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。
122 lines
2.9 KiB
Go
122 lines
2.9 KiB
Go
package app
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import (
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"context"
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"fmt"
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"log/slog"
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"os"
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"os/signal"
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"syscall"
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"time"
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"github.com/gofiber/fiber/v2"
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"cryptoHermes/config"
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"cryptoHermes/internal/controller/restapi"
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"cryptoHermes/internal/repo/persistent/postgres"
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"cryptoHermes/internal/repo/webapi/binance"
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"cryptoHermes/internal/usecase"
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"cryptoHermes/internal/worker"
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pgpkg "cryptoHermes/pkg/postgres"
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)
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func Run(cfg *config.Config, log *slog.Logger) error {
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rootCtx, cancel := context.WithCancel(context.Background())
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defer cancel()
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pool, err := pgpkg.NewPool(rootCtx, pgpkg.Options{
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DSN: cfg.Postgres.DSN,
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MaxConns: cfg.Postgres.MaxConns,
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MinConns: cfg.Postgres.MinConns,
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})
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if err != nil {
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return fmt.Errorf("postgres: %w", err)
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}
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defer pool.Close()
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binanceClient := binance.NewClient(binance.ClientOptions{
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BaseURL: cfg.Binance.BaseURL,
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Timeout: cfg.Binance.Timeout,
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RetryCount: cfg.Binance.RetryCount,
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RPS: cfg.Binance.RPS,
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Burst: cfg.Binance.Burst,
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})
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klineRepo := postgres.NewKlineRepo(pool)
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fundingRepo := postgres.NewFundingRepo(pool)
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oiRepo := postgres.NewOpenInterestRepo(pool)
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lsRepo := postgres.NewLongShortRatioRepo(pool)
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takerRepo := postgres.NewTakerVolumeRepo(pool)
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contextUC := usecase.NewMarketContextUsecase(
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binanceClient,
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binanceClient,
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klineRepo,
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fundingRepo,
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oiRepo,
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lsRepo,
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log,
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)
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collector := worker.NewCollector(worker.Deps{
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MarketData: binanceClient,
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Derivatives: binanceClient,
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KlineRepo: klineRepo,
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FundingRepo: fundingRepo,
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OIRepo: oiRepo,
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LSRepo: lsRepo,
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TakerRepo: takerRepo,
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Symbols: cfg.Collector.Symbols,
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Intervals: cfg.Collector.Intervals,
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Limit: cfg.Collector.DefaultLimit,
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Logger: log,
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})
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var sched *Scheduler
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if cfg.Collector.Enabled {
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sched = NewScheduler(collector, log)
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sched.Start(rootCtx)
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defer sched.Stop()
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}
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fiberApp := fiber.New(fiber.Config{
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AppName: cfg.App.Name,
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ReadTimeout: cfg.HTTP.ReadTimeout,
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WriteTimeout: cfg.HTTP.WriteTimeout,
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IdleTimeout: cfg.HTTP.IdleTimeout,
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ErrorHandler: restapi.ErrorHandler,
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})
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restapi.Register(fiberApp, restapi.Deps{
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Logger: log,
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MarketContext: contextUC,
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MarketData: binanceClient,
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Derivatives: binanceClient,
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KlineRepo: klineRepo,
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FundingRepo: fundingRepo,
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OIRepo: oiRepo,
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LSRepo: lsRepo,
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})
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listenErr := make(chan error, 1)
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go func() {
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addr := fmt.Sprintf(":%d", cfg.App.Port)
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log.Info("http_listening", "addr", addr)
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listenErr <- fiberApp.Listen(addr)
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}()
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stop := make(chan os.Signal, 1)
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signal.Notify(stop, syscall.SIGINT, syscall.SIGTERM)
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select {
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case err := <-listenErr:
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return err
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case sig := <-stop:
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log.Info("shutdown_signal", "signal", sig.String())
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}
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shutdownCtx, shutdownCancel := context.WithTimeout(context.Background(), 10*time.Second)
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defer shutdownCancel()
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return fiberApp.ShutdownWithContext(shutdownCtx)
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}
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