gavindiaz/PolyHermes
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

feat: 健康检查加币安 API/WS，订单簿 bids 空防护，自动价差历史取 20 根

Browse Source 
- ApiHealthCheckService: 新增币安 API(ping)、币安 WebSocket(5m/15m 连接状态)
- BinanceKlineService: 连接状态追踪 getConnectionStatuses 供健康检查
- CryptoTailOrderbookWsService: book 事件 bids 为空时不再取 [0]，避免 Index 0 out of bounds
- BinanceKlineAutoSpreadService + 文档 + i18n: 历史 K 线由 30 根改为 20 根

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
WrBug
2026-02-14 15:27:22 +08:00
co-authored by Cursor
parent b50e43c239
commit 9fef4bea59
8 changed files with 120 additions and 18 deletions
Download Patch File Download Diff File Expand all files Collapse all files
backend/src/main/kotlin/com/wrbug/polymarketbot/service/binance/BinanceKlineAutoSpreadService.kt
+2 -2
View File
@@ -9,7 +9,7 @@ import java.math.RoundingMode
import java.util.concurrent.ConcurrentHashMap
/**
* 自动最小价差：按周期计算。每个周期首次需要时，拉取该周期前的 30 根已收盘 K 线，按方向筛选、IQR 剔除后求平均 × 0.8，缓存 (interval, period)。
* 自动最小价差：按周期计算。每个周期首次需要时，拉取该周期前的 20 根已收盘 K 线，按方向筛选、IQR 剔除后求平均 × 0.8，缓存 (interval, period)。
* 不在保存策略时计算。
*/
@Service
@@ -20,7 +20,7 @@ class BinanceKlineAutoSpreadService(
private val logger = LoggerFactory.getLogger(BinanceKlineAutoSpreadService::class.java)
private val symbol = "BTCUSDC"
private val historyLimit = 30
private val historyLimit = 20
private val autoSpreadCoefficient = BigDecimal("0.8")
private val minSamplesAfterIqr = 3
backend/src/main/kotlin/com/wrbug/polymarketbot/service/binance/BinanceKlineService.kt
+26
View File
@@ -16,6 +16,7 @@ import org.springframework.stereotype.Service
import java.math.BigDecimal
import jakarta.annotation.PreDestroy
import java.util.concurrent.ConcurrentHashMap
import java.util.concurrent.atomic.AtomicBoolean
/**
* 币安 K 线 WebSocket：订阅 BTCUSDC 5m/15m，维护当前周期 (open, close)，供尾盘策略价差校验使用。
@@ -34,6 +35,8 @@ class BinanceKlineService {
private var ws5m: WebSocket? = null
private var ws15m: WebSocket? = null
private var reconnectJob: Job? = null
private val connected5m = AtomicBoolean(false)
private val connected15m = AtomicBoolean(false)
init {
connectAll()
@@ -45,6 +48,12 @@ class BinanceKlineService {
return openCloseByPeriod[key(intervalSeconds, periodStartUnix)]
}
/** 供 API 健康检查使用：5m / 15m 连接是否正常 */
fun getConnectionStatuses(): Map<String, Boolean> = mapOf(
"5m" to connected5m.get(),
"15m" to connected15m.get()
)
private fun connectAll() {
if (ws5m != null && ws15m != null) return
connectStream("btcusdc@kline_5m") { intervalSec, tMs, openP, closeP ->
@@ -68,7 +77,16 @@ class BinanceKlineService {
else -> 300
}
val request = Request.Builder().url(url).build()
val connectedFlag = when {
streamName.contains("kline_5m") -> connected5m
streamName.contains("kline_15m") -> connected15m
else -> null
}
val ws = client.newWebSocket(request, object : WebSocketListener() {
override fun onOpen(webSocket: WebSocket, response: okhttp3.Response) {
connectedFlag?.set(true)
}
override fun onMessage(webSocket: WebSocket, text: String) {
parseKlineMessage(text, intervalSeconds)?.let { (tMs, o, c) ->
onKline(intervalSeconds, tMs, o, c)
@@ -76,13 +94,19 @@ class BinanceKlineService {
}
override fun onFailure(webSocket: WebSocket, t: Throwable, response: okhttp3.Response?) {
connectedFlag?.set(false)
logger.warn("币安 K 线 WS 异常 $streamName: ${t.message}")
scheduleReconnect()
}
override fun onClosing(webSocket: WebSocket, code: Int, reason: String) {
connectedFlag?.set(false)
if (code != 1000) scheduleReconnect()
}
override fun onClosed(webSocket: WebSocket, code: Int, reason: String) {
connectedFlag?.set(false)
}
})
logger.info("币安 K 线 WS 已连接: $streamName")
return ws
@@ -112,6 +136,8 @@ class BinanceKlineService {
ws15m?.close(1000, "reconnect")
ws5m = null
ws15m = null
connected5m.set(false)
connected15m.set(false)
logger.info("币安 K 线 WS 尝试重连")
connectAll()
}
backend/src/main/kotlin/com/wrbug/polymarketbot/service/cryptotail/CryptoTailOrderbookWsService.kt
+2 -1
View File
@@ -127,7 +127,8 @@ class CryptoTailOrderbookWsService(
"book" -> {
val assetId = (json.get("asset_id") as? com.google.gson.JsonPrimitive)?.asString ?: return
val bids = json.get("bids") as? com.google.gson.JsonArray
val firstBid = bids?.get(0) as? com.google.gson.JsonObject
if (bids == null || bids.isEmpty) return
val firstBid = bids.get(0) as? com.google.gson.JsonObject
val bestBid = (firstBid?.get("price") as? com.google.gson.JsonPrimitive)?.asString?.toSafeBigDecimal()
if (bestBid != null) onBestBid(assetId, bestBid)
}
backend/src/main/kotlin/com/wrbug/polymarketbot/service/system/ApiHealthCheckService.kt
+75
View File
@@ -15,6 +15,7 @@ import org.springframework.context.ApplicationContextAware
import com.wrbug.polymarketbot.service.copytrading.orders.OrderPushService
import com.wrbug.polymarketbot.service.copytrading.monitor.PolymarketActivityWsService
import com.wrbug.polymarketbot.service.copytrading.monitor.UnifiedOnChainWsService
import com.wrbug.polymarketbot.service.binance.BinanceKlineService
import org.springframework.stereotype.Service
import java.util.concurrent.TimeUnit
@@ -76,6 +77,17 @@ class ApiHealthCheckService(
}
}
/**
* 获取 BinanceKlineService（通过 ApplicationContext 避免循环依赖）
*/
private fun getBinanceKlineService(): BinanceKlineService? {
return try {
applicationContext?.getBean(BinanceKlineService::class.java)
} catch (e: BeansException) {
null
}
}
private val logger = LoggerFactory.getLogger(ApiHealthCheckService::class.java)
/**
@@ -91,6 +103,8 @@ class ApiHealthCheckService(
async { checkDataApi() },
async { checkGammaApi() },
async { checkPolygonRpc() },
async { checkBinanceApi() },
async { checkBinanceWebSocket() },
async { checkPolymarketRtdsWebSocket() },
async { checkPolymarketActivityWebSocket() },
async { checkUnifiedOnChainWebSocket() },
@@ -197,6 +211,67 @@ class ApiHealthCheckService(
checkJsonRpcApi("Polygon RPC", rpcUrl)
}
/**
* 检查币安 API（用于 K 线等）
* 使用 /api/v3/ping 端点
*/
private suspend fun checkBinanceApi(): ApiHealthCheckDto = withContext(Dispatchers.IO) {
val url = "https://api.binance.com/api/v3/ping"
checkApi("币安 API", url)
}
/**
* 检查币安 K 线 WebSocket 连接状态（5m / 15m）
*/
private suspend fun checkBinanceWebSocket(): ApiHealthCheckDto = withContext(Dispatchers.Default) {
val binanceWsUrl = "wss://stream.binance.com:9443"
try {
val binanceKlineService = getBinanceKlineService()
if (binanceKlineService == null) {
return@withContext ApiHealthCheckDto(
name = "币安 WebSocket",
url = binanceWsUrl,
status = "error",
message = "服务未初始化"
)
}
val statuses = binanceKlineService.getConnectionStatuses()
val total = statuses.size
val connected = statuses.values.count { it }
if (connected == total && total > 0) {
ApiHealthCheckDto(
name = "币安 WebSocket",
url = binanceWsUrl,
status = "success",
message = "连接正常 (5m、15m)"
)
} else if (connected > 0) {
val which = statuses.filter { it.value }.keys.joinToString("、")
ApiHealthCheckDto(
name = "币安 WebSocket",
url = binanceWsUrl,
status = "error",
message = "部分连接正常 ($which)"
)
} else {
ApiHealthCheckDto(
name = "币安 WebSocket",
url = binanceWsUrl,
status = "error",
message = "连接断开"
)
}
} catch (e: Exception) {
logger.warn("检查币安 WebSocket 状态失败", e)
ApiHealthCheckDto(
name = "币安 WebSocket",
url = binanceWsUrl,
status = "error",
message = "检查失败：${e.message}"
)
}
}
/**
* 检查 Polymarket RTDS WebSocket 连接状态
* 用于订单推送服务