Rhino | Rhino_Collect 编写原理

Rhino_Collect 是 Rhino 的核心模块，是采集数据的模块。

整个模块做成一个库，通过传递配置来进行采集数据，整个模块一共有 3 个核心类。

• Restful 类
• Websocket 类
• HeartBeat 类

Restful 类

有的交易所，或者链上数据只能通过 restful 的方式获得，所以，需要一个 restful 请求，下面举一个简单的例子。

import asyncio

import aiohttp


async def get_binance():
    session = aiohttp.ClientSession()
    while 1:
        res = await session.get("https://fapi.binance.com/fapi/v1/depth?symbol=btcusdt", proxy="http://127.0.0.1:1087")
        response = await res.text()
        print("restful binance")
        await asyncio.sleep(0.5)


async def ws_binance():
    session = aiohttp.ClientSession()
    async with session.ws_connect('wss://fstream.binance.com/ws', proxy="http://127.0.0.1:1087") as ws:
        await ws.send_str('{"method": "SUBSCRIBE","params":["btcusdt@aggTrade","btcusdt@depth"],"id": 1}')
        async for msg in ws:
            if msg.type == aiohttp.WSMsgType.TEXT:
                print("websocket binance")


async def ws_mexc():
    session = aiohttp.ClientSession()
    async with session.ws_connect('wss://wbs.mexc.com/ws', proxy="http://127.0.0.1:1087") as ws:
        await ws.send_str('{ "method":"SUBSCRIPTION", "params":["spot@public.deals.v3.api@BTCUSDT"] }')
        async for msg in ws:
            if msg.type == aiohttp.WSMsgType.TEXT:
                print("websocket mexc")


if __name__ == '__main__':
    loop = asyncio.get_event_loop()
    loop.create_task(get_binance())
    loop.create_task(ws_binance())
    loop.create_task(ws_mexc())
    loop.run_forever()

上面的 get_binance 就是 restful 的请求方式，但是，通过学习

• aioquant | 项目简介

get_binance 改成下面这种形式。

import asyncio

import aiohttp


async def restful(loop):
    session = aiohttp.ClientSession()
    loop.create_task(get_binance(session, loop))


async def get_binance(session, loop):
    res = await session.get("https://fapi.binance.com/fapi/v1/depth?symbol=btcusdt", proxy="http://127.0.0.1:1087")
    response = await res.text()
    print("restful binance")
    await asyncio.sleep(0.5)
    loop.create_task(get_binance(session, loop))


async def ws_binance():
    session = aiohttp.ClientSession()
    async with session.ws_connect('wss://fstream.binance.com/ws', proxy="http://127.0.0.1:1087") as ws:
        await ws.send_str('{"method": "SUBSCRIBE","params":["btcusdt@aggTrade","btcusdt@depth"],"id": 1}')
        async for msg in ws:
            if msg.type == aiohttp.WSMsgType.TEXT:
                print("websocket binance")


async def ws_mexc():
    session = aiohttp.ClientSession()
    async with session.ws_connect('wss://wbs.mexc.com/ws', proxy="http://127.0.0.1:1087") as ws:
        await ws.send_str('{ "method":"SUBSCRIPTION", "params":["spot@public.deals.v3.api@BTCUSDT"] }')
        async for msg in ws:
            if msg.type == aiohttp.WSMsgType.TEXT:
                print("websocket mexc")


if __name__ == '__main__':
    loop = asyncio.get_event_loop()
    loop.create_task(restful(loop))
    loop.create_task(ws_binance())
    loop.create_task(ws_mexc())
    loop.run_forever()

websocket

websocket 就是上面的代码

HeartBeat 类

这个是心跳模块，主要是监控各个交易所的服务是否还活着。

目前，Rhino_Collect 并没有断开长久后，进行通知的服务「钉钉、微信等」，相关的通知，通过一个专门的监控模块，进行监控。

HeartBeat 主要是，进行 websocket 连接保活。

import asyncio

import aiohttp
import time

websock_data = {}


async def restful(loop):
    session = aiohttp.ClientSession()
    loop.create_task(get_binance(session, loop))


async def get_binance(session, loop):
    res = await session.get("https://fapi.binance.com/fapi/v1/depth?symbol=btcusdt", proxy="http://127.0.0.1:1087")
    response = await res.text()
    print("restful binance")
    await asyncio.sleep(0.5)
    loop.create_task(get_binance(session, loop))


async def ws_binance():
    session = aiohttp.ClientSession()
    async with session.ws_connect('wss://fstream.binance.com/ws', proxy="http://127.0.0.1:1087") as ws:
        await ws.send_str('{"method": "SUBSCRIBE","params":["btcusdt@aggTrade","btcusdt@depth"],"id": 1}')
        async for msg in ws:
            if msg.type == aiohttp.WSMsgType.TEXT:
                print("websocket binance")
                websock_data["binance"] = int(time.time() * 1000)


async def ws_mexc():
    session = aiohttp.ClientSession()
    async with session.ws_connect('wss://wbs.mexc.com/ws', proxy="http://127.0.0.1:1087") as ws:
        await ws.send_str('{ "method":"SUBSCRIPTION", "params":["spot@public.deals.v3.api@BTCUSDT"] }')
        async for msg in ws:
            if msg.type == aiohttp.WSMsgType.TEXT:
                print("websocket mexc")
                websock_data["mexc"] = int(time.time() * 1000)


async def listen():
    while 1:
        now = int(time.time() * 1000)
        for key, store_time in websock_data.items():
            if now - store_time > 10_000:
                print(f"{key} 断开，将进行重连")
        await asyncio.sleep(1)


if __name__ == '__main__':
    loop = asyncio.get_event_loop()
    loop.create_task(restful(loop))
    loop.create_task(ws_binance())
    loop.create_task(ws_mexc())
    loop.create_task(listen())
    loop.run_forever()

数据流走向

数据拿到后，通过向 redis 中进行数据存储，采用生产者和消费者模式，将数据推送给下一个模块。

配置化开启服务

Rhino_Collect 通过配置化的方式，进行到底采集什么数据，具体细节在这里就不展开了。