Rekey
85a0031a78
- 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
37 lines
892 B
JSON
37 lines
892 B
JSON
{
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"name": "trade-data",
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"version": "0.1.0",
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"description": "数字货币量化交易系统 - TypeScript 数据模块",
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"type": "module",
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"scripts": {
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"dev": "tsx watch src/index.ts",
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"build": "tsc",
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"start": "node dist/index.js",
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"test": "vitest run",
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"test:watch": "vitest",
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"lint": "eslint src/",
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"format": "prettier --write src/"
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},
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"dependencies": {
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"@timescaledb/typeorm": "^0.0.1",
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"binance": "^3.5.9",
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"ccxt": "^4.5.56",
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"ioredis": "^5.11.1",
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"pg": "^8.21.0",
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"pino": "^10.3.1",
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"rxjs": "^7.8.2",
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"typeorm": "^1.0.0",
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"yaml": "^2.9.0"
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},
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"devDependencies": {
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"@types/bun": "^1.3.14",
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"@types/node": "^25.9.2",
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"@types/pg": "^8.20.0",
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"@types/ws": "^8.18.1",
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"eslint": "^10.4.1",
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"prettier": "^3.8.3",
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"tsx": "^4.22.4",
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"typescript": "^6.0.3",
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"vitest": "^4.1.8"
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}
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} |