feat: 初始化 cryptoHermes 行情网关 v1 MVP + harness 工程文档
Binance USDⓈ-M Futures 行情网关，给上游 Hermes 量化分析引擎提供单一聚合 接口 /v1/market/context（K 线 + funding + OI + 多空比 + taker volume）。 只读公共行情，不下单、不接私钥、不查账户。 ## v1 实现范围（Milestone 1-5） - Clean Architecture 4 层（controller/usecase/repo/entity），接口边界在 internal/usecase/ports.go - Binance Futures REST client（K 线 / ticker24h / funding / OI / 多空比 / taker volume 共 9 个接口），全链路 string 价格避免 float64 精度问题 - TimescaleDB 5 张 hypertable（market_klines / funding_rates / open_interest / long_short_ratio / taker_buy_sell_volume），主键含 时间维度，UpsertMany 幂等 - robfig/cron 定时采集（15m/1h/4h/1d/1w 多周期 K 线 + 衍生品 15 分钟 落库），未收线 K 线 (close_time > now) 由 mapper/repo 双重过滤 - pkg/httpclient 统一限流（默认 20 req/s, burst 40）+ 重试，避免触发 Binance 2400 weight/min IP 上限 - /v1/market/context 聚合接口：errgroup 并发拉 snapshot/funding/OI，DB K 线不足 200 根回源 Binance 异步补 - cmd/backfill CLI 支持指定 from/to 大段回填（Binance 历史 OI / 多空比 官方只保留 30 天，必须自己存） - Docker Compose + Makefile + golang-migrate，本地一键启 技术指标（support/resistance/Vegas/箱体）留待 v2，技术段返回空对象 + warning 占位。 ## Harness 工程文档 - AGENTS.md — AI agent 工作速查（10 个章节） - ai/project-map.md — 仓库结构、扩展点、控制流 - ai/risk-guardrails.md — G1-G10 守卫规则（每条带可机械验证命令） - ai/adr/0001-architecture-foundations.md — 9 条架构基础决策 - ai/task-templates.md — 6 种任务契约模板 - ai/harness-health.md — 当前 harness 健康度评估 3 个 grep 守卫已验证通过：controller / usecase 无具体实现依赖，全项目 无私钥/签名字段。
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dela
33
cmd/app/main.go
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33
cmd/app/main.go
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package main
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import (
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"flag"
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"log/slog"
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"os"
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"cryptoHermes/config"
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"cryptoHermes/internal/app"
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"cryptoHermes/pkg/logger"
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)
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func main() {
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var cfgPath string
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flag.StringVar(&cfgPath, "config", "config/config.yml", "config file path")
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flag.Parse()
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if env := os.Getenv("CONFIG_PATH"); env != "" {
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cfgPath = env
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}
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cfg, err := config.Load(cfgPath)
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if err != nil {
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slog.Default().Error("config_load_failed", "err", err)
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os.Exit(1)
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}
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log := logger.New(cfg.App.Env)
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if err := app.Run(cfg, log); err != nil {
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log.Error("app_run_failed", "err", err)
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os.Exit(1)
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}
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}
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125
cmd/backfill/main.go
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125
cmd/backfill/main.go
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package main
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import (
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"context"
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"flag"
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"fmt"
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"log/slog"
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"os"
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"time"
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"cryptoHermes/config"
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"cryptoHermes/internal/entity"
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"cryptoHermes/internal/repo/persistent/postgres"
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"cryptoHermes/internal/repo/webapi/binance"
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pkglogger "cryptoHermes/pkg/logger"
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pgpkg "cryptoHermes/pkg/postgres"
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)
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func main() {
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var (
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cfgPath string
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symbol string
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interval string
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fromMs int64
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toMs int64
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limit int
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)
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flag.StringVar(&cfgPath, "config", "config/config.yml", "config file path")
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flag.StringVar(&symbol, "symbol", "BTCUSDT", "trading pair, e.g. BTCUSDT")
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flag.StringVar(&interval, "interval", "1h", "kline interval (15m/1h/4h/1d/1w)")
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flag.Int64Var(&fromMs, "from", 0, "start time in ms (0 = pull most recent N bars)")
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flag.Int64Var(&toMs, "to", 0, "end time in ms (0 = now)")
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flag.IntVar(&limit, "limit", 1500, "bars per request, max 1500")
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flag.Parse()
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if env := os.Getenv("CONFIG_PATH"); env != "" {
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cfgPath = env
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}
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cfg, err := config.Load(cfgPath)
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if err != nil {
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slog.Default().Error("config_load_failed", "err", err)
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os.Exit(1)
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}
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log := pkglogger.New(cfg.App.Env)
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ctx, cancel := context.WithTimeout(context.Background(), 10*time.Minute)
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defer cancel()
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pool, err := pgpkg.NewPool(ctx, pgpkg.Options{
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DSN: cfg.Postgres.DSN,
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MaxConns: cfg.Postgres.MaxConns,
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MinConns: cfg.Postgres.MinConns,
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})
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if err != nil {
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log.Error("pool", "err", err)
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os.Exit(1)
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}
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defer pool.Close()
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client := binance.NewClient(binance.ClientOptions{
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BaseURL: cfg.Binance.BaseURL,
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Timeout: cfg.Binance.Timeout,
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RetryCount: cfg.Binance.RetryCount,
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RPS: cfg.Binance.RPS,
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Burst: cfg.Binance.Burst,
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})
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repo := postgres.NewKlineRepo(pool)
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if toMs == 0 {
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toMs = time.Now().UnixMilli()
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}
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if fromMs == 0 {
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ks, err := client.GetKlines(ctx, symbol, interval, limit)
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if err != nil {
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log.Error("fetch", "err", err)
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os.Exit(1)
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}
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closed := filterClosed(ks)
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if err := repo.UpsertMany(ctx, closed); err != nil {
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log.Error("upsert", "err", err)
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os.Exit(1)
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}
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log.Info("backfill_done", "symbol", symbol, "interval", interval, "rows", len(closed))
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return
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}
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cursor := fromMs
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totalRows := 0
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for cursor < toMs {
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ks, err := client.GetKlinesRange(ctx, symbol, interval, cursor, toMs, limit)
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if err != nil {
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log.Error("fetch_range", "cursor", cursor, "err", err)
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os.Exit(1)
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}
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if len(ks) == 0 {
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break
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}
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closed := filterClosed(ks)
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if err := repo.UpsertMany(ctx, closed); err != nil {
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log.Error("upsert", "err", err)
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os.Exit(1)
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}
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totalRows += len(closed)
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lastClose := ks[len(ks)-1].CloseTime
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if lastClose <= cursor {
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break
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}
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cursor = lastClose + 1
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fmt.Printf("\rbackfill: %s/%s rows=%d cursor=%d ", symbol, interval, totalRows, cursor)
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}
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fmt.Println()
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log.Info("backfill_done", "symbol", symbol, "interval", interval, "rows", totalRows)
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}
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func filterClosed(in []entity.Kline) []entity.Kline {
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out := make([]entity.Kline, 0, len(in))
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for _, k := range in {
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if k.IsClosed {
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out = append(out, k)
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}
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}
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return out
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}
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