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。
73 lines
1.5 KiB
Go
73 lines
1.5 KiB
Go
package binance
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import (
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"context"
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"encoding/json"
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"fmt"
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"net/http"
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"net/url"
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"time"
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"cryptoHermes/pkg/httpclient"
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)
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const sourceName = "binance"
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type Client struct {
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http *httpclient.Client
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source string
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}
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type ClientOptions 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 NewClient(opts ClientOptions) *Client {
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return &Client{
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http: httpclient.New(httpclient.Options{
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BaseURL: opts.BaseURL,
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Timeout: opts.Timeout,
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RetryCount: opts.RetryCount,
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RPS: opts.RPS,
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Burst: opts.Burst,
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}),
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source: sourceName,
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}
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}
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type ExternalAPIError struct {
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Source string
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Path string
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StatusCode int
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Message string
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}
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func (e *ExternalAPIError) Error() string {
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return fmt.Sprintf("%s %s status=%d: %s", e.Source, e.Path, e.StatusCode, e.Message)
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}
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func (c *Client) get(ctx context.Context, path string, q url.Values, out any) error {
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status, body, _, err := c.http.Do(ctx, httpclient.Request{
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Method: http.MethodGet,
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Path: path,
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Query: q,
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})
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if err != nil {
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return &ExternalAPIError{Source: c.source, Path: path, StatusCode: 0, Message: err.Error()}
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}
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if status >= 400 {
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return &ExternalAPIError{Source: c.source, Path: path, StatusCode: status, Message: string(body)}
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}
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if out == nil {
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return nil
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}
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if err := json.Unmarshal(body, out); err != nil {
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return &ExternalAPIError{Source: c.source, Path: path, StatusCode: status, Message: "decode: " + err.Error()}
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}
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return nil
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}
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