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

View File

@@ -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()
}