feat: add real-time price fetching and fix data delays

- Add get_ticker() method for real-time quotes across all markets - Add get_realtime_price() service with ticker/kline fallback chain - Fix yfinance end date issue for US stocks and futures - Fix forex timezone parsing for Tiingo UTC timestamps - Add retry mechanism with exponential backoff for Tiingo API - Add API rate limiting for portfolio (3 concurrent, 0.3s interval) - Add force refresh option to bypass price cache on manual refresh
2026-01-13 00:21:33 +08:00
parent ac932aebf0
commit 714dd47c86
10 changed files with 643 additions and 78 deletions
@@ -65,9 +65,126 @@ class KlineService:
        return klines
    
    def get_latest_price(self, market: str, symbol: str) -> Optional[Dict[str, Any]]:
-        """获取最新价格"""
+        """获取最新价格（使用1分钟K线，已弃用，建议使用 get_realtime_price）"""
        klines = self.get_kline(market, symbol, '1m', 1)
        if klines:
            return klines[-1]
        return None
+    
+    def get_realtime_price(self, market: str, symbol: str, force_refresh: bool = False) -> Dict[str, Any]:
+        """
+        获取实时价格（优先使用 ticker API，降级使用分钟 K 线）
+        
+        Args:
+            market: 市场类型 (Crypto, USStock, AShare, HShare, Forex, Futures)
+            symbol: 交易对/股票代码
+            force_refresh: 是否强制刷新（跳过缓存）
+            
+        Returns:
+            实时价格数据: {
+                'price': 最新价格,
+                'change': 涨跌额,
+                'changePercent': 涨跌幅,
+                'high': 最高价,
+                'low': 最低价,
+                'open': 开盘价,
+                'previousClose': 昨收价,
+                'source': 数据来源 ('ticker' 或 'kline')
+            }
+        """
+        # 构建缓存键（短时间缓存，避免频繁请求）
+        cache_key = f"realtime_price:{market}:{symbol}"
+        
+        # 如果不是强制刷新，尝试使用缓存
+        if not force_refresh:
+            cached = self.cache.get(cache_key)
+            if cached:
+                return cached
+        
+        result = {
+            'price': 0,
+            'change': 0,
+            'changePercent': 0,
+            'high': 0,
+            'low': 0,
+            'open': 0,
+            'previousClose': 0,
+            'source': 'unknown'
+        }
+        
+        # 优先尝试使用 ticker API 获取实时价格
+        try:
+            ticker = DataSourceFactory.get_ticker(market, symbol)
+            if ticker and ticker.get('last', 0) > 0:
+                result = {
+                    'price': ticker.get('last', 0),
+                    'change': ticker.get('change', 0),
+                    'changePercent': ticker.get('changePercent', 0),
+                    'high': ticker.get('high', 0),
+                    'low': ticker.get('low', 0),
+                    'open': ticker.get('open', 0),
+                    'previousClose': ticker.get('previousClose', 0),
+                    'source': 'ticker'
+                }
+                # 缓存 30 秒
+                self.cache.set(cache_key, result, 30)
+                return result
+        except Exception as e:
+            logger.debug(f"Ticker API failed for {market}:{symbol}, falling back to kline: {e}")
+        
+        # 降级：使用 1 分钟 K 线
+        try:
+            klines = self.get_kline(market, symbol, '1m', 2)
+            if klines and len(klines) > 0:
+                latest = klines[-1]
+                prev_close = klines[-2]['close'] if len(klines) > 1 else latest.get('open', 0)
+                current_price = latest.get('close', 0)
+                
+                change = round(current_price - prev_close, 4) if prev_close else 0
+                change_pct = round(change / prev_close * 100, 2) if prev_close and prev_close > 0 else 0
+                
+                result = {
+                    'price': current_price,
+                    'change': change,
+                    'changePercent': change_pct,
+                    'high': latest.get('high', 0),
+                    'low': latest.get('low', 0),
+                    'open': latest.get('open', 0),
+                    'previousClose': prev_close,
+                    'source': 'kline_1m'
+                }
+                # 缓存 30 秒
+                self.cache.set(cache_key, result, 30)
+                return result
+        except Exception as e:
+            logger.debug(f"1m kline failed for {market}:{symbol}, trying daily: {e}")
+        
+        # 最后降级：使用日线数据（适用于非交易时间）
+        try:
+            klines = self.get_kline(market, symbol, '1D', 2)
+            if klines and len(klines) > 0:
+                latest = klines[-1]
+                prev_close = klines[-2]['close'] if len(klines) > 1 else latest.get('open', 0)
+                current_price = latest.get('close', 0)
+                
+                change = round(current_price - prev_close, 4) if prev_close else 0
+                change_pct = round(change / prev_close * 100, 2) if prev_close and prev_close > 0 else 0
+                
+                result = {
+                    'price': current_price,
+                    'change': change,
+                    'changePercent': change_pct,
+                    'high': latest.get('high', 0),
+                    'low': latest.get('low', 0),
+                    'open': latest.get('open', 0),
+                    'previousClose': prev_close,
+                    'source': 'kline_1d'
+                }
+                # 日线数据缓存 5 分钟
+                self.cache.set(cache_key, result, 300)
+                return result
+        except Exception as e:
+            logger.error(f"All price sources failed for {market}:{symbol}: {e}")
+        
+        return result

@@ -116,12 +116,11 @@ def _get_positions_for_monitor(position_ids: List[int] = None) -> List[Dict[str,
            quantity = float(row.get('quantity') or 0)
            side = row.get('side') or 'long'
            
-            # Get current price
+            # Get current price (use realtime price API)
            current_price = 0
            try:
-                klines = kline_service.get_kline(market, symbol, '1D', 1)
-                if klines:
-                    current_price = float(klines[-1].get('close') or 0)
+                price_data = kline_service.get_realtime_price(market, symbol)
+                current_price = float(price_data.get('price') or 0)
            except Exception:
                pass
            
@@ -982,12 +981,11 @@ def _check_position_alerts():
                if not can_trigger:
                    continue
                
-                # Get current price
+                # Get current price (use realtime price API)
                current_price = 0
                try:
-                    klines = kline_service.get_kline(market, symbol, '1D', 1)
-                    if klines:
-                        current_price = float(klines[-1].get('close') or 0)
+                    price_data = kline_service.get_realtime_price(market, symbol)
+                    current_price = float(price_data.get('price') or 0)
                except Exception:
                    continue