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。
121 lines
2.3 KiB
Go
121 lines
2.3 KiB
Go
package httpclient
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import (
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"context"
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"errors"
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"fmt"
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"io"
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"net/http"
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"net/url"
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"time"
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"golang.org/x/time/rate"
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)
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type Client struct {
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httpClient *http.Client
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baseURL string
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limiter *rate.Limiter
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retryCount int
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}
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type Options struct {
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BaseURL string
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Timeout time.Duration
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RetryCount int
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RPS float64
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Burst int
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}
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func New(opts Options) *Client {
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if opts.Timeout == 0 {
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opts.Timeout = 10 * time.Second
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}
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if opts.RPS <= 0 {
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opts.RPS = 20
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}
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if opts.Burst <= 0 {
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opts.Burst = 40
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}
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return &Client{
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httpClient: &http.Client{Timeout: opts.Timeout},
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baseURL: opts.BaseURL,
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retryCount: opts.RetryCount,
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limiter: rate.NewLimiter(rate.Limit(opts.RPS), opts.Burst),
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}
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}
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type Request struct {
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Method string
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Path string
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Query url.Values
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Header http.Header
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}
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func (c *Client) Do(ctx context.Context, req Request) (int, []byte, http.Header, error) {
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if err := c.limiter.Wait(ctx); err != nil {
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return 0, nil, nil, err
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}
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fullURL := c.baseURL + req.Path
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if len(req.Query) > 0 {
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fullURL += "?" + req.Query.Encode()
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}
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var lastErr error
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for attempt := 0; attempt <= c.retryCount; attempt++ {
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if attempt > 0 {
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select {
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case <-ctx.Done():
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return 0, nil, nil, ctx.Err()
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case <-time.After(time.Duration(attempt) * 500 * time.Millisecond):
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}
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}
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httpReq, err := http.NewRequestWithContext(ctx, req.Method, fullURL, nil)
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if err != nil {
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return 0, nil, nil, err
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}
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for k, vs := range req.Header {
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for _, v := range vs {
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httpReq.Header.Add(k, v)
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}
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}
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resp, err := c.httpClient.Do(httpReq)
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if err != nil {
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lastErr = err
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continue
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}
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body, readErr := io.ReadAll(resp.Body)
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resp.Body.Close()
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if readErr != nil {
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lastErr = readErr
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continue
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}
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if shouldRetry(resp.StatusCode) && attempt < c.retryCount {
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lastErr = fmt.Errorf("retryable status %d", resp.StatusCode)
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continue
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}
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return resp.StatusCode, body, resp.Header, nil
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}
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if lastErr == nil {
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lastErr = errors.New("unknown http error")
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}
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return 0, nil, nil, lastErr
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}
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func shouldRetry(status int) bool {
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switch status {
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case http.StatusTooManyRequests,
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http.StatusInternalServerError,
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http.StatusBadGateway,
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http.StatusServiceUnavailable,
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http.StatusGatewayTimeout:
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return true
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}
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return false
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}
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