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