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

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@@ -0,0 +1,38 @@
package restapi
import (
"log/slog"
"time"
"github.com/gofiber/fiber/v2"
)
func RequestLogger(log *slog.Logger) fiber.Handler {
return func(c *fiber.Ctx) error {
start := time.Now()
err := c.Next()
log.Info("http_request",
"method", c.Method(),
"path", c.Path(),
"status", c.Response().StatusCode(),
"duration_ms", time.Since(start).Milliseconds(),
"ip", c.IP(),
)
return err
}
}
func ErrorHandler(c *fiber.Ctx, err error) error {
code := fiber.StatusInternalServerError
msg := "internal error"
if fe, ok := err.(*fiber.Error); ok {
code = fe.Code
msg = fe.Message
}
return c.Status(code).JSON(fiber.Map{
"error": fiber.Map{
"code": code,
"message": msg,
},
})
}

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@@ -0,0 +1,39 @@
package restapi
import (
"log/slog"
"github.com/gofiber/fiber/v2"
"github.com/gofiber/fiber/v2/middleware/recover"
v1 "cryptoHermes/internal/controller/restapi/v1"
"cryptoHermes/internal/usecase"
)
type Deps struct {
Logger *slog.Logger
MarketContext *usecase.MarketContextUsecase
MarketData usecase.MarketDataProvider
Derivatives usecase.DerivativesProvider
KlineRepo usecase.KlineRepository
FundingRepo usecase.FundingRepository
OIRepo usecase.OpenInterestRepository
LSRepo usecase.LongShortRatioRepository
}
func Register(app *fiber.App, deps Deps) {
app.Use(recover.New())
app.Use(RequestLogger(deps.Logger))
api := app.Group("/v1")
v1.RegisterHealth(api)
v1.RegisterMarket(api, v1.MarketDeps{
MarketContext: deps.MarketContext,
MarketData: deps.MarketData,
Derivatives: deps.Derivatives,
KlineRepo: deps.KlineRepo,
FundingRepo: deps.FundingRepo,
OIRepo: deps.OIRepo,
LSRepo: deps.LSRepo,
})
}

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@@ -0,0 +1,16 @@
package v1
import (
"time"
"github.com/gofiber/fiber/v2"
)
func RegisterHealth(r fiber.Router) {
r.Get("/health", func(c *fiber.Ctx) error {
return c.JSON(fiber.Map{
"status": "ok",
"time": time.Now().UnixMilli(),
})
})
}

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@@ -0,0 +1,118 @@
package v1
import (
"strconv"
"strings"
"github.com/gofiber/fiber/v2"
"cryptoHermes/internal/entity"
"cryptoHermes/internal/usecase"
)
type MarketDeps struct {
MarketContext *usecase.MarketContextUsecase
MarketData usecase.MarketDataProvider
Derivatives usecase.DerivativesProvider
KlineRepo usecase.KlineRepository
FundingRepo usecase.FundingRepository
OIRepo usecase.OpenInterestRepository
LSRepo usecase.LongShortRatioRepository
}
var allowedIntervals = map[string]bool{
"15m": true, "1h": true, "4h": true, "1d": true, "1w": true,
}
func RegisterMarket(r fiber.Router, d MarketDeps) {
g := r.Group("/market")
g.Get("/context", func(c *fiber.Ctx) error {
symbol := strings.ToUpper(c.Query("symbol"))
if symbol == "" {
return fiber.NewError(fiber.StatusBadRequest, "symbol is required")
}
out, err := d.MarketContext.Build(c.UserContext(), symbol)
if err != nil && out == nil {
return fiber.NewError(fiber.StatusBadRequest, err.Error())
}
return c.JSON(out)
})
g.Get("/klines", func(c *fiber.Ctx) error {
symbol := strings.ToUpper(c.Query("symbol"))
interval := c.Query("interval")
if symbol == "" || interval == "" {
return fiber.NewError(fiber.StatusBadRequest, "symbol and interval are required")
}
if !allowedIntervals[interval] {
return fiber.NewError(fiber.StatusBadRequest, "interval must be one of 15m/1h/4h/1d/1w")
}
limit := 300
if l := c.Query("limit"); l != "" {
if v, err := strconv.Atoi(l); err == nil && v > 0 && v <= 1000 {
limit = v
}
}
rows, err := d.KlineRepo.FindRecent(c.UserContext(), symbol, interval, limit)
if err != nil {
return fiber.NewError(fiber.StatusInternalServerError, err.Error())
}
return c.JSON(rows)
})
g.Get("/snapshot", func(c *fiber.Ctx) error {
symbol := strings.ToUpper(c.Query("symbol"))
if symbol == "" {
return fiber.NewError(fiber.StatusBadRequest, "symbol is required")
}
t, err := d.MarketData.GetTicker24h(c.UserContext(), symbol)
if err != nil {
return fiber.NewError(fiber.StatusBadGateway, err.Error())
}
return c.JSON(t)
})
g.Get("/derivatives", func(c *fiber.Ctx) error {
symbol := strings.ToUpper(c.Query("symbol"))
period := c.Query("period", "1h")
if symbol == "" {
return fiber.NewError(fiber.StatusBadRequest, "symbol is required")
}
fundCur, ferr := d.Derivatives.GetCurrentFunding(c.UserContext(), symbol)
oiCur, oerr := d.Derivatives.GetCurrentOpenInterest(c.UserContext(), symbol)
fundHist, _ := d.FundingRepo.FindRecent(c.UserContext(), symbol, 100)
oiHist, _ := d.OIRepo.FindRecent(c.UserContext(), symbol, period, 200)
globalLS, _ := d.LSRepo.FindRecent(c.UserContext(), symbol, period, entity.RatioTypeGlobalAccount, 200)
topLS, _ := d.LSRepo.FindRecent(c.UserContext(), symbol, period, entity.RatioTypeTopTraderPosition, 200)
resp := fiber.Map{
"symbol": symbol,
"funding": fiber.Map{
"current": fundCur,
"history": fundHist,
"error": errString(ferr),
},
"openInterest": fiber.Map{
"current": oiCur,
"history": oiHist,
"error": errString(oerr),
},
"longShortRatio": fiber.Map{
"global": globalLS,
"topTraderPosition": topLS,
},
"takerBuySellVolume": []any{},
}
return c.JSON(resp)
})
}
func errString(e error) string {
if e == nil {
return ""
}
return e.Error()
}