jackyu66git
f0ea6a6065
- 每整分钟拉取 Binance 永续合约 1m K 线 - 运行完整缠论管线检测买卖点 (BSP) - 新 BSP 推送到 Telegram - fix: fetcher 用 limit=1000 替代固定 since，避免 API 500 根限制截断新数据
46 lines
1.3 KiB
Python
46 lines
1.3 KiB
Python
"""
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fetcher.py - CCXT REST 拉取 Binance 永续合约 1m K 线，从固定起点累积。
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"""
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import ccxt
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import pandas as pd
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import logging
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from datetime import datetime, timezone
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logger = logging.getLogger(__name__)
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SYMBOL = "BTC/USDT:USDT"
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TIMEFRAME = "1m"
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# 每次拉取最近 LIMIT 根 K 线（Binance 上限 1500，足够缠论管线用 ~25h 数据）
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_FETCH_LIMIT = 1000
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_exchange = None
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def _get_exchange():
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global _exchange
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if _exchange is None:
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_exchange = ccxt.binance({
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"enableRateLimit": True,
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"options": {"defaultType": "future"},
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})
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_exchange.load_markets()
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logger.info("ccxt binance 已初始化")
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return _exchange
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def fetch_ohlcv() -> pd.DataFrame:
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"""拉取最近 _FETCH_LIMIT 根 1m K 线。
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管线每次重跑最新的 K 线窗口。
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用 limit 而非 since 避免 API 500 根限制截断新数据。
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"""
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exchange = _get_exchange()
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raw = exchange.fetch_ohlcv(SYMBOL, TIMEFRAME, limit=_FETCH_LIMIT)
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df = pd.DataFrame(raw, columns=["timestamp", "open", "high", "low", "close", "volume"])
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df["timestamp"] = pd.to_datetime(df["timestamp"], unit="ms", utc=True)
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df["date"] = df["timestamp"]
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df = df.drop_duplicates(subset="timestamp").sort_values("timestamp").reset_index(drop=True)
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return df
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