cc7f5a4f32
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。
95 lines
2.3 KiB
Go
95 lines
2.3 KiB
Go
package postgres
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import (
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"context"
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"fmt"
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"github.com/jackc/pgx/v5/pgxpool"
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"cryptoHermes/internal/entity"
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)
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type LongShortRatioRepo struct {
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pool *pgxpool.Pool
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}
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func NewLongShortRatioRepo(pool *pgxpool.Pool) *LongShortRatioRepo {
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return &LongShortRatioRepo{pool: pool}
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}
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const lsUpsertSQL = `
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INSERT INTO long_short_ratio (
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source, symbol, period, ratio_type, timestamp,
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long_short_ratio, long_value, short_value
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) VALUES (
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$1, $2, $3, $4, $5,
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$6,
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NULLIF($7, '')::NUMERIC,
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NULLIF($8, '')::NUMERIC
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)
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ON CONFLICT (source, symbol, period, ratio_type, timestamp) DO UPDATE SET
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long_short_ratio = EXCLUDED.long_short_ratio,
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long_value = EXCLUDED.long_value,
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short_value = EXCLUDED.short_value
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`
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func (r *LongShortRatioRepo) UpsertMany(ctx context.Context, items []entity.LongShortRatio) error {
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if len(items) == 0 {
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return nil
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}
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tx, err := r.pool.Begin(ctx)
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if err != nil {
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return err
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}
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defer tx.Rollback(ctx)
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for _, ls := range items {
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if ls.LongShortRatio == "" || ls.Timestamp == 0 {
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continue
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}
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if _, err := tx.Exec(ctx, lsUpsertSQL,
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ls.Source, ls.Symbol, ls.Period, ls.RatioType, ls.Timestamp,
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ls.LongShortRatio, ls.LongValue, ls.ShortValue,
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); err != nil {
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return fmt.Errorf("upsert ls %s/%s/%s@%d: %w", ls.Symbol, ls.Period, ls.RatioType, ls.Timestamp, err)
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}
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}
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return tx.Commit(ctx)
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}
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const lsFindSQL = `
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SELECT source, symbol, period, ratio_type, timestamp,
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long_short_ratio::text,
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COALESCE(long_value::text, ''),
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COALESCE(short_value::text, '')
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FROM long_short_ratio
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WHERE symbol = $1 AND period = $2 AND ratio_type = $3
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ORDER BY timestamp DESC
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LIMIT $4
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`
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func (r *LongShortRatioRepo) FindRecent(ctx context.Context, symbol, period, ratioType string, limit int) ([]entity.LongShortRatio, error) {
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if limit <= 0 {
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limit = 100
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}
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rows, err := r.pool.Query(ctx, lsFindSQL, symbol, period, ratioType, limit)
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if err != nil {
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return nil, err
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}
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defer rows.Close()
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out := make([]entity.LongShortRatio, 0, limit)
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for rows.Next() {
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var ls entity.LongShortRatio
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if err := rows.Scan(&ls.Source, &ls.Symbol, &ls.Period, &ls.RatioType, &ls.Timestamp,
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&ls.LongShortRatio, &ls.LongValue, &ls.ShortValue); err != nil {
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return nil, err
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}
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out = append(out, ls)
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}
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for i, j := 0, len(out)-1; i < j; i, j = i+1, j-1 {
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out[i], out[j] = out[j], out[i]
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}
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return out, rows.Err()
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}
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