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