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