@@ -31,6 +31,9 @@ class BinanceSpotClient(BaseRestClient):
|
||||
self._sym_filter_cache: Dict[str, Tuple[float, Dict[str, Any]]] = {}
|
||||
self._sym_filter_cache_ttl_sec = 300.0
|
||||
|
||||
self._time_offset_ms: int = 0
|
||||
self._time_sync_monotonic: float = 0.0
|
||||
|
||||
@staticmethod
|
||||
def _to_dec(x: Any) -> Decimal:
|
||||
try:
|
||||
@@ -158,6 +161,24 @@ class BinanceSpotClient(BaseRestClient):
|
||||
def _signed_headers(self) -> Dict[str, str]:
|
||||
return {"X-MBX-APIKEY": self.api_key}
|
||||
|
||||
def _ensure_server_time(self, *, force: bool = False) -> None:
|
||||
"""Align signed request timestamps with Binance (GET /api/v3/time)."""
|
||||
now_m = time.monotonic()
|
||||
if not force and (now_m - float(self._time_sync_monotonic or 0.0)) < 300.0:
|
||||
return
|
||||
try:
|
||||
code, data, _ = self._request("GET", "/api/v3/time")
|
||||
if code != 200 or not isinstance(data, dict):
|
||||
return
|
||||
server_ms = int(data.get("serverTime") or 0)
|
||||
if server_ms <= 0:
|
||||
return
|
||||
local_ms = int(time.time() * 1000)
|
||||
self._time_offset_ms = server_ms - local_ms
|
||||
self._time_sync_monotonic = now_m
|
||||
except Exception:
|
||||
pass
|
||||
|
||||
def _format_client_order_id(self, client_order_id: Optional[str]) -> str:
|
||||
raw = str(client_order_id or "").strip()
|
||||
broker_id = str(self.broker_id or "").strip()
|
||||
@@ -174,16 +195,34 @@ class BinanceSpotClient(BaseRestClient):
|
||||
return f"{prefix}{raw[:suffix_budget]}"
|
||||
|
||||
def _signed_request(self, method: str, path: str, *, params: Dict[str, Any]) -> Dict[str, Any]:
|
||||
p = dict(params or {})
|
||||
p["timestamp"] = int(time.time() * 1000)
|
||||
qs = urlencode(p, doseq=True)
|
||||
p["signature"] = self._sign(qs)
|
||||
code, data, text = self._request(method, path, params=p, headers=self._signed_headers())
|
||||
if code >= 400:
|
||||
raise LiveTradingError(f"BinanceSpot HTTP {code}: {text[:500]}")
|
||||
if isinstance(data, dict) and data.get("code") and int(data.get("code")) < 0:
|
||||
raise LiveTradingError(f"BinanceSpot error: {data}")
|
||||
return data if isinstance(data, dict) else {"raw": data}
|
||||
self._ensure_server_time()
|
||||
last_err: Optional[LiveTradingError] = None
|
||||
for attempt in range(2):
|
||||
p = dict(params or {})
|
||||
p["timestamp"] = int(time.time() * 1000) + int(self._time_offset_ms)
|
||||
if "recvWindow" not in p:
|
||||
p["recvWindow"] = 10000
|
||||
qs = urlencode(p, doseq=True)
|
||||
p["signature"] = self._sign(qs)
|
||||
code, data, text = self._request(method, path, params=p, headers=self._signed_headers())
|
||||
if code >= 400:
|
||||
err = LiveTradingError(f"BinanceSpot HTTP {code}: {text[:500]}")
|
||||
if attempt == 0 and ("-1021" in text or "1021" in text):
|
||||
self._ensure_server_time(force=True)
|
||||
last_err = err
|
||||
continue
|
||||
raise err
|
||||
if isinstance(data, dict) and data.get("code") and int(data.get("code")) < 0:
|
||||
err = LiveTradingError(f"BinanceSpot error: {data}")
|
||||
if attempt == 0 and int(data.get("code") or 0) == -1021:
|
||||
self._ensure_server_time(force=True)
|
||||
last_err = err
|
||||
continue
|
||||
raise err
|
||||
return data if isinstance(data, dict) else {"raw": data}
|
||||
if last_err:
|
||||
raise last_err
|
||||
raise LiveTradingError("BinanceSpot signed request failed")
|
||||
|
||||
def ping(self) -> bool:
|
||||
"""
|
||||
|
||||
Reference in New Issue
Block a user