVALS.split(',')]
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# Stream Configuration
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REDIS_STREAM_MAXLEN: int = 10000 # Keep last 10k messages per stream
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# Reconnection Strategy
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RECONNECT_INITIAL_DELAY: float = 1.0 # Initial delay in seconds
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RECONNECT_MAX_DELAY: float = 60.0 # Max delay in seconds
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RECONNECT_MULTIPLIER: float = 2.0 # Exponential backoff multiplier
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MAX_RECONNECT_ATTEMPTS: int = 100 # -1 for unlimited
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# Memory Protection
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MAX_BUFFER_SIZE: int = 1000 # Max messages in memory buffer
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RATE_LIMIT_MESSAGES_PER_SEC: int = 1000 # Max messages processed per second
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# Message Deduplication
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DEDUP_CACHE_SIZE: int = 10000 # Size of deduplication cache
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DEDUP_TTL_SECONDS: int = 300 # TTL for dedup entries (5 minutes)
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# Monitoring
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HEALTH_CHECK_INTERVAL: int = 30 # Health check interval in seconds
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LOG_LEVEL: str = "INFO"
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# LLM Gate Configuration (极简门控 - 频率为主，量化初筛)
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LLM_GATE_ENABLED: bool = True # 启用 LLM 门控
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# 数据要求
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LLM_MIN_CANDLES: int = 100 # 最少K线数量
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# 信号质量（极简 - 只检查综合得分）
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LLM_MIN_COMPOSITE_SCORE: float = 0.0 # Gate关闭 - 每次都调用LLM
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# 频率限制（核心控制！）
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LLM_MAX_CALLS_PER_DAY: int = 12 # 每天最多调用次数
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LLM_MIN_INTERVAL_MINUTES: int = 15 # 最小调用间隔（分钟）
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# 盈利空间过滤（过滤低利润机会）
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MIN_PROFIT_PCT: float = 1.0 # 最小盈利空间百分比，低于此值的机会不给操作建议
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PREFER_INTRADAY: bool = True # 优先日内短线交易建议
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settings = Settings()
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