"CANCEL read_loop, Task exception was never retrieved"{'e': 'error', 'm': '队列溢出。 留言未填写'}

Question

我终于让我的代码工作了，它执行以下操作：首先它从当前 297 个符号（仅最后 20 个数据间隔）中获取历史数据。 获得数据后，它开始获取所有这些符号的实时数据。 该代码可以正常运行几秒钟，但随后出现错误：“CANCEL read_loop，从未检索到任务异常”{'e'：'error'，'m'：'队列溢出。 消息未填写'}。 我在 web 上进行了一些搜索，但没有太多关于它的信息。 有谁知道如何解决这个错误？

获取实时数据的代码：

class GetNewData:

    @staticmethod
    def refactor_old_result():
        historical_list_refactored = []
        for i in range(len(results)):
            single_key_data = results[i]
            single_key_data['high'] = list(single_key_data['high'].values())
            single_key_data['low'] = list(single_key_data['low'].values())
            single_key_data['close'] = list(single_key_data['close'].values())
            single_key_data['interval'] = list(single_key_data['interval'].values())
            single_key_data['symbol'] = list(single_key_data['symbol'].values())
            single_key_data['time'] = list(single_key_data['time'].values())
            single_key_data['volume'] = list(single_key_data['volume'].values())
            historical_list_refactored.append(single_key_data)
        return historical_list_refactored

    @staticmethod
    def start_websocket():
        twm = ThreadedWebsocketManager(api_key=api_key, api_secret=api_secret)
        twm.start()
        streams = stream_list
        twm.start_multiplex_socket(callback=GetNewData.add_new_data_values, streams=streams)
        twm.join()

    @staticmethod
    def add_new_data_values(msg):
        candle = msg['data']['k']
        symbol = candle['s']
        interval = candle['i']
        close_price = candle['c']
        highest_price = candle['h']
        lowest_price = candle['l']
        status = candle['x']
        time = candle['t']
        volume = candle['v']
        daytime = datetime.fromtimestamp(time / 1e3)
        GetNewData.refactor_msg(old_data_refactored, symbol, interval, close_price, highest_price, lowest_price, status, daytime, volume)


    @staticmethod
    def refactor_msg(historical_data_list, symbol, interval, close_price, highest_price, lowest_price, status, daytime, volume):
        if status:
            for dic in historical_data_list:
                if interval == dic['interval'][0] and symbol == dic['symbol'][0]:
                    # print(interval, symbol, close_price)
                    dic['high'].append(float(highest_price))
                    dic['low'].append(float(lowest_price))
                    dic['close'].append(float(close_price))
                    dic['interval'].append(interval)
                    dic['symbol'].append(symbol)
                    dic['time'].append(daytime)
                    dic['volume'].append(volume)
                    print(dic)

完整代码：

import asyncio
import pandas as pd
from binance import AsyncClient, Client, ThreadedWebsocketManager
from datetime import datetime
import time
pd.options.mode.chained_assignment = None  # default='warn'

pd.set_option('display.max_columns', None, 'display.max_rows', None)
api_key = '5Z5VtpcArDgm525AC6sUoy8TJer4tlel4Twt1ENf7OIzeLB2qx6oaLICHL9jVKoa'
api_secret = 'e641miivoiguEU3gOKjuYEvVKdFNazehtovZtJKdQXb2NVxwTeo1AQ2TBDArocWU'
client = Client(api_key, api_secret)

results = []
symbols = []
with open('DayTradeSymbols.txt') as f:
    for line in f:
        symbol = line.strip('\n') + 'BTC'
        symbols.append(symbol)

stream_list = []
intervals = ['1m','3m']
for symbol in symbols:
    for interval in intervals:
        x = lambda symbol: symbol + '@kline_' + interval
        stream_list.append(x(symbol.lower()))
print(stream_list)

class GetHistoricalData:
    def __init__(self, num_workers: int = 10):
        self.num_workers: int = num_workers
        self.task_q: asyncio.Queue = asyncio.Queue(maxsize=10)

    async def get_symbols(self):
        # symbols = ['BTCUSDT', 'ETHUSDT', 'ADAUSDT','BNBUSDT', 'SOLUSDT', 'DOTUSDT','SHIBUSDT', 'DOGEUSDT', 'LTCUSDT', 'XLMUSDT', 'XMRUSDT', 'AVAXUSDT', 'LINKUSDT']
        for i in symbols:
            await self.task_q.put(i)

        for i in range(self.num_workers):
            await self.task_q.put(None)

    async def get_historical_klines(self, client: AsyncClient):
        while True:
            symbol = await self.task_q.get()
            if symbol is None:
                break
            data = await (client.get_historical_klines(symbol, '1m', '11/23/2021'))
            data_df = pd.DataFrame(data)
            data_df.columns = ['time', '1', 'high', 'low', 'close', 'volume', '6', '7', '8', '9', '10', '11']
            data_df.drop(columns=['1', '6', '7', '8', '9', '10', '11'], axis=1, inplace=True)
            data2_df = data_df.head(-1)
            new_df = data2_df.tail(22)
            new_df['interval'] = '1m'
            new_df['symbol'] = symbol
            new_df['time'] = pd.to_datetime(new_df['time'] / 1000, unit='s')
            results.append(new_df.to_dict())

    async def amain(self) -> None:
        client = await AsyncClient.create()
        await asyncio.gather(
            self.get_symbols(),
            *[self.get_historical_klines(client) for _ in range(self.num_workers)])
        await client.close_connection()


class GetNewData:

    @staticmethod
    def refactor_old_result():
        historical_list_refactored = []
        for i in range(len(results)):
            single_key_data = results[i]
            single_key_data['high'] = list(single_key_data['high'].values())
            single_key_data['low'] = list(single_key_data['low'].values())
            single_key_data['close'] = list(single_key_data['close'].values())
            single_key_data['interval'] = list(single_key_data['interval'].values())
            single_key_data['symbol'] = list(single_key_data['symbol'].values())
            single_key_data['time'] = list(single_key_data['time'].values())
            single_key_data['volume'] = list(single_key_data['volume'].values())
            historical_list_refactored.append(single_key_data)
        return historical_list_refactored

    @staticmethod
    def start_websocket():
        twm = ThreadedWebsocketManager(api_key=api_key, api_secret=api_secret)
        twm.start()
        streams = stream_list
        twm.start_multiplex_socket(callback=GetNewData.add_new_data_values, streams=streams)
        twm.join()

    @staticmethod
    def add_new_data_values(msg):
        candle = msg['data']['k']
        symbol = candle['s']
        interval = candle['i']
        close_price = candle['c']
        highest_price = candle['h']
        lowest_price = candle['l']
        status = candle['x']
        time = candle['t']
        volume = candle['v']
        daytime = datetime.fromtimestamp(time / 1e3)
        GetNewData.refactor_msg(old_data_refactored, symbol, interval, close_price, highest_price, lowest_price, status, daytime, volume)


    @staticmethod
    def refactor_msg(historical_data_list, symbol, interval, close_price, highest_price, lowest_price, status, daytime, volume):
        if status:
            for dic in historical_data_list:
                if interval == dic['interval'][0] and symbol == dic['symbol'][0]:
                    # print(interval, symbol, close_price)
                    dic['high'].append(float(highest_price))
                    dic['low'].append(float(lowest_price))
                    dic['close'].append(float(close_price))
                    dic['interval'].append(interval)
                    dic['symbol'].append(symbol)
                    dic['time'].append(daytime)
                    dic['volume'].append(volume)
                    print(dic)


if __name__ == "__main__":
    start_time = time.time()
    loop = asyncio.get_event_loop()
    loop.run_until_complete(GetHistoricalData().amain())
    print(f'time = {time.time() - start_time}')
    old_data_refactored = GetNewData.refactor_old_result()
    GetNewData.start_websocket()