refactor(exchanges): fetchKlines 改为 params 对象签名,新增 type/exchange 参数

- 新增 FetchKlinesParams 接口统一 fetchKlines 参数(exchange/type/symbol/startTime/limit/endTime)
- BaseRestClient 抽象方法 + MarketDataFeed 接口改为 params 对象签名
- BinanceRestClient / BinanceFuturesRestClient 由调用方传入 type,不再硬编码 spot/um
- index.ts 新增静态 fetchKlines(params) 便捷函数,按 exchange+type 自动路由
- exchange.ts / bnkline.ts 调用方适配新签名
- 初始化 SQL 补充 BNBUSDT/SOLUSDT 合约交易对
This commit is contained in:
Rekey
2026-06-16 19:02:16 +08:00
parent 705a2f6ea0
commit ebaef5042e
7 changed files with 87 additions and 56 deletions
+8 -8
View File
@@ -1,7 +1,7 @@
import { logger } from "../utils/logger";
import { getAllPairs, updatePairLastBackfillTime } from '../service/pair';
import { upsertOrUpdateKlines } from "../service/kline";
import { createRestClient } from '../exchanges';
import { fetchKlines } from '../exchanges';
function getNowMinuteMS() {
const minuteMS = 1000 * 60;
@@ -11,17 +11,17 @@ function getNowMinuteMS() {
const allPairs = await getAllPairs();
for (const pair of allPairs) {
const exchangeId = pair.type === 'um' ? 'binance_futures' : 'binance';
const client = createRestClient(exchangeId);
let lastBackfillTime = pair.last_backfill_time.getTime();
try {
while (lastBackfillTime < getNowMinuteMS()) {
console.log('lastBackfillTime', lastBackfillTime);
const klines = await client.fetchKlines(
pair.symbol,
lastBackfillTime,
500
);
const klines = await fetchKlines({
exchange: 'binance',
type: pair.type,
symbol: pair.symbol,
startTime: lastBackfillTime,
limit: 500,
});
console.log(`拉取到 ${klines.length} 条 K 线`);
if (klines.length > 0) {
await upsertOrUpdateKlines(klines);