排查ccxt数据慢5-10分钟的问题

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,

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,

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!")