Files
dela cc7f5a4f32 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。
2026-05-24 17:20:51 +08:00

171 lines
4.3 KiB
Go

package binance
import (
"fmt"
"time"
"cryptoHermes/internal/entity"
)
func parseKlineRow(symbol, interval string, row []any) (entity.Kline, error) {
if len(row) < 12 {
return entity.Kline{}, fmt.Errorf("binance kline row has %d fields, expected >=12", len(row))
}
openTime, err := toInt64(row[0])
if err != nil {
return entity.Kline{}, fmt.Errorf("openTime: %w", err)
}
closeTime, err := toInt64(row[6])
if err != nil {
return entity.Kline{}, fmt.Errorf("closeTime: %w", err)
}
tradeCount, err := toInt64(row[8])
if err != nil {
return entity.Kline{}, fmt.Errorf("tradeCount: %w", err)
}
open, _ := row[1].(string)
high, _ := row[2].(string)
low, _ := row[3].(string)
closeP, _ := row[4].(string)
volume, _ := row[5].(string)
quoteVol, _ := row[7].(string)
takerBase, _ := row[9].(string)
takerQuote, _ := row[10].(string)
nowMs := time.Now().UnixMilli()
return entity.Kline{
Source: sourceName,
Symbol: symbol,
Interval: interval,
OpenTime: openTime,
CloseTime: closeTime,
Open: open,
High: high,
Low: low,
Close: closeP,
Volume: volume,
QuoteVolume: quoteVol,
TradeCount: tradeCount,
TakerBuyBaseVolume: takerBase,
TakerBuyQuoteVolume: takerQuote,
IsClosed: closeTime < nowMs,
}, nil
}
func toInt64(v any) (int64, error) {
switch x := v.(type) {
case float64:
return int64(x), nil
case int64:
return x, nil
case int:
return int64(x), nil
default:
return 0, fmt.Errorf("unexpected type %T", v)
}
}
func mapTicker(d *tickerDTO) *entity.Ticker24h {
return &entity.Ticker24h{
Symbol: d.Symbol,
LastPrice: d.LastPrice,
PriceChange: d.PriceChange,
PriceChangePercent: d.PriceChangePercent,
HighPrice: d.HighPrice,
LowPrice: d.LowPrice,
Volume: d.Volume,
QuoteVolume: d.QuoteVolume,
OpenTime: d.OpenTime,
CloseTime: d.CloseTime,
}
}
func mapPremiumIndex(d *premiumIndexDTO) *entity.FundingRate {
return &entity.FundingRate{
Source: sourceName,
Symbol: d.Symbol,
FundingTime: d.NextFundingTime,
FundingRate: d.LastFundingRate,
MarkPrice: d.MarkPrice,
}
}
func mapFundingHistory(d []fundingRateDTO) []entity.FundingRate {
out := make([]entity.FundingRate, 0, len(d))
for _, x := range d {
out = append(out, entity.FundingRate{
Source: sourceName,
Symbol: x.Symbol,
FundingTime: x.FundingTime,
FundingRate: x.FundingRate,
MarkPrice: x.MarkPrice,
})
}
return out
}
func mapOpenInterest(d *openInterestDTO, period string) *entity.OpenInterest {
return &entity.OpenInterest{
Source: sourceName,
Symbol: d.Symbol,
Period: period,
Timestamp: d.Time,
OpenInterest: d.OpenInterest,
}
}
func mapOpenInterestHistory(d []openInterestHistDTO, period string) []entity.OpenInterest {
out := make([]entity.OpenInterest, 0, len(d))
for _, x := range d {
out = append(out, entity.OpenInterest{
Source: sourceName,
Symbol: x.Symbol,
Period: period,
Timestamp: x.Timestamp,
OpenInterest: x.SumOpenInterest,
OpenInterestValue: x.SumOpenInterestValue,
})
}
return out
}
func mapLongShort(d []longShortRatioDTO, period, ratioType string) []entity.LongShortRatio {
out := make([]entity.LongShortRatio, 0, len(d))
for _, x := range d {
longVal := x.LongAccount
shortVal := x.ShortAccount
if ratioType == entity.RatioTypeTopTraderPosition {
longVal = x.LongPosition
shortVal = x.ShortPosition
}
out = append(out, entity.LongShortRatio{
Source: sourceName,
Symbol: x.Symbol,
Period: period,
RatioType: ratioType,
Timestamp: x.Timestamp,
LongShortRatio: x.LongShortRatio,
LongValue: longVal,
ShortValue: shortVal,
})
}
return out
}
func mapTakerVolume(d []takerVolumeDTO, symbol, period string) []entity.TakerBuySellVolume {
out := make([]entity.TakerBuySellVolume, 0, len(d))
for _, x := range d {
out = append(out, entity.TakerBuySellVolume{
Source: sourceName,
Symbol: symbol,
Period: period,
Timestamp: x.Timestamp,
BuySellRatio: x.BuySellRatio,
BuyVolume: x.BuyVol,
SellVolume: x.SellVol,
})
}
return out
}