Rekey
e91cad79e6
- 新增 data/db/ 数据库访问层：pool 管理、类型定义、Zod 校验、参数化 SQL 查询 - 新增 data/db/config-crud.ts：MonitoredSymbolsRepo / ExchangeConfigRepo / AppConfigRepo 三个 CRUD 服务类 - 新增 data/config.ts：中心化配置模块，零依赖 .env 解析 + Zod 校验 - 新增 data/schema/：klines.sql + config.sql 参考 DDL - 新增 data/exchanges/：交易所类型定义与 Binance WebSocket 封装 - 新增 data/run/：交易所连接启动入口 - 重构 data/init-db/：001_init.sql 仅保留 TimescaleDB + klines，配置表拆分至 002_config.sql - 更新 docker-compose.yml：挂载 init-db 初始化脚本
562 lines
16 KiB
TypeScript
562 lines
16 KiB
TypeScript
// ============================================================
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// schema/queries.ts — 类型安全的参数化 SQL 查询
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// ============================================================
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// 每一条 SQL 都使用 $1, $2... 参数化，防止 SQL 注入。
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// 返回类型与 types.ts 中的接口严格对应。
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//
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// 使用方式：
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// import { pool } from "../db";
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// import { queryEnabledSymbols } from "./schema/queries";
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// const result = await pool.query(queryEnabledSymbols, ["binance"]);
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// // result.rows 自动推断为 MonitoredSymbolRow[]
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// ============================================================
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import type {
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KlineInsert,
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KlineRow,
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AggregatedKlineRow,
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MonitoredSymbolRow,
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MonitoredSymbolInsert,
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ExchangeConfigRow,
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ExchangeConfigInsert,
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AppConfigRow,
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Exchange,
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KlineInterval,
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StreamKey,
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} from "./types";
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// ============================================================
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// K 线查询 — klines
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// ============================================================
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/**
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* 批量插入 K 线（UPSERT — 冲突时更新 OHLCV）
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*
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* 使用 UNNEST 批量写入，单次可插入数千条，性能远优于逐条 INSERT。
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* 冲突策略：ON CONFLICT 时更新价格/成交量/闭合状态。
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*/
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export const bulkUpsertKlines = `
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INSERT INTO klines (
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time, exchange, symbol, interval,
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open, high, low, close, volume,
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quote_volume, taker_buy_base_vol, taker_buy_quote_vol,
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trade_count, is_closed
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)
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SELECT * FROM UNNEST(
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$1::TIMESTAMPTZ[], -- time[]
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$2::TEXT[], -- exchange[]
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$3::TEXT[], -- symbol[]
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$4::TEXT[], -- interval[]
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$5::NUMERIC(20,8)[], -- open[]
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$6::NUMERIC(20,8)[], -- high[]
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$7::NUMERIC(20,8)[], -- low[]
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$8::NUMERIC(20,8)[], -- close[]
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$9::NUMERIC(20,8)[], -- volume[]
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$10::NUMERIC(20,8)[],-- quote_volume[]
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$11::NUMERIC(20,8)[],-- taker_buy_base_vol[]
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$12::NUMERIC(20,8)[],-- taker_buy_quote_vol[]
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$13::INTEGER[], -- trade_count[]
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$14::BOOLEAN[] -- is_closed[]
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)
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ON CONFLICT (time, exchange, symbol, interval) DO UPDATE SET
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open = EXCLUDED.open,
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high = EXCLUDED.high,
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low = EXCLUDED.low,
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close = EXCLUDED.close,
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volume = EXCLUDED.volume,
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quote_volume = EXCLUDED.quote_volume,
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taker_buy_base_vol = EXCLUDED.taker_buy_base_vol,
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taker_buy_quote_vol = EXCLUDED.taker_buy_quote_vol,
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trade_count = EXCLUDED.trade_count,
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is_closed = EXCLUDED.is_closed,
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updated_at = NOW()
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`;
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/** 批量插入的参数类型：每个字段是一个数组 */
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export interface BulkKlineParams {
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time: Date[];
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exchange: Exchange[];
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symbol: string[];
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interval: KlineInterval[];
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open: string[];
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high: string[];
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low: string[];
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close: string[];
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volume: string[];
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quote_volume: string[];
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taker_buy_base_vol: string[];
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taker_buy_quote_vol: string[];
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trade_count: number[];
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is_closed: boolean[];
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}
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/** 将 KlineInsert[] 拆解为 BulkKlineParams */
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export function packBulkKlines(rows: KlineInsert[]): BulkKlineParams {
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const len = rows.length;
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const params: BulkKlineParams = {
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time: new Array(len),
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exchange: new Array(len),
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symbol: new Array(len),
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interval: new Array(len),
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open: new Array(len),
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high: new Array(len),
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low: new Array(len),
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close: new Array(len),
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volume: new Array(len),
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quote_volume: new Array(len),
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taker_buy_base_vol: new Array(len),
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taker_buy_quote_vol: new Array(len),
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trade_count: new Array(len),
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is_closed: new Array(len),
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};
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for (let i = 0; i < len; i++) {
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const r = rows[i]!;
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params.time[i] = r.time;
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params.exchange[i] = r.exchange;
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params.symbol[i] = r.symbol;
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params.interval[i] = r.interval;
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params.open[i] = r.open;
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params.high[i] = r.high;
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params.low[i] = r.low;
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params.close[i] = r.close;
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params.volume[i] = r.volume;
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params.quote_volume[i] = r.quote_volume ?? "0";
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params.taker_buy_base_vol[i] = r.taker_buy_base_vol ?? "0";
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params.taker_buy_quote_vol[i] = r.taker_buy_quote_vol ?? "0";
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params.trade_count[i] = r.trade_count ?? 0;
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params.is_closed[i] = r.is_closed ?? true;
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}
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return params;
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}
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/**
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* 查询原始 K 线（时间范围）
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* 返回类型：KlineRow[]
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*/
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export const queryKlinesRange = `
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SELECT time, exchange, symbol, interval,
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open, high, low, close, volume,
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quote_volume, taker_buy_base_vol, taker_buy_quote_vol,
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trade_count, is_closed, created_at, updated_at
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FROM klines
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WHERE exchange = $1
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AND symbol = $2
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AND interval = $3
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AND time >= $4
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AND time < $5
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ORDER BY time ASC
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`;
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/**
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* 查询最新 N 根 K 线
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* 返回类型：KlineRow[]
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*/
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export const queryKlinesLatest = `
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SELECT time, exchange, symbol, interval,
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open, high, low, close, volume,
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quote_volume, taker_buy_base_vol, taker_buy_quote_vol,
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trade_count, is_closed, created_at, updated_at
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FROM klines
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WHERE exchange = $1
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AND symbol = $2
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AND interval = $3
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ORDER BY time DESC
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LIMIT $4
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`;
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// ============================================================
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// 聚合 K 线查询 — klines_5m / 15m / 1h / 1d
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// ============================================================
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/**
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* 查询聚合 K 线（动态视图名）
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*
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* @param viewName — "klines_5m" | "klines_15m" | "klines_1h" | "klines_1d"
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*
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* 注意：视图名已通过枚举约束，不存在注入风险（不使用用户输入拼接）
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*/
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export function queryAggregatedKlines(
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viewName: "klines_5m" | "klines_15m" | "klines_1h" | "klines_1d",
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) {
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// 视图名来自代码常量，安全拼接
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return `
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SELECT time, exchange, symbol, interval,
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open, high, low, close, volume,
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quote_volume, taker_buy_base_vol, taker_buy_quote_vol, trade_count
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FROM ${viewName}
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WHERE exchange = $1
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AND symbol = $2
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AND time >= $3
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AND time < $4
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ORDER BY time ASC
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`;
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}
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// ============================================================
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// 监控交易对查询 — monitored_symbols
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// ============================================================
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/**
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* 查询所有启用的监控标的（采集服务启动时调用）
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* 返回类型：MonitoredSymbolRow[]
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*/
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export const queryEnabledSymbols = `
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SELECT id, exchange, symbol, interval,
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enabled, priority, label, notes,
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created_at, updated_at
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FROM monitored_symbols
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WHERE enabled = TRUE
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ORDER BY exchange, priority DESC, symbol, interval
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`;
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/**
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* 查询指定交易所的监控标的
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* 返回类型：MonitoredSymbolRow[]
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*/
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export const querySymbolsByExchange = `
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SELECT id, exchange, symbol, interval,
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enabled, priority, label, notes,
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created_at, updated_at
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FROM monitored_symbols
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WHERE exchange = $1
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AND enabled = TRUE
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ORDER BY priority DESC, symbol, interval
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`;
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/**
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* 插入监控标的（UPSERT）
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*/
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export const upsertMonitoredSymbol = `
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INSERT INTO monitored_symbols (exchange, symbol, interval, enabled, priority, label, notes)
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VALUES ($1, $2, $3, $4, $5, $6, $7)
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ON CONFLICT (exchange, symbol, interval) DO UPDATE SET
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enabled = EXCLUDED.enabled,
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priority = EXCLUDED.priority,
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label = EXCLUDED.label,
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notes = EXCLUDED.notes,
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updated_at = NOW()
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RETURNING id, exchange, symbol, interval,
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enabled, priority, label, notes,
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created_at, updated_at
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`;
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/**
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* 禁用监控标的（软删除）
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*/
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export const disableMonitoredSymbol = `
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UPDATE monitored_symbols
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SET enabled = FALSE, updated_at = NOW()
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WHERE exchange = $1 AND symbol = $2 AND interval = $3
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RETURNING id, exchange, symbol, interval
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`;
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/**
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* 按 ID 查询单个监控标的
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* 返回类型：MonitoredSymbolRow | null
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*/
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export const queryMonitoredSymbolById = `
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SELECT id, exchange, symbol, interval,
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enabled, priority, label, notes,
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created_at, updated_at
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FROM monitored_symbols
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WHERE id = $1
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`;
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/**
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* 查询所有监控标的（含已禁用）
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* 返回类型：MonitoredSymbolRow[]
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*/
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export const queryAllMonitoredSymbols = `
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SELECT id, exchange, symbol, interval,
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enabled, priority, label, notes,
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created_at, updated_at
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FROM monitored_symbols
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ORDER BY exchange, priority DESC, symbol, interval
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`;
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/**
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* 按唯一键 (exchange, symbol, interval) 查询监控标的
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* 返回类型：MonitoredSymbolRow | null
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*/
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export const queryMonitoredSymbolByKey = `
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SELECT id, exchange, symbol, interval,
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enabled, priority, label, notes,
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created_at, updated_at
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FROM monitored_symbols
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WHERE exchange = $1 AND symbol = $2 AND interval = $3
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`;
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/**
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* 按 ID 删除监控标的（硬删除）
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* 返回被删除记录的 id
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*/
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export const deleteMonitoredSymbol = `
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DELETE FROM monitored_symbols
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WHERE id = $1
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RETURNING id
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`;
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/**
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* 按唯一键删除监控标的（硬删除）
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* 返回被删除记录的 id
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*/
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export const deleteMonitoredSymbolByKey = `
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DELETE FROM monitored_symbols
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WHERE exchange = $1 AND symbol = $2 AND interval = $3
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RETURNING id
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`;
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/**
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* 更新监控标的（部分字段）
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* 仅更新传入的非 NULL 字段，自动更新 updated_at
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*/
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export const updateMonitoredSymbol = `
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UPDATE monitored_symbols
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SET enabled = COALESCE($2, enabled),
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priority = COALESCE($3, priority),
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label = COALESCE($4, label),
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notes = COALESCE($5, notes),
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updated_at = NOW()
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WHERE id = $1
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RETURNING id, exchange, symbol, interval,
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enabled, priority, label, notes,
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created_at, updated_at
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`;
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// ============================================================
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// 交易所配置查询 — exchange_config
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// ============================================================
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/**
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* 查询所有启用的交易所配置
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* 返回类型：ExchangeConfigRow[]
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*/
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export const queryEnabledExchanges = `
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SELECT id, exchange,
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rest_url, ws_url, ws_ping_interval_ms,
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rate_limit_per_sec, max_reconnect_attempts, reconnect_delay_ms,
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enabled, notes, created_at, updated_at
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FROM exchange_config
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WHERE enabled = TRUE
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ORDER BY exchange
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`;
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/**
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* 查询单个交易所配置
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* 返回类型：ExchangeConfigRow | null
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*/
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export const queryExchangeConfig = `
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SELECT id, exchange,
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rest_url, ws_url, ws_ping_interval_ms,
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rate_limit_per_sec, max_reconnect_attempts, reconnect_delay_ms,
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enabled, notes, created_at, updated_at
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FROM exchange_config
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WHERE exchange = $1
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`;
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/**
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* 插入/更新交易所配置（UPSERT）
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*/
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export const upsertExchangeConfig = `
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INSERT INTO exchange_config (
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exchange, rest_url, ws_url, ws_ping_interval_ms,
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rate_limit_per_sec, max_reconnect_attempts, reconnect_delay_ms,
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enabled, notes
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)
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VALUES ($1, $2, $3, $4, $5, $6, $7, $8, $9)
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ON CONFLICT (exchange) DO UPDATE SET
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rest_url = EXCLUDED.rest_url,
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ws_url = EXCLUDED.ws_url,
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ws_ping_interval_ms = EXCLUDED.ws_ping_interval_ms,
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rate_limit_per_sec = EXCLUDED.rate_limit_per_sec,
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max_reconnect_attempts = EXCLUDED.max_reconnect_attempts,
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reconnect_delay_ms = EXCLUDED.reconnect_delay_ms,
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enabled = EXCLUDED.enabled,
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notes = EXCLUDED.notes,
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updated_at = NOW()
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RETURNING id, exchange,
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rest_url, ws_url, ws_ping_interval_ms,
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rate_limit_per_sec, max_reconnect_attempts, reconnect_delay_ms,
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enabled, notes, created_at, updated_at
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`;
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/**
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* 按 ID 查询交易所配置
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* 返回类型：ExchangeConfigRow | null
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*/
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export const queryExchangeConfigById = `
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SELECT id, exchange,
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rest_url, ws_url, ws_ping_interval_ms,
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rate_limit_per_sec, max_reconnect_attempts, reconnect_delay_ms,
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enabled, notes, created_at, updated_at
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FROM exchange_config
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WHERE id = $1
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`;
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/**
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* 查询所有交易所配置（含已禁用）
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* 返回类型：ExchangeConfigRow[]
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*/
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export const queryAllExchangeConfigs = `
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SELECT id, exchange,
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rest_url, ws_url, ws_ping_interval_ms,
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rate_limit_per_sec, max_reconnect_attempts, reconnect_delay_ms,
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enabled, notes, created_at, updated_at
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FROM exchange_config
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ORDER BY exchange
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`;
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/**
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* 按 ID 删除交易所配置（硬删除）
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* 返回被删除记录的 id
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*/
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export const deleteExchangeConfig = `
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DELETE FROM exchange_config
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WHERE id = $1
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RETURNING id
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`;
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/**
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* 按交易所标识删除配置（硬删除）
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* 返回被删除记录的 id
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*/
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export const deleteExchangeConfigByExchange = `
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DELETE FROM exchange_config
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WHERE exchange = $1
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RETURNING id
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`;
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/**
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* 更新交易所配置（部分字段）
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* 仅更新传入的非 NULL 字段，自动更新 updated_at
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*/
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export const updateExchangeConfig = `
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UPDATE exchange_config
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SET rest_url = COALESCE($2, rest_url),
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ws_url = COALESCE($3, ws_url),
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ws_ping_interval_ms = COALESCE($4, ws_ping_interval_ms),
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rate_limit_per_sec = COALESCE($5, rate_limit_per_sec),
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max_reconnect_attempts = COALESCE($6, max_reconnect_attempts),
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reconnect_delay_ms = COALESCE($7, reconnect_delay_ms),
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enabled = COALESCE($8, enabled),
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notes = COALESCE($9, notes),
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updated_at = NOW()
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WHERE id = $1
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RETURNING id, exchange,
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rest_url, ws_url, ws_ping_interval_ms,
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rate_limit_per_sec, max_reconnect_attempts, reconnect_delay_ms,
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enabled, notes, created_at, updated_at
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`;
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// ============================================================
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// 全局配置查询 — app_config
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// ============================================================
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/**
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* 查询所有应用配置
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* 返回类型：AppConfigRow[]
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*/
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export const queryAllAppConfig = `
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SELECT id, key, value, description, updated_at
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FROM app_config
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ORDER BY key
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`;
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/**
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* 查询单个配置项
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* 返回类型：AppConfigRow | null
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*/
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export const queryAppConfig = `
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SELECT id, key, value, description, updated_at
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FROM app_config
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WHERE key = $1
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`;
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/**
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* 设置配置项（UPSERT）
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*/
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export const upsertAppConfig = `
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INSERT INTO app_config (key, value, description)
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VALUES ($1, $2, $3)
|
||
ON CONFLICT (key) DO UPDATE SET
|
||
value = EXCLUDED.value,
|
||
description = EXCLUDED.description,
|
||
updated_at = NOW()
|
||
RETURNING id, key, value, description, updated_at
|
||
`;
|
||
|
||
/**
|
||
* 按 ID 查询应用配置
|
||
* 返回类型：AppConfigRow | null
|
||
*/
|
||
export const queryAppConfigById = `
|
||
SELECT id, key, value, description, updated_at
|
||
FROM app_config
|
||
WHERE id = $1
|
||
`;
|
||
|
||
/**
|
||
* 按 key 删除应用配置（硬删除）
|
||
* 返回被删除记录的 id
|
||
*/
|
||
export const deleteAppConfig = `
|
||
DELETE FROM app_config
|
||
WHERE key = $1
|
||
RETURNING id
|
||
`;
|
||
|
||
/**
|
||
* 按 ID 删除应用配置（硬删除）
|
||
* 返回被删除记录的 id
|
||
*/
|
||
export const deleteAppConfigById = `
|
||
DELETE FROM app_config
|
||
WHERE id = $1
|
||
RETURNING id
|
||
`;
|
||
|
||
/**
|
||
* 更新应用配置值（部分字段）
|
||
* 仅更新传入的非 NULL 字段，自动更新 updated_at
|
||
*/
|
||
export const updateAppConfig = `
|
||
UPDATE app_config
|
||
SET value = COALESCE($2, value),
|
||
description = COALESCE($3, description),
|
||
updated_at = NOW()
|
||
WHERE id = $1
|
||
RETURNING id, key, value, description, updated_at
|
||
`;
|
||
|
||
// ============================================================
|
||
// 复合查询：采集服务启动加载项
|
||
// ============================================================
|
||
|
||
/**
|
||
* 一次性加载所有启动配置：
|
||
* 1. 启用的监控标的列表
|
||
* 2. 对应交易所的连接配置
|
||
*
|
||
* 返回两表 JOIN 结果，供采集服务初始化 WebSocket 连接池。
|
||
*/
|
||
export const queryStreamSubscriptions = `
|
||
SELECT
|
||
m.exchange,
|
||
m.symbol,
|
||
m.interval,
|
||
m.priority,
|
||
e.rest_url,
|
||
e.ws_url,
|
||
e.ws_ping_interval_ms,
|
||
e.rate_limit_per_sec,
|
||
e.max_reconnect_attempts,
|
||
e.reconnect_delay_ms
|
||
FROM monitored_symbols m
|
||
JOIN exchange_config e ON m.exchange = e.exchange
|
||
WHERE m.enabled = TRUE
|
||
AND e.enabled = TRUE
|
||
ORDER BY m.exchange, m.priority DESC, m.symbol, m.interval
|
||
`;
|