先用这个版本试验一下。

src/leadlag/strategy.py

@@ -241,10 +241,60 @@ class TradingStrategy:
         except Exception as e:
             logger.error(f"预签名订单时发生错误: {str(e)}")
     
+    async def _update_bps_from_order_book(self, market_data):
+        """
+        从order_book中提取买卖价并计算价差（bps）
+        将结果存储到实例变量 current_ask_bps 和 current_bid_bps
+
+        Args:
+            market_data: 市场数据字典
+        """
+        try:
+            binance_price = market_data.get('binance_price')
+            order_book = market_data.get('lighter_order_book', {})
+
+            # 提取order_book中的ask1和bid1
+            lighter_bid = None
+            lighter_ask = None
+
+            if order_book:
+                # 从order_book中提取买卖价
+                if 'bids' in order_book and order_book['bids']:
+                    best_bid = order_book.get_best_bid()
+                    if isinstance(best_bid, dict) and 'price' in best_bid:
+                        lighter_bid = float(best_bid['price'])
+
+                if 'asks' in order_book and order_book['asks']:
+                    best_ask = order_book.get_best_ask()
+                    if isinstance(best_ask, dict) and 'price' in best_ask:
+                        lighter_ask = float(best_ask['price'])
+
+            # 计算价差（bps） - 分别计算ask_bps和bid_bps
+            ask_bps = None
+            bid_bps = None
+            if binance_price and lighter_ask:
+                binance_price_float = float(binance_price) if isinstance(binance_price, str) else binance_price
+                # ask_bps: lighter卖价相对于binance价格的价差
+                ask_bps = (lighter_ask - binance_price_float) / binance_price_float * 10000 if binance_price_float else 0
+
+            if binance_price and lighter_bid:
+                binance_price_float = float(binance_price) if isinstance(binance_price, str) else binance_price
+                # bid_bps: lighter买价相对于binance价格的价差
+                bid_bps = (lighter_bid - binance_price_float) / binance_price_float * 10000 if binance_price_float else 0
+
+            # 存储最新的价差数据到实例变量，用于开单逻辑判断
+            if ask_bps is not None:
+                self.current_ask_bps = ask_bps
+            if bid_bps is not None:
+                self.current_bid_bps = bid_bps
+
+        except Exception as e:
+            logger.error(f"更新价差数据失败: {e}")
+
     async def do_strategy(self, market_data):
         """
         执行策略逻辑
-        
+
         Args:
             market_data: 包含市场数据的字典，格式:
             {
@@ -256,12 +306,15 @@ class TradingStrategy:
         """
         if not market_data:
             return
-            
+
         symbol = market_data.get('symbol')
         # 如果不是目标交易对，直接返回
         if symbol != self.target_symbol:
             return
-        
+
+        # 在最前面计算和更新价差数据
+        await self._update_bps_from_order_book(market_data)
+
         # 基于账户信息更新 current_position 和状态
         await self._update_position_and_state(market_data)
 
@@ -382,46 +435,31 @@ class TradingStrategy:
             symbol = market_data.get('symbol')
             binance_price = market_data.get('binance_price')
             order_book = market_data.get('lighter_order_book', {})
-            
+
             # 提取order_book中的ask1和bid1
             lighter_bid = None
             lighter_ask = None
-            
+
             if order_book:
                 # 从order_book中提取买卖价
                 if 'bids' in order_book and order_book['bids']:
-                    best_bid = order_book['bids'][0]
+                    best_bid = order_book.get_best_bid()
                     if isinstance(best_bid, dict) and 'price' in best_bid:
                         lighter_bid = float(best_bid['price'])
-                
+
                 if 'asks' in order_book and order_book['asks']:
-                    best_ask = order_book['asks'][0]
+                    best_ask = order_book.get_best_ask()
                     if isinstance(best_ask, dict) and 'price' in best_ask:
                         lighter_ask = float(best_ask['price'])
-            
-            # 计算价差（bps） - 分别计算ask_bps和bid_bps
-            ask_bps = None
-            bid_bps = None
-            if binance_price and lighter_ask:
-                binance_price_float = float(binance_price) if isinstance(binance_price, str) else binance_price
-                # ask_bps: lighter卖价相对于binance价格的价差
-                ask_bps = (lighter_ask - binance_price_float) / binance_price_float * 10000 if binance_price_float else 0
-            
-            if binance_price and lighter_bid:
-                binance_price_float = float(binance_price) if isinstance(binance_price, str) else binance_price
-                # bid_bps: lighter买价相对于binance价格的价差
-                bid_bps = (lighter_bid - binance_price_float) / binance_price_float * 10000 if binance_price_float else 0
-            
-            # 存储最新的价差数据到实例变量，用于开单逻辑判断
-            if ask_bps is not None:
-                self.current_ask_bps = ask_bps
-            if bid_bps is not None:
-                self.current_bid_bps = bid_bps
-            
+
+            # 使用已经计算好的价差数据（在do_strategy早期已计算）
+            ask_bps = self.current_ask_bps
+            bid_bps = self.current_bid_bps
+
             # 先打印数据看看效果，暂不记录到数据库
             binance_price_float = float(binance_price) if binance_price else None
             # print(f"价格数据: symbol={symbol}, binance_price={binance_price_float}, lighter_ask={lighter_ask}, lighter_bid={lighter_bid}, ask_bps={ask_bps}, bid_bps={bid_bps}")
-            
+
             self.database.record_price_data(
                 symbol=symbol,
                 binance_price=binance_price_float,
@@ -430,7 +468,7 @@ class TradingStrategy:
                 ask_bps=ask_bps,
                 bid_bps=bid_bps
             )
-            
+
         except Exception as e:
             logger.error(f"记录价格数据失败: {e}")