Stage 07.4.3.2 — price polling, event bus and UI throttling
This commit is contained in:
28
app/src/core/event_bus.py
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28
app/src/core/event_bus.py
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@@ -0,0 +1,28 @@
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# app/src/core/event_bus.py
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from __future__ import annotations
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from typing import Any
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class EventBus:
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_version: int = 0
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_last_event_type: str | None = None
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_last_payload: dict[str, Any] = {}
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# зафиксировать важное событие системы
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@classmethod
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def emit(cls, event_type: str, payload: dict[str, Any] | None = None) -> None:
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cls._version += 1
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cls._last_event_type = event_type
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cls._last_payload = payload or {}
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# текущая версия событий
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@classmethod
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def version(cls) -> int:
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return cls._version
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# последнее событие
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@classmethod
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def last_event(cls) -> tuple[str | None, dict[str, Any]]:
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return cls._last_event_type, dict(cls._last_payload)
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@@ -16,7 +16,7 @@ class MarketPriceSnapshot:
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bid_price: float | None
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bid_price: float | None
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ask_price: float | None
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ask_price: float | None
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updated_at: str
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updated_at: str
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source: str = "websocket"
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source: str = "market-cache"
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class MarketPriceCache:
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class MarketPriceCache:
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@@ -32,6 +32,7 @@ class MarketPriceCache:
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bid_price: float | None = None,
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bid_price: float | None = None,
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ask_price: float | None = None,
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ask_price: float | None = None,
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updated_at: str | None = None,
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updated_at: str | None = None,
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source: str = "market-polling",
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) -> None:
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) -> None:
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settings = load_settings()
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settings = load_settings()
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@@ -44,6 +45,7 @@ class MarketPriceCache:
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bid_price=bid_price,
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bid_price=bid_price,
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ask_price=ask_price,
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ask_price=ask_price,
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updated_at=updated_at,
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updated_at=updated_at,
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source=source,
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)
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)
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# получить последнюю цену
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# получить последнюю цену
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56
app/src/integrations/exchange/market_data_runner.py
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56
app/src/integrations/exchange/market_data_runner.py
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@@ -0,0 +1,56 @@
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# app/src/integrations/exchange/market_data_runner.py
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from __future__ import annotations
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import asyncio
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from typing import Callable
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from src.integrations.exchange.service import ExchangeService
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class MarketDataRunner:
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_task: asyncio.Task | None = None
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_interval_seconds: int = 1
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_symbol_provider: Callable[[], str | None] | None = None
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# запустить быстрый polling рыночной цены
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@classmethod
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def start(
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cls,
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*,
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symbol_provider: Callable[[], str | None],
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interval_seconds: int = 1,
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) -> None:
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cls._symbol_provider = symbol_provider
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cls._interval_seconds = interval_seconds
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if cls._task is not None and not cls._task.done():
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return
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cls._task = asyncio.create_task(cls._worker())
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# остановить polling
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@classmethod
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def stop(cls) -> None:
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if cls._task is None:
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return
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cls._task.cancel()
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cls._task = None
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# рабочий цикл polling
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@classmethod
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async def _worker(cls) -> None:
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while True:
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symbol = cls._symbol_provider() if cls._symbol_provider else None
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if symbol:
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try:
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await asyncio.to_thread(
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ExchangeService().refresh_price_cache,
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symbol,
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)
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except Exception:
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pass
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await asyncio.sleep(cls._interval_seconds)
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@@ -29,6 +29,8 @@ from src.integrations.exchange.market_cache import MarketPriceCache
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class ExchangeService:
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class ExchangeService:
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_exchange_symbols_cache: list[ExchangeSymbol] | None = None
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def __init__(self) -> None:
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def __init__(self) -> None:
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self.settings = load_settings()
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self.settings = load_settings()
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self.journal = JournalService()
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self.journal = JournalService()
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@@ -192,6 +194,35 @@ class ExchangeService:
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message=f"Private API OK. Балансов получено: {len(balances)}",
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message=f"Private API OK. Балансов получено: {len(balances)}",
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)
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)
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# принудительно обновить market cache через REST
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def refresh_price_cache(self, symbol: str | None = None) -> TickerPrice:
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symbol_to_use = symbol or self.settings.default_symbol
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if not self.settings.exchange_enabled:
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ticker = mock_ticker_price(symbol_to_use)
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MarketPriceCache.set_price(
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symbol=ticker.symbol,
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price=ticker.price,
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updated_at=ticker.updated_at,
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source=ticker.source,
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)
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return ticker
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validation = self.validate_symbol(symbol_to_use)
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if not validation.is_valid:
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raise ExchangeError(validation.message)
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ticker = self._get_real_price(validation.normalized_symbol)
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MarketPriceCache.set_price(
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symbol=ticker.symbol,
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price=ticker.price,
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updated_at=ticker.updated_at,
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source=ticker.source,
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)
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return ticker
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# получить цену инструмента: сначала WebSocket cache, потом REST fallback
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# получить цену инструмента: сначала WebSocket cache, потом REST fallback
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def get_price(self, symbol: str | None = None) -> TickerPrice:
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def get_price(self, symbol: str | None = None) -> TickerPrice:
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symbol_to_use = symbol or self.settings.default_symbol
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symbol_to_use = symbol or self.settings.default_symbol
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@@ -336,6 +367,9 @@ class ExchangeService:
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if not self.settings.exchange_enabled:
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if not self.settings.exchange_enabled:
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return []
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return []
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if type(self)._exchange_symbols_cache is not None:
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return type(self)._exchange_symbols_cache
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client = ExchangeRestClient()
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client = ExchangeRestClient()
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try:
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try:
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@@ -470,6 +504,8 @@ class ExchangeService:
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)
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)
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)
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)
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type(self)._exchange_symbols_cache = items
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return items
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return items
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def validate_symbol(self, raw_symbol: str) -> SymbolValidationResult:
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def validate_symbol(self, raw_symbol: str) -> SymbolValidationResult:
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@@ -11,6 +11,9 @@ from aiogram.utils.keyboard import InlineKeyboardBuilder
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from src.telegram.ui.common import mode_line
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from src.telegram.ui.common import mode_line
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from src.trading.auto.runner import AutoTradeRunner
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from src.trading.auto.runner import AutoTradeRunner
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from src.trading.auto.service import AutoTradeService
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from src.trading.auto.service import AutoTradeService
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from src.telegram.handlers.system import open_auto_settings
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from src.integrations.exchange.service import ExchangeService
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from src.telegram.ui.currency_ui import format_usd_amount
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router = Router(name="auto")
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router = Router(name="auto")
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@@ -71,6 +74,18 @@ def _price_or_dash(value: float | None) -> str:
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return f"{value:.2f}"
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return f"{value:.2f}"
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# текущая цена инструмента
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def _market_price_or_dash(symbol: str | None) -> str:
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if not symbol:
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return "—"
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try:
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ticker = ExchangeService().get_price(symbol)
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return f"$ {format_usd_amount(ticker.price)}"
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except Exception:
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return "—"
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# формат USD
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# формат USD
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def _usd_or_dash(value: float | None) -> str:
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def _usd_or_dash(value: float | None) -> str:
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if value is None:
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if value is None:
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@@ -162,9 +177,16 @@ def _build_auto_text() -> str:
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account_mode = "DEMO" if "DEMO" in mode_line().upper() else "LIVE"
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account_mode = "DEMO" if "DEMO" in mode_line().upper() else "LIVE"
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risk = f"{state.risk_percent:.1f}%" if state.risk_percent is not None else "—"
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risk = f"{state.risk_percent:.1f}%" if state.risk_percent is not None else "—"
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configured = _is_auto_configured(state)
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configured = _is_auto_configured(state)
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price = _market_price_or_dash(state.symbol)
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status_line = {
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"OFF": "⚪ Off",
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"OBSERVING": "👀 Watch",
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"RUNNING": "🟢 On",
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}.get(state.status, state.status)
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header = (
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header = (
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"<b>🤖 Автоторговля</b>\n"
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f"<b>🤖 Автоторговля · {status_line}</b>\n"
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f"🔸 {account_mode} аккаунт\n\n"
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f"🔸 {account_mode} аккаунт\n\n"
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)
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)
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@@ -172,32 +194,36 @@ def _build_auto_text() -> str:
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if not configured:
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if not configured:
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return (
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return (
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f"{header}"
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f"{header}"
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"⚪ Выключена\n\n"
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"⚠️ Не настроена\n"
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"⚠️ Не настроена\n"
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"Настрой параметры"
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"Настрой параметры"
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)
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)
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return (
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return (
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f"{header}"
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f"{header}"
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"⚪ Выключена\n\n"
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f"{_context_line(state)}\n"
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f"{_context_line(state)}\n"
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f"Price: {price}\n"
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f"Risk: {risk}"
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f"Risk: {risk}"
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)
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)
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status_line = (
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position_line = (
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"🟢 Активна"
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f"Pos: {_value_or_dash(state.position_side)} | "
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if state.status == "RUNNING"
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f"PnL: {_usd_or_dash(state.unrealized_pnl_usd)}"
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else "👀 Наблюдение"
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)
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)
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if state.position_side != "NONE" and state.entry_price is not None:
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position_line = (
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f"Pos: {_value_or_dash(state.position_side)} | "
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f"Entry: $ {_price_or_dash(state.entry_price)} | "
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f"PnL: {_usd_or_dash(state.unrealized_pnl_usd)}"
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)
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return (
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return (
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f"{header}"
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f"{header}"
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f"{status_line}\n\n"
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f"{_context_line(state)}\n"
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f"{_context_line(state)}\n\n"
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f"Price: {price}\n\n"
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f"{_signal_label(state.last_signal)} ×{state.last_signal_repeat_count} "
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f"{_signal_label(state.last_signal)} ×{state.last_signal_repeat_count} "
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f"· {state.decision_status}\n\n"
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f"· {state.decision_status}\n\n"
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f"Pos: {_value_or_dash(state.position_side)} | "
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f"{position_line}\n"
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f"PnL: {_usd_or_dash(state.unrealized_pnl_usd)}\n"
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f"Risk: {risk}"
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f"Risk: {risk}"
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)
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)
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@@ -272,6 +298,19 @@ async def open_auto_from_callback(callback: CallbackQuery, state: FSMContext) ->
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@router.callback_query(F.data == "auto:start")
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@router.callback_query(F.data == "auto:start")
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async def auto_start(callback: CallbackQuery) -> None:
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async def auto_start(callback: CallbackQuery) -> None:
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service = AutoTradeService()
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service = AutoTradeService()
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state = service.get_state()
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if not _is_auto_configured(state):
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await callback.answer(
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"Сначала настрой параметры автоторговли",
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show_alert=True,
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)
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if callback.message is not None:
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await open_auto_settings(callback)
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return
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_, message = service.start()
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_, message = service.start()
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AutoTradeRunner.set_current_screen("auto")
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AutoTradeRunner.set_current_screen("auto")
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@@ -287,6 +326,19 @@ async def auto_start(callback: CallbackQuery) -> None:
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@router.callback_query(F.data == "auto:observe")
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@router.callback_query(F.data == "auto:observe")
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async def auto_observe(callback: CallbackQuery) -> None:
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async def auto_observe(callback: CallbackQuery) -> None:
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service = AutoTradeService()
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service = AutoTradeService()
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state = service.get_state()
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|
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if not _is_auto_configured(state):
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await callback.answer(
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"Сначала настрой параметры автоторговли",
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show_alert=True,
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)
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|
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if callback.message is not None:
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await open_auto_settings(callback)
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|
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return
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|
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_, message = service.observe()
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_, message = service.observe()
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|
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AutoTradeRunner.set_current_screen("auto")
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AutoTradeRunner.set_current_screen("auto")
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@@ -168,7 +168,7 @@ async def open_system_management(callback: CallbackQuery) -> None:
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@router.callback_query(F.data == "settings:auto")
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@router.callback_query(F.data == "settings:auto")
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async def open_auto_settings(callback: CallbackQuery) -> None:
|
async def open_auto_settings(callback: CallbackQuery) -> None:
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AutoTradeRunner.set_current_screen("settings_auto")
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AutoTradeRunner.set_current_screen("settings_auto")
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|
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if callback.message is None:
|
if callback.message is None:
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await callback.answer("Сообщение не найдено", show_alert=True)
|
await callback.answer("Сообщение не найдено", show_alert=True)
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return
|
return
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@@ -177,7 +177,7 @@ async def open_auto_settings(callback: CallbackQuery) -> None:
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chat_id=callback.message.chat.id,
|
chat_id=callback.message.chat.id,
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message_id=callback.message.message_id,
|
message_id=callback.message.message_id,
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)
|
)
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|
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state = AutoTradeService().get_state()
|
state = AutoTradeService().get_state()
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|
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strategy_map = {
|
strategy_map = {
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@@ -185,20 +185,43 @@ async def open_auto_settings(callback: CallbackQuery) -> None:
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"GRID": "🧩 Grid Trading",
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"GRID": "🧩 Grid Trading",
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"SCALP": "⚡ Scalping",
|
"SCALP": "⚡ Scalping",
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}
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}
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|
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|
strategy_ready = state.strategy is not None
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|
symbol_ready = bool(state.symbol)
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|
risk_ready = state.risk_percent is not None
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|
leverage_ready = state.leverage is not None
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|
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|
is_configured = strategy_ready and symbol_ready and risk_ready and leverage_ready
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|
|
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strategy = strategy_map.get(state.strategy or "", "—")
|
strategy = strategy_map.get(state.strategy or "", "—")
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|
symbol = state.symbol or "—"
|
||||||
risk = f"{state.risk_percent:.1f}%" if state.risk_percent is not None else "—"
|
risk = f"{state.risk_percent:.1f}%" if state.risk_percent is not None else "—"
|
||||||
leverage = f"x{state.leverage:g}" if state.leverage is not None else "—"
|
leverage = f"x{state.leverage:g}" if state.leverage is not None else "—"
|
||||||
|
|
||||||
|
strategy_icon = "✅" if strategy_ready else "👉"
|
||||||
|
symbol_icon = "✅" if symbol_ready else "👉"
|
||||||
|
risk_icon = "✅" if risk_ready else "👉"
|
||||||
|
leverage_icon = "✅" if leverage_ready else "👉"
|
||||||
|
|
||||||
|
config_status = (
|
||||||
|
"✅ Все параметры настроены"
|
||||||
|
if is_configured
|
||||||
|
else "⛔️ Настрой все параметры"
|
||||||
|
)
|
||||||
|
|
||||||
text = (
|
text = (
|
||||||
"<b>🤖 Автоторговля</b>\n\n"
|
"<b>🤖 Автоторговля</b>\n\n"
|
||||||
"<b>СИСТЕМА</b> · Настройки\n\n"
|
"<b>СИСТЕМА</b> · Настройки\n\n"
|
||||||
f"Стратегия: {strategy}\n"
|
f"{strategy_icon} Стратегия: {strategy}\n"
|
||||||
f"Инструмент: {state.symbol}\n"
|
f"{symbol_icon} Инструмент: {symbol}\n"
|
||||||
f"Риск: {risk}\n"
|
f"{risk_icon} Риск: {risk}\n"
|
||||||
f"Плечо: {leverage}\n\n"
|
f"{leverage_icon} Плечо: {leverage}\n\n"
|
||||||
"Выберите настройку:"
|
f"{config_status}"
|
||||||
)
|
)
|
||||||
|
|
||||||
|
if not is_configured:
|
||||||
|
text += "\n\nВыберите настройку:"
|
||||||
|
|
||||||
builder = InlineKeyboardBuilder()
|
builder = InlineKeyboardBuilder()
|
||||||
builder.button(text="🧠 Стратегия", callback_data="settings:auto_strategy")
|
builder.button(text="🧠 Стратегия", callback_data="settings:auto_strategy")
|
||||||
builder.button(text="📈 Инструмент", callback_data="settings:auto_symbol")
|
builder.button(text="📈 Инструмент", callback_data="settings:auto_symbol")
|
||||||
@@ -361,7 +384,7 @@ async def set_auto_leverage(callback: CallbackQuery) -> None:
|
|||||||
AutoTradeRunner.set_current_screen("settings_auto")
|
AutoTradeRunner.set_current_screen("settings_auto")
|
||||||
await callback.answer("Плечо обновлено")
|
await callback.answer("Плечо обновлено")
|
||||||
|
|
||||||
|
|
||||||
@router.callback_query(F.data == "settings:trade")
|
@router.callback_query(F.data == "settings:trade")
|
||||||
async def open_trade_settings(callback: CallbackQuery) -> None:
|
async def open_trade_settings(callback: CallbackQuery) -> None:
|
||||||
if callback.message is None:
|
if callback.message is None:
|
||||||
|
|||||||
@@ -9,6 +9,8 @@ from typing import Callable
|
|||||||
from aiogram import Bot
|
from aiogram import Bot
|
||||||
from aiogram.exceptions import TelegramBadRequest, TelegramRetryAfter
|
from aiogram.exceptions import TelegramBadRequest, TelegramRetryAfter
|
||||||
|
|
||||||
|
from src.core.event_bus import EventBus
|
||||||
|
from src.integrations.exchange.market_data_runner import MarketDataRunner
|
||||||
from src.trading.auto.service import AutoTradeService
|
from src.trading.auto.service import AutoTradeService
|
||||||
|
|
||||||
|
|
||||||
@@ -20,9 +22,16 @@ class AutoTradeRunner:
|
|||||||
_render_text: Callable[[], str] | None = None
|
_render_text: Callable[[], str] | None = None
|
||||||
_render_markup: Callable[[], object] | None = None
|
_render_markup: Callable[[], object] | None = None
|
||||||
_current_screen: str | None = None
|
_current_screen: str | None = None
|
||||||
_interval_seconds = 15
|
|
||||||
|
# анализ стратегии — часто
|
||||||
|
_analysis_interval_seconds = 5
|
||||||
|
|
||||||
|
# Telegram UI — редко
|
||||||
|
_ui_interval_seconds = 60
|
||||||
|
|
||||||
_last_text: str | None = None
|
_last_text: str | None = None
|
||||||
|
_last_ui_refresh_at: float = 0.0
|
||||||
|
_last_event_version: int = 0
|
||||||
_retry_after_until: float = 0.0
|
_retry_after_until: float = 0.0
|
||||||
|
|
||||||
@classmethod
|
@classmethod
|
||||||
@@ -89,6 +98,13 @@ class AutoTradeRunner:
|
|||||||
|
|
||||||
@classmethod
|
@classmethod
|
||||||
def start(cls) -> None:
|
def start(cls) -> None:
|
||||||
|
service = AutoTradeService()
|
||||||
|
|
||||||
|
MarketDataRunner.start(
|
||||||
|
symbol_provider=lambda: service.get_state().symbol,
|
||||||
|
interval_seconds=1,
|
||||||
|
)
|
||||||
|
|
||||||
if cls._task is not None and not cls._task.done():
|
if cls._task is not None and not cls._task.done():
|
||||||
return
|
return
|
||||||
|
|
||||||
@@ -96,6 +112,8 @@ class AutoTradeRunner:
|
|||||||
|
|
||||||
@classmethod
|
@classmethod
|
||||||
def stop(cls) -> None:
|
def stop(cls) -> None:
|
||||||
|
MarketDataRunner.stop()
|
||||||
|
|
||||||
if cls._task is None:
|
if cls._task is None:
|
||||||
return
|
return
|
||||||
|
|
||||||
@@ -111,16 +129,29 @@ class AutoTradeRunner:
|
|||||||
|
|
||||||
if state.status == "OFF":
|
if state.status == "OFF":
|
||||||
cls._task = None
|
cls._task = None
|
||||||
|
MarketDataRunner.stop()
|
||||||
break
|
break
|
||||||
|
|
||||||
service.run_cycle()
|
service.run_cycle()
|
||||||
|
|
||||||
await cls._refresh_screen()
|
current_event_version = EventBus.version()
|
||||||
await asyncio.sleep(cls._interval_seconds)
|
has_important_event = current_event_version != cls._last_event_version
|
||||||
|
|
||||||
|
if has_important_event:
|
||||||
|
cls._last_event_version = current_event_version
|
||||||
|
|
||||||
|
await cls._refresh_screen(force=has_important_event)
|
||||||
|
|
||||||
|
await asyncio.sleep(cls._analysis_interval_seconds)
|
||||||
|
|
||||||
@classmethod
|
@classmethod
|
||||||
async def _refresh_screen(cls) -> None:
|
async def _refresh_screen(cls, *, force: bool = False) -> None:
|
||||||
if time.monotonic() < cls._retry_after_until:
|
now = time.monotonic()
|
||||||
|
|
||||||
|
if now < cls._retry_after_until:
|
||||||
|
return
|
||||||
|
|
||||||
|
if not force and now - cls._last_ui_refresh_at < cls._ui_interval_seconds:
|
||||||
return
|
return
|
||||||
|
|
||||||
if not all(
|
if not all(
|
||||||
@@ -147,6 +178,7 @@ class AutoTradeRunner:
|
|||||||
reply_markup=cls._render_markup(),
|
reply_markup=cls._render_markup(),
|
||||||
)
|
)
|
||||||
cls._last_text = text
|
cls._last_text = text
|
||||||
|
cls._last_ui_refresh_at = now
|
||||||
|
|
||||||
except TelegramRetryAfter as exc:
|
except TelegramRetryAfter as exc:
|
||||||
cls._retry_after_until = time.monotonic() + exc.retry_after + 5
|
cls._retry_after_until = time.monotonic() + exc.retry_after + 5
|
||||||
@@ -156,6 +188,7 @@ class AutoTradeRunner:
|
|||||||
|
|
||||||
if "message is not modified" in error_text:
|
if "message is not modified" in error_text:
|
||||||
cls._last_text = text
|
cls._last_text = text
|
||||||
|
cls._last_ui_refresh_at = now
|
||||||
return
|
return
|
||||||
|
|
||||||
if "message to edit not found" in error_text:
|
if "message to edit not found" in error_text:
|
||||||
|
|||||||
@@ -10,6 +10,7 @@ from src.trading.auto.state import AutoTradeState
|
|||||||
from src.trading.journal.service import JournalService
|
from src.trading.journal.service import JournalService
|
||||||
from src.trading.strategies.base import BaseStrategy, StrategyContext
|
from src.trading.strategies.base import BaseStrategy, StrategyContext
|
||||||
from src.trading.strategies.registry import StrategyRegistry
|
from src.trading.strategies.registry import StrategyRegistry
|
||||||
|
from src.core.event_bus import EventBus
|
||||||
|
|
||||||
|
|
||||||
class AutoTradeService:
|
class AutoTradeService:
|
||||||
@@ -69,18 +70,30 @@ class AutoTradeService:
|
|||||||
# запустить активную торговлю
|
# запустить активную торговлю
|
||||||
def start(self) -> tuple[AutoTradeState, str]:
|
def start(self) -> tuple[AutoTradeState, str]:
|
||||||
state = self.get_state()
|
state = self.get_state()
|
||||||
|
previous_status = state.status
|
||||||
|
|
||||||
if state.status == "RUNNING":
|
if state.status == "RUNNING":
|
||||||
self.start_loop()
|
|
||||||
return state, "Автоторговля уже активна."
|
return state, "Автоторговля уже активна."
|
||||||
|
|
||||||
if state.status == "OBSERVING":
|
if state.status == "OBSERVING":
|
||||||
state.status = "RUNNING"
|
state.status = "RUNNING"
|
||||||
self.start_loop()
|
EventBus.emit(
|
||||||
|
"auto_status_changed",
|
||||||
|
{
|
||||||
|
"previous_status": previous_status,
|
||||||
|
"status": state.status,
|
||||||
|
},
|
||||||
|
)
|
||||||
return state, "Автоторговля активирована."
|
return state, "Автоторговля активирована."
|
||||||
|
|
||||||
state.status = "RUNNING"
|
state.status = "RUNNING"
|
||||||
self.start_loop()
|
EventBus.emit(
|
||||||
|
"auto_status_changed",
|
||||||
|
{
|
||||||
|
"previous_status": previous_status,
|
||||||
|
"status": state.status,
|
||||||
|
},
|
||||||
|
)
|
||||||
return state, "Автоторговля запущена."
|
return state, "Автоторговля запущена."
|
||||||
|
|
||||||
# включить режим наблюдения
|
# включить режим наблюдения
|
||||||
@@ -89,11 +102,17 @@ class AutoTradeService:
|
|||||||
previous_status = state.status
|
previous_status = state.status
|
||||||
|
|
||||||
if previous_status == "OBSERVING":
|
if previous_status == "OBSERVING":
|
||||||
self.start_loop()
|
|
||||||
return state, "Режим наблюдения уже включён."
|
return state, "Режим наблюдения уже включён."
|
||||||
|
|
||||||
state.status = "OBSERVING"
|
state.status = "OBSERVING"
|
||||||
self.start_loop()
|
|
||||||
|
EventBus.emit(
|
||||||
|
"auto_status_changed",
|
||||||
|
{
|
||||||
|
"previous_status": previous_status,
|
||||||
|
"status": state.status,
|
||||||
|
},
|
||||||
|
)
|
||||||
|
|
||||||
if previous_status == "OFF":
|
if previous_status == "OFF":
|
||||||
return state, "Включён режим наблюдения."
|
return state, "Включён режим наблюдения."
|
||||||
@@ -103,6 +122,7 @@ class AutoTradeService:
|
|||||||
# полностью выключить автоторговлю
|
# полностью выключить автоторговлю
|
||||||
def stop(self) -> tuple[AutoTradeState, str]:
|
def stop(self) -> tuple[AutoTradeState, str]:
|
||||||
state = self.get_state()
|
state = self.get_state()
|
||||||
|
previous_status = state.status
|
||||||
|
|
||||||
if state.status == "OFF":
|
if state.status == "OFF":
|
||||||
self.stop_loop()
|
self.stop_loop()
|
||||||
@@ -110,6 +130,15 @@ class AutoTradeService:
|
|||||||
|
|
||||||
state.status = "OFF"
|
state.status = "OFF"
|
||||||
self.stop_loop()
|
self.stop_loop()
|
||||||
|
|
||||||
|
EventBus.emit(
|
||||||
|
"auto_status_changed",
|
||||||
|
{
|
||||||
|
"previous_status": previous_status,
|
||||||
|
"status": state.status,
|
||||||
|
},
|
||||||
|
)
|
||||||
|
|
||||||
return state, "Автоторговля выключена."
|
return state, "Автоторговля выключена."
|
||||||
|
|
||||||
# установить инструмент
|
# установить инструмент
|
||||||
@@ -132,7 +161,7 @@ class AutoTradeService:
|
|||||||
state.risk_percent = risk_percent
|
state.risk_percent = risk_percent
|
||||||
return state
|
return state
|
||||||
|
|
||||||
# установить плечо
|
# установить плечо
|
||||||
def set_leverage(self, leverage: float) -> AutoTradeState:
|
def set_leverage(self, leverage: float) -> AutoTradeState:
|
||||||
state = self.get_state()
|
state = self.get_state()
|
||||||
state.leverage = leverage
|
state.leverage = leverage
|
||||||
@@ -285,6 +314,9 @@ class AutoTradeService:
|
|||||||
reason: str,
|
reason: str,
|
||||||
confidence: float,
|
confidence: float,
|
||||||
) -> None:
|
) -> None:
|
||||||
|
previous_signal = state.last_signal
|
||||||
|
previous_decision_status = state.decision_status
|
||||||
|
|
||||||
state.last_signal = signal
|
state.last_signal = signal
|
||||||
state.last_signal_repeat_count = self._same_signal_count
|
state.last_signal_repeat_count = self._same_signal_count
|
||||||
state.last_signal_confidence = confidence
|
state.last_signal_confidence = confidence
|
||||||
@@ -296,6 +328,29 @@ class AutoTradeService:
|
|||||||
confidence=confidence,
|
confidence=confidence,
|
||||||
)
|
)
|
||||||
|
|
||||||
|
if previous_signal != state.last_signal:
|
||||||
|
EventBus.emit(
|
||||||
|
"auto_signal_changed",
|
||||||
|
{
|
||||||
|
"previous_signal": previous_signal,
|
||||||
|
"signal": state.last_signal,
|
||||||
|
"repeat_count": state.last_signal_repeat_count,
|
||||||
|
"confidence": state.last_signal_confidence,
|
||||||
|
},
|
||||||
|
)
|
||||||
|
|
||||||
|
if previous_decision_status != state.decision_status:
|
||||||
|
EventBus.emit(
|
||||||
|
"auto_decision_changed",
|
||||||
|
{
|
||||||
|
"previous_decision_status": previous_decision_status,
|
||||||
|
"decision_status": state.decision_status,
|
||||||
|
"signal": state.last_signal,
|
||||||
|
"repeat_count": state.last_signal_repeat_count,
|
||||||
|
"confidence": state.last_signal_confidence,
|
||||||
|
},
|
||||||
|
)
|
||||||
|
|
||||||
# записать одиночный сигнал в журнал
|
# записать одиночный сигнал в журнал
|
||||||
def _log_signal_event(
|
def _log_signal_event(
|
||||||
self,
|
self,
|
||||||
|
|||||||
@@ -0,0 +1,328 @@
|
|||||||
|
# Stage 07.4.3.2 — Price Polling + EventBus + UI Throttling
|
||||||
|
|
||||||
|
## 🎯 Цель этапа
|
||||||
|
|
||||||
|
Разделить три независимых процесса автоторговли:
|
||||||
|
|
||||||
|
- частое получение рыночной цены;
|
||||||
|
- анализ стратегии;
|
||||||
|
- обновление Telegram UI.
|
||||||
|
|
||||||
|
Главная цель — убрать постоянное обновление Telegram на каждом цикле анализа и подготовить архитектуру к реальному execution.
|
||||||
|
|
||||||
|
---
|
||||||
|
|
||||||
|
## 🧱 Что было до этапа
|
||||||
|
|
||||||
|
Ранее один runner фактически связывал всё вместе:
|
||||||
|
|
||||||
|
```text
|
||||||
|
run_cycle()
|
||||||
|
↓
|
||||||
|
strategy.analyze()
|
||||||
|
↓
|
||||||
|
update state
|
||||||
|
↓
|
||||||
|
edit Telegram message
|
||||||
|
```
|
||||||
|
|
||||||
|
Из-за этого:
|
||||||
|
|
||||||
|
- Telegram мог получать слишком частые `edit_message_text`;
|
||||||
|
- появлялся риск `Flood control exceeded`;
|
||||||
|
- частота анализа зависела от UI;
|
||||||
|
- цена не была выделена в отдельный polling-процесс.
|
||||||
|
|
||||||
|
---
|
||||||
|
|
||||||
|
## ✅ Что реализовано
|
||||||
|
|
||||||
|
## 1. MarketDataRunner
|
||||||
|
|
||||||
|
Добавлен отдельный runner для быстрого обновления рыночной цены.
|
||||||
|
|
||||||
|
Файл:
|
||||||
|
|
||||||
|
```text
|
||||||
|
app/src/integrations/exchange/market_data_runner.py
|
||||||
|
```
|
||||||
|
|
||||||
|
Задача:
|
||||||
|
|
||||||
|
```text
|
||||||
|
каждую 1 секунду:
|
||||||
|
получить актуальную цену
|
||||||
|
сохранить её в MarketPriceCache
|
||||||
|
```
|
||||||
|
|
||||||
|
Runner работает отдельно от Telegram UI и отдельно от анализа стратегии.
|
||||||
|
|
||||||
|
---
|
||||||
|
|
||||||
|
## 2. MarketPriceCache
|
||||||
|
|
||||||
|
Обновлён кэш рыночных цен.
|
||||||
|
|
||||||
|
Файл:
|
||||||
|
|
||||||
|
```text
|
||||||
|
app/src/integrations/exchange/market_cache.py
|
||||||
|
```
|
||||||
|
|
||||||
|
Теперь cache хранит:
|
||||||
|
|
||||||
|
- symbol;
|
||||||
|
- price;
|
||||||
|
- bid_price;
|
||||||
|
- ask_price;
|
||||||
|
- updated_at;
|
||||||
|
- source.
|
||||||
|
|
||||||
|
Кэш становится единым источником актуальной цены для:
|
||||||
|
|
||||||
|
- экрана автоторговли;
|
||||||
|
- стратегии;
|
||||||
|
- будущего execution engine.
|
||||||
|
|
||||||
|
---
|
||||||
|
|
||||||
|
## 3. ExchangeService.refresh_price_cache()
|
||||||
|
|
||||||
|
В `ExchangeService` добавлен метод:
|
||||||
|
|
||||||
|
```python
|
||||||
|
refresh_price_cache(symbol)
|
||||||
|
```
|
||||||
|
|
||||||
|
Назначение:
|
||||||
|
|
||||||
|
- получить цену через REST;
|
||||||
|
- записать цену в `MarketPriceCache`;
|
||||||
|
- вернуть `TickerPrice`.
|
||||||
|
|
||||||
|
Это позволяет отдельно обновлять цену без прямого обновления Telegram UI.
|
||||||
|
|
||||||
|
---
|
||||||
|
|
||||||
|
## 4. Кэширование exchangeInfo
|
||||||
|
|
||||||
|
В `ExchangeService` добавлен class-level cache:
|
||||||
|
|
||||||
|
```python
|
||||||
|
_exchange_symbols_cache
|
||||||
|
```
|
||||||
|
|
||||||
|
Это нужно, чтобы быстрый price polling не вызывал `exchangeInfo` слишком часто.
|
||||||
|
|
||||||
|
Используется class-level доступ:
|
||||||
|
|
||||||
|
```python
|
||||||
|
type(self)._exchange_symbols_cache
|
||||||
|
```
|
||||||
|
|
||||||
|
---
|
||||||
|
|
||||||
|
## 5. EventBus
|
||||||
|
|
||||||
|
Добавлен простой in-memory EventBus.
|
||||||
|
|
||||||
|
Файл:
|
||||||
|
|
||||||
|
```text
|
||||||
|
app/src/core/event_bus.py
|
||||||
|
```
|
||||||
|
|
||||||
|
EventBus хранит:
|
||||||
|
|
||||||
|
- текущую версию событий;
|
||||||
|
- последний тип события;
|
||||||
|
- последний payload.
|
||||||
|
|
||||||
|
Используется для важных изменений:
|
||||||
|
|
||||||
|
```text
|
||||||
|
auto_status_changed
|
||||||
|
auto_signal_changed
|
||||||
|
auto_decision_changed
|
||||||
|
```
|
||||||
|
|
||||||
|
---
|
||||||
|
|
||||||
|
## 6. AutoTradeService emits events
|
||||||
|
|
||||||
|
`AutoTradeService` теперь отправляет события при изменениях:
|
||||||
|
|
||||||
|
### Смена статуса автоторговли
|
||||||
|
|
||||||
|
```text
|
||||||
|
OFF → OBSERVING
|
||||||
|
OBSERVING → RUNNING
|
||||||
|
RUNNING → OFF
|
||||||
|
```
|
||||||
|
|
||||||
|
Событие:
|
||||||
|
|
||||||
|
```text
|
||||||
|
auto_status_changed
|
||||||
|
```
|
||||||
|
|
||||||
|
### Смена сигнала
|
||||||
|
|
||||||
|
```text
|
||||||
|
HOLD → BUY
|
||||||
|
BUY → SELL
|
||||||
|
SELL → HOLD
|
||||||
|
```
|
||||||
|
|
||||||
|
Событие:
|
||||||
|
|
||||||
|
```text
|
||||||
|
auto_signal_changed
|
||||||
|
```
|
||||||
|
|
||||||
|
### Смена decision state
|
||||||
|
|
||||||
|
```text
|
||||||
|
WAITING → CONFIRMING
|
||||||
|
CONFIRMING → READY
|
||||||
|
READY → BLOCKED
|
||||||
|
```
|
||||||
|
|
||||||
|
Событие:
|
||||||
|
|
||||||
|
```text
|
||||||
|
auto_decision_changed
|
||||||
|
```
|
||||||
|
|
||||||
|
---
|
||||||
|
|
||||||
|
## 7. AutoTradeRunner decoupling
|
||||||
|
|
||||||
|
`AutoTradeRunner` теперь разделяет процессы:
|
||||||
|
|
||||||
|
```text
|
||||||
|
MarketDataRunner: 1 сек
|
||||||
|
Strategy analysis: 5 сек
|
||||||
|
Telegram UI: 60 сек или событие
|
||||||
|
```
|
||||||
|
|
||||||
|
### Telegram обновляется:
|
||||||
|
|
||||||
|
- сразу при важном событии;
|
||||||
|
- либо раз в 60 секунд;
|
||||||
|
- только если текст реально изменился;
|
||||||
|
- с учётом `TelegramRetryAfter`.
|
||||||
|
|
||||||
|
---
|
||||||
|
|
||||||
|
## 8. UI throttling
|
||||||
|
|
||||||
|
Добавлена защита от Telegram flood control:
|
||||||
|
|
||||||
|
- не отправлять update, если текст не изменился;
|
||||||
|
- не обновлять UI чаще заданного интервала;
|
||||||
|
- учитывать `TelegramRetryAfter`;
|
||||||
|
- снимать регистрацию, если сообщение удалено.
|
||||||
|
|
||||||
|
---
|
||||||
|
|
||||||
|
## 🧠 Итоговая архитектура
|
||||||
|
|
||||||
|
```text
|
||||||
|
MarketDataRunner
|
||||||
|
↓
|
||||||
|
ExchangeService.refresh_price_cache()
|
||||||
|
↓
|
||||||
|
MarketPriceCache
|
||||||
|
↓
|
||||||
|
TrendStrategy / Auto UI
|
||||||
|
↓
|
||||||
|
AutoTradeService
|
||||||
|
↓
|
||||||
|
EventBus
|
||||||
|
↓
|
||||||
|
AutoTradeRunner
|
||||||
|
↓
|
||||||
|
Telegram UI
|
||||||
|
```
|
||||||
|
|
||||||
|
---
|
||||||
|
|
||||||
|
## 📂 Изменённые / добавленные файлы
|
||||||
|
|
||||||
|
### Добавлены
|
||||||
|
|
||||||
|
```text
|
||||||
|
app/src/core/event_bus.py
|
||||||
|
app/src/integrations/exchange/market_data_runner.py
|
||||||
|
```
|
||||||
|
|
||||||
|
### Изменены
|
||||||
|
|
||||||
|
```text
|
||||||
|
app/src/trading/auto/runner.py
|
||||||
|
app/src/trading/auto/service.py
|
||||||
|
app/src/integrations/exchange/service.py
|
||||||
|
app/src/integrations/exchange/market_cache.py
|
||||||
|
app/src/telegram/handlers/auto.py
|
||||||
|
```
|
||||||
|
|
||||||
|
---
|
||||||
|
|
||||||
|
## ✅ Проверка
|
||||||
|
|
||||||
|
Проверено:
|
||||||
|
|
||||||
|
- бот запускается без ошибок;
|
||||||
|
- цена отображается на экране автоторговли;
|
||||||
|
- `MarketDataRunner` обновляет цену отдельно;
|
||||||
|
- Telegram UI не обновляется каждую секунду;
|
||||||
|
- кнопки не ловят flood control;
|
||||||
|
- сигнал и decision state обновляются через EventBus;
|
||||||
|
- экран обновляется сразу при важных изменениях;
|
||||||
|
- `exchangeInfo` не дергается на каждом price polling.
|
||||||
|
|
||||||
|
---
|
||||||
|
|
||||||
|
## ⚠️ Ограничения текущего этапа
|
||||||
|
|
||||||
|
EventBus пока:
|
||||||
|
|
||||||
|
- in-memory;
|
||||||
|
- без подписчиков;
|
||||||
|
- без persistence;
|
||||||
|
- без приоритетов событий.
|
||||||
|
|
||||||
|
Это нормально для текущего этапа. Для будущего execution можно расширить EventBus или заменить на более полноценную event-модель.
|
||||||
|
|
||||||
|
---
|
||||||
|
|
||||||
|
## 🔜 Следующий этап
|
||||||
|
|
||||||
|
Рекомендуемый следующий этап:
|
||||||
|
|
||||||
|
```text
|
||||||
|
Stage 07.4.3.3 — Position / Execution Skeleton
|
||||||
|
```
|
||||||
|
|
||||||
|
Возможные задачи:
|
||||||
|
|
||||||
|
- модель позиции;
|
||||||
|
- entry price;
|
||||||
|
- position size;
|
||||||
|
- unrealized PnL;
|
||||||
|
- execution readiness;
|
||||||
|
- безопасный skeleton исполнения ордеров без реальной отправки.
|
||||||
|
|
||||||
|
---
|
||||||
|
|
||||||
|
## ✅ Итог
|
||||||
|
|
||||||
|
Stage 07.4.3.2 завершает важный архитектурный переход:
|
||||||
|
|
||||||
|
```text
|
||||||
|
от UI-driven автоторговли
|
||||||
|
к event-driven trading engine
|
||||||
|
```
|
||||||
|
|
||||||
|
Теперь система готова к дальнейшему развитию execution layer.
|
||||||
Reference in New Issue
Block a user