feat: 接入 USDT-M 合约数据 — type 字段方案
- PairType 定义移至 types/kline.ts (spot/um/cm) - Kline 接口新增 type 字段,全链路透传 - klines 5列复合主键 (exchange, symbol, type, interval, time) - 拆出 BinanceFuturesRestClient (USDMClient) - exchanges/index.ts 注册 binance_futures - trading_pairs 唯一约束加 type,种子数据加合约对 - 12个连续聚合视图 SELECT/GROUP BY/INDEX 加 type - 清理 bnkline.ts 废弃代码和 pair.ts 空函数
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@@ -69,6 +69,9 @@ CREATE TABLE IF NOT EXISTS trading_pairs (
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-- 交易对符号(如 BTCUSDT / ETHUSDT)
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symbol VARCHAR(20) NOT NULL,
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-- 交易对类型(spot / um / cm)
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type TEXT NOT NULL DEFAULT 'spot',
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-- 基础币种(如 BTC)
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base_asset VARCHAR(10) NOT NULL,
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@@ -104,14 +107,14 @@ CREATE TABLE IF NOT EXISTS trading_pairs (
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created_at TIMESTAMPTZ NOT NULL DEFAULT now(),
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updated_at TIMESTAMPTZ NOT NULL DEFAULT now(),
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-- 同一交易所下 symbol 唯一
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CONSTRAINT uq_trading_pairs_exchange_symbol UNIQUE (exchange_id, symbol)
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-- 同一交易所下 symbol + type 唯一
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CONSTRAINT uq_trading_pairs_exchange_symbol_type UNIQUE (exchange_id, symbol, type)
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);
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-- 按激活状态快速筛选
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CREATE INDEX IF NOT EXISTS idx_trading_pairs_active ON trading_pairs (active);
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-- 按交易所+交易对查询(最常用模式)
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CREATE INDEX IF NOT EXISTS idx_trading_pairs_exchange_symbol ON trading_pairs (exchange_id, symbol);
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CREATE INDEX IF NOT EXISTS idx_trading_pairs_exchange_symbol ON trading_pairs (exchange_id, symbol, type);
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-- ============================================================
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@@ -124,7 +127,7 @@ CREATE INDEX IF NOT EXISTS idx_trading_pairs_exchange_symbol ON trading_pairs (e
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-- TimescaleDB 配置:
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-- - chunk_time_interval: 7 days(周分区;1 day→7 days 减少 7× chunk 数)
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-- - 列式压缩:7 天后自动执行(压缩率 ~92%)
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-- - 压缩分段键:exchange, symbol(同交易对聚合压缩;interval 固定 1m 无需分段)
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-- - 压缩分段键:exchange, symbol, type(同交易对+类型聚合压缩;interval 固定 1m 无需分段)
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-- - 压缩排序键:time DESC(查询通常按时间降序)
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--
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-- chunk 大小选择指南(16GB / i3-7300U / 1TB SSD):
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@@ -145,6 +148,9 @@ CREATE TABLE IF NOT EXISTS klines (
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-- 交易对符号(如 BTCUSDT)
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symbol TEXT NOT NULL,
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-- 交易对类型(spot / um / cm)
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type TEXT NOT NULL DEFAULT 'spot',
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-- K 线周期(固定 "1m",基表仅存 1 分钟)
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interval TEXT NOT NULL,
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@@ -202,8 +208,8 @@ CREATE TABLE IF NOT EXISTS klines (
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created_at TIMESTAMPTZ NOT NULL DEFAULT now(),
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updated_at TIMESTAMPTZ NOT NULL DEFAULT now(),
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-- 复合主键:同一交易所、同一交易对、同一周期、同一时间的 K 线唯一
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PRIMARY KEY (exchange, symbol, interval, time)
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-- 复合主键:同一交易所、同一交易对、同一类型、同一周期、同一时间的 K 线唯一
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PRIMARY KEY (exchange, symbol, type, interval, time)
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);
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-- ============================================================
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@@ -222,10 +228,9 @@ SELECT create_hypertable('klines', 'time',
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-- ============================================================
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-- 启用列式压缩(先启用压缩,再设置分段/排序键)
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-- 注意:interval 在基表固定为 '1m',从 segmentby 中移除以减少压缩分段数
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ALTER TABLE klines SET (
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timescaledb.compress,
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timescaledb.compress_segmentby = 'exchange,symbol',
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timescaledb.compress_segmentby = 'exchange,symbol,type',
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timescaledb.compress_orderby = 'time DESC'
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);
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@@ -310,12 +315,13 @@ INSERT INTO exchanges (name, label, enabled, config) VALUES
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'{"rateLimit": 600, "minOrderSize": 0.001, "feeTaker": 0.001, "feeMaker": 0.001}'::jsonb)
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ON CONFLICT (name) DO NOTHING;
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-- 默认交易对(仅 Binance 主流 USDT 永续合约,幂等)
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INSERT INTO trading_pairs (exchange_id, symbol, base_asset, quote_asset,
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-- 默认交易对(幂等)
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INSERT INTO trading_pairs (exchange_id, symbol, type, base_asset, quote_asset,
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price_precision, quantity_precision, active)
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SELECT
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e.id,
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sym.symbol,
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sym.type,
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sym.base,
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sym.quote,
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2, -- price_precision(USDT 计价通常 2 位小数)
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@@ -324,10 +330,12 @@ SELECT
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FROM exchanges e
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CROSS JOIN (
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VALUES
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('BTCUSDT', 'BTC', 'USDT'),
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('ETHUSDT', 'ETH', 'USDT'),
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('BNBUSDT', 'BNB', 'USDT'),
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('SOLUSDT', 'SOL', 'USDT')
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) AS sym(symbol, base, quote)
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('BTCUSDT', 'spot', 'BTC', 'USDT'),
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('ETHUSDT', 'spot', 'ETH', 'USDT'),
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('BNBUSDT', 'spot', 'BNB', 'USDT'),
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('SOLUSDT', 'spot', 'SOL', 'USDT'),
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('BTCUSDT', 'um', 'BTC', 'USDT'),
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('ETHUSDT', 'um', 'ETH', 'USDT')
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) AS sym(symbol, type, base, quote)
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WHERE e.name = 'binance'
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ON CONFLICT (exchange_id, symbol) DO NOTHING;
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ON CONFLICT (exchange_id, symbol, type) DO NOTHING;
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