WrBug
b50e43c239
- 后端: 最小价差 DB/Entity/DTO、Binance K线 REST+WS、自动价差 IQR 预计算与执行时校验 - 前端: 最小价差(自动-固定-无)，默认自动，label 旁 info 说明，选择自动不展示建议约 - i18n: minSpreadModeTip 说明不写死标的 - 文档: crypto-tail-strategy-min-spread-flow.md - scripts: Binance K线拉取与 WS 示例 Co-authored-by: Cursor <cursoragent@cursor.com>
93 lines
2.6 KiB
JavaScript
93 lines
2.6 KiB
JavaScript
#!/usr/bin/env node
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/**
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* 通过币安 WebSocket 订阅 BTC/USDC 15 分钟 K 线推送。
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*
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* 文档: https://developers.binance.com/docs/binance-spot-api-docs/web-socket-streams
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* - 现货 K 线流: wss://stream.binance.com:9443/ws/btcusdc@kline_15m
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* - 服务端约每 20 秒发 ping，ws 库会自动回 pong
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* - K 线推送频率: 15m 约每 2 秒更新一次；x=true 表示该根 K 线已收盘
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*
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* 依赖: npm install ws（在 scripts 目录下执行）
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*
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* 使用方法:
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* node scripts/ws_binance_btc_usdc_klines.js
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* node scripts/ws_binance_btc_usdc_klines.js --interval 1m
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* node scripts/ws_binance_btc_usdc_klines.js --url "wss://stream.binance.com:9443/ws/btcusdc@kline_15m"
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* Ctrl+C 退出
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*/
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import WebSocket from 'ws';
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const BINANCE_WS_BASE = 'wss://stream.binance.com:9443';
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function parseArgs() {
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const args = process.argv.slice(2);
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const out = { symbol: 'btcusdc', interval: '15m', url: null };
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for (let i = 0; i < args.length; i++) {
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if (args[i] === '--symbol' && args[i + 1]) {
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out.symbol = String(args[i + 1]).toLowerCase();
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i++;
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} else if (args[i] === '--interval' && args[i + 1]) {
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out.interval = args[i + 1];
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i++;
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} else if (args[i] === '--url' && args[i + 1]) {
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out.url = args[i + 1];
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i++;
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}
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}
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return out;
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}
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function formatKline(msg) {
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if (msg.e !== 'kline') {
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return JSON.stringify(msg);
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}
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const k = msg.k || {};
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const tMs = Number(k.t) || 0;
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const tsStr = new Date(tMs).toISOString().replace('T', ' ').slice(0, 19);
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const closed = k.x ? ' [CLOSED]' : '';
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return ` ${tsStr} O:${k.o} H:${k.h} L:${k.l} C:${k.c} V:${k.v}${closed}`;
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}
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function run(wsUrl) {
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console.log(`Connecting: ${wsUrl}`);
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console.log('(Ctrl+C to exit)\n');
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const ws = new WebSocket(wsUrl);
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ws.on('open', () => {
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// ws 库收到 ping 会自动回 pong，无需手动处理
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});
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ws.on('message', (data) => {
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try {
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const msg = JSON.parse(data.toString());
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if (msg.result !== undefined && msg.id !== undefined) return;
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if (msg.code !== undefined && msg.code !== 0) {
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console.error('Error:', msg);
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return;
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}
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console.log(formatKline(msg));
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} catch {
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console.log(data.toString());
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}
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});
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ws.on('error', (err) => {
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console.error('WebSocket error:', err.message);
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process.exit(1);
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});
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ws.on('close', (code, reason) => {
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if (code !== 1000) {
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console.error(`Connection closed: ${code} ${reason?.toString() || ''}`);
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process.exit(1);
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}
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});
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}
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const args = parseArgs();
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const wsUrl = args.url || `${BINANCE_WS_BASE}/ws/${args.symbol}@kline_${args.interval}`;
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run(wsUrl);
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