K线获取方式改为websocket组合流. 带重拨机制

流程为下:
1. 启动时使用所有交易员设置的币种(去重) 如果交易员未配置,则使用系统默认
2. 在决策获取K线时 如果没有缓存 则先实时获取后再添加订阅. ps: 适用于Api方式的币种列表
This commit is contained in:
yuanshi2016
2025-11-02 14:03:13 +08:00
parent 0347705df5
commit 7302f96e8e
4 changed files with 179 additions and 179 deletions

View File

@@ -35,6 +35,7 @@ type SymbolStats struct {
}
var WSMonitorCli *WSMonitor
var subKlineTime = []string{"3m", "4h"} // 管理订阅流的K线周期
func NewWSMonitor(batchSize int) *WSMonitor {
WSMonitorCli = &WSMonitor{
@@ -47,23 +48,27 @@ func NewWSMonitor(batchSize int) *WSMonitor {
return WSMonitorCli
}
func (m *WSMonitor) Initialize() error {
func (m *WSMonitor) Initialize(coins []string) error {
log.Println("初始化WebSocket监控器...")
// 获取交易对信息
apiClient := NewAPIClient()
exchangeInfo, err := apiClient.GetExchangeInfo()
if err != nil {
return err
// 如果不指定交易对则使用market市场的所有交易对币种
if len(coins) == 0 {
exchangeInfo, err := apiClient.GetExchangeInfo()
if err != nil {
return err
}
// 筛选永续合约交易对 --仅测试时使用
//exchangeInfo.Symbols = exchangeInfo.Symbols[0:2]
for _, symbol := range exchangeInfo.Symbols {
if symbol.Status == "TRADING" && symbol.ContractType == "PERPETUAL" && strings.ToUpper(symbol.Symbol[len(symbol.Symbol)-4:]) == "USDT" {
m.symbols = append(m.symbols, symbol.Symbol)
}
}
} else {
m.symbols = coins
}
// 筛选永续合约交易对 --仅测试时使用
//exchangeInfo.Symbols = exchangeInfo.Symbols[0:2]
for _, symbol := range exchangeInfo.Symbols {
if symbol.Status == "TRADING" && symbol.ContractType == "PERPETUAL" {
m.symbols = append(m.symbols, Normalize(symbol.Symbol))
}
}
log.Printf("找到 %d 个交易对", len(m.symbols))
// 初始化历史数据
if err := m.initializeHistoricalData(); err != nil {
@@ -114,10 +119,10 @@ func (m *WSMonitor) initializeHistoricalData() error {
return nil
}
func (m *WSMonitor) Start() {
func (m *WSMonitor) Start(coins []string) {
log.Printf("启动WebSocket实时监控...")
// 初始化交易对
err := m.Initialize()
err := m.Initialize(coins)
if err != nil {
log.Fatalf("❌ 初始化币种: %v", err)
return
@@ -129,42 +134,43 @@ func (m *WSMonitor) Start() {
return
}
// 启动警报处理器
go m.handleAlerts()
//go m.handleAlerts()
// 启动定期清理任务
go m.cleanupInactiveSymbols()
//go m.cleanupInactiveSymbols()
// 输出监控统计 - 评分前十名
go m.printFilterStats(50)
//go m.printFilterStats(20)
// 订阅所有交易对
err = m.subscribeAll()
if err != nil {
log.Fatalf("❌ 订阅币种交易对: %v", err)
return
}
}
// subscribeSymbol 注册监听
func (m *WSMonitor) subscribeSymbol(symbol, st string) []string {
var streams []string
stream := fmt.Sprintf("%s@kline_%s", strings.ToLower(symbol), st)
ch := m.combinedClient.AddSubscriber(stream, 100)
streams = append(streams, stream)
go m.handleKlineData(symbol, ch, st)
return streams
}
func (m *WSMonitor) subscribeAll() error {
// 执行批量订阅
log.Println("开始订阅所有交易对...")
for _, symbol := range m.symbols {
stream3m := fmt.Sprintf("%s@kline_3m", strings.ToLower(symbol))
ch3m := m.combinedClient.AddSubscriber(stream3m, 100)
go m.handleKlineData(symbol, ch3m, "3m")
stream4h := fmt.Sprintf("%s@kline_4h", strings.ToLower(symbol))
ch4h := m.combinedClient.AddSubscriber(stream4h, 100)
go m.handleKlineData(symbol, ch4h, "4h")
for _, st := range subKlineTime {
m.subscribeSymbol(symbol, st)
}
}
err := m.combinedClient.BatchSubscribeKlines(m.symbols, "3m")
if err != nil {
log.Fatalf("❌ 订阅3m K线: %v", err)
return err
}
err = m.combinedClient.BatchSubscribeKlines(m.symbols, "4h")
if err != nil {
log.Fatalf("❌ 订阅4h K线: %v", err)
return err
for _, st := range subKlineTime {
err := m.combinedClient.BatchSubscribeKlines(m.symbols, st)
if err != nil {
log.Fatalf("❌ 订阅3m K线: %v", err)
return err
}
}
log.Println("所有交易对订阅完成")
return nil
@@ -181,34 +187,14 @@ func (m *WSMonitor) handleKlineData(symbol string, ch <-chan []byte, _time strin
}
}
func (m *WSMonitor) handleTickerData(symbol string, ch <-chan []byte) {
for data := range ch {
var tickerData TickerWSData
if err := json.Unmarshal(data, &tickerData); err != nil {
log.Printf("解析Ticker数据失败: %v", err)
continue
}
m.processTickerUpdate(symbol, tickerData)
}
}
func (m *WSMonitor) handleTickerDatas(ch <-chan []byte) {
for data := range ch {
var tickerData []TickerWSData
if err := json.Unmarshal(data, &tickerData); err != nil {
log.Printf("解析Ticker数据失败: %v", err)
continue
}
log.Fatalln(tickerData)
//m.processTickerUpdate(symbol, tickerData)
}
}
func (m *WSMonitor) getKlineDataMap(_time string) *sync.Map {
var klineDataMap *sync.Map
if _time == "3m" {
klineDataMap = &m.klineDataMap3m
} else {
} else if _time == "4h" {
klineDataMap = &m.klineDataMap4h
} else {
klineDataMap = &sync.Map{}
}
return klineDataMap
}
@@ -310,11 +296,19 @@ func (m *WSMonitor) handleAlerts() {
}
func (m *WSMonitor) GetCurrentKlines(symbol string, _time string) ([]Kline, error) {
// 对每一个进来的symbol检测是否存在内类 是否的话就订阅它
value, exists := m.getKlineDataMap(_time).Load(symbol)
if !exists {
// 如果Ws数据未初始化完成时,单独使用api获取 - 兼容性代码 (防止在未初始化完成是,已经有交易员运行)
apiClient := NewAPIClient()
klines, err := apiClient.GetKlines(symbol, _time, 40)
klines, err := apiClient.GetKlines(symbol, _time, 100)
m.getKlineDataMap(_time).Store(strings.ToUpper(symbol), klines) //动态缓存进缓存
subStr := m.subscribeSymbol(symbol, _time)
subErr := m.combinedClient.subscribeStreams(subStr)
log.Printf("动态订阅流: %v", subStr)
if subErr != nil {
return nil, fmt.Errorf("动态订阅%v分钟K线失败: %v", _time, subErr)
}
if err != nil {
return nil, fmt.Errorf("获取%v分钟K线失败: %v", _time, err)
}