fa769331c2
- collector.symbols 与 supportedSymbols 加 SOL/BNB/DOGE，env-default 与 README 同步 - entity 追加 TechnicalStructure.Intervals（每周期 Bollinger + Vegas，omitempty 不破坏既有字段）与 DerivativesBundle.Signal - 新增纯解析 usecase derivatives_signal.go：fundingBias 绝对阈值、oiSignal 用 P20 baseline + 价格方向（OI up + 价格 up/down → long/short_building，funding 不参与方向）、lsrRegime 绝对阈值；signal 数据不足走 warnings 进 DataQuality - indicator.go 加 sma/stddev/ema/bollinger/vegas + computeIntervalTechnicals；IndicatorComputer 签名收 klines map - harness 同步：G12 扩入 derivatives_signal.go（含 Makefile G12.5/6 + ADR-0002 适用范围 + project-map / harness-health 更新）
87 lines
3.1 KiB
Go
87 lines
3.1 KiB
Go
package entity
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type MarketContext struct {
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Symbol string `json:"symbol"`
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GeneratedAt int64 `json:"generatedAt"`
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Snapshot *Ticker24h `json:"snapshot"`
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Klines map[string][]Kline `json:"klines"`
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Derivatives DerivativesBundle `json:"derivatives"`
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Technical TechnicalStructure `json:"technical"`
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DataQuality DataQuality `json:"dataQuality"`
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}
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type DerivativesBundle struct {
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Funding FundingBundle `json:"funding"`
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OpenInterest OpenInterestBundle `json:"openInterest"`
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LongShortRatio LongShortBundle `json:"longShortRatio"`
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TakerBuySellVolume []TakerBuySellVolume `json:"takerBuySellVolume"`
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Signal *DerivativesSignal `json:"signal,omitempty"`
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}
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// DerivativesSignal 把 funding / OI / LSR 的原始数字翻译成可读语义，
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// 供上游策略引擎直接消费。任一子字段为空字符串表示数据不足以判定。
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type DerivativesSignal struct {
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FundingBias string `json:"fundingBias,omitempty"` // crowded_long / crowded_short / neutral
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OISignal string `json:"oiSignal,omitempty"` // long_building / short_building / deleveraging / stable
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LSRRegime string `json:"lsrRegime,omitempty"` // retail_long_heavy / retail_short_heavy / balanced
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}
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type FundingBundle struct {
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Current *FundingRate `json:"current"`
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History []FundingRate `json:"history"`
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}
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type OpenInterestBundle struct {
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Current *OpenInterest `json:"current"`
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History []OpenInterest `json:"history"`
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}
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type LongShortBundle struct {
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Global []LongShortRatio `json:"global"`
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TopTraderPosition []LongShortRatio `json:"topTraderPosition"`
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}
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type TechnicalStructure struct {
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Support []TechnicalLevel `json:"support"`
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Resistance []TechnicalLevel `json:"resistance"`
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RangeHigh *string `json:"rangeHigh"`
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RangeLow *string `json:"rangeLow"`
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LongShortLine *string `json:"longShortLine"`
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Intervals map[string]IntervalTechnicals `json:"intervals"`
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}
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type IntervalTechnicals struct {
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Bollinger *Bollinger `json:"bollinger,omitempty"`
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Vegas *Vegas `json:"vegas,omitempty"`
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}
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// Bollinger 是 20 周期、2 倍标准差的布林带。
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// BandwidthPct = (upper-lower)/mid * 100，Squeeze 取 tight/normal/expanded。
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type Bollinger struct {
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Mid string `json:"mid"`
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Upper string `json:"upper"`
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Lower string `json:"lower"`
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BandwidthPct string `json:"bandwidthPct"`
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Squeeze string `json:"squeeze"`
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}
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// Vegas 通道：EMA12/144/169 三条线 + 趋势判定。
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// Trend: bull / bear / range，按三条线的堆叠顺序判定。
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type Vegas struct {
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EMA12 string `json:"ema12"`
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EMA144 string `json:"ema144"`
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EMA169 string `json:"ema169"`
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Trend string `json:"trend"`
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}
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type TechnicalLevel struct {
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Price string `json:"price"`
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Strength string `json:"strength,omitempty"`
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Source string `json:"source,omitempty"`
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}
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type DataQuality struct {
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Source string `json:"source"`
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Warnings []string `json:"warnings"`
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}
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