106 lines
3.6 KiB
Python
106 lines
3.6 KiB
Python
import logging
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from time import sleep
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from core.market_data_monitor import MarketDataMonitor
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from core.db_market_data import DBMarketData
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from config import (
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API_KEY,
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SECRET_KEY,
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PASSPHRASE,
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SANDBOX,
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MONITOR_CONFIG,
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MYSQL_CONFIG,
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)
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logging.basicConfig(level=logging.INFO, format="%(asctime)s %(levelname)s: %(message)s")
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class MarketDataMain:
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def __init__(self):
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self.market_data_monitor = MarketDataMonitor(
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api_key=API_KEY,
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secret_key=SECRET_KEY,
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passphrase=PASSPHRASE,
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sandbox=SANDBOX,
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)
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self.symbols = MONITOR_CONFIG.get("volume_monitor", {}).get(
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"symbols", ["XCH-USDT"]
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)
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self.bars = MONITOR_CONFIG.get("volume_monitor", {}).get(
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"bars", ["5m", "15m", "1H", "4H", "1D"]
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)
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self.initial_date = MONITOR_CONFIG.get("volume_monitor", {}).get(
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"initial_date", "2025-07-01 00:00:00"
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)
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mysql_user = MYSQL_CONFIG.get("user", "xch")
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mysql_password = MYSQL_CONFIG.get("password", "")
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if not mysql_password:
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raise ValueError("MySQL password is not set")
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mysql_host = MYSQL_CONFIG.get("host", "localhost")
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mysql_port = MYSQL_CONFIG.get("port", 3306)
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mysql_database = MYSQL_CONFIG.get("database", "okx")
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self.db_url = f"mysql+pymysql://{mysql_user}:{mysql_password}@{mysql_host}:{mysql_port}/{mysql_database}"
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self.db_market_data = DBMarketData(self.db_url)
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def initial_data(self):
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"""
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初始化数据
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"""
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for symbol in self.symbols:
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for bar in self.bars:
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logging.info(f"开始初始化行情数据: {symbol} {bar}")
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latest_data = self.db_market_data.query_latest_data(symbol, bar)
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if latest_data:
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logging.info(
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f"已初始化{symbol}, {bar} 最新行情数据，请使用update_data()更新行情数据"
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)
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continue
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self.fetch_save_data(symbol, bar, self.initial_date)
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def fetch_save_data(self, symbol: str, bar: str, start: str):
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"""
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获取保存数据
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"""
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data = self.market_data_monitor.get_historical_kline_data(
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symbol=symbol, start=start, bar=bar
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)
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if data is not None and len(data) > 0:
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self.db_market_data.insert_data_to_mysql(data)
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return data
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def batch_update_data(self):
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"""
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更新数据
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1. 获取最新数据
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2. 获取最新数据的时间戳
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3. 根据最新数据的时间戳，获取最新数据
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4. 将最新数据保存到数据库
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"""
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for symbol in self.symbols:
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for bar in self.bars:
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self.update_data(symbol, bar)
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def update_data(self, symbol: str, bar: str):
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"""
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更新数据
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"""
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logging.info(f"开始更新行情数据: {symbol} {bar}")
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latest_data = self.db_market_data.query_latest_data(symbol, bar)
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if not latest_data:
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data = self.fetch_save_data(symbol, bar, self.initial_date)
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else:
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latest_timestamp = latest_data.get("timestamp")
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if latest_timestamp:
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latest_timestamp = int(latest_timestamp)
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else:
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logging.warning(f"获取{symbol}, {bar} 最新数据失败")
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return
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data = self.fetch_save_data(symbol, bar, latest_timestamp + 1)
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return data
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if __name__ == "__main__":
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market_data_main = MarketDataMain()
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market_data_main.batch_update_data()
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# market_data_main.initial_data()
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