feat: dual-write agg_trades to local PG + Cloud SQL

- db.py: add Cloud SQL connection pool (CLOUD_PG_ENABLED env toggle)
- agg_trades_collector: flush_buffer writes to both local and cloud
- Cloud SQL write failure is non-fatal (log warning, don't block local)

backend/agg_trades_collector.py

@@ -22,7 +22,7 @@ import psycopg2
 import psycopg2.extras
 import websockets
 
-from db import get_sync_conn, get_sync_pool, ensure_partitions, PG_HOST, PG_PORT, PG_DB, PG_USER, PG_PASS
+from db import get_sync_conn, get_sync_pool, get_cloud_sync_conn, ensure_partitions, PG_HOST, PG_PORT, PG_DB, PG_USER, PG_PASS, CLOUD_PG_ENABLED
 
 logging.basicConfig(
     level=logging.INFO,
@@ -69,50 +69,65 @@ def update_meta(conn, symbol: str, last_agg_id: int, last_time_ms: int):
 
 
 def flush_buffer(symbol: str, trades: list) -> int:
-    """写入一批trades到PG，返回实际写入条数"""
+    """写入一批trades到PG（本地+Cloud SQL双写），返回实际写入条数"""
     if not trades:
         return 0
     try:
         # 确保分区存在
         ensure_partitions()
 
+        values = []
+        last_agg_id = 0
+        last_time_ms = 0
+
+        for t in trades:
+            agg_id = t["a"]
+            time_ms = t["T"]
+            values.append((
+                agg_id, symbol,
+                float(t["p"]), float(t["q"]),
+                time_ms,
+                1 if t["m"] else 0,
+            ))
+            if agg_id > last_agg_id:
+                last_agg_id = agg_id
+                last_time_ms = time_ms
+
+        insert_sql = """INSERT INTO agg_trades (agg_id, symbol, price, qty, time_ms, is_buyer_maker)
+            VALUES %s
+            ON CONFLICT (time_ms, symbol, agg_id) DO NOTHING"""
+        insert_template = "(%s, %s, %s, %s, %s, %s)"
+
+        # 写本地PG
+        inserted = 0
         with get_sync_conn() as conn:
             with conn.cursor() as cur:
-                # 批量插入（ON CONFLICT忽略重复）
-                values = []
-                last_agg_id = 0
-                last_time_ms = 0
-
-                for t in trades:
-                    agg_id = t["a"]
-                    time_ms = t["T"]
-                    values.append((
-                        agg_id, symbol,
-                        float(t["p"]), float(t["q"]),
-                        time_ms,
-                        1 if t["m"] else 0,
-                    ))
-                    if agg_id > last_agg_id:
-                        last_agg_id = agg_id
-                        last_time_ms = time_ms
-
-                # 批量INSERT
                 psycopg2.extras.execute_values(
-                    cur,
+                    cur, insert_sql, values,
-                    """INSERT INTO agg_trades (agg_id, symbol, price, qty, time_ms, is_buyer_maker)
+                    template=insert_template, page_size=1000,
-                    VALUES %s
-                    ON CONFLICT (time_ms, symbol, agg_id) DO NOTHING""",
-                    values,
-                    template="(%s, %s, %s, %s, %s, %s)",
-                    page_size=1000,
                 )
                 inserted = cur.rowcount
-
                 if last_agg_id > 0:
                     update_meta(conn, symbol, last_agg_id, last_time_ms)
-
                 conn.commit()
-                return inserted
+
+        # 双写Cloud SQL（失败不影响主流程）
+        if CLOUD_PG_ENABLED:
+            try:
+                with get_cloud_sync_conn() as cloud_conn:
+                    if cloud_conn:
+                        with cloud_conn.cursor() as cur:
+                            psycopg2.extras.execute_values(
+                                cur, insert_sql, values,
+                                template=insert_template, page_size=1000,
+                            )
+                            if last_agg_id > 0:
+                                update_meta(cloud_conn, symbol, last_agg_id, last_time_ms)
+                            cloud_conn.commit()
+            except Exception as e:
+                logger.warning(f"[{symbol}] Cloud SQL write failed (non-fatal): {e}")
+
+        return inserted
     except Exception as e:
         logger.error(f"flush_buffer [{symbol}] error: {e}")
         return 0

backend/db.py

@@ -11,7 +11,7 @@ import psycopg2
 import psycopg2.pool
 from contextlib import contextmanager
 
-# PG连接参数
+# PG连接参数（本地）
 PG_HOST = os.getenv("PG_HOST", "127.0.0.1")
 PG_PORT = int(os.getenv("PG_PORT", 5432))
 PG_DB = os.getenv("PG_DB", "arb_engine")
@@ -20,6 +20,14 @@ PG_PASS = os.getenv("PG_PASS", "arb_engine_2026")
 
 PG_DSN = f"postgresql://{PG_USER}:{PG_PASS}@{PG_HOST}:{PG_PORT}/{PG_DB}"
 
+# Cloud SQL连接参数（双写目标）
+CLOUD_PG_HOST = os.getenv("CLOUD_PG_HOST", "10.106.0.3")
+CLOUD_PG_PORT = int(os.getenv("CLOUD_PG_PORT", 5432))
+CLOUD_PG_DB = os.getenv("CLOUD_PG_DB", "arb_engine")
+CLOUD_PG_USER = os.getenv("CLOUD_PG_USER", "arb")
+CLOUD_PG_PASS = os.getenv("CLOUD_PG_PASS", "arb_engine_2026")
+CLOUD_PG_ENABLED = os.getenv("CLOUD_PG_ENABLED", "true").lower() == "true"
+
 # ─── 同步连接池（psycopg2）─────────────────────────────────────
 
 _sync_pool = None
@@ -65,6 +73,51 @@ def sync_executemany(sql: str, params_list: list):
             conn.commit()
 
 
+# ─── Cloud SQL 同步连接池（双写用）───────────────────────────────
+
+_cloud_sync_pool = None
+
+def get_cloud_sync_pool():
+    global _cloud_sync_pool
+    if not CLOUD_PG_ENABLED:
+        return None
+    if _cloud_sync_pool is None:
+        try:
+            _cloud_sync_pool = psycopg2.pool.ThreadedConnectionPool(
+                minconn=1, maxconn=5,
+                host=CLOUD_PG_HOST, port=CLOUD_PG_PORT,
+                dbname=CLOUD_PG_DB, user=CLOUD_PG_USER, password=CLOUD_PG_PASS,
+            )
+        except Exception as e:
+            import logging
+            logging.getLogger("db").error(f"Cloud SQL pool init failed: {e}")
+            return None
+    return _cloud_sync_pool
+
+
+@contextmanager
+def get_cloud_sync_conn():
+    """获取Cloud SQL同步连接（失败返回None，不影响主流程）"""
+    pool = get_cloud_sync_pool()
+    if pool is None:
+        yield None
+        return
+    conn = None
+    try:
+        conn = pool.getconn()
+        yield conn
+    except Exception as e:
+        import logging
+        logging.getLogger("db").error(f"Cloud SQL conn error: {e}")
+        yield None
+    finally:
+        if conn and pool:
+            try:
+                pool.putconn(conn)
+            except Exception:
+                pass
+
+
 # ─── 异步连接池（asyncpg）─────────────────────────────────────
 
 _async_pool: asyncpg.Pool | None = None