feat(crypto-tail): 策略最小价差(无/固定/自动) + 前端默认与文案

- 后端: 最小价差 DB/Entity/DTO、Binance K线 REST+WS、自动价差 IQR 预计算与执行时校验 - 前端: 最小价差(自动-固定-无)，默认自动，label 旁 info 说明，选择自动不展示建议约 - i18n: minSpreadModeTip 说明不写死标的 - 文档: crypto-tail-strategy-min-spread-flow.md - scripts: Binance K线拉取与 WS 示例 Co-authored-by: Cursor <cursoragent@cursor.com>
2026-02-14 15:16:44 +08:00
parent 7ec9311df2
commit b50e43c239
22 changed files with 930 additions and 14 deletions
@@ -0,0 +1,92 @@
+#!/usr/bin/env node
+
+/**
+ * 通过币安 WebSocket 订阅 BTC/USDC 15 分钟 K 线推送。
+ *
+ * 文档: https://developers.binance.com/docs/binance-spot-api-docs/web-socket-streams
+ * - 现货 K 线流: wss://stream.binance.com:9443/ws/btcusdc@kline_15m
+ * - 服务端约每 20 秒发 ping，ws 库会自动回 pong
+ * - K 线推送频率: 15m 约每 2 秒更新一次；x=true 表示该根 K 线已收盘
+ *
+ * 依赖: npm install ws（在 scripts 目录下执行）
+ *
+ * 使用方法:
+ *   node scripts/ws_binance_btc_usdc_klines.js
+ *   node scripts/ws_binance_btc_usdc_klines.js --interval 1m
+ *   node scripts/ws_binance_btc_usdc_klines.js --url "wss://stream.binance.com:9443/ws/btcusdc@kline_15m"
+ *   Ctrl+C 退出
+ */
+
+import WebSocket from 'ws';
+
+const BINANCE_WS_BASE = 'wss://stream.binance.com:9443';
+
+function parseArgs() {
+  const args = process.argv.slice(2);
+  const out = { symbol: 'btcusdc', interval: '15m', url: null };
+  for (let i = 0; i < args.length; i++) {
+    if (args[i] === '--symbol' && args[i + 1]) {
+      out.symbol = String(args[i + 1]).toLowerCase();
+      i++;
+    } else if (args[i] === '--interval' && args[i + 1]) {
+      out.interval = args[i + 1];
+      i++;
+    } else if (args[i] === '--url' && args[i + 1]) {
+      out.url = args[i + 1];
+      i++;
+    }
+  }
+  return out;
+}
+
+function formatKline(msg) {
+  if (msg.e !== 'kline') {
+    return JSON.stringify(msg);
+  }
+  const k = msg.k || {};
+  const tMs = Number(k.t) || 0;
+  const tsStr = new Date(tMs).toISOString().replace('T', ' ').slice(0, 19);
+  const closed = k.x ? ' [CLOSED]' : '';
+  return `  ${tsStr}  O:${k.o}  H:${k.h}  L:${k.l}  C:${k.c}  V:${k.v}${closed}`;
+}
+
+function run(wsUrl) {
+  console.log(`Connecting: ${wsUrl}`);
+  console.log('(Ctrl+C to exit)\n');
+
+  const ws = new WebSocket(wsUrl);
+
+  ws.on('open', () => {
+    // ws 库收到 ping 会自动回 pong，无需手动处理
+  });
+
+  ws.on('message', (data) => {
+    try {
+      const msg = JSON.parse(data.toString());
+      if (msg.result !== undefined && msg.id !== undefined) return;
+      if (msg.code !== undefined && msg.code !== 0) {
+        console.error('Error:', msg);
+        return;
+      }
+      console.log(formatKline(msg));
+    } catch {
+      console.log(data.toString());
+    }
+  });
+
+  ws.on('error', (err) => {
+    console.error('WebSocket error:', err.message);
+    process.exit(1);
+  });
+
+  ws.on('close', (code, reason) => {
+    if (code !== 1000) {
+      console.error(`Connection closed: ${code} ${reason?.toString() || ''}`);
+      process.exit(1);
+    }
+  });
+}
+
+const args = parseArgs();
+const wsUrl = args.url || `${BINANCE_WS_BASE}/ws/${args.symbol}@kline_${args.interval}`;
+run(wsUrl);