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
607 B
607 B
注意事项
- 所有 API Key 统一在
env.yaml中管理，禁止在代码中硬编码。新增交易所时在exchange段添加对应子配置即可。 env.yaml包含明文密钥和数据库密码且被 git 追踪，注意安全，不要提交到公开仓库。- 未安装 Python 依赖（如 pydantic），
engine/目录有独立的.venv/。 db/pgsql/在.gitignore中，这是 TimescaleDB 数据目录（Docker volume 映射）。KLINE_INTERVAL_MS常量定义了两处：data/exchanges/rest.ts和data/types/kline.ts的类型定义。新增周期需同步。