diff --git a/api/indicator.proto b/api/indicator.proto
deleted file mode 100644
index 7e4d512..0000000
--- a/api/indicator.proto
+++ /dev/null
@@ -1,25 +0,0 @@
-syntax = "proto3";
-
-import "api/pub.proto";
-
-option go_package = "./pb";
-
-service IndicatorService {
-    rpc Subscribe(IndicatorSubReq) returns (stream Indicator); // 订阅指标
-    rpc Plot(Indicator) returns (Indicator); // 绘图
-}
-
-message IndicatorSubReq {
-    string topic  = 1;
-    string instId = 2;
-    int32 window  = 3;
-}
-
-message Indicator {
-    ExchangeType exhcange = 1;
-    string instId = 2;
-    string indicator = 3;
-    string sub = 4; // 指标子标题, MA5, MA10, MA20
-    int64 Ts      = 5;
-    bytes payload = 8;
-}
diff --git a/api/order.proto b/api/order.proto
new file mode 100644
index 0000000..43248b1
--- /dev/null
+++ b/api/order.proto
@@ -0,0 +1,38 @@
+syntax = "proto3";
+
+import "api/pub.proto";
+
+option go_package = "./pb";
+
+service OrderService {
+    // request-response
+    rpc SubmitOrder(OrderSubmitReq) returns (OrderSubmitRsp) {}
+    // rpc CancelOrder(CancelOrderRequest) returns (CancelOrderResponse) {}
+    // rpc QueryOrder(QueryOrderRequest) returns (QueryOrderResponse) {}
+    // rpc QueryOrders(QueryOrdersRequest) returns (QueryOrdersResponse) {}
+    // rpc QueryTrades(QueryTradesRequest) returns (QueryTradesResponse) {}
+}
+
+message OrderSubmit {
+    string session         = 1;
+    string exchange        = 2;
+    string symbol          = 3;
+    Side side              = 4;
+    string price           = 6;
+    string quantity        = 5;
+    string stop_price      = 7;
+    OrderType order_type   = 8;
+    string client_order_id = 9;
+    int64 group_id         = 10;
+}
+
+message OrderSubmitReq {
+    string session                     = 1;
+    repeated OrderSubmit submit_orders = 2;
+}
+
+message OrderSubmitRsp {
+    string session        = 1;
+    repeated Order orders = 2;
+    Error error           = 3;
+}
diff --git a/api/trading.proto b/api/trading.proto
index ee3e7d2..deb5b0a 100644
--- a/api/trading.proto
+++ b/api/trading.proto
@@ -5,34 +5,20 @@ import "api/pub.proto";
 option go_package = "./pb";
 
 service TradingService {
-    // request-response
-    rpc SubmitOrder(SubmitOrderReq) returns (SubmitOrderRsp) {}
-    // rpc CancelOrder(CancelOrderRequest) returns (CancelOrderResponse) {}
-    // rpc QueryOrder(QueryOrderRequest) returns (QueryOrderResponse) {}
-    // rpc QueryOrders(QueryOrdersRequest) returns (QueryOrdersResponse) {}
-    // rpc QueryTrades(QueryTradesRequest) returns (QueryTradesResponse) {}
+    rpc SubIndicator(IndicatorSubReq) returns (stream Indicator); // 订阅指标
 }
 
-message SubmitOrder {
-    string session         = 1;
-    string exchange        = 2;
-    string symbol          = 3;
-    Side side              = 4;
-    string price           = 6;
-    string quantity        = 5;
-    string stop_price      = 7;
-    OrderType order_type   = 8;
-    string client_order_id = 9;
-    int64 group_id         = 10;
+message IndicatorSubReq {
+    string topic  = 1;
+    string instId = 2;
+    int32 window  = 3;
 }
 
-message SubmitOrderReq {
-    string session                     = 1;
-    repeated SubmitOrder submit_orders = 2;
-}
-
-message SubmitOrderRsp {
-    string session        = 1;
-    repeated Order orders = 2;
-    Error error           = 3;
+message Indicator {
+    ExchangeType exhcange = 1;
+    string instId = 2;
+    string indicator = 3;
+    string sub = 4; // 指标子标题, MA5, MA10, MA20
+    int64 Ts      = 5;
+    bytes payload = 8;
 }
diff --git a/config/exchange.toml b/config/exchange.toml
index d901904..c0a42b7 100644
--- a/config/exchange.toml
+++ b/config/exchange.toml
@@ -18,8 +18,8 @@ receiveBuffer = 4096
 marketSubscribeLimit = 16
 consumeBatch = 1024
 consumeLater = 2000 # 时间到达later或者数据累计到batch触发consume
-# httpProxy = "http://192.168.1.6:7890"
-httpProxy = "http://10.255.183.209:7890"
+httpProxy = "http://192.168.1.5:7890"
+# httpProxy = "http://10.255.183.209:7890"
 
 # 模拟盘API交易地址如下：
 # REST：https://www.okx.com
diff --git a/generate.go b/generate.go
index 47c263a..e1c65fa 100644
--- a/generate.go
+++ b/generate.go
@@ -6,7 +6,7 @@ import "fmt"
 //go:generate protoc --go_out=./api/ --go-grpc_out=./api/ ./api/pub.proto
 //go:generate protoc --go_out=./api/ --go-grpc_out=./api/ ./api/market.proto
 //go:generate protoc --go_out=./api/ --go-grpc_out=./api/ ./api/exchange.proto
-//go:generate protoc --go_out=./api/ --go-grpc_out=./api/ ./api/indicator.proto
+//go:generate protoc --go_out=./api/ --go-grpc_out=./api/ ./api/order.proto
 //go:generate protoc --go_out=./api/ --go-grpc_out=./api/ ./api/trading.proto
 
 // run cmd: go generate generate.go
diff --git a/go.mod b/go.mod
index 9118201..c1666f2 100644
--- a/go.mod
+++ b/go.mod
@@ -29,6 +29,7 @@ require (
 	golang.org/x/net v0.38.0
 	golang.org/x/sync v0.12.0
 	golang.org/x/time v0.8.0
+	gonum.org/v1/gonum v0.16.0
 	google.golang.org/grpc v1.71.1
 	google.golang.org/protobuf v1.36.6
 	gopkg.in/natefinch/lumberjack.v2 v2.2.1
diff --git a/go.sum b/go.sum
index bc5a0f9..c57d01c 100644
--- a/go.sum
+++ b/go.sum
@@ -424,6 +424,8 @@ golang.org/x/xerrors v0.0.0-20190717185122-a985d3407aa7/go.mod h1:I/5z698sn9Ka8T
 golang.org/x/xerrors v0.0.0-20191011141410-1b5146add898/go.mod h1:I/5z698sn9Ka8TeJc9MKroUUfqBBauWjQqLJ2OPfmY0=
 golang.org/x/xerrors v0.0.0-20191204190536-9bdfabe68543/go.mod h1:I/5z698sn9Ka8TeJc9MKroUUfqBBauWjQqLJ2OPfmY0=
 golang.org/x/xerrors v0.0.0-20200804184101-5ec99f83aff1/go.mod h1:I/5z698sn9Ka8TeJc9MKroUUfqBBauWjQqLJ2OPfmY0=
+gonum.org/v1/gonum v0.16.0 h1:5+ul4Swaf3ESvrOnidPp4GZbzf0mxVQpDCYUQE7OJfk=
+gonum.org/v1/gonum v0.16.0/go.mod h1:fef3am4MQ93R2HHpKnLk4/Tbh/s0+wqD5nfa6Pnwy4E=
 google.golang.org/genproto/googleapis/api v0.0.0-20250303144028-a0af3efb3deb h1:p31xT4yrYrSM/G4Sn2+TNUkVhFCbG9y8itM2S6Th950=
 google.golang.org/genproto/googleapis/api v0.0.0-20250303144028-a0af3efb3deb/go.mod h1:jbe3Bkdp+Dh2IrslsFCklNhweNTBgSYanP1UXhJDhKg=
 google.golang.org/genproto/googleapis/rpc v0.0.0-20250303144028-a0af3efb3deb h1:TLPQVbx1GJ8VKZxz52VAxl1EBgKXXbTiU9Fc5fZeLn4=
diff --git a/internal/exchange/exchange.go b/internal/exchange/exchange.go
index 1d2d407..7cc6a9c 100644
--- a/internal/exchange/exchange.go
+++ b/internal/exchange/exchange.go
@@ -46,7 +46,7 @@ type Exchange struct {
 // 交易所交易产品
 type ExchangeTradeInstance struct {
 	Inst          *types.TradeInstance
-	Status        atomic.Int32                      // 交易产品状态, 0.初始化中 1.正常
+	Status        atomic.Int32                      // 交易产品状态, 0.初始化中 1.正常, todo status change event publish
 	LiveKline     *types.IntervalState[types.Kline] // 实时k线数据
 	LiveKStartTs  *types.IntervalState[int64]       // ws开始订阅k线标记时间戳
 	HistoryMarkTs *types.IntervalState[int64]       // 拉取历史k线标记时间戳
diff --git a/internal/exchange/exchange_service.go b/internal/exchange/exchange_service.go
index 1806bca..472d203 100644
--- a/internal/exchange/exchange_service.go
+++ b/internal/exchange/exchange_service.go
@@ -10,6 +10,7 @@ import (
 	"sig-pub/pkg/data"
 	"sig-pub/pkg/types"
 	"sig-pub/pkg/utils/collect"
+	"sig-pub/pkg/utils/conver"
 	"sig-pub/pkg/utils/times"
 	"sig-pub/pkg/zlog"
 	"sync"
@@ -176,9 +177,11 @@ func (svc *ExchangeService) consumerKline(exchange *Exchange, c <-chan *types.Ch
 			msg.Klines = append(msg.Klines, pbk)
 		}
 
-		if len(confirmKlines) > 0 {
+		// 存储到 tsdb
+		if _, ok := types.SupportedIntervals[firstKline.Interval]; ok && len(confirmKlines) > 0 {
 			// tsdb storage todo 异步处理
 			err := svc.exchangeDataPersist.SaveKline(*tradeInst, confirmKlines)
+			// zlog.Infof("save confirm klines: instId=%s(%s), interval=%s, ts=%d", tradeInst.InstId, tradeInst.Exchange, firstKline.Interval, firstKline.Ts)
 			if err != nil {
 				zlog.Errorf("kline save to tsdb error: %v, %#v", err, confirmKlines)
 			} else {
@@ -261,8 +264,9 @@ func (svc *ExchangeService) initialTradeInstanceKlines(exchange *Exchange, trade
 	retryTaskCh := make(chan fetchKlineTask, concurrent)
 
 	// 发布任务数, 成功任务数, 失败任务次数
-	var pubTasks, subTasks, failTasks atomic.Int32
+	var pubTasks, subTasks, failTimes atomic.Int32
 	var pubTaskDone atomic.Bool // 所有任务已发布
+	startTs := time.Now().UnixMilli()
 	ctx, cancel := context.WithCancel(context.Background())
 
 	defer func() {
@@ -278,16 +282,32 @@ func (svc *ExchangeService) initialTradeInstanceKlines(exchange *Exchange, trade
 			}
 		})
 		exchangeInst.Status.Store(int32(data.StatusOk))
+		zlog.Infof("initial history kline finish: instId=%s(%s), pub=%d, sub=%d, fail=%d, use %s", tradeInst.InstId, tradeInst.Exchange, pubTasks.Load(), subTasks.Load(), failTimes.Load(), conver.TimeMilliFormat(time.Now().UnixMilli()-startTs, "/"))
 	}()
 
+	// progress monitor
+	go func() {
+		ticker := time.NewTicker(time.Second)
+		for {
+			select {
+			case <-ctx.Done():
+				ticker.Stop()
+				return
+			case <-ticker.C:
+				zlog.Debugf("processing initial history kline tasks: %s(%s), pub %d, sub %d, fail %d", tradeInst.InstId, tradeInst.Exchange, pubTasks.Load(), subTasks.Load(), failTimes.Load())
+			}
+		}
+	}()
+
+	// fetch kline history task publish
 	go func() {
 		defer func() {
 			pubTaskDone.Store(true)
 			// 无任务处理
-			if subTasks.Load() == 0 {
+			if pubTasks.Load() == 0 {
 				cancel()
 			}
-			zlog.Infof("trade instance initial kline %s(%s), pub %d fetch tasks", tradeInst.InstId, tradeInst.Exchange, pubTasks.Load())
+			// zlog.Infof("trade instance initial kline %s(%s), pub %d fetch tasks", tradeInst.InstId, tradeInst.Exchange, pubTasks.Load())
 		}()
 
 		for interval, intervalAdder := range types.SupportedIntervals {
@@ -358,8 +378,9 @@ func (svc *ExchangeService) initialTradeInstanceKlines(exchange *Exchange, trade
 					zlog.Infof("retry fetch history kline task %d times: task -> %s", task.times, task.logKey())
 				}
 
+				// fetch history kline
 				if lastKlineTs, ex := svc.fetchTaskKlinesToTSDB(exchange, task); ex != nil {
-					failTasks.Add(1)
+					failTimes.Add(1)
 					if task.times >= SingleKlineFetchTaskMaxFailTimes {
 						err = fmt.Errorf("task failed to many times %d, key: %s, err: %v", task.times, task.logKey(), ex)
 						cancel()
@@ -382,9 +403,8 @@ func (svc *ExchangeService) initialTradeInstanceKlines(exchange *Exchange, trade
 
 					// 任务都已执行成功结束
 					subs := subTasks.Add(1)
-					zlog.Debugf("trade instance initial kline tasks processing: %s(%s), pub %d, sub %d, fail %d", tradeInst.InstId, tradeInst.Exchange, pubTasks.Load(), subTasks.Load(), failTasks.Load())
 					if pubTaskDone.Load() && subs >= pubTasks.Load() {
-						zlog.Infof("trade instance initial kline tasks success finished, %s(%s), pub %d, sub %d, fail %d", tradeInst.InstId, tradeInst.Exchange, pubTasks.Load(), subTasks.Load(), failTasks.Load())
+						// zlog.Infof("initial history kline tasks finished success, %s(%s), pub %d, sub %d, fail %d", tradeInst.InstId, tradeInst.Exchange, pubTasks.Load(), subTasks.Load(), failTimes.Load())
 						cancel()
 						return
 					}
@@ -462,7 +482,7 @@ func (svc *ExchangeService) ExchangeInstanceState(allExchange bool, exchangeType
 			if !ok {
 				continue
 			}
-			inst, ok := exchange.ExchangeInsts.Load(exchangeInstId)
+			exchangeInst, ok := exchange.ExchangeInsts.Load(exchangeInstId)
 			if !ok {
 				continue
 			}
@@ -470,7 +490,8 @@ func (svc *ExchangeService) ExchangeInstanceState(allExchange bool, exchangeType
 			state := &pb.TradeInstanceState{
 				Exchange: exchange.ExchangeType,
 				InstId:   instId,
-				Last:     inst.Last.String(),
+				Status:   exchangeInst.Status.Load(),
+				Last:     exchangeInst.Last.String(),
 			}
 			states = append(states, state)
 		}
diff --git a/internal/indicator/rsi.go b/internal/indicator/rsi.go
deleted file mode 100644
index 73b09f2..0000000
--- a/internal/indicator/rsi.go
+++ /dev/null
@@ -1,35 +0,0 @@
-package indicator
-
-import (
-	"fmt"
-	"sig-pub/api/pb"
-	"sig-pub/pkg/types"
-)
-
-type RSI struct {
-	// types.IntervalWindow
-	window int // 窗口大小
-}
-
-func (ind *RSI) IntervalWindow() {
-	// 指标参数注入
-}
-
-func (ind *RSI) QueryRange(exchange pb.ExchangeType, instId string, interval types.Interval, rsi int) (query string, err error) {
-	var r types.MeticMatrix
-	_ = r
-	intervalAdder, ok := types.SupportedIntervals[interval]
-	if !ok {
-		err = fmt.Errorf("unsupport interval %s", interval)
-		return
-	}
-	minutes := intervalAdder(0, int64(rsi)) / 1000 / 60
-
-	query = fmt.Sprintf(`
-		100 - 100 / (1 + (
-			avg_over_time(clamp_min(delta(%s{kind="close", interval="%s", exchange="%s"}), 0)[%dm]) /
-			avg_over_time(abs(clamp_max(delta(%s{kind="close", interval="%s", exchange="%s"}), 0))[%dm])
-		))
-	`, instId, interval, exchange, minutes, instId, interval, exchange, minutes)
-	return
-}
diff --git a/internal/market/market_grpc_server.go b/internal/market/market_grpc_server.go
index bd6dc41..a6b6d65 100644
--- a/internal/market/market_grpc_server.go
+++ b/internal/market/market_grpc_server.go
@@ -76,7 +76,7 @@ func (svr *MarketGrpcServer) ListMarketTradeInstance(ctx context.Context, req *p
 		exchangeInstMap[exchangeInst.InstId] = pbInst
 	}
 
-	tradeInsts, err := svr.tradeInstanceService.ListInstance(instIds...)
+	tradeInsts, err := svr.tradeInstanceService.ListInstanceById(instIds...)
 	for _, inst := range tradeInsts {
 		if pbInst, ok := exchangeInstMap[inst.InstId]; ok {
 			pbInst.InstType = pb.TradeInstanceType(inst.InstType)
diff --git a/internal/market/trade_instance_service.go b/internal/market/trade_instance_service.go
index 6d13ec7..f0ea43c 100644
--- a/internal/market/trade_instance_service.go
+++ b/internal/market/trade_instance_service.go
@@ -40,7 +40,7 @@ func (s *TradeInstanceService) GetInstance(instId string) (inst *entity.TradeIns
 	return
 }
 
-func (s *TradeInstanceService) ListInstance(instIds ...string) (insts []*entity.TradeInstance, err error) {
+func (s *TradeInstanceService) ListInstanceById(instIds ...string) (insts []*entity.TradeInstance, err error) {
 	err = s.db.Select(&insts, `select * from t_trade_instance where inst_id in ? and status != ?`, instIds, data.StatusDeleted)
 	if err != nil {
 		return
@@ -148,7 +148,7 @@ func (s *TradeInstanceService) UpdateInstanceStatus(inst *args.UpdateTradeInstan
 // ListExchangeTradeInstance 获取指定交易所的正常状态的交易产品
 func (s *TradeInstanceService) ListExchangeTradeInstance(exchange pb.ExchangeType) (exchangesInsts []*entity.TradeInstanceExchange, err error) {
 	err = s.db.Select(&exchangesInsts, `
-		select * from t_trade_instance_exchange where exchange = ? and status in ? order by inst_id, exchange
+		select * from t_trade_instance_exchange where exchange = ? and status in ? order by inst_id, exchange order by update_time asc
 	`, exchange, []data.Status{data.StatusOk, data.StatusProcessing})
 	if err != nil {
 		return
diff --git a/internal/trading/okx/trading.go b/internal/order/okx/trading.go
similarity index 100%
rename from internal/trading/okx/trading.go
rename to internal/order/okx/trading.go
diff --git a/internal/trading/service.go b/internal/order/service.go
similarity index 86%
rename from internal/trading/service.go
rename to internal/order/service.go
index ade22b8..d8539ee 100644
--- a/internal/trading/service.go
+++ b/internal/order/service.go
@@ -1,4 +1,4 @@
-package trading
+package order
 
 // 交易服务
 // load strategy plugins
diff --git a/internal/indicator/indicator.go b/internal/trading/indicator.go
similarity index 76%
rename from internal/indicator/indicator.go
rename to internal/trading/indicator.go
index a03d0cb..ff962c6 100644
--- a/internal/indicator/indicator.go
+++ b/internal/trading/indicator.go
@@ -1,7 +1,7 @@
-package indicator
+package trading
 
 import (
-	vmts "sig-pub/pkg/storage/tsdb/victoria_metrics"
+	"sig-pub/pkg/indicator"
 	"sync"
 )
 
@@ -11,15 +11,20 @@ import (
 // 历史指标 实时计算
 // 自定义插件化指标
 type IndicatorService struct {
-	vmdb vmts.VictoriaMetricsTSDB
+	indicators map[string]indicator.RSI
 }
 
-func NewIndicatorService(vmdb vmts.VictoriaMetricsTSDB) *IndicatorService {
+func NewIndicatorService() *IndicatorService {
 	return &IndicatorService{
-		vmdb: vmdb,
+		indicators: make(map[string]indicator.RSI),
 	}
 }
 
+func (svc *IndicatorService) GetKlines(start, end int64) {
+	// Regist(RSI)
+	// if Indicators[RSI]
+}
+
 // 加载热指标
 // 订阅k线数据 更新指标
 func (svc *IndicatorService) Init() {
@@ -43,6 +48,7 @@ func (svc *IndicatorService) Indicator(indicatorName string, args ...any) {
 }
 
 // kline -> indicator root -> /internal/force_flush -> all indicators (wg concurrent) -> all strategy (concurrent)
+// kline -> indicator root -> all indicators ->
 type Ind struct {
 	LiveMu sync.RWMutex // 实时k线锁, k线更新后指标更新时写锁
 }
diff --git a/internal/trading/kline_series.go b/internal/trading/kline_series.go
new file mode 100644
index 0000000..334687e
--- /dev/null
+++ b/internal/trading/kline_series.go
@@ -0,0 +1,56 @@
+package trading
+
+import (
+	"sig-pub/api/pb"
+	"sig-pub/pkg/types"
+	"sig-pub/pkg/types/series"
+)
+
+type KlineSeries struct {
+	Exchange   pb.ExchangeType
+	InstId     string
+	Interval   types.Interval
+	Ts         int64
+	klines     []*types.Kline
+	klineStore KlineStore
+}
+
+func NewKlineSeries(ts int64, interval types.Interval, klineStore KlineStore) KlineSeries {
+	return KlineSeries{
+		Ts:         ts,
+		Interval:   interval,
+		klineStore: klineStore,
+	}
+}
+
+// Get
+// [0]当前k线
+func (a KlineSeries) Get(start int16) (kline types.Kline) {
+	ts := a.Interval.MustAddMul(a.Ts, int64(-start))
+
+	for _, k := range a.klines {
+		if k.Ts == ts {
+			return *k
+		}
+	}
+	// todo query tsdb
+	return
+}
+
+// Series [start...end]
+func (a KlineSeries) Series(start, end int16) (klines series.Klines) {
+	endTs := a.Interval.MustAddMul(a.Ts, int64(-start))
+	startTs := a.Interval.MustAddMul(a.Ts, int64(-end))
+	_ = endTs
+	_ = startTs
+	// return a.klineStore.GetRange(startTs, endTs)
+	// todo
+	return
+}
+
+func (s *KlineSeries) Update(kline *types.Kline) []types.Kline {
+	s.klines = append(s.klines, kline)
+	// todo copy(s.klines, s.klines[0:1]) set index=20, ts=kline.ts
+	s.Ts = kline.Ts
+	return nil
+}
diff --git a/internal/trading/kline_store.go b/internal/trading/kline_store.go
new file mode 100644
index 0000000..1e8d172
--- /dev/null
+++ b/internal/trading/kline_store.go
@@ -0,0 +1,27 @@
+package trading
+
+import (
+	"sig-pub/api/pb"
+	vmts "sig-pub/pkg/storage/tsdb/victoria_metrics"
+	"sig-pub/pkg/types"
+	"sig-pub/pkg/utils/collect"
+)
+
+type KlineStore struct {
+	vmdb  vmts.VictoriaMetricsTSDB
+	store [3]*collect.ConcurrentMap[string, collect.ConcurrentMap[types.Interval, *KlineSeries]] // K线列表: []exchange<instId, interval, klines>
+}
+
+func NewKlineSeriesStore(vmdb vmts.VictoriaMetricsTSDB) (kss *KlineStore) {
+	kss = &KlineStore{
+		vmdb: vmdb,
+	}
+	kss.store[pb.ExchangeType_OKX] = collect.NewConcurrentMap[string, collect.ConcurrentMap[types.Interval, *KlineSeries]](64, func(s string) string { return s })
+	// kss.klines[pb.ExchangeType_BINANCE] =
+	return
+}
+
+func (s *KlineStore) Update(exchange pb.ExchangeType, kline *types.Kline) (k types.Kline) {
+
+	return
+}
diff --git a/pkg/indicator/base.go b/pkg/indicator/base.go
new file mode 100644
index 0000000..8e716b2
--- /dev/null
+++ b/pkg/indicator/base.go
@@ -0,0 +1,23 @@
+package indicator
+
+import (
+	"sig-pub/pkg/types"
+	"sig-pub/pkg/types/series"
+)
+
+// IIndicator 指标基础计算接口
+type IIndicator interface {
+	Calculate() (vector float64)
+}
+
+// IKlineSeries k线序列, strategy服务提供
+type IKlineSeries interface {
+	Get(start int16) (kline types.Kline)
+	Series(start, end int16) (klines series.Klines)
+}
+
+// IIndicatorSeries 指标序列, 供策略读取, strategy服务提供
+type IIndicatorSeries interface {
+	Get(start int16) (vector float64)
+	Series(start, end int16) (matrix series.Floats)
+}
diff --git a/pkg/indicator/rsi.go b/pkg/indicator/rsi.go
index 4faf585..57e1b20 100644
--- a/pkg/indicator/rsi.go
+++ b/pkg/indicator/rsi.go
@@ -2,60 +2,65 @@ package indicator
 
 import (
 	"fmt"
-	"sig-pub/pkg/trader"
+	"sig-pub/api/pb"
 	"sig-pub/pkg/types"
-	"sig-pub/pkg/types/series"
-
-	"github.com/spf13/cast"
 )
 
-// RSI: 相对强弱指数 (RSI)
-// rsi define: https://www.investopedia.com/terms/r/rsi.asp
+// RSI stateless indicator
 type RSI struct {
-	trader.Indicator
-	series.Series
-	values series.Floats
-	prices series.Floats
-
-	argBaseDay int32
+	// types.IntervalWindow
+	window int // 窗口大小
+	kliner IKlineSeries
 }
 
-func NewRSI() *RSI {
-	return &RSI{}
+// New indicator interface
+// 依赖注入
+// 指标参数注入
+func (c RSI) New(klineAccesser IKlineSeries) *RSI {
+	return &RSI{
+		kliner: klineAccesser,
+	}
 }
 
-func (ind RSI) Meta() trader.IndicatorMeta {
-	return trader.IndicatorMeta{
-		Name: "RSI",
-		Desc: "",
-		Args: []trader.Arg{
-			{Name: "基准天数", Desc: "", ArgType: trader.ArgTypeUInt},
-		},
-	}
+// indicator interface
+func (c *RSI) IntervalWindow(window int) {
+	c.window = window
 }
 
-func (ind *RSI) Init(indId int64, exchange any, args []string) (code trader.ErrorCode, err error) {
-	arg0, err := cast.ToInt32E(args[0])
-	if err != nil {
-		return
-	}
-	ind.argBaseDay = arg0
+// Calculate 计算单根k线rsi指标
+func (c *RSI) Calculate() (vector float64) {
+	// kline := c.kliner.Get(0)
+	// if kline.Close == kline.High {
+	// 	// emit buy/sell
+	// }
+	// 读k线, 计算
+	klineSeries := c.kliner.Series(0, int16(c.window)) // 7根
+	closeSeries := klineSeries.Close()
+	closeDiff := closeSeries.Diff()
 
-	cast.ToIntE("1")
-	return
+	avgGain := closeDiff.PositiveValuesOrZero().Abs().Sum() / float64(c.window)
+	avgLoss := closeDiff.NegativeValuesOrZero().Abs().Sum() / float64(c.window)
+
+	rs := avgGain / avgLoss
+	rsi := 100 - (100 / (1 + rs))
+	return rsi
 }
 
-func (ind *RSI) Update(klines []types.Kline) (err error) {
-	for _, kline := range klines {
-		c, ok := kline.Close.Float64()
-		if !ok {
-			err = fmt.Errorf("kline close to float64 error: %s", kline.Close.String())
-			return
-		}
-		ind.prices.Push(c)
+func (c *RSI) QueryRange(exchange pb.ExchangeType, instId string, interval types.Interval, rsi int) (query string, err error) {
+	var r types.MeticMatrix
+	_ = r
+	intervalAdder, ok := types.SupportedIntervals[interval]
+	if !ok {
+		err = fmt.Errorf("unsupport interval %s", interval)
+		return
 	}
+	minutes := intervalAdder(0, int64(rsi)) / 1000 / 60
 
-	diff := ind.prices.Diff()
-	_ = diff
+	query = fmt.Sprintf(`
+		100 - 100 / (1 + (
+			avg_over_time(clamp_min(delta(%s{kind="close", interval="%s", exchange="%s"}), 0)[%dm]) /
+			avg_over_time(abs(clamp_max(delta(%s{kind="close", interval="%s", exchange="%s"}), 0))[%dm])
+		))
+	`, instId, interval, exchange, minutes, instId, interval, exchange, minutes)
 	return
 }
diff --git a/pkg/indicator/rsi0.go b/pkg/indicator/rsi0.go
new file mode 100644
index 0000000..e6e2faa
--- /dev/null
+++ b/pkg/indicator/rsi0.go
@@ -0,0 +1,61 @@
+package indicator
+
+import (
+	"fmt"
+	"sig-pub/pkg/trader"
+	"sig-pub/pkg/types"
+	"sig-pub/pkg/types/series"
+
+	"github.com/spf13/cast"
+)
+
+// RSI0: 相对强弱指数 (RSI0)
+// rsi define: https://www.investopedia.com/terms/r/rsi.asp
+type RSI0 struct {
+	trader.Indicator
+	series.Series
+	values series.Floats
+	prices series.Floats
+
+	argBaseDay int32
+}
+
+func NewRSI() *RSI0 {
+	return &RSI0{}
+}
+
+func (ind RSI0) Meta() trader.IndicatorMeta {
+	return trader.IndicatorMeta{
+		Name: "RSI",
+		Desc: "",
+		Args: []trader.Arg{
+			{Name: "基准天数", Desc: "", ArgType: trader.ArgTypeUInt},
+		},
+	}
+}
+
+func (ind *RSI0) Init(indId int64, exchange any, args []string) (code trader.ErrorCode, err error) {
+	arg0, err := cast.ToInt32E(args[0])
+	if err != nil {
+		return
+	}
+	ind.argBaseDay = arg0
+
+	cast.ToIntE("1")
+	return
+}
+
+func (ind *RSI0) Update(klines []types.Kline) (err error) {
+	for _, kline := range klines {
+		c, ok := kline.Close.Float64()
+		if !ok {
+			err = fmt.Errorf("kline close to float64 error: %s", kline.Close.String())
+			return
+		}
+		ind.prices.Push(c)
+	}
+
+	diff := ind.prices.Diff()
+	_ = diff
+	return
+}
diff --git a/pkg/types/decimals/decimal.go b/pkg/types/decimals/decimal.go
new file mode 100644
index 0000000..ae6ae9a
--- /dev/null
+++ b/pkg/types/decimals/decimal.go
@@ -0,0 +1,15 @@
+package decimals
+
+import (
+	"fmt"
+
+	"github.com/govalues/decimal"
+)
+
+func MustToFloat64(v decimal.Decimal) float64 {
+	f, ok := v.Float64()
+	if !ok {
+		panic(fmt.Errorf("decimal to float64 error: %v", v))
+	}
+	return f
+}
diff --git a/pkg/types/interval.go b/pkg/types/interval.go
index fa6c2f5..da06195 100644
--- a/pkg/types/interval.go
+++ b/pkg/types/interval.go
@@ -1,6 +1,7 @@
 package types
 
 import (
+	"fmt"
 	"sig-pub/pkg/zlog"
 	"sort"
 	"time"
@@ -20,6 +21,14 @@ func (i Interval) AddMul(ts, mul int64) (int64, bool) {
 	return c(ts, mul), true
 }
 
+func (i Interval) MustAddMul(ts, mul int64) int64 {
+	ts, ok := i.AddMul(ts, mul)
+	if !ok {
+		panic(fmt.Errorf("unsupport interval AddMul: interval=%s, ts=%d, mul=%d", i, ts, mul))
+	}
+	return ts
+}
+
 const (
 	Interval1s  = Interval("1s")
 	Interval1m  = Interval("1m")
diff --git a/pkg/types/series/floats.go b/pkg/types/series/floats.go
index d31af4f..8c4f325 100644
--- a/pkg/types/series/floats.go
+++ b/pkg/types/series/floats.go
@@ -1,9 +1,15 @@
 package series
 
+import (
+	"math"
+
+	"gonum.org/v1/gonum/floats"
+)
+
 type Floats []float64
 
-func NewFloats(length int) Floats {
-	return make(Floats, 0, length+1)
+func NewFloats(vs ...float64) Floats {
+	return Floats(vs)
 }
 
 func (s *Floats) Push(v float64) {
@@ -24,3 +30,52 @@ func (s Floats) Diff() (values Floats) {
 	}
 	return values
 }
+
+func (s Floats) Sub(b Floats) (c Floats) {
+	if len(s) != len(b) {
+		return c
+	}
+
+	c = make(Floats, len(s))
+	for i := range s {
+		c[i] = s[i] - b[i]
+	}
+	return c
+}
+
+func (s Floats) Max() float64 {
+	return floats.Max(s)
+}
+
+func (s Floats) Min() float64 {
+	return floats.Min(s)
+}
+
+func (s Floats) PositiveValuesOrZero() (values Floats) {
+	for _, v := range s {
+		values.Push(math.Max(v, 0))
+	}
+	return values
+}
+
+func (s Floats) NegativeValuesOrZero() (values Floats) {
+	for _, v := range s {
+		values.Push(math.Min(v, 0))
+	}
+	return values
+}
+
+func (s Floats) Abs() (values Floats) {
+	values = make(Floats, 0, len(s))
+	for _, v := range s {
+		values.Push(math.Abs(v))
+	}
+	return values
+}
+
+func (s Floats) Sum() (sum float64) {
+	for _, v := range s {
+		sum += v
+	}
+	return sum
+}
diff --git a/pkg/types/series/funcs.go b/pkg/types/series/funcs.go
deleted file mode 100644
index c008a7a..0000000
--- a/pkg/types/series/funcs.go
+++ /dev/null
@@ -1,23 +0,0 @@
-package series
-
-import (
-	"sig-pub/pkg/types"
-
-	"github.com/govalues/decimal"
-)
-
-func Klines2Decimals(klines []types.Kline, mapping func(kline types.Kline) decimal.Decimal) (r Decimals) {
-	r = NewDecimals(len(klines))
-	for _, k := range klines {
-		r.Push(mapping(k))
-	}
-	return
-}
-
-func Klines2Floats(klines []types.Kline, mapping func(kline types.Kline) float64) (r Floats) {
-	r = NewFloats(len(klines))
-	for _, k := range klines {
-		r.Push(mapping(k))
-	}
-	return
-}
diff --git a/pkg/types/series/klines.go b/pkg/types/series/klines.go
new file mode 100644
index 0000000..8f1b146
--- /dev/null
+++ b/pkg/types/series/klines.go
@@ -0,0 +1,37 @@
+package series
+
+import (
+	"sig-pub/pkg/types"
+	"sig-pub/pkg/types/decimals"
+	"sig-pub/pkg/utils/collect"
+)
+
+type Klines []types.Kline
+
+func (s Klines) Times() []int64 {
+	return collect.Mapping(s, func(_ int, k types.Kline) int64 { return k.Ts })
+}
+
+func (s Klines) Open() Floats {
+	return collect.Mapping(s, func(_ int, k types.Kline) float64 { return decimals.MustToFloat64(k.Open) })
+}
+
+func (s Klines) Close() Floats {
+	return collect.Mapping(s, func(_ int, k types.Kline) float64 { return decimals.MustToFloat64(k.Close) })
+}
+
+func (s Klines) High() Floats {
+	return collect.Mapping(s, func(_ int, k types.Kline) float64 { return decimals.MustToFloat64(k.High) })
+}
+
+func (s Klines) Low() Floats {
+	return collect.Mapping(s, func(_ int, k types.Kline) float64 { return decimals.MustToFloat64(k.Low) })
+}
+
+func (s Klines) Vol() Floats {
+	return collect.Mapping(s, func(_ int, k types.Kline) float64 { return decimals.MustToFloat64(k.Vol) })
+}
+
+func (s Klines) VolQuote() Floats {
+	return collect.Mapping(s, func(_ int, k types.Kline) float64 { return decimals.MustToFloat64(k.VolQuote) })
+}
diff --git a/pkg/utils/conver/unit_conver.go b/pkg/utils/conver/unit_conver.go
index 3c5752a..af9f3f3 100644
--- a/pkg/utils/conver/unit_conver.go
+++ b/pkg/utils/conver/unit_conver.go
@@ -2,6 +2,7 @@ package conver
 
 import (
 	"fmt"
+	"strings"
 	"time"
 
 	"github.com/dsnet/golib/unitconv"
@@ -42,3 +43,35 @@ func MustParseDuration(s string) time.Duration {
 	}
 	return d
 }
+
+// TimeMilliFormat 时间戳差转换成可视化时间单位 2100 -> 1h-2s-100ms
+func TimeMilliFormat(milli int64, sep string) (r string) {
+	day := milli / (1000 * 60 * 60 * 24)
+	milli -= day * (1000 * 60 * 60 * 24)
+	hour := milli / (1000 * 60 * 60)
+	milli -= hour * (1000 * 60 * 60)
+	minite := milli / (1000 * 60)
+	milli -= minite * (1000 * 60)
+	second := milli / (1000)
+	milli -= second * (1000)
+
+	vs := []int64{day, hour, minite, second, milli}
+	units := []string{"d", "h", "m", "s", "ms"}
+	index := -1
+	for i, v := range vs {
+		if v > 0 {
+			index = i
+			break
+		}
+	}
+	if index == -1 {
+		r = "0ms"
+		return
+	}
+	var rs []string
+	for ; index < len(vs); index++ {
+		rs = append(rs, fmt.Sprintf("%d%s", vs[index], units[index]))
+	}
+	r = strings.Join(rs, sep)
+	return
+}