exchange fetch klines

.gitignore

@@ -27,3 +27,4 @@ Thumbs.db
 
 /api/pb
 /fs
+/run/*

README.md

@@ -48,3 +48,19 @@ k线推送
 
 价格/交易量精度->tsdb读写存储
 kline时间窗口
+
+tradingview advanced-charts: 
+  - https://cn.tradingview.com/advanced-charts/
+tradingview lightweight-charts: 
+  - https://tradingview.github.io/lightweight-charts/ 
+  - https://github.com/tradingview/lightweight-charts
+d3js:
+  - https://d3js.org/
+
+DXcharts:
+  - https://devexperts.com/dxcharts/
+  - https://github.com/devexperts/dxcharts-lite
+  - https://financefeeds.com/zh-CN/dxcharts-%E5%9B%BE%E8%A1%A8%E7%9A%84%E5%B4%9B%E8%B5%B7%E6%88%90%E4%B8%BA%E4%BA%A4%E6%98%93%E5%B9%B3%E5%8F%B0%E9%87%91%E8%9E%8D%E7%A7%91%E6%8A%80%E7%BD%91%E7%AB%99%E7%9A%84%E7%AB%9E%E4%BA%89%E4%BC%98%E5%8A%BF/
+
+golang-clash:
+  - https://hub.docker.com/r/dreamacro/clash

api/exchange.proto

@@ -6,22 +6,42 @@ option go_package = "./pb";
 
 // 订阅/查询/存储,交易所k线图/热度/深度等基础数据指标
 service ExchangeService {
-  rpc SubscribeKline(stream ReqStreamSubscribeKline)
+  // 订阅实时K线
-      returns (stream RspStreamSubscribeKline);
+  rpc SubscribeKline(stream ReqStreamSubscribeKline) returns (stream RspStreamSubscribeKline);
+
+  // 获取支持的交易所列表
+  rpc Exchanges(ReqExchanges) returns (RspExchanges);
+
+  // 获取交易所交易产品状态
+  rpc ExchangeInstanceState(ReqExchangeInstanceState) returns (RspExchangeInstanceState);
 }
 
 message ReqStreamSubscribeKline {
   SubscribeType subType = 1;
-  repeated Exchange exchanges = 2; // 交易所
+  repeated ExchangeType exchanges = 2; // 交易所
   repeated string instIds = 3;
   repeated string intervals = 4;
   bool onlyConfirm = 5; // 只要confirm的k线
 }
-
 message RspStreamSubscribeKline { StreamKline kline = 1; }
 
 message StreamKline {
   repeated Kline klines = 2;
-  Exchange exchange = 3; // 交易所
+  ExchangeType exchange = 3; // 交易所
   string instId = 4;     // 交易产品id
 }
+
+message ReqExchanges {
+}
+message RspExchanges {
+  repeated ExchangeType exchanges = 1;
+}
+
+message ReqExchangeInstanceState {
+  repeated string insts = 1;
+  bool allExchange = 2;
+  repeated ExchangeType exchanges = 3; // 交易所
+}
+message RspExchangeInstanceState {
+  repeated TradeInstanceState instsState = 1; // 交易产品列表
+}

api/indicator.proto

@@ -16,7 +16,7 @@ message IndicatorSubReq {
 }
 
 message Indicator {
-    Exchange exhcange = 1;
+    ExchangeType exhcange = 1;
     string instId = 2;
     string indicator = 3;
     string sub = 4; // 指标子标题, MA5, MA10, MA20

api/market.proto

@@ -5,7 +5,7 @@ import "api/pub.proto";
 option go_package = "./pb";
 
 // 交易产品管理
-service Market {
+service MarketService {
   rpc GetTradeInstance(ReqGetTradeInstance) returns (RspGetTradeInstance);
   rpc AddTradeInstance(ReqAddTradeInstance) returns (RspAddTradeInstance);
   // rpc UpdateTradeInstance(ReqUpdateTradeInstance) returns (RspUpdateTradeInstance);
@@ -46,18 +46,18 @@ message RspStatusTradeInstance {
 message ReqListTradeInstance {
   int32 page = 1;
   int32 pageSize = 2;
-  Exchange exchange = 3; // 交易所
+  ExchangeType exchange = 3; // 交易所
   string topic = 4;
   string instId = 5;
 }
 message RspListTradeInstance {
   repeated Kline klines = 1;
-  Exchange exchange = 2; // 交易所
+  ExchangeType exchange = 2; // 交易所
   string instId = 3;     // 交易产品id
 }
 
 message ReqListExchangeTradeInstance {
-  repeated Exchange exchanges = 1;
+  repeated ExchangeType exchanges = 1;
 }
 message RspListExchangeTradeInstance {
   repeated TradeInstanceExchange exchangeInsts = 1;

api/pub.proto

@@ -8,7 +8,7 @@ enum SubscribeType {
   UnsubscribeAll = 2;
 }
 
-enum Exchange {
+enum ExchangeType {
   SIG = 0;
   OKX = 1;
   BINANCE = 2;
@@ -79,11 +79,19 @@ message TradeInstanceExchange {
   string exchangeInstId = 1;
   string instId = 2;
   int32 status = 3;
-  int32 exchange = 4;
+  ExchangeType exchange = 4;
   string updateBy = 5;
   int64 updateTime = 6;
 }
 
+// 交易所交易产品状态
+message TradeInstanceState {
+  ExchangeType exchange = 1;
+  string instId = 2;
+  int32 status = 3; 
+  string last = 4; // 最后成交价格
+}
+
 message Kline {
   int64 Ts = 2;
   string interval = 3; // 周期
@@ -98,7 +106,7 @@ message Kline {
 
 // https://maicoin.github.io/max-websocket-docs/#/private_channels?id=snapshot
 message Order {
-  string exchange = 1;
+  ExchangeType exchange = 1;
   string symbol = 2;
   string id = 3;
   Side side = 4;

cmd/exchange/main.go

@@ -1,7 +1,6 @@
 package main
 
 import (
-	"context"
 	"fmt"
 	"net"
 	"sig-pub/api/pb"
@@ -16,7 +15,7 @@ import (
 	"sig-pub/pkg/utils/exit"
 	"sig-pub/pkg/zlog"
 
-	clientv3 "go.etcd.io/etcd/client/v3"
+	"github.com/hashicorp/consul/api"
 	"google.golang.org/grpc"
 	"google.golang.org/grpc/credentials/insecure"
 	"google.golang.org/grpc/reflection"
@@ -32,34 +31,26 @@ func main() {
 	conf := config.MustLoadConfig(new(config.Configuration), "config/config.toml")
 	exchangeConf := config.MustLoadConfig(new(ExchangeConf), "config/exchange.toml")
 
-	// tsdb VictoriaMetrics
+	// consul 配置
-	vmtsdb := vmts.NewVictoriaMetricsTSDB(conf.Tsdb.Victoriametrics)
+	cc := api.DefaultConfig()
-	tsdbService := exchange.NewExchangeDataService(vmtsdb, nil)
+	cc.Address = conf.Consul.Address
-	if err := tsdbService.Init(); err != nil {
+	client, err := api.NewClient(cc)
-		panic(err)
-	}
-
-	etcdClient, err := clientv3.New(conf.Etcd)
 	if err != nil {
-		panic(err)
+		panic(fmt.Errorf("consul client error: %v", err))
 	}
-	exit.AddHook(func() { _ = etcdClient.Close() }, exit.WithOrderTail())
+	dis := discovery.NewConsulDiscovery(client)
+	resolver := dis.Resolver()
 
-	// get market grpc client
+	// new market grpc client
-	dis := discovery.NewEtcdDiscovery(etcdClient)
+	marketUrl := discovery.ConsulDialUrl(pb.MarketService_ServiceDesc.ServiceName)
-	resolver, err := dis.Resolver()
+	marketConn, err := grpc.NewClient(marketUrl,
-	if err != nil {
-		panic(err)
-	}
-	url := fmt.Sprintf("%s:///%s", discovery.EtcdSchema, pb.Market_ServiceDesc.ServiceName)
-	conn, err := grpc.NewClient(url,
 		grpc.WithResolvers(resolver),
 		grpc.WithTransportCredentials(insecure.NewCredentials()),
 	)
 	if err != nil {
 		panic(err)
 	}
-	marketClient := pb.NewMarketClient(conn)
+	marketClient := pb.NewMarketServiceClient(marketConn)
 	tradeInstanceAside := aside.NewTradeInstanceAside(marketClient)
 
 	// kvrocks db
@@ -76,12 +67,22 @@ func main() {
 	okxFetcher := okx.NewOkxFetcher(conf.Exchange.Okx.HttpProxy)
 	okxExchange := exchange.NewExchange(okxFetcher, okxSubscriber)
 
-	// exhcange main service
+	// tsdb VictoriaMetrics
-	exchangeService := exchange.NewExchangeGrpcServer(tradeInstanceAside, tsdbService, kvdb, okxExchange)
+	vmtsdb := vmts.NewVictoriaMetricsTSDB(conf.Tsdb.Victoriametrics)
-	if err := exchangeService.Init(); err != nil {
+	tsdbService := exchange.NewExchangeDataService(vmtsdb, kvdb)
+	if err := tsdbService.Init(); err != nil {
 		panic(err)
 	}
 
+	// exchange main service
+	exchangeService := exchange.NewExchangeService(tradeInstanceAside, tsdbService, okxExchange)
+	if err := exchangeService.Init(); err != nil {
+		panic(err)
+	}
+	exchangeGrpcServer := exchange.NewExchangeGrpcServer(exchangeService)
+	if err := exchangeGrpcServer.Init(); err != nil {
+		panic(err)
+	}
 	grpcServer := grpc.NewServer(config.GetGrpcOptions(
 		conf.Grpc,
 		grpc.UnaryInterceptor(interceptor.RecoverInterceptor))...,
@@ -90,22 +91,16 @@ func main() {
 		// 注册反射服务
 		reflection.Register(grpcServer)
 	}
+	pb.RegisterExchangeServiceServer(grpcServer, exchangeGrpcServer)
 
-	pb.RegisterExchangeServiceServer(grpcServer, exchangeService)
+	exit.AddHook(grpcServer.GracefulStop, exit.WithOrderFront())
-
-	registry := discovery.NewEtcdDiscovery(etcdClient)
 
+	// consul 服务注册
 	register := exchangeConf.Register
-	if register.Name == "" {
+	register.Name = pb.ExchangeService_ServiceDesc.ServiceName
-		register.Name = pb.Market_ServiceDesc.ServiceName
+	if err := dis.Registry(grpcServer, register); err != nil {
-	}
-
-	ctx, cancel := context.WithCancel(context.Background())
-	exit.AddHook(cancel, exit.WithOrderFront())
-	if err := registry.Registry(ctx, register); err != nil {
 		panic(err)
 	}
-	exit.AddHook(grpcServer.GracefulStop, exit.WithOrderFront())
 
 	// run grpc server
 	go func() {

cmd/indicator/main.go

@@ -81,7 +81,7 @@ func subscribeEvents(client pb.ExchangeServiceClient) {
 	instIds := []string{"BTC-USDT", "DOGE-USDT-SWAP"}
 	msg := &pb.ReqStreamSubscribeKline{
 		SubType:   pb.SubscribeType_Subscribe,
-		Exchanges: []pb.Exchange{pb.Exchange_OKX},
+		Exchanges: []pb.ExchangeType{pb.ExchangeType_OKX},
 		InstIds:   instIds,
 		Intervals: []string{
 			string(types.Interval1s),
@@ -99,7 +99,7 @@ func subscribeEvents(client pb.ExchangeServiceClient) {
 		<-time.After(10 * time.Second)
 		msg := &pb.ReqStreamSubscribeKline{
 			SubType:   pb.SubscribeType_Unsubscribe,
-			Exchanges: []pb.Exchange{pb.Exchange_OKX},
+			Exchanges: []pb.ExchangeType{pb.ExchangeType_OKX},
 			InstIds:   []string{"BTC-USDT"},
 			Intervals: []string{
 				string(types.Interval1s),

cmd/market/main.go

@@ -1,7 +1,7 @@
 package main
 
 import (
-	"context"
+	"fmt"
 	"net"
 	"sig-pub/api/pb"
 	"sig-pub/internal/market"
@@ -12,7 +12,7 @@ import (
 	"sig-pub/pkg/utils/exit"
 	"sig-pub/pkg/zlog"
 
-	clientv3 "go.etcd.io/etcd/client/v3"
+	"github.com/hashicorp/consul/api"
 	"google.golang.org/grpc"
 	"google.golang.org/grpc/reflection"
 )
@@ -27,14 +27,13 @@ func main() {
 	conf := config.MustLoadConfig(new(config.Configuration), "config/config.toml")
 	marketConf := config.MustLoadConfig(new(MarketConf), "config/market.toml")
 
-	// etcd discovery
+	// consul 配置
-	etcdClient, err := clientv3.New(conf.Etcd)
+	cc := api.DefaultConfig()
+	cc.Address = conf.Consul.Address
+	client, err := api.NewClient(cc)
 	if err != nil {
-		panic(err)
+		panic(fmt.Errorf("consul client error: %v", err))
 	}
-	exit.AddHook(func() { _ = etcdClient.Close() }, exit.WithOrderTail())
-
-	registry := discovery.NewEtcdDiscovery(etcdClient)
 
 	// database
 	db, err := conf.Database.Postgres.NewGormDB()
@@ -60,20 +59,17 @@ func main() {
 		// 注册反射服务
 		reflection.Register(grpcServer)
 	}
+	pb.RegisterMarketServiceServer(grpcServer, marketGrpcServer)
 
-	pb.RegisterMarketServer(grpcServer, marketGrpcServer)
+	exit.AddHook(grpcServer.GracefulStop, exit.WithOrderFront())
 
+	// consul 服务注册
 	register := marketConf.Register
-	if register.Name == "" {
+	register.Name = pb.MarketService_ServiceDesc.ServiceName
-		register.Name = pb.Market_ServiceDesc.ServiceName
+	dis := discovery.NewConsulDiscovery(client)
-	}
+	if err := dis.Registry(grpcServer, register); err != nil {
-
-	ctx, cancel := context.WithCancel(context.Background())
-	exit.AddHook(cancel, exit.WithOrderFront())
-	if err := registry.Registry(ctx, register); err != nil {
 		panic(err)
 	}
-	exit.AddHook(grpcServer.GracefulStop, exit.WithOrderFront())
 
 	// run grpc server
 	go func() {

cmd/sig-admin/main.go

@@ -1,13 +1,14 @@
 package main
 
 import (
+	"fmt"
 	"sig-pub/internal/sig"
 	"sig-pub/pkg/config"
 	"sig-pub/pkg/grpc/discovery"
 	"sig-pub/pkg/grpc/generic"
 	"sig-pub/pkg/utils/exit"
 
-	clientv3 "go.etcd.io/etcd/client/v3"
+	"github.com/hashicorp/consul/api"
 	"google.golang.org/grpc"
 	"google.golang.org/grpc/credentials/insecure"
 )
@@ -17,20 +18,19 @@ func main() {
 	// load config
 	conf := config.MustLoadConfig(new(config.Configuration), "config/config.toml")
 
-	// etcd discovery
+	// consul 配置
-	etcdClient, err := clientv3.New(conf.Etcd)
+	cc := api.DefaultConfig()
+	cc.Address = conf.Consul.Address
+	client, err := api.NewClient(cc)
 	if err != nil {
-		panic(err)
+		panic(fmt.Errorf("consul client error: %v", err))
 	}
-	exit.AddHook(func() { _ = etcdClient.Close() }, exit.WithOrderTail())
 
-	dis := discovery.NewEtcdDiscovery(etcdClient)
+	// consul service discovery
-	resolver, err := dis.Resolver()
+	dis := discovery.NewConsulDiscovery(client)
-	if err != nil {
+	resolver := dis.Resolver()
-		panic(err)
-	}
 	gpcGenericClientFactory := generic.NewGpcGenericClientFactory(
-		discovery.EtcdSchema,
+		discovery.ConsulSchema,
 		grpc.WithTransportCredentials(insecure.NewCredentials()),
 		grpc.WithResolvers(resolver),
 	)

config/config.toml

@@ -17,6 +17,9 @@ endpoints = ["127.0.0.1:7079"]
 username = ""
 password = ""
 
+[consul]
+address = "127.0.0.1:8500"
+
 [database.mysql]
 logMode = "info"
 # https://gorm.io/zh_CN/docs/connecting_to_the_database.html
@@ -59,7 +62,8 @@ 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://192.168.1.6:7890"
+httpProxy = "http://10.255.183.209:7890"
 
 # 模拟盘API交易地址如下：
 # REST：https://www.okx.com

config/exchange.toml

@@ -1,6 +1,7 @@
 
-grpcReflection = false     # 注册grpc反射服务
+grpcReflection = true     # 注册grpc反射服务
 
 [register]
+nodeId = 1               # grpc服务节点id, 多实例唯一
 addr = ":8011"           # grpc 服务端口
 attrs = { weight = 10 }  # grpc 服务权重

config/market.toml

@@ -2,5 +2,6 @@
 grpcReflection = true     # 不注册grpc反射服务
 
 [register]
+nodeId = 1               # grpc服务节点id, 多实例唯一
 addr = ":8001"           # grpc服务端口
 attrs = { weight = 10 }  # grpc服务权重

docker-compose.yml

@@ -89,10 +89,11 @@ services:
   sig-vm:
     container_name: sig-vm
     image: victoriametrics/victoria-metrics:v1.116.0
+    network_mode: host
     volumes:
       - "./fs/victoria-metrics-data:/victoria-metrics-data"
-    ports:
+    # ports:
-      - 8428:8428
+    #   - 8428:8428
     command: -dedup.minScrapeInterval=1s -retentionPeriod=99y
 
   sig-questdb:
@@ -116,3 +117,12 @@ services:
     ports:
       - 7079:2379
       - 7080:2380
+  sig-consul:
+    container_name: sig-consul
+    image: consul:1.15.4
+    network_mode: host
+    volumes:
+      - "./fs/consul/data:/consul/data"
+      - "./fs/consul/config:/consul/config"
+    # ports:
+    #   - 8500:8500

go.mod

@@ -1,6 +1,8 @@
 module sig-pub
 
-go 1.23.4
+go 1.23.8
+
+toolchain go1.24.7
 
 require (
 	github.com/VictoriaMetrics/metrics v1.36.0
@@ -34,12 +36,14 @@ require (
 
 require (
 	github.com/apapsch/go-jsonmerge/v2 v2.0.0 // indirect
+	github.com/armon/go-metrics v0.4.1 // indirect
 	github.com/bytedance/sonic/loader v0.2.4 // indirect
 	github.com/cespare/xxhash/v2 v2.3.0 // indirect
 	github.com/cloudwego/base64x v0.1.5 // indirect
 	github.com/coreos/go-semver v0.3.1 // indirect
 	github.com/coreos/go-systemd/v22 v22.5.0 // indirect
 	github.com/dgryski/go-rendezvous v0.0.0-20200823014737-9f7001d12a5f // indirect
+	github.com/fatih/color v1.16.0 // indirect
 	github.com/fsnotify/fsnotify v1.8.0 // indirect
 	github.com/gabriel-vasile/mimetype v1.4.8 // indirect
 	github.com/gin-contrib/sse v1.0.0 // indirect
@@ -53,6 +57,15 @@ require (
 	github.com/golang/protobuf v1.5.4 // indirect
 	github.com/google/uuid v1.6.0 // indirect
 	github.com/grpc-ecosystem/grpc-gateway/v2 v2.26.3 // indirect
+	github.com/hashicorp/consul/api v1.32.1 // indirect
+	github.com/hashicorp/errwrap v1.1.0 // indirect
+	github.com/hashicorp/go-cleanhttp v0.5.2 // indirect
+	github.com/hashicorp/go-hclog v1.5.0 // indirect
+	github.com/hashicorp/go-immutable-radix v1.3.1 // indirect
+	github.com/hashicorp/go-multierror v1.1.1 // indirect
+	github.com/hashicorp/go-rootcerts v1.0.2 // indirect
+	github.com/hashicorp/golang-lru v0.5.4 // indirect
+	github.com/hashicorp/serf v0.10.1 // indirect
 	github.com/influxdata/line-protocol v0.0.0-20200327222509-2487e7298839 // indirect
 	github.com/jackc/pgpassfile v1.0.0 // indirect
 	github.com/jackc/pgservicefile v0.0.0-20240606120523-5a60cdf6a761 // indirect
@@ -63,7 +76,10 @@ require (
 	github.com/json-iterator/go v1.1.12 // indirect
 	github.com/klauspost/cpuid/v2 v2.2.10 // indirect
 	github.com/leodido/go-urn v1.4.0 // indirect
+	github.com/mattn/go-colorable v0.1.13 // indirect
 	github.com/mattn/go-isatty v0.0.20 // indirect
+	github.com/mitchellh/go-homedir v1.1.0 // indirect
+	github.com/mitchellh/mapstructure v1.5.0 // indirect
 	github.com/modern-go/concurrent v0.0.0-20180306012644-bacd9c7ef1dd // indirect
 	github.com/modern-go/reflect2 v1.0.2 // indirect
 	github.com/oapi-codegen/runtime v1.0.0 // indirect
@@ -71,7 +87,7 @@ require (
 	github.com/sagikazarmark/locafero v0.7.0 // indirect
 	github.com/sourcegraph/conc v0.3.0 // indirect
 	github.com/spf13/afero v1.12.0 // indirect
-	github.com/spf13/cast v1.7.1 // indirect
+	github.com/spf13/cast v1.10.0 // indirect
 	github.com/spf13/pflag v1.0.6 // indirect
 	github.com/subosito/gotenv v1.6.0 // indirect
 	github.com/twitchyliquid64/golang-asm v0.15.1 // indirect
@@ -82,6 +98,7 @@ require (
 	go.uber.org/multierr v1.11.0 // indirect
 	golang.org/x/arch v0.15.0 // indirect
 	golang.org/x/crypto v0.36.0 // indirect
+	golang.org/x/exp v0.0.0-20250305212735-054e65f0b394 // indirect
 	golang.org/x/sys v0.31.0 // indirect
 	golang.org/x/text v0.23.0 // indirect
 	google.golang.org/genproto/googleapis/api v0.0.0-20250303144028-a0af3efb3deb // indirect

go.sum

@@ -1,8 +1,23 @@
+github.com/DataDog/datadog-go v3.2.0+incompatible/go.mod h1:LButxg5PwREeZtORoXG3tL4fMGNddJ+vMq1mwgfaqoQ=
 github.com/RaveNoX/go-jsoncommentstrip v1.0.0/go.mod h1:78ihd09MekBnJnxpICcwzCMzGrKSKYe4AqU6PDYYpjk=
 github.com/VictoriaMetrics/metrics v1.36.0 h1:f3SZMpLgIG4hJm2zfDs6wicxQ/QNWBZekY5rEGgbHKs=
 github.com/VictoriaMetrics/metrics v1.36.0/go.mod h1:r7hveu6xMdUACXvB8TYdAj8WEsKzWB0EkpJN+RDtOf8=
+github.com/alecthomas/template v0.0.0-20160405071501-a0175ee3bccc/go.mod h1:LOuyumcjzFXgccqObfd/Ljyb9UuFJ6TxHnclSeseNhc=
+github.com/alecthomas/template v0.0.0-20190718012654-fb15b899a751/go.mod h1:LOuyumcjzFXgccqObfd/Ljyb9UuFJ6TxHnclSeseNhc=
+github.com/alecthomas/units v0.0.0-20151022065526-2efee857e7cf/go.mod h1:ybxpYRFXyAe+OPACYpWeL0wqObRcbAqCMya13uyzqw0=
+github.com/alecthomas/units v0.0.0-20190717042225-c3de453c63f4/go.mod h1:ybxpYRFXyAe+OPACYpWeL0wqObRcbAqCMya13uyzqw0=
 github.com/apapsch/go-jsonmerge/v2 v2.0.0 h1:axGnT1gRIfimI7gJifB699GoE/oq+F2MU7Dml6nw9rQ=
 github.com/apapsch/go-jsonmerge/v2 v2.0.0/go.mod h1:lvDnEdqiQrp0O42VQGgmlKpxL1AP2+08jFMw88y4klk=
+github.com/armon/circbuf v0.0.0-20150827004946-bbbad097214e/go.mod h1:3U/XgcO3hCbHZ8TKRvWD2dDTCfh9M9ya+I9JpbB7O8o=
+github.com/armon/go-metrics v0.0.0-20180917152333-f0300d1749da/go.mod h1:Q73ZrmVTwzkszR9V5SSuryQ31EELlFMUz1kKyl939pY=
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@@ -17,8 +32,11 @@ github.com/bytedance/sonic v1.13.2/go.mod h1:o68xyaF9u2gvVBuGHPlUVCy+ZfmNNO5ETf1
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@@ -29,12 +47,18 @@ github.com/coreos/go-systemd/v22 v22.5.0/go.mod h1:Y58oyj3AT4RCenI/lSvhwexgC+NSV
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@@ -45,6 +69,10 @@ github.com/gin-contrib/sse v1.0.0 h1:y3bT1mUWUxDpW4JLQg/HnTqV4rozuW4tC9eFKTxYI9E
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@@ -61,16 +89,24 @@ github.com/go-resty/resty/v2 v2.16.5 h1:hBKqmWrr7uRc3euHVqmh1HTHcKn99Smr7o5spptd
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@@ -82,6 +118,39 @@ github.com/govalues/decimal v0.1.36 h1:dojDpsSvrk0ndAx8+saW5h9WDIHdWpIwrH/yhl9ol
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@@ -100,9 +169,12 @@ github.com/jinzhu/inflection v1.0.0 h1:K317FqzuhWc8YvSVlFMCCUb36O/S9MCKRDI7QkRKD
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@@ -163,6 +293,7 @@ github.com/stretchr/testify v1.10.0 h1:Xv5erBjTwe/5IxqUQTdXv5kgmIvbHo3QQyRwhJsOf
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@@ -199,37 +330,72 @@ go.uber.org/zap v1.27.0 h1:aJMhYGrd5QSmlpLMr2MftRKl7t8J8PTZPA732ud/XR8=
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 golang.org/x/tools v0.0.0-20180917221912-90fa682c2a6e/go.mod h1:n7NCudcB/nEzxVGmLbDWY5pfWTLqBcC2KZ6jyYvM4mQ=
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@@ -245,11 +411,17 @@ google.golang.org/grpc v1.71.1 h1:ffsFWr7ygTUscGPI0KKK6TLrGz0476KUvvsbqWK0rPI=
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 google.golang.org/protobuf v1.36.6/go.mod h1:jduwjTPXsFjZGTmRluh+L6NjiWu7pchiJ2/5YcXBHnY=
+gopkg.in/alecthomas/kingpin.v2 v2.2.6/go.mod h1:FMv+mEhP44yOT+4EoQTLFTRgOQ1FBLkstjWtayDeSgw=
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+gopkg.in/yaml.v2 v2.2.1/go.mod h1:hI93XBmqTisBFMUTm0b8Fm+jr3Dg1NNxqwp+5A1VGuI=
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internal/exchange/exchange.go

@@ -3,14 +3,18 @@ package exchange
 import (
 	"context"
 	"fmt"
+	"sig-pub/api/pb"
 	"sig-pub/pkg/types"
 	"sig-pub/pkg/utils/collect"
+	"sync/atomic"
+
+	"github.com/govalues/decimal"
 )
 
 // 交易所行情数据订阅
 type ExchangeSubscriber interface {
 	// 交易所类型
-	ExhcangeType() types.Exchange
+	ExhcangeType() pb.ExchangeType
 
 	// 消费k线行情数据
 	ConsumerKline() <-chan *types.ChannelKline
@@ -25,26 +29,28 @@ type ExchangeSubscriber interface {
 // 交易所行情数据请求
 type ExchangeFetcher interface {
 	// 交易所类型
-	ExhcangeType() types.Exchange
+	ExhcangeType() pb.ExchangeType
 	// 获取区间内历史k线数据
 	FetchHistoryKlines(ctx context.Context, instId string, interval types.Interval, after, before int64) (klines []*types.Kline, err error)
 }
 
 // 交易所交互接口
 type Exchange struct {
-	ExType     types.Exchange
+	ExchangeType  pb.ExchangeType
 	Fetcher       ExchangeFetcher
 	Subscriber    ExchangeSubscriber
-	Insts      *collect.SyncMap[string, *ExchangeTradeInstance] // map[string]*ExchangeTradeInstance // <ExchangeInstId, Inst>
+	TradeInstIds  *collect.SyncMap[string, string]                 // map[string]*ExchangeTradeInstance // <TradeInstId, ExchangeInstId>
-	// sync.RWMutex
+	ExchangeInsts *collect.SyncMap[string, *ExchangeTradeInstance] // map[string]*ExchangeTradeInstance // <ExchangeInstId, Inst>
 }
 
 // 交易所交易产品
 type ExchangeTradeInstance struct {
 	Inst          *types.TradeInstance
-	Status        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
-	LiveMarkTs    int64 // websocket订阅k线标记时间戳
+	LiveKline     *types.IntervalState[types.Kline] // 实时k线数据
-	HistoryMarkTs int64 // 拉取历史k线标记时间戳
+	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
+	Last          decimal.Decimal                   // 交易产品实时价格tick更新
 }
 
 func NewExchange(fetcher ExchangeFetcher, subscriber ExchangeSubscriber) *Exchange {
@@ -54,9 +60,10 @@ func NewExchange(fetcher ExchangeFetcher, subscriber ExchangeSubscriber) *Exchan
 	}
 
 	return &Exchange{
-		ExType:     exType,
+		ExchangeType:  exType,
 		Fetcher:       fetcher,
 		Subscriber:    subscriber,
-		Insts:      collect.NewSyncMap[string, *ExchangeTradeInstance](),
+		TradeInstIds:  collect.NewSyncMap[string, string](),
+		ExchangeInsts: collect.NewSyncMap[string, *ExchangeTradeInstance](),
 	}
 }

internal/exchange/exchange_data_persist.go

@@ -0,0 +1,50 @@
+package exchange
+
+import (
+	"context"
+	"fmt"
+	"sig-pub/api/pb"
+	"sig-pub/pkg/storage/kvrocks"
+	vmts "sig-pub/pkg/storage/tsdb/victoria_metrics"
+	"sig-pub/pkg/types"
+)
+
+type ExchangeDataPersist struct {
+	vmtsdb *vmts.VictoriaMetricsTSDB
+	kvdb   *kvrocks.KVRocksDB
+	// exchangeFetch ExchangeFetcher
+}
+
+func NewExchangeDataService(
+	vmdb *vmts.VictoriaMetricsTSDB,
+	kvdb *kvrocks.KVRocksDB,
+) *ExchangeDataPersist {
+	return &ExchangeDataPersist{
+		vmtsdb: vmdb,
+		kvdb:   kvdb,
+	}
+}
+
+func (p *ExchangeDataPersist) Init() (err error) {
+	return
+}
+
+func (p *ExchangeDataPersist) SaveKlines(inst types.TradeInstance, klines []*types.Kline) (err error) {
+	err = p.vmtsdb.SaveKlines(inst, klines)
+	if err != nil {
+		return
+	}
+	return
+}
+
+func (p *ExchangeDataPersist) GetHistoryKlineMarkTs(exchange pb.ExchangeType, instId string, interval types.Interval) (ts int64, err error) {
+	tsKey := fmt.Sprintf(HistoryKlineTsKey, exchange, instId, interval)
+	ts, err = p.kvdb.GetI64(context.Background(), tsKey)
+	return
+}
+
+func (p *ExchangeDataPersist) SaveHistoryKlineMarkTs(exchange pb.ExchangeType, instId string, interval types.Interval, ts int64) (tsKey string, err error) {
+	tsKey = fmt.Sprintf(HistoryKlineTsKey, exchange, instId, interval)
+	err = p.kvdb.SetI64(context.Background(), tsKey, ts)
+	return
+}

internal/exchange/exchange_data_service.go

@@ -1,34 +0,0 @@
-package exchange
-
-import (
-	vmts "sig-pub/pkg/storage/tsdb/victoria_metrics"
-	"sig-pub/pkg/types"
-)
-
-type ExchangeDataService struct {
-	vmdb          *vmts.VictoriaMetricsTSDB
-	exchangeFetch ExchangeFetcher
-}
-
-func NewExchangeDataService(
-	vmdb *vmts.VictoriaMetricsTSDB,
-	exchangeFetch ExchangeFetcher,
-) *ExchangeDataService {
-	return &ExchangeDataService{
-		vmdb:          vmdb,
-		exchangeFetch: exchangeFetch,
-	}
-}
-
-func (svc *ExchangeDataService) Init() (err error) {
-	return
-}
-
-func (svc *ExchangeDataService) SaveKlines(inst types.TradeInstance, klines []*types.Kline) (err error) {
-	err = svc.vmdb.SaveKlines(inst, klines)
-	if err != nil {
-		return
-	}
-	// todo klines 时间点回溯检查
-	return
-}

internal/exchange/exchange_grpc_server.go

@@ -4,196 +4,36 @@ import (
 	"context"
 	"fmt"
 	"io"
-	"runtime"
 	"sig-pub/api/pb"
-	"sig-pub/pkg/aside"
-	"sig-pub/pkg/data"
-	"sig-pub/pkg/storage/kvrocks"
-	"sig-pub/pkg/types"
-	"sig-pub/pkg/utils/times"
 	"sig-pub/pkg/zlog"
-	"sync"
 	"sync/atomic"
-	"time"
 
 	"google.golang.org/grpc"
 )
 
 type ExchangeGrpcServer struct {
 	pb.UnimplementedExchangeServiceServer
-	exchangeMap         map[types.Exchange]*Exchange
+	exchangeService *ExchangeService
-	tradeInstanceAside  *aside.TradeInstanceAside
-	exchangeDataService *ExchangeDataService
-	kvdb                *kvrocks.KVRocksDB
-
 	klineStreamId   int64
-	klinePublisher *Publisher[int64, grpc.BidiStreamingServer[pb.ReqStreamSubscribeKline, pb.RspStreamSubscribeKline]]
-}
 
-// exchanges: 支持的数据源交易所
+	klineSubscriber *Publisher[int64, grpc.BidiStreamingServer[pb.ReqStreamSubscribeKline, pb.RspStreamSubscribeKline]]
-func NewExchangeGrpcServer(
-	tradeInstanceAside *aside.TradeInstanceAside,
-	exchangeDataService *ExchangeDataService,
-	kvdb *kvrocks.KVRocksDB,
-	exchanges ...*Exchange,
-) *ExchangeGrpcServer {
-	exchangeMap := make(map[types.Exchange]*Exchange)
-	for _, exchange := range exchanges {
-		exchangeMap[exchange.ExType] = exchange
 }
 
+// exchanges: 支持的数据源交易所
+func NewExchangeGrpcServer(exchangeService *ExchangeService) *ExchangeGrpcServer {
 	return &ExchangeGrpcServer{
-		exchangeMap:         exchangeMap,
+		exchangeService: exchangeService,
-		tradeInstanceAside:  tradeInstanceAside,
-		exchangeDataService: exchangeDataService,
-		kvdb:                kvdb,
-		klinePublisher:      NewPublisher[int64, grpc.BidiStreamingServer[pb.ReqStreamSubscribeKline, pb.RspStreamSubscribeKline]](16),
-	}
-}
-
-func (svc *ExchangeGrpcServer) Init() (err error) {
-	svc.subscribeExchanges()
-	return
 	}
-
-// 订阅交易所推送行情
-func (svc *ExchangeGrpcServer) subscribeExchanges() {
-	// consumerKline
-	// 交易所订阅交易产品
-	for _, exchange := range svc.exchangeMap {
-		go func(exchange *Exchange) {
-			// get exchange trade instances
-			insts, err := svc.tradeInstanceAside.ListExchangeTradeInstance(context.Background(), exchange.ExType)
-			if err != nil {
-				zlog.Error(err)
-				return
 }
 
-			var exchangeInstIds []string
+func (svr *ExchangeGrpcServer) Init() (err error) {
-			var processingInsts []types.TradeInstance
+	svr.klineSubscriber = svr.exchangeService.GetKlineSubscriber()
-			for _, inst := range insts {
-				exchangeInstIds = append(exchangeInstIds, inst.ExchangeInstId)
-				tradeInst := &types.TradeInstance{
-					InstId:         inst.InstId,
-					Status:         inst.Status,
-					PriceSz:        0,
-					QuantitySz:     0,
-					ExchangeInstId: inst.ExchangeInstId,
-					Exchange:       exchange.ExType,
-				}
-				exchange.Insts.Store(inst.ExchangeInstId, &ExchangeTradeInstance{
-					Inst:          tradeInst,
-					Status:        0,
-					LiveMarkTs:    0,
-					HistoryMarkTs: 0,
-				})
-				// 待初始化币种数据
-				if inst.Status == data.StatusProcessing {
-					processingInsts = append(processingInsts, *tradeInst)
-				}
-			}
-
-			// instIds := []string{"BTC-USDT", "DOGE-USDT-SWAP"}
-			err = exchange.Subscriber.SubscribeKline(exchangeInstIds...)
-			if err != nil {
-				zlog.Error(err)
-				return
-			}
-
-			go func() {
-				c := exchange.Subscriber.ConsumerKline()
-				svc.consumerKline(exchange, c)
-				// todo subscribe books 订单簿
-				zlog.Infof("unsubscribe exchange: %s", exchange.ExType)
-			}()
-
-			// 初始化k线数据
-			go svc.initialKlines(exchange, processingInsts)
-		}(exchange)
-	}
-}
-
-// consumerKline 消费交易所k线数据
-func (svc *ExchangeGrpcServer) consumerKline(exchange *Exchange, c <-chan *types.ChannelKline) {
-	exchangeType := exchange.ExType
-
-	for {
-		channelK, ok := <-c
-		if !ok {
 	return
 }
 
-		// 交易所 instid 转 sig-instid
-		var exInst *types.TradeInstance
-		if inst, ok := exchange.Insts.Load(channelK.ExgInstId); ok && inst != nil {
-			exInst = inst.Inst
-			// 标记交易产品开始订阅k线时间
-			if inst.LiveMarkTs == 0 && len(channelK.Klines) > 0 {
-				inst.LiveMarkTs = channelK.Klines[0].Ts
-			}
-		} else {
-			zlog.Errorf("unknown exchange instId: %v, %s", channelK.Exchange, channelK.ExgInstId)
-			continue
-		}
-
-		// publish to subscribers
-		pubMsgMap := make(map[string]*pb.StreamKline)
-
-		// instId := channelK.InstId
-		pbExType, err := channelK.Exchange.Exchange2PB()
-		if err != nil {
-			zlog.Error(err)
-			continue
-		}
-
-		var confirmKlines []*types.Kline
-		for _, kline := range channelK.Klines {
-			// zlog.Infof("recv kline: %#v", kline)
-			confirm := 0
-			if kline.Confirm {
-				confirm = 1
-				confirmKlines = append(confirmKlines, kline)
-			}
-			pubKey := fmt.Sprintf("/kline/%s/%s/%s/%d", exchangeType, exInst.InstId, kline.Interval, confirm)
-			// todo 优化没有订阅者就跳过
-			msg, ok := pubMsgMap[pubKey]
-			if !ok {
-				msg = new(pb.StreamKline)
-				msg.InstId = exInst.InstId
-				msg.Exchange = pbExType
-				pubMsgMap[pubKey] = msg
-			}
-
-			pbk := kline.ToPBKline()
-			msg.Klines = append(msg.Klines, pbk)
-		}
-
-		// tsdb storage
-		if len(confirmKlines) > 0 {
-			// todo 异步处理
-			err := svc.exchangeDataService.SaveKlines(*exInst, confirmKlines)
-			if err != nil {
-				zlog.Errorf("kline save to tsdb error: ", err)
-			}
-		}
-
-		for pubKey, msg := range pubMsgMap {
-			if len(msg.Klines) == 0 {
-				continue
-			}
-			subs := svc.klinePublisher.Publisher(pubKey)
-			for _, sub := range subs {
-				if err := sub.Send(&pb.RspStreamSubscribeKline{Kline: msg}); err != nil {
-					zlog.Error(err)
-				}
-			}
-		}
-	}
-}
-
 // SubscribeKline 订阅k线stream
-func (svc *ExchangeGrpcServer) SubscribeKline(stream grpc.BidiStreamingServer[pb.ReqStreamSubscribeKline, pb.RspStreamSubscribeKline]) (err0 error) {
+func (svr *ExchangeGrpcServer) SubscribeKline(stream grpc.BidiStreamingServer[pb.ReqStreamSubscribeKline, pb.RspStreamSubscribeKline]) (err0 error) {
-	streamId := atomic.AddInt64(&svc.klineStreamId, 1)
+	streamId := atomic.AddInt64(&svr.klineStreamId, 1)
 	// subKey = /kline/exchange/instId/interval/confirm
 
 	// 接收消息的goroutine
@@ -221,17 +61,17 @@ func (svc *ExchangeGrpcServer) SubscribeKline(stream grpc.BidiStreamingServer[pb
 		select {
 		case <-stream.Context().Done():
 			// 客户端断开连接
-			svc.klinePublisher.UnsubscribeAll(streamId)
+			svr.klineSubscriber.UnsubscribeAll(streamId)
 			return stream.Context().Err()
 		case msg, ok := <-recvChan:
 			if !ok {
 				// 接收通道关闭，结束流
-				svc.klinePublisher.UnsubscribeAll(streamId)
+				svr.klineSubscriber.UnsubscribeAll(streamId)
 				return
 			}
 
 			if msg.SubType == pb.SubscribeType_UnsubscribeAll {
-				svc.klinePublisher.UnsubscribeAll(streamId)
+				svr.klineSubscriber.UnsubscribeAll(streamId)
 				continue
 			}
 			for _, exchange := range msg.Exchanges {
@@ -246,238 +86,31 @@ func (svc *ExchangeGrpcServer) SubscribeKline(stream grpc.BidiStreamingServer[pb
 							zlog.Infof("stream: %d sub: %s", streamId, subKey)
 							switch msg.SubType {
 							case pb.SubscribeType_Subscribe:
-								svc.klinePublisher.Subscribe(subKey, streamId, stream)
+								svr.klineSubscriber.Subscribe(subKey, streamId, stream)
 							case pb.SubscribeType_Unsubscribe:
-								svc.klinePublisher.Unsubscribe(subKey, streamId)
+								svr.klineSubscriber.Unsubscribe(subKey, streamId)
-							}
 							}
 						}
 					}
 				}
 			}
 		}
-
-	// for {
-	// 	select {
-	// 	case <-ctx.Done():
-	// 		// 客户端断开连接
-	// 		// log.Printf("Client disconnected from topic: %s", topic)
-	// 		return
-	// 	default:
-	// 		// 模拟事件生成
-	// 		event := &pb.SubscribeKlineStreamRsp{
-	// 			Kline: &pb.StreamKline{
-	// 				InstId:   "DOGE/USDT",
-	// 				Exchange: pb.Exchange_OKX,
-	// 				Klines: []*pb.Kline{
-	// 					{
-	// 						Ts: time.Now().Unix(),
-	// 					},
-	// 				},
-	// 			},
-	// 		}
-
-	// 		// 推送事件
-	// 		if err := streamRsp.Send(event); err != nil {
-	// 			log.Printf("Failed to send event to client: %v", err)
-	// 			return err
-	// 		}
-
-	// 		// 模拟事件间隔
-	// 		time.Sleep(2 * time.Second)
-	// 	}
-	// }
-}
-
-const (
-	KlineBefore0      int64  = 1672502400000               // k线开始数据 2023-01-01 00:00:00 GMT+8
-	HistoryKlineTsKey string = "history-kline-ts:%s:%s:%s" // exchange:sig-instid:interval
-)
-
-type initialKlineTask struct {
-	inst     types.TradeInstance
-	interval types.Interval
-	afterTs  int64
-	beforeTs int64
-	times    int32 // 重试次数
 	}
-
-func (t initialKlineTask) logKey() string {
-	return fmt.Sprintf("%s:%s:%s:%d:%d", t.inst.Exchange, t.inst.InstId, t.interval, t.beforeTs, t.afterTs)
 }
 
-// initialKline 初始化交易产品历史k线数据
+// 获取支持的交易所列表
-func (svc *ExchangeGrpcServer) initialKlines(exchange *Exchange, insts []types.TradeInstance) {
+func (svr *ExchangeGrpcServer) Exchanges(ctx context.Context, req *pb.ReqExchanges) (rsp *pb.RspExchanges, err error) {
-	concurrent := max(8, runtime.NumCPU()*2)
+	exchanges, err := svr.exchangeService.Exchanges()
-
-	// 任务 channel
-	taskCh := make(chan initialKlineTask, concurrent)
-
-	// 任务生成
-	go func() {
-		for _, inst := range insts {
-			// for interval, intervalAdder := range types.SupportedIntervals {
-			interval := types.Interval1d
-			intervalAdder := types.SupportedIntervals[interval]
-			// history 未补全前, history写 kvdb ts mark, 补全后 ws live 写 ts mark
-			tsKey := fmt.Sprintf(HistoryKlineTsKey, inst.Exchange, inst.InstId, interval)
-			beforeTs, err := svc.kvdb.GetI64(context.Background(), tsKey)
 	if err != nil {
-				zlog.Error(err)
-				panic(err)
-			}
-			if beforeTs == 0 {
-				beforeTs = intervalAdder(KlineBefore0, -1)
-			}
-			for {
-				afterTs := intervalAdder(beforeTs, 101)
-				taskCh <- initialKlineTask{
-					inst:     inst,
-					interval: interval,
-					afterTs:  afterTs,
-					beforeTs: beforeTs,
-					times:    0,
-				}
-				beforeTs = intervalAdder(afterTs, -1)
-
-				// 对比 ws 获取的实时k线
-				inst, ok := exchange.Insts.Load(inst.ExchangeInstId)
-				if !ok {
-					break
-				}
-				// 订阅完成
-				if inst.LiveMarkTs != 0 && beforeTs > inst.LiveMarkTs {
-					// history status -> ok
-					break
-				}
-				if beforeTs > time.Now().UnixMilli() {
-					if inst.LiveMarkTs != 0 {
-						// history status -> ok
-					} else {
-						// live status -> not ok
-					}
-					break
-				}
-			}
-			// }
-		}
-		close(taskCh)
-	}()
-
-	loc, _ := time.LoadLocation("Asia/Shanghai")
-
-	// 任务消费器 8协程并行
-	wg := new(sync.WaitGroup)
-	for range concurrent {
-		wg.Add(1)
-		go func() {
-			defer wg.Done()
-			for {
-				task, ok := <-taskCh
-				if !ok {
-					break
-				}
-
-				if task.times > 0 {
-					zlog.Infof("retry fetch history kline task %d times: task -> %s", task.times, task.logKey())
-				}
-
-				interval, afterTs, beforeTs := task.interval, task.afterTs, task.beforeTs
-				klines, err := exchange.Fetcher.FetchHistoryKlines(context.Background(), task.inst.ExchangeInstId, interval, afterTs, beforeTs)
-				if err != nil {
-					zlog.Errorf("fetch history kline task error: task -> %s, err -> %v", task.logKey(), err)
-					// retry task
-					task.times++
-					taskCh <- task
 		return
 	}
-				if len(klines) == 0 {
+	return &pb.RspExchanges{Exchanges: exchanges}, nil
-					continue
 }
 
-				sts, ets := klines[0].Ts, klines[len(klines)-1].Ts
+func (svr *ExchangeGrpcServer) ExchangeInstanceState(ctx context.Context, req *pb.ReqExchangeInstanceState) (rsp *pb.RspExchangeInstanceState, err error) {
-				ss := time.UnixMilli(sts).In(loc).Format(times.FORMAT_DATE)
+	states, err := svr.exchangeService.ExchangeInstanceState(req.AllExchange, req.Exchanges, req.Insts)
-				ee := time.UnixMilli(ets).In(loc).Format(times.FORMAT_DATE)
-				zlog.Infof("fetch interval %s %d~%d klines: ret=%d~%d, %d klines, %s~%s", interval, afterTs, beforeTs, sts, ets, len(klines), ss, ee)
-
-				// store to tsdb
-				err = svc.exchangeDataService.SaveKlines(task.inst, klines)
 	if err != nil {
-					zlog.Errorf("save history klines to tsdb error: task -> %s, err -> %v", task.logKey(), err)
-					// retry task
-					task.times++
-					taskCh <- task
 		return
 	}
-			}
+	return &pb.RspExchangeInstanceState{InstsState: states}, nil
-		}()
-	}
-	wg.Wait()
-
-	zlog.Infof("%d insts initial finished", len(insts))
-
-	// var intervals []types.Interval
-	// for interval := range types.SupportedIntervals {
-	// 	intervals = append(intervals, interval)
-	// }
-	// var intervalsTs = make([]int, len(intervals))
-	// var index int
-
-	// var lock sync.Mutex
-	// var getTask = func() (interval types.Interval, afterTs, beforeTs int64) {
-	// 	lock.Lock()
-	// 	ts := intervalsTs[index]
-	// 	if ts == -1 {
-	// 		index++
-	// 	}
-
-	// 	lock.Unlock()
-	// 	return
-	// }
-	// var finishTask = func(interval types.Interval) {
-
-	// }
-
-	// ctx := context.Background()
-
-	// inst := insts[0]
-	// // for interval, intervalAdder := range types.SupportedIntervals {
-	// interval := types.Interval1h
-	// intervalAdder := types.SupportedIntervals[interval]
-	// // kvrocks get exchange+inst+interval last/ts
-	// tsKey := fmt.Sprintf(HistoryKlineTsKey, inst.Exchange, inst.InstId, interval)
-	// beforeTs, e := svc.kvdb.GetI64(ctx, tsKey)
-	// if e != nil {
-	// 	err = e
-	// 	return
-	// }
-	// if beforeTs == 0 {
-	// 	beforeTs = intervalAdder(KlineBefore0, -1)
-	// }
-
-	// for {
-	// 	afterTs := intervalAdder(beforeTs, 101)
-	// 	klines, e := exchange.Fetcher.FetchHistoryKlines(ctx, inst.ExchangeInstId, interval, afterTs, beforeTs)
-	// 	if e != nil {
-	// 		err = e
-	// 		return
-	// 	}
-	// 	if len(klines) == 0 {
-	// 		break
-	// 	}
-
-	// 	zlog.Infof("fetch interval %s %d~%d klines: ret=%d~%d, %d klines", interval, afterTs, beforeTs, klines[0].Ts, klines[len(klines)-1].Ts, len(klines))
-
-	// 	// store to tsdb
-	// 	err = svc.exchangeDataService.SaveKlines(inst, klines)
-	// 	if err != nil {
-	// 		return
-	// 	}
-
-	// 	// set kvdb inst ts mark
-	// 	beforeTs = klines[0].Ts
-	// }
-	// // }
-
-	// zlog.Infof("%s %s initial finished", inst.Exchange, inst.InstId)
 }

internal/exchange/exchange_service.go

@@ -0,0 +1,478 @@
+package exchange
+
+import (
+	"context"
+	"errors"
+	"fmt"
+	"runtime"
+	"sig-pub/api/pb"
+	"sig-pub/pkg/aside"
+	"sig-pub/pkg/data"
+	"sig-pub/pkg/types"
+	"sig-pub/pkg/utils/times"
+	"sig-pub/pkg/zlog"
+	"sort"
+	"sync"
+	"sync/atomic"
+	"time"
+
+	"google.golang.org/grpc"
+)
+
+// ExchangeService 交易所服务
+type ExchangeService struct {
+	exchangeMap         map[pb.ExchangeType]*Exchange
+	tradeInstanceAside  *aside.TradeInstanceAside
+	exchangeDataService *ExchangeDataPersist
+
+	klinePublisher *Publisher[int64, grpc.BidiStreamingServer[pb.ReqStreamSubscribeKline, pb.RspStreamSubscribeKline]]
+}
+
+// exchanges: 支持的数据源交易所
+func NewExchangeService(
+	tradeInstanceAside *aside.TradeInstanceAside,
+	exchangeDataService *ExchangeDataPersist,
+	exchanges ...*Exchange,
+) *ExchangeService {
+	exchangeMap := make(map[pb.ExchangeType]*Exchange)
+	for _, exchange := range exchanges {
+		exchangeMap[exchange.ExchangeType] = exchange
+	}
+
+	return &ExchangeService{
+		exchangeMap:         exchangeMap,
+		tradeInstanceAside:  tradeInstanceAside,
+		exchangeDataService: exchangeDataService,
+		klinePublisher:      NewPublisher[int64, grpc.BidiStreamingServer[pb.ReqStreamSubscribeKline, pb.RspStreamSubscribeKline]](16),
+	}
+}
+
+func (svc *ExchangeService) Init() (err error) {
+	svc.subscribeExchanges()
+	return
+}
+
+// GetKlineSubscriber 订阅k线订阅器
+func (svc *ExchangeService) GetKlineSubscriber() (subscriber *Publisher[int64, grpc.BidiStreamingServer[pb.ReqStreamSubscribeKline, pb.RspStreamSubscribeKline]]) {
+	subscriber = svc.klinePublisher
+	return
+}
+
+// 订阅交易所推送行情
+func (svc *ExchangeService) subscribeExchanges() {
+	// consumerKline
+	// 交易所订阅交易产品
+	for _, exchange := range svc.exchangeMap {
+		go func(exchange *Exchange) {
+			// get exchange trade instances
+			insts, err := svc.tradeInstanceAside.ListExchangeTradeInstance(context.Background(), exchange.ExchangeType)
+			if err != nil {
+				zlog.Error(err)
+				return
+			}
+
+			var exchangeInstIds []string
+			var processingInsts []types.TradeInstance
+			for _, inst := range insts {
+				exchangeInstIds = append(exchangeInstIds, inst.ExchangeInstId)
+				tradeInst := &types.TradeInstance{
+					InstId:         inst.InstId,
+					Status:         inst.Status,
+					PriceSz:        0,
+					QuantitySz:     0,
+					ExchangeInstId: inst.ExchangeInstId,
+					Exchange:       exchange.ExchangeType,
+				}
+				exchange.TradeInstIds.Store(inst.InstId, inst.ExchangeInstId)
+				exchange.ExchangeInsts.Store(inst.ExchangeInstId, &ExchangeTradeInstance{
+					Inst:          tradeInst,
+					LiveKline:     types.NewIntervalState[types.Kline](),
+					LiveKStartTs:  types.NewIntervalState[int64](),
+					HistoryMarkTs: types.NewIntervalState[int64](),
+				})
+				// 待初始化币种数据
+				if inst.Status == int32(data.StatusProcessing) {
+					processingInsts = append(processingInsts, *tradeInst)
+				}
+			}
+
+			// instIds := []string{"BTC-USDT", "DOGE-USDT-SWAP"}
+			err = exchange.Subscriber.SubscribeKline(exchangeInstIds...)
+			if err != nil {
+				zlog.Error(err)
+				return
+			}
+
+			go func() {
+				c := exchange.Subscriber.ConsumerKline()
+				svc.consumerKline(exchange, c)
+				// todo subscribe books 订单簿
+				zlog.Infof("unsubscribe exchange: %s", exchange.ExchangeType)
+			}()
+
+			// 初始化k线数据
+			go svc.initialKlines(exchange, processingInsts)
+		}(exchange)
+	}
+}
+
+// consumerKline 消费交易所k线数据
+func (svc *ExchangeService) consumerKline(exchange *Exchange, c <-chan *types.ChannelKline) {
+	exchangeType := exchange.ExchangeType
+
+	// publish to subscribers
+	pubStreamKlineMap := make(map[string]*pb.StreamKline)
+
+	for {
+		clear(pubStreamKlineMap)
+
+		channelK, ok := <-c
+		if !ok {
+			return
+		}
+		if len(channelK.Klines) == 0 {
+			continue
+		}
+		if len(channelK.Klines) > 1 {
+			sort.Slice(channelK.Klines, func(i, j int) bool {
+				return channelK.Klines[i].Ts < channelK.Klines[j].Ts
+			})
+		}
+		firstKline, lastKline := channelK.Klines[0], channelK.Klines[len(channelK.Klines)-1]
+
+		// 交易所 instid 转 sig-instid
+		var tradeInst *types.TradeInstance
+		exchangeInst, ok := exchange.ExchangeInsts.Load(channelK.ExgInstId)
+		if !ok || exchangeInst == nil || exchangeInst.Inst == nil {
+			zlog.Errorf("unknown exchange instId: %v, %s", channelK.Exchange, channelK.ExgInstId)
+			continue
+		}
+		tradeInst = exchangeInst.Inst
+
+		// 标记交易产品开始订阅k线时间
+		exchangeInst.LiveKStartTs.SetIf(firstKline.Interval, firstKline.Ts, func(old int64) bool { return old == 0 })
+
+		// 标记实时k线
+		exchangeInst.LiveKline.Set(lastKline.Interval, *lastKline)
+		// 记录实时价格
+		exchangeInst.Last = lastKline.Close
+
+		var confirmKlines []*types.Kline
+		for _, kline := range channelK.Klines {
+			// zlog.Infof("recv kline: %#v", kline)
+			confirm := 0
+			if kline.Confirm {
+				confirm = 1
+				confirmKlines = append(confirmKlines, kline)
+			}
+			pubKey := fmt.Sprintf("/kline/%s/%s/%s/%d", exchangeType, tradeInst.InstId, kline.Interval, confirm)
+			msg, ok := pubStreamKlineMap[pubKey]
+			if !ok {
+				msg = new(pb.StreamKline)
+				msg.InstId = tradeInst.InstId
+				msg.Exchange = channelK.Exchange
+				pubStreamKlineMap[pubKey] = msg
+			}
+			pbk := kline.ToPBKline()
+			msg.Klines = append(msg.Klines, pbk)
+		}
+
+		if len(confirmKlines) > 0 {
+			// tsdb storage todo 异步处理
+			err := svc.exchangeDataService.SaveKlines(*tradeInst, confirmKlines)
+			if err != nil {
+				zlog.Errorf("kline save to tsdb error: ", err)
+			}
+
+			// 初始化状态完成, 检查k线时间戳标记
+			if exchangeInst.Status.Load() == int32(data.StatusOk) {
+				lastConfirmKline := confirmKlines[len(confirmKlines)-1]
+				historyMark := exchangeInst.HistoryMarkTs.Get(lastConfirmKline.Interval)
+				_ = historyMark
+			}
+		}
+
+		// publish grpc stream klines
+		for pubKey, kline := range pubStreamKlineMap {
+			if len(kline.Klines) == 0 {
+				continue
+			}
+			subs := svc.klinePublisher.Publisher(pubKey)
+			for _, sub := range subs {
+				if err := sub.Send(&pb.RspStreamSubscribeKline{Kline: kline}); err != nil {
+					zlog.Error(err)
+				}
+			}
+		}
+	}
+}
+
+const (
+	KlineBefore0                     int64  = 1672502400000               // k线开始数据 2023-01-01 00:00:00 GMT+8
+	HistoryKlineTsKey                string = "history-kline-ts:%s:%s:%s" // exchange:sig-instid:interval
+	SingleKlineFetchTaskMaxFailTimes int32  = 100                         // 单个k线拉取任务最大失败次数
+)
+
+type fetchKlineTask struct {
+	inst     types.TradeInstance
+	interval types.Interval
+	afterTs  int64
+	beforeTs int64
+	times    int32 // 重试次数
+}
+
+func (t fetchKlineTask) logKey() string {
+	return fmt.Sprintf("%s:%s:%s:%d:%d", t.inst.Exchange, t.inst.InstId, t.interval, t.beforeTs, t.afterTs)
+}
+
+// initialKline 初始化交易产品历史k线数据
+func (svc *ExchangeService) initialKlines(exchange *Exchange, insts []types.TradeInstance) {
+	// 记录成功和失败的交易产品
+	var success, failed []types.TradeInstance
+
+	for _, inst := range insts {
+		err := svc.initialTradeInstanceKlines(exchange, inst)
+		if err != nil {
+			zlog.Errorf("initial fetch trade instance error: %s(%s), err=%v", inst.InstId, inst.Exchange, err)
+			failed = append(failed, inst)
+		} else {
+			success = append(success, inst)
+		}
+	}
+
+	zlog.Infof("%d insts initial finished, success %d, failed %d", len(insts), len(success), len(failed))
+}
+
+// initTradeInstanceKlines 初始化交易产品历史k线数据
+func (svc *ExchangeService) initialTradeInstanceKlines(exchange *Exchange, tradeInst types.TradeInstance) (err error) {
+	exchangeInst, ok := exchange.ExchangeInsts.Load(tradeInst.ExchangeInstId)
+	if !ok {
+		err = fmt.Errorf("not load exchange trade instance: %s", tradeInst.ExchangeInstId)
+		return
+	}
+
+	// 并发数
+	concurrent := max(8, runtime.NumCPU()*2)
+	// 任务 channel
+	taskCh := make(chan fetchKlineTask, concurrent)
+	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 pubTaskDone atomic.Bool // 所有任务已发布
+	ctx, cancel := context.WithCancel(context.Background())
+
+	defer func() {
+		if err != nil {
+			// 交易所k线初始化失败
+			exchangeInst.Status.Store(int32(data.StatusFailed))
+			return
+		}
+		exchangeInst.HistoryMarkTs.Range(func(_ int, interval types.Interval, ts int64) {
+			tsKey, ex := svc.exchangeDataService.SaveHistoryKlineMarkTs(tradeInst.Exchange, tradeInst.InstId, interval, ts)
+			if ex != nil {
+				zlog.Errorf("history mark inititaled ts error: key=%s, ts=%d, %v", tsKey, ts, ex)
+			}
+		})
+		exchangeInst.Status.Store(int32(data.StatusOk))
+	}()
+
+	go func() {
+		defer func() {
+			pubTaskDone.Store(true)
+			// 无任务处理
+			if subTasks.Load() == 0 {
+				cancel()
+			}
+			zlog.Infof("trade instance initial kline %s(%s), pub %d fetch tasks", tradeInst.InstId, tradeInst.Exchange, pubTasks.Load())
+		}()
+
+		for interval, intervalAdder := range types.SupportedIntervals {
+			// interval := types.Interval1d
+			// intervalAdder := types.SupportedIntervals[interval]
+			// history 未补全前, history写 kvdb ts mark, 补全后 ws live 写 ts mark
+			beforeTs, ex := svc.exchangeDataService.GetHistoryKlineMarkTs(tradeInst.Exchange, tradeInst.InstId, interval)
+			if ex != nil {
+				err = ex
+				zlog.Error(err)
+				cancel()
+				return
+			}
+			if beforeTs == 0 {
+				beforeTs = intervalAdder(KlineBefore0, -1)
+			}
+
+			exchangeInst.HistoryMarkTs.Set(interval, beforeTs)
+			for {
+				// 判定订阅任务发布完成
+				liveStartTs := exchangeInst.LiveKStartTs.Get(interval)
+				if liveStartTs != 0 && beforeTs >= liveStartTs {
+					break
+				}
+				if beforeTs > time.Now().UnixMilli() {
+					break
+				}
+
+				afterTs := intervalAdder(beforeTs, 101)
+				task := fetchKlineTask{
+					inst:     tradeInst,
+					interval: interval,
+					afterTs:  afterTs,
+					beforeTs: beforeTs,
+					times:    0,
+				}
+
+				// 发布任务
+				select {
+				case taskCh <- task:
+					pubTasks.Add(1)
+				case <-ctx.Done():
+					return
+				}
+
+				beforeTs = intervalAdder(afterTs, -1)
+			}
+		}
+	}()
+
+	// 任务消费器 多协程并行
+	wg := new(sync.WaitGroup)
+	for range concurrent {
+		wg.Add(1)
+		go func() {
+			defer wg.Done()
+
+			var task fetchKlineTask
+			for {
+				select {
+				case <-ctx.Done():
+					return
+				case task = <-taskCh:
+				case task = <-retryTaskCh:
+				}
+
+				if task.times > 0 {
+					zlog.Infof("retry fetch history kline task %d times: task -> %s", task.times, task.logKey())
+				}
+
+				if lastKlineTs, ex := svc.fetchTaskKlines(exchange, task); ex != nil {
+					failTasks.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()
+						return
+					}
+					// retry task
+					task.times++
+					select {
+					case retryTaskCh <- task:
+					case <-ctx.Done():
+						return
+					}
+				} else {
+					// 周期任务最后kline时间
+					if lastKlineTs != 0 {
+						exchangeInst.HistoryMarkTs.SetIf(task.interval, lastKlineTs, func(old int64) bool {
+							return lastKlineTs > old
+						})
+						// historyMarkTsMu.Lock()
+						// historyMarkTs[task.interval] = max(historyMarkTs[task.interval], lastKlineTs)
+						// historyMarkTsMu.Unlock()
+					}
+
+					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())
+					// 任务都已执行成功结束
+					subs := subTasks.Add(1)
+					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())
+						cancel()
+						return
+					}
+				}
+			}
+		}()
+	}
+	wg.Wait()
+	return
+}
+
+func (svc *ExchangeService) fetchTaskKlines(exchange *Exchange, task fetchKlineTask) (lastKlineTs int64, err error) {
+	interval, afterTs, beforeTs := task.interval, task.afterTs, task.beforeTs
+	klines, err := exchange.Fetcher.FetchHistoryKlines(context.Background(), task.inst.ExchangeInstId, interval, afterTs, beforeTs)
+	if err != nil {
+		zlog.Errorf("fetch history kline task error: task -> %s, err -> %v", task.logKey(), err)
+		return
+	}
+	if len(klines) == 0 {
+		return
+	}
+
+	loc, _ := time.LoadLocation("Asia/Shanghai")
+
+	sts, ets := klines[0].Ts, klines[len(klines)-1].Ts
+	lastKlineTs = max(sts, ets)
+	ss := time.UnixMilli(sts).In(loc).Format(times.FORMAT_DATE)
+	ee := time.UnixMilli(ets).In(loc).Format(times.FORMAT_DATE)
+	zlog.Infof("fetch interval %s %d~%d klines: ret=%d~%d, %d klines, %s~%s", interval, beforeTs, afterTs, ets, sts, len(klines), ee, ss)
+
+	// store to tsdb
+	err = svc.exchangeDataService.SaveKlines(task.inst, klines)
+	if err != nil {
+		zlog.Errorf("save history klines to tsdb error: task -> %s, err -> %v", task.logKey(), err)
+		return
+	}
+	return
+}
+
+// Exchanges 支持的交易所列表
+func (svc *ExchangeService) Exchanges() (exchanges []pb.ExchangeType, err error) {
+	for exchange := range svc.exchangeMap {
+		exchanges = append(exchanges, exchange)
+	}
+	return
+}
+
+// ExchangeInstanceState 交易所交易产品状态
+func (svc *ExchangeService) ExchangeInstanceState(allExchange bool, exchangeTypes []pb.ExchangeType, instIds []string) (states []*pb.TradeInstanceState, err error) {
+	var exchanges []*Exchange
+	if allExchange {
+		for _, exg := range svc.exchangeMap {
+			exchanges = append(exchanges, exg)
+		}
+	} else {
+		for _, exchangeType := range exchangeTypes {
+			exg, ok := svc.exchangeMap[exchangeType]
+			if !ok {
+				err = fmt.Errorf("not support exchange: %v", exchangeType)
+				return
+			}
+			exchanges = append(exchanges, exg)
+		}
+	}
+	if len(exchanges) == 0 {
+		err = errors.New("no support exchanges")
+		return
+	}
+
+	for _, exchange := range exchanges {
+		for _, instId := range instIds {
+			// trade instId to exchangeInstId
+			exchangeInstId, ok := exchange.TradeInstIds.Load(instId)
+			if !ok {
+				continue
+			}
+			inst, ok := exchange.ExchangeInsts.Load(exchangeInstId)
+			if !ok {
+				continue
+			}
+
+			state := &pb.TradeInstanceState{
+				Exchange: exchange.ExchangeType,
+				InstId:   instId,
+				Last:     inst.Last.String(),
+			}
+			states = append(states, state)
+		}
+	}
+	return
+}

internal/exchange/okx/channel_kline.go

@@ -2,6 +2,7 @@ package okx
 
 import (
 	"fmt"
+	"sig-pub/api/pb"
 	"sig-pub/pkg/types"
 	"strconv"
 
@@ -87,7 +88,7 @@ func (c *ChannelCandle) GetSubscribes() (instIds []string) {
 func candleData2Klines(channelData *ChannelData[*CandleData]) (r *types.ChannelKline, err error) {
 	r = &types.ChannelKline{
 		ExgInstId: channelData.InstId,
-		Exchange:  types.ExchangeOKX,
+		Exchange:  pb.ExchangeType_OKX,
 	}
 	for _, data := range *channelData.Data {
 		ts, e := strconv.ParseInt(data[0], 10, 64)

internal/exchange/okx/okx_fetch.go

@@ -6,6 +6,7 @@ import (
 	"fmt"
 	"net/http"
 	"net/url"
+	"sig-pub/api/pb"
 	"sig-pub/pkg/types"
 	"strconv"
 	"strings"
@@ -45,8 +46,8 @@ func NewOkxFetcher(httpProxy string) (f *OkxFetcher) {
 	return
 }
 
-func (okx *OkxFetcher) ExhcangeType() types.Exchange {
+func (okx *OkxFetcher) ExhcangeType() pb.ExchangeType {
-	return types.ExchangeOKX
+	return pb.ExchangeType_OKX
 }
 
 // FetchHistoryKlines 获取交易产品历史K线数据

internal/exchange/okx/okx_subscriber.go

@@ -1,6 +1,7 @@
 package okx
 
 import (
+	"sig-pub/api/pb"
 	"sig-pub/pkg/config"
 	"sig-pub/pkg/types"
 )
@@ -51,8 +52,8 @@ func (okx *OkxSubscriber) Init() (err error) {
 	return
 }
 
-func (okx *OkxSubscriber) ExhcangeType() types.Exchange {
+func (okx *OkxSubscriber) ExhcangeType() pb.ExchangeType {
-	return types.ExchangeOKX
+	return pb.ExchangeType_OKX
 }
 
 func (okx *OkxSubscriber) ConsumerKline() <-chan *types.ChannelKline {

internal/indicator/indicator.go

@@ -1,3 +1,20 @@
 package indicator
 
 // load indicator plugin
+
+// 热指标 自动加载/实时更新/内存缓存
+// 历史指标 实时计算
+// 自定义插件化指标
+
+type IndicatorService struct {
+}
+
+func NewIndicatorService() *IndicatorService {
+	return &IndicatorService{}
+}
+
+// 加载热指标
+// 订阅k线数据 更新指标
+func (svc *IndicatorService) Init() {
+
+}

internal/market/market_grpc_server.go

@@ -9,7 +9,7 @@ import (
 )
 
 type MarketGrpcServer struct {
-	pb.UnimplementedMarketServer
+	pb.UnimplementedMarketServiceServer
 	tradeInstanceService *TradeInstanceService
 }
 

internal/market/trade_instance_service.go

@@ -140,7 +140,7 @@ func (s *TradeInstanceService) UpdateInstanceStatus(inst *args.UpdateTradeInstan
 func (s *TradeInstanceService) ListExchangeTradeInstance(exchanges []int32) (exchangesInsts []*entity.TradeInstanceExchange, err error) {
 	err = s.db.Select(&exchangesInsts, `
 		select * from t_trade_instance_exchange where exchange in ? and status in ? order by inst_id, exchange
-	`, exchanges, []int{data.StatusOk, data.StatusProcessing})
+	`, exchanges, []data.Status{data.StatusOk, data.StatusProcessing})
 	if err != nil {
 		return
 	}

internal/market/validation.go

@@ -5,7 +5,6 @@ import (
 	"fmt"
 	"sig-pub/api/pb"
 	"sig-pub/pkg/data/entity"
-	"sig-pub/pkg/types"
 	"sig-pub/pkg/utils/validator"
 )
 
@@ -17,12 +16,13 @@ func validateTradeInstance(inst *entity.TradeInstance) (err error) {
 	if validator.IsAnyBlank(inst.InstId, inst.InstPair, inst.InstCoin) {
 		return errors.New("InstId InstPair InstCoin can't be blank")
 	}
-	// todo validate others
+	// 交易所
 	for _, ex := range inst.Exchanges {
-		_, ok := types.ExchangePBParse(pb.Exchange(ex.Exchange))
+		_, ok := pb.ExchangeType_name[ex.Exchange]
-		if !ok {
+		if !ok || ex.Exchange == 0 {
 			return fmt.Errorf("exchange %d not valid", ex.Exchange)
 		}
 	}
+	// todo validate others
 	return
 }

internal/sig/sig_server.go

@@ -11,6 +11,7 @@ import (
 	"sig-pub/pkg/resp"
 	"sig-pub/pkg/utils/strs"
 	"sig-pub/pkg/zlog"
+	"strings"
 	"time"
 
 	"github.com/gin-gonic/gin"
@@ -61,14 +62,16 @@ func (s *SigServer) Run(addr string) (err error) {
 }
 
 func (s *SigServer) handleGrpcGenericCall(c *gin.Context) {
-	svc := strs.UpperInitialLetter(c.Param("svr"))
+	svr := strs.UpperInitialLetter(c.Param("svr"))
 	method := strs.UpperInitialLetter(c.Param("method"))
 
-	if svc == "" || method == "" {
+	if svr == "" || method == "" {
 		c.JSON(http.StatusBadRequest, resp.Error("service not found"))
 		return
 	}
-
+	if !strings.HasSuffix(svr, "Service") {
+		svr += "Service"
+	}
 	// todo service white list
 
 	// get request body
@@ -80,7 +83,7 @@ func (s *SigServer) handleGrpcGenericCall(c *gin.Context) {
 
 	ctx1, cancel := context.WithTimeout(context.Background(), time.Second*5)
 	defer cancel()
-	grpcGenericClient, err := s.grpcGenericClientFactory.GetClient(ctx1, svc)
+	grpcGenericClient, err := s.grpcGenericClientFactory.GetClient(ctx1, svr)
 	if err != nil {
 		zlog.Error(err)
 		c.JSON(http.StatusForbidden, resp.Error(err.Error()))

pkg/aside/trade_instance_client.go

@@ -5,7 +5,6 @@ import (
 	"sig-pub/api/pb"
 	"sig-pub/pkg/data/entity"
 	"sig-pub/pkg/mapping"
-	"sig-pub/pkg/types"
 	"sig-pub/pkg/utils/kvcache"
 	"time"
 
@@ -17,14 +16,14 @@ import (
 // todo nats 更新监听 更新缓存
 // grpc trade instance client
 type TradeInstanceAside struct {
-	client  pb.MarketClient
+	marketClient pb.MarketServiceClient
 	cache        *kvcache.KVCache[*entity.TradeInstance]
 	cacheSf      singleflight.Group
 }
 
-func NewTradeInstanceAside(client pb.MarketClient) *TradeInstanceAside {
+func NewTradeInstanceAside(marketClient pb.MarketServiceClient) *TradeInstanceAside {
 	return &TradeInstanceAside{
-		client: client,
+		marketClient: marketClient,
 		cache: kvcache.NewExpireStore[*entity.TradeInstance](
 			time.Minute,
 			cache.WithShards(16),
@@ -52,7 +51,7 @@ func (c *TradeInstanceAside) getTradeInstance0(ctx context.Context, instId strin
 		return
 	}
 	// grpc 获取
-	rsp, err := c.client.GetTradeInstance(ctx, &pb.ReqGetTradeInstance{InstId: instId})
+	rsp, err := c.marketClient.GetTradeInstance(ctx, &pb.ReqGetTradeInstance{InstId: instId})
 	if err != nil {
 		return
 	}
@@ -62,14 +61,9 @@ func (c *TradeInstanceAside) getTradeInstance0(ctx context.Context, instId strin
 }
 
 // ListExchangeTradeInstance 获取交易所支持的交易实例
-func (c *TradeInstanceAside) ListExchangeTradeInstance(ctx context.Context, exchange types.Exchange) (exInsts []*entity.TradeInstanceExchange, err error) {
+func (c *TradeInstanceAside) ListExchangeTradeInstance(ctx context.Context, exchange pb.ExchangeType) (exInsts []*entity.TradeInstanceExchange, err error) {
-	pbExType, err := exchange.Exchange2PB()
+	rsp, err := c.marketClient.ListExchangeTradeInstance(ctx, &pb.ReqListExchangeTradeInstance{
-	if err != nil {
+		Exchanges: []pb.ExchangeType{exchange},
-		return
-	}
-
-	rsp, err := c.client.ListExchangeTradeInstance(ctx, &pb.ReqListExchangeTradeInstance{
-		Exchanges: []pb.Exchange{pbExType},
 	})
 	if err != nil {
 		return

pkg/config/config.go

@@ -17,6 +17,8 @@ type Configuration struct {
 
 	Grpc GrpcConfig
 	Etcd clientv3.Config
+	// Consul   api.Config
+	Consul   ConsulConfig
 	Database Database
 	Tsdb     TsdbConfig
 }
@@ -39,6 +41,10 @@ type GrpcKeepalive struct {
 	MaxLifeTime       string
 }
 
+type ConsulConfig struct {
+	Address string
+}
+
 // ============== Gate ==============
 type GateConf struct {
 	HttpAddr string

pkg/data/common.go

@@ -6,10 +6,11 @@ import "errors"
 type Status int32
 
 const (
-	StatusDisabled   = 0
+	StatusDisabled   Status = 0
-	StatusOk         = 1
+	StatusOk         Status = 1
-	StatusProcessing = 2
+	StatusProcessing Status = 2
-	StatusDeleted    = 4
+	StatusDeleted    Status = 4
+	StatusFailed     Status = 5
 )
 
 var (

pkg/grpc/discovery/consul/resolver.go

@@ -0,0 +1,173 @@
+package consul
+
+import (
+	"context"
+	"fmt"
+	"log"
+	"net/url"
+	"sync"
+	"time"
+
+	"github.com/hashicorp/consul/api"
+	"google.golang.org/grpc/attributes"
+	"google.golang.org/grpc/resolver"
+)
+
+const (
+	ConsulScheme = "consul"
+)
+
+// ConsulBuilder implements resolver.Builder
+type ConsulBuilder struct {
+	client *api.Client
+}
+
+func NewConsulBuilder(client *api.Client) *ConsulBuilder {
+	return &ConsulBuilder{
+		client: client,
+	}
+}
+
+// Build creates a new resolver for the given target
+func (b *ConsulBuilder) Build(target resolver.Target, cc resolver.ClientConn, opts resolver.BuildOptions) (resolver.Resolver, error) {
+	// Parse target: consul://consul-host:port/service-name
+	targetUrl := target.URL.String()
+	u, err := url.Parse(targetUrl)
+	if err != nil {
+		return nil, fmt.Errorf("invalid target URL: %v", err)
+	}
+	if u.Scheme != ConsulScheme {
+		return nil, fmt.Errorf("invalid scheme, expected %s, got %s", ConsulScheme, u.Scheme)
+	}
+
+	serviceName := u.Path[1:] // Remove leading '/'
+	if serviceName == "" {
+		return nil, fmt.Errorf("service name is empty")
+	}
+
+	r := &consulResolver{
+		client:      b.client,
+		cc:          cc,
+		serviceName: serviceName,
+		ctx:         context.Background(),
+		cancel:      nil,
+	}
+	r.ctx, r.cancel = context.WithCancel(r.ctx)
+	r.wg.Add(1)
+	go r.watch()
+	return r, nil
+}
+
+// Scheme returns the resolver scheme
+func (b *ConsulBuilder) Scheme() string {
+	return ConsulScheme
+}
+
+// consulResolver implements resolver.Resolver
+type consulResolver struct {
+	client      *api.Client
+	cc          resolver.ClientConn
+	serviceName string
+	ctx         context.Context
+	cancel      context.CancelFunc
+	wg          sync.WaitGroup
+}
+
+// ResolveNow triggers a resolution immediately
+func (r *consulResolver) ResolveNow(_ resolver.ResolveNowOptions) {
+	// Fetch service instances from Consul
+	services, _, err := r.client.Health().Service(r.serviceName, "", true, nil)
+	if err != nil {
+		log.Printf("ResolveNow error: %v", err)
+		// serviceconfig.ParseResult
+		r.cc.UpdateState(resolver.State{ServiceConfig: r.cc.ParseServiceConfig(`{"loadBalancingPolicy": "round_robin"}`)})
+		return
+	}
+
+	// Convert Consul services to gRPC addresses
+	var addrs []resolver.Address
+	for _, s := range services {
+		addr := resolver.Address{
+			Addr:       fmt.Sprintf("%s:%d", s.Service.Address, s.Service.Port),
+			Attributes: attributes.New("service_id", s.Service.ID),
+		}
+		addrs = append(addrs, addr)
+	}
+
+	// Update gRPC client connection state
+	state := resolver.State{
+		Addresses:     addrs,
+		ServiceConfig: r.cc.ParseServiceConfig(`{"loadBalancingPolicy": "round_robin"}`),
+	}
+	if err := r.cc.UpdateState(state); err != nil {
+		log.Printf("Failed to update state: %v", err)
+	}
+}
+
+// Close stops the resolver and cleans up
+func (r *consulResolver) Close() {
+	r.cancel()
+	r.wg.Wait()
+}
+
+// watch polls Consul for service changes
+func (r *consulResolver) watch() {
+	defer r.wg.Done()
+	var lastIndex uint64
+	for {
+		select {
+		case <-r.ctx.Done():
+			return
+		default:
+			services, meta, err := r.client.Health().Service(r.serviceName, "", true, &api.QueryOptions{WaitIndex: lastIndex})
+			if err != nil {
+				log.Printf("Watch error: %v", err)
+				time.Sleep(1 * time.Second)
+				continue
+			}
+			lastIndex = meta.LastIndex
+
+			var addrs []resolver.Address
+			for _, s := range services {
+				addr := resolver.Address{
+					Addr:       fmt.Sprintf("%s:%d", s.Service.Address, s.Service.Port),
+					Attributes: attributes.New("service_id", s.Service.ID),
+				}
+				addrs = append(addrs, addr)
+			}
+
+			state := resolver.State{
+				Addresses:     addrs,
+				ServiceConfig: r.cc.ParseServiceConfig(`{"loadBalancingPolicy": "round_robin"}`),
+			}
+			if err := r.cc.UpdateState(state); err != nil {
+				log.Printf("Failed to update state: %v", err)
+			}
+			time.Sleep(1 * time.Second) // Avoid tight loop
+		}
+	}
+}
+
+// func init() {
+// 	resolver.Register(&consulBuilder{})
+// }
+
+// func main() {
+// 	// Dial gRPC service using Consul resolver
+// 	conn, err := grpc.NewClient(
+// 		"consul://localhost:8500/greeter",
+// 		grpc.WithInsecure(), // Use WithTransportCredentials for TLS in production
+// 		grpc.WithDefaultServiceConfig(`{"loadBalancingPolicy": "round_robin"}`),
+// 	)
+// 	if err != nil {
+// 		log.Fatalf("Failed to dial: %v", err)
+// 	}
+// 	defer conn.Close()
+
+// 	client := pb.NewGreeterClient(conn)
+// 	resp, err := client.SayHello(context.Background(), &pb.HelloRequest{Name: "World"})
+// 	if err != nil {
+// 		log.Fatalf("SayHello failed: %v", err)
+// 	}
+// 	log.Printf("Response: %s", resp.Message)
+// }

pkg/grpc/discovery/consul_naming.go

@@ -0,0 +1,76 @@
+package discovery
+
+import (
+	"errors"
+	"fmt"
+	"sig-pub/pkg/grpc/discovery/consul"
+	"sig-pub/pkg/zlog"
+	"strings"
+
+	"github.com/hashicorp/consul/api"
+	"google.golang.org/grpc"
+	"google.golang.org/grpc/health/grpc_health_v1"
+	"google.golang.org/grpc/resolver"
+)
+
+const (
+	ConsulSchema = "consul"
+)
+
+func ConsulDialUrl(svrName string) string {
+	url := fmt.Sprintf("%s:///%s", ConsulSchema, svrName)
+	return url
+}
+
+type ConsulDiscovery struct {
+	client *api.Client
+}
+
+func NewConsulDiscovery(client *api.Client) *ConsulDiscovery {
+	return &ConsulDiscovery{
+		client: client,
+	}
+}
+
+func (r *ConsulDiscovery) Registry(grpcServer grpc.ServiceRegistrar, register Server) (err error) {
+	if strings.Trim(register.Name, " ") == "" {
+		err = errors.New("registry name is empty")
+		return
+	}
+	// 健康检查服务
+	healthSrv := NewHealthServer()
+	grpc_health_v1.RegisterHealthServer(grpcServer, healthSrv)
+
+	// 服务注册
+	ip, port, err := RegisterIpPort(register.Addr)
+	if err != nil {
+		panic(err)
+	}
+
+	reg := &api.AgentServiceRegistration{
+		ID:      fmt.Sprintf("%s-%d", register.Name, register.NodeId), // 唯一 ID
+		Name:    register.Name,                                        // 服务名
+		Port:    port,
+		Tags:    []string{"v1", "grpc"},
+		Address: ip,
+		// Weights: &api.AgentWeights{},
+		Check: &api.AgentServiceCheck{
+			CheckID:                        fmt.Sprintf("%s-%d-check", register.Name, register.NodeId),
+			GRPC:                           fmt.Sprintf("%s:%d/grpc.health.v1.Health", ip, port), // gRPC 健康检查
+			Interval:                       "10s",
+			Timeout:                        "3s",
+			DeregisterCriticalServiceAfter: "30s",
+		},
+	}
+	if err = r.client.Agent().ServiceRegister(reg); err != nil {
+		zlog.Errorf("registry service %s error: %v", register.Name, err)
+		return
+	}
+	zlog.Infof("service %s registered to consul", register.Name)
+	return
+}
+
+func (r *ConsulDiscovery) Resolver() (builder resolver.Builder) {
+	builder = consul.NewConsulBuilder(r.client)
+	return
+}

pkg/grpc/discovery/discovery.go

@@ -36,6 +36,7 @@ type Discovery interface {
 type Server struct {
 	Name   string            `json:"name"`
 	Addr   string            `json:"addr"` // 地址
+	NodeId int               `json:"nodeId"`
 	Attrs  map[string]string `json:"attrs"` // attributes
 }
 

pkg/grpc/discovery/etcd_naming.go

@@ -76,6 +76,10 @@ func (r *EtcdDiscovery) Registry(ctx context.Context, server Server) (err error)
 		},
 		clientv3.WithLease(lease.ID),
 	)
+	if err != nil {
+		zlog.Error("registry AddEndpoint error: ", err)
+		return
+	}
 
 	// keepalive lease
 	keepCtx, keepCancel := context.WithCancel(context.Background())

pkg/grpc/discovery/health_server.go

@@ -0,0 +1,23 @@
+package discovery
+
+import (
+	"context"
+
+	"google.golang.org/grpc/health/grpc_health_v1"
+)
+
+// HealthServer 实现健康检查
+type HealthServer struct {
+	grpc_health_v1.UnimplementedHealthServer
+	// healthy bool
+}
+
+func NewHealthServer() *HealthServer {
+	return &HealthServer{}
+}
+
+func (s *HealthServer) Check(ctx context.Context, req *grpc_health_v1.HealthCheckRequest) (*grpc_health_v1.HealthCheckResponse, error) {
+	return &grpc_health_v1.HealthCheckResponse{
+		Status: grpc_health_v1.HealthCheckResponse_SERVING, // 或 NOT_SERVING
+	}, nil
+}

pkg/indicator/rsi.go

@@ -0,0 +1,44 @@
+package indicator
+
+import (
+	"fmt"
+	"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
+type RSI struct {
+	series.Series
+	values series.Floats
+	prices series.Floats
+
+	baseline int32
+}
+
+func NewRSI(baseline int32) *RSI {
+	return &RSI{
+		baseline: baseline,
+	}
+}
+
+func (ind *RSI) Init(prams map[string]any) {
+	cast.ToIntE("1")
+}
+
+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)
+	}
+
+	diff := ind.prices.Diff()
+	_ = diff
+	return
+}

pkg/mapping/market.go

@@ -32,7 +32,7 @@ func ExchangeInstance2Proto(exInst *entity.TradeInstanceExchange) (pbExInst *pb.
 		ExchangeInstId: exInst.ExchangeInstId,
 		InstId:         exInst.InstId,
 		Status:         exInst.Status,
-		Exchange:       exInst.Exchange,
+		Exchange:       pb.ExchangeType(exInst.Exchange),
 		UpdateBy:       exInst.UpdateBy,
 		UpdateTime:     exInst.UpdateTime,
 	}
@@ -66,7 +66,7 @@ func Proto2ExchangeTradeInstance(pbExInst *pb.TradeInstanceExchange) (exInst *en
 		ExchangeInstId: pbExInst.ExchangeInstId,
 		InstId:         pbExInst.InstId,
 		Status:         pbExInst.Status,
-		Exchange:       pbExInst.Exchange,
+		Exchange:       int32(pbExInst.Exchange),
 		UpdateBy:       pbExInst.UpdateBy,
 		UpdateTime:     pbExInst.UpdateTime,
 	}

pkg/storage/tsdb/victoria_metrics/metric.go

@@ -55,12 +55,12 @@ func Kline2Metrics(inst types.TradeInstance, klines []*types.Kline) (metrics []*
 		ms, ok := instMetrics[inst.InstId]
 		if !ok || (rawValueLimit > 0 && len(ms[0].Values) >= rawValueLimit) {
 			ms = [6]*Metric{
-				NewMetric(inst.InstId, "interval", string(kline.Interval), "exchange", string(inst.Exchange), "kind", "open"),
+				NewMetric(inst.InstId, "interval", string(kline.Interval), "exchange", inst.Exchange.String(), "kind", "open"),
-				NewMetric(inst.InstId, "interval", string(kline.Interval), "exchange", string(inst.Exchange), "kind", "high"),
+				NewMetric(inst.InstId, "interval", string(kline.Interval), "exchange", inst.Exchange.String(), "kind", "high"),
-				NewMetric(inst.InstId, "interval", string(kline.Interval), "exchange", string(inst.Exchange), "kind", "low"),
+				NewMetric(inst.InstId, "interval", string(kline.Interval), "exchange", inst.Exchange.String(), "kind", "low"),
-				NewMetric(inst.InstId, "interval", string(kline.Interval), "exchange", string(inst.Exchange), "kind", "close"),
+				NewMetric(inst.InstId, "interval", string(kline.Interval), "exchange", inst.Exchange.String(), "kind", "close"),
-				NewMetric(inst.InstId, "interval", string(kline.Interval), "exchange", string(inst.Exchange), "kind", "vol"),
+				NewMetric(inst.InstId, "interval", string(kline.Interval), "exchange", inst.Exchange.String(), "kind", "vol"),
-				NewMetric(inst.InstId, "interval", string(kline.Interval), "exchange", string(inst.Exchange), "kind", "volQuote"),
+				NewMetric(inst.InstId, "interval", string(kline.Interval), "exchange", inst.Exchange.String(), "kind", "volQuote"),
 			}
 			instMetrics[inst.InstId] = ms
 			for i := range len(ms) {

pkg/storage/tsdb/victoria_metrics/vm.go

@@ -100,7 +100,7 @@ func (vm *VictoriaMetricsTSDB) GetRangeKline(inst types.TradeInstance, interval
 		return
 	}
 
-	match := fmt.Sprintf("%s{interval=\"%s\"}", inst.InstId, interval)
+	match := fmt.Sprintf("%s{exchange=\"%s\", interval=\"%s\"}", inst.InstId, inst.Exchange.String(), interval)
 	params := fmt.Sprintf("start=%d&end=%d&match[]=%s", start, end, url.QueryEscape(match))
 	resp, err := http.Get(fmt.Sprintf("%s/api/v1/export?%s", vm.addr, params))
 	if err != nil {

pkg/storage/tsdb/victoria_metrics/vm_test.go

@@ -1,6 +1,7 @@
 package vmts
 
 import (
+	"sig-pub/api/pb"
 	"sig-pub/pkg/config"
 	"sig-pub/pkg/types"
 	"testing"
@@ -13,7 +14,7 @@ func TestGetRangeKline(t *testing.T) {
 	vmdb := NewVictoriaMetricsTSDB(config.VictoriaMetricsConfig{Addr: test_addr})
 	inst := types.TradeInstance{
 		InstId:   "BTC_USDT",
-		Exchange: types.ExchangeOKX,
+		Exchange: pb.ExchangeType_OKX,
 	}
 
 	vmdb.GetRangeKline(inst, types.Interval1m, 1753368047691, time.Now().UnixMilli())

pkg/types/exchange.go

@@ -1,36 +0,0 @@
-package types
-
-import (
-	"fmt"
-	"sig-pub/api/pb"
-)
-
-type Exchange string
-
-var (
-	ExchangeSIG     = Exchange(pb.Exchange_SIG.String())
-	ExchangeOKX     = Exchange(pb.Exchange_OKX.String())     // okx
-	ExchangeBINANCE = Exchange(pb.Exchange_BINANCE.String()) // 币安
-)
-
-func (ex Exchange) Exchange2PB() (pb.Exchange, error) {
-	switch ex {
-	case ExchangeOKX:
-		return pb.Exchange_OKX, nil
-	case ExchangeBINANCE:
-		return pb.Exchange_BINANCE, nil
-	default:
-		return pb.Exchange_SIG, fmt.Errorf("unknown exchange: %v", ex)
-	}
-}
-
-func ExchangePBParse(pbex pb.Exchange) (Exchange, bool) {
-	switch pbex {
-	case pb.Exchange_OKX:
-		return ExchangeOKX, true
-	case pb.Exchange_BINANCE:
-		return ExchangeBINANCE, true
-	default:
-		return ExchangeSIG, false
-	}
-}

pkg/types/indicator.go

@@ -15,10 +15,10 @@ type Indicator interface {
 	Meta() IndicatorMeta
 	// init id, 计算完成 publish 时使用id,
 	// exchange: 封装indicator访问, 封装历史k线访问
-	// args: 动态指标参数, 执行时创建
+	// args: 动态指标参数定义, 执行时创建
 	Init(indId int64, exchange any, args map[string]any)
 	Dependes() []IndicatorDef                                        // 需要订阅的指标列表(包括k线, 实时k线/关闭k线)
-	OnKline(Kline)                                                   // 驱动k线数据, 待驱动k线到达后, 再待subscribe计算完成后执行
+	OnKline([]Kline)                                                 // 驱动k线数据, 待驱动k线到达后, 再待subscribe计算完成后执行
 	Emit(func(klineTs int64, indicators map[string]decimal.Decimal)) // 指标计算完成后发送, 由指标执行器进行存储或分发
 }
 

pkg/types/instance.go

@@ -1,5 +1,7 @@
 package types
 
+import "sig-pub/api/pb"
+
 // TradeInstance 交易产品
 type TradeInstance struct {
 	InstId         string          // 交易产品系统id
@@ -7,5 +9,5 @@ type TradeInstance struct {
 	QuantitySz     int32           // 交易量精度
 	Status         int32           // 交易所交易产品状态
 	ExchangeInstId string          // 交易所交易产品id
-	Exchange       Exchange // 当前处理交易产品交易所
+	Exchange       pb.ExchangeType // 当前处理交易产品交易所
 }

pkg/types/interval.go

@@ -1,6 +1,10 @@
 package types
 
-import "time"
+import (
+	"sig-pub/pkg/zlog"
+	"sort"
+	"time"
+)
 
 var LossEmoji = "🔥"
 var ProfitEmoji = "💰"
@@ -16,31 +20,7 @@ func (i Interval) AddMul(ts, mul int64) (int64, bool) {
 	return c(ts, mul), true
 }
 
-// func (i Interval) Minutes() (int64, bool) {
+const (
-// 	c, ok := SupportedIntervals[i]
-// 	if !ok || c <= 0 {
-// 		return c, false
-// 	}
-// 	return c / 60, true
-// }
-
-// func (i Interval) Seconds() (int64, bool) {
-// 	m, ok := SupportedIntervals[i]
-// 	if !ok || m <= 0 {
-// 		return m, false
-// 	}
-// 	return m, true
-// }
-
-// func (i Interval) Milliseconds() (int64, bool) {
-// 	m, ok := SupportedIntervals[i]
-// 	if !ok || m <= 0 {
-// 		return m, false
-// 	}
-// 	return m * 1000, true
-// }
-
-var (
 	Interval1s  = Interval("1s")
 	Interval1m  = Interval("1m")
 	Interval3m  = Interval("3m")
@@ -97,3 +77,66 @@ var SupportedIntervals = IntervalMap{
 	Interval1mo: func(ts, mul int64) (ret int64) { return time.UnixMilli(ts).AddDate(0, int(mul), 0).UnixMilli() },
 	Interval3mo: func(ts, mul int64) (ret int64) { return time.UnixMilli(ts).AddDate(0, int(3*mul), 0).UnixMilli() },
 }
+
+var (
+	iotasIntervals  []Interval
+	intervalIotaMax int
+	intervalIotas   = map[Interval]int{}
+)
+
+func init() {
+	iotasIntervals = make([]Interval, len(SupportedIntervals))
+	var tss = make([]int64, len(SupportedIntervals))
+	var i = 0
+	for interval, adder := range SupportedIntervals {
+		iotasIntervals[i] = interval
+		tss[i] = adder(0, 1)
+		i++
+	}
+	sort.Slice(iotasIntervals, func(i, j int) bool {
+		return tss[i] < tss[j]
+	})
+	for i, interval := range iotasIntervals {
+		index := i + 1 // 0保留
+		intervalIotas[interval] = index
+		intervalIotaMax = max(intervalIotaMax, index)
+	}
+	zlog.Debugf("init intervals: %#v", iotasIntervals)
+	zlog.Debugf("init intervalsIotas: %#v", intervalIotas)
+}
+
+type IntervalState[T any] struct {
+	state []T
+}
+
+func NewIntervalState[T any]() *IntervalState[T] {
+	return &IntervalState[T]{
+		state: make([]T, intervalIotaMax+1),
+	}
+}
+
+func (s *IntervalState[T]) Get(interval Interval) T {
+	i := intervalIotas[interval]
+	return s.state[i]
+}
+
+func (s *IntervalState[T]) Set(interval Interval, v T) {
+	i := intervalIotas[interval]
+	s.state[i] = v
+}
+
+func (s *IntervalState[T]) Range(f func(i int, interval Interval, v T)) {
+	for i, interval := range iotasIntervals {
+		index := i + 1 // 0保留
+		v := s.state[index]
+		f(i, interval, v)
+	}
+}
+
+func (s *IntervalState[T]) SetIf(interval Interval, v T, cond func(old T) bool) {
+	i := intervalIotas[interval]
+	old := s.state[i]
+	if cond(old) {
+		s.state[i] = v
+	}
+}

pkg/types/kline.go

@@ -25,7 +25,7 @@ type Kline struct {
 
 // okx.CandleData{[]string{"1746842757000", "0.20545", "0.20545", "0.2054", "0.2054", "7.57", "7570", "1555.2542", "1"}}
 
-func (k *Kline) ParsePBKline(exchange pb.Exchange, kline *pb.Kline) {
+func (k *Kline) ParsePBKline(exchange pb.ExchangeType, kline *pb.Kline) {
 	// k.Exchange = exchange.String()
 	k.Interval = Interval(kline.Interval)
 	k.Ts = kline.Ts
@@ -56,6 +56,6 @@ func (k *Kline) ToPBKline() (kline *pb.Kline) {
 // ChannelKline k线订阅消息
 type ChannelKline struct {
 	ExgInstId string          `json:"instId"`   // 交易所交易产品id，如 BTC_USDT_SWAP
-	Exchange  Exchange `json:"exchange"` // 交易所
+	Exchange  pb.ExchangeType `json:"exchange"` // 交易所
 	Klines    []*Kline        `json:"klines"`
 }

pkg/types/series/decimals.go

@@ -0,0 +1,33 @@
+package series
+
+import "github.com/govalues/decimal"
+
+// 值列表
+type Decimals []decimal.Decimal
+
+func NewDecimals(a ...decimal.Decimal) Decimals {
+	return Decimals(a)
+}
+
+func (s *Decimals) Push(v decimal.Decimal) {
+	*s = append(*s, v)
+}
+
+func (s *Decimals) Append(vs ...decimal.Decimal) {
+	*s = append(*s, vs...)
+}
+
+func (s Decimals) Diff() (values Decimals, err error) {
+	var r decimal.Decimal
+	for i, v := range s {
+		if i == 0 {
+			values.Push(decimal.Zero)
+			continue
+		}
+		if r, err = v.Sub(s[i-1]); err != nil {
+			return
+		}
+		values.Push(r)
+	}
+	return
+}

pkg/types/series/floats.go

@@ -0,0 +1,26 @@
+package series
+
+type Floats []float64
+
+func NewFloats(a ...float64) Floats {
+	return Floats(a)
+}
+
+func (s *Floats) Push(v float64) {
+	*s = append(*s, v)
+}
+
+func (s *Floats) Append(vs ...float64) {
+	*s = append(*s, vs...)
+}
+
+func (s Floats) Diff() (values Floats) {
+	for i, v := range s {
+		if i == 0 {
+			values.Push(0)
+			continue
+		}
+		values.Push(v - s[i-1])
+	}
+	return values
+}

pkg/types/series/series.go

@@ -0,0 +1,10 @@
+package series
+
+type Series interface {
+	Last(i int) float64
+	Index(i int) float64
+	Length() int
+}
+
+type Series0 struct {
+}

pkg/utils/collect/collect.go

@@ -1,6 +1,9 @@
 package collect
 
-import "sort"
+import (
+	"cmp"
+	"sort"
+)
 
 func In[T comparable](value T, values ...T) bool {
 	if len(values) == 0 {
@@ -69,17 +72,23 @@ func Sum[T int32 | int64 | int](nums []T) T {
 	return sum
 }
 
-func Max[T int32 | int64 | int](nums []T, dv T) T {
+func MustMax[T any, C cmp.Ordered](slice []T, compare func(T) C) (max T) {
-	if len(nums) == 0 {
+	if len(slice) == 0 {
-		return dv
+		panic("MustMax slice length 0")
+	}
+	max = slice[0]
+	if len(slice) == 1 {
+		return
 	}
-	var max T = nums[0]
+
-	for i := 1; i < len(nums); i++ {
+	maxC := compare(max)
-		if nums[i] > max {
+	for i := 1; i < len(slice); i++ {
-			max = nums[i]
+		if c := compare(slice[i]); cmp.Compare(c, maxC) > 0 {
+			max = slice[i]
+			maxC = c
 		}
 	}
-	return max
+	return
 }
 
 func Slice2Map[T any, K comparable](slice []T, k func(int, T) K) map[K]T {

pkg/utils/nets/ip_test.go

@@ -1,6 +1,9 @@
 package nets
 
-import "testing"
+import (
+	"fmt"
+	"testing"
+)
 
 func TestIpConvert(t *testing.T) {
 	ip := "192.168.1.110"
@@ -26,3 +29,12 @@ func TestAddressConvert(t *testing.T) {
 		t.Error("address parse error")
 	}
 }
+
+func TestGetHostIpv4(t *testing.T) {
+	ip, err := GetHostIpv4()
+	if err != nil {
+		t.Error(err)
+		return
+	}
+	fmt.Println(ip)
+}

pkg/zlog/exported.go

@@ -1,5 +1,11 @@
 package zlog
 
+func Debug(args ...any) {
+	zSugar.Debug(args...)
+}
+func Debugf(format string, args ...any) {
+	zSugar.Debugf(format, args...)
+}
 func Info(args ...any) {
 	zSugar.Info(args...)
 }