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
204
internal/usecase/market_context.go
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204
internal/usecase/market_context.go
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package usecase
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import (
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"context"
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"errors"
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"fmt"
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"log/slog"
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"sync"
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"time"
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"golang.org/x/sync/errgroup"
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"cryptoHermes/internal/entity"
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)
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var supportedSymbols = map[string]bool{
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"BTCUSDT": true,
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"ETHUSDT": true,
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}
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var supportedIntervals = []string{"15m", "1h", "4h", "1d", "1w"}
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const (
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klineWindowSize = 300
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klineMinForOK = 200
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derivativePeriod = "1h"
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fundingHistoryLen = 100
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oiHistoryLen = 200
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longShortLen = 200
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takerHistoryLen = 200
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)
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type MarketContextUsecase struct {
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marketData MarketDataProvider
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derivatives DerivativesProvider
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klineRepo KlineRepository
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fundingRepo FundingRepository
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oiRepo OpenInterestRepository
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lsRepo LongShortRatioRepository
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log *slog.Logger
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}
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func NewMarketContextUsecase(
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marketData MarketDataProvider,
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derivatives DerivativesProvider,
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klineRepo KlineRepository,
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fundingRepo FundingRepository,
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oiRepo OpenInterestRepository,
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lsRepo LongShortRatioRepository,
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log *slog.Logger,
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) *MarketContextUsecase {
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return &MarketContextUsecase{
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marketData: marketData,
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derivatives: derivatives,
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klineRepo: klineRepo,
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fundingRepo: fundingRepo,
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oiRepo: oiRepo,
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lsRepo: lsRepo,
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log: log,
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}
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}
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func (u *MarketContextUsecase) Build(ctx context.Context, symbol string) (*entity.MarketContext, error) {
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if !supportedSymbols[symbol] {
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return nil, fmt.Errorf("unsupported symbol: %s", symbol)
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}
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var (
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snapshot *entity.Ticker24h
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currentFund *entity.FundingRate
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currentOI *entity.OpenInterest
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warnMu sync.Mutex
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warnings []string
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)
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addWarn := func(w string) {
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warnMu.Lock()
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warnings = append(warnings, w)
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warnMu.Unlock()
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}
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g, gctx := errgroup.WithContext(ctx)
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g.Go(func() error {
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s, err := u.marketData.GetTicker24h(gctx, symbol)
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if err != nil {
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addWarn("snapshot fetch failed: " + err.Error())
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return nil
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}
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snapshot = s
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return nil
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})
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g.Go(func() error {
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f, err := u.derivatives.GetCurrentFunding(gctx, symbol)
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if err != nil {
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addWarn("current funding fetch failed: " + err.Error())
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return nil
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}
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currentFund = f
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return nil
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})
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g.Go(func() error {
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oi, err := u.derivatives.GetCurrentOpenInterest(gctx, symbol)
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if err != nil {
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addWarn("current OI fetch failed: " + err.Error())
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return nil
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}
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currentOI = oi
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return nil
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})
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_ = g.Wait()
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klines := make(map[string][]entity.Kline, len(supportedIntervals))
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for _, iv := range supportedIntervals {
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rows, err := u.klineRepo.FindRecent(ctx, symbol, iv, klineWindowSize)
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if err != nil {
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addWarn(fmt.Sprintf("klines DB query failed for %s: %v", iv, err))
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rows = nil
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}
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if len(rows) < klineMinForOK {
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addWarn(fmt.Sprintf("klines %s only %d in DB, falling back to Binance", iv, len(rows)))
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fresh, ferr := u.marketData.GetKlines(ctx, symbol, iv, klineWindowSize)
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if ferr != nil {
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addWarn(fmt.Sprintf("klines fallback %s failed: %v", iv, ferr))
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} else {
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closed := make([]entity.Kline, 0, len(fresh))
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for _, k := range fresh {
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if k.IsClosed {
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closed = append(closed, k)
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}
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}
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go func(items []entity.Kline) {
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bgCtx, cancel := context.WithTimeout(context.Background(), 10*time.Second)
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defer cancel()
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if err := u.klineRepo.UpsertMany(bgCtx, items); err != nil {
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u.log.Error("background_kline_upsert_failed", "err", err)
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}
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}(closed)
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rows = closed
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}
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}
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klines[iv] = rows
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}
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fundingHist, err := u.fundingRepo.FindRecent(ctx, symbol, fundingHistoryLen)
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if err != nil {
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addWarn("funding history query failed: " + err.Error())
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}
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oiHist, err := u.oiRepo.FindRecent(ctx, symbol, derivativePeriod, oiHistoryLen)
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if err != nil {
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addWarn("OI history query failed: " + err.Error())
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}
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globalLS, err := u.lsRepo.FindRecent(ctx, symbol, derivativePeriod, entity.RatioTypeGlobalAccount, longShortLen)
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if err != nil {
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addWarn("global long/short query failed: " + err.Error())
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}
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topLS, err := u.lsRepo.FindRecent(ctx, symbol, derivativePeriod, entity.RatioTypeTopTraderPosition, longShortLen)
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if err != nil {
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addWarn("top trader position long/short query failed: " + err.Error())
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}
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out := &entity.MarketContext{
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Symbol: symbol,
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GeneratedAt: time.Now().UnixMilli(),
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Snapshot: snapshot,
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Klines: klines,
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Derivatives: entity.DerivativesBundle{
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Funding: entity.FundingBundle{
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Current: currentFund,
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History: fundingHist,
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},
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OpenInterest: entity.OpenInterestBundle{
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Current: currentOI,
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History: oiHist,
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},
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LongShortRatio: entity.LongShortBundle{
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Global: globalLS,
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TopTraderPosition: topLS,
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},
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TakerBuySellVolume: nil,
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},
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Technical: entity.TechnicalStructure{
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Support: []entity.TechnicalLevel{},
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Resistance: []entity.TechnicalLevel{},
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},
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DataQuality: entity.DataQuality{
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Source: "binance",
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Warnings: warnings,
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},
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}
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if out.DataQuality.Warnings == nil {
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out.DataQuality.Warnings = []string{}
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}
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if snapshot == nil {
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return out, errors.New("market snapshot unavailable")
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}
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return out, nil
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}
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