优化前改动

bitmart/保守模式参数优化/README.md

@@ -81,7 +81,7 @@ python3 "/Users/ddrwode/code/lm_code/bitmart/保守模式参数优化/四分之
 
 默认 WebSocket 订阅：
 - `wss://openapi-ws-v2.bitmart.com/api?protocol=1.1`
-- topic: `futures/ticker:ETHUSDT`
+- topic: `futures/bookticker:ETHUSDT`（实时推送，默认更快）
 
 如果你本机没有 WebSocket 依赖，会自动回退 API。安装方式：
 

bitmart/保守模式参数优化/四分之一，五分钟，反手条件充足_保守模式.py

@@ -81,7 +81,8 @@ class BitmartFuturesTransactionConservative:
         # WebSocket 实时价格（优先使用，失败自动回退 API）
         self.ws_enabled = os.getenv("BITMART_WS_ENABLED", "1").strip().lower() not in {"0", "false", "off", "no"}
         self.ws_url = os.getenv("BITMART_WS_URL", "wss://openapi-ws-v2.bitmart.com/api?protocol=1.1")
-        self.ws_topic = os.getenv("BITMART_WS_TOPIC", f"futures/ticker:{self.contract_symbol}")
+        # 使用 bookticker 实时推送（比 ticker 的 1s 推送更及时）
+        self.ws_topic = os.getenv("BITMART_WS_TOPIC", f"futures/bookticker:{self.contract_symbol}")
         self.ws_price_ttl_seconds = float(os.getenv("BITMART_WS_PRICE_TTL", "2.0"))
         self.ws_reconnect_seconds = float(os.getenv("BITMART_WS_RECONNECT_SECONDS", "2.0"))
         self.ws_last_price = None
@@ -212,6 +213,12 @@ class BitmartFuturesTransactionConservative:
                 return
 
             payload = json.loads(message)
+            if isinstance(payload, dict) and payload.get("success") is False:
+                logger.warning(
+                    f"WebSocket 订阅失败: group={payload.get('group')} error={payload.get('error')}"
+                )
+                return
+
             price = self._extract_price_from_ws_payload(payload)
             if price is not None:
                 with self.ws_lock: