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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dela
152
internal/worker/collector.go
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152
internal/worker/collector.go
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package worker
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import (
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"context"
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"log/slog"
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"cryptoHermes/internal/entity"
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"cryptoHermes/internal/usecase"
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)
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type Deps struct {
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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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TakerRepo usecase.TakerVolumeRepository
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Symbols []string
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Intervals []string
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Limit int
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Logger *slog.Logger
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}
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type Collector struct {
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d Deps
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}
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func NewCollector(d Deps) *Collector {
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if d.Limit <= 0 {
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d.Limit = 500
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}
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return &Collector{d: d}
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}
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func (c *Collector) Symbols() []string { return c.d.Symbols }
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func (c *Collector) Intervals() []string { return c.d.Intervals }
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func (c *Collector) CollectKlines(ctx context.Context, interval string) error {
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for _, sym := range c.d.Symbols {
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ks, err := c.d.MarketData.GetKlines(ctx, sym, interval, c.d.Limit)
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if err != nil {
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c.d.Logger.Error("collect_klines_failed", "symbol", sym, "interval", interval, "err", err)
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continue
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}
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closed := make([]entity.Kline, 0, len(ks))
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for _, k := range ks {
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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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if err := c.d.KlineRepo.UpsertMany(ctx, closed); err != nil {
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c.d.Logger.Error("upsert_klines_failed", "symbol", sym, "interval", interval, "err", err)
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continue
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}
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c.d.Logger.Info("collect_klines_ok", "symbol", sym, "interval", interval, "rows", len(closed))
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}
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return nil
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}
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func (c *Collector) CollectAllKlines(ctx context.Context) error {
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for _, iv := range c.d.Intervals {
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_ = c.CollectKlines(ctx, iv)
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}
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return nil
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}
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func (c *Collector) CollectFunding(ctx context.Context) error {
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for _, sym := range c.d.Symbols {
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hist, err := c.d.Derivatives.GetFundingHistory(ctx, sym, 100)
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if err != nil {
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c.d.Logger.Error("collect_funding_failed", "symbol", sym, "err", err)
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continue
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}
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if err := c.d.FundingRepo.UpsertMany(ctx, hist); err != nil {
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c.d.Logger.Error("upsert_funding_failed", "symbol", sym, "err", err)
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continue
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}
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c.d.Logger.Info("collect_funding_ok", "symbol", sym, "rows", len(hist))
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}
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return nil
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}
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func (c *Collector) CollectOpenInterest(ctx context.Context) error {
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periods := []string{"5m", "15m", "1h", "4h", "1d"}
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for _, sym := range c.d.Symbols {
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for _, p := range periods {
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hist, err := c.d.Derivatives.GetOpenInterestHistory(ctx, sym, p, 500)
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if err != nil {
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c.d.Logger.Error("collect_oi_failed", "symbol", sym, "period", p, "err", err)
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continue
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}
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if err := c.d.OIRepo.UpsertMany(ctx, hist); err != nil {
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c.d.Logger.Error("upsert_oi_failed", "symbol", sym, "period", p, "err", err)
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continue
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}
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c.d.Logger.Info("collect_oi_ok", "symbol", sym, "period", p, "rows", len(hist))
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}
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}
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return nil
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}
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func (c *Collector) CollectLongShortRatio(ctx context.Context) error {
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periods := []string{"5m", "15m", "1h", "4h", "1d"}
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for _, sym := range c.d.Symbols {
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for _, p := range periods {
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g, err := c.d.Derivatives.GetGlobalLongShortRatio(ctx, sym, p, 500)
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if err == nil {
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if err := c.d.LSRepo.UpsertMany(ctx, g); err != nil {
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c.d.Logger.Error("upsert_global_ls_failed", "symbol", sym, "period", p, "err", err)
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} else {
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c.d.Logger.Info("collect_global_ls_ok", "symbol", sym, "period", p, "rows", len(g))
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}
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} else {
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c.d.Logger.Error("collect_global_ls_failed", "symbol", sym, "period", p, "err", err)
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}
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t, err := c.d.Derivatives.GetTopTraderPositionRatio(ctx, sym, p, 500)
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if err == nil {
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if err := c.d.LSRepo.UpsertMany(ctx, t); err != nil {
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c.d.Logger.Error("upsert_top_ls_failed", "symbol", sym, "period", p, "err", err)
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} else {
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c.d.Logger.Info("collect_top_ls_ok", "symbol", sym, "period", p, "rows", len(t))
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}
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} else {
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c.d.Logger.Error("collect_top_ls_failed", "symbol", sym, "period", p, "err", err)
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}
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}
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}
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return nil
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}
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func (c *Collector) CollectTakerVolume(ctx context.Context) error {
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periods := []string{"5m", "15m", "1h", "4h", "1d"}
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for _, sym := range c.d.Symbols {
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for _, p := range periods {
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items, err := c.d.Derivatives.GetTakerBuySellVolume(ctx, sym, p, 500)
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if err != nil {
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c.d.Logger.Error("collect_taker_failed", "symbol", sym, "period", p, "err", err)
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continue
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}
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if err := c.d.TakerRepo.UpsertMany(ctx, items); err != nil {
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c.d.Logger.Error("upsert_taker_failed", "symbol", sym, "period", p, "err", err)
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continue
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}
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c.d.Logger.Info("collect_taker_ok", "symbol", sym, "period", p, "rows", len(items))
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}
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}
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return nil
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}
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