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
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// ============================================================
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// base.ts — 交易所适配器抽象基类
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// ============================================================
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// 所有交易所适配器（Binance / OKX / Bybit ...）继承此类，
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// 复用指数退避重连、连接状态管理、限流等通用逻辑。
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//
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// 子类只需实现：
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// - connect() — 建立 WebSocket/REST 连接
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// - disconnect() — 断开连接并清理资源
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// - subscribeTicker() / subscribeTrade() / subscribeOrderbook()
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// - fetchKlines() — REST 历史 K 线补拉
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// - fetchMarkets() — 交易对元数据拉取
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// ============================================================
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import { Subject, type Observable } from "rxjs";
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import { logger } from "../utils/logger";
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import type {
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MarketDataFeed,
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Ticker,
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Trade,
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OrderBook,
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Kline,
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KlineInterval,
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MarketInfo,
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ConnectionState,
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AdapterConfig,
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} from "./types";
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import { DEFAULT_ADAPTER_CONFIG } from "./types";
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// ============================================================
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// 工具：异步 sleep
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// ============================================================
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/** 返回一个在 ms 毫秒后 resolve 的 Promise */
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function sleep(ms: number): Promise<void> {
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return new Promise((resolve) => setTimeout(resolve, ms));
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}
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// ============================================================
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// BaseExchangeAdapter
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// ============================================================
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export abstract class BaseExchangeAdapter implements MarketDataFeed {
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/** 交易所标识（子类必须覆盖） */
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abstract readonly exchange: string;
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/** 适配器配置（可在子类构造函数中覆盖默认值） */
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protected readonly config: AdapterConfig;
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/** 当前连接状态 */
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protected _connectionState: ConnectionState = "disconnected";
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/** 当前重连尝试次数（成功连接后重置） */
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protected reconnectAttempt = 0;
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/** Subject 清理注册表 —— disconnect 时统一 complete */
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protected activeSubjects = new Set<Subject<unknown>>();
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// ============================================================
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// 构造函数
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// ============================================================
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constructor(config: Partial<AdapterConfig> = {}) {
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this.config = { ...DEFAULT_ADAPTER_CONFIG, ...config };
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}
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// ============================================================
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// 连接状态（只读暴露）
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// ============================================================
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get connectionState(): ConnectionState {
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return this._connectionState;
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}
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/** 更新连接状态并记录日志 */
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protected setConnectionState(state: ConnectionState): void {
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const prev = this._connectionState;
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this._connectionState = state;
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if (prev !== state) {
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logger.info(
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{ exchange: this.exchange, from: prev, to: state },
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`[${this.exchange}] connection state: ${prev} → ${state}`,
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);
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}
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}
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// ============================================================
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// 指数退避重连（所有子类复用）
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// ============================================================
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/**
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* 执行指数退避重连。
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*
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* 延迟公式：delay = baseDelay × 2^min(attempt, 5)
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* - attempt=0: 3s
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* - attempt=1: 6s
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* - attempt=2: 12s
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* - attempt=5: 96s（之后不再翻倍）
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*
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* 超过 maxReconnectAttempts 后抛出错误。
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*
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* @throws 达到最大重试次数后抛出
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*/
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protected async reconnect(): Promise<void> {
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const { reconnectBaseDelayMs: baseDelay, maxReconnectAttempts } = this.config;
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if (this.reconnectAttempt >= maxReconnectAttempts) {
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this.setConnectionState("error");
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throw new Error(
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`[${this.exchange}] 重连失败：已达最大重试次数 (${maxReconnectAttempts})`,
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);
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}
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const cappedAttempt = Math.min(this.reconnectAttempt, 5);
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const delay = baseDelay * Math.pow(2, cappedAttempt);
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logger.warn(
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{
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exchange: this.exchange,
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attempt: this.reconnectAttempt + 1,
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maxAttempts: maxReconnectAttempts,
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delayMs: delay,
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},
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`[${this.exchange}] WebSocket 重连中...`,
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);
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await sleep(delay);
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this.reconnectAttempt++;
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this.setConnectionState("connecting");
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await this.connect();
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}
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/** 成功连接后重置重连计数器 */
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protected resetReconnectAttempts(): void {
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if (this.reconnectAttempt > 0) {
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logger.info(
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{ exchange: this.exchange, attempts: this.reconnectAttempt },
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`[${this.exchange}] 重连成功，计数器重置`,
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);
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}
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this.reconnectAttempt = 0;
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}
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// ============================================================
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// Subject 管理工具
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// ============================================================
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/**
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* 创建一个受管理的 Subject，disconnect 时自动 complete。
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* 子类在 subscribe* 方法中使用此工具创建 Subject。
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*/
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protected createManagedSubject<T>(): Subject<T> {
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const subject = new Subject<T>();
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this.activeSubjects.add(subject as Subject<unknown>);
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return subject;
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}
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/** 完成所有受管理的 Subject（disconnect 时调用） */
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protected completeAllSubjects(): void {
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for (const subject of this.activeSubjects) {
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subject.complete();
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}
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this.activeSubjects.clear();
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}
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// ============================================================
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// 抽象方法 —— 子类必须实现
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// ============================================================
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abstract connect(): Promise<void>;
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abstract disconnect(): Promise<void>;
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abstract subscribeTicker(symbols: string[]): Observable<Ticker>;
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abstract subscribeTrade(symbols: string[]): Observable<Trade>;
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abstract subscribeOrderbook(symbol: string, depth?: number): Observable<OrderBook>;
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abstract fetchKlines(
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symbol: string,
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interval: KlineInterval,
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startTime: number,
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endTime: number,
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limit?: number,
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): Promise<Kline[]>;
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abstract fetchMarkets(): Promise<MarketInfo[]>;
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}
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export default BaseExchangeAdapter;
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