add list symbols

This commit is contained in:
王性驊 2025-08-05 01:01:27 +08:00
parent 4e8bc736bf
commit ba68a8d4c1
3 changed files with 120 additions and 0 deletions

View File

@ -0,0 +1,21 @@
package entity
type Kline struct {
OpenTime int64 `csv:"open_time"` // 開盤時間(毫秒)
Open string `csv:"open"` // 開盤價
High string `csv:"high"` // 最高價
Low string `csv:"low"` // 最低價
Close string `csv:"close"` // 收盤價
Volume string `csv:"volume"` // 成交量
CloseTime int64 `csv:"close_time"` // 收盤時間(毫秒)
QuoteAssetVolume string `csv:"quote_asset_volume"` // 成交額(以報價資產計)
NumberOfTrades int `csv:"number_of_trades"` // 交易筆數
TakerBuyBaseAssetVolume string `csv:"taker_buy_base_asset_volume"` // 主動買入成交量
TakerBuyQuoteAssetVolume string `csv:"taker_buy_quote_asset_volume"` // 主動買入成交額
Symbol string // 交易對
Interval string // 12h,15m,1d,1h,1m,1s,2h,30m,3m,4h,5m,6h,8h
}
func (s *Kline) TableName() string {
return "symbol"
}

View File

@ -7,4 +7,10 @@ import (
type DataSourceRepository interface {
GetSymbols(ctx context.Context) ([]*entity.Symbol, error)
KlineDownloader
}
type KlineDownloader interface {
// FetchHistoryKline 抓歷史K線資料startMillis=0 表示從最早endMillis=0 表示到最新
FetchHistoryKline(ctx context.Context, symbol string, interval string, startMillis, endMillis int64) ([]*entity.Kline, error)
}

View File

@ -1,13 +1,22 @@
package repository
import (
"archive/zip"
"blockchain/internal/config"
"blockchain/internal/domain/blockchain"
"blockchain/internal/domain/entity"
"blockchain/internal/domain/repository"
"context"
"encoding/csv"
"encoding/json"
"fmt"
"io"
"net/http"
"os"
"path/filepath"
"strconv"
"strings"
"time"
"github.com/adshao/go-binance/v2"
"github.com/zeromicro/go-zero/core/logx"
@ -122,3 +131,87 @@ func (repo *BinanceRepository) getSymbolsFromSource(ctx context.Context) ([]bina
return info.Symbols, nil
}
func (repo *BinanceRepository) FetchHistoryKline(ctx context.Context, symbol string, interval string, startMillis, endMillis int64) ([]*entity.Kline, error) {
const baseURL = "https://data.binance.vision/data/spot/daily/klines"
// 計算時間範圍
var startDate, endDate time.Time
if startMillis == 0 {
// 若沒指定,直接假設 2009-01-01比特幣最早有記錄的位置其他幣不太可能早過這個
startDate = time.Date(2009, 1, 1, 0, 0, 0, 0, time.UTC)
} else {
startDate = time.UnixMilli(startMillis)
}
if endMillis == 0 {
endDate = time.Now()
} else {
endDate = time.UnixMilli(endMillis)
}
symbol = strings.ToUpper(symbol)
var result []*entity.Kline
// 逐天下載
for d := startDate; !d.After(endDate); d = d.AddDate(0, 0, 1) {
select {
case <-ctx.Done():
return result, ctx.Err()
default:
}
dateStr := d.Format("2006-01-02")
zipFile := fmt.Sprintf("%s-%s-%s.zip", symbol, interval, dateStr)
url := fmt.Sprintf("%s/%s/%s/%s", baseURL, symbol, interval, zipFile)
resp, err := http.Get(url)
if err != nil || resp.StatusCode != 200 {
continue // 檔案不存在就跳過
}
tmpPath := filepath.Join(os.TempDir(), zipFile)
out, _ := os.Create(tmpPath)
io.Copy(out, resp.Body)
out.Close()
resp.Body.Close()
// 解壓縮
r, err := zip.OpenReader(tmpPath)
if err != nil {
os.Remove(tmpPath)
continue
}
for _, f := range r.File {
rc, _ := f.Open()
reader := csv.NewReader(rc)
for {
record, err := reader.Read()
if err == io.EOF {
break
}
if err != nil || len(record) < 12 {
continue
}
ot, _ := strconv.ParseInt(record[0], 10, 64)
ct, _ := strconv.ParseInt(record[6], 10, 64)
num, _ := strconv.Atoi(record[8])
result = append(result, &entity.Kline{
OpenTime: ot,
Open: record[1],
High: record[2],
Low: record[3],
Close: record[4],
Volume: record[5],
CloseTime: ct,
QuoteAssetVolume: record[7],
NumberOfTrades: num,
TakerBuyBaseAssetVolume: record[9],
TakerBuyQuoteAssetVolume: record[10],
Ignore: record[11],
})
}
rc.Close()
}
r.Close()
os.Remove(tmpPath)
}
return result, nil
}