refactor(data): 重构交易所适配器，修复 Kline 实体复合主键
- 废弃旧 adapter 体系 (base/binance/types.ts)，新增 base_rest/rest.ts 基于 Binance 官方 SDK 实现 REST K 线拉取 - Kline 实体改为四列复合主键 (exchange/symbol/interval/time)， 修复单列 time PK 导致的跨 symbol 写入冲突 - 新增 filterConsecutive()：K 线连续性过滤，首缺口截断策略 - 新增 service/kline.ts：批量 UPSERT K 线入库 - 新增 types/ 共享类型定义、example/ 示例、run/ 运行脚本
This commit is contained in:
Rekey
@@ -10,6 +10,7 @@
|
||||
"ioredis": "^5.11.1",
|
||||
"pg": "^8.21.0",
|
||||
"pino": "^10.3.1",
|
||||
"pino-pretty": "^13.1.3",
|
||||
"rxjs": "^7.8.2",
|
||||
"typeorm": "^1.0.0",
|
||||
"yaml": "^2.9.0",
|
||||
@@ -350,6 +351,8 @@
|
||||
|
||||
"cross-spawn": ["cross-spawn@7.0.6", "", { "dependencies": { "path-key": "^3.1.0", "shebang-command": "^2.0.0", "which": "^2.0.1" } }, "sha512-uV2QOWP2nWzsy2aMp8aRibhi9dlzF5Hgh5SHaB9OiTGEyDTiJJyx0uy51QXdyWbtAHNua4XJzUKca3OzKUd3vA=="],
|
||||
|
||||
"dateformat": ["dateformat@4.6.3", "", {}, "sha512-2P0p0pFGzHS5EMnhdxQi7aJN+iMheud0UhG4dlE1DLAlvL8JHjJJTX/CSm4JXwV0Ka5nGk3zC5mcb5bUQUxxMA=="],
|
||||
|
||||
"dayjs": ["dayjs@1.11.21", "", {}, "sha512-98IT+HOahAisibz/yjKbzuOBwYcjJ7BCLPzARyHiyEBmRz4fatF+KPJszEHXsGYjUG234aH/cOjW1wwTbKUZlA=="],
|
||||
|
||||
"debug": ["debug@4.4.3", "", { "dependencies": { "ms": "^2.1.3" } }, "sha512-RGwwWnwQvkVfavKVt22FGLw+xYSdzARwm0ru6DhTVA3umU5hZc28V3kO4stgYryrTlLpuvgI9GiijltAjNbcqA=="],
|
||||
@@ -378,6 +381,8 @@
|
||||
|
||||
"emojis-list": ["emojis-list@3.0.0", "", {}, "sha512-/kyM18EfinwXZbno9FyUGeFh87KC8HRQBQGildHZbEuRyWFOmv1U10o9BBp8XVZDVNNuQKyIGIu5ZYAAXJ0V2Q=="],
|
||||
|
||||
"end-of-stream": ["end-of-stream@1.4.5", "", { "dependencies": { "once": "^1.4.0" } }, "sha512-ooEGc6HP26xXq/N+GCGOT0JKCLDGrq2bQUZrQ7gyrJiZANJ/8YDTxTpQBXGMn+WbIQXNVpyWymm7KYVICQnyOg=="],
|
||||
|
||||
"enhanced-resolve": ["enhanced-resolve@4.5.0", "", { "dependencies": { "graceful-fs": "^4.1.2", "memory-fs": "^0.5.0", "tapable": "^1.0.0" } }, "sha512-Nv9m36S/vxpsI+Hc4/ZGRs0n9mXqSWGGq49zxb/cJfPAQMbUtttJAlNPS4AQzaBdw/pKskw5bMbekT/Y7W/Wlg=="],
|
||||
|
||||
"envinfo": ["envinfo@7.21.0", "", { "bin": { "envinfo": "dist/cli.js" } }, "sha512-Lw7I8Zp5YKHFCXL7+Dz95g4CcbMEpgvqZNNq3AmlT5XAV6CgAAk6gyAMqn2zjw08K9BHfcNuKrMiCPLByGafow=="],
|
||||
@@ -422,12 +427,16 @@
|
||||
|
||||
"expect-type": ["expect-type@1.3.0", "", {}, "sha512-knvyeauYhqjOYvQ66MznSMs83wmHrCycNEN6Ao+2AeYEfxUIkuiVxdEa1qlGEPK+We3n0THiDciYSsCcgW/DoA=="],
|
||||
|
||||
"fast-copy": ["fast-copy@4.0.3", "", {}, "sha512-58apWr0GUiDFM8+3afrO6eYwJBn9ZAhDOzG3L+/9llab/haCARS2UIfffmOurYLwbgDRs8n0rfr6qAAPEAuAQw=="],
|
||||
|
||||
"fast-deep-equal": ["fast-deep-equal@3.1.3", "", {}, "sha512-f3qQ9oQy9j2AhBe/H9VC91wLmKBCCU/gDOnKNAYG5hswO7BLKj09Hc5HYNz9cGI++xlpDCIgDaitVs03ATR84Q=="],
|
||||
|
||||
"fast-json-stable-stringify": ["fast-json-stable-stringify@2.1.0", "", {}, "sha512-lhd/wF+Lk98HZoTCtlVraHtfh5XYijIjalXck7saUtuanSDyLMxnHhSXEDJqHxD7msR8D0uCmqlkwjCV8xvwHw=="],
|
||||
|
||||
"fast-levenshtein": ["fast-levenshtein@2.0.6", "", {}, "sha512-DCXu6Ifhqcks7TZKY3Hxp3y6qphY5SJZmrWMDrKcERSOXWQdMhU9Ig/PYrzyw/ul9jOIyh0N4M0tbC5hodg8dw=="],
|
||||
|
||||
"fast-safe-stringify": ["fast-safe-stringify@2.1.1", "", {}, "sha512-W+KJc2dmILlPplD/H4K9l9LcAHAfPtP6BY84uVLXQ6Evcz9Lcg33Y2z1IVblT6xdY54PXYVHEv+0Wpq8Io6zkA=="],
|
||||
|
||||
"fast-uri": ["fast-uri@3.1.2", "", {}, "sha512-rVjf7ArG3LTk+FS6Yw81V1DLuZl1bRbNrev6Tmd/9RaroeeRRJhAt7jg/6YFxbvAQXUCavSoZhPPj6oOx+5KjQ=="],
|
||||
|
||||
"fastest-levenshtein": ["fastest-levenshtein@1.0.16", "", {}, "sha512-eRnCtTTtGZFpQCwhJiUOuxPQWRXVKYDn0b2PeHfXL6/Zi53SLAzAHfVhVWK2AryC/WH05kGfxhFIPvTF0SXQzg=="],
|
||||
@@ -486,6 +495,8 @@
|
||||
|
||||
"hasown": ["hasown@2.0.4", "", { "dependencies": { "function-bind": "^1.1.2" } }, "sha512-T2UbfbBEF32wiepXIsMlTW9+dDYC6wMh/t/vYA4tuOMKqWz/n3vr1NFSxQiyP+zk2mXsoMA/i/7qV6LKut1t1A=="],
|
||||
|
||||
"help-me": ["help-me@5.0.0", "", {}, "sha512-7xgomUX6ADmcYzFik0HzAxh/73YlKR9bmFzf51CZwR+b6YtzU2m0u49hQCqV6SvlqIqsaxovfwdvbnsw3b/zpg=="],
|
||||
|
||||
"html-escaper": ["html-escaper@3.0.3", "", {}, "sha512-RuMffC89BOWQoY0WKGpIhn5gX3iI54O6nRA0yC124NYVtzjmFWBIiFd8M0x+ZdX0P9R4lADg1mgP8C7PxGOWuQ=="],
|
||||
|
||||
"https-proxy-agent": ["https-proxy-agent@5.0.1", "", { "dependencies": { "agent-base": "6", "debug": "4" } }, "sha512-dFcAjpTQFgoLMzC2VwU+C/CbS7uRL0lWmxDITmqm7C+7F0Odmj6s9l6alZc6AELXhrnggM2CeWSXHGOdX2YtwA=="],
|
||||
@@ -534,6 +545,8 @@
|
||||
|
||||
"jest-worker": ["jest-worker@27.5.1", "", { "dependencies": { "@types/node": "*", "merge-stream": "^2.0.0", "supports-color": "^8.0.0" } }, "sha512-7vuh85V5cdDofPyxn58nrPjBktZo0u9x1g8WtjQol+jZDaE+fhN+cIvTj11GndBnMnyfrUOG1sZQxCdjKh+DKg=="],
|
||||
|
||||
"joycon": ["joycon@3.1.1", "", {}, "sha512-34wB/Y7MW7bzjKRjUKTa46I2Z7eV62Rkhva+KkopW7Qvv/OSWBqvkSY7vusOPrNuZcUG3tApvdVgNB8POj3SPw=="],
|
||||
|
||||
"json-buffer": ["json-buffer@3.0.1", "", {}, "sha512-4bV5BfR2mqfQTJm+V5tPPdf+ZpuhiIvTuAB5g8kcrXOZpTT/QwwVRWBywX1ozr6lEuPdbHxwaJlm9G6mI2sfSQ=="],
|
||||
|
||||
"json-schema-traverse": ["json-schema-traverse@0.4.1", "", {}, "sha512-xbbCH5dCYU5T8LcEhhuh7HJ88HXuW3qsI3Y0zOZFKfZEHcpWiHU/Jxzk629Brsab/mMiHQti9wMP+845RPe3Vg=="],
|
||||
@@ -596,6 +609,8 @@
|
||||
|
||||
"minimatch": ["minimatch@10.2.5", "", { "dependencies": { "brace-expansion": "^5.0.5" } }, "sha512-MULkVLfKGYDFYejP07QOurDLLQpcjk7Fw+7jXS2R2czRQzR56yHRveU5NDJEOviH+hETZKSkIk5c+T23GjFUMg=="],
|
||||
|
||||
"minimist": ["minimist@1.2.8", "", {}, "sha512-2yyAR8qBkN3YuheJanUpWC5U3bb5osDywNB8RzDVlDwDHbocAJveqqj1u8+SVD7jkWT4yvsHCpWqqWqAxb0zCA=="],
|
||||
|
||||
"minipass": ["minipass@7.1.3", "", {}, "sha512-tEBHqDnIoM/1rXME1zgka9g6Q2lcoCkxHLuc7ODJ5BxbP5d4c2Z5cGgtXAku59200Cx7diuHTOYfSBD8n6mm8A=="],
|
||||
|
||||
"mrmime": ["mrmime@2.0.1", "", {}, "sha512-Y3wQdFg2Va6etvQ5I82yUhGdsKrcYox6p7FfL1LbK2J4V01F9TGlepTIhnK24t7koZibmg82KGglhA1XK5IsLQ=="],
|
||||
@@ -614,6 +629,8 @@
|
||||
|
||||
"on-exit-leak-free": ["on-exit-leak-free@2.1.2", "", {}, "sha512-0eJJY6hXLGf1udHwfNftBqH+g73EU4B504nZeKpz1sYRKafAghwxEJunB2O7rDZkL4PGfsMVnTXZ2EjibbqcsA=="],
|
||||
|
||||
"once": ["once@1.4.0", "", { "dependencies": { "wrappy": "1" } }, "sha512-lNaJgI+2Q5URQBkccEKHTQOPaXdUxnZZElQTZY0MFUAuaEqe1E+Nyvgdz/aIyNi6Z9MzO5dv1H8n58/GELp3+w=="],
|
||||
|
||||
"opener": ["opener@1.5.2", "", { "bin": { "opener": "bin/opener-bin.js" } }, "sha512-ur5UIdyw5Y7yEj9wLzhqXiy6GZ3Mwx0yGI+5sMn2r0N0v3cKJvUmFH5yPP+WXh9e0xfyzyJX95D8l088DNFj7A=="],
|
||||
|
||||
"optionator": ["optionator@0.9.4", "", { "dependencies": { "deep-is": "^0.1.3", "fast-levenshtein": "^2.0.6", "levn": "^0.4.1", "prelude-ls": "^1.2.1", "type-check": "^0.4.0", "word-wrap": "^1.2.5" } }, "sha512-6IpQ7mKUxRcZNLIObR0hz7lxsapSSIYNZJwXPGeF0mTVqGKFIXj1DQcMoT22S3ROcLyY/rz0PWaWZ9ayWmad9g=="],
|
||||
@@ -660,6 +677,8 @@
|
||||
|
||||
"pino-abstract-transport": ["pino-abstract-transport@3.0.0", "", { "dependencies": { "split2": "^4.0.0" } }, "sha512-wlfUczU+n7Hy/Ha5j9a/gZNy7We5+cXp8YL+X+PG8S0KXxw7n/JXA3c46Y0zQznIJ83URJiwy7Lh56WLokNuxg=="],
|
||||
|
||||
"pino-pretty": ["pino-pretty@13.1.3", "", { "dependencies": { "colorette": "^2.0.7", "dateformat": "^4.6.3", "fast-copy": "^4.0.0", "fast-safe-stringify": "^2.1.1", "help-me": "^5.0.0", "joycon": "^3.1.1", "minimist": "^1.2.6", "on-exit-leak-free": "^2.1.0", "pino-abstract-transport": "^3.0.0", "pump": "^3.0.0", "secure-json-parse": "^4.0.0", "sonic-boom": "^4.0.1", "strip-json-comments": "^5.0.2" }, "bin": { "pino-pretty": "bin.js" } }, "sha512-ttXRkkOz6WWC95KeY9+xxWL6AtImwbyMHrL1mSwqwW9u+vLp/WIElvHvCSDg0xO/Dzrggz1zv3rN5ovTRVowKg=="],
|
||||
|
||||
"pino-std-serializers": ["pino-std-serializers@7.1.0", "", {}, "sha512-BndPH67/JxGExRgiX1dX0w1FvZck5Wa4aal9198SrRhZjH3GxKQUKIBnYJTdj2HDN3UQAS06HlfcSbQj2OHmaw=="],
|
||||
|
||||
"pkg-dir": ["pkg-dir@4.2.0", "", { "dependencies": { "find-up": "^4.0.0" } }, "sha512-HRDzbaKjC+AOWVXxAU/x54COGeIv9eb+6CkDSQoNTt4XyWoIJvuPsXizxu/Fr23EiekbtZwmh1IcIG/l/a10GQ=="],
|
||||
@@ -688,6 +707,8 @@
|
||||
|
||||
"prr": ["prr@1.0.1", "", {}, "sha512-yPw4Sng1gWghHQWj0B3ZggWUm4qVbPwPFcRG8KyxiU7J2OHFSoEHKS+EZ3fv5l1t9CyCiop6l/ZYeWbrgoQejw=="],
|
||||
|
||||
"pump": ["pump@3.0.4", "", { "dependencies": { "end-of-stream": "^1.1.0", "once": "^1.3.1" } }, "sha512-VS7sjc6KR7e1ukRFhQSY5LM2uBWAUPiOPa/A3mkKmiMwSmRFUITt0xuj+/lesgnCv+dPIEYlkzrcyXgquIHMcA=="],
|
||||
|
||||
"punycode": ["punycode@2.3.1", "", {}, "sha512-vYt7UD1U9Wg6138shLtLOvdAu+8DsC/ilFtEVHcH+wydcSpNE20AfSOduf6MkRFahL5FY7X1oU7nKVZFtfq8Fg=="],
|
||||
|
||||
"quick-format-unescaped": ["quick-format-unescaped@4.0.4", "", {}, "sha512-tYC1Q1hgyRuHgloV/YXs2w15unPVh8qfu/qCTfhTYamaw7fyhumKa2yGpdSo87vY32rIclj+4fWYQXUMs9EHvg=="],
|
||||
@@ -726,6 +747,8 @@
|
||||
|
||||
"schema-utils": ["schema-utils@4.3.3", "", { "dependencies": { "@types/json-schema": "^7.0.9", "ajv": "^8.9.0", "ajv-formats": "^2.1.1", "ajv-keywords": "^5.1.0" } }, "sha512-eflK8wEtyOE6+hsaRVPxvUKYCpRgzLqDTb8krvAsRIwOGlHoSgYLgBXoubGgLd2fT41/OUYdb48v4k4WWHQurA=="],
|
||||
|
||||
"secure-json-parse": ["secure-json-parse@4.1.0", "", {}, "sha512-l4KnYfEyqYJxDwlNVyRfO2E4NTHfMKAWdUuA8J0yve2Dz/E/PdBepY03RvyJpssIpRFwJoCD55wA+mEDs6ByWA=="],
|
||||
|
||||
"semver": ["semver@7.8.2", "", { "bin": { "semver": "bin/semver.js" } }, "sha512-c8jsqUZm3omBOI66G90z1Dyw5z622G8oLG+omfsHBJf3CWQTlOcwOjvOG6wtiNfW6anKm/eA39LMwMtMez2TiQ=="],
|
||||
|
||||
"set-function-length": ["set-function-length@1.2.2", "", { "dependencies": { "define-data-property": "^1.1.4", "es-errors": "^1.3.0", "function-bind": "^1.1.2", "get-intrinsic": "^1.2.4", "gopd": "^1.0.1", "has-property-descriptors": "^1.0.2" } }, "sha512-pgRc4hJ4/sNjWCSS9AmnS40x3bNMDTknHgL5UaMBTMyJnU90EgWh1Rz+MC9eFu4BuN/UwZjKQuY/1v3rM7HMfg=="],
|
||||
@@ -774,6 +797,8 @@
|
||||
|
||||
"strip-ansi-cjs": ["strip-ansi@6.0.1", "", { "dependencies": { "ansi-regex": "^5.0.1" } }, "sha512-Y38VPSHcqkFrCpFnQ9vuSXmquuv5oXOKpGeT6aGrr3o3Gc9AlVa6JBfUSOCnbxGGZF+/0ooI7KrPuUSztUdU5A=="],
|
||||
|
||||
"strip-json-comments": ["strip-json-comments@5.0.3", "", {}, "sha512-1tB5mhVo7U+ETBKNf92xT4hrQa3pm0MZ0PQvuDnWgAAGHDsfp4lPSpiS6psrSiet87wyGPh9ft6wmhOMQ0hDiw=="],
|
||||
|
||||
"supports-color": ["supports-color@7.2.0", "", { "dependencies": { "has-flag": "^4.0.0" } }, "sha512-qpCAvRl9stuOHveKsn7HncJRvv501qIacKzQlO/+Lwxc9+0q2wLyv4Dfvt80/DPn2pqOBsJdDiogXGR9+OvwRw=="],
|
||||
|
||||
"supports-preserve-symlinks-flag": ["supports-preserve-symlinks-flag@1.0.0", "", {}, "sha512-ot0WnXS9fgdkgIcePe6RHNk1WA8+muPa6cSjeR3V8K27q9BB1rTE3R1p7Hv0z1ZyAc8s6Vvv8DIyWf681MAt0w=="],
|
||||
@@ -854,6 +879,8 @@
|
||||
|
||||
"wrap-ansi-cjs": ["wrap-ansi@7.0.0", "", { "dependencies": { "ansi-styles": "^4.0.0", "string-width": "^4.1.0", "strip-ansi": "^6.0.0" } }, "sha512-YVGIj2kamLSTxw6NsZjoBxfSwsn0ycdesmc4p+Q21c5zPuZ1pl+NfxVdxPtdHvmNVOQ6XSYG4AUtyt/Fi7D16Q=="],
|
||||
|
||||
"wrappy": ["wrappy@1.0.2", "", {}, "sha512-l4Sp/DRseor9wL6EvV2+TuQn63dMkPjZ/sp9XkghTEbV9KlPS1xUsZ3u7/IQO4wxtcFB4bgpQPRcR3QCvezPcQ=="],
|
||||
|
||||
"ws": ["ws@7.5.11", "", { "peerDependencies": { "bufferutil": "^4.0.1", "utf-8-validate": "^5.0.2" }, "optionalPeers": ["bufferutil", "utf-8-validate"] }, "sha512-zS54Oen9bITtp7kp2XM3AydrCIq1D+HwJOuH+c+e4LfpL/lotP5osijd+UoMnxwAam1GN8R4KtLAyIrIcBNpiA=="],
|
||||
|
||||
"xtend": ["xtend@4.0.2", "", {}, "sha512-LKYU1iAXJXUgAXn9URjiu+MWhyUXHsvfp7mcuYm9dSUKK0/CjtrUwFAxD82/mCWbtLsGjFIad0wIsod4zrTAEQ=="],
|
||||
|
||||
Reference in New Issue
Block a user