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。
This commit is contained in:
dela
2026-05-24 17:20:51 +08:00
commit cc7f5a4f32
58 changed files with 5356 additions and 0 deletions

125
cmd/backfill/main.go Normal file
View File

@@ -0,0 +1,125 @@
package main
import (
"context"
"flag"
"fmt"
"log/slog"
"os"
"time"
"cryptoHermes/config"
"cryptoHermes/internal/entity"
"cryptoHermes/internal/repo/persistent/postgres"
"cryptoHermes/internal/repo/webapi/binance"
pkglogger "cryptoHermes/pkg/logger"
pgpkg "cryptoHermes/pkg/postgres"
)
func main() {
var (
cfgPath string
symbol string
interval string
fromMs int64
toMs int64
limit int
)
flag.StringVar(&cfgPath, "config", "config/config.yml", "config file path")
flag.StringVar(&symbol, "symbol", "BTCUSDT", "trading pair, e.g. BTCUSDT")
flag.StringVar(&interval, "interval", "1h", "kline interval (15m/1h/4h/1d/1w)")
flag.Int64Var(&fromMs, "from", 0, "start time in ms (0 = pull most recent N bars)")
flag.Int64Var(&toMs, "to", 0, "end time in ms (0 = now)")
flag.IntVar(&limit, "limit", 1500, "bars per request, max 1500")
flag.Parse()
if env := os.Getenv("CONFIG_PATH"); env != "" {
cfgPath = env
}
cfg, err := config.Load(cfgPath)
if err != nil {
slog.Default().Error("config_load_failed", "err", err)
os.Exit(1)
}
log := pkglogger.New(cfg.App.Env)
ctx, cancel := context.WithTimeout(context.Background(), 10*time.Minute)
defer cancel()
pool, err := pgpkg.NewPool(ctx, pgpkg.Options{
DSN: cfg.Postgres.DSN,
MaxConns: cfg.Postgres.MaxConns,
MinConns: cfg.Postgres.MinConns,
})
if err != nil {
log.Error("pool", "err", err)
os.Exit(1)
}
defer pool.Close()
client := binance.NewClient(binance.ClientOptions{
BaseURL: cfg.Binance.BaseURL,
Timeout: cfg.Binance.Timeout,
RetryCount: cfg.Binance.RetryCount,
RPS: cfg.Binance.RPS,
Burst: cfg.Binance.Burst,
})
repo := postgres.NewKlineRepo(pool)
if toMs == 0 {
toMs = time.Now().UnixMilli()
}
if fromMs == 0 {
ks, err := client.GetKlines(ctx, symbol, interval, limit)
if err != nil {
log.Error("fetch", "err", err)
os.Exit(1)
}
closed := filterClosed(ks)
if err := repo.UpsertMany(ctx, closed); err != nil {
log.Error("upsert", "err", err)
os.Exit(1)
}
log.Info("backfill_done", "symbol", symbol, "interval", interval, "rows", len(closed))
return
}
cursor := fromMs
totalRows := 0
for cursor < toMs {
ks, err := client.GetKlinesRange(ctx, symbol, interval, cursor, toMs, limit)
if err != nil {
log.Error("fetch_range", "cursor", cursor, "err", err)
os.Exit(1)
}
if len(ks) == 0 {
break
}
closed := filterClosed(ks)
if err := repo.UpsertMany(ctx, closed); err != nil {
log.Error("upsert", "err", err)
os.Exit(1)
}
totalRows += len(closed)
lastClose := ks[len(ks)-1].CloseTime
if lastClose <= cursor {
break
}
cursor = lastClose + 1
fmt.Printf("\rbackfill: %s/%s rows=%d cursor=%d ", symbol, interval, totalRows, cursor)
}
fmt.Println()
log.Info("backfill_done", "symbol", symbol, "interval", interval, "rows", totalRows)
}
func filterClosed(in []entity.Kline) []entity.Kline {
out := make([]entity.Kline, 0, len(in))
for _, k := range in {
if k.IsClosed {
out = append(out, k)
}
}
return out
}