57 lines
1.6 KiB
Python
57 lines
1.6 KiB
Python
"""
|
|
fetcher.py - 从 data_provider HTTP API 拉取 K 线数据。
|
|
"""
|
|
|
|
from typing import List, Optional
|
|
|
|
import requests
|
|
import pandas as pd
|
|
import logging
|
|
|
|
logger = logging.getLogger(__name__)
|
|
|
|
PROVIDER_URL = "http://103.179.242.166"
|
|
FETCH_LIMIT = 1000
|
|
|
|
_symbols_cache: Optional[List[str]] = None
|
|
|
|
|
|
def get_symbols() -> list[str]:
|
|
"""从 data_provider /health 获取所有可用币对（缓存）。"""
|
|
global _symbols_cache
|
|
if _symbols_cache is not None:
|
|
return _symbols_cache
|
|
try:
|
|
resp = requests.get(f"{PROVIDER_URL}/health", timeout=10)
|
|
resp.raise_for_status()
|
|
_symbols_cache = resp.json().get("symbols", [])
|
|
logger.info(f"获取到 {len(_symbols_cache)} 个币对")
|
|
except Exception as e:
|
|
logger.error(f"获取币对列表失败: {e}")
|
|
_symbols_cache = ["BTC/USDT:USDT"]
|
|
return _symbols_cache
|
|
|
|
|
|
def fetch_ohlcv(symbol: str, tf: str = "1m") -> pd.DataFrame:
|
|
"""从 data_provider API 拉取某个币对最近 FETCH_LIMIT 根 K 线。"""
|
|
url = f"{PROVIDER_URL}/api/candles"
|
|
params = {
|
|
"symbol": symbol,
|
|
"tf": tf,
|
|
"limit": FETCH_LIMIT,
|
|
}
|
|
resp = requests.get(url, params=params, timeout=30)
|
|
resp.raise_for_status()
|
|
data = resp.json()
|
|
|
|
if not data:
|
|
logger.warning(f"{symbol}: API 返回空数据")
|
|
return pd.DataFrame()
|
|
|
|
df = pd.DataFrame(data)
|
|
df["timestamp"] = pd.to_datetime(df["timestamp"], unit="ms", utc=True)
|
|
df["date"] = df["timestamp"]
|
|
|
|
df = df.drop_duplicates(subset="timestamp").sort_values("timestamp").reset_index(drop=True)
|
|
return df
|