From 667380639e04b16bc8e89cf01994a4dd19b0d827 Mon Sep 17 00:00:00 2001 From: "zhangkun9038@dingtalk.com" Date: Wed, 25 Feb 2026 01:29:26 +0800 Subject: [PATCH] =?UTF-8?q?=E6=8E=92=E6=9F=A5ccxt=E6=95=B0=E6=8D=AE?= =?UTF-8?q?=E6=85=A25-10=E5=88=86=E9=92=9F=E7=9A=84=E9=97=AE=E9=A2=98?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- config_examples/dryrun.json | 2 +- config_examples/freqaiprimer.json | 2 +- tools/test_ccxt_okx.py | 120 ++++++++++++++++++++++++++++++ 3 files changed, 122 insertions(+), 2 deletions(-) create mode 100644 tools/test_ccxt_okx.py diff --git a/config_examples/dryrun.json b/config_examples/dryrun.json index 350708bd..d915987c 100644 --- a/config_examples/dryrun.json +++ b/config_examples/dryrun.json @@ -5,7 +5,7 @@ "secret": "CD3B7DB459CBBD540E0926E5C48150E1", "password": "c^-d:g;P2S9?Q#^", "enable_strategy_log": true, - "enable_ws": false, + "enable_ws": true, "ccxt_config": { "enableRateLimit": true, "rateLimit": 500, diff --git a/config_examples/freqaiprimer.json b/config_examples/freqaiprimer.json index d790d85d..c940f355 100644 --- a/config_examples/freqaiprimer.json +++ b/config_examples/freqaiprimer.json @@ -13,7 +13,7 @@ "fiat_display_currency": "USD", "dry_run": true, "enable_strategy_log": true, - "timeframe": "5m", + "timeframe": "15m", "additional_timeframes": ["4h"], "dry_run_wallet": 2000, "cancel_open_orders_on_exit": true, diff --git a/tools/test_ccxt_okx.py b/tools/test_ccxt_okx.py new file mode 100644 index 00000000..cf78e9c9 --- /dev/null +++ b/tools/test_ccxt_okx.py @@ -0,0 +1,120 @@ +#!/usr/bin/env python3 +""" +直接使用CCXT测试OKX交易所K线数据新鲜度 +""" + +import ccxt +import pandas as pd +from datetime import datetime, timezone +import time + +def test_okx_candles(): + # 创建OKX交易所实例（不需要API密钥，只读取市场数据） + exchange = ccxt.okx({ + 'enableRateLimit': True, # 启用速率限制 + 'rateLimit': 1000, # 1秒间隔 + 'timeout': 10000, # 10秒超时 + }) + + symbol = 'BTC/USDT' + timeframe = '5m' + limit = 50 # 获取最后50条K线 + + print(f"正在获取 {symbol} {timeframe} K线数据...") + print("=" * 80) + + try: + # 获取K线数据 + ohlcv = exchange.fetch_ohlcv(symbol, timeframe, limit=limit) + + if not ohlcv: + print("未获取到任何K线数据") + return + + # 转换为DataFrame便于查看 + df = pd.DataFrame(ohlcv, columns=['timestamp', 'open', 'high', 'low', 'close', 'volume']) + + # 将时间戳转换为可读时间（UTC） + df['datetime'] = pd.to_datetime(df['timestamp'], unit='ms', utc=True) + + print(f"获取到 {len(df)} 条K线数据") + print(f"当前系统时间: {datetime.now(timezone.utc)}") + print() + + # 显示最后10条K线数据 + print("最后10条K线数据:") + print("-" * 80) + for i in range(len(df)-10, len(df)): + row = df.iloc[i] + time_diff = (datetime.now(timezone.utc) - row['datetime']).total_seconds() / 60 + print(f"时间: {row['datetime']} | 收盘价: {row['close']} | 距今: {time_diff:.2f}分钟") + + print() + print("详细数据 (最后20条):") + print("-" * 120) + print(df[['datetime', 'open', 'high', 'low', 'close', 'volume']].tail(20).to_string(index=False)) + + # 检查最新K线的时间差 + latest_candle_time = df.iloc[-1]['datetime'] + current_time = datetime.now(timezone.utc) + time_diff_minutes = (current_time - latest_candle_time).total_seconds() / 60 + + print() + print("=" * 80) + print(f"最新K线时间: {latest_candle_time}") + print(f"当前时间: {current_time}") + print(f"时间差: {time_diff_minutes:.2f} 分钟") + + if time_diff_minutes > 10: + print("⚠️ 警告: 最新K线数据可能存在显著延迟!") + else: + print("✅ 最新K线数据相对较新") + + except Exception as e: + print(f"获取K线数据时发生错误: {e}") + +def test_multiple_requests(): + """多次请求以观察数据变化""" + print("\n" + "=" * 80) + print("进行多次请求测试数据更新情况...") + + exchange = ccxt.okx({ + 'enableRateLimit': True, + 'rateLimit': 2000, # 增加间隔时间以避免限频 + 'timeout': 10000, + }) + + symbol = 'BTC/USDT' + timeframe = '5m' + + for i in range(3): + print(f"\n--- 请求 {i+1}/3 ---") + try: + ohlcv = exchange.fetch_ohlcv(symbol, timeframe, limit=5) + df = pd.DataFrame(ohlcv, columns=['timestamp', 'open', 'high', 'low', 'close', 'volume']) + df['datetime'] = pd.to_datetime(df['timestamp'], unit='ms', utc=True) + + print(f"当前时间: {datetime.now(timezone.utc)}") + print("最新5条K线:") + for _, row in df.iterrows(): + time_diff = (datetime.now(timezone.utc) - row['datetime']).total_seconds() / 60 + print(f" {row['datetime']} | 收盘价: {row['close']} | 距今: {time_diff:.2f}分钟") + + # 等待5秒再下一次请求 + if i < 2: + print("等待5秒后再次请求...") + time.sleep(5) + + except Exception as e: + print(f"请求 {i+1} 时发生错误: {e}") + import traceback + traceback.print_exc() + +if __name__ == "__main__": + print("CCXT OKX K线数据测试") + print("=" * 80) + + test_okx_candles() + test_multiple_requests() + + print("\n测试完成!") \ No newline at end of file