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

121
internal/app/app.go Normal file
View File

@@ -0,0 +1,121 @@
package app
import (
"context"
"fmt"
"log/slog"
"os"
"os/signal"
"syscall"
"time"
"github.com/gofiber/fiber/v2"
"cryptoHermes/config"
"cryptoHermes/internal/controller/restapi"
"cryptoHermes/internal/repo/persistent/postgres"
"cryptoHermes/internal/repo/webapi/binance"
"cryptoHermes/internal/usecase"
"cryptoHermes/internal/worker"
pgpkg "cryptoHermes/pkg/postgres"
)
func Run(cfg *config.Config, log *slog.Logger) error {
rootCtx, cancel := context.WithCancel(context.Background())
defer cancel()
pool, err := pgpkg.NewPool(rootCtx, pgpkg.Options{
DSN: cfg.Postgres.DSN,
MaxConns: cfg.Postgres.MaxConns,
MinConns: cfg.Postgres.MinConns,
})
if err != nil {
return fmt.Errorf("postgres: %w", err)
}
defer pool.Close()
binanceClient := binance.NewClient(binance.ClientOptions{
BaseURL: cfg.Binance.BaseURL,
Timeout: cfg.Binance.Timeout,
RetryCount: cfg.Binance.RetryCount,
RPS: cfg.Binance.RPS,
Burst: cfg.Binance.Burst,
})
klineRepo := postgres.NewKlineRepo(pool)
fundingRepo := postgres.NewFundingRepo(pool)
oiRepo := postgres.NewOpenInterestRepo(pool)
lsRepo := postgres.NewLongShortRatioRepo(pool)
takerRepo := postgres.NewTakerVolumeRepo(pool)
contextUC := usecase.NewMarketContextUsecase(
binanceClient,
binanceClient,
klineRepo,
fundingRepo,
oiRepo,
lsRepo,
log,
)
collector := worker.NewCollector(worker.Deps{
MarketData: binanceClient,
Derivatives: binanceClient,
KlineRepo: klineRepo,
FundingRepo: fundingRepo,
OIRepo: oiRepo,
LSRepo: lsRepo,
TakerRepo: takerRepo,
Symbols: cfg.Collector.Symbols,
Intervals: cfg.Collector.Intervals,
Limit: cfg.Collector.DefaultLimit,
Logger: log,
})
var sched *Scheduler
if cfg.Collector.Enabled {
sched = NewScheduler(collector, log)
sched.Start(rootCtx)
defer sched.Stop()
}
fiberApp := fiber.New(fiber.Config{
AppName: cfg.App.Name,
ReadTimeout: cfg.HTTP.ReadTimeout,
WriteTimeout: cfg.HTTP.WriteTimeout,
IdleTimeout: cfg.HTTP.IdleTimeout,
ErrorHandler: restapi.ErrorHandler,
})
restapi.Register(fiberApp, restapi.Deps{
Logger: log,
MarketContext: contextUC,
MarketData: binanceClient,
Derivatives: binanceClient,
KlineRepo: klineRepo,
FundingRepo: fundingRepo,
OIRepo: oiRepo,
LSRepo: lsRepo,
})
listenErr := make(chan error, 1)
go func() {
addr := fmt.Sprintf(":%d", cfg.App.Port)
log.Info("http_listening", "addr", addr)
listenErr <- fiberApp.Listen(addr)
}()
stop := make(chan os.Signal, 1)
signal.Notify(stop, syscall.SIGINT, syscall.SIGTERM)
select {
case err := <-listenErr:
return err
case sig := <-stop:
log.Info("shutdown_signal", "signal", sig.String())
}
shutdownCtx, shutdownCancel := context.WithTimeout(context.Background(), 10*time.Second)
defer shutdownCancel()
return fiberApp.ShutdownWithContext(shutdownCtx)
}