Rekey
5e385547c7
- 废弃旧 adapter 体系 (base/binance/types.ts)，新增 base_rest/rest.ts 基于 Binance 官方 SDK 实现 REST K 线拉取 - Kline 实体改为四列复合主键 (exchange/symbol/interval/time)， 修复单列 time PK 导致的跨 symbol 写入冲突 - 新增 filterConsecutive()：K 线连续性过滤，首缺口截断策略 - 新增 service/kline.ts：批量 UPSERT K 线入库 - 新增 types/ 共享类型定义、example/ 示例、run/ 运行脚本
44 lines
1.5 KiB
TypeScript
44 lines
1.5 KiB
TypeScript
import { logger } from "../utils/logger";
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import { getAllPairs, updatePairLastBackfillTime } from '../service/pair';
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import { upsertOrUpdateKlines } from "../service/kline";
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import { Client } from '../exchanges/rest';
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function getNowMinuteMS() {
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const minuteMS = 1000 * 60;
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return Math.floor(Date.now() / minuteMS) * minuteMS
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}
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const allPairs = await getAllPairs();
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for (const pair of allPairs) {
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const client = new Client("binance");
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let lastBackfillTime = pair.last_backfill_time.getTime();
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try {
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while (lastBackfillTime < getNowMinuteMS()) {
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console.log('lastBackfillTime', lastBackfillTime);
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const klines = await client.fetchKlines(
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pair.symbol,
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pair.kline_interval,
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lastBackfillTime,
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500
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);
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console.log(`拉取到 ${klines.length} 条 K 线`);
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if (klines.length > 0) {
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await upsertOrUpdateKlines(klines);
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const lastK = klines[klines.length - 1];
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if (lastK) {
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await updatePairLastBackfillTime(lastK?.symbol, new Date(lastK.openTime));
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if (lastBackfillTime === lastK.openTime) {
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break;
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}
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lastBackfillTime = lastK.openTime;
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}
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}
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await new Promise((resolve) => {
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setTimeout(resolve, Math.random() * 1000);
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});
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}
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} catch (err) {
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console.error("拉取失败:", err);
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}
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} |