feat: 接入 CoinGlass 清算热力图隔离链路

internal/repo/persistent/postgres/coinglass_liq_heatmap_repo.go

@@ -0,0 +1,99 @@
+package postgres
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+
+	"github.com/jackc/pgx/v5/pgxpool"
+
+	"cryptoHermes/internal/entity"
+)
+
+const coinglassSource = "coinglass"
+
+type CoinglassLiqHeatMapRepo struct {
+	pool pgxPool
+}
+
+func NewCoinglassLiqHeatMapRepo(pool *pgxpool.Pool) *CoinglassLiqHeatMapRepo {
+	return &CoinglassLiqHeatMapRepo{pool: pool}
+}
+
+const cgLiqHeatMapUpsertSQL = `
+INSERT INTO coinglass_liq_heatmap (
+  source, symbol, interval, timestamp,
+  price_min, price_max, raw_grid,
+  updated_at
+) VALUES (
+  $1, $2, $3, $4,
+  NULLIF($5, '')::NUMERIC, NULLIF($6, '')::NUMERIC, $7::JSONB,
+  now()
+)
+ON CONFLICT (source, symbol, interval, timestamp) DO UPDATE SET
+  price_min = EXCLUDED.price_min,
+  price_max = EXCLUDED.price_max,
+  raw_grid = EXCLUDED.raw_grid,
+  updated_at = now()
+`
+
+func (r *CoinglassLiqHeatMapRepo) UpsertMany(ctx context.Context, items []entity.CGLiqHeatMap) error {
+	if len(items) == 0 {
+		return nil
+	}
+	tx, err := r.pool.Begin(ctx)
+	if err != nil {
+		return fmt.Errorf("begin: %w", err)
+	}
+	defer tx.Rollback(ctx)
+
+	for _, item := range items {
+		if item.Symbol == "" || item.Interval == "" || item.Timestamp == 0 || !json.Valid(item.RawGrid) {
+			continue
+		}
+		if _, err := tx.Exec(ctx, cgLiqHeatMapUpsertSQL,
+			coinglassSource, item.Symbol, item.Interval, item.Timestamp,
+			item.PriceMin, item.PriceMax, string(item.RawGrid),
+		); err != nil {
+			return fmt.Errorf("upsert coinglass liq heatmap %s/%s@%d: %w", item.Symbol, item.Interval, item.Timestamp, err)
+		}
+	}
+	return tx.Commit(ctx)
+}
+
+const cgLiqHeatMapFindSQL = `
+SELECT symbol, interval, timestamp,
+       COALESCE(price_min::text, ''), COALESCE(price_max::text, ''), raw_grid::text
+FROM coinglass_liq_heatmap
+WHERE source = $1 AND symbol = $2 AND interval = $3
+ORDER BY timestamp DESC
+LIMIT $4
+`
+
+func (r *CoinglassLiqHeatMapRepo) FindRecent(ctx context.Context, symbol, interval string, limit int) ([]entity.CGLiqHeatMap, error) {
+	if limit <= 0 {
+		limit = 288
+	}
+	rows, err := r.pool.Query(ctx, cgLiqHeatMapFindSQL, coinglassSource, symbol, interval, limit)
+	if err != nil {
+		return nil, fmt.Errorf("query: %w", err)
+	}
+	defer rows.Close()
+
+	out := make([]entity.CGLiqHeatMap, 0, limit)
+	for rows.Next() {
+		var (
+			item entity.CGLiqHeatMap
+			raw  string
+		)
+		if err := rows.Scan(&item.Symbol, &item.Interval, &item.Timestamp, &item.PriceMin, &item.PriceMax, &raw); err != nil {
+			return nil, fmt.Errorf("scan: %w", err)
+		}
+		item.RawGrid = json.RawMessage(raw)
+		out = append(out, item)
+	}
+	for i, j := 0, len(out)-1; i < j; i, j = i+1, j-1 {
+		out[i], out[j] = out[j], out[i]
+	}
+	return out, rows.Err()
+}

internal/repo/persistent/postgres/coinglass_liq_heatmap_repo_test.go

@@ -0,0 +1,99 @@
+package postgres
+
+import (
+	"context"
+	"errors"
+	"testing"
+
+	"cryptoHermes/internal/entity"
+
+	"github.com/pashagolub/pgxmock/v4"
+	"github.com/stretchr/testify/require"
+)
+
+func TestCoinglassLiqHeatMapRepo_UpsertMany_HappyPath(t *testing.T) {
+	mock, err := pgxmock.NewPool()
+	require.NoError(t, err)
+	defer mock.Close()
+
+	mock.ExpectBegin()
+	mock.ExpectExec("INSERT INTO coinglass_liq_heatmap").
+		WithArgs("coinglass", "BTCUSDT", "5", int64(1700000000000), "1000.5", "2000.5", `{"liq":[[1,2,3]]}`).
+		WillReturnResult(pgxmock.NewResult("INSERT", 1))
+	mock.ExpectCommit()
+	mock.ExpectRollback()
+
+	r := &CoinglassLiqHeatMapRepo{pool: mock}
+	err = r.UpsertMany(context.Background(), []entity.CGLiqHeatMap{{
+		Symbol:    "BTCUSDT",
+		Interval:  "5",
+		Timestamp: 1700000000000,
+		PriceMin:  "1000.5",
+		PriceMax:  "2000.5",
+		RawGrid:   []byte(`{"liq":[[1,2,3]]}`),
+	}})
+	require.NoError(t, err)
+	require.NoError(t, mock.ExpectationsWereMet())
+}
+
+func TestCoinglassLiqHeatMapRepo_UpsertMany_SkipsInvalidRows(t *testing.T) {
+	mock, err := pgxmock.NewPool()
+	require.NoError(t, err)
+	defer mock.Close()
+
+	mock.ExpectBegin()
+	mock.ExpectCommit()
+	mock.ExpectRollback()
+
+	r := &CoinglassLiqHeatMapRepo{pool: mock}
+	err = r.UpsertMany(context.Background(), []entity.CGLiqHeatMap{
+		{Symbol: "", Interval: "5", Timestamp: 1, RawGrid: []byte(`{}`)},
+		{Symbol: "BTCUSDT", Interval: "", Timestamp: 1, RawGrid: []byte(`{}`)},
+		{Symbol: "BTCUSDT", Interval: "5", Timestamp: 0, RawGrid: []byte(`{}`)},
+		{Symbol: "BTCUSDT", Interval: "5", Timestamp: 1, RawGrid: []byte(`not-json`)},
+	})
+	require.NoError(t, err)
+	require.NoError(t, mock.ExpectationsWereMet())
+}
+
+func TestCoinglassLiqHeatMapRepo_UpsertMany_ExecError(t *testing.T) {
+	mock, err := pgxmock.NewPool()
+	require.NoError(t, err)
+	defer mock.Close()
+
+	mock.ExpectBegin()
+	mock.ExpectExec("INSERT INTO coinglass_liq_heatmap").
+		WithArgs(pgxmock.AnyArg(), pgxmock.AnyArg(), pgxmock.AnyArg(), pgxmock.AnyArg(), pgxmock.AnyArg(), pgxmock.AnyArg(), pgxmock.AnyArg()).
+		WillReturnError(errors.New("db down"))
+	mock.ExpectRollback()
+
+	r := &CoinglassLiqHeatMapRepo{pool: mock}
+	err = r.UpsertMany(context.Background(), []entity.CGLiqHeatMap{{
+		Symbol: "BTCUSDT", Interval: "5", Timestamp: 1, RawGrid: []byte(`{}`),
+	}})
+	require.Error(t, err)
+	require.Contains(t, err.Error(), "upsert coinglass liq heatmap")
+	require.NoError(t, mock.ExpectationsWereMet())
+}
+
+func TestCoinglassLiqHeatMapRepo_FindRecent_HappyPath(t *testing.T) {
+	mock, err := pgxmock.NewPool()
+	require.NoError(t, err)
+	defer mock.Close()
+
+	rows := mock.NewRows([]string{"symbol", "interval", "timestamp", "price_min", "price_max", "raw_grid"}).
+		AddRow("BTCUSDT", "5", int64(2), "100", "200", `{"b":2}`).
+		AddRow("BTCUSDT", "5", int64(1), "90", "210", `{"a":1}`)
+
+	mock.ExpectQuery("SELECT symbol, interval, timestamp").
+		WithArgs("coinglass", "BTCUSDT", "5", 288).
+		WillReturnRows(rows)
+
+	r := &CoinglassLiqHeatMapRepo{pool: mock}
+	got, err := r.FindRecent(context.Background(), "BTCUSDT", "5", 0)
+	require.NoError(t, err)
+	require.Len(t, got, 2)
+	require.Equal(t, int64(1), got[0].Timestamp)
+	require.JSONEq(t, `{"b":2}`, string(got[1].RawGrid))
+	require.NoError(t, mock.ExpectationsWereMet())
+}