242 lines
6.2 KiB
Go
242 lines
6.2 KiB
Go
package datasource
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import (
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"bytes"
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"encoding/json"
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"fmt"
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"io"
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"net/http"
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"strings"
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"time"
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"stock-user-system/internal/config"
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)
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const (
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defaultTimeout = 60 * time.Second
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maxRetries = 3
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retryBaseDelay = 1 * time.Second
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)
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// Quote 对应 tickflow /v1/quotes 返回的单条行情数据。
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type Quote struct {
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Symbol string `json:"symbol"`
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Name string `json:"name"`
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Open float64 `json:"open"`
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High float64 `json:"high"`
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Low float64 `json:"low"`
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Close float64 `json:"last_price"`
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PrevClose float64 `json:"prev_close"`
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Volume int64 `json:"volume"`
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Amount float64 `json:"amount"`
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Timestamp int64 `json:"timestamp"`
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Region string `json:"region"`
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Ext struct {
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ChangePct float64 `json:"change_pct"`
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TurnoverRate float64 `json:"turnover_rate"`
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Name string `json:"name"`
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} `json:"ext"`
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}
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// ChangePct 优先使用 ext.change_pct（tickflow 返回小数，如 0.30 = 30%），
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// 否则根据 close/prev_close 计算并统一返回小数形式。
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func (q *Quote) ChangePct() float64 {
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if q.Ext.ChangePct != 0 {
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return q.Ext.ChangePct
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}
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if q.PrevClose != 0 {
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return (q.Close - q.PrevClose) / q.PrevClose
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}
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return 0
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}
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// TurnoverRate 返回 ext.turnover_rate（仅 A 股有效）。
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func (q *Quote) TurnoverRate() float64 {
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return q.Ext.TurnoverRate
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}
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// DisplayName 优先使用 ext.name，否则使用 symbol。
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func (q *Quote) DisplayName() string {
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if q.Ext.Name != "" {
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return q.Ext.Name
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}
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if q.Name != "" {
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return q.Name
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}
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return q.Symbol
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}
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// UniverseDetail 对应 /v1/universes/:id 返回的标的池详情。
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type UniverseDetail struct {
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ID string `json:"id"`
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Name string `json:"name"`
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SymbolCount int `json:"symbol_count"`
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Symbols []string `json:"symbols"`
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}
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// KlineData 对应 /v1/klines/batch 返回的单标的历史 K 线（紧凑列式）。
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type KlineData struct {
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Symbol string `json:"-"`
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Name string `json:"-"`
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Timestamp []int64 `json:"timestamp"`
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Open []float64 `json:"open"`
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High []float64 `json:"high"`
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Low []float64 `json:"low"`
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Close []float64 `json:"close"`
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Volume []int64 `json:"volume"`
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Amount []float64 `json:"amount"`
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}
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// Client 封装 tickflow HTTP API 调用。
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type Client struct {
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baseURL string
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apiKey string
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client *http.Client
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}
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// NewClient 从配置创建 tickflow 客户端。
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func NewClient(cfg *config.Config) *Client {
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return &Client{
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baseURL: strings.TrimRight(cfg.TickFlowBaseURL, "/"),
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apiKey: cfg.TickFlowAPIKey,
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client: &http.Client{Timeout: defaultTimeout},
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}
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}
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// GetUniverse 获取指定标的池的完整代码列表。
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func (c *Client) GetUniverse(id string) (*UniverseDetail, error) {
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path := fmt.Sprintf("/v1/universes/%s", id)
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var detail UniverseDetail
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if err := c.request("GET", path, nil, nil, &detail); err != nil {
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return nil, err
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}
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return &detail, nil
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}
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// GetQuotesByUniverses 按标的池批量获取行情快照。
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func (c *Client) GetQuotesByUniverses(universes []string) ([]Quote, error) {
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body := map[string]any{"universes": universes}
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var quotes []Quote
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if err := c.request("POST", "/v1/quotes", nil, body, "es); err != nil {
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return nil, err
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}
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return quotes, nil
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}
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// GetQuotesBySymbols 按代码列表批量获取行情快照。
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func (c *Client) GetQuotesBySymbols(symbols []string) ([]Quote, error) {
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body := map[string]any{"symbols": symbols}
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var quotes []Quote
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if err := c.request("POST", "/v1/quotes", nil, body, "es); err != nil {
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return nil, err
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}
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return quotes, nil
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}
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// GetKlinesBatch 批量获取多只股票的历史日 K 线。
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// symbols 最多 100 只（tickflow 限制）。
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func (c *Client) GetKlinesBatch(symbols []string, period string, startMs, endMs int64) (map[string]KlineData, error) {
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if len(symbols) == 0 {
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return nil, nil
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}
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if len(symbols) > 100 {
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return nil, fmt.Errorf("GetKlinesBatch supports up to 100 symbols, got %d", len(symbols))
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}
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params := map[string]any{
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"symbols": strings.Join(symbols, ","),
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"period": period,
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"adjust": "none",
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"start_time": startMs,
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"end_time": endMs,
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"count": 10000,
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}
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var result map[string]KlineData
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if err := c.request("GET", "/v1/klines/batch", params, nil, &result); err != nil {
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return nil, err
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}
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for sym, data := range result {
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data.Symbol = sym
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result[sym] = data
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}
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return result, nil
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}
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func (c *Client) request(method, path string, params, body map[string]any, result any) error {
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url := c.baseURL + path
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var lastErr error
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for attempt := 0; attempt <= maxRetries; attempt++ {
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if attempt > 0 {
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time.Sleep(retryBaseDelay * time.Duration(1<<(attempt-1)))
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}
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var bodyReader io.Reader
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if len(body) > 0 && (method == "POST" || method == "PUT") {
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data, err := json.Marshal(body)
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if err != nil {
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return err
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}
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bodyReader = bytes.NewReader(data)
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}
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req, err := http.NewRequest(method, url, bodyReader)
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if err != nil {
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return err
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}
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if c.apiKey != "" {
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req.Header.Set("x-api-key", c.apiKey)
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}
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req.Header.Set("Accept", "application/json")
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req.Header.Set("Content-Type", "application/json")
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if len(params) > 0 {
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q := req.URL.Query()
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for k, v := range params {
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q.Set(k, fmt.Sprintf("%v", v))
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}
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req.URL.RawQuery = q.Encode()
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}
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resp, err := c.client.Do(req)
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if err != nil {
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lastErr = err
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continue
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}
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respBody, err := io.ReadAll(resp.Body)
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resp.Body.Close()
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if err != nil {
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lastErr = err
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continue
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}
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if resp.StatusCode >= 500 || resp.StatusCode == 429 {
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lastErr = fmt.Errorf("tickflow %s %s returned %d: %s", method, path, resp.StatusCode, string(respBody))
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continue
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}
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if resp.StatusCode >= 400 {
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return fmt.Errorf("tickflow %s %s returned %d: %s", method, path, resp.StatusCode, string(respBody))
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}
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var wrapper struct {
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Data json.RawMessage `json:"data"`
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}
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if err := json.Unmarshal(respBody, &wrapper); err != nil {
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return fmt.Errorf("decode tickflow response: %w", err)
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}
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if result != nil {
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if err := json.Unmarshal(wrapper.Data, result); err != nil {
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return fmt.Errorf("decode tickflow data: %w", err)
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}
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}
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return nil
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}
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if lastErr != nil {
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return fmt.Errorf("tickflow request failed after %d retries: %w", maxRetries, lastErr)
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}
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return fmt.Errorf("tickflow request failed")
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}
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