102 lines
4.3 KiB
Go
102 lines
4.3 KiB
Go
package usecase
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import (
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"context"
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"cryptoHermes/internal/entity"
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)
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type MarketDataProvider interface {
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GetKlines(ctx context.Context, symbol, interval string, limit int) ([]entity.Kline, error)
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GetKlinesRange(ctx context.Context, symbol, interval string, startMs, endMs int64, limit int) ([]entity.Kline, error)
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GetTicker24h(ctx context.Context, symbol string) (*entity.Ticker24h, error)
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}
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type DerivativesProvider interface {
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GetCurrentFunding(ctx context.Context, symbol string) (*entity.FundingRate, error)
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GetFundingHistory(ctx context.Context, symbol string, limit int) ([]entity.FundingRate, error)
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GetCurrentOpenInterest(ctx context.Context, symbol string) (*entity.OpenInterest, error)
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GetOpenInterestHistory(ctx context.Context, symbol, period string, limit int) ([]entity.OpenInterest, error)
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GetGlobalLongShortRatio(ctx context.Context, symbol, period string, limit int) ([]entity.LongShortRatio, error)
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GetTopTraderPositionRatio(ctx context.Context, symbol, period string, limit int) ([]entity.LongShortRatio, error)
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GetTakerBuySellVolume(ctx context.Context, symbol, period string, limit int) ([]entity.TakerBuySellVolume, error)
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}
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type CoinglassProvider interface {
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GetLiqHeatMap(ctx context.Context, symbol, interval string, limit int) (*entity.CGLiqHeatMap, error)
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}
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type KlineRepository interface {
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UpsertMany(ctx context.Context, items []entity.Kline) error
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FindRecent(ctx context.Context, symbol, interval string, limit int) ([]entity.Kline, error)
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}
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type FundingRepository interface {
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UpsertMany(ctx context.Context, items []entity.FundingRate) error
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FindRecent(ctx context.Context, symbol string, limit int) ([]entity.FundingRate, error)
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}
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type OpenInterestRepository interface {
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UpsertMany(ctx context.Context, items []entity.OpenInterest) error
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FindRecent(ctx context.Context, symbol, period string, limit int) ([]entity.OpenInterest, error)
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}
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type LongShortRatioRepository interface {
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UpsertMany(ctx context.Context, items []entity.LongShortRatio) error
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FindRecent(ctx context.Context, symbol, period, ratioType string, limit int) ([]entity.LongShortRatio, error)
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}
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type TakerVolumeRepository interface {
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UpsertMany(ctx context.Context, items []entity.TakerBuySellVolume) error
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FindRecent(ctx context.Context, symbol, period string, limit int) ([]entity.TakerBuySellVolume, error)
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}
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type CoinglassLiqHeatMapRepository interface {
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UpsertMany(ctx context.Context, items []entity.CGLiqHeatMap) error
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FindRecent(ctx context.Context, symbol, interval string, limit int) ([]entity.CGLiqHeatMap, error)
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}
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// IndicatorComputer 纯函数式接口：接收已经被上层 fetch 的 slice，
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// 返回填充好的 TechnicalStructure。
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//
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// 不持有任何 repo 引用——保住 G1（usecase 不依赖 repo 实现）和
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// G12（indicator 包零 repo 导入）。MarketContextUsecase 已经并发 fetch
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// 过 kline 与 long-short ratio，复用结果即可，二次注入仓库引用会
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// 重复 IO。
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//
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// klinesByInterval 是按周期分组的 K 线 map（每周期一份升序切片）；
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// primaryInterval 决定顶层 TechnicalStructure 镜像哪个周期；所有周期
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// 都会独立填充进 Intervals。longShortByInterval 按周期分组的 LSR map
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// （某周期缺失时，该周期 IntervalTechnicals.LongShortLine 为 nil）。
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// 实现可见 internal/usecase/indicator.go。
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type IndicatorComputer interface {
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Compute(
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klinesByInterval map[string][]entity.Kline,
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primaryInterval string,
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longShortByInterval map[string][]entity.LongShortRatio,
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) entity.TechnicalStructure
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}
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// DerivativesSignalComputer 把 funding/OI/LSR 的原始数据翻译成
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// 可读语义（crowded_long、long_building 之类）。
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//
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// 与 IndicatorComputer 一样是纯函数式接口、零 repo 依赖。
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//
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// primaryKlines 是用来给 OI 信号做"价格方向"判定的：OI 在涨时，配合
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// 价格涨 → long_building，价格跌 → short_building（funding 不参与 OI
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// 判定，避免价格下跌但 funding 仍为正时被误判）。
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//
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// 返回 warnings 用来告诉调用方"哪一项数据不够、对应字段为什么留空"，
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// 由调用方合并到 DataQuality.Warnings。signal 整体不可判时返回 nil。
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type DerivativesSignalComputer interface {
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Compute(
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currentFunding *entity.FundingRate,
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oiHistory []entity.OpenInterest,
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globalLSR []entity.LongShortRatio,
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primaryKlines []entity.Kline,
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) (*entity.DerivativesSignal, []string)
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}
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