优化代码

comsumer/bn_agg_trade.py

@@ -0,0 +1,58 @@
+import asyncio
+import json
+from binance import AsyncClient,BinanceSocketManager
+import kafka_service
+from batch_util import batch_processor
+import time
+
+async def main():
+#    while True:
+#        await kafka_service.send_to_kafka("bn_agg_trade", "{}", 'aa')
+
+    # 初始化 Binance 客户端
+    client = await AsyncClient.create()
+    # 使用期货的 BinanceSocketManager
+    bm = BinanceSocketManager(client, max_queue_size=100000)
+
+    # 获取所有合约交易对
+    exchange_info = await client.futures_exchange_info()
+    symbols = [symbol['symbol'] for symbol in exchange_info['symbols'] if symbol['status'] == 'TRADING' and symbol['contractType'] == 'PERPETUAL']
+
+    # symbols = ['RVNUSDT', 'AXLUSDT']
+    # 生成所有合约交易对的聚合交易流地址
+    streams = [f"{symbol.lower()}@aggTrade" for symbol in symbols if symbol.endswith('USDT')]
+    queue = asyncio.Queue()
+    async def batch_push(data):
+        new_data = {
+            'items': data
+                }
+        await kafka_service.send_to_kafka('bn_agg_trade', json.dumps(new_data), 'BATCH');
+    # batch_push = partial(kafka_service.send_to_kafka, "agg_trade_data")
+    process = batch_processor(queue, 10000, 0.1, batch_push)
+    asyncio.create_task(process)
+    try:
+        # 创建复合流
+        multiplex_socket = bm.futures_multiplex_socket(streams)
+        async with multiplex_socket as stream:
+            while True:
+                res = await stream.recv()
+                data = res.get('data')
+                if data and data.get('e') == 'aggTrade':
+                    #if data['s'] != '1000000BOBUSDT':
+                    #    continue
+                    data = {
+                        "s": data['s'],
+                        "p": data['p'],
+                        "T": data['T'],
+                        "E": data['E'],
+                            }
+                    #if data['s'] in ['RVNUSDT', 'AXLUSDT']:
+                    data['kt'] = int(time.time() * 1000)
+                    await queue.put(data)
+                    # await kafka_service.send_to_kafka("bn_agg_trade",json.dumps(data), data['s'])
+                    # asyncio.create_task(kafka_service.send_to_kafka("bn_agg_trade",json.dumps(data), data['s']))
+                    
+    finally:
+        # 关闭 Kafka 生产者和 Binance 客户端
+        # await _kafka_producer_singleton.stop_producer()
+        await client.close_connection()

comsumer/order.py

@@ -3,21 +3,24 @@ import kafka_service
 import asyncio
 import json
 from loguru import logger
+from config import settings
 async def start():
-    pass
+    awaits = []
+    for api in settings.binance_future_api:
+        acc = start_bn_future_order_consumer(api['account_id'], api['api_key'], api['api_secret'], testnet=api['testnet'])
+        awaits.append(acc)
+    await asyncio.gather(*awaits)
 
 
 async def start_bn_future_order_consumer(account_id, api_key, api_secret, testnet=False):
     client = await AsyncClient.create(api_key, api_secret, testnet=testnet)
     bm = BinanceSocketManager(client, max_queue_size=100000)
     ws = bm.futures_user_socket()
-    
-    async with ws as stream:
-        while True:
-            msg = await ws.recv()
-            msg['x-account-id'] = account_id
-            asyncio.create_task(send_msg(msg))
-                        
+    while True:
+        msg = await ws.recv()
+        msg['x-account-id'] = account_id
+        asyncio.create_task(send_msg(msg))
+                    
 
 async def send_msg(msg):
     logger.info(f"send to kafka: {msg}")