first commit

2026-04-20 23:05:59 +08:00
commit 9a72566753
33 changed files with 2138 additions and 0 deletions
@@ -0,0 +1,102 @@
+import asyncio
+import json
+import logging
+
+import httpx
+import websockets
+
+from app.config import settings
+from app.services.price_store import price_store
+from app.ws.manager import manager
+
+logger = logging.getLogger(__name__)
+
+ASSET_MAP = {
+    "btcusdt": "BTC",
+    "ethusdt": "ETH",
+}
+
+
+async def _process_message(raw: str):
+    try:
+        data = json.loads(raw)
+        # Combined stream wraps payload under "data"
+        payload = data.get("data", data)
+        if payload.get("e") != "kline":
+            return
+
+        kline = payload["k"]
+        symbol = kline["s"].lower()
+        asset = ASSET_MAP.get(symbol)
+        if asset is None:
+            return
+
+        candle = {
+            "time": kline["t"],          # open time ms
+            "open": float(kline["o"]),
+            "high": float(kline["h"]),
+            "low": float(kline["l"]),
+            "close": float(kline["c"]),
+            "volume": float(kline["v"]),
+        }
+        price_store.update(asset, candle)
+
+        # Broadcast live price tick
+        await manager.broadcast({
+            "type": "price",
+            "asset": asset,
+            "price": candle["close"],
+            "time": candle["time"],
+        })
+    except Exception as exc:
+        logger.warning("Error processing Binance message: %s", exc)
+
+
+async def fetch_historical(asset: str, symbol: str, interval: str = "1m", limit: int = 500):
+    """Fetch historical klines from Binance REST API to pre-fill price_store."""
+    url = f"{settings.binance_rest_url}/api/v3/klines?symbol={symbol.upper()}&interval={interval}&limit={limit}"
+    try:
+        async with httpx.AsyncClient(timeout=15) as client:
+            resp = await client.get(url)
+            resp.raise_for_status()
+            for row in resp.json():
+                candle = {
+                    "time": row[0],           # open time ms
+                    "open": float(row[1]),
+                    "high": float(row[2]),
+                    "low": float(row[3]),
+                    "close": float(row[4]),
+                    "volume": float(row[5]),
+                }
+                price_store.update(asset, candle)
+        logger.info("Loaded %d historical %s candles for %s", limit, interval, asset)
+    except Exception as exc:
+        logger.error("Failed to fetch historical data for %s: %s", asset, exc)
+
+
+async def run_binance_ws():
+    """Connect to Binance kline stream with exponential back-off on disconnect."""
+    # Pre-fill with historical data
+    await fetch_historical("BTC", "btcusdt", limit=500)
+    await fetch_historical("ETH", "ethusdt", limit=500)
+
+    backoff = 1
+    while True:
+        try:
+            logger.info("Connecting to Binance WebSocket: %s", settings.binance_ws_url)
+            async with websockets.connect(
+                settings.binance_ws_url,
+                ping_interval=20,
+                ping_timeout=10,
+            ) as ws:
+                backoff = 1  # reset on successful connection
+                logger.info("Binance WebSocket connected.")
+                async for message in ws:
+                    await _process_message(message)
+        except asyncio.CancelledError:
+            logger.info("Binance WebSocket task cancelled.")
+            return
+        except Exception as exc:
+            logger.error("Binance WebSocket error: %s. Reconnecting in %ds.", exc, backoff)
+            await asyncio.sleep(backoff)
+            backoff = min(backoff * 2, 60)