Files
TradeBot/crypto_spot_bot/market_data.py
T

451 lines
18 KiB
Python

from __future__ import annotations
import asyncio
import json
import threading
import time
from dataclasses import asdict
from datetime import datetime
from typing import Any
import websockets
from crypto_spot_bot.bybit import BybitClient, Instrument, websocket_subscribe_message
from crypto_spot_bot.config import Settings
from crypto_spot_bot.data_quality import analyze_symbol_quality, market_quality_snapshot
from crypto_spot_bot.indicators import add_indicators
from crypto_spot_bot.models import Candle, Ticker, utc_now
from crypto_spot_bot.storage import Storage
POPULAR_FALLBACK = [
"BTCUSDT",
"ETHUSDT",
"HYPEUSDT",
"SOLUSDT",
"XRPUSDT",
"XPLUSDT",
"WLDUSDT",
"MNTUSDT",
"HUSDT",
"XAUTUSDT",
"IPUSDT",
"AAVEUSDT",
]
def _float(value: Any, default: float = 0.0) -> float:
try:
return float(value)
except (TypeError, ValueError):
return default
class MarketData:
def __init__(self, settings: Settings, client: BybitClient, storage: Storage):
self.settings = settings
self.client = client
self.storage = storage
self.symbols: list[str] = []
self.instruments: dict[str, Instrument] = {}
self.tickers: dict[str, Ticker] = {}
self.candles: dict[str, list[Candle]] = {}
self.trend_candles: dict[str, list[Candle]] = {}
self.orderbook_top: dict[str, tuple[float, float]] = {}
self.orderbook_metrics: dict[str, dict[str, Any]] = {}
self.patterns: dict[str, dict[str, Any]] = {}
self.forecasts: dict[str, dict[str, Any]] = {}
self.shadow_forecasts: dict[str, dict[str, Any]] = {}
self.last_rest_refresh_at: datetime | None = None
self.last_ws_message_at: datetime | None = None
self.ws_connected = False
self._stop_event = asyncio.Event()
self._refresh_lock = threading.Lock()
self.rest_error_count = 0
self.last_rest_error = ""
self.observation_samples = 0
self.last_observation_at: datetime | None = None
self.observation_error_count = 0
self.last_observation_error = ""
self._last_observation_monotonic: dict[str, float] = {}
async def bootstrap(self) -> None:
self.instruments = await asyncio.to_thread(self.client.instruments)
if self.settings.symbols:
self.symbols = [
symbol
for symbol in self.settings.symbols
if symbol in self.instruments and self.instruments[symbol].quote_coin == "USDT"
]
elif self.settings.auto_select_symbols:
self.symbols = await asyncio.to_thread(
self.client.popular_spot_symbols, self.settings.top_symbols_count
)
if not self.symbols:
self.symbols = [
symbol
for symbol in POPULAR_FALLBACK[: self.settings.top_symbols_count]
if symbol in self.instruments
]
self.storage.event("Торговые пары: " + ", ".join(self.symbols))
await asyncio.to_thread(self.refresh_rest, True)
def refresh_rest(self, force_candles: bool = False) -> None:
if not self._refresh_lock.acquire(blocking=False):
return
try:
ticker_map = {ticker.symbol: ticker for ticker in self.client.spot_tickers()}
for symbol in self.symbols:
ticker = ticker_map.get(symbol)
if ticker:
self.tickers[symbol] = ticker
try:
if force_candles or _candles_due(self.candles.get(symbol, []), self.settings.base_interval):
candles = self.client.klines(
symbol=symbol,
interval=self.settings.base_interval,
limit=self.settings.kline_limit,
)
candles = _closed_candles(candles, self.settings.base_interval)
add_indicators(candles)
self.candles[symbol] = candles
if force_candles or _candles_due(
self.trend_candles.get(symbol, []), self.settings.trend_interval
):
trend_candles = self.client.klines(
symbol=symbol,
interval=self.settings.trend_interval,
limit=self.settings.trend_kline_limit,
)
trend_candles = _closed_candles(trend_candles, self.settings.trend_interval)
add_indicators(trend_candles)
self.trend_candles[symbol] = trend_candles
bid, bid_size, ask, ask_size = self.client.orderbook_level_one(symbol)
self._update_orderbook(symbol, bid, bid_size, ask, ask_size)
except Exception as exc:
self.rest_error_count += 1
self.last_rest_error = str(exc)
self.storage.event(f"{symbol}: ошибка обновления REST данных: {exc}", "ERROR")
self.last_rest_refresh_at = utc_now()
if ticker_map:
self.last_rest_error = ""
finally:
self._refresh_lock.release()
async def websocket_loop(self) -> None:
if not self.settings.websocket_enabled:
return
while not self._stop_event.is_set():
try:
async with websockets.connect(self.settings.websocket_url, ping_interval=20) as ws:
self.ws_connected = True
await ws.send(websocket_subscribe_message(self.symbols, self.settings.base_interval))
self.storage.event("Поток данных Bybit подключен")
async for raw in ws:
self.last_ws_message_at = utc_now()
self._handle_ws_message(raw)
if self._stop_event.is_set():
break
except asyncio.CancelledError:
raise
except Exception as exc:
self.ws_connected = False
self.storage.event(f"Поток данных Bybit отключен: {exc}", "WARN")
await asyncio.sleep(5)
self.ws_connected = False
def stop(self) -> None:
self._stop_event.set()
def reset_stop(self) -> None:
if self._stop_event.is_set():
self._stop_event = asyncio.Event()
def _handle_ws_message(self, raw: str) -> None:
try:
message = json.loads(raw)
except json.JSONDecodeError:
return
topic = str(message.get("topic", ""))
data = message.get("data")
if topic.startswith("tickers.") and isinstance(data, dict):
self._handle_ticker(topic.split(".", 1)[1], data)
elif topic.startswith("kline.") and isinstance(data, list):
parts = topic.split(".")
if len(parts) >= 3:
self._handle_kline(parts[2], data)
elif topic.startswith("orderbook.") and isinstance(data, dict):
parts = topic.split(".")
if len(parts) >= 3:
self._handle_orderbook(
parts[2],
data,
source_timestamp_ms=int(_float(message.get("ts"))),
)
def _handle_ticker(self, symbol: str, data: dict[str, Any]) -> None:
current = self.tickers.get(symbol)
last_price = _float(data.get("lastPrice"), current.last_price if current else 0.0)
if last_price <= 0:
return
self.tickers[symbol] = Ticker(
symbol=symbol,
last_price=last_price,
bid=_float(data.get("bid1Price"), current.bid if current else 0.0),
ask=_float(data.get("ask1Price"), current.ask if current else 0.0),
turnover_24h=_float(data.get("turnover24h"), current.turnover_24h if current else 0.0),
volume_24h=_float(data.get("volume24h"), current.volume_24h if current else 0.0),
change_24h=_float(data.get("price24hPcnt")) * 100
if data.get("price24hPcnt") is not None
else (current.change_24h if current else 0.0),
)
def _handle_kline(self, symbol: str, rows: list[dict[str, Any]]) -> None:
existing = self.candles.get(symbol, [])
by_timestamp = {candle.timestamp: candle for candle in existing}
for row in rows:
start = int(row.get("start", 0))
if start <= 0:
continue
if not _is_closed_kline_row(row, self.settings.base_interval):
continue
by_timestamp[start] = Candle(
timestamp=start,
open=_float(row.get("open")),
high=_float(row.get("high")),
low=_float(row.get("low")),
close=_float(row.get("close")),
volume=_float(row.get("volume")),
turnover=_float(row.get("turnover")),
)
candles = sorted(by_timestamp.values(), key=lambda item: item.timestamp)
candles = candles[-self.settings.kline_limit :]
add_indicators(candles)
self.candles[symbol] = candles
def _handle_orderbook(
self,
symbol: str,
data: dict[str, Any],
source_timestamp_ms: int = 0,
) -> None:
bids = data.get("b") or []
asks = data.get("a") or []
bid = _float(bids[0][0]) if bids else 0.0
bid_size = _float(bids[0][1]) if bids and len(bids[0]) > 1 else 0.0
ask = _float(asks[0][0]) if asks else 0.0
ask_size = _float(asks[0][1]) if asks and len(asks[0]) > 1 else 0.0
self._update_orderbook(
symbol,
bid,
bid_size,
ask,
ask_size,
source_timestamp_ms=source_timestamp_ms,
)
def _update_orderbook(
self,
symbol: str,
bid: float,
bid_size: float,
ask: float,
ask_size: float,
*,
source_timestamp_ms: int = 0,
) -> None:
if bid > 0 and ask > 0:
self.orderbook_top[symbol] = (bid, ask)
current = self.tickers.get(symbol)
size_total = max(0.0, bid_size) + max(0.0, ask_size)
mid_price = (bid + ask) / 2.0
imbalance = (
(max(0.0, bid_size) - max(0.0, ask_size)) / size_total
if size_total > 0
else 0.0
)
microprice = (
(ask * max(0.0, bid_size) + bid * max(0.0, ask_size)) / size_total
if size_total > 0
else mid_price
)
observed_at = utc_now()
metrics = {
"bid_price": bid,
"bid_size": max(0.0, bid_size),
"ask_price": ask,
"ask_size": max(0.0, ask_size),
"mid_price": mid_price,
"microprice": microprice,
"spread_bps": ((ask - bid) / mid_price) * 10_000 if mid_price > 0 else 0.0,
"imbalance": imbalance,
"source_timestamp_ms": max(0, source_timestamp_ms),
"observed_at": observed_at.isoformat(),
}
self.orderbook_metrics[symbol] = metrics
if current:
self.tickers[symbol] = Ticker(
symbol=symbol,
last_price=current.last_price,
bid=bid,
ask=ask,
turnover_24h=current.turnover_24h,
volume_24h=current.volume_24h,
change_24h=current.change_24h,
)
self._sample_orderbook(symbol, metrics, current.last_price if current else mid_price, observed_at)
def _sample_orderbook(
self,
symbol: str,
metrics: dict[str, Any],
last_price: float,
observed_at: datetime,
) -> None:
if not self.settings.market_observation_enabled:
return
now = time.monotonic()
previous = self._last_observation_monotonic.get(symbol)
if previous is not None and now - previous < self.settings.market_observation_sample_seconds:
return
try:
self.storage.insert_market_observation(
symbol=symbol,
bid_price=float(metrics["bid_price"]),
bid_size=float(metrics["bid_size"]),
ask_price=float(metrics["ask_price"]),
ask_size=float(metrics["ask_size"]),
mid_price=float(metrics["mid_price"]),
microprice=float(metrics["microprice"]),
spread_bps=float(metrics["spread_bps"]),
imbalance=float(metrics["imbalance"]),
last_price=last_price,
source_timestamp_ms=int(metrics["source_timestamp_ms"]),
created_at=observed_at,
)
except Exception as exc: # Storage errors must not disconnect market data.
self.observation_error_count += 1
self.last_observation_error = str(exc)
return
self._last_observation_monotonic[symbol] = now
self.observation_samples += 1
self.last_observation_at = observed_at
self.last_observation_error = ""
def prices(self) -> dict[str, float]:
return {symbol: ticker.last_price for symbol, ticker in self.tickers.items()}
def symbol_freshness(self, symbol: str) -> dict[str, Any]:
ticker = self.tickers.get(symbol)
candles = self.candles.get(symbol, [])
ticker_age = (utc_now() - ticker.updated_at).total_seconds() if ticker else None
interval_ms = _interval_ms(self.settings.base_interval)
candle_age = (
max(0.0, (utc_now().timestamp() * 1000 - candles[-1].timestamp) / 1000)
if candles
else None
)
ticker_ok = ticker_age is not None and ticker_age <= self.settings.market_ticker_max_age_seconds
candle_ok = bool(
candle_age is not None
and interval_ms > 0
and candle_age <= (interval_ms / 1000) * 2.5
)
return {
"ok": bool(ticker_ok and candle_ok),
"ticker_ok": ticker_ok,
"candle_ok": candle_ok,
"ticker_age_seconds": round(ticker_age, 3) if ticker_age is not None else None,
"candle_age_seconds": round(candle_age, 3) if candle_age is not None else None,
}
def snapshot(self) -> dict[str, Any]:
return {
"symbols": self.symbols,
"ws_connected": self.ws_connected,
"rest_error_count": self.rest_error_count,
"last_rest_error": self.last_rest_error,
"quality": market_quality_snapshot(
symbols=self.symbols,
candles_by_symbol=self.candles,
tickers=self.tickers,
interval=self.settings.base_interval,
),
"last_rest_refresh_at": self.last_rest_refresh_at.isoformat()
if self.last_rest_refresh_at
else None,
"last_ws_message_at": self.last_ws_message_at.isoformat()
if self.last_ws_message_at
else None,
"observation_collector": {
"enabled": self.settings.market_observation_enabled,
"sample_seconds": self.settings.market_observation_sample_seconds,
"samples_since_start": self.observation_samples,
"last_observation_at": self.last_observation_at.isoformat()
if self.last_observation_at
else None,
"error_count": self.observation_error_count,
"last_error": self.last_observation_error,
},
"markets": [
{
"ticker": self.tickers[symbol].as_dict() if symbol in self.tickers else None,
"candles": [candle.as_dict() for candle in self.candles.get(symbol, [])[-120:]],
"trend_candles": [candle.as_dict() for candle in self.trend_candles.get(symbol, [])[-5:]],
"pattern": self.patterns.get(symbol),
"forecast": self.forecasts.get(symbol),
"shadow_forecast": self.shadow_forecasts.get(symbol),
"orderbook": self.orderbook_metrics.get(symbol),
"quality": analyze_symbol_quality(
symbol=symbol,
candles=self.candles.get(symbol, []),
ticker=self.tickers.get(symbol),
interval=self.settings.base_interval,
),
"instrument": asdict(self.instruments[symbol]) if symbol in self.instruments else None,
}
for symbol in self.symbols
],
}
def _closed_candles(candles: list[Candle], interval: str, now_ms: int | None = None) -> list[Candle]:
interval_ms = _interval_ms(interval)
if interval_ms <= 0:
return candles
now_ms = now_ms if now_ms is not None else int(utc_now().timestamp() * 1000)
return [candle for candle in candles if candle.timestamp + interval_ms <= now_ms]
def _is_closed_kline_row(row: dict[str, Any], interval: str) -> bool:
confirm = row.get("confirm")
if isinstance(confirm, bool):
return confirm
start = int(row.get("start", 0) or 0)
interval_ms = _interval_ms(interval)
if start <= 0 or interval_ms <= 0:
return True
return start + interval_ms <= int(utc_now().timestamp() * 1000)
def _interval_ms(interval: str) -> int:
normalized = str(interval).strip().upper()
if normalized == "D":
return 24 * 60 * 60 * 1000
if normalized == "W":
return 7 * 24 * 60 * 60 * 1000
if normalized.isdigit():
return int(normalized) * 60 * 1000
return 0
def _candles_due(candles: list[Candle], interval: str, now_ms: int | None = None) -> bool:
if not candles:
return True
interval_ms = _interval_ms(interval)
if interval_ms <= 0:
return True
now_ms = now_ms if now_ms is not None else int(utc_now().timestamp() * 1000)
expected_latest_start = (now_ms // interval_ms - 1) * interval_ms
return candles[-1].timestamp < expected_latest_start