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fix: add cache to prevent Binance rate limit (rates 3s, history/stats 60s)

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root 2026-02-26 13:54:59 +00:00
parent 96468d0d59
commit 42e329cc55
1 changed files with 31 additions and 25 deletions
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56
backend/main.py
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@ -2,7 +2,7 @@ from fastapi import FastAPI, HTTPException
from fastapi.middleware.cors import CORSMiddleware
import httpx
from datetime import datetime, timedelta
import asyncio
import asyncio, time
app = FastAPI(title="Arbitrage Engine API")
@ -16,6 +16,18 @@ app.add_middleware(
BINANCE_FAPI = "https://fapi.binance.com/fapi/v1"
SYMBOLS = ["BTCUSDT", "ETHUSDT"]
# 简单内存缓存（history/stats 60秒，rates 3秒）
_cache: dict = {}
def get_cache(key: str, ttl: int):
entry = _cache.get(key)
if entry and time.time() - entry["ts"] < ttl:
return entry["data"]
return None
def set_cache(key: str, data):
_cache[key] = {"ts": time.time(), "data": data}
@app.get("/api/health")
async def health():
@ -24,10 +36,11 @@ async def health():
@app.get("/api/rates")
async def get_rates():
cached = get_cache("rates", 3)
if cached: return cached
async with httpx.AsyncClient(timeout=10) as client:
tasks = [client.get(f"{BINANCE_FAPI}/premiumIndex", params={"symbol": s}) for s in SYMBOLS]
responses = await asyncio.gather(*tasks)
result = {}
for sym, resp in zip(SYMBOLS, responses):
if resp.status_code != 200:
@ -42,55 +55,50 @@ async def get_rates():
"nextFundingTime": data["nextFundingTime"],
"timestamp": data["time"],
}
set_cache("rates", result)
return result
@app.get("/api/history")
async def get_history():
cached = get_cache("history", 60)
if cached: return cached
end_time = int(datetime.utcnow().timestamp() * 1000)
start_time = int((datetime.utcnow() - timedelta(days=7)).timestamp() * 1000)
async with httpx.AsyncClient(timeout=15) as client:
tasks = [
client.get(
f"{BINANCE_FAPI}/fundingRate",
params={"symbol": s, "startTime": start_time, "endTime": end_time, "limit": 1000},
)
client.get(f"{BINANCE_FAPI}/fundingRate",
params={"symbol": s, "startTime": start_time, "endTime": end_time, "limit": 1000})
for s in SYMBOLS
]
responses = await asyncio.gather(*tasks)
result = {}
for sym, resp in zip(SYMBOLS, responses):
if resp.status_code != 200:
raise HTTPException(status_code=502, detail=f"Binance history error for {sym}")
key = sym.replace("USDT", "")
result[key] = [
{
"fundingTime": item["fundingTime"],
"fundingRate": float(item["fundingRate"]),
"timestamp": datetime.utcfromtimestamp(item["fundingTime"] / 1000).isoformat(),
}
{"fundingTime": item["fundingTime"], "fundingRate": float(item["fundingRate"]),
"timestamp": datetime.utcfromtimestamp(item["fundingTime"] / 1000).isoformat()}
for item in resp.json()
]
set_cache("history", result)
return result
@app.get("/api/stats")
async def get_stats():
cached = get_cache("stats", 60)
if cached: return cached
end_time = int(datetime.utcnow().timestamp() * 1000)
start_time = int((datetime.utcnow() - timedelta(days=7)).timestamp() * 1000)
async with httpx.AsyncClient(timeout=15) as client:
tasks = [
client.get(
f"{BINANCE_FAPI}/fundingRate",
params={"symbol": s, "startTime": start_time, "endTime": end_time, "limit": 1000},
)
client.get(f"{BINANCE_FAPI}/fundingRate",
params={"symbol": s, "startTime": start_time, "endTime": end_time, "limit": 1000})
for s in SYMBOLS
]
responses = await asyncio.gather(*tasks)
stats = {}
for sym, resp in zip(SYMBOLS, responses):
if resp.status_code != 200:
@ -101,14 +109,12 @@ async def get_stats():
stats[key] = {"mean7d": 0, "annualized": 0, "count": 0}
continue
mean = sum(rates) / len(rates)
annualized = mean * 3 * 365 * 100 # 3 settlements/day * 365 days * %
annualized = mean * 3 * 365 * 100
stats[key] = {
"mean7d": round(mean * 100, 6), # as percent
"annualized": round(annualized, 2), # as percent
"mean7d": round(mean * 100, 6),
"annualized": round(annualized, 2),
"count": len(rates),
}
# 50-50 combo
btc_ann = stats.get("BTC", {}).get("annualized", 0)
eth_ann = stats.get("ETH", {}).get("annualized", 0)
btc_mean = stats.get("BTC", {}).get("mean7d", 0)
@ -117,5 +123,5 @@ async def get_stats():
"mean7d": round((btc_mean + eth_mean) / 2, 6),
"annualized": round((btc_ann + eth_ann) / 2, 2),
}
set_cache("stats", stats)
return stats