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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16
internal/controller/restapi/v1/health_routes.go
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16
internal/controller/restapi/v1/health_routes.go
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package v1
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import (
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"time"
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"github.com/gofiber/fiber/v2"
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)
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func RegisterHealth(r fiber.Router) {
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r.Get("/health", func(c *fiber.Ctx) error {
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return c.JSON(fiber.Map{
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"status": "ok",
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"time": time.Now().UnixMilli(),
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})
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})
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}
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118
internal/controller/restapi/v1/market_routes.go
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internal/controller/restapi/v1/market_routes.go
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package v1
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import (
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"strconv"
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"strings"
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"github.com/gofiber/fiber/v2"
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"cryptoHermes/internal/entity"
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"cryptoHermes/internal/usecase"
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)
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type MarketDeps struct {
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MarketContext *usecase.MarketContextUsecase
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MarketData usecase.MarketDataProvider
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Derivatives usecase.DerivativesProvider
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KlineRepo usecase.KlineRepository
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FundingRepo usecase.FundingRepository
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OIRepo usecase.OpenInterestRepository
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LSRepo usecase.LongShortRatioRepository
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}
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var allowedIntervals = map[string]bool{
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"15m": true, "1h": true, "4h": true, "1d": true, "1w": true,
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}
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func RegisterMarket(r fiber.Router, d MarketDeps) {
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g := r.Group("/market")
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g.Get("/context", func(c *fiber.Ctx) error {
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symbol := strings.ToUpper(c.Query("symbol"))
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if symbol == "" {
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return fiber.NewError(fiber.StatusBadRequest, "symbol is required")
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}
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out, err := d.MarketContext.Build(c.UserContext(), symbol)
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if err != nil && out == nil {
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return fiber.NewError(fiber.StatusBadRequest, err.Error())
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}
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return c.JSON(out)
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})
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g.Get("/klines", func(c *fiber.Ctx) error {
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symbol := strings.ToUpper(c.Query("symbol"))
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interval := c.Query("interval")
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if symbol == "" || interval == "" {
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return fiber.NewError(fiber.StatusBadRequest, "symbol and interval are required")
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}
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if !allowedIntervals[interval] {
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return fiber.NewError(fiber.StatusBadRequest, "interval must be one of 15m/1h/4h/1d/1w")
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}
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limit := 300
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if l := c.Query("limit"); l != "" {
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if v, err := strconv.Atoi(l); err == nil && v > 0 && v <= 1000 {
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limit = v
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}
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}
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rows, err := d.KlineRepo.FindRecent(c.UserContext(), symbol, interval, limit)
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if err != nil {
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return fiber.NewError(fiber.StatusInternalServerError, err.Error())
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}
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return c.JSON(rows)
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})
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g.Get("/snapshot", func(c *fiber.Ctx) error {
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symbol := strings.ToUpper(c.Query("symbol"))
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if symbol == "" {
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return fiber.NewError(fiber.StatusBadRequest, "symbol is required")
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}
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t, err := d.MarketData.GetTicker24h(c.UserContext(), symbol)
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if err != nil {
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return fiber.NewError(fiber.StatusBadGateway, err.Error())
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}
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return c.JSON(t)
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})
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g.Get("/derivatives", func(c *fiber.Ctx) error {
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symbol := strings.ToUpper(c.Query("symbol"))
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period := c.Query("period", "1h")
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if symbol == "" {
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return fiber.NewError(fiber.StatusBadRequest, "symbol is required")
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}
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fundCur, ferr := d.Derivatives.GetCurrentFunding(c.UserContext(), symbol)
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oiCur, oerr := d.Derivatives.GetCurrentOpenInterest(c.UserContext(), symbol)
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fundHist, _ := d.FundingRepo.FindRecent(c.UserContext(), symbol, 100)
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oiHist, _ := d.OIRepo.FindRecent(c.UserContext(), symbol, period, 200)
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globalLS, _ := d.LSRepo.FindRecent(c.UserContext(), symbol, period, entity.RatioTypeGlobalAccount, 200)
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topLS, _ := d.LSRepo.FindRecent(c.UserContext(), symbol, period, entity.RatioTypeTopTraderPosition, 200)
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resp := fiber.Map{
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"symbol": symbol,
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"funding": fiber.Map{
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"current": fundCur,
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"history": fundHist,
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"error": errString(ferr),
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},
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"openInterest": fiber.Map{
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"current": oiCur,
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"history": oiHist,
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"error": errString(oerr),
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},
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"longShortRatio": fiber.Map{
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"global": globalLS,
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"topTraderPosition": topLS,
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},
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"takerBuySellVolume": []any{},
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}
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return c.JSON(resp)
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})
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}
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func errString(e error) string {
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if e == nil {
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return ""
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}
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return e.Error()
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}
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