Rekey
9351dec226
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
53 lines
1.9 KiB
TypeScript
53 lines
1.9 KiB
TypeScript
import { logger } from "../utils/logger";
|
|
import { getAllPairs, updatePairLastBackfillTime } from '../service/pair';
|
|
import { upsertOrUpdateKlines } from "../service/kline";
|
|
import { Client } from '../exchanges/rest';
|
|
|
|
function getNowMinuteMS() {
|
|
const minuteMS = 1000 * 60;
|
|
return Math.floor(Date.now() / minuteMS) * minuteMS
|
|
}
|
|
|
|
const allPairs = await getAllPairs();
|
|
|
|
for (const pair of allPairs) {
|
|
const client = new Client("binance");
|
|
let lastBackfillTime = pair.last_backfill_time.getTime();
|
|
try {
|
|
while (lastBackfillTime < getNowMinuteMS()) {
|
|
console.log('lastBackfillTime', lastBackfillTime);
|
|
const klines = await client.fetchKlines(
|
|
pair.symbol,
|
|
pair.kline_interval,
|
|
lastBackfillTime,
|
|
500
|
|
);
|
|
console.log(`拉取到 ${klines.length} 条 K 线`);
|
|
if (klines.length > 0) {
|
|
await upsertOrUpdateKlines(klines);
|
|
const lastK = klines[klines.length - 1];
|
|
if (lastK) {
|
|
await updatePairLastBackfillTime(lastK?.symbol, new Date(lastK.openTime));
|
|
if (lastBackfillTime === lastK.openTime) {
|
|
break;
|
|
}
|
|
lastBackfillTime = lastK.openTime;
|
|
}
|
|
}
|
|
await new Promise((resolve) => {
|
|
setTimeout(resolve, Math.random() * 1000);
|
|
});
|
|
}
|
|
} catch (err) {
|
|
console.error("拉取失败:", err);
|
|
}
|
|
}
|
|
|
|
// 所有币种回补完成以后等待1秒关闭pgsql连接退出此进程
|
|
await new Promise((resolve) => setTimeout(resolve, 1000));
|
|
const { AppDataSource } = await import("../db/data-source");
|
|
if (AppDataSource.isInitialized) {
|
|
await AppDataSource.destroy();
|
|
console.log("pgsql 连接已关闭");
|
|
}
|
|
process.exit(0); |