实现行情缓存系统：实时价格+历史K线双层缓存，减少API调用提升响应速度
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@ -19,7 +19,9 @@ public class DatabaseService
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typeof(Portfolio),
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typeof(Position),
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typeof(Transaction),
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typeof(TiingoTicker)
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typeof(TiingoTicker),
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typeof(MarketPriceCache),
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typeof(MarketKlineCache)
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);
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}
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82
AssetManager.Data/MarketKlineCache.cs
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82
AssetManager.Data/MarketKlineCache.cs
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@ -0,0 +1,82 @@
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using SqlSugar;
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namespace AssetManager.Data;
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/// <summary>
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/// 历史K线缓存表（永久存储）
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/// </summary>
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[SugarTable("market_kline_cache")]
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public class MarketKlineCache
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{
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/// <summary>
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/// 主键：md5(symbol + asset_type + timeframe + timestamp)
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/// </summary>
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[SugarColumn(IsPrimaryKey = true, Length = 64)]
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public string Id { get; set; } = string.Empty;
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/// <summary>
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/// 标的代码（如 AAPL、BTC-USDT）
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/// </summary>
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[SugarColumn(Length = 32, IsNullable = false)]
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public string Symbol { get; set; } = string.Empty;
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/// <summary>
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/// 资产类型：Stock/Crypto
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/// </summary>
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[SugarColumn(Length = 16, IsNullable = false, DefaultValue = "Stock")]
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public string AssetType { get; set; } = "Stock";
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/// <summary>
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/// 时间周期：1min/5min/1h/1d/1w等
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/// </summary>
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[SugarColumn(Length = 16, IsNullable = false)]
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public string Timeframe { get; set; } = string.Empty;
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/// <summary>
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/// K线时间
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/// </summary>
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[SugarColumn(IsNullable = false)]
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public DateTime Timestamp { get; set; }
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/// <summary>
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/// 开盘价
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/// </summary>
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[SugarColumn(DecimalDigits = 8, IsNullable = false)]
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public decimal Open { get; set; }
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/// <summary>
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/// 最高价
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/// </summary>
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[SugarColumn(DecimalDigits = 8, IsNullable = false)]
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public decimal High { get; set; }
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/// <summary>
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/// 最低价
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/// </summary>
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[SugarColumn(DecimalDigits = 8, IsNullable = false)]
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public decimal Low { get; set; }
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/// <summary>
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/// 收盘价
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/// </summary>
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[SugarColumn(DecimalDigits = 8, IsNullable = false)]
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public decimal Close { get; set; }
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/// <summary>
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/// 成交量
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/// </summary>
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[SugarColumn(DecimalDigits = 8, IsNullable = true)]
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public decimal? Volume { get; set; }
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/// <summary>
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/// 数据源：Tiingo/OKX/Mock
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/// </summary>
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[SugarColumn(Length = 32, IsNullable = false)]
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public string Source { get; set; } = string.Empty;
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/// <summary>
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/// 获取时间
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/// </summary>
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[SugarColumn(IsNullable = false)]
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public DateTime FetchedAt { get; set; }
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}
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58
AssetManager.Data/MarketPriceCache.cs
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58
AssetManager.Data/MarketPriceCache.cs
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@ -0,0 +1,58 @@
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using SqlSugar;
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namespace AssetManager.Data;
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/// <summary>
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/// 实时价格缓存表
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/// </summary>
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[SugarTable("market_price_cache")]
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public class MarketPriceCache
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{
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/// <summary>
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/// 主键：md5(symbol + asset_type)
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/// </summary>
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[SugarColumn(IsPrimaryKey = true, Length = 32)]
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public string Id { get; set; } = string.Empty;
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/// <summary>
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/// 标的代码（如 AAPL、BTC-USDT）
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/// </summary>
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[SugarColumn(Length = 32, IsNullable = false)]
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public string Symbol { get; set; } = string.Empty;
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/// <summary>
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/// 资产类型：Stock/Crypto
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/// </summary>
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[SugarColumn(Length = 16, IsNullable = false, DefaultValue = "Stock")]
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public string AssetType { get; set; } = "Stock";
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/// <summary>
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/// 最新价格
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/// </summary>
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[SugarColumn(DecimalDigits = 8, IsNullable = false)]
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public decimal Price { get; set; }
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/// <summary>
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/// 前收盘价（计算当日涨跌幅用）
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/// </summary>
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[SugarColumn(DecimalDigits = 8, IsNullable = true)]
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public decimal? PreviousClose { get; set; }
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/// <summary>
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/// 数据源：Tiingo/OKX/Mock
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/// </summary>
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[SugarColumn(Length = 32, IsNullable = false)]
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public string Source { get; set; } = string.Empty;
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/// <summary>
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/// 数据获取时间
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/// </summary>
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[SugarColumn(IsNullable = false)]
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public DateTime FetchedAt { get; set; }
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/// <summary>
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/// 过期时间
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/// </summary>
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[SugarColumn(IsNullable = false)]
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public DateTime ExpiredAt { get; set; }
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}
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@ -1,5 +1,7 @@
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using System.Net.Http.Json;
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using System.Text.Json;
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using System.Security.Cryptography;
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using System.Text;
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using AssetManager.Data;
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using AssetManager.Models.DTOs;
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using Microsoft.Extensions.Logging;
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@ -12,6 +14,7 @@ public class MarketDataService : IMarketDataService
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{
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private readonly ILogger<MarketDataService> _logger;
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private readonly HttpClient _httpClient;
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private readonly DatabaseService _databaseService;
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private readonly string _tiingoApiKey;
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/// <summary>
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@ -19,10 +22,15 @@ public class MarketDataService : IMarketDataService
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/// </summary>
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/// <param name="logger">日志记录器</param>
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/// <param name="httpClientFactory">HTTP 客户端工厂</param>
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public MarketDataService(ILogger<MarketDataService> logger, IHttpClientFactory httpClientFactory)
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/// <param name="databaseService">数据库服务</param>
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public MarketDataService(
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ILogger<MarketDataService> logger,
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IHttpClientFactory httpClientFactory,
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DatabaseService databaseService)
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{
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_logger = logger;
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_httpClient = httpClientFactory.CreateClient();
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_databaseService = databaseService;
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// 完全从环境变量读取 Tiingo API Key
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_tiingoApiKey = Environment.GetEnvironmentVariable("Tiingo__ApiKey")
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?? Environment.GetEnvironmentVariable("TIINGO_API_KEY")
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@ -246,15 +254,59 @@ public class MarketDataService : IMarketDataService
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{
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_logger.LogInformation("获取实时价格: {Symbol}, 资产类型: {AssetType}", symbol, assetType);
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var db = _databaseService.GetDb();
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var cacheKey = GenerateMd5Hash($"{symbol.ToUpper()}_{assetType.ToUpper()}");
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// 先查缓存
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var cached = await db.Queryable<MarketPriceCache>()
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.FirstAsync(p => p.Id == cacheKey && p.ExpiredAt > DateTime.Now);
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if (cached != null)
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{
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_logger.LogDebug("缓存命中: {Symbol} {AssetType}, 价格: {Price}", symbol, assetType, cached.Price);
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return new MarketPriceResponse
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{
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Symbol = cached.Symbol,
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Price = cached.Price,
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PreviousClose = cached.PreviousClose ?? 0,
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Timestamp = cached.FetchedAt,
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AssetType = cached.AssetType
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};
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}
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// 缓存未命中，调用API
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MarketPriceResponse response;
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string source;
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if (assetType.Equals("Crypto", StringComparison.OrdinalIgnoreCase))
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{
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return await GetCryptoPriceAsync(symbol);
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response = await GetCryptoPriceAsync(symbol);
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source = "OKX";
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}
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else
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{
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// 默认走股票数据源
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return await GetStockPriceAsync(symbol);
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response = await GetStockPriceAsync(symbol);
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source = "Tiingo";
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}
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// 写入缓存
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var cacheEntity = new MarketPriceCache
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{
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Id = cacheKey,
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Symbol = symbol.ToUpper(),
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AssetType = assetType.ToUpper(),
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Price = response.Price,
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PreviousClose = response.PreviousClose,
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Source = source,
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FetchedAt = DateTime.Now,
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ExpiredAt = GetCacheExpirationTime(assetType)
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};
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// 存在则更新，不存在则插入
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await db.Storageable(cacheEntity).ExecuteCommandAsync();
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_logger.LogDebug("缓存写入: {Symbol} {AssetType}, 过期时间: {ExpiredAt}", symbol, assetType, cacheEntity.ExpiredAt);
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return response;
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}
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/// <summary>
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@ -265,15 +317,76 @@ public class MarketDataService : IMarketDataService
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_logger.LogInformation("获取历史数据: {Symbol}, 资产类型: {AssetType}, 周期: {Timeframe}, 数量: {Limit}",
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symbol, assetType, timeframe, limit);
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var db = _databaseService.GetDb();
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var symbolUpper = symbol.ToUpper();
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var assetTypeUpper = assetType.ToUpper();
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var timeframeUpper = timeframe.ToUpper();
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// 先查缓存
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var cachedKlines = await db.Queryable<MarketKlineCache>()
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.Where(k => k.Symbol == symbolUpper
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&& k.AssetType == assetTypeUpper
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&& k.Timeframe == timeframeUpper)
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.OrderByDescending(k => k.Timestamp)
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.Take(limit)
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.ToListAsync();
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// 缓存足够，直接返回
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if (cachedKlines.Count >= limit)
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{
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_logger.LogDebug("历史K线缓存命中: {Symbol} {AssetType} {Timeframe}, 数量: {Count}", symbol, assetType, timeframe, cachedKlines.Count);
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return cachedKlines.Select(k => new MarketDataResponse
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{
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Symbol = k.Symbol,
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Open = k.Open,
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High = k.High,
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Low = k.Low,
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Close = k.Close,
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Volume = k.Volume ?? 0,
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Timestamp = k.Timestamp,
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AssetType = k.AssetType
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}).OrderBy(k => k.Timestamp).ToList();
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}
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// 缓存不足，调用API补全
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List<MarketDataResponse> response;
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string source;
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if (assetType.Equals("Crypto", StringComparison.OrdinalIgnoreCase))
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{
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return await GetCryptoHistoricalDataAsync(symbol, timeframe, limit);
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response = await GetCryptoHistoricalDataAsync(symbol, timeframe, limit);
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source = "OKX";
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}
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else
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{
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// 默认走股票数据源
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return await GetStockHistoricalDataAsync(symbol, timeframe, limit);
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response = await GetStockHistoricalDataAsync(symbol, timeframe, limit);
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source = "Tiingo";
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}
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// 批量写入缓存（去重）
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var cacheEntities = response.Select(k => new MarketKlineCache
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{
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Id = GenerateMd5Hash($"{symbolUpper}_{assetTypeUpper}_{timeframeUpper}_{k.Timestamp:yyyyMMddHHmmss}"),
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Symbol = symbolUpper,
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AssetType = assetTypeUpper,
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Timeframe = timeframeUpper,
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Timestamp = k.Timestamp,
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Open = k.Open,
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High = k.High,
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Low = k.Low,
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Close = k.Close,
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Volume = k.Volume,
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Source = source,
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FetchedAt = DateTime.Now
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}).ToList();
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// 批量插入，存在则忽略
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await db.Storageable(cacheEntities)
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.WhereColumns(it => new { it.Id })
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.ExecuteCommandAsync();
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_logger.LogDebug("历史K线缓存写入: {Symbol} {AssetType} {Timeframe}, 数量: {Count}", symbol, assetType, timeframe, cacheEntities.Count);
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return response;
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}
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/// <summary>
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@ -293,6 +406,35 @@ public class MarketDataService : IMarketDataService
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_ => endDate.AddDays(-limit)
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};
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}
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/// <summary>
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/// 生成MD5哈希（用于缓存键）
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/// </summary>
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private string GenerateMd5Hash(string input)
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{
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using var md5 = MD5.Create();
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var inputBytes = Encoding.UTF8.GetBytes(input);
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var hashBytes = md5.ComputeHash(inputBytes);
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var sb = new StringBuilder();
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foreach (var b in hashBytes)
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{
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sb.Append(b.ToString("x2"));
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}
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return sb.ToString();
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}
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/// <summary>
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/// 获取缓存过期时间
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/// </summary>
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private DateTime GetCacheExpirationTime(string assetType)
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{
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return assetType.ToLower() switch
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{
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"stock" => DateTime.Now.AddMinutes(15), // 股票缓存15分钟
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"crypto" => DateTime.Now.AddMinutes(1), // 加密货币缓存1分钟
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_ => DateTime.Now.AddMinutes(15)
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};
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}
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}
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// Tiingo 响应模型
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