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

data/exchanges/binance/rest.ts

@@ -1,9 +1,9 @@
-import { MainClient, type Kline as BinanceRestKline } from "binance";
+import { MainClient, USDMClient, type Kline as BinanceRestKline } from "binance";
 
 import { logger } from "../../utils/logger";
 import { exchange } from "../../config";
 import { BaseRestClient } from "../base";
-import type { Kline, MarketInfo, KlineInterval } from "../../types";
+import type { Kline, MarketInfo, KlineInterval, PairType } from "../../types";
 
 // ============================================================
 // Binance REST K 线 → 本系统标准化 Kline 转换
@@ -32,6 +32,7 @@ function convertBinanceKline(
     raw: BinanceRestKline,
     symbol: string,
     interval: KlineInterval,
+    type: PairType,
 ): Kline {
     const [
         openTime,
@@ -51,6 +52,7 @@ function convertBinanceKline(
     return {
         exchange: "binance",
         symbol,
+        type,
         interval,
         openTime,
         closeTime,
@@ -130,7 +132,7 @@ export class BinanceRestClient extends BaseRestClient {
 
         // 按 openTime 升序排序（防御性），转换为标准化 Kline
         return rawKlines
-            .map((k) => convertBinanceKline(k, symbol, "1m"))
+            .map((k) => convertBinanceKline(k, symbol, "1m", "spot"))
             .sort((a, b) => a.openTime - b.openTime);
     }
 
@@ -139,3 +141,67 @@ export class BinanceRestClient extends BaseRestClient {
         return [];
     }
 }
+
+// ============================================================
+// BinanceFuturesRestClient — USDT-M 永续合约
+// ============================================================
+
+export class BinanceFuturesRestClient extends BaseRestClient {
+    readonly exchange = "binance_futures";
+
+    private client: USDMClient;
+
+    constructor() {
+        super();
+        this.client = new USDMClient(
+            {
+                api_key: exchange.binanceFutures.apiKey,
+                api_secret: exchange.binanceFutures.apiSecret,
+            },
+            { timeout: 3000 },
+        );
+    }
+
+    /**
+     * 拉取 USDT-M 永续合约 1m K 线。
+     *
+     * USDMClient.getKlines() 返回与 MainClient 同构的 12 元组，
+     * convertBinanceKline 直接复用，type 固定为 'um'。
+     */
+    async fetchKlines(
+        symbol: string,
+        startTime: number,
+        limit?: number,
+        endTime?: number,
+    ): Promise<Kline[]> {
+        const effectiveLimit = limit ?? this.config.defaultLimit;
+        const safeLimit = Math.min(effectiveLimit, 1000);
+
+        await this.throttle(`${symbol}:1m`);
+
+        const rawKlines = await this.client.getKlines({
+            symbol,
+            interval: "1m",
+            startTime,
+            endTime,
+            limit: safeLimit,
+        });
+
+        logger.debug(
+            { symbol, interval: "1m", startTime, endTime, limit: safeLimit },
+            "[binance_futures] fetchKlines 请求参数",
+        );
+
+        if (!rawKlines || rawKlines.length === 0) {
+            return [];
+        }
+
+        return rawKlines
+            .map((k) => convertBinanceKline(k, symbol, "1m", "um"))
+            .sort((a, b) => a.openTime - b.openTime);
+    }
+
+    async fetchMarkets(): Promise<MarketInfo[]> {
+        return [];
+    }
+}

data/exchanges/index.ts

@@ -1,9 +1,10 @@
 import { BaseRestClient } from "./base";
-import { BinanceRestClient } from "./binance/rest";
+import { BinanceRestClient, BinanceFuturesRestClient } from "./binance/rest";
 
 /** 交易所 ID 到 RestClient 构造器的注册表 */
 const registry: Record<string, () => BaseRestClient> = {
     binance: () => new BinanceRestClient(),
+    binance_futures: () => new BinanceFuturesRestClient(),
 };
 
 /**
@@ -28,5 +29,5 @@ export function createRestClient(exchangeId: string): BaseRestClient {
 }
 
 export { BaseRestClient } from "./base";
-export { BinanceRestClient } from "./binance/rest";
+export { BinanceRestClient, BinanceFuturesRestClient } from "./binance/rest";
 export { KLINE_INTERVAL_MS } from "./constants";