删除实时行情、盘口深度和监控规则功能

Co-Authored-By: Claude <noreply@anthropic.com>

serve/backend/app/data_providers/base.py

@@ -21,7 +21,6 @@ class ProviderCapabilities:
     daily: bool = False
     adj_factor: bool = False
     minute: bool = False
-    realtime: bool = False
     financial: bool = False
 
 
@@ -59,10 +58,3 @@ class MarketDataProvider(Protocol):
         freq: str = "1m",
     ) -> pl.DataFrame:
         """Return normalized minute K rows. Implementations may return empty."""
-
-    def get_realtime(
-        self,
-        universes: list[str] | None = None,
-        symbols: list[str] | None = None,
-    ) -> pl.DataFrame:
-        """Return normalized realtime quotes. Implementations may return empty."""

serve/backend/app/data_providers/tickflow_provider.py

@@ -22,7 +22,6 @@ class TickFlowProvider:
         daily=True,
         adj_factor=True,
         minute=True,
-        realtime=True,
         financial=True,
     )
 
@@ -103,18 +102,3 @@ class TickFlowProvider:
         # Existing minute sync remains in app.services.kline_sync for now.
         return pl.DataFrame()
 
-    def get_realtime(
-        self,
-        universes: list[str] | None = None,
-        symbols: list[str] | None = None,
-    ) -> pl.DataFrame:
-        tf = get_client()
-        if universes and symbols:
-            raise ValueError("TickFlow realtime accepts either universes or symbols, not both")
-        if universes:
-            resp = tf.quotes.get_by_universes(universes=universes)
-        elif symbols:
-            resp = tf.quotes.get(symbols=symbols)
-        else:
-            return pl.DataFrame()
-        return pl.DataFrame(resp or [])