feat: 添加OKX行情接入+趋势检测+累积变动系统+界面重构
- 新增OKX WebSocket行情连接器，扩展4交易所价格监控 - 新增z-score趋势检测引擎(TrendDetector)，识别价格异动/趋势启动 - 新增累积变动跟踪(CumulativeTracker)，基于1min/5min多交易所共识 - 趋势事件和累积变动事件持久化到SQLite - 新增Binance/OKX动量检测字段，扩展前端动量卡片至15列 - 迁移至macOS(darwin-arm64)，更新前端依赖 - Dashboard网格重构：非交易卡片置顶，交易卡片置底 - TrackedCoin添加OK字段，添加ExBinance/ExOKX常量 - 前端新增趋势检测卡片、趋势历史卡片、累积变动卡片 Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
jackyu66git
co-authored by
Claude Opus 4.6
Claude Opus 4.6
parent
047571921e
commit
b7767c95ae
+56
-18
@@ -4,39 +4,50 @@ import (
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"encoding/json"
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"fmt"
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"log"
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"strconv"
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"math"
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"strings"
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"time"
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)
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// BinanceWS connects to Binance WS for ticker data.
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// Splits symbols across multiple combined-stream connections.
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type BinanceWS struct {
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Tracked []string
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Tracked []string
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connections int
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}
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func NewBinanceWS(tracked []string) *BinanceWS {
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return &BinanceWS{Tracked: tracked}
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conns := int(math.Ceil(float64(len(tracked)) / 60))
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if conns < 1 {
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conns = 1
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}
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if conns > 10 {
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conns = 10
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}
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return &BinanceWS{Tracked: tracked, connections: conns}
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}
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// Run connects to Binance WS and streams bookTicker data.
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func (b *BinanceWS) Run(updateFn func(coin string, price, bid, ask float64)) error {
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func (b *BinanceWS) runSingle(symbols []string, connIdx int, updateFn func(coin string, price, bid, ask float64)) error {
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streams := ""
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for i, sym := range b.Tracked {
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for i, sym := range symbols {
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if i > 0 {
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streams += "/"
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}
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streams += fmt.Sprintf("%s@bookTicker", strings.ToLower(sym))
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}
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url := fmt.Sprintf("wss://fstream.binance.com/stream?streams=%s", streams)
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conn := NewPriceConnector(url, "Binance", 120*time.Second, 30*time.Second)
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conn.PingInterval = 45 * time.Second
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url := fmt.Sprintf("wss://fstream.binance.com/stream?streams=%s", streams)
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name := fmt.Sprintf("Binance-%d", connIdx)
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conn := NewPriceConnector(url, name, 60*time.Second, 15*time.Second)
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// No client-side pings — let the proxy handle keepalive
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conn.PingInterval = 0
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conn.OnConnect = func() {
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log.Printf("[Binance WS] Connected")
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log.Printf("[%s] Connected (%d symbols)", name, len(symbols))
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}
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conn.OnMessage = func(msg []byte) {
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// Combined stream: {"stream":"...","data":{...}}
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// Navigate through "data" using map to avoid field name conflicts
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var raw map[string]json.RawMessage
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if err := json.Unmarshal(msg, &raw); err != nil {
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return
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@@ -46,12 +57,12 @@ func (b *BinanceWS) Run(updateFn func(coin string, price, bid, ask float64)) err
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return
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}
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// Parse data object as flat map to extract fields by exact name
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// Parse data as a generic map to avoid field name conflicts
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// (bookTicker has both "b" bid price and "B" bid quantity)
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var dataMap map[string]interface{}
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if err := json.Unmarshal(dataRaw, &dataMap); err != nil {
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return
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}
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symbol, _ := dataMap["s"].(string)
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bidStr, _ := dataMap["b"].(string)
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askStr, _ := dataMap["a"].(string)
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@@ -59,13 +70,12 @@ func (b *BinanceWS) Run(updateFn func(coin string, price, bid, ask float64)) err
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return
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}
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bid, err1 := strconv.ParseFloat(bidStr, 64)
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ask, err2 := strconv.ParseFloat(askStr, 64)
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if err1 != nil || err2 != nil || bid <= 0 || ask <= 0 {
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bid := parseFloat(bidStr)
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ask := parseFloat(askStr)
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if bid <= 0 || ask <= 0 {
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return
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}
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// Extract coin name (e.g., "BTCUSDT" -> "BTC")
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coin := symbolToCoin(symbol, "USDT")
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if coin == "" {
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return
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@@ -77,3 +87,31 @@ func (b *BinanceWS) Run(updateFn func(coin string, price, bid, ask float64)) err
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return conn.Run()
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}
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func (b *BinanceWS) Run(updateFn func(coin string, price, bid, ask float64)) error {
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if len(b.Tracked) == 0 {
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return nil
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}
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n := b.connections
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perConn := (len(b.Tracked) + n - 1) / n
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errCh := make(chan error, n)
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for i := 0; i < n; i++ {
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start := i * perConn
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end := start + perConn
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if end > len(b.Tracked) {
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end = len(b.Tracked)
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}
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if start >= end {
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errCh <- nil
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continue
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}
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batch := b.Tracked[start:end]
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go func(idx int, syms []string) {
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errCh <- b.runSingle(syms, idx, updateFn)
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}(i+1, batch)
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}
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return <-errCh
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}
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+125
@@ -0,0 +1,125 @@
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package exchange
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import (
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"encoding/json"
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"log"
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"strings"
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"time"
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)
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// OKXWS connects to OKX WebSocket for tickers channel (perpetual swaps).
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type OKXWS struct {
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Tracked []string // OKX symbols like BTC-USDT-SWAP
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}
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type okxSubscribeMsg struct {
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Op string `json:"op"`
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Args []okxChannel `json:"args"`
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}
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type okxChannel struct {
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Channel string `json:"channel"`
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InstID string `json:"instId"`
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}
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type okxTickerMsg struct {
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Arg okxChannel `json:"arg"`
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Data []okxTickerData `json:"data"`
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}
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type okxTickerData struct {
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Last string `json:"last"`
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BidPx string `json:"bidPx"`
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AskPx string `json:"askPx"`
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}
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func NewOKXWS(tracked []string) *OKXWS {
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return &OKXWS{
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Tracked: tracked,
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}
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}
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// Run connects to OKX WS and streams ticker data.
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func (o *OKXWS) Run(updateFn func(coin string, price, bid, ask float64)) error {
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url := "wss://ws.okx.com:8443/ws/v5/public"
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conn := NewPriceConnector(url, "OKX", 120*time.Second, 30*time.Second)
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conn.PingInterval = 20 * time.Second // OKX requires ping within 30s
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conn.TextPing = true // OKX expects text "ping" message
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conn.OnConnect = func() {
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log.Printf("[OKX WS] Connected, subscribing (%d symbols)", len(o.Tracked))
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// Batch subscriptions — OKX has rate limits (3 req/s, 480/hr)
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batchSize := 20
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for i := 0; i < len(o.Tracked); i += batchSize {
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end := i + batchSize
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if end > len(o.Tracked) {
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end = len(o.Tracked)
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}
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batch := o.Tracked[i:end]
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args := make([]okxChannel, len(batch))
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for j, sym := range batch {
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args[j] = okxChannel{
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Channel: "tickers",
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InstID: sym,
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}
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}
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sub := okxSubscribeMsg{
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Op: "subscribe",
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Args: args,
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}
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if err := conn.SendJSON(sub); err != nil {
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log.Printf("[OKX WS] Subscribe error (batch %d): %v", i/batchSize, err)
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}
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}
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}
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conn.OnMessage = func(msg []byte) {
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// Handle OKX text "pong" response
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if string(msg) == "pong" {
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return
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}
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// Check for subscription confirmation or error response
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var generic map[string]interface{}
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if err := json.Unmarshal(msg, &generic); err == nil {
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if evt, _ := generic["event"].(string); evt == "error" || evt == "subscribe" {
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return
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}
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}
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var ticker okxTickerMsg
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if err := json.Unmarshal(msg, &ticker); err != nil {
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return
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}
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if len(ticker.Data) == 0 || ticker.Data[0].Last == "" {
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return
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}
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// Convert BTC-USDT-SWAP -> BTC
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coin := okxSymbolToCoin(ticker.Arg.InstID)
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if coin == "" {
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return
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}
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price := parseFloat(ticker.Data[0].Last)
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if price > 0 {
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bid := parseFloat(ticker.Data[0].BidPx)
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ask := parseFloat(ticker.Data[0].AskPx)
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updateFn(coin, price, bid, ask)
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}
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}
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return conn.Run()
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}
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// okxSymbolToCoin converts "BTC-USDT-SWAP" to "BTC".
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func okxSymbolToCoin(symbol string) string {
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// Strip "-USDT-SWAP" suffix
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const suffix = "-USDT-SWAP"
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if !strings.HasSuffix(symbol, suffix) {
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return ""
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}
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return symbol[:len(symbol)-len(suffix)]
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}
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