pacifica/examples/market-data-example.ts

#!/usr/bin/env tsx

/**
 * Pacifica 市场数据管理器使用示例
 * 演示如何使用WebSocket获取实时价格和订单簿数据
 */

import { MarketDataManager, MarketDataManagerConfig } from '../src/core/MarketDataManager';
import { Logger } from '../src/utils/Logger';

// 配置示例
const config: MarketDataManagerConfig = {
  websocket: {
    url: 'wss://ws.pacifica.fi/ws', // 主网WebSocket地址
    reconnectInterval: 5000,
    heartbeatInterval: 30000,
    maxReconnectAttempts: 10
  },
  priceData: {
    symbols: ['BTC', 'ETH', 'SOL'], // 订阅的交易对
    updateInterval: 1000,
    maxDataAge: 10000
  },
  orderBook: {
    symbols: ['BTC', 'ETH', 'SOL'],
    aggregationLevels: [1], // 只使用聚合级别1，获取前5档
    updateInterval: 1000,
    maxDataAge: 10000
  },
  cleanupInterval: 60000,
  maxDataAge: 300000
};

async function runMarketDataExample() {
  const logger = Logger.getInstance();
  logger.info('🚀 启动Pacifica市场数据示例');

  // 创建市场数据管理器
  const marketDataManager = new MarketDataManager(config);

  // 设置事件监听器
  setupEventListeners(marketDataManager);

  try {
    // 启动市场数据管理器
    await marketDataManager.start();
    logger.info('✅ 市场数据管理器启动成功');

    // 等待数据更新
    await waitForData(marketDataManager);

    // 演示数据访问
    demonstrateDataAccess(marketDataManager);

    // 运行状态监控
    await runStatusMonitoring(marketDataManager);

  } catch (error) {
    logger.error(`❌ 市场数据示例运行失败: ${error}`, error as Error);
  } finally {
    // 停止市场数据管理器
    await marketDataManager.stop();
    logger.info('🛑 市场数据管理器已停止');
  }
}

/**
 * 设置事件监听器
 */
function setupEventListeners(marketDataManager: MarketDataManager) {
  const logger = Logger.getInstance();

  // 连接事件
  marketDataManager.on('connected', () => {
    logger.info('🔗 WebSocket连接已建立');
  });

  marketDataManager.on('disconnected', (info) => {
    logger.warn(`🔌 WebSocket连接断开: ${JSON.stringify(info)}`);
  });

  marketDataManager.on('error', (error) => {
    logger.error(`❌ 市场数据管理器错误: ${error.message}`, error);
  });

  // 价格数据事件
  marketDataManager.on('priceUpdate', (data) => {
    logger.info(`💰 价格更新: ${data.symbol} = $${data.getMarkPrice().toFixed(2)}`);
  });

  marketDataManager.on('priceChange', (change) => {
    const direction = change.changePercentage > 0 ? '📈' : '📉';
    logger.info(`${direction} 价格变化: ${change.symbol} ${change.changePercentage.toFixed(2)}% (${change.previousPrice.toFixed(2)} → ${change.currentPrice.toFixed(2)})`);
  });

  // 订单簿数据事件
  marketDataManager.on('orderBookUpdate', (data) => {
    const bestBid = data.getBestBid();
    const bestAsk = data.getBestAsk();
    const spread = data.getSpread();
    
    if (bestBid && bestAsk && spread) {
      logger.info(`📊 订单簿更新: ${data.symbol} 买价=${bestBid.toFixed(2)} 卖价=${bestAsk.toFixed(2)} 价差=${spread.toFixed(2)}`);
    }
  });

  marketDataManager.on('spreadChange', (change) => {
    logger.info(`📊 价差变化: ${change.symbol} ${change.changePercentage.toFixed(2)}% (${change.previousSpread.toFixed(2)} → ${change.currentSpread.toFixed(2)})`);
  });

  // 批量更新事件
  marketDataManager.on('batchPriceUpdate', (data) => {
    logger.info(`📦 批量价格更新: ${data.length} 个交易对`);
  });
}

/**
 * 等待数据更新
 */
async function waitForData(marketDataManager: MarketDataManager): Promise<void> {
  const logger = Logger.getInstance();
  logger.info('⏳ 等待市场数据更新...');

  return new Promise((resolve) => {
    let priceUpdates = 0;
    let orderBookUpdates = 0;

    const checkData = () => {
      if (priceUpdates >= 3 && orderBookUpdates >= 3) {
        logger.info('✅ 已收到足够的数据更新');
        resolve();
      }
    };

    marketDataManager.on('priceUpdate', () => {
      priceUpdates++;
      checkData();
    });

    marketDataManager.on('orderBookUpdate', () => {
      orderBookUpdates++;
      checkData();
    });

    // 超时处理
    setTimeout(() => {
      logger.warn('⏰ 等待数据超时，继续执行');
      resolve();
    }, 30000); // 30秒超时
  });
}

/**
 * 演示数据访问功能
 */
function demonstrateDataAccess(marketDataManager: MarketDataManager) {
  const logger = Logger.getInstance();
  logger.info('📋 演示数据访问功能');

  const symbols = ['BTC', 'ETH', 'SOL'];

  symbols.forEach(symbol => {
    // 价格数据访问
    const price = marketDataManager.getLatestPrice(symbol);
    const oraclePrice = marketDataManager.getLatestOraclePrice(symbol);
    const fundingRate = marketDataManager.getFundingRate(symbol);
    const volume24h = marketDataManager.getVolume24h(symbol);

    if (price) {
      logger.info(`💰 ${symbol} 价格信息:`);
      logger.info(`   标记价格: $${price.toFixed(2)}`);
      if (oraclePrice) logger.info(`   预言机价格: $${oraclePrice.toFixed(2)}`);
      if (fundingRate) logger.info(`   资金费率: ${(fundingRate * 100).toFixed(4)}%`);
      if (volume24h) logger.info(`   24h交易量: ${volume24h.toLocaleString()}`);
    }

    // 订单簿数据访问
    const bestBid = marketDataManager.getBestBid(symbol);
    const bestAsk = marketDataManager.getBestAsk(symbol);
    const spread = marketDataManager.getSpread(symbol);
    const spreadPercentage = marketDataManager.getSpreadPercentage(symbol);

    if (bestBid && bestAsk) {
      logger.info(`📊 ${symbol} 订单簿信息:`);
      logger.info(`   最佳买价: $${bestBid.toFixed(2)}`);
      logger.info(`   最佳卖价: $${bestAsk.toFixed(2)}`);
      if (spread) logger.info(`   价差: $${spread.toFixed(2)}`);
      if (spreadPercentage) logger.info(`   价差百分比: ${spreadPercentage.toFixed(4)}%`);
    }

    // 市场深度信息
    const marketDepth = marketDataManager.getMarketDepth(symbol, 5);
    if (marketDepth) {
      logger.info(`📈 ${symbol} 市场深度 (前5档):`);
      logger.info('   买单:');
      marketDepth.bids.forEach((bid, index) => {
        logger.info(`     ${index + 1}. $${bid.price.toFixed(2)} (${bid.volume.toFixed(2)} 数量, ${bid.orders} 订单)`);
      });
      logger.info('   卖单:');
      marketDepth.asks.forEach((ask, index) => {
        logger.info(`     ${index + 1}. $${ask.price.toFixed(2)} (${ask.volume.toFixed(2)} 数量, ${ask.orders} 订单)`);
      });
    }

    // 数据新鲜度检查
    const isPriceFresh = marketDataManager.isPriceDataFresh(symbol);
    const isOrderBookFresh = marketDataManager.isOrderBookDataFresh(symbol);
    const priceAge = marketDataManager.getPriceDataAge(symbol);
    const orderBookAge = marketDataManager.getOrderBookDataAge(symbol);

    logger.info(`⏱️ ${symbol} 数据新鲜度:`);
    logger.info(`   价格数据: ${isPriceFresh ? '✅ 新鲜' : '❌ 过期'} (年龄: ${priceAge}ms)`);
    logger.info(`   订单簿数据: ${isOrderBookFresh ? '✅ 新鲜' : '❌ 过期'} (年龄: ${orderBookAge}ms)`);

    logger.info(''); // 空行分隔
  });
}

/**
 * 运行状态监控
 */
async function runStatusMonitoring(marketDataManager: MarketDataManager): Promise<void> {
  const logger = Logger.getInstance();
  logger.info('📊 开始状态监控...');

  return new Promise((resolve) => {
    const monitoringInterval = setInterval(() => {
      // 获取状态信息
      const status = marketDataManager.getStatus();
      const statistics = marketDataManager.getStatistics();
      const healthCheck = marketDataManager.getHealthCheck();

      logger.info('📈 系统状态报告:');
      logger.info(`   WebSocket连接: ${status.websocket.isConnected ? '✅ 已连接' : '❌ 断开'}`);
      logger.info(`   价格数据: ${status.priceData.dataCount} 个交易对`);
      logger.info(`   订单簿数据: ${status.orderBook.dataCount} 条记录`);
      logger.info(`   健康状态: ${healthCheck.status} (${healthCheck.issues.length} 个问题)`);

      if (healthCheck.issues.length > 0) {
        logger.warn(`   问题列表: ${healthCheck.issues.join(', ')}`);
      }

      logger.info('📊 统计信息:');
      logger.info(`   价格数据: ${statistics.priceData.freshDataCount}/${statistics.priceData.totalSymbols} 新鲜`);
      logger.info(`   订单簿数据: ${statistics.orderBook.freshDataCount}/${statistics.orderBook.totalDataRecords} 新鲜`);
      logger.info(`   平均数据年龄: ${statistics.priceData.averageAge.toFixed(0)}ms`);

      logger.info(''); // 空行分隔

    }, 10000); // 每10秒报告一次

    // 30秒后停止监控
    setTimeout(() => {
      clearInterval(monitoringInterval);
      logger.info('📊 状态监控结束');
      resolve();
    }, 30000);
  });
}

// 主函数
async function main() {
  const args = process.argv.slice(2);
  
  if (args.length === 0) {
    // 运行完整示例
    await runMarketDataExample();
  } else if (args[0] === 'status') {
    // 只显示状态
    const marketDataManager = new MarketDataManager(config);
    await marketDataManager.start();
    
    setTimeout(async () => {
      const status = marketDataManager.getStatus();
      const healthCheck = marketDataManager.getHealthCheck();
      
      console.log('📊 市场数据管理器状态:');
      console.log(JSON.stringify({ status, healthCheck }, null, 2));
      
      await marketDataManager.stop();
    }, 5000);
  } else if (args[0] === 'test') {
    // 测试连接
    const marketDataManager = new MarketDataManager(config);
    
    marketDataManager.on('connected', () => {
      console.log('✅ WebSocket连接测试成功');
      marketDataManager.stop();
    });
    
    marketDataManager.on('error', (error) => {
      console.log('❌ WebSocket连接测试失败:', error.message);
      process.exit(1);
    });
    
    await marketDataManager.start();
  } else {
    console.log('使用方法:');
    console.log('  npx tsx examples/market-data-example.ts        # 运行完整示例');
    console.log('  npx tsx examples/market-data-example.ts status # 显示状态');
    console.log('  npx tsx examples/market-data-example.ts test   # 测试连接');
  }
}

// 运行主函数
if (import.meta.url === `file://${process.argv[1]}`) {
  main().catch(console.error);
}

export { MarketDataManager, MarketDataManagerConfig };