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Author	SHA1	Message	Date
Rekey	9351dec226	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	2026-06-14 18:45:01 +08:00
Rekey	85a0031a78	feat(data): 实现 Binance WebSocket 适配器与架构重构 - 新增 exchanges/ 模块：MarketDataFeed 统一接口、BaseExchangeAdapter 抽象基类、 BinanceAdapter 完整实现（WebSocket + REST） - WebSocket 层基于 binance 官方 SDK 的 WebsocketClient，自动多路复用与断线重连 - REST 层使用 MainClient（Spot），实现 fetchKlines 自动分页补拉 + fetchMarkets 元数据解析 - 数据标准化：Ticker/Trade/OrderBook/Kline 类型定义与 Binance 原生格式互转 - 引入 RxJS Subject 作为统一事件流管道，按 eventType 运行时路由分发 - 重构 config/：YAML 驱动配置加载 + 零依赖运行时校验（fail-fast） - 重构 db/：TypeORM DataSource 配置 + TimescaleDB K 线 Hypertable 实体 - 新增 utils/logger.ts：Pino 结构化日志（开发环境 pino-pretty 彩色输出） - 新增 env.yaml 作为 TS/Python 共享的统一环境配置源 - 删除旧版手写 SQL schema 与散落配置文件，收敛到 TypeORM 实体管理 - 安装 rxjs@7.8.2 依赖	2026-06-08 01:24:48 +08:00

Author

SHA1

Message

Date

Rekey

9351dec226

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

2026-06-14 18:45:01 +08:00

Rekey

85a0031a78

feat(data): 实现 Binance WebSocket 适配器与架构重构

- 新增 exchanges/ 模块：MarketDataFeed 统一接口、BaseExchangeAdapter 抽象基类、
  BinanceAdapter 完整实现（WebSocket + REST）
- WebSocket 层基于 binance 官方 SDK 的 WebsocketClient，自动多路复用与断线重连
- REST 层使用 MainClient（Spot），实现 fetchKlines 自动分页补拉 + fetchMarkets 元数据解析
- 数据标准化：Ticker/Trade/OrderBook/Kline 类型定义与 Binance 原生格式互转
- 引入 RxJS Subject 作为统一事件流管道，按 eventType 运行时路由分发
- 重构 config/：YAML 驱动配置加载 + 零依赖运行时校验（fail-fast）
- 重构 db/：TypeORM DataSource 配置 + TimescaleDB K 线 Hypertable 实体
- 新增 utils/logger.ts：Pino 结构化日志（开发环境 pino-pretty 彩色输出）
- 新增 env.yaml 作为 TS/Python 共享的统一环境配置源
- 删除旧版手写 SQL schema 与散落配置文件，收敛到 TypeORM 实体管理
- 安装 rxjs@7.8.2 依赖

2026-06-08 01:24:48 +08:00

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