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feat: 接入 CoinGlass 清算热力图隔离链路
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This commit is contained in:
dela
2026-05-25 16:57:22 +08:00
parent e5fb54cb72
commit 1b61541ff5
32 changed files with 2550 additions and 70 deletions
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75
internal/app/app.go
View File

@@ -15,6 +15,7 @@ import (
"cryptoHermes/internal/controller/restapi"
"cryptoHermes/internal/repo/persistent/postgres"
"cryptoHermes/internal/repo/webapi/binance"
coinglassapi "cryptoHermes/internal/repo/webapi/coinglass"
"cryptoHermes/internal/usecase"
"cryptoHermes/internal/worker"
pgpkg "cryptoHermes/pkg/postgres"
@@ -47,6 +48,7 @@ func Run(cfg *config.Config, log *slog.Logger) error {
oiRepo := postgres.NewOpenInterestRepo(pool)
lsRepo := postgres.NewLongShortRatioRepo(pool)
takerRepo := postgres.NewTakerVolumeRepo(pool)
cgLiqRepo := postgres.NewCoinglassLiqHeatMapRepo(pool)
contextUC := usecase.NewMarketContextUsecase(
binanceClient,
@@ -67,23 +69,56 @@ func Run(cfg *config.Config, log *slog.Logger) error {
lsRepo,
)
collector := worker.NewCollector(worker.Deps{
MarketData: binanceClient,
Derivatives: binanceClient,
KlineRepo: klineRepo,
FundingRepo: fundingRepo,
OIRepo: oiRepo,
LSRepo: lsRepo,
TakerRepo: takerRepo,
Symbols: cfg.Collector.Symbols,
Intervals: cfg.Collector.Intervals,
Limit: cfg.Collector.DefaultLimit,
Logger: log,
})
cgQueryUC := usecase.NewCoinglassQueryUsecase(cgLiqRepo)
var collector *worker.Collector
if cfg.Collector.Enabled {
collector = worker.NewCollector(worker.Deps{
MarketData: binanceClient,
Derivatives: binanceClient,
KlineRepo: klineRepo,
FundingRepo: fundingRepo,
OIRepo: oiRepo,
LSRepo: lsRepo,
TakerRepo: takerRepo,
Symbols: cfg.Collector.Symbols,
Intervals: cfg.Collector.Intervals,
Limit: cfg.Collector.DefaultLimit,
Logger: log,
})
}
var cgCollector *worker.CoinglassCollector
if cfg.Coinglass.Enabled {
cgClient, err := coinglassapi.NewClient(coinglassapi.ClientOptions{
BaseURL: cfg.Coinglass.BaseURL,
TOTPSecret: cfg.Coinglass.TOTPSecret,
DataAESKey: cfg.Coinglass.DataAESKey,
Timeout: cfg.Coinglass.Timeout,
FakeSuccessRetry: cfg.Coinglass.FakeSuccessRetry,
FakeSuccessRetryWait: cfg.Coinglass.FakeSuccessRetryWait,
})
if err != nil {
return fmt.Errorf("coinglass client: %w", err)
}
cgCollector = worker.NewCoinglassCollector(worker.CoinglassCollectorDeps{
Provider: cgClient,
LiqHeatMapRepo: cgLiqRepo,
Symbols: cfg.Collector.Symbols,
LiqHeatMapInterval: cfg.Coinglass.LiqHeatMapInterval,
LiqHeatMapLimit: cfg.Coinglass.LiqHeatMapLimit,
BackoffInitial: cfg.Coinglass.BackoffInitial,
BackoffMax: cfg.Coinglass.BackoffMax,
Logger: log,
})
}
var sched *Scheduler
if cfg.Collector.Enabled {
if collector != nil || cgCollector != nil {
sched = NewScheduler(collector, log)
if cgCollector != nil {
sched.WithCoinglass(cgCollector, cfg.Coinglass.LiqHeatMapCron, cfg.Coinglass.StartupJitterMax)
}
sched.Start(rootCtx)
defer sched.Stop()
}
@@ -97,11 +132,13 @@ func Run(cfg *config.Config, log *slog.Logger) error {
})
restapi.Register(fiberApp, restapi.Deps{
Logger: log,
MarketContext: contextUC,
MarketQuery: queryUC,
MarketData: binanceClient,
KlineRepo: klineRepo,
Logger: log,
MarketContext: contextUC,
MarketQuery: queryUC,
CoinglassQuery: cgQueryUC,
CoinglassEnabled: cfg.Coinglass.Enabled,
MarketData: binanceClient,
KlineRepo: klineRepo,
})
listenErr := make(chan error, 1)

57
internal/app/scheduler.go
View File

@@ -3,6 +3,8 @@ package app
import (
"context"
"log/slog"
"math/rand"
"time"
"github.com/robfig/cron/v3"
@@ -12,8 +14,12 @@ import (
type Scheduler struct {
cron *cron.Cron
collector *worker.Collector
coinglass *worker.CoinglassCollector
log *slog.Logger
rootCtx context.Context
coinglassLiqHeatMapCron string
coinglassStartupJitter time.Duration
}
func NewScheduler(c *worker.Collector, log *slog.Logger) *Scheduler {
@@ -24,19 +30,37 @@ func NewScheduler(c *worker.Collector, log *slog.Logger) *Scheduler {
}
}
func (s *Scheduler) WithCoinglass(c *worker.CoinglassCollector, liqHeatMapCron string, startupJitter time.Duration) *Scheduler {
s.coinglass = c
s.coinglassLiqHeatMapCron = liqHeatMapCron
s.coinglassStartupJitter = startupJitter
return s
}
func (s *Scheduler) Start(ctx context.Context) {
s.rootCtx = ctx
s.add("*/15 * * * *", "klines_15m", func(c context.Context) { _ = s.collector.CollectKlines(c, "15m") })
s.add("0 * * * *", "klines_1h", func(c context.Context) { _ = s.collector.CollectKlines(c, "1h") })
s.add("0 */4 * * *", "klines_4h", func(c context.Context) { _ = s.collector.CollectKlines(c, "4h") })
s.add("5 0 * * *", "klines_1d", func(c context.Context) { _ = s.collector.CollectKlines(c, "1d") })
s.add("10 0 * * 1", "klines_1w", func(c context.Context) { _ = s.collector.CollectKlines(c, "1w") })
if s.collector != nil {
s.add("*/15 * * * *", "klines_15m", func(c context.Context) { _ = s.collector.CollectKlines(c, "15m") })
s.add("0 * * * *", "klines_1h", func(c context.Context) { _ = s.collector.CollectKlines(c, "1h") })
s.add("0 */4 * * *", "klines_4h", func(c context.Context) { _ = s.collector.CollectKlines(c, "4h") })
s.add("5 0 * * *", "klines_1d", func(c context.Context) { _ = s.collector.CollectKlines(c, "1d") })
s.add("10 0 * * 1", "klines_1w", func(c context.Context) { _ = s.collector.CollectKlines(c, "1w") })
s.add("*/15 * * * *", "funding", func(c context.Context) { _ = s.collector.CollectFunding(c) })
s.add("*/15 * * * *", "oi", func(c context.Context) { _ = s.collector.CollectOpenInterest(c) })
s.add("*/15 * * * *", "ls", func(c context.Context) { _ = s.collector.CollectLongShortRatio(c) })
s.add("*/15 * * * *", "taker", func(c context.Context) { _ = s.collector.CollectTakerVolume(c) })
s.add("*/15 * * * *", "funding", func(c context.Context) { _ = s.collector.CollectFunding(c) })
s.add("*/15 * * * *", "oi", func(c context.Context) { _ = s.collector.CollectOpenInterest(c) })
s.add("*/15 * * * *", "ls", func(c context.Context) { _ = s.collector.CollectLongShortRatio(c) })
s.add("*/15 * * * *", "taker", func(c context.Context) { _ = s.collector.CollectTakerVolume(c) })
}
if s.coinglass != nil {
spec := s.coinglassLiqHeatMapCron
if spec == "" {
spec = "*/5 * * * *"
}
s.add(spec, "coinglass_liq_heatmap", func(c context.Context) { _ = s.coinglass.CollectLiqHeatMap(c) })
s.startCoinglassWarmup(ctx)
}
s.cron.Start()
s.log.Info("scheduler_started")
@@ -52,6 +76,21 @@ func (s *Scheduler) add(spec, name string, fn func(context.Context)) {
}
}
func (s *Scheduler) startCoinglassWarmup(ctx context.Context) {
go func() {
if s.coinglassStartupJitter > 0 {
jitter := time.Duration(rand.Int63n(int64(s.coinglassStartupJitter)))
select {
case <-ctx.Done():
return
case <-time.After(jitter):
}
}
s.log.Info("cron_tick", "job", "coinglass_liq_heatmap_warmup")
_ = s.coinglass.CollectLiqHeatMap(ctx)
}()
}
func (s *Scheduler) Stop() {
s.log.Info("scheduler_stopping")
<-s.cron.Stop().Done()