双 WebSocket 架构设计

1. 问题与方案

问题：TRADING_NETWORK=testnet 时订单通过测试网 HTTP 提交，但 WebSocket 推送仍来自主网，导致收不到测试网的 orderUpdates/userFills，持仓/余额与测试网不一致。

方案：拆为两条独立 WebSocket 连接——

实现原则：

• 老代码重写，不打补丁；实现后单 WS 逻辑零残留
• 两处创建 EnhancedWebSocketManager 必须显式传入 ws_url 与 source_name，无默认值
• 事件 source 合法取值仅 "market" 和 "trading"，全局禁止 "websocket"
• TRADING_NETWORK 默认 "mainnet"，防止忘记配置时静默连测试网

2. 架构与数据流

flowchart LR
  subgraph config [Config]
    WS_MARKET_URL["WS_MARKET_URL (主网固定)"]
    WS_TRADING_URL["WS_TRADING_URL (随 TRADING_NETWORK)"]
  end

  subgraph market [Market WS]
    Mgr1["EnhancedWebSocketManager\nsource='market'"]
    Mgr1 -->|订阅| Sub1[candle / l2Book]
    Mgr1 -->|WS_MARKET_URL| HL_M[Hyperliquid Mainnet]
  end

  subgraph trading [Trading WS]
    Mgr2["EnhancedWebSocketManager\nsource='trading'"]
    Mgr2 -->|订阅| Sub2[orderUpdates / userFills / user]
    Mgr2 -->|WS_TRADING_URL| HL_T[Hyperliquid Testnet/Mainnet]
  end

  config --> Mgr1
  config --> Mgr2

  Mgr1 -->|on_message| Kline[K 线 + L2 处理]
  Mgr2 -->|_cache_latest_data| EB[EventBus]
  EB -->|OrderStatusEvent / OrderFilledEvent| OrderMgr[WebSocketOrderManager]
  EB -->|过滤 source=trading| Exec[Executor]

事件全景

行情数据流（Market WS）

主网 WS → _wrapped_callback()
  1. _cache_latest_data() → CandleUpdatedEvent / OrderBookUpdatedEvent (source="market") → EventBus
  2. on_message() → K 线解析 → kline_buffer → 分析入队

交易数据流（Trading WS）

交易网 WS → _wrapped_callback() → _cache_latest_data():
  - orderUpdates → OrderStatusEvent(source="trading")  → EventBus → WebSocketOrderManager
  - userFills   → OrderFilledEvent(source="trading")   → EventBus → WebSocketOrderManager
  - user        → Position/Balance/Fill Event(source="trading") → EventBus → Executor

Trading WS 不注册 message 回调，仅依赖 _cache_latest_data 发布事件。

两条 WS 独立连接、独立重连。_on_open 中自动重发各自的 subscriptions，无需外部干预。Executor 仅响应 source="trading" 的重连事件触发 verify_pending_orders。

TRADING_NETWORK=mainnet 时两 URL 相同，仍维持两条独立连接——代码路径统一，行情/交易隔离，代价仅多一条长连接。

初始化顺序保证：_init_trading_module()（Executor/WebSocketOrderManager 完成 EventBus 订阅）→ _init_service_threads()（仅创建 manager）→ start()（启动 WS），订阅必然先于首条消息。

3. 实现规格

以方法名与契约为准，行号仅作参考。

3.1 src/config.py

import os, logging

_trading_network = os.getenv("TRADING_NETWORK", "mainnet").lower()
if _trading_network not in ("mainnet", "testnet"):
    logging.getLogger(__name__).warning(
        "TRADING_NETWORK=%s 非法，回退为 mainnet", os.getenv("TRADING_NETWORK")
    )
    _trading_network = "mainnet"

TRADING_NETWORK = _trading_network

_WS_URLS = {
    "mainnet": "wss://api.hyperliquid.xyz/ws",
    "testnet": "wss://api.hyperliquid-testnet.xyz/ws",
}
WS_MARKET_URL = _WS_URLS["mainnet"]
WS_TRADING_URL = _WS_URLS[TRADING_NETWORK]

删除 WS_URL。引用网络标识统一使用 config.TRADING_NETWORK，禁止在 config.py 之外 os.getenv("TRADING_NETWORK")。

3.2 src/utils/websocket/enhanced_ws_manager.py

构造函数：ws_url 与 source_name 为必选参数，位于可选参数之前。

def __init__(
    self,
    subscriptions: List[Dict],
    ws_url: str,
    source_name: str,
    on_state_change: Optional[Callable] = None,
    timeout: int = WS_TIMEOUT,
    skip_disconnects: bool = False,
    alert_callback: Optional[Callable] = None,
    max_retries: int | None = WS_MAX_RETRIES,
    alert_threshold: int = WS_ALERT_THRESHOLD,
):
    if source_name not in ("market", "trading"):
        raise ValueError(
            f"source_name 非法: {source_name!r}，仅允许 'market' 或 'trading'"
        )
    self.ws_url = ws_url
    self._source_name = source_name

所有 _event_bus.publish(..., source=...) 改为 source=self._source_name。涉及位置：_on_open（两处）、_on_close/_on_error、_publish_candle_event、_publish_orderbook_event、_publish_price_event、_publish_user_events、_publish_order_status_events、_publish_fill_events。

删除对 WS_URL 的 import，其余 WS_TIMEOUT/WS_MAX_RETRIES/WS_ALERT_THRESHOLD 保留。

3.3 src/services/realtime_kline_service_base.py

导入

from src.config import WS_MARKET_URL, WS_TRADING_URL, TRADING_NETWORK

属性（__init__）

self.ws_trading_manager: Optional[EnhancedWebSocketManager] = None
self._trading_ws_thread: Optional[threading.Thread] = None
self.subscriptions = self._build_subscriptions()
self.trading_subscriptions = self._build_trading_subscriptions()

_build_subscriptions()：仅返回 candle + l2Book，不含交易订阅，不访问 _executor/_wallet。

_build_trading_subscriptions()

def _build_trading_subscriptions(self) -> List[Dict]:
    if not self._trading_orchestrator:
        return []
    user_address = self._trading_orchestrator.get_trading_ws_user_address()
    if not user_address:
        return []
    return [
        {"type": "orderUpdates", "user": user_address},
        {"type": "userFills",    "user": user_address},
        {"type": "user",         "user": user_address},
    ]

_init_service_threads()

def _init_service_threads(self):
    # --- 行情 WS（主网固定） ---
    self.ws_manager = EnhancedWebSocketManager(
        subscriptions=self.subscriptions,
        ws_url=WS_MARKET_URL,
        source_name="market",
        on_state_change=self.on_state_change,
        timeout=WS_TIMEOUT,
        alert_callback=self._send_system_alert,
        max_retries=WS_MAX_RETRIES,
        alert_threshold=WS_ALERT_THRESHOLD,
    )
    self.ws_manager.add_message_callback(self.on_message)
    _set_market_ws_manager(self.ws_manager)

    # --- 交易 WS（随配置） ---
    if self.trading_subscriptions:
        try:
            self.ws_trading_manager = EnhancedWebSocketManager(
                subscriptions=self.trading_subscriptions,
                ws_url=WS_TRADING_URL,
                source_name="trading",
                on_state_change=self._on_trading_state_change,
                timeout=WS_TIMEOUT,
                alert_callback=self._send_trading_alert,
                max_retries=WS_MAX_RETRIES,
                alert_threshold=WS_ALERT_THRESHOLD,
            )
            # Trading WS 不注册 message 回调
            self.logger.info(
                f"WS | 行情: {WS_MARKET_URL} | 交易: {WS_TRADING_URL} ({TRADING_NETWORK})"
            )
        except Exception as e:
            self.logger.error(f"交易 WS 创建失败，降级为仅行情: {e}")
            self.ws_trading_manager = None
            self._send_system_alert("[交易WS] 创建失败", f"{e}，订单推送依赖 HTTP 兜底")
    else:
        self.logger.info("交易订阅为空，仅启动行情 WS")

def _on_trading_state_change(self, state: str, info: Optional[str] = None):
    self.logger.info(f"[交易WS] {state}" + (f" | {info}" if info else ""))

def _send_trading_alert(self, title: str, content: str):
    self._send_system_alert(f"[交易WS] {title}", content)

on_message()：仅处理 K 线（去重 → 解析 → 入队），不含 orderUpdates/userFills/user 分支。

def on_message(self, msg: Dict):
    if self._message_dedup.is_duplicate(msg):
        return
    kline = self._parse_kline(msg)
    if not kline:
        return
    self.kline_buffer.put_nowait(kline)
    # 后续仅 K 线入队、分析入队

生命周期

def start(self):
    # ... 工作线程启动 ...
    if self.ws_trading_manager is not None:
        self._trading_ws_thread = threading.Thread(
            target=self.ws_trading_manager.start, daemon=True, name="trading-ws"
        )
        self._trading_ws_thread.start()
    self.ws_manager.start()  # 阻塞主线程

def stop(self):
    if self._trading_orchestrator:
        self._trading_orchestrator.stop()
    if self.ws_trading_manager is not None:
        self.ws_trading_manager.stop()
        if self._trading_ws_thread and self._trading_ws_thread.is_alive():
            self._trading_ws_thread.join(timeout=5)
            if self._trading_ws_thread.is_alive():
                self.logger.warning("交易 WS 线程在 5s 内未退出")
    self.ws_manager.stop()

动态订阅：add_subscriptions 仅对 self.ws_manager 调用（candle/l2Book），不涉及交易 WS。

3.4 src/trading/orchestrator.py

def get_trading_ws_user_address(self) -> Optional[str]:
    """返回交易 WS 订阅所需的 user 地址。"""
    if self._executor is None:
        return None
    return self._executor._wallet.address

RealtimeKlineServiceBase 不得直接访问 _executor 或 _wallet，仅通过此接口获取地址。

3.5 src/trading/executor.py

三个 handler 增加 source 过滤：

def _on_position_updated(self, event: PositionUpdatedEvent):
    if event.source != "trading":
        return
    # ... 原有逻辑 ...

def _on_balance_changed(self, event: BalanceChangedEvent):
    if event.source != "trading":
        return
    # ... 原有逻辑 ...

def _on_websocket_reconnected(self, event: WebSocketReconnectedEvent):
    if event.source != "trading":
        return
    # ... 原有逻辑 ...

3.6 src/events/base.py

Event 的 source 字段 docstring 改为：仅允许 "market"（行情 WS）或 "trading"（交易 WS）。

3.7 全局 WS 获取重命名

调用处仅一处：src/trading/executor.py。语义为行情 WS（主网），禁止用于交易逻辑。

4. 禁止符号表

实现后以下 grep 结果必须为零：

5. 验收测试