cob update fix

This commit is contained in:
Dobromir Popov
2025-07-28 09:46:49 +03:00
parent 240d2b7877
commit f5416c4f1e
4 changed files with 121 additions and 8 deletions

View File

@ -60,6 +60,8 @@ class COBWebSocketStatus:
class EnhancedCOBWebSocket:
"""Enhanced COB WebSocket with robust error handling and fallback"""
_instances = {} # Track instances by symbols to prevent duplicates
def __init__(self, symbols: List[str] = None, dashboard_callback: Callable = None):
"""
Initialize Enhanced COB WebSocket
@ -71,6 +73,18 @@ class EnhancedCOBWebSocket:
self.symbols = symbols or ['BTC/USDT', 'ETH/USDT']
self.dashboard_callback = dashboard_callback
# Check for existing instances to prevent duplicate connections
symbols_key = tuple(sorted(self.symbols))
if symbols_key in EnhancedCOBWebSocket._instances:
logger.warning(f"EnhancedCOBWebSocket already exists for symbols {self.symbols} - reusing existing instance")
existing = EnhancedCOBWebSocket._instances[symbols_key]
# Copy existing instance data
self.__dict__.update(existing.__dict__)
return
# Register this instance
EnhancedCOBWebSocket._instances[symbols_key] = self
# Connection status tracking
self.status: Dict[str, COBWebSocketStatus] = {
symbol: COBWebSocketStatus() for symbol in self.symbols
@ -83,6 +97,10 @@ class EnhancedCOBWebSocket:
# Latest data cache
self.latest_cob_data: Dict[str, Dict] = {}
# Rate limiting for message processing
self.last_message_time: Dict[str, datetime] = {}
self.min_message_interval = 0.1 # Minimum 100ms between messages per symbol
# WebSocket connections
self.websocket_tasks: Dict[str, asyncio.Task] = {}
@ -93,7 +111,7 @@ class EnhancedCOBWebSocket:
# Configuration
self.max_depth = 1000 # Maximum depth for order book
self.update_speed = '100ms' # Binance update speed
self.update_speed = '1000ms' # Binance update speed - reduced for stability
logger.info(f"Enhanced COB WebSocket initialized for symbols: {self.symbols}")
if not WEBSOCKETS_AVAILABLE:
@ -149,6 +167,11 @@ class EnhancedCOBWebSocket:
if self.rest_session:
await self.rest_session.close()
# Remove from instances registry
symbols_key = tuple(sorted(self.symbols))
if symbols_key in EnhancedCOBWebSocket._instances:
del EnhancedCOBWebSocket._instances[symbols_key]
logger.info("Enhanced COB WebSocket system stopped")
async def _init_rest_session(self):
@ -321,7 +344,7 @@ class EnhancedCOBWebSocket:
async def _websocket_connection_loop(self, symbol: str):
"""Main WebSocket connection loop with reconnection logic
Uses depth@100ms for fastest updates with maximum depth.
Uses depth@1000ms for stable updates with maximum depth.
"""
status = self.status[symbol]
@ -330,9 +353,9 @@ class EnhancedCOBWebSocket:
logger.info(f"Attempting WebSocket connection for {symbol} (attempt {status.connection_attempts + 1})")
status.connection_attempts += 1
# Create WebSocket URL with maximum depth - use depth@100ms for fastest updates
# Create WebSocket URL with reasonable update rate - use depth@1000ms for stable updates
ws_symbol = symbol.replace('/', '').lower() # BTCUSDT, ETHUSDT
ws_url = f"wss://stream.binance.com:9443/ws/{ws_symbol}@depth@100ms"
ws_url = f"wss://stream.binance.com:9443/ws/{ws_symbol}@depth@1000ms"
logger.info(f"Connecting to: {ws_url}")
@ -352,10 +375,19 @@ class EnhancedCOBWebSocket:
# Message receiving loop
async for message in websocket:
try:
# Rate limiting: skip messages that come too frequently
now = datetime.now()
if symbol in self.last_message_time:
time_since_last = (now - self.last_message_time[symbol]).total_seconds()
if time_since_last < self.min_message_interval:
continue # Skip this message
self.last_message_time[symbol] = now
data = json.loads(message)
await self._process_websocket_message(symbol, data)
status.last_message_time = datetime.now()
status.last_message_time = now
status.messages_received += 1
except json.JSONDecodeError as e: