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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@@ -32,6 +32,7 @@ from ..common.models import Kline, KlineInterval
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# ── 周期 → 表名映射 ──
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INTERVAL_TO_TABLE: dict[KlineInterval, str] = {
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"1m": "klines",
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"3m": "klines_3m",
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"5m": "klines_5m",
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"15m": "klines_15m",
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"30m": "klines_30m",
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@@ -39,13 +40,16 @@ INTERVAL_TO_TABLE: dict[KlineInterval, str] = {
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"2h": "klines_2h",
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"4h": "klines_4h",
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"6h": "klines_6h",
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"8h": "klines_8h",
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"1d": "klines_1d",
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"1w": "klines_1w",
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"1mon": "klines_1mon",
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}
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# ── 周期毫秒数 ──
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INTERVAL_MS: dict[KlineInterval, int] = {
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"1m": 60_000,
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"3m": 180_000,
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"5m": 300_000,
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"15m": 900_000,
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"30m": 1_800_000,
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@@ -53,8 +57,10 @@ INTERVAL_MS: dict[KlineInterval, int] = {
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"2h": 7_200_000,
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"4h": 14_400_000,
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"6h": 21_600_000,
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"8h": 28_800_000,
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"1d": 86_400_000,
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"1w": 604_800_000,
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"1mon": 2_592_000_000,
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}
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DEFAULT_BATCH_SIZE = 5000
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