refactor: migrate API keys to config, extend Kline intervals, add DB extensions
Security: - Move hardcoded Binance API key/secret from rest.ts to env.yaml (exchange config segment) - Add ExchangeConfig validation in config/validators.ts - Export typed exchange config from config/index.ts - Update AGENTS/07-caveats.md to reflect the new policy Kline intervals (add 3m / 2h / 6h / 8h / 1mon): - TypeScript: update KlineInterval type, KLINE_INTERVAL_MS mapping, build_aggregates_sql refresh chain - Python: sync KlineInterval Literal type, INTERVAL_TO_TABLE and INTERVAL_MS mappings, db_test table list - SQL: add 5 continuous aggregate materialized views (klines_3m/2h/6h/8h/1mon) with indexes - SQL: extend default kline_intervals in trading_pairs table - SQL: add cross-sectional query indexes for klines_1d and klines_1w DB: - Enable pg_prewarm extension (backtest warmup) - Enable pg_stat_statements extension (slow query monitoring) Other: - data/run/exchange.ts: graceful pgsql shutdown after backfill completes - Config path: load from data/env.yaml (symlink) instead of project root
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@@ -11,7 +11,7 @@
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// const ds = new DataSource({ ...pgsql });
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// const redisClient = new Redis(redis.url);
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//
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// 配置文件位置:<project_root>/env.yaml
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// 配置文件位置:data/env.yaml(软链接 → 项目根目录 env.yaml)
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// TypeScript / Python 模块共享同一份配置。
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// ============================================================
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@@ -39,12 +39,14 @@ function getProjectRoot(): string {
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}
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/**
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* 从项目根目录读取 env.yaml 并解析为原始对象。
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* 读取 data/env.yaml(软链接指向项目根目录 env.yaml)并解析为原始对象。
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* 文件不存在时抛出明确错误,不做静默降级。
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*/
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function loadYamlConfig(): unknown {
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const root = getProjectRoot();
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const yamlPath = resolve(root, "env.yaml");
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const __filename = fileURLToPath(import.meta.url);
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const __dirname = dirname(__filename);
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// config/index.ts → config/ → data/env.yaml
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const yamlPath = resolve(__dirname, "../env.yaml");
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let content: string;
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try {
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@@ -52,7 +54,7 @@ function loadYamlConfig(): unknown {
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} catch {
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throw new Error(
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`[config] 无法读取配置文件: ${yamlPath}\n` +
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`请确保项目根目录存在 env.yaml(可参考 data/.env.example 的结构)。`,
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`请确保 data/env.yaml 软链接指向项目根目录的 env.yaml。`,
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);
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}
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@@ -131,6 +133,19 @@ export const logging = {
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pretty: rawConfig.logging.node_env === "development",
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} as const;
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/**
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* 交易所 API 密钥配置
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*
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* 按交易所 ID 索引,目前仅 binance。
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* 新增交易所时在 env.yaml 的 exchange 段添加对应子配置即可。
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*/
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export const exchange = {
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binance: {
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apiKey: rawConfig.exchange.binance.api_key,
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apiSecret: rawConfig.exchange.binance.api_secret,
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},
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} as const;
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// ============================================================
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// 4. 工具:运行时打印配置概要(不含敏感信息)
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// ============================================================
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@@ -150,6 +165,12 @@ export function printConfigSummary(): void {
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url: redis.url.replace(/\/\/.*@/, "//***@"), // 隐藏密码
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publishEnabled: redis.publishEnabled,
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},
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exchange: {
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binance: {
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apiKey: exchange.binance.apiKey.slice(0, 6) + "***",
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apiSecret: "***",
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},
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},
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logging: {
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level: logging.level,
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nodeEnv: logging.nodeEnv,
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