""" 24 小时行情 WebSocket 流:订阅 !ticker@arr,维护全市场 ticker 缓存。 供 market_scanner 优先使用,避免批量 REST get_all_tickers_24h,减少请求与超时。 文档:仅发生变化的交易对会出现在推送数组中,约 1 秒一次。 """ import asyncio import json import logging import time from typing import Dict, Optional, Any logger = logging.getLogger(__name__) # 全市场 24h ticker 缓存:symbol -> { symbol, price, volume, changePercent, ts } _ticker_24h_cache: Dict[str, Dict[str, Any]] = {} _ticker_24h_updated_at: float = 0.0 def get_tickers_24h_cache() -> Dict[str, Dict[str, Any]]: """返回当前 24h ticker 缓存(与 get_all_tickers_24h 结构兼容)。""" return dict(_ticker_24h_cache) def get_tickers_24h_cache_updated_at() -> float: """返回缓存最后更新时间(monotonic)。未更新过为 0。""" return _ticker_24h_updated_at def is_ticker_24h_cache_fresh(max_age_sec: float = 120.0) -> bool: """缓存是否在 max_age_sec 秒内更新过且非空。""" if not _ticker_24h_cache: return False return (time.monotonic() - _ticker_24h_updated_at) <= max_age_sec class Ticker24hStream: """订阅合约 !ticker@arr,持续更新 _ticker_24h_cache。无需 listenKey,公开行情。""" def __init__(self, testnet: bool = False): self.testnet = testnet self._ws = None self._task: Optional[asyncio.Task] = None self._running = False def _ws_url(self) -> str: if self.testnet: return "wss://stream.binancefuture.com/ws/!ticker@arr" return "wss://fstream.binance.com/ws/!ticker@arr" async def start(self) -> bool: if self._running: return True self._running = True self._task = asyncio.create_task(self._run_ws()) logger.info("Ticker24hStream: 已启动(!ticker@arr),扫描将优先使用 WS 缓存") return True async def stop(self): self._running = False if self._task: self._task.cancel() try: await self._task except asyncio.CancelledError: pass self._task = None if self._ws: try: await self._ws.close() except Exception: pass self._ws = None logger.info("Ticker24hStream: 已停止") async def _run_ws(self): import aiohttp while self._running: url = self._ws_url() try: async with aiohttp.ClientSession() as session: async with session.ws_connect( url, heartbeat=50, timeout=aiohttp.ClientTimeout(total=15) ) as ws: self._ws = ws logger.info("Ticker24hStream: WS 已连接") async for msg in ws: if not self._running: break if msg.type == aiohttp.WSMsgType.TEXT: self._handle_message(msg.data) elif msg.type in (aiohttp.WSMsgType.ERROR, aiohttp.WSMsgType.CLOSED, aiohttp.WSMsgType.CLOSE): break except asyncio.CancelledError: break except Exception as e: err_msg = getattr(e, "message", str(e)) or repr(e) err_type = type(e).__name__ logger.warning( "Ticker24hStream: WS 异常 %s: %s,10s 后重连", err_type, err_msg, exc_info=logger.isEnabledFor(logging.DEBUG), ) await asyncio.sleep(10) self._ws = None if not self._running: break def _handle_message(self, raw: str): global _ticker_24h_cache, _ticker_24h_updated_at try: data = json.loads(raw) except Exception: return # 可能是单条对象(stream 名)或数组;文档说是数组 if isinstance(data, list): arr = data elif isinstance(data, dict): # 组合流格式 { "stream": "!ticker@arr", "data": [ ... ] } arr = data.get("data") if isinstance(data.get("data"), list) else [data] else: return now_ms = int(time.time() * 1000) for t in arr: if not isinstance(t, dict): continue s = (t.get("s") or t.get("symbol") or "").strip() if not s or not s.endswith("USDT"): continue try: price = float(t.get("c") or t.get("lastPrice") or 0) change_pct = float(t.get("P") or t.get("priceChangePercent") or 0) # 成交量:优先 quoteVolume(USDT),文档可能为 q 或 quoteVolume vol = float(t.get("quoteVolume") or t.get("q") or t.get("v") or 0) except (TypeError, ValueError): continue _ticker_24h_cache[s] = { "symbol": s, "price": price, "volume": vol, "changePercent": change_pct, "ts": now_ms, } _ticker_24h_updated_at = time.monotonic() logger.debug(f"Ticker24hStream: 已更新 {len(arr)} 条,缓存共 {len(_ticker_24h_cache)} 个交易对")