diff --git a/.gitignore b/.gitignore new file mode 100644 index 0000000..0be1a31 --- /dev/null +++ b/.gitignore @@ -0,0 +1,12 @@ +binance_rust + +/kiro.json + +.claude +.devcontainer +storage +tradingview-demo + +backend/.env + +/frontend/.env \ No newline at end of file diff --git a/README.md b/README.md new file mode 100644 index 0000000..b198307 --- /dev/null +++ b/README.md @@ -0,0 +1,401 @@ +# 📊 View — Crypto chart Platform + +[🇨🇳 中文版 README](README_CN.md) +A self-hosted, real-time cryptocurrency data collection and visualization platform for **Binance USDS-M Futures**. Combines a high-performance Rust backend with a professional charting frontend to deliver institutional-grade market data tooling. + +This project is primarily built for my own use, and I don't have much bandwidth to maintain it. I'm also not a frontend developer, so the frontend code may not follow best practices. That said, pull requests and issues are very welcome — feel free to open an Issue or submit a Pull Request! + +As you can see, this is not a simple one-click-to-deploy project, nor is it a beginner-friendly toy. I simply don't have the time or ability to simplify it further. The easiest way to deploy is to let **Claude Opus 4.6** study the entire project and have it guide you through the setup. + +If deploying the backend is too difficult, you can temporarily use my public backend API endpoint: `api-view.cathiefish.org`. This way you only need to deploy the frontend to Cloudflare Pages. Note that this endpoint only guarantees data for **BTCUSDT, ETHUSDT, SOLUSDT, BNBUSDT, XRPUSDT, SUIUSDT**. See the [Deployment](#-deployment) section for how to configure this. + +![tv-1](https://img.cathiefish.art/ns/tv-1.png) +![tv-2](https://img.cathiefish.art/ns/tv-2.png) +![tv-3](https://img.cathiefish.art/ns/tv-3.png) + +## ✨ Features + +### Data Collection & Storage +- [x] **Real-time WebSocket streaming** — Live 1-minute K-line data from Binance combined streams, with auto-reconnect and gap backfill +- [x] **3-tier historical sync** — Monthly ZIP → Daily ZIP → REST API, for fastest possible backfill from [Binance Data Archive](https://data.binance.vision/) +- [x] **TimescaleDB time-series storage** — Hypertable-optimized with `time_bucket` aggregation across 8 timeframes (1m, 5m, 15m, 1h, 4h, 1D, 1W, 1M) +- [x] **Proxy pool support** — Up to 100 concurrent proxy clients for high-throughput parallel downloads +- [ ] **Binance Spot support** — Spot market data collection, using `.P` suffix to distinguish Futures from Spot symbols +- [ ] **MCP support** — Model Context Protocol integration + +### Charting & Visualization +- [x] **Professional charting engine** — Full indicator and drawing tool support +- [x] **Custom indicators** — Net Volume (NV-C) and Cumulative Volume Delta (CVD-C) +- [x] **Multi-chart layouts** — Single, vertical split, horizontal split, and 1L+2R layouts with draggable dividers +- [x] **Canvas persistence** — Named drawing canvases per symbol, with auto-save every 5 minutes +- [x] **Dark & Light themes** — Full theme toggle synced across widget and UI + +### Watchlist & Interaction +- [x] **Live watchlist sidebar** — Real-time price, 24h change tracking, drag-and-drop reordering +- [x] **Multiple custom lists** — Create and manage separate watchlists +- [ ] **Frontend symbol management** — Add/remove tracked symbols from the frontend UI (currently `TRACKED_SYMBOL` is only controlled via the backend `.env` file) + +### Security & Deployment +- [x] **Google OAuth protection** — Email whitelist access control with 144-hour session persistence +- [x] **Docker ready** — Multi-stage builds, Docker Compose with shared network +- [ ] **Google Firebase integration** — Connect backend API via Firebase for managed authentication and hosting + +## 📁 Project Structure + +``` +view/ +├── backend/ # Rust data engine & API server +│ ├── src/ +│ │ ├── main.rs # Axum HTTP server bootstrap +│ │ ├── binance_collector.rs # WebSocket real-time collection + REST sync +│ │ ├── historical_downloader.rs # Binance data archive (ZIP) downloader +│ │ ├── database.rs # TimescaleDB operations & aggregation +│ │ ├── scheduler.rs # Task coordination & collector lifecycle +│ │ ├── klinechart.rs # KlineChart REST API handlers +│ │ ├── tradingview.rs # TradingView UDF API + WebSocket + Canvas +│ │ ├── structs.rs # Data types (CandleData, Interval, WsMessage…) +│ │ ├── error.rs # Custom error types +│ │ └── lib.rs # Public module exports +│ ├── tests/ +│ │ ├── connection_test.rs # Database connection tests +│ │ ├── database_test.rs # CRUD & query tests +│ │ ├── scheduler_test.rs # Scheduler command & lifecycle tests +│ │ ├── sync_test.rs # Single symbol sync tests +│ │ └── sync_full_history_test.rs +│ ├── examples/ +│ │ ├── sync_all.rs # Sync all symbols (standard) +│ │ ├── sync_all_fast.rs # Sync all symbols (parallel with proxy pool) +│ │ └── sql.txt # Reference SQL for TimescaleDB setup +│ ├── Dockerfile +│ └── docker-compose.yml +│ +├── frontend/ # Charting Library frontend +│ ├── index.html # Main app (widget + watchlist + layouts) +│ ├── login.html # Google OAuth login page +│ ├── auth.js # AuthGuard — session management +│ ├── auth-config.js # OAuth & API configuration +│ ├── charting_library/ # Charting Library assets +│ ├── datafeeds/ # UDF datafeed adapter +│ ├── Dockerfile +│ └── docker-compose.yml +│ +└── references/ # Git submodules + ├── binance-rust/ # Binance connector SDK + └── library/ # Charting Library source +``` + +## 🛠️ Tech Stack + +| Layer | Technology | +|-------|-----------| +| **Backend** | Rust, Axum, sqlx, tokio, tokio-tungstenite | +| **Database** | PostgreSQL + TimescaleDB | +| **Frontend** | Charting Library v29.4, Vanilla JS | +| **Auth** | Google Identity Services (OAuth) | +| **Deployment** | Docker, Nginx, Docker Compose | + +## 🚀 Deployment + +For first-time users of Nginx Proxy Manager, TimescaleDB, PgAdmin, Docker, or Cloudflare — the easiest way to deploy is to let **Claude Opus 4.6** study this project and guide you through each step. If you encounter persistent issues, please open an Issue on this repository. + +### Option 1: Full Self-Hosted Deployment + +Deploy the entire stack on your own server with Docker and Nginx Proxy Manager as the reverse proxy. + +> [!NOTE] +> If you are unsure about any of the steps below, ask **Claude Opus 4.6** for guidance — it can walk you through each step in detail. + +#### Network Architecture + +``` +┌─────────────────── Docker Network: cycle ───────────────────┐ +│ │ +│ ┌──────────────────┐ ┌──────────────┐ │ +│ │ Nginx Proxy Mgr │ │ TimescaleDB │ │ +│ │ :80 / :443 │ │ :5432 │ │ +│ └────────┬─────────┘ └──────┬───────┘ │ +│ │ │ │ +│ │ │ │ +│ ┌────────▼──┐ ┌───────────┐ │ │ +│ │ Frontend │ │ Backend │───┘ │ +│ │ :80 │ │ :3000 │ │ +│ │ (nginx) │ │ (axum) │ │ +│ └───────────┘ └───────────┘ │ +│ │ +└─────────────────────────────────────────────────────────────┘ + ▲ + Public domain + view.yourdomain.com +``` + +All containers **must** run on the same Docker network `cycle` so they can communicate by container name. Only the **frontend** needs to be exposed to the public via Nginx Proxy Manager — the backend (port `3000`) is accessed internally by the frontend container through Docker DNS. + +--- + +#### Step 1: Create Docker Network + +```bash +docker network create cycle +``` + +--- + +#### Step 2: Database Setup (TimescaleDB) + +Create a `docker-compose.yml` for TimescaleDB on the `cycle` network: + +```yaml +# database/docker-compose.yml +services: + timescaledb: + image: timescale/timescaledb:latest-pg16 + container_name: timescaledb + networks: + - cycle + environment: + - POSTGRES_USER=quant + - POSTGRES_PASSWORD=your_secure_password + - POSTGRES_DB=crypto_database + volumes: + - timescaledb_data:/var/lib/postgresql/data + restart: unless-stopped + +volumes: + timescaledb_data: + +networks: + cycle: + external: true +``` + +```bash +docker compose up -d +``` + +Then initialize the schema using the SQL in [backend/examples/sql.txt](backend/examples/sql.txt): + +```bash +docker exec -i timescaledb psql -U quant -d crypto_database < backend/examples/sql.txt +``` + +> [!TIP] +> For database management, consider deploying **PgAdmin** alongside TimescaleDB. See [this guide](https://n8n.cathiefish.art/n8n-instances-twitter-ai-%E5%88%86%E6%9E%90%E7%9B%91%E6%8E%A7-5b706bb444d7) for PgAdmin setup instructions. For beginners, ask **Claude Opus 4.6** to walk you through it. + +#### Step 3: Deploy Backend + +**1. Configure `.env`** + +```bash +cd backend +cp .env.example .env +``` + +Edit `backend/.env`: + +```env +RUST_LOG="INFO,binance_sdk::common::utils=off,binance_sdk::common::websocket=off" + +DATABASE_URL="postgres://quant:your_secure_password@timescaledb:5432/crypto_database" + +TRACKED_SYMBOL=[BTCUSDT,ETHUSDT,BNBUSDT,SOLUSDT,XRPUSDT] + +# Proxy settings (optional — leave empty for direct connection) +PROXY_HOST=dc.your-proxy-provider.com +PROXY_USERNAME=your_username +PROXY_PASSWORD=your_password +PROXY_PROTOCOL=https/http/socks5 +PROXY_PORT_START=10000 +PROXY_PORT_END=10099 +``` + +> [!NOTE] +> `DATABASE_URL` uses the container name `timescaledb` as the hostname — this works because both containers are on the `cycle` network. You can also use the database container's absolute IP (find it with `docker inspect timescaledb --format '{{range .NetworkSettings.Networks}}{{.IPAddress}}{{end}}'`). Make sure the database container is also on the `cycle` network. `TRACKED_SYMBOL` currently only supports **USDS-M Futures (Swap)**, not Spot. + +> [!WARNING] +> **Proxy is strongly recommended.** Historical data sync downloads from [Binance Data Archive](https://data.binance.vision/) for all tracked symbols. With a multi-port proxy pool (e.g. 100 concurrent connections), a full sync completes in hours. **Without a proxy, syncing may take several days.** If `PROXY_HOST` is left empty, the backend falls back to a single direct connection. + +**2. Build & Run** + +```bash +docker build -t backend . +docker compose up -d +``` + +--- + +#### Step 4: Deploy Frontend + +Before building the frontend container, you need to configure authentication and API connection. + +**1. Configure Google OAuth — `auth-config.js`** + +Since the frontend runs inside the Docker network, it accesses the backend via the **container name**: + +```js +// Use the backend container name as the hostname (internal Docker DNS) +window.API_CONFIG = { baseUrl: 'http://backend:3000' }; + +const AUTH_CONFIG = { + // Replace with your Google OAuth Client ID from GCP Console + clientId: 'YOUR_CLIENT_ID.apps.googleusercontent.com', + onSuccess: (user) => { console.log('Auth successful:', user.email); }, + onError: (error) => { console.error('Auth error:', error); } +}; +window.AUTH_CONFIG = AUTH_CONFIG; +``` + +To find the backend container IP (useful for debugging): + +```bash +$ docker inspect backend --format '{{range .NetworkSettings.Networks}}{{.IPAddress}}{{end}}' +172.18.0.3 +``` + +**2. Configure Email Whitelist — `login.html`** + +Add your Google account email to the whitelist: + +```js +const allowedEmails = ['your-email@gmail.com']; +``` + +> [!IMPORTANT] +> Google OAuth requires a Client ID from GCP Console. Tutorial placeholder — to be added. + +**3. Build & Run** + +```bash +cd frontend +docker build -t frontend . +docker compose up -d +``` + +> [!WARNING] +> The frontend and backend containers **must** be on the same Docker network (`cycle`). This is already configured in both `docker-compose.yml` files via `networks: cycle: external: true`. + +--- + +#### Step 5: Nginx Proxy Manager + +Nginx Proxy Manager must also run on the `cycle` network. Create a `docker-compose.yml`: + +```yaml +# npm/docker-compose.yml +services: + nginx-proxy-manager: + image: jc21/nginx-proxy-manager:latest + container_name: nginx-proxy-manager + networks: + - cycle + ports: + - "80:80" + - "443:443" + - "81:81" + volumes: + - npm_data:/data + - npm_letsencrypt:/etc/letsencrypt + restart: unless-stopped + +volumes: + npm_data: + npm_letsencrypt: + +networks: + cycle: + external: true +``` + +```bash +docker compose up -d +``` + +> [!TIP] +> For detailed Nginx Proxy Manager setup and Docker deployment best practices, see [this guide](https://n8n.cathiefish.art/rsshub-install-f5ad036a4dd9). For beginners, ask **Claude Opus 4.6** to walk you through it. + +Access the admin panel at `http://your-server-ip:81` (default: `admin@example.com` / `changeme`). + +**Create a Proxy Host for the frontend:** + +| Domain | Forward Hostname | Forward Port | SSL | +|--------|-----------------|--------------|-----| +| `view.yourdomain.com` | `frontend_tv` | `80` | ✅ Let's Encrypt | + +> [!TIP] +> The "Forward Hostname" uses the **container name** (not IP), which works because all containers share the `cycle` network. The backend does **not** need a public proxy — the frontend accesses it internally via Docker DNS (`http://backend:3000`). + +After setup, your platform will be accessible at `https://view.yourdomain.com`. + +--- + +### Option 2: Backend Self-Hosted + Frontend on Cloudflare Pages + +Build on top of **Option 1** — keep the same server-side setup (Docker network, TimescaleDB, backend), but additionally expose the backend API to the public internet and deploy the frontend to Cloudflare Pages instead of self-hosting it. + +> [!NOTE] +> If you are unsure about any of these steps, ask **Claude Opus 4.6** — this is a straightforward process. + +> [!CAUTION] +> **Do NOT** include "tradingview" in your Cloudflare Pages project name or custom domain. TradingView actively enforces their trademark and your deployment **will be taken down**. Use a neutral name like `view`, `chart`, or `crypto-dash`. + +#### Step 1: Backend + Database + +Complete **Option 1 Steps 1–3** (create `cycle` network, deploy TimescaleDB, deploy backend). + +#### Step 2: Expose Backend API via Nginx Proxy Manager + +Since the frontend will be served from Cloudflare (outside your Docker network), the backend API must be publicly accessible. Add a **second Proxy Host** in Nginx Proxy Manager: + +| Domain | Forward Hostname | Forward Port | SSL | +|--------|-----------------|--------------|-----| +| `api.yourdomain.com` | `backend` | `3000` | ✅ Let's Encrypt | + +> [!IMPORTANT] +> Enable **Websockets Support** for this proxy host — required for real-time candle streaming. + +#### Step 3: Configure Frontend + +Before deploying to Cloudflare, update the config files: + +**`auth-config.js`** — point `baseUrl` to the **public backend domain** from Step 2: + +```js +window.API_CONFIG = { baseUrl: 'https://api.yourdomain.com' }; + +const AUTH_CONFIG = { + clientId: 'YOUR_CLIENT_ID.apps.googleusercontent.com', + // ... +}; +``` + +**`login.html`** — add your email to the whitelist: + +```js +const allowedEmails = ['your-email@gmail.com']; +``` + +#### Step 4: Deploy to Cloudflare Pages + +1. Fork or clone this repository to your own GitHub account +2. Go to [Cloudflare Dashboard](https://dash.cloudflare.com/) → **Workers & Pages** → **Create** +3. Select **Pages** → **Connect to Git** +4. Authorize Cloudflare to access your GitHub account and select the repository +5. Configure the build settings: + +| Setting | Value | +|---------|-------| +| Production branch | `main` | +| Build command | *(leave empty)* | +| Build output directory | `frontend` | + +6. Click **Save and Deploy** + +Cloudflare will assign a `*.pages.dev` domain. You can add a custom domain in **Pages** → **Custom domains**. + +--- + +## 📜 License + +MIT + + +Generated By Claude Opus 4.6 diff --git a/README_CN.md b/README_CN.md new file mode 100644 index 0000000..d5bacee --- /dev/null +++ b/README_CN.md @@ -0,0 +1,400 @@ +# 📊 View — 加密货币图表平台 + +自建的实时加密货币数据采集与可视化平台，适用于 **Binance USDS-M 永续合约**。结合高性能 Rust 后端与专业图表前端，提供机构级市场数据工具。 + +这个项目主要是我自用的，实在没太多精力维护。我也不擅长前端，前端代码可能不太规范。欢迎大家发起 Pull Request 和 Issue！ + +如您所见，这并不是一个简单的一键启动的傻瓜工程，也不是面向小白的玩具项目。请原谅我没有时间也没有能力将其简单化。最简单的部署方式就是让 **Claude Opus 4.6** 研究完整个项目，然后让它来指导你启动。 + +如果后端部署实在太过困难，您可以暂时直接使用我的公开后端 API 端口：`api-view.cathiefish.org`，这样您只需将前端部署到 Cloudflare Pages 即可。注意该端口仅保证提供 **BTCUSDT, ETHUSDT, SOLUSDT, BNBUSDT, XRPUSDT, SUIUSDT** 的数据。请参阅下方[部署](#-部署)章节了解如何配置。 + +![tv-1](https://img.cathiefish.art/ns/tv-1.png) +![tv-2](https://img.cathiefish.art/ns/tv-2.png) +![tv-3](https://img.cathiefish.art/ns/tv-3.png) + +## ✨ 功能 + +### 数据采集与存储 +- [x] **实时 WebSocket 推流** — 从 Binance 合并流实时接收 1 分钟 K 线数据，支持自动重连和缺口回补 +- [x] **三级历史数据同步** — 月度 ZIP → 每日 ZIP → REST API，从 [Binance 数据归档](https://data.binance.vision/) 尽可能快速回补 +- [x] **TimescaleDB 时序存储** — Hypertable 优化，支持 `time_bucket` 聚合，覆盖 8 个时间周期（1m, 5m, 15m, 1h, 4h, 1D, 1W, 1M） +- [x] **代理池支持** — 最多 100 个并发代理客户端，用于高吞吐量并行下载 +- [ ] **Binance 现货支持** — 现货市场数据采集，使用 `.P` 后缀区分合约与现货 +- [ ] **MCP 支持** — Model Context Protocol 集成 + +### 图表与可视化 +- [x] **专业图表引擎** — 完整的指标和画图工具支持 +- [x] **自定义指标** — 净成交量（NV-C）和累积成交量差（CVD-C） +- [x] **多图表布局** — 单图、垂直分割、水平分割、1 左 + 2 右布局，分隔线可拖动 +- [x] **画布持久化** — 按品种保存命名画布，每 5 分钟自动保存 +- [x] **深色/浅色主题** — 主题切换同步到图表组件和 UI + +### 自选列表与交互 +- [x] **实时自选列表侧栏** — 实时价格、24 小时涨跌幅、拖拽排序 +- [x] **多自定义列表** — 创建和管理多个自选列表 +- [ ] **前端品种管理** — 从前端 UI 添加/移除追踪品种（目前 `TRACKED_SYMBOL` 仅通过后端 `.env` 文件控制） + +### 安全与部署 +- [x] **Google OAuth 保护** — 邮箱白名单访问控制，144 小时会话持久化 +- [x] **Docker 就绪** — 多阶段构建，Docker Compose 共享网络 +- [ ] **Google Firebase 集成** — 通过 Firebase 连接后端 API，实现托管认证与托管部署 + +## 📁 项目结构 + +``` +view/ +├── backend/ # Rust 数据引擎 & API 服务 +│ ├── src/ +│ │ ├── main.rs # Axum HTTP 服务启动 +│ │ ├── binance_collector.rs # WebSocket 实时采集 + REST 同步 +│ │ ├── historical_downloader.rs # Binance 数据归档 (ZIP) 下载器 +│ │ ├── database.rs # TimescaleDB 操作与聚合 +│ │ ├── scheduler.rs # 任务调度与采集器生命周期 +│ │ ├── klinechart.rs # KlineChart REST API 处理 +│ │ ├── tradingview.rs # TradingView UDF API + WebSocket + Canvas +│ │ ├── structs.rs # 数据类型（CandleData, Interval, WsMessage…） +│ │ ├── error.rs # 自定义错误类型 +│ │ └── lib.rs # 公开模块导出 +│ ├── tests/ +│ │ ├── connection_test.rs # 数据库连接测试 +│ │ ├── database_test.rs # CRUD 与查询测试 +│ │ ├── scheduler_test.rs # 调度器命令与生命周期测试 +│ │ ├── sync_test.rs # 单品种同步测试 +│ │ └── sync_full_history_test.rs +│ ├── examples/ +│ │ ├── sync_all.rs # 同步所有品种（标准模式） +│ │ ├── sync_all_fast.rs # 同步所有品种（代理池并行） +│ │ └── sql.txt # TimescaleDB 建表 SQL +│ ├── Dockerfile +│ └── docker-compose.yml +│ +├── frontend/ # 图表库前端 +│ ├── index.html # 主应用（图表 + 自选列表 + 布局） +│ ├── login.html # Google OAuth 登录页 +│ ├── auth.js # AuthGuard — 会话管理 +│ ├── auth-config.js # OAuth 与 API 配置 +│ ├── charting_library/ # 图表库资源 +│ ├── datafeeds/ # UDF 数据源适配器 +│ ├── Dockerfile +│ └── docker-compose.yml +│ +└── references/ # Git 子模块 + ├── binance-rust/ # Binance 连接器 SDK + └── library/ # 图表库源码 +``` + +## 🛠️ 技术栈 + +| 层级 | 技术 | +|------|------| +| **后端** | Rust, Axum, sqlx, tokio, tokio-tungstenite | +| **数据库** | PostgreSQL + TimescaleDB | +| **前端** | Charting Library v29.4, Vanilla JS | +| **认证** | Google Identity Services (OAuth) | +| **部署** | Docker, Nginx, Docker Compose | + +## 🚀 部署 + +对于第一次接触 Nginx Proxy Manager、TimescaleDB、PgAdmin、Docker 或 Cloudflare 的用户，最简单的部署方式就是让 **Claude Opus 4.6** 研究这个项目，然后让它一步步指导你部署。如果持续失败，请在本仓库提交 Issue。 + +### 方案一：完全自建部署 + +在自己的服务器上部署全套服务，使用 Docker 和 Nginx Proxy Manager 作为反向代理。 + +> [!NOTE] +> 如果不清楚以下任何步骤，请咨询 **Claude Opus 4.6**，它可以详细指导你完成每一步。 + +#### 网络架构 + +``` +┌─────────────────── Docker 网络: cycle ──────────────────────┐ +│ │ +│ ┌──────────────────┐ ┌──────────────┐ │ +│ │ Nginx Proxy Mgr │ │ TimescaleDB │ │ +│ │ :80 / :443 │ │ :5432 │ │ +│ └────────┬─────────┘ └──────┬───────┘ │ +│ │ │ │ +│ │ │ │ +│ ┌────────▼──┐ ┌───────────┐ │ │ +│ │ Frontend │ │ Backend │───┘ │ +│ │ :80 │ │ :3000 │ │ +│ │ (nginx) │ │ (axum) │ │ +│ └───────────┘ └───────────┘ │ +│ │ +└─────────────────────────────────────────────────────────────┘ + ▲ + 公网域名 + view.yourdomain.com +``` + +所有容器**必须**在同一个 Docker 网络 `cycle` 中运行，这样才能通过容器名互相通信。只有**前端**需要通过 Nginx Proxy Manager 暴露到公网 —— 后端（端口 `3000`）由前端容器通过 Docker 内部 DNS 访问。 + +--- + +#### 第一步：创建 Docker 网络 + +```bash +docker network create cycle +``` + +--- + +#### 第二步：数据库部署（TimescaleDB） + +为 TimescaleDB 创建 `docker-compose.yml`，加入 `cycle` 网络： + +```yaml +# database/docker-compose.yml +services: + timescaledb: + image: timescale/timescaledb:latest-pg16 + container_name: timescaledb + networks: + - cycle + environment: + - POSTGRES_USER=quant + - POSTGRES_PASSWORD=your_secure_password + - POSTGRES_DB=crypto_database + volumes: + - timescaledb_data:/var/lib/postgresql/data + restart: unless-stopped + +volumes: + timescaledb_data: + +networks: + cycle: + external: true +``` + +```bash +docker compose up -d +``` + +然后使用 [backend/examples/sql.txt](backend/examples/sql.txt) 中的 SQL 初始化数据库： + +```bash +docker exec -i timescaledb psql -U quant -d crypto_database < backend/examples/sql.txt +``` + +> [!TIP] +> 建议同时部署 **PgAdmin** 用于数据库管理。详见[这篇教程](https://n8n.cathiefish.art/n8n-instances-twitter-ai-%E5%88%86%E6%9E%90%E7%9B%91%E6%8E%A7-5b706bb444d7)。新手建议直接让 **Claude Opus 4.6** 来指导。 + +#### 第三步：部署后端 + +**1. 配置 `.env`** + +```bash +cd backend +cp .env.example .env +``` + +编辑 `backend/.env`： + +```env +RUST_LOG="INFO,binance_sdk::common::utils=off,binance_sdk::common::websocket=off" + +DATABASE_URL="postgres://quant:your_secure_password@timescaledb:5432/crypto_database" + +TRACKED_SYMBOL=[BTCUSDT,ETHUSDT,BNBUSDT,SOLUSDT,XRPUSDT] + +# 代理设置（可选 — 留空则直连） +PROXY_HOST=dc.your-proxy-provider.com +PROXY_USERNAME=your_username +PROXY_PASSWORD=your_password +PROXY_PROTOCOL=https +PROXY_PORT_START=10000 +PROXY_PORT_END=10099 +``` + +> [!NOTE] +> `DATABASE_URL` 使用容器名 `timescaledb` 作为主机名 —— 因为两个容器都在 `cycle` 网络中。也可以使用数据库容器的绝对 IP（通过 `docker inspect timescaledb --format '{{range .NetworkSettings.Networks}}{{.IPAddress}}{{end}}'` 查询）。确保数据库容器也在 `cycle` 网络中。`TRACKED_SYMBOL` 目前仅支持 **USDS-M 永续合约（Swap）**，不支持现货。 + +> [!WARNING] +> **强烈建议配置代理。** 后端需要从 [Binance 数据归档](https://data.binance.vision/) 下载所有追踪品种的历史数据。使用多端口代理池（如 100 个并发连接）。**不使用代理的话，同步可能需要几天时间。** 如果 `PROXY_HOST` 留空，后端将使用单一直连。 + +**2. 构建并运行** + +```bash +docker build -t backend . +docker compose up -d +``` + +--- + +#### 第四步：部署前端 + +构建前端容器之前，需要先配置认证和 API 连接。 + +**1. 配置 Google OAuth — `auth-config.js`** + +前端在 Docker 网络内部运行，通过**容器名**访问后端： + +```js +// 使用后端容器名作为主机名（Docker 内部 DNS） +window.API_CONFIG = { baseUrl: 'http://backend:3000' }; + +const AUTH_CONFIG = { + // 替换为你从 GCP Console 获取的 Google OAuth Client ID + clientId: 'YOUR_CLIENT_ID.apps.googleusercontent.com', + onSuccess: (user) => { console.log('Auth successful:', user.email); }, + onError: (error) => { console.error('Auth error:', error); } +}; +window.AUTH_CONFIG = AUTH_CONFIG; +``` + +查询后端容器 IP（调试用）： + +```bash +$ docker inspect backend --format '{{range .NetworkSettings.Networks}}{{.IPAddress}}{{end}}' +172.18.0.3 +``` + +**2. 配置邮箱白名单 — `login.html`** + +将你的 Google 邮箱添加到白名单： + +```js +const allowedEmails = ['your-email@gmail.com']; +``` + +> [!IMPORTANT] +> Google OAuth 需要从 GCP Console 获取 Client ID。教程待补充。 + +**3. 构建并运行** + +```bash +cd frontend +docker build -t frontend . +docker compose up -d +``` + +> [!WARNING] +> 前端和后端容器**必须**在同一个 Docker 网络（`cycle`）中。两个 `docker-compose.yml` 文件已通过 `networks: cycle: external: true` 配置好。 + +--- + +#### 第五步：Nginx Proxy Manager + +Nginx Proxy Manager 也必须在 `cycle` 网络中运行。创建 `docker-compose.yml`： + +```yaml +# npm/docker-compose.yml +services: + nginx-proxy-manager: + image: jc21/nginx-proxy-manager:latest + container_name: nginx-proxy-manager + networks: + - cycle + ports: + - "80:80" + - "443:443" + - "81:81" + volumes: + - npm_data:/data + - npm_letsencrypt:/etc/letsencrypt + restart: unless-stopped + +volumes: + npm_data: + npm_letsencrypt: + +networks: + cycle: + external: true +``` + +```bash +docker compose up -d +``` + +> [!TIP] +> Nginx Proxy Manager 的详细部署和 Docker 最佳实践，请参阅[这篇教程](https://n8n.cathiefish.art/rsshub-install-f5ad036a4dd9)。新手建议直接让 **Claude Opus 4.6** 来指导。 + +访问管理面板 `http://你的服务器IP:81`（默认账号：`admin@example.com` / `changeme`）。 + +**为前端创建 Proxy Host：** + +| 域名 | 转发主机名 | 转发端口 | SSL | +|------|-----------|---------|-----| +| `view.yourdomain.com` | `frontend_tv` | `80` | ✅ Let's Encrypt | + +> [!TIP] +> "转发主机名"使用的是**容器名**（不是 IP），因为所有容器共享 `cycle` 网络。后端**不需要**公网代理 —— 前端通过 Docker 内部 DNS（`http://backend:3000`）访问。 + +部署完成后，即可通过 `https://view.yourdomain.com` 访问。 + +--- + +### 方案二：后端自建 + 前端部署到 Cloudflare Pages + +在**方案一**的基础上，额外将后端 API 暴露到公网，并将前端部署到 Cloudflare Pages，而不是自建托管。 + +> [!NOTE] +> 如果不清楚以下步骤，请咨询 **Claude Opus 4.6** —— 这是很简单的操作。 + +> [!CAUTION] +> Cloudflare Pages 项目名和自定义域名中**不要**包含 "tradingview"。TradingView 会主动维权，你的部署**会被下架**。使用中性名称如 `view`、`chart`、`crypto-dash`。 + +#### 第一步：后端 + 数据库 + +完成**方案一的第一至三步**（创建 `cycle` 网络、部署 TimescaleDB、部署后端）。 + +#### 第二步：通过 Nginx Proxy Manager 暴露后端 API + +由于前端将从 Cloudflare 提供服务（在 Docker 网络外部），后端 API 必须可以从公网访问。在 Nginx Proxy Manager 中添加一个 **Proxy Host**： + +| 域名 | 转发主机名 | 转发端口 | SSL | +|------|-----------|---------|-----| +| `api.yourdomain.com` | `backend` | `3000` | ✅ Let's Encrypt | + +> [!IMPORTANT] +> 为此 Proxy Host 启用 **Websockets Support** —— 实时 K 线推送需要 WebSocket。 + +#### 第三步：配置前端 + +部署到 Cloudflare 之前，更新配置文件： + +**`auth-config.js`** —— 将 `baseUrl` 指向第二步的**公网后端域名**： + +```js +window.API_CONFIG = { baseUrl: 'https://api.yourdomain.com' }; + +const AUTH_CONFIG = { + clientId: 'YOUR_CLIENT_ID.apps.googleusercontent.com', + // ... +}; +``` + +**`login.html`** —— 添加你的邮箱到白名单： + +```js +const allowedEmails = ['your-email@gmail.com']; +``` + +#### 第四步：部署到 Cloudflare Pages + +1. Fork 或 Clone 本仓库到你自己的 GitHub 账号 +2. 进入 [Cloudflare 控制台](https://dash.cloudflare.com/) → **Workers & Pages** → **创建** +3. 选择 **Pages** → **连接到 Git** +4. 授权 Cloudflare 访问你的 GitHub 账号，选择仓库 +5. 配置构建设置： + +| 设置 | 值 | +|------|---| +| 生产分支 | `main` | +| 构建命令 | *（留空）* | +| 构建输出目录 | `frontend` | + +6. 点击 **保存并部署** + +Cloudflare 会分配一个 `*.pages.dev` 域名。你可以在 **Pages** → **自定义域** 中添加自定义域名。 + +--- + +## 📜 许可证 + +MIT + + +Generated By Claude Opus 4.6 diff --git a/backend/.env.example b/backend/.env.example new file mode 100644 index 0000000..1762ab5 --- /dev/null +++ b/backend/.env.example @@ -0,0 +1,14 @@ +RUST_LOG="INFO,binance_sdk::common::utils=off,binance_sdk::common::websocket=off" + +DATABASE_URL="postgres://xxx:xxxxxxx" + +TRACKED_SYMBOL=[BTCUSDT,XRPUSDT,BNBUSDT,SOLUSDT,ETHUSDT] + +# Proxy settings (optional — leave empty or remove for direct connection) +# Required for fast multi-proxy parallel downloads from Binance Data Archive +PROXY_HOST= +PROXY_USERNAME= +PROXY_PASSWORD= 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+chrono = "0.4" +csv = "1.3" +futures = "0.3" +tokio-tungstenite = { version = "0.26", features = ["native-tls"] } \ No newline at end of file diff --git a/backend/Dockerfile b/backend/Dockerfile new file mode 100644 index 0000000..706c9a0 --- /dev/null +++ b/backend/Dockerfile @@ -0,0 +1,14 @@ +# Build stage +FROM rust:1.89-slim-bookworm AS builder +WORKDIR /app +RUN apt-get update && apt-get install -y pkg-config libssl-dev && rm -rf /var/lib/apt/lists/* +COPY Cargo.toml Cargo.lock ./ +COPY src ./src +RUN cargo build --release + +# Runtime stage +FROM debian:bookworm-slim +RUN apt-get update && apt-get install -y ca-certificates libssl3 && rm -rf /var/lib/apt/lists/* +COPY --from=builder /app/target/release/backend /usr/local/bin/backend +EXPOSE 3000 +CMD ["backend"] diff --git a/backend/README.md b/backend/README.md new file mode 100644 index 0000000..f2b99fb --- /dev/null +++ b/backend/README.md @@ -0,0 +1,296 @@ +# 📊 Binance USDS Futures — Data Collection & API Backend + +A high-performance Rust backend that collects, stores, and serves Binance USDS-M Futures K-line data in real-time. Designed as the data engine for custom charting frontends — supports both [KlineChart](https://klinecharts.com/) and [TradingView](https://www.tradingview.com/charting-library-docs/) out of the box. + +## ✨ Features + +- **Real-time WebSocket streaming** — Subscribe to 1-minute K-line updates via Binance combined streams, with auto-reconnect and backfill on disconnect +- **Multi-strategy historical sync** — Monthly ZIP → Daily ZIP → REST API fallback for fastest possible backfill +- **TimescaleDB-powered storage** — Hypertable-optimized with `time_bucket` aggregation for 8 timeframes (1m, 5m, 15m, 1h, 4h, 1D, 1W, 1M) +- **Dual API interface** — KlineChart REST API + TradingView UDF-compatible datafeed +- **Live WebSocket broadcast** — Push real-time candle updates to connected frontend clients +- **Canvas persistence** — Save/load chart drawings per symbol to local filesystem +- **Net Volume & Taker Buy Volume** — Custom indicators included in every response +- **Proxy pool support** — Up to 100 proxy clients (port 10000–10099) for high-throughput parallel downloads +- **Docker ready** — Multi-stage build with minimal runtime image + +## 🏗️ Architecture + +``` +┌──────────────────────────────────────────────────────────────────┐ +│ Axum HTTP Server (:3000) │ +│ │ +│ ┌─────────────────────┐ ┌──────────────────────────┐ │ +│ │ KlineChart API │ │ TradingView UDF API │ │ +│ │ /api/klines │ │ /config /history /ws │ │ +│ │ /api/symbols │ │ /symbols /search │ │ +│ │ /api/status │ │ /canvas/* │ │ +│ └────────┬────────────┘ └────────────┬─────────────┘ │ +│ │ │ │ +│ └──────────┬──────────────────────┘ │ +│ ▼ │ +│ ┌────────────────┐ │ +│ │ Scheduler │ │ +│ │ (Command Bus) │ │ +│ └───┬────────┬───┘ │ +│ │ │ │ +│ ┌──────────▼──┐ ┌──▼──────────────────────┐ │ +│ │ Binance │ │ Historical Downloader │ │ +│ │ Collector │ │ (ZIP + REST backfill) │ │ +│ │ (WebSocket)│ └─────────────────────────┘ │ +│ └─────────────┘ │ +│ │ +│ ┌─────────────────────────┐ │ +│ │ DatabaseHandler │ │ +│ │ (TimescaleDB + batch) │ │ +│ └─────────────────────────┘ │ +└──────────────────────────────────────────────────────────────────┘ +``` + +## 📁 Project Structure + +``` +src/ +├── main.rs # Axum server bootstrap & route composition +├── binance_collector.rs # WebSocket real-time collection + REST sync +├── historical_downloader.rs # Binance data archive (ZIP) downloader +├── database.rs # TimescaleDB operations, batch insert, aggregation +├── scheduler.rs # Task coordination & collector lifecycle +├── klinechart.rs # KlineChart REST API handlers +├── tradingview.rs # TradingView UDF API + WebSocket + Canvas +├── structs.rs # Data types (CandleData, Interval, WsMessage…) +├── error.rs # Custom error types (CollectorError, SchedulerError) +└── lib.rs # Public module exports + +tests/ +├── connection_test.rs # Database connection tests +├── database_test.rs # CRUD & query tests +├── scheduler_test.rs # Scheduler command & lifecycle tests +├── sync_test.rs # Single symbol sync tests +└── sync_full_history_test.rs # Full historical backfill tests + +examples/ +├── sync_all.rs # Sync all symbols (standard) +├── sync_all_fast.rs # Sync all symbols (parallel with proxy pool) +└── sql.txt # Reference SQL for TimescaleDB setup +``` + +## 🚀 Quick Start + +### Prerequisites + +- **Rust** 1.70+ (edition 2021) +- **PostgreSQL** with [TimescaleDB](https://docs.timescale.com/) extension +- (Recommended) Third-party rotating proxy with multi-port support for parallel downloads + +### Environment Setup + +```bash +cp .env.example .env +# Edit .env with your values +``` + +`.env.example`: +```env +RUST_LOG="INFO,binance_sdk::common::utils=off,binance_sdk::common::websocket=off" +DATABASE_URL="postgres://user:password@host:5432/crypto_database" +TRACKED_SYMBOL=[BTCUSDT,XRPUSDT,BNBUSDT,SOLUSDT,ETHUSDT] + +# Proxy settings (optional — leave empty for direct connection) +PROXY_HOST=dc.your-proxy-provider.com +PROXY_USERNAME=your_username +PROXY_PASSWORD=your_password +PROXY_PROTOCOL=https +PROXY_PORT_START=10000 +PROXY_PORT_END=10099 +``` + +> [!WARNING] +> **Proxy is strongly recommended.** The backend downloads historical data from [Binance Data Archive](https://data.binance.vision/) for all tracked symbols. With a multi-port proxy pool (e.g. 100 concurrent connections), a full sync completes in minutes. **Without a proxy, syncing may take several days** due to single-connection rate limits. If `PROXY_HOST` is left empty, the backend falls back to a single direct connection. + +### Run + +```bash +# Development +cargo run + +# Release build +cargo build --release +./target/release/backend + +# Run tests +cargo test +``` + +### Docker + +```bash +# Build image +docker build -t backend . + +# Using docker-compose (connects to existing `cycle` network) +docker compose up -d +``` + +## 📡 API Reference + +### KlineChart API + +| Method | Endpoint | Description | +|--------|----------|-------------| +| **GET** | `/api/klines/{symbol}` | Query K-line data | +| **GET** | `/api/symbols` | List all tracked symbols | +| **POST** | `/api/symbols` | Add symbol to tracking (triggers backfill) | +| **DELETE** | `/api/symbols/{symbol}` | Remove symbol from tracking | +| **GET** | `/api/status` | Get scheduler status | + +**Query Parameters** for `/api/klines/{symbol}`: + +| Param | Type | Default | Description | +|-------|------|---------|-------------| +| `limit` | `i64` | `800` | Number of candles to return | +| `interval` | `string` | `1m` | Timeframe: `1m`, `5m`, `15m`, `1h`, `4h`, `1d`, `1w`, `1M` | +| `end_time` | `i64` | *now* | Unix timestamp (ms) upper bound | + +
+📄 Response Example + +```json +{ + "success": true, + "data": [ + { + "symbol": "BTCUSDT", + "timestamp": 1704067200000, + "open": 42000.0, + "high": 42100.0, + "low": 41900.0, + "close": 42050.0, + "volume": 1000.5, + "taker_buy_volume": 600.3, + "net_volume": 200.1, + "is_closed": true + } + ] +} +``` + +
+ +--- + +### TradingView UDF API + +Fully compatible with the [TradingView UDF Datafeed API](https://www.tradingview.com/charting-library-docs/latest/connecting_data/UDF/). + +| Method | Endpoint | Description | +|--------|----------|-------------| +| **GET** | `/config` | Datafeed configuration | +| **GET** | `/time` | Server time (seconds) | +| **GET** | `/symbols` | Resolve symbol info | +| **GET** | `/search` | Search symbols | +| **GET** | `/history` | Historical OHLCV data (includes `nv` and `tbv`) | +| **GET** | `/tracked-symbols` | List configured symbols | +| **GET** | `/daily-opens` | Daily open prices for all symbols | +| **WS** | `/ws` | Real-time K-line push via WebSocket | + +
+📄 History Response Example + +```json +{ + "s": "ok", + "t": [1704067200, 1704153600], + "o": [42000.0, 42050.0], + "h": [42100.0, 42200.0], + "l": [41900.0, 41950.0], + "c": [42050.0, 42150.0], + "v": [1000.5, 1200.3], + "nv": [200.1, -150.5], + "tbv": [600.3, 525.4] +} +``` + +
+ +
+📄 WebSocket Protocol + +**Subscribe:** +```json +{ "type": "subscribe", "data": { "symbols": ["BTCUSDT", "ETHUSDT"] } } +``` + +**Kline Update (server → client):** +```json +{ "type": "kline", "data": { "symbol": "BTCUSDT", "timestamp": 1704067200000, "open": 42000.0, "high": 42100.0, "low": 41900.0, "close": 42050.0, "volume": 1000.5, "taker_buy_volume": 600.3, "net_volume": 200.1, "is_closed": false } } +``` + +**Keepalive:** `ping` / `pong` + +
+ +--- + +### Canvas API (Drawing Persistence) + +Save and load chart drawings per symbol to the local filesystem. + +| Method | Endpoint | Description | +|--------|----------|-------------| +| **GET** | `/canvas/list` | List saved canvases for a symbol | +| **GET** | `/canvas/load` | Load canvas drawings | +| **POST** | `/canvas/save` | Save canvas drawings | +| **DELETE** | `/canvas/delete` | Delete a canvas | + +## ⚙️ Core Components + +### BinanceCollector +- Connects to Binance WebSocket combined streams for real-time 1m K-line data +- Supports up to **50 symbols per connection** (Binance limit); auto-splits into multiple connections +- **Auto-reconnect** with gap detection — backfills missed data on disconnect +- REST API sync with rate limiting (150ms interval, ~480 req/min) + +### HistoricalDownloader +- **3-tier download strategy**: Monthly ZIP → Daily ZIP → REST API (fastest to slowest) +- Downloads from [Binance Data Archive](https://data.binance.vision/) for bulk historical data +- Concurrent downloads across proxy pool for maximum throughput +- CSV parsing from ZIP archives + +### DatabaseHandler +- **TimescaleDB** hypertable for time-series optimization +- **Batch insert**: 100 candles or 5-second flush timeout +- `time_bucket` aggregation for multi-timeframe queries (1m → 1M) +- Gap detection and data integrity checks +- Data cutoff: only syncs data from **2024-01-01 UTC** onwards + +### Scheduler +- Command-based control via `mpsc` channels: + - `AddSymbol` — backfill + restart collector + - `RemoveSymbol` — deactivate + restart collector + - `RestartCollector` / `GetStatus` / `Shutdown` +- Manages full lifecycle: symbol tracking → historical backfill → real-time streaming + +## 📦 Dependencies + +| Crate | Purpose | +|-------|---------| +| `axum` | Web framework with WebSocket support | +| `sqlx` | Async PostgreSQL / TimescaleDB driver | +| `tokio` | Async runtime | +| `binance-sdk` | Official Binance connector (USDS futures + spot) | +| `tokio-tungstenite` | WebSocket client for Binance streams | +| `reqwest` | HTTP client for REST API & archive downloads | +| `tower-http` | CORS middleware | +| `serde` / `serde_json` | Serialization | +| `chrono` | Date/time handling | +| `csv` / `zip` | Historical data archive parsing | +| `thiserror` | Custom error types | +| `env_logger` | Logging | + +## 📜 License + +MIT + + +Generated By Claude Opus 4.6 \ No newline at end of file diff --git a/backend/docker-compose.yml b/backend/docker-compose.yml new file mode 100644 index 0000000..3cd64bc --- /dev/null +++ b/backend/docker-compose.yml @@ -0,0 +1,17 @@ +services: + backend: + image: ghcr.io/exchanges-lab/statistic/backend:v1.2 + container_name: backend + networks: + - cycle + #ports: + # - "3000:3000" + env_file: + - .env + volumes: + - ./storage:/storage + restart: unless-stopped + +networks: + cycle: + external: true diff --git a/backend/examples/sql.txt b/backend/examples/sql.txt new file mode 100644 index 0000000..0d1514a --- /dev/null +++ b/backend/examples/sql.txt @@ -0,0 +1,47 @@ +-- Create klines table for 1-minute candlestick data +CREATE TABLE IF NOT EXISTS klines_1m ( + symbol VARCHAR(20) NOT NULL, + timestamp BIGINT NOT NULL, + open DOUBLE PRECISION NOT NULL, + high DOUBLE PRECISION NOT NULL, + low DOUBLE PRECISION NOT NULL, + close DOUBLE PRECISION NOT NULL, + volume DOUBLE PRECISION NOT NULL, + taker_buy_volume DOUBLE PRECISION NOT NULL, + net_volume DOUBLE PRECISION NOT NULL, + PRIMARY KEY (symbol, timestamp) +); + +-- Convert to TimescaleDB hypertable for better time-series performance +-- chunk_time_interval = 7 days (in milliseconds: 7 * 24 * 60 * 60 * 1000 = 604800000) +SELECT create_hypertable('klines_1m', 'timestamp', + chunk_time_interval => 604800000, + if_not_exists => TRUE +); + +-- Create index for faster queries by symbol +CREATE INDEX IF NOT EXISTS idx_klines_1m_symbol ON klines_1m (symbol, timestamp DESC); + +-- Table for tracking active symbols +CREATE TABLE IF NOT EXISTS tracked_symbols ( + symbol VARCHAR(20) PRIMARY KEY, + added_at TIMESTAMP DEFAULT NOW(), + is_active BOOLEAN DEFAULT TRUE +); + +-- Insert some default symbols +INSERT INTO tracked_symbols (symbol) VALUES + ('btcusdt'), + ('ethusdt') +ON CONFLICT (symbol) DO NOTHING; + +-- Useful queries: + +-- Get latest timestamp for a symbol +-- SELECT MAX(timestamp) FROM klines_1m WHERE symbol = 'BTCUSDT'; + +-- Get latest N candles for a symbol +-- SELECT * FROM klines_1m WHERE symbol = 'BTCUSDT' ORDER BY timestamp DESC LIMIT 100; + +-- Get all active symbols +-- SELECT symbol FROM tracked_symbols WHERE is_active = TRUE; diff --git a/backend/examples/sync_all.rs b/backend/examples/sync_all.rs new file mode 100644 index 0000000..34a231a --- /dev/null +++ b/backend/examples/sync_all.rs @@ -0,0 +1,137 @@ +use backend::{BinanceCollector, CandleData, DatabaseHandler}; + +use log::{info, error}; +use dotenv::dotenv; +use tokio::sync::mpsc; +use std::sync::Arc; +use std::sync::atomic::{AtomicU64, Ordering}; + +#[tokio::main] +async fn main() { + dotenv().ok(); + env_logger::init(); + + // 1. Connect to database + let database_url = std::env::var("DATABASE_URL") + .expect("DATABASE_URL must be set"); + + info!("Connecting to database..."); + let db = Arc::new( + DatabaseHandler::new(&database_url) + .await + .expect("Failed to connect to database") + ); + + // 2. Get all symbols (filter USDT pairs only) + info!("Fetching all symbols from Binance..."); + let all_symbols = BinanceCollector::get_symbol().await.unwrap(); + let symbols: Vec<_> = all_symbols + .into_iter() + .filter(|s| s.symbol.ends_with("USDT")) + .collect(); + info!("Got {} USDT symbols to sync", symbols.len()); + + // 3. Build clients + info!("Building clients..."); + let clients = BinanceCollector::build_clients().await; + info!("Built {} working clients", clients.len()); + + if clients.is_empty() { + error!("No working clients, exiting"); + return; + } + + // 4. Sync each symbol one by one + let total_symbols = symbols.len(); + + for (i, symbol) in symbols.into_iter().enumerate() { + let now = std::time::SystemTime::now() + .duration_since(std::time::UNIX_EPOCH) + .unwrap() + .as_millis() as i64; + + let start_time = symbol.start_timestamp; + let total_range_ms = now - start_time; + // Estimate total candles (1 candle per minute) + let estimated_total = (total_range_ms / 60000) as u64; + + info!("[{}/{}] Starting sync for {} (estimated {} candles)", + i + 1, total_symbols, symbol.symbol, estimated_total); + + // Create channels + let (tx, rx) = mpsc::channel::(100000); + let (db_tx, db_rx) = mpsc::channel::(100000); + + // Progress tracking + let candle_count = Arc::new(AtomicU64::new(0)); + let last_progress = Arc::new(AtomicU64::new(0)); + + // Progress monitor and forward task + let symbol_name = symbol.symbol.clone(); + let candle_count_clone = candle_count.clone(); + let last_progress_clone = last_progress.clone(); + let idx = i + 1; + + let progress_handle = tokio::spawn(async move { + let mut rx = rx; + while let Some(candle) = rx.recv().await { + let count = candle_count_clone.fetch_add(1, Ordering::Relaxed) + 1; + + // Calculate progress based on received candles vs estimated total + let progress = if estimated_total > 0 { + ((count as f64 / estimated_total as f64) * 100.0).min(100.0) as u64 + } else { + 100 + }; + + // Report every 20% + let last = last_progress_clone.load(Ordering::Relaxed); + let milestone = (progress / 20) * 20; + if milestone > last && milestone <= 100 { + if last_progress_clone.compare_exchange( + last, milestone, Ordering::Relaxed, Ordering::Relaxed + ).is_ok() { + info!("[{}/{}] {} progress: {}% ({}/{} candles)", + idx, total_symbols, symbol_name, milestone, count, estimated_total); + } + } + + // Forward to database + let _ = db_tx.send(candle).await; + } + }); + + // Database consumer + let db_clone = db.clone(); + let consumer_handle = tokio::spawn(async move { + db_clone.start_consumer(db_rx).await; + }); + + // Sync this symbol + let result = BinanceCollector::sync_from_scratch( + symbol.symbol.clone(), + symbol.start_timestamp, + clients.clone(), + tx, + ).await; + + // Wait for tasks to finish + let _ = progress_handle.await; + let _ = consumer_handle.await; + + let final_count = candle_count.load(Ordering::Relaxed); + + match result { + Ok(count) => { + info!("[{}/{}] {} completed: {} candles", + i + 1, total_symbols, symbol.symbol, count); + } + Err(e) => { + error!("[{}/{}] {} failed: {} (received: {} candles)", + i + 1, total_symbols, symbol.symbol, e, final_count); + } + } + } + + info!("All symbols synced!"); +} diff --git a/backend/examples/sync_all_fast.rs b/backend/examples/sync_all_fast.rs new file mode 100644 index 0000000..b91507f --- /dev/null +++ b/backend/examples/sync_all_fast.rs @@ -0,0 +1,162 @@ +use backend::{BinanceCollector, CandleData, DatabaseHandler, HistoricalDownloader}; + +use log::{info, error}; +use dotenv::dotenv; +use tokio::sync::mpsc; +use std::sync::Arc; +use std::sync::atomic::{AtomicU64, Ordering}; + +#[tokio::main] +async fn main() { + dotenv().ok(); + env_logger::init(); + + // 1. Connect to database + let database_url = std::env::var("DATABASE_URL") + .expect("DATABASE_URL must be set"); + + info!("Connecting to database..."); + let db = Arc::new( + DatabaseHandler::new(&database_url) + .await + .expect("Failed to connect to database") + ); + + // 2. Get all USDT symbols + info!("Fetching all symbols from Binance..."); + let all_symbols = BinanceCollector::get_symbol().await.unwrap(); + let symbols: Vec<_> = all_symbols + .into_iter() + .filter(|s| s.symbol.ends_with("USDT")) + .collect(); + info!("Got {} USDT symbols to sync", symbols.len()); + + // 3. Build clients + info!("Building download clients (with proxies)..."); + let download_clients = HistoricalDownloader::build_clients().await; + + info!("Building API clients (for recent data)..."); + let api_clients = BinanceCollector::build_clients().await; + info!("Built {} download clients, {} API clients", download_clients.len(), api_clients.len()); + + // Get last complete month timestamp + let archive_end = HistoricalDownloader::last_complete_month_end(); + info!("Archive data available until: {}", archive_end); + + // Use the global cutoff timestamp + info!("Data cutoff: 2024-01-01 00:00:00 UTC (timestamp: {})", backend::DATA_CUTOFF_TIMESTAMP); + + // 4. Sync each symbol + let total_symbols = symbols.len(); + + for (i, symbol) in symbols.into_iter().enumerate() { + info!("========================================"); + info!("[{}/{}] {} - Starting fast sync", i + 1, total_symbols, symbol.symbol); + + // Check if we have data already + let latest_ts = db.get_latest_timestamp(&symbol.symbol).await.ok().flatten(); + + let start_time = match latest_ts { + Some(ts) => { + info!("[{}/{}] {} - Has data until {}, continuing from there", + i + 1, total_symbols, symbol.symbol, ts); + ts + 60000 + } + None => { + // No existing data, use the later of symbol start or cutoff + let actual_start = symbol.start_timestamp.max(backend::DATA_CUTOFF_TIMESTAMP); + if symbol.start_timestamp < backend::DATA_CUTOFF_TIMESTAMP { + info!("[{}/{}] {} - Original start is before 2024-01-01, starting from cutoff instead", + i + 1, total_symbols, symbol.symbol); + } + actual_start + } + }; + + // Create channels + let (tx, rx) = mpsc::channel::(500000); + let (db_tx, db_rx) = mpsc::channel::(500000); + + // Progress tracking + let candle_count = Arc::new(AtomicU64::new(0)); + let candle_count_clone = candle_count.clone(); + let symbol_name = symbol.symbol.clone(); + let idx = i + 1; + + // Progress forwarder + let progress_handle = tokio::spawn(async move { + let mut rx = rx; + let mut last_report = 0u64; + + while let Some(candle) = rx.recv().await { + let count = candle_count_clone.fetch_add(1, Ordering::Relaxed) + 1; + + if count - last_report >= 500000 { + info!("[{}/{}] {} - Progress: {} candles", idx, total_symbols, symbol_name, count); + last_report = count; + } + + let _ = db_tx.send(candle).await; + } + }); + + // DB consumer (batch insert) + let db_clone = db.clone(); + let consumer_handle = tokio::spawn(async move { + db_clone.start_consumer(db_rx).await; + }); + + // STEP 1: Download historical data from archive (with proxies) + if start_time < archive_end && !download_clients.is_empty() { + info!("[{}/{}] {} - Downloading from archive with {} proxies...", + i + 1, total_symbols, symbol.symbol, download_clients.len()); + + match HistoricalDownloader::download_symbol_with_clients( + &symbol.symbol, + start_time, + &download_clients, + tx.clone(), + ).await { + Ok(count) => info!("[{}/{}] {} - Archive download: {} candles", + i + 1, total_symbols, symbol.symbol, count), + Err(e) => error!("[{}/{}] {} - Archive download failed: {}", + i + 1, total_symbols, symbol.symbol, e), + } + } + + // STEP 2: Sync recent data via API + let api_start = archive_end.max(start_time); + let now = std::time::SystemTime::now() + .duration_since(std::time::UNIX_EPOCH) + .unwrap() + .as_millis() as i64; + + if now - api_start > 60000 && !api_clients.is_empty() { + info!("[{}/{}] {} - Syncing recent data via API...", i + 1, total_symbols, symbol.symbol); + + match BinanceCollector::sync_from_scratch( + symbol.symbol.clone(), + api_start, + api_clients.clone(), + tx.clone(), + ).await { + Ok(count) => info!("[{}/{}] {} - API sync: {} candles", + i + 1, total_symbols, symbol.symbol, count), + Err(e) => error!("[{}/{}] {} - API sync failed: {}", + i + 1, total_symbols, symbol.symbol, e), + } + } + + // Close channel and wait + drop(tx); + let _ = progress_handle.await; + let _ = consumer_handle.await; + + let final_count = candle_count.load(Ordering::Relaxed); + info!("[{}/{}] {} - Complete: {} total candles", + i + 1, total_symbols, symbol.symbol, final_count); + } + + info!("========================================"); + info!("All symbols synced!"); +} diff --git a/backend/src/binance_collector.rs b/backend/src/binance_collector.rs new file mode 100644 index 0000000..d876287 --- /dev/null +++ b/backend/src/binance_collector.rs @@ -0,0 +1,709 @@ +use crate::error::*; +use crate::structs::*; +use crate::historical_downloader::HistoricalDownloader; + +use binance_sdk::{ + config::{ConfigurationRestApi, ProxyConfig, ProxyAuth}, + derivatives_trading_usds_futures::{ + DerivativesTradingUsdsFuturesRestApi, + rest_api::{ + RestApi, + KlineCandlestickDataIntervalEnum, KlineCandlestickDataParams, KlineCandlestickDataResponseItemInner, + }, + websocket_streams::KlineCandlestickStreamsResponseK, + }, +}; + +use futures::StreamExt; +use log::{debug, error, info, warn}; +use std::collections::HashMap; +use std::sync::Arc; +use tokio::sync::{mpsc, RwLock}; +use reqwest::Client; +use tokio_tungstenite::{connect_async, tungstenite::Message}; +use rand::Rng; +use serde::Deserialize; + +/// Read proxy configuration from environment variables. +/// Returns None if PROXY_HOST is not set (direct connection). +fn proxy_config_from_env(port: u16) -> Option { + let host = std::env::var("PROXY_HOST").ok()?; + if host.is_empty() { + return None; + } + let username = std::env::var("PROXY_USERNAME").unwrap_or_default(); + let password = std::env::var("PROXY_PASSWORD").unwrap_or_default(); + let protocol = std::env::var("PROXY_PROTOCOL").unwrap_or_else(|_| "https".to_string()); + + let auth = if username.is_empty() { + None + } else { + Some(ProxyAuth { + username, + password, + }) + }; + + Some(ProxyConfig { + host, + port, + protocol: Some(protocol), + auth, + }) +} + +// Combined stream response wrapper +#[derive(Debug, Deserialize)] +struct CombinedStreamWrapper { + #[allow(dead_code)] + stream: String, + data: CombinedStreamData, +} + +#[derive(Debug, Deserialize)] +struct CombinedStreamData { + s: Option, + k: Option, +} + +const BATCH_SIZE: i64 = 1000; +const ONE_MINUTE_MS: i64 = 60_000; +const MAX_SYMBOLS_PER_WS: usize = 50; // Binance limit per WebSocket connection +// Rate limit: 2400 weight/min, limit=1000 costs 5 weight +// 2400/5 = 480 requests/min = 8 req/sec = 125ms interval +// Use 150ms for safety margin +const REQUEST_INTERVAL_MS: u64 = 150; + +pub struct BinanceCollector { + pub symbols: Vec, + rest_client: RestApi, + last_closed_timestamps: Arc>>, +} + +impl BinanceCollector { + pub fn new(symbols: Vec) -> Self { + assert!(!symbols.is_empty(), "symbols cannot be empty"); + + let symbols: Vec = symbols.into_iter().map(|s| s.to_lowercase()).collect(); + + let port: u16 = rand::rng().random_range(10036..=10066); + + let mut config_builder = ConfigurationRestApi::builder() + .timeout(10000); + + if let Some(proxy) = proxy_config_from_env(port) { + config_builder = config_builder.proxy(proxy); + } + + let rest_client_config = config_builder + .build() + .expect("Failed to initialize the rest api client"); + + let rest_client = DerivativesTradingUsdsFuturesRestApi::production(rest_client_config); + + Self { + symbols, + rest_client, + last_closed_timestamps: Arc::new(RwLock::new(HashMap::new())), + } + } + + /// Backfill K-line data for a specific symbol from start_time to end_time. + /// Uses limit=1000 per request (weight=5, ~480 requests/min allowed). + /// Returns total number of candles fetched. + pub async fn backfill( + &self, + symbol: &str, + start_time: i64, + end_time: i64, + candle_tx: &mpsc::Sender, + ) -> Result { + let symbol_upper = symbol.to_uppercase(); + let symbol_lower = symbol.to_lowercase(); + let mut current_start = start_time; + let mut total_count: u64 = 0; + + info!( + "Starting backfill for {} from {} to {}", + symbol_upper, start_time, end_time + ); + + while current_start < end_time { + let params = KlineCandlestickDataParams::builder( + symbol_upper.clone(), + KlineCandlestickDataIntervalEnum::Interval1m, + ) + .start_time(Some(current_start)) + .end_time(Some(end_time)) + .limit(Some(BATCH_SIZE)) + .build() + .map_err(|e| CollectorError::RestApiError(e.to_string()))?; + + let response = self.rest_client + .kline_candlestick_data(params) + .await + .map_err(|e| CollectorError::RestApiError(e.to_string()))?; + + let klines = response.data().await + .map_err(|e| CollectorError::RestApiError(e.to_string()))?; + + let batch_count = klines.len(); + if batch_count == 0 { + break; + } + + let mut last_timestamp = current_start; + + for kline in &klines { + if let Some(candle) = Self::parse_rest_kline(&symbol_upper, kline) { + last_timestamp = candle.timestamp; + + if let Err(e) = candle_tx.send(candle).await { + warn!("Failed to send candle: {}", e); + } + + total_count += 1; + } + } + + // Update last_closed_timestamp for this symbol + { + let mut timestamps = self.last_closed_timestamps.write().await; + timestamps.insert(symbol_lower.clone(), last_timestamp); + } + + debug!( + "Fetched {} klines for {}, total: {}, last_ts: {}", + batch_count, symbol_upper, total_count, last_timestamp + ); + + current_start = last_timestamp + ONE_MINUTE_MS; + + if batch_count < BATCH_SIZE as usize { + break; + } + + tokio::time::sleep(tokio::time::Duration::from_millis(REQUEST_INTERVAL_MS)).await; + } + + info!( + "Backfill completed for {}: {} candles", + symbol_upper, total_count + ); + + Ok(total_count) + } + + /// Backfill all symbols in the collector. + pub async fn backfill_all( + &self, + start_time: i64, + end_time: i64, + candle_tx: &mpsc::Sender, + ) -> Result { + let mut total_count: u64 = 0; + + for symbol in &self.symbols.clone() { + let count = self.backfill(symbol, start_time, end_time, candle_tx).await?; + total_count += count; + } + + Ok(total_count) + } + + /// Start WebSocket streams for real-time K-line data on all symbols. + /// Creates multiple connections if symbols > MAX_SYMBOLS_PER_WS. + /// Automatically reconnects and backfills missed data on disconnect. + pub async fn start_stream( + &self, + candle_tx: mpsc::Sender, + ) -> Result<(), CollectorError> { + let total_symbols = self.symbols.len(); + let num_connections = (total_symbols + MAX_SYMBOLS_PER_WS - 1) / MAX_SYMBOLS_PER_WS; + + info!( + "Starting {} WebSocket connections for {} symbols", + num_connections, total_symbols + ); + + // Split symbols into batches + let batches: Vec> = self.symbols + .chunks(MAX_SYMBOLS_PER_WS) + .map(|chunk| chunk.to_vec()) + .collect(); + + loop { + // Start all WebSocket connections in parallel + let mut handles = Vec::new(); + + for (i, batch) in batches.iter().enumerate() { + let batch_symbols = batch.clone(); + let tx = candle_tx.clone(); + let last_ts = self.last_closed_timestamps.clone(); + + let handle = tokio::spawn(async move { + Self::run_single_ws_connection(i, batch_symbols, tx, last_ts).await + }); + handles.push(handle); + } + + // Wait for any connection to fail + let mut all_ok = true; + for (i, handle) in handles.into_iter().enumerate() { + match handle.await { + Ok(Ok(())) => info!("WS connection {} ended normally", i), + Ok(Err(e)) => { + error!("WS connection {} error: {}", i, e); + all_ok = false; + } + Err(e) => { + error!("WS connection {} join error: {}", i, e); + all_ok = false; + } + } + } + + if all_ok { + break; + } + + // Reconnect after error + error!("WebSocket error. Reconnecting in 5 seconds..."); + tokio::time::sleep(tokio::time::Duration::from_secs(5)).await; + + // Backfill missed data + let now = std::time::SystemTime::now() + .duration_since(std::time::UNIX_EPOCH) + .unwrap() + .as_millis() as i64; + + let timestamps = self.last_closed_timestamps.read().await.clone(); + + for symbol in &self.symbols { + if let Some(&last_ts) = timestamps.get(symbol) { + if now - last_ts > ONE_MINUTE_MS { + info!("Backfilling missed data for {} from {}", symbol, last_ts); + if let Err(e) = self.backfill(symbol, last_ts, now, &candle_tx).await { + warn!("Backfill failed for {}: {}", symbol, e); + } + } + } + } + } + Ok(()) + } + + /// Run a single WebSocket connection for a batch of symbols (combined streams) + async fn run_single_ws_connection( + connection_id: usize, + symbols: Vec, + candle_tx: mpsc::Sender, + last_closed_timestamps: Arc>>, + ) -> Result<(), CollectorError> { + // Build combined stream URL: wss://fstream.binance.com/stream?streams=symbol1@kline_1m/symbol2@kline_1m + let streams: Vec = symbols.iter() + .map(|s| format!("{}@kline_1m", s.to_lowercase())) + .collect(); + let url = format!("wss://fstream.binance.com/stream?streams={}", streams.join("/")); + + let (ws_stream, _) = connect_async(&url) + .await + .map_err(|e| CollectorError::ConnectionFailed(e.to_string()))?; + + info!("WS {} connected with {} symbols (combined stream)", connection_id, symbols.len()); + + let (_, mut read) = ws_stream.split(); + + // Process incoming messages + while let Some(msg_result) = read.next().await { + match msg_result { + Ok(Message::Text(text)) => { + // Combined stream format: {"stream":"btcusdt@kline_1m","data":{...}} + if let Ok(wrapper) = serde_json::from_str::(&text) { + if let Some(k) = wrapper.data.k { + let symbol = wrapper.data.s.unwrap_or_default(); + let candle = Self::parse_ws_kline(&symbol, &k); + + if let Err(e) = candle_tx.send(candle.clone()).await { + warn!("Failed to send candle: {}", e); + } + + if candle.is_closed { + let mut timestamps = last_closed_timestamps.write().await; + timestamps.insert(candle.symbol.to_lowercase(), candle.timestamp); + + debug!( + "Kline closed: {} ts={} c={:.2} net_vol={:.4}", + candle.symbol, candle.timestamp, candle.close, candle.net_volume + ); + } + } + } + } + Ok(Message::Ping(data)) => { + debug!("WS {} received ping", connection_id); + // tungstenite auto-responds to pings + let _ = data; + } + Ok(Message::Close(_)) => { + info!("WS {} received close", connection_id); + break; + } + Ok(_) => {} + Err(e) => { + error!("WS {} error: {}", connection_id, e); + break; + } + } + } + + Err(CollectorError::ConnectionFailed("Disconnected".to_string())) + } + + fn parse_rest_kline(symbol: &str, kline: &Vec) -> Option { + if kline.len() < 12 { + return None; + } + + let timestamp = match &kline[0] { + KlineCandlestickDataResponseItemInner::Integer(v) => *v, + _ => return None, + }; + + let open = Self::parse_string_field(&kline[1])?; + let high = Self::parse_string_field(&kline[2])?; + let low = Self::parse_string_field(&kline[3])?; + let close = Self::parse_string_field(&kline[4])?; + let volume = Self::parse_string_field(&kline[5])?; + let taker_buy_volume = Self::parse_string_field(&kline[9])?; + + let net_volume = CandleData::calculate_net_volume(volume, taker_buy_volume); + + Some(CandleData { + symbol: symbol.to_uppercase(), + timestamp, + open, + high, + low, + close, + volume, + taker_buy_volume, + net_volume, + is_closed: true, + }) + } + + fn parse_string_field(item: &KlineCandlestickDataResponseItemInner) -> Option { + match item { + KlineCandlestickDataResponseItemInner::String(s) => s.parse().ok(), + _ => None, + } + } + + fn parse_ws_kline(symbol: &str, k: &KlineCandlestickStreamsResponseK) -> CandleData { + let timestamp = k.t.unwrap_or(0); + let open = k.o.as_ref().and_then(|s| s.parse().ok()).unwrap_or(0.0); + let high = k.h.as_ref().and_then(|s| s.parse().ok()).unwrap_or(0.0); + let low = k.l.as_ref().and_then(|s| s.parse().ok()).unwrap_or(0.0); + let close = k.c.as_ref().and_then(|s| s.parse().ok()).unwrap_or(0.0); + let volume = k.v.as_ref().and_then(|s| s.parse().ok()).unwrap_or(0.0); + let taker_buy_volume = k.v_uppercase.as_ref().and_then(|s| s.parse().ok()).unwrap_or(0.0); + let is_closed = k.x.unwrap_or(false); + + let net_volume = CandleData::calculate_net_volume(volume, taker_buy_volume); + + CandleData { + symbol: symbol.to_uppercase(), + timestamp, + open, + high, + low, + close, + volume, + taker_buy_volume, + net_volume, + is_closed, + } + } + + + /// Get all tradable symbol in current market + pub async fn get_symbol() -> Result, CollectorError> { + + let port: u16 = rand::rng().random_range(10036..=10066); + + let mut config_builder = ConfigurationRestApi::builder() + .timeout(10000); + + if let Some(proxy) = proxy_config_from_env(port) { + config_builder = config_builder.proxy(proxy); + } + + let rest_client_config = config_builder + .build() + .expect("Failed to initialize the rest api client"); + + let rest_client = DerivativesTradingUsdsFuturesRestApi::production(rest_client_config); + + let mut symbol_list = Vec::new(); + + let response = rest_client + .exchange_information() + .await + .map_err(|e| CollectorError::GetSymbolError(e.to_string()))?; + + let data = response.data().await.unwrap(); + + let symbol_vec = data.symbols.unwrap(); + + for item in symbol_vec { + + if item.contract_type.unwrap() == "PERPETUAL" { + + let symbol = Symbol { + + symbol: item.symbol.unwrap(), + start_timestamp: item.onboard_date.unwrap(), + }; + + symbol_list.push(symbol); + } + } + + Ok(symbol_list) + } + + + /// Build proxy list (port 10000-10099) and create clients + pub async fn build_clients() -> Vec> { + let mut handles = Vec::new(); + + let port_start: u16 = std::env::var("PROXY_PORT_START") + .ok().and_then(|v| v.parse().ok()).unwrap_or(10000); + let port_end: u16 = std::env::var("PROXY_PORT_END") + .ok().and_then(|v| v.parse().ok()).unwrap_or(10099); + + for port in port_start..=port_end { + let handle = tokio::spawn(async move { + let mut config_builder = ConfigurationRestApi::builder() + .timeout(5000); + + if let Some(proxy) = proxy_config_from_env(port) { + config_builder = config_builder.proxy(proxy); + } + + let config = config_builder + .build() + .ok()?; + + let client = DerivativesTradingUsdsFuturesRestApi::production(config); + + // Test connection + if client.check_server_time().await.ok()?.data().await.is_ok() { + Some(Arc::new(client)) + } else { + None + } + }); + handles.push(handle); + } + + let mut clients = Vec::new(); + for handle in handles { + if let Ok(Some(client)) = handle.await { + clients.push(client); + } + } + + info!("Built {} working clients", clients.len()); + clients + } + + /// Comprehensive sync: Monthly ZIP → Daily ZIP → API (fastest to slowest) + pub async fn sync_comprehensive( + symbol: String, + start_time: i64, + api_clients: Vec>, + http_clients: &[Arc], + candle_tx: mpsc::Sender, + ) -> Result { + let mut total = 0u64; + let mut current_start = start_time; + + // Phase 1: Monthly ZIP download (complete months only) + let month_end = HistoricalDownloader::last_complete_month_end(); + if current_start < month_end && !http_clients.is_empty() { + info!("{}: Phase 1 - Monthly ZIP download", symbol); + match HistoricalDownloader::download_symbol_with_clients( + &symbol, + current_start, + http_clients, + candle_tx.clone(), + ).await { + Ok(count) => { + total += count; + if count > 0 { + current_start = month_end; + info!("{}: Monthly ZIP done, {} candles", symbol, count); + } + } + Err(e) => warn!("{}: Monthly ZIP failed: {}", symbol, e), + } + } + + // Phase 2: Daily ZIP download (current month's completed days) + let now = std::time::SystemTime::now() + .duration_since(std::time::UNIX_EPOCH) + .unwrap() + .as_millis() as i64; + let today_start = (now / (24 * 60 * 60 * 1000)) * (24 * 60 * 60 * 1000); + + if current_start < today_start && !http_clients.is_empty() { + info!("{}: Phase 2 - Daily ZIP download", symbol); + match HistoricalDownloader::download_days_with_clients( + &symbol, + current_start, + http_clients, + candle_tx.clone(), + ).await { + Ok(count) => { + total += count; + if count > 0 { + current_start = today_start; + info!("{}: Daily ZIP done, {} candles", symbol, count); + } + } + Err(e) => warn!("{}: Daily ZIP failed: {}", symbol, e), + } + } + + // Phase 3: API for remaining (today's data) + if current_start < now && !api_clients.is_empty() { + info!("{}: Phase 3 - API sync for today", symbol); + match Self::sync_from_scratch( + symbol.clone(), + current_start, + api_clients, + candle_tx, + ).await { + Ok(count) => { + total += count; + info!("{}: API sync done, {} candles", symbol, count); + } + Err(e) => warn!("{}: API sync failed: {}", symbol, e), + } + } + + info!("{}: Comprehensive sync complete, total {} candles", symbol, total); + Ok(total) + } + + /// Sync single symbol using ALL clients in parallel (each client handles a time segment) + pub async fn sync_from_scratch( + symbol: String, + start_time: i64, + clients: Vec>, + candle_tx: mpsc::Sender, + ) -> Result { + let now = std::time::SystemTime::now() + .duration_since(std::time::UNIX_EPOCH) + .unwrap() + .as_millis() as i64; + + let num_clients = clients.len(); + if num_clients == 0 { + return Err(CollectorError::RestApiError("No clients".to_string())); + } + + let total_duration = now - start_time; + let segment_size = total_duration / num_clients as i64; + + info!( + "Syncing {} with {} clients, {} -> {} ({} ms per segment)", + symbol, num_clients, start_time, now, segment_size + ); + + // Each client gets a time segment + let mut handles = Vec::new(); + + for (i, client) in clients.into_iter().enumerate() { + let seg_start = start_time + (i as i64 * segment_size); + let seg_end = if i == num_clients - 1 { + now // Last segment goes to now + } else { + start_time + ((i + 1) as i64 * segment_size) + }; + + let sym = symbol.clone(); + let tx = candle_tx.clone(); + + handles.push(tokio::spawn(async move { + Self::sync_segment(sym, seg_start, seg_end, client, tx).await + })); + } + + // Wait and sum results + let mut total = 0u64; + for (i, h) in handles.into_iter().enumerate() { + match h.await { + Ok(Ok(count)) => { + total += count; + debug!("Client {} done: {} candles", i, count); + } + Ok(Err(e)) => error!("Client {} error: {}", i, e), + Err(e) => error!("Client {} join error: {}", i, e), + } + } + + info!("{} sync complete: {} candles", symbol, total); + Ok(total) + } + + /// Sync a specific time segment + async fn sync_segment( + symbol: String, + start_time: i64, + end_time: i64, + client: Arc, + candle_tx: mpsc::Sender, + ) -> Result { + let mut current = start_time; + let mut count = 0u64; + + while current < end_time { + let params = KlineCandlestickDataParams::builder( + symbol.clone(), + KlineCandlestickDataIntervalEnum::Interval1m, + ) + .start_time(Some(current)) + .end_time(Some(end_time)) + .limit(Some(BATCH_SIZE)) + .build() + .map_err(|e| CollectorError::RestApiError(e.to_string()))?; + + let res = client + .kline_candlestick_data(params) + .await + .map_err(|e| CollectorError::RestApiError(e.to_string()))?; + + let klines = res.data().await + .map_err(|e| CollectorError::RestApiError(e.to_string()))?; + + if klines.is_empty() { break; } + + let batch_len = klines.len(); + for kline in &klines { + if let Some(candle) = Self::parse_rest_kline(&symbol, kline) { + current = candle.timestamp + ONE_MINUTE_MS; + let _ = candle_tx.send(candle).await; + count += 1; + } + } + + if batch_len < BATCH_SIZE as usize { break; } + tokio::time::sleep(tokio::time::Duration::from_millis(REQUEST_INTERVAL_MS)).await; + } + + Ok(count) + } +} diff --git a/backend/src/database.rs b/backend/src/database.rs new file mode 100644 index 0000000..ea6f021 --- /dev/null +++ b/backend/src/database.rs @@ -0,0 +1,479 @@ +use crate::structs::*; + +use log::{debug, error, info}; +use sqlx::{PgPool, postgres::PgPoolOptions}; +use tokio::sync::mpsc; +use tokio::time::{Duration, interval}; + +const BUFFER_SIZE: usize = 100; +const FLUSH_INTERVAL_SECS: u64 = 5; + +pub struct DatabaseHandler { + pool: PgPool, +} + +impl DatabaseHandler { + pub async fn new(database_url: &str) -> Result { + let pool = PgPoolOptions::new() + .max_connections(20) + .min_connections(5) + .connect(database_url) + .await?; + + info!("Database connected (pool: 5-20 connections)"); + + Ok(Self { pool }) + } + + /// Start consuming from rx and batch insert into database + pub async fn start_consumer(&self, mut rx: mpsc::Receiver) { + let mut buffer: Vec = Vec::with_capacity(BUFFER_SIZE); + let mut flush_timer = interval(Duration::from_secs(FLUSH_INTERVAL_SECS)); + + info!("Database consumer started"); + + loop { + tokio::select! { + // Receive candle data + candle = rx.recv() => { + match candle { + Some(c) => { + buffer.push(c); + if buffer.len() >= BUFFER_SIZE { + self.flush_buffer(&mut buffer).await; + } + } + None => { + // Channel closed, flush remaining and exit + if !buffer.is_empty() { + self.flush_buffer(&mut buffer).await; + } + info!("Database consumer stopped (channel closed)"); + break; + } + } + } + // Flush on timer + _ = flush_timer.tick() => { + if !buffer.is_empty() { + self.flush_buffer(&mut buffer).await; + } + } + } + } + } + + async fn flush_buffer(&self, buffer: &mut Vec) { + if buffer.is_empty() { + return; + } + + let count = buffer.len(); + + match self.batch_insert(buffer).await { + Ok(_) => { + debug!("Inserted {} candles", count); + } + Err(e) => { + error!("Failed to insert {} candles: {}", count, e); + } + } + + buffer.clear(); + } + + async fn batch_insert(&self, candles: &[CandleData]) -> Result<(), sqlx::Error> { + if candles.is_empty() { + return Ok(()); + } + + // Deduplicate by (symbol, timestamp) - keep last occurrence + use std::collections::HashMap; + let mut dedup_map: HashMap<(String, i64), &CandleData> = HashMap::new(); + for c in candles { + dedup_map.insert((c.symbol.clone(), c.timestamp), c); + } + let unique_candles: Vec<&CandleData> = dedup_map.into_values().collect(); + + if unique_candles.is_empty() { + return Ok(()); + } + + // Build batch insert query + let mut query = String::from( + "INSERT INTO klines_1m (symbol, timestamp, open, high, low, close, volume, taker_buy_volume, net_volume) VALUES " + ); + + let mut values: Vec = Vec::with_capacity(unique_candles.len()); + + for (i, _) in unique_candles.iter().enumerate() { + let idx = i * 9; + values.push(format!( + "(${}, ${}, ${}, ${}, ${}, ${}, ${}, ${}, ${})", + idx + 1, idx + 2, idx + 3, idx + 4, idx + 5, idx + 6, idx + 7, idx + 8, idx + 9 + )); + } + + query.push_str(&values.join(", ")); + query.push_str(" ON CONFLICT (symbol, timestamp) DO UPDATE SET open = EXCLUDED.open, high = EXCLUDED.high, low = EXCLUDED.low, close = EXCLUDED.close, volume = EXCLUDED.volume, taker_buy_volume = EXCLUDED.taker_buy_volume, net_volume = EXCLUDED.net_volume"); + + let mut query_builder = sqlx::query(&query); + + for c in unique_candles { + query_builder = query_builder + .bind(&c.symbol) + .bind(c.timestamp) + .bind(c.open) + .bind(c.high) + .bind(c.low) + .bind(c.close) + .bind(c.volume) + .bind(c.taker_buy_volume) + .bind(c.net_volume); + } + + query_builder.execute(&self.pool).await?; + + Ok(()) + } + + /// Get latest timestamp for a symbol + pub async fn get_latest_timestamp(&self, symbol: &str) -> Result, sqlx::Error> { + let row: Option<(Option,)> = sqlx::query_as( + "SELECT MAX(timestamp) FROM klines_1m WHERE symbol = $1" + ) + .bind(symbol.to_uppercase()) + .fetch_optional(&self.pool) + .await?; + + Ok(row.and_then(|r| r.0)) + } + + /// Get today's UTC 00:00 open price for all tracked symbols + pub async fn get_daily_opens(&self) -> Result, sqlx::Error> { + use chrono::Utc; + let now = Utc::now(); + let today_start = now.date_naive().and_hms_opt(0, 0, 0).unwrap().and_utc().timestamp_millis(); + + let rows: Vec<(String, f64)> = sqlx::query_as( + "SELECT symbol, open FROM klines_1m WHERE timestamp = $1" + ) + .bind(today_start) + .fetch_all(&self.pool) + .await?; + + Ok(rows.into_iter().collect()) + } + + /// Get all active symbols from tracked_symbols table + pub async fn get_active_symbols(&self) -> Result, sqlx::Error> { + let rows: Vec<(String,)> = sqlx::query_as( + "SELECT symbol FROM tracked_symbols WHERE is_active = TRUE" + ) + .fetch_all(&self.pool) + .await?; + + Ok(rows.into_iter().map(|r| r.0).collect()) + } + + /// Get tracked symbols from TRACKED_SYMBOL env variable + /// Format: TRACKED_SYMBOL=[BTCUSDT,ETHUSDT,BNBUSDT] + pub fn get_symbols_from_env() -> Vec { + std::env::var("TRACKED_SYMBOL") + .unwrap_or_default() + .trim_start_matches('[') + .trim_end_matches(']') + .split(',') + .map(|s| s.trim().to_uppercase()) + .filter(|s| !s.is_empty()) + .collect() + } + + /// Insert candle directly (for single inserts) + pub async fn insert_candle(&self, candle: &CandleData) -> Result<(), sqlx::Error> { + sqlx::query( + "INSERT INTO klines_1m (symbol, timestamp, open, high, low, close, volume, taker_buy_volume, net_volume) + VALUES ($1, $2, $3, $4, $5, $6, $7, $8, $9) + ON CONFLICT (symbol, timestamp) DO UPDATE SET + open = EXCLUDED.open, high = EXCLUDED.high, low = EXCLUDED.low, + close = EXCLUDED.close, volume = EXCLUDED.volume, + taker_buy_volume = EXCLUDED.taker_buy_volume, net_volume = EXCLUDED.net_volume" + ) + .bind(&candle.symbol) + .bind(candle.timestamp) + .bind(candle.open) + .bind(candle.high) + .bind(candle.low) + .bind(candle.close) + .bind(candle.volume) + .bind(candle.taker_buy_volume) + .bind(candle.net_volume) + .execute(&self.pool) + .await?; + + Ok(()) + } + + /// Add a new symbol to tracked_symbols + pub async fn add_symbol(&self, symbol: &str) -> Result<(), sqlx::Error> { + let symbol_lower = symbol.to_lowercase(); + + sqlx::query( + "INSERT INTO tracked_symbols (symbol, is_active) + VALUES ($1, TRUE) + ON CONFLICT (symbol) DO UPDATE SET is_active = TRUE" + ) + .bind(&symbol_lower) + .execute(&self.pool) + .await?; + + info!("Added symbol to tracking: {}", symbol_lower); + Ok(()) + } + + /// Remove (deactivate) a symbol from tracking + pub async fn remove_symbol(&self, symbol: &str) -> Result<(), sqlx::Error> { + let symbol_lower = symbol.to_lowercase(); + + sqlx::query( + "UPDATE tracked_symbols SET is_active = FALSE WHERE symbol = $1" + ) + .bind(&symbol_lower) + .execute(&self.pool) + .await?; + + info!("Removed symbol from tracking: {}", symbol_lower); + Ok(()) + } + + /// Check if a symbol is currently being tracked + pub async fn is_symbol_tracked(&self, symbol: &str) -> Result { + let symbol_lower = symbol.to_lowercase(); + + let row: Option<(bool,)> = sqlx::query_as( + "SELECT is_active FROM tracked_symbols WHERE symbol = $1" + ) + .bind(&symbol_lower) + .fetch_optional(&self.pool) + .await?; + + Ok(row.map(|r| r.0).unwrap_or(false)) + } + + /// Delete all kline data for a symbol (use with caution) + pub async fn delete_symbol_data(&self, symbol: &str) -> Result { + let symbol_upper = symbol.to_uppercase(); + + let result = sqlx::query( + "DELETE FROM klines_1m WHERE symbol = $1" + ) + .bind(&symbol_upper) + .execute(&self.pool) + .await?; + + let deleted = result.rows_affected(); + info!("Deleted {} candles for symbol: {}", deleted, symbol_upper); + Ok(deleted) + } + + /// Get klines for a symbol with limit and optional end_time + pub async fn get_klines(&self, symbol: &str, limit: i64, end_time: Option) -> Result, sqlx::Error> { + let symbol_upper = symbol.to_uppercase(); + + let rows: Vec<(String, i64, f64, f64, f64, f64, f64, f64, f64)> = if let Some(et) = end_time { + sqlx::query_as( + "SELECT symbol, timestamp, open, high, low, close, volume, taker_buy_volume, net_volume + FROM klines_1m + WHERE symbol = $1 AND timestamp <= $3 + ORDER BY timestamp DESC + LIMIT $2" + ) + .bind(&symbol_upper) + .bind(limit) + .bind(et) + .fetch_all(&self.pool) + .await? + } else { + sqlx::query_as( + "SELECT symbol, timestamp, open, high, low, close, volume, taker_buy_volume, net_volume + FROM klines_1m + WHERE symbol = $1 + ORDER BY timestamp DESC + LIMIT $2" + ) + .bind(&symbol_upper) + .bind(limit) + .fetch_all(&self.pool) + .await? + }; + + let mut candles: Vec = rows.into_iter().map(|r| CandleData { + symbol: r.0, + timestamp: r.1, + open: r.2, + high: r.3, + low: r.4, + close: r.5, + volume: r.6, + taker_buy_volume: r.7, + net_volume: r.8, + is_closed: true, + }).collect(); + + // Reverse to chronological order (oldest first) + candles.reverse(); + + Ok(candles) + } + + /// Get klines aggregated to a specific interval using TimescaleDB time_bucket + pub async fn get_klines_aggregated( + &self, + symbol: &str, + interval: crate::Interval, + limit: i64, + end_time: Option + ) -> Result, sqlx::Error> { + use crate::Interval; + + // For 1m interval, just return raw data + if interval == Interval::Min1 { + return self.get_klines(symbol, limit, end_time).await; + } + + let symbol_upper = symbol.to_uppercase(); + + // Calculate interval in milliseconds for time range filtering + let interval_ms: i64 = match interval { + Interval::Min1 => 60_000, + Interval::Min5 => 5 * 60_000, + Interval::Min15 => 15 * 60_000, + Interval::Hour1 => 60 * 60_000, + Interval::Hour4 => 4 * 60 * 60_000, + Interval::Day1 => 24 * 60 * 60_000, + Interval::Week1 => 7 * 24 * 60 * 60_000, + Interval::Month1 => 30 * 24 * 60 * 60_000, + }; + + // Convert interval to PostgreSQL interval string + let interval_str = match interval { + Interval::Min1 => "1 minute", + Interval::Min5 => "5 minutes", + Interval::Min15 => "15 minutes", + Interval::Hour1 => "1 hour", + Interval::Hour4 => "4 hours", + Interval::Day1 => "1 day", + Interval::Week1 => "1 week", + Interval::Month1 => "1 month", + }; + + // Calculate time range to limit scan (add 10% buffer) + let et = end_time.unwrap_or_else(|| chrono::Utc::now().timestamp_millis()); + let time_range_needed = interval_ms * limit * 11 / 10; + let start_time = et - time_range_needed; + + // Use TimescaleDB time_bucket for efficient aggregation with time range filter + let query = format!( + r#" + SELECT + $1 as symbol, + (EXTRACT(EPOCH FROM time_bucket('{interval}', to_timestamp(timestamp/1000.0))) * 1000)::bigint as bucket_ts, + (array_agg(open ORDER BY timestamp ASC))[1] as open, + max(high) as high, + min(low) as low, + (array_agg(close ORDER BY timestamp DESC))[1] as close, + sum(volume) as volume, + sum(taker_buy_volume) as taker_buy_volume, + sum(net_volume) as net_volume + FROM klines_1m + WHERE symbol = $1 AND timestamp >= $3 AND timestamp <= $4 + GROUP BY bucket_ts + ORDER BY bucket_ts DESC + LIMIT $2 + "#, + interval = interval_str, + ); + + let rows: Vec<(String, i64, f64, f64, f64, f64, f64, f64, f64)> = sqlx::query_as(&query) + .bind(&symbol_upper) + .bind(limit) + .bind(start_time) + .bind(et) + .fetch_all(&self.pool) + .await?; + + let mut candles: Vec = rows.into_iter().map(|r| CandleData { + symbol: r.0, + timestamp: r.1, + open: r.2, + high: r.3, + low: r.4, + close: r.5, + volume: r.6, + taker_buy_volume: r.7, + net_volume: r.8, + is_closed: true, + }).collect(); + + // Reverse to chronological order (oldest first) + candles.reverse(); + + Ok(candles) + } + + /// Find gaps in 1-minute kline data for a symbol. + /// Returns a list of (start_timestamp, end_timestamp) pairs representing gaps. + /// Each gap represents missing data from start_timestamp to end_timestamp (exclusive). + /// Only considers data after DATA_CUTOFF_TIMESTAMP (2024-01-01). + pub async fn find_gaps(&self, symbol: &str, cutoff_timestamp: i64) -> Result, sqlx::Error> { + let symbol_upper = symbol.to_uppercase(); + + // Query to find gaps using window function + // We look for cases where the next timestamp is more than 1 minute away + // Only consider data after cutoff_timestamp + let rows: Vec<(i64, i64)> = sqlx::query_as( + r#" + WITH ordered_klines AS ( + SELECT timestamp, + LEAD(timestamp) OVER (ORDER BY timestamp) as next_timestamp + FROM klines_1m + WHERE symbol = $1 AND timestamp >= $2 + ) + SELECT timestamp + 60000 as gap_start, next_timestamp as gap_end + FROM ordered_klines + WHERE next_timestamp - timestamp > 60000 + ORDER BY timestamp + "# + ) + .bind(&symbol_upper) + .bind(cutoff_timestamp) + .fetch_all(&self.pool) + .await?; + + Ok(rows) + } + + /// Get the earliest timestamp for a symbol + pub async fn get_earliest_timestamp(&self, symbol: &str) -> Result, sqlx::Error> { + let row: Option<(Option,)> = sqlx::query_as( + "SELECT MIN(timestamp) FROM klines_1m WHERE symbol = $1" + ) + .bind(symbol.to_uppercase()) + .fetch_optional(&self.pool) + .await?; + + Ok(row.and_then(|r| r.0)) + } + + /// Get count of klines for a symbol + pub async fn get_kline_count(&self, symbol: &str) -> Result { + let row: (i64,) = sqlx::query_as( + "SELECT COUNT(*) FROM klines_1m WHERE symbol = $1" + ) + .bind(symbol.to_uppercase()) + .fetch_one(&self.pool) + .await?; + + Ok(row.0) + } +} diff --git a/backend/src/error.rs b/backend/src/error.rs new file mode 100644 index 0000000..5abf77a --- /dev/null +++ b/backend/src/error.rs @@ -0,0 +1,47 @@ +use thiserror::Error; + +#[derive(Error, Debug)] +pub enum CollectorError { + #[error("WebSocket connection failed: {0}")] + ConnectionFailed(String), + + #[error("REST API request failed: {0}")] + RestApiError(String), + + #[error("Data parsing error: {0}")] + ParseError(String), + + #[error("Invalid kline data: {0}")] + InvalidKlineData(String), + + #[error("Failed to get opened symbol, with error {0}")] + GetSymbolError(String), + +} + +#[derive(Error, Debug)] +pub enum SchedulerError { + #[error("Database error: {0}")] + DatabaseError(String), + + #[error("Collector error: {0}")] + CollectorError(String), + + #[error("Backfill error: {0}")] + BackfillError(String), + + #[error("No active symbols")] + NoActiveSymbols, +} + +impl From for SchedulerError { + fn from(err: sqlx::Error) -> Self { + SchedulerError::DatabaseError(err.to_string()) + } +} + +impl From for SchedulerError { + fn from(err: CollectorError) -> Self { + SchedulerError::CollectorError(err.to_string()) + } +} diff --git a/backend/src/historical_downloader.rs b/backend/src/historical_downloader.rs new file mode 100644 index 0000000..9c7d6d4 --- /dev/null +++ b/backend/src/historical_downloader.rs @@ -0,0 +1,522 @@ +use crate::structs::CandleData; +use crate::error::CollectorError; + +use chrono::{Datelike, NaiveDate, Utc}; +use log::{info, warn}; +use std::io::{Cursor, Read}; +use std::sync::Arc; +use tokio::sync::mpsc; +use futures::future::join_all; +use reqwest::Client; + +const BASE_URL: &str = "https://data.binance.vision/data/futures/um/monthly/klines"; +const DAILY_BASE_URL: &str = "https://data.binance.vision/data/futures/um/daily/klines"; + +/// Download historical klines from Binance data archive +pub struct HistoricalDownloader; + +impl HistoricalDownloader { + /// Build proxy clients from env vars (PROXY_HOST, PROXY_USERNAME, PROXY_PASSWORD, PROXY_PROTOCOL) + /// Port range defaults to PROXY_PORT_START..PROXY_PORT_END (default 10000..10099) + /// Returns direct (no-proxy) clients if PROXY_HOST is not set. + pub async fn build_clients() -> Vec> { + let mut handles = Vec::new(); + + let proxy_host = std::env::var("PROXY_HOST").unwrap_or_default(); + let proxy_username = std::env::var("PROXY_USERNAME").unwrap_or_default(); + let proxy_password = std::env::var("PROXY_PASSWORD").unwrap_or_default(); + let proxy_protocol = std::env::var("PROXY_PROTOCOL").unwrap_or_else(|_| "https".to_string()); + let port_start: u16 = std::env::var("PROXY_PORT_START") + .ok().and_then(|v| v.parse().ok()).unwrap_or(10000); + let port_end: u16 = std::env::var("PROXY_PORT_END") + .ok().and_then(|v| v.parse().ok()).unwrap_or(10099); + + if proxy_host.is_empty() { + // No proxy configured — return a single direct client + info!("No proxy configured (PROXY_HOST not set), using direct connection"); + if let Ok(client) = Client::builder() + .timeout(std::time::Duration::from_secs(60)) + .build() + { + return vec![Arc::new(client)]; + } + return vec![]; + } + + for port in port_start..=port_end { + let host = proxy_host.clone(); + let user = proxy_username.clone(); + let pass = proxy_password.clone(); + let proto = proxy_protocol.clone(); + + handles.push(tokio::spawn(async move { + let proxy_url = if user.is_empty() { + format!("{}://{}:{}", proto, host, port) + } else { + format!("{}://{}:{}@{}:{}", proto, user, pass, host, port) + }; + + match reqwest::Proxy::all(&proxy_url) { + Ok(proxy) => { + match Client::builder() + .proxy(proxy) + .timeout(std::time::Duration::from_secs(60)) + .build() + { + Ok(client) => Some(Arc::new(client)), + Err(_) => None, + } + } + Err(_) => None, + } + })); + } + + let mut clients = Vec::new(); + for handle in handles { + if let Ok(Some(client)) = handle.await { + clients.push(client); + } + } + + info!("Built {} download clients with proxies", clients.len()); + clients + } + + /// Download all monthly klines for a symbol using proxy clients + pub async fn download_symbol_with_clients( + symbol: &str, + start_timestamp: i64, + clients: &[Arc], + candle_tx: mpsc::Sender, + ) -> Result { + let symbol_upper = symbol.to_uppercase(); + + if clients.is_empty() { + return Err(CollectorError::RestApiError("No clients available".to_string())); + } + + // Calculate start and end months + let start_date = Self::timestamp_to_date(start_timestamp); + let now = Utc::now().naive_utc().date(); + + // Generate list of months to download (exclude current month - incomplete) + let months = Self::generate_months(start_date, now); + + if months.is_empty() { + info!("{}: No complete months to download", symbol_upper); + return Ok(0); + } + + info!( + "{}: Downloading {} months ({}-{:02} to {}-{:02}) with {} clients", + symbol_upper, + months.len(), + months.first().unwrap().0, months.first().unwrap().1, + months.last().unwrap().0, months.last().unwrap().1, + clients.len() + ); + + // Download all months in parallel using all clients + let mut handles = Vec::new(); + + for (i, &(year, month)) in months.iter().enumerate() { + let client = clients[i % clients.len()].clone(); + let sym = symbol_upper.clone(); + let tx = candle_tx.clone(); + + handles.push(tokio::spawn(async move { + Self::download_month_with_client(&sym, year, month, &client, tx).await + })); + } + + // Wait for all downloads + let results = join_all(handles).await; + + let mut total_candles = 0u64; + for result in results { + match result { + Ok(Ok(count)) => total_candles += count, + Ok(Err(e)) => warn!("Download error: {}", e), + Err(e) => warn!("Join error: {}", e), + } + } + + info!("{}: Downloaded {} candles from archive", symbol_upper, total_candles); + Ok(total_candles) + } + + /// Download a single month's klines using a specific client + async fn download_month_with_client( + symbol: &str, + year: i32, + month: u32, + client: &Client, + candle_tx: mpsc::Sender, + ) -> Result { + let url = format!( + "{}/{}/1m/{}-1m-{}-{:02}.zip", + BASE_URL, symbol, symbol, year, month + ); + + // Download ZIP file with proxy client + let response = client.get(&url) + .send() + .await + .map_err(|e| CollectorError::RestApiError(format!("Download failed: {}", e)))?; + + if !response.status().is_success() { + return Err(CollectorError::RestApiError( + format!("HTTP {}: {}", response.status(), url) + )); + } + + let bytes = response.bytes() + .await + .map_err(|e| CollectorError::RestApiError(format!("Read bytes failed: {}", e)))?; + + // Extract CSV from ZIP + let cursor = Cursor::new(bytes); + let mut archive = zip::ZipArchive::new(cursor) + .map_err(|e| CollectorError::RestApiError(format!("ZIP error: {}", e)))?; + + let mut csv_content = String::new(); + { + let mut file = archive.by_index(0) + .map_err(|e| CollectorError::RestApiError(format!("ZIP file error: {}", e)))?; + file.read_to_string(&mut csv_content) + .map_err(|e| CollectorError::RestApiError(format!("Read CSV error: {}", e)))?; + } + + // Parse CSV and send candles + let count = Self::parse_csv(symbol, &csv_content, &candle_tx).await?; + + info!("{} {}-{:02}: {} candles", symbol, year, month, count); + Ok(count) + } + + /// Download all monthly klines (without proxy - original method) + pub async fn download_symbol( + symbol: &str, + start_timestamp: i64, + candle_tx: mpsc::Sender, + max_parallel: usize, + ) -> Result { + let symbol_upper = symbol.to_uppercase(); + + let start_date = Self::timestamp_to_date(start_timestamp); + let now = Utc::now().naive_utc().date(); + let months = Self::generate_months(start_date, now); + + if months.is_empty() { + info!("{}: No complete months to download", symbol_upper); + return Ok(0); + } + + info!( + "{}: Downloading {} months from {}-{:02} to {}-{:02}", + symbol_upper, + months.len(), + months.first().unwrap().0, months.first().unwrap().1, + months.last().unwrap().0, months.last().unwrap().1 + ); + + let mut total_candles = 0u64; + + for chunk in months.chunks(max_parallel) { + let mut handles = Vec::new(); + + for &(year, month) in chunk { + let sym = symbol_upper.clone(); + let tx = candle_tx.clone(); + + handles.push(tokio::spawn(async move { + Self::download_month(&sym, year, month, tx).await + })); + } + + let results = join_all(handles).await; + + for result in results { + match result { + Ok(Ok(count)) => total_candles += count, + Ok(Err(e)) => warn!("Download error: {}", e), + Err(e) => warn!("Join error: {}", e), + } + } + } + + info!("{}: Downloaded {} candles from archive", symbol_upper, total_candles); + Ok(total_candles) + } + + /// Download a single month (without proxy) + async fn download_month( + symbol: &str, + year: i32, + month: u32, + candle_tx: mpsc::Sender, + ) -> Result { + let url = format!( + "{}/{}/1m/{}-1m-{}-{:02}.zip", + BASE_URL, symbol, symbol, year, month + ); + + let response = reqwest::get(&url) + .await + .map_err(|e| CollectorError::RestApiError(format!("Download failed: {}", e)))?; + + if !response.status().is_success() { + return Err(CollectorError::RestApiError( + format!("HTTP {}: {}", response.status(), url) + )); + } + + let bytes = response.bytes() + .await + .map_err(|e| CollectorError::RestApiError(format!("Read bytes failed: {}", e)))?; + + let cursor = Cursor::new(bytes); + let mut archive = zip::ZipArchive::new(cursor) + .map_err(|e| CollectorError::RestApiError(format!("ZIP error: {}", e)))?; + + let mut csv_content = String::new(); + { + let mut file = archive.by_index(0) + .map_err(|e| CollectorError::RestApiError(format!("ZIP file error: {}", e)))?; + file.read_to_string(&mut csv_content) + .map_err(|e| CollectorError::RestApiError(format!("Read CSV error: {}", e)))?; + } + + let count = Self::parse_csv(symbol, &csv_content, &candle_tx).await?; + + info!("{} {}-{:02}: {} candles", symbol, year, month, count); + Ok(count) + } + + /// Parse CSV content and send candles through channel + async fn parse_csv( + symbol: &str, + csv_content: &str, + candle_tx: &mpsc::Sender, + ) -> Result { + let mut reader = csv::ReaderBuilder::new() + .has_headers(true) + .from_reader(csv_content.as_bytes()); + + let mut count = 0u64; + + for result in reader.records() { + let record = match result { + Ok(r) => r, + Err(_) => continue, + }; + + if record.len() < 11 { + continue; + } + + let timestamp: i64 = record[0].parse().unwrap_or(0); + let open: f64 = record[1].parse().unwrap_or(0.0); + let high: f64 = record[2].parse().unwrap_or(0.0); + let low: f64 = record[3].parse().unwrap_or(0.0); + let close: f64 = record[4].parse().unwrap_or(0.0); + let volume: f64 = record[5].parse().unwrap_or(0.0); + let taker_buy_volume: f64 = record[9].parse().unwrap_or(0.0); + + let net_volume = taker_buy_volume * 2.0 - volume; + + let candle = CandleData { + symbol: symbol.to_string(), + timestamp, + open, + high, + low, + close, + volume, + taker_buy_volume, + net_volume, + is_closed: true, + }; + + if candle_tx.send(candle).await.is_err() { + break; + } + count += 1; + } + + Ok(count) + } + + fn timestamp_to_date(ts: i64) -> NaiveDate { + let secs = ts / 1000; + chrono::DateTime::from_timestamp(secs, 0) + .unwrap_or_else(|| Utc::now()) + .naive_utc() + .date() + } + + fn generate_months(start: NaiveDate, end: NaiveDate) -> Vec<(i32, u32)> { + let mut months = Vec::new(); + + let mut year = start.year(); + let mut month = start.month(); + + let end_year = if end.month() == 1 { end.year() - 1 } else { end.year() }; + let end_month = if end.month() == 1 { 12 } else { end.month() - 1 }; + + loop { + if year > end_year || (year == end_year && month > end_month) { + break; + } + + months.push((year, month)); + + month += 1; + if month > 12 { + month = 1; + year += 1; + } + } + + months + } + + pub fn last_complete_month_end() -> i64 { + let now = Utc::now().naive_utc(); + let first_of_this_month = NaiveDate::from_ymd_opt(now.year(), now.month(), 1) + .unwrap() + .and_hms_opt(0, 0, 0) + .unwrap(); + first_of_this_month.and_utc().timestamp_millis() + } + + /// Download daily klines for a symbol (for current incomplete month) + pub async fn download_days_with_clients( + symbol: &str, + start_timestamp: i64, + clients: &[Arc], + candle_tx: mpsc::Sender, + ) -> Result { + let symbol_upper = symbol.to_uppercase(); + + if clients.is_empty() { + return Err(CollectorError::RestApiError("No clients available".to_string())); + } + + let start_date = Self::timestamp_to_date(start_timestamp); + let yesterday = Utc::now().naive_utc().date().pred_opt().unwrap_or(start_date); + + let days = Self::generate_days(start_date, yesterday); + + if days.is_empty() { + info!("{}: No days to download", symbol_upper); + return Ok(0); + } + + info!( + "{}: Downloading {} days ({} to {}) with {} clients", + symbol_upper, days.len(), + days.first().unwrap(), days.last().unwrap(), + clients.len() + ); + + let mut handles = Vec::new(); + + for (i, date) in days.iter().enumerate() { + let client = clients[i % clients.len()].clone(); + let sym = symbol_upper.clone(); + let tx = candle_tx.clone(); + let d = *date; + + handles.push(tokio::spawn(async move { + Self::download_day_with_client(&sym, d, &client, tx).await + })); + } + + let results = join_all(handles).await; + + let mut total_candles = 0u64; + for result in results { + match result { + Ok(Ok(count)) => total_candles += count, + Ok(Err(e)) => warn!("Daily download error: {}", e), + Err(e) => warn!("Join error: {}", e), + } + } + + info!("{}: Downloaded {} candles from daily archive", symbol_upper, total_candles); + Ok(total_candles) + } + + /// Download a single day's klines + async fn download_day_with_client( + symbol: &str, + date: NaiveDate, + client: &Client, + candle_tx: mpsc::Sender, + ) -> Result { + let url = format!( + "{}/{}/1m/{}-1m-{}.zip", + DAILY_BASE_URL, symbol, symbol, date.format("%Y-%m-%d") + ); + + let response = client.get(&url) + .send() + .await + .map_err(|e| CollectorError::RestApiError(format!("Download failed: {}", e)))?; + + if !response.status().is_success() { + return Err(CollectorError::RestApiError( + format!("HTTP {}: {}", response.status(), url) + )); + } + + let bytes = response.bytes() + .await + .map_err(|e| CollectorError::RestApiError(format!("Read bytes failed: {}", e)))?; + + let cursor = Cursor::new(bytes); + let mut archive = zip::ZipArchive::new(cursor) + .map_err(|e| CollectorError::RestApiError(format!("ZIP error: {}", e)))?; + + let mut csv_content = String::new(); + { + let mut file = archive.by_index(0) + .map_err(|e| CollectorError::RestApiError(format!("ZIP file error: {}", e)))?; + file.read_to_string(&mut csv_content) + .map_err(|e| CollectorError::RestApiError(format!("Read CSV error: {}", e)))?; + } + + let count = Self::parse_csv(symbol, &csv_content, &candle_tx).await?; + + info!("{} {}: {} candles", symbol, date, count); + Ok(count) + } + + /// Generate list of days between start and end (inclusive) + fn generate_days(start: NaiveDate, end: NaiveDate) -> Vec { + let mut days = Vec::new(); + let mut current = start; + + while current <= end { + days.push(current); + current = current.succ_opt().unwrap_or(end); + if current == end && days.last() == Some(&end) { + break; + } + } + + days + } + + /// Get timestamp for start of current month (for daily download start point) + pub fn current_month_start() -> i64 { + let now = Utc::now().naive_utc(); + let first_of_this_month = NaiveDate::from_ymd_opt(now.year(), now.month(), 1) + .unwrap() + .and_hms_opt(0, 0, 0) + .unwrap(); + first_of_this_month.and_utc().timestamp_millis() + } +} diff --git a/backend/src/klinechart.rs b/backend/src/klinechart.rs new file mode 100644 index 0000000..b08bc3c --- /dev/null +++ b/backend/src/klinechart.rs @@ -0,0 +1,103 @@ +use crate::{ + DatabaseHandler, SchedulerCommand, + CandleData, KlineQuery, ApiResponse, AddSymbolRequest, SchedulerStatus, +}; + +use axum::{ + Router, + routing::{get, post, delete}, + extract::{Path, Query, State}, + response::Json, + http::StatusCode, +}; +use std::sync::Arc; +use tokio::sync::{mpsc, oneshot}; + +pub struct KlineChartState { + pub db: Arc, + pub command_tx: mpsc::Sender, +} + +pub fn klinechart_routes() -> Router> { + Router::new() + .route("/api/klines/{symbol}", get(get_klines)) + .route("/api/symbols", get(get_symbols)) + .route("/api/symbols", post(add_symbol)) + .route("/api/symbols/{symbol}", delete(remove_symbol)) + .route("/api/status", get(get_status)) +} + +// GET /api/klines/{symbol}?limit=800&interval=1m&end_time=... +async fn get_klines( + State(state): State>, + Path(symbol): Path, + Query(query): Query, +) -> Json>> { + let limit = query.limit.unwrap_or(800); + let interval = query.interval.unwrap_or_default(); + let end_time = query.end_time; + + match state.db.get_klines_aggregated(&symbol, interval, limit, end_time).await { + Ok(candles) => Json(ApiResponse::ok(candles)), + Err(e) => Json(ApiResponse::err(&e.to_string())), + } +} + +// GET /api/symbols +async fn get_symbols( + State(state): State>, +) -> Json>> { + match state.db.get_active_symbols().await { + Ok(symbols) => Json(ApiResponse::ok(symbols)), + Err(e) => Json(ApiResponse::err(&e.to_string())), + } +} + +// POST /api/symbols +async fn add_symbol( + State(state): State>, + Json(req): Json, +) -> (StatusCode, Json>) { + let result = state.command_tx.send(SchedulerCommand::AddSymbol { + symbol: req.symbol.clone(), + backfill_from: req.backfill_from, + }).await; + + match result { + Ok(_) => (StatusCode::OK, Json(ApiResponse::ok(format!("Adding symbol: {}", req.symbol)))), + Err(e) => (StatusCode::INTERNAL_SERVER_ERROR, Json(ApiResponse::err(&e.to_string()))), + } +} + +// DELETE /api/symbols/{symbol} +async fn remove_symbol( + State(state): State>, + Path(symbol): Path, +) -> (StatusCode, Json>) { + let result = state.command_tx.send(SchedulerCommand::RemoveSymbol { + symbol: symbol.clone(), + }).await; + + match result { + Ok(_) => (StatusCode::OK, Json(ApiResponse::ok(format!("Removing symbol: {}", symbol)))), + Err(e) => (StatusCode::INTERNAL_SERVER_ERROR, Json(ApiResponse::err(&e.to_string()))), + } +} + +// GET /api/status +async fn get_status( + State(state): State>, +) -> Json> { + let (reply_tx, reply_rx) = oneshot::channel(); + + let send_result = state.command_tx.send(SchedulerCommand::GetStatus { reply: reply_tx }).await; + + if send_result.is_err() { + return Json(ApiResponse::err("Failed to send status request")); + } + + match reply_rx.await { + Ok(status) => Json(ApiResponse::ok(status)), + Err(_) => Json(ApiResponse::err("Failed to receive status")), + } +} diff --git a/backend/src/lib.rs b/backend/src/lib.rs new file mode 100644 index 0000000..f353f22 --- /dev/null +++ b/backend/src/lib.rs @@ -0,0 +1,23 @@ +pub mod structs; +pub use structs::*; + +pub mod error; +pub use error::*; + +pub mod binance_collector; +pub use binance_collector::*; + +pub mod database; +pub use database::*; + +pub mod scheduler; +pub use scheduler::*; + +pub mod klinechart; +pub use klinechart::*; + +pub mod tradingview; +pub use tradingview::*; + +pub mod historical_downloader; +pub use historical_downloader::*; \ No newline at end of file diff --git a/backend/src/main.rs b/backend/src/main.rs new file mode 100644 index 0000000..8f8bfb1 --- /dev/null +++ b/backend/src/main.rs @@ -0,0 +1,83 @@ +use backend::{ + DatabaseHandler, Scheduler, create_command_channel, + KlineChartState, klinechart_routes, + TradingViewState, tradingview_routes, + CandleData, +}; + +use axum::Router; +use tower_http::cors::{CorsLayer, Any}; +use axum::http::Method; +use std::sync::Arc; +use log::info; +use dotenv::*; +use tokio::sync::mpsc; + +#[tokio::main] +async fn main() { + + dotenv().ok(); + env_logger::init(); + + info!("Current Version 1.4"); + + let database_url = std::env::var("DATABASE_URL") + .unwrap_or_else(|_| "postgres://quant:2Nr!Ya&oVvY5pp@172.18.0.2:5432/crypto_database".to_string()); + + info!("Connecting to database..."); + let db = Arc::new( + DatabaseHandler::new(&database_url) + .await + .expect("Failed to connect to database") + ); + + let (command_tx, command_rx) = create_command_channel(); + + // Create TradingView state with broadcast channel + let (tradingview_state, _) = TradingViewState::new(db.clone()); + let tradingview_state = Arc::new(tradingview_state); + + // Create channel for WebSocket broadcasts + let (ws_broadcast_tx, mut ws_broadcast_rx) = mpsc::channel::(10000); + + // Forward candles to TradingView broadcast + let tv_state_clone = tradingview_state.clone(); + tokio::spawn(async move { + while let Some(candle) = ws_broadcast_rx.recv().await { + tv_state_clone.broadcast_candle(candle); + } + }); + + // Start scheduler in background with ws_broadcast_tx + let scheduler_db = db.clone(); + tokio::spawn(async move { + let mut scheduler = Scheduler::new(scheduler_db, command_rx, Some(ws_broadcast_tx)); + scheduler.run().await; + }); + + // KlineChart state (for klinechart frontend) + let klinechart_state = Arc::new(KlineChartState { + db: db.clone(), + command_tx, + }); + + // CORS for frontend + let cors = CorsLayer::new() + .allow_origin(Any) + .allow_methods([Method::GET, Method::POST, Method::DELETE, Method::OPTIONS]) + .allow_headers(Any); + + // Merge routes from both modules + let app = Router::new() + .merge(klinechart_routes().with_state(klinechart_state)) + .merge(tradingview_routes().with_state(tradingview_state)) + .layer(cors); + + let addr = "0.0.0.0:3000"; + info!("Starting API server on {}", addr); + info!("KlineChart API: /api/klines, /api/symbols, /api/status"); + info!("TradingView UDF: /config, /symbols, /search, /history, /time"); + + let listener = tokio::net::TcpListener::bind(addr).await.unwrap(); + axum::serve(listener, app).await.unwrap(); +} diff --git a/backend/src/scheduler.rs b/backend/src/scheduler.rs new file mode 100644 index 0000000..4508b85 --- /dev/null +++ b/backend/src/scheduler.rs @@ -0,0 +1,320 @@ +use crate::database::DatabaseHandler; +use crate::binance_collector::BinanceCollector; +use crate::historical_downloader::HistoricalDownloader; +use crate::error::SchedulerError; +use crate::structs::*; +use crate::DATA_CUTOFF_TIMESTAMP; + +use log::{info, error, warn}; +use std::sync::Arc; +use tokio::sync::{mpsc, RwLock}; +use tokio::task::JoinHandle; + +const ONE_MINUTE_MS: i64 = 60_000; + +pub struct Scheduler { + db: Arc, + command_rx: mpsc::Receiver, + collector_handle: Option>, + is_running: Arc>, + active_symbols: Arc>>, + ws_broadcast_tx: Option>, +} + +impl Scheduler { + pub fn new( + db: Arc, + command_rx: mpsc::Receiver, + ws_broadcast_tx: Option>, + ) -> Self { + Self { + db, + command_rx, + collector_handle: None, + is_running: Arc::new(RwLock::new(false)), + active_symbols: Arc::new(RwLock::new(Vec::new())), + ws_broadcast_tx, + } + } + + pub async fn run(&mut self) { + info!("Scheduler started"); + + // Initial startup + if let Err(e) = self.start_collector().await { + error!("Failed to start collector on init: {}", e); + } + + // Command processing loop + while let Some(cmd) = self.command_rx.recv().await { + match cmd { + SchedulerCommand::AddSymbol { symbol, backfill_from: _ } => { + info!("AddSymbol command ignored - symbols managed by get_symbol()"); + let _ = self.db.add_symbol(&symbol).await; + } + SchedulerCommand::RemoveSymbol { symbol } => { + info!("RemoveSymbol: {}", symbol); + let _ = self.db.remove_symbol(&symbol).await; + } + SchedulerCommand::RestartCollector => { + self.handle_restart_collector().await; + } + SchedulerCommand::GetStatus { reply } => { + self.handle_get_status(reply).await; + } + SchedulerCommand::Shutdown => { + info!("Shutdown command received"); + self.stop_collector().await; + break; + } + } + } + + info!("Scheduler stopped"); + } + + async fn handle_restart_collector(&mut self) { + info!("Restarting collector..."); + self.stop_collector().await; + if let Err(e) = self.start_collector().await { + error!("Failed to restart collector: {}", e); + } + } + + async fn handle_get_status(&self, reply: tokio::sync::oneshot::Sender) { + let is_running = *self.is_running.read().await; + let active_symbols = self.active_symbols.read().await.clone(); + let collector_connected = self.collector_handle.is_some() && is_running; + + let _ = reply.send(SchedulerStatus { + is_running, + active_symbols, + collector_connected, + }); + } + + async fn start_collector(&mut self) -> Result<(), SchedulerError> { + // STEP 1: Get symbols from TRACKED_SYMBOLS env variable + let symbol_names = DatabaseHandler::get_symbols_from_env(); + + if symbol_names.is_empty() { + warn!("No symbols in TRACKED_SYMBOLS env variable. Set TRACKED_SYMBOLS=BTCUSDT,ETHUSDT,..."); + return Ok(()); + } + info!("Tracking {} symbols from env: {:?}", symbol_names.len(), symbol_names); + + // Update active symbols + { + let mut active = self.active_symbols.write().await; + *active = symbol_names.clone(); + } + + // STEP 2: Start WebSocket FIRST to capture real-time data immediately + info!("Starting WebSocket collector FIRST (priority: real-time data)..."); + let collector = BinanceCollector::new(symbol_names.clone()); + + let (candle_tx, mut candle_rx) = mpsc::channel::(10000); + + // Consumer that both saves to DB and broadcasts to WebSocket clients + let db = self.db.clone(); + let ws_tx = self.ws_broadcast_tx.clone(); + tokio::spawn(async move { + while let Some(candle) = candle_rx.recv().await { + // Broadcast to WebSocket clients immediately (all updates for real-time charts) + if let Some(ref tx) = ws_tx { + let _ = tx.send(candle.clone()).await; + } + + // Only save closed candles to database + if candle.is_closed { + if let Err(e) = db.insert_candle(&candle).await { + error!("Failed to insert realtime candle: {}", e); + } + } + } + }); + + let is_running = self.is_running.clone(); + let handle = tokio::spawn(async move { + { + let mut running = is_running.write().await; + *running = true; + } + + if let Err(e) = collector.start_stream(candle_tx).await { + error!("Collector error: {}", e); + } + + { + let mut running = is_running.write().await; + *running = false; + } + }); + + self.collector_handle = Some(handle); + info!("WebSocket collector started! Real-time data is now being captured."); + + // STEP 3: Background sync - runs in parallel with WebSocket + // This fills in historical data without blocking real-time updates + let db_for_sync = self.db.clone(); + let symbols_for_sync = symbol_names.clone(); + + tokio::spawn(async move { + info!("Starting background historical sync..."); + + // Build API clients for parallel sync + let api_clients = BinanceCollector::build_clients().await; + if api_clients.is_empty() { + error!("No working API clients available for background sync"); + return; + } + info!("Built {} API clients for background sync", api_clients.len()); + + // Build HTTP clients for ZIP downloads + let http_clients = HistoricalDownloader::build_clients().await; + info!("Built {} HTTP clients for ZIP downloads", http_clients.len()); + + // Create channel for background sync (lower priority, uses batching) + let (sync_tx, sync_rx) = mpsc::channel::(100000); + + let db_consumer = db_for_sync.clone(); + let consumer_handle = tokio::spawn(async move { + db_consumer.start_consumer(sync_rx).await; + }); + + // Sync symbols that need updates + let mut synced_count = 0; + let total_symbols = symbols_for_sync.len(); + + for symbol in &symbols_for_sync { + let latest_ts = db_for_sync.get_latest_timestamp(symbol).await.ok().flatten(); + + let start_time = match latest_ts { + Some(ts) => ts + ONE_MINUTE_MS, + None => DATA_CUTOFF_TIMESTAMP, + }; + + let now = std::time::SystemTime::now() + .duration_since(std::time::UNIX_EPOCH) + .unwrap() + .as_millis() as i64; + + // Skip if less than 2 minutes behind (WebSocket will catch up) + if now - start_time < ONE_MINUTE_MS * 2 { + synced_count += 1; + continue; + } + + let behind_mins = (now - start_time) / ONE_MINUTE_MS; + info!("[{}/{}] Syncing {} ({} minutes behind)...", + synced_count + 1, total_symbols, symbol, behind_mins); + + // Use comprehensive sync: Monthly ZIP → Daily ZIP → API + match BinanceCollector::sync_comprehensive( + symbol.clone(), + start_time, + api_clients.clone(), + &http_clients, + sync_tx.clone(), + ).await { + Ok(count) => { + synced_count += 1; + if count > 0 { + info!("[{}/{}] {} synced: {} candles", synced_count, total_symbols, symbol, count); + } + } + Err(e) => { + synced_count += 1; + error!("{} sync failed: {}", symbol, e); + } + } + } + + // Close sync channel + drop(sync_tx); + let _ = consumer_handle.await; + info!("Background historical sync complete! Synced {} symbols", synced_count); + + // STEP 4: Gap detection and repair (also in background) + info!("Starting background gap detection and repair..."); + let (gap_tx, gap_rx) = mpsc::channel::(100000); + + let db_gap = db_for_sync.clone(); + let gap_consumer_handle = tokio::spawn(async move { + db_gap.start_consumer(gap_rx).await; + }); + + // Rebuild clients for gap repair + let clients = BinanceCollector::build_clients().await; + let mut total_gaps_repaired = 0u64; + let mut symbols_with_gaps = 0; + + for symbol in &symbols_for_sync { + match db_for_sync.find_gaps(symbol, DATA_CUTOFF_TIMESTAMP).await { + Ok(gaps) => { + if gaps.is_empty() { + continue; + } + + symbols_with_gaps += 1; + info!("{} - Found {} gaps to repair", symbol, gaps.len()); + + for (gap_start, gap_end) in gaps { + let gap_duration_mins = (gap_end - gap_start) / ONE_MINUTE_MS; + + // Skip very small gaps (less than 2 minutes) + if gap_duration_mins < 2 { + continue; + } + + info!( + "{} - Repairing gap: {} minutes", + symbol, gap_duration_mins + ); + + match BinanceCollector::sync_from_scratch( + symbol.clone(), + gap_start, + clients.clone(), + gap_tx.clone(), + ).await { + Ok(count) => { + total_gaps_repaired += count; + } + Err(e) => { + error!("{} - Gap repair failed: {}", symbol, e); + } + } + } + } + Err(e) => { + warn!("{} - Failed to check gaps: {}", symbol, e); + } + } + } + + // Close gap repair channel + drop(gap_tx); + let _ = gap_consumer_handle.await; + info!("Gap detection complete! {} symbols had gaps, repaired {} candles total", + symbols_with_gaps, total_gaps_repaired); + }); + + Ok(()) + } + + async fn stop_collector(&mut self) { + if let Some(handle) = self.collector_handle.take() { + info!("Stopping collector..."); + handle.abort(); + let _ = handle.await; + + let mut running = self.is_running.write().await; + *running = false; + } + } +} + +pub fn create_command_channel() -> (mpsc::Sender, mpsc::Receiver) { + mpsc::channel(100) +} diff --git a/backend/src/structs.rs b/backend/src/structs.rs new file mode 100644 index 0000000..63e19a6 --- /dev/null +++ b/backend/src/structs.rs @@ -0,0 +1,159 @@ +use serde::{Serialize, Deserialize}; +use tokio::sync::oneshot; + +/// Data cutoff timestamp: 2024-01-01 00:00:00 UTC +/// Data before this timestamp will not be synced +pub const DATA_CUTOFF_TIMESTAMP: i64 = 1704067200000; + +#[derive(Debug, Clone, Serialize, Deserialize)] +pub struct CandleData { + pub symbol: String, + pub timestamp: i64, + pub open: f64, + pub high: f64, + pub low: f64, + pub close: f64, + pub volume: f64, + pub taker_buy_volume: f64, + pub net_volume: f64, + pub is_closed: bool, +} + +impl CandleData { + pub fn calculate_net_volume(total_volume: f64, taker_buy_volume: f64) -> f64 { + 2.0 * taker_buy_volume - total_volume + } +} + +/// Commands for controlling the Scheduler +pub enum SchedulerCommand { + /// Add a new symbol to track. Triggers backfill then collector restart. + AddSymbol { + symbol: String, + backfill_from: Option, // None = use EARLIEST_TIME + }, + + /// Remove a symbol from tracking. Triggers collector restart. + RemoveSymbol { symbol: String }, + + /// Restart the collector with current active symbols from database + RestartCollector, + + /// Get current scheduler status + GetStatus { reply: oneshot::Sender }, + + /// Graceful shutdown + Shutdown, +} + +/// Scheduler status for API responses +#[derive(Debug, Clone, Serialize, Deserialize)] +pub struct SchedulerStatus { + pub is_running: bool, + pub active_symbols: Vec, + pub collector_connected: bool, +} + +// API Request/Response structs + +#[derive(Debug, Clone, Copy, Deserialize, PartialEq)] +#[serde(rename_all = "lowercase")] +pub enum Interval { + #[serde(rename = "1m")] + Min1, + #[serde(rename = "5m")] + Min5, + #[serde(rename = "15m")] + Min15, + #[serde(rename = "1h")] + Hour1, + #[serde(rename = "4h")] + Hour4, + #[serde(rename = "1d")] + Day1, + #[serde(rename = "1w")] + Week1, + #[serde(rename = "1M")] + Month1, +} + +impl Default for Interval { + fn default() -> Self { + Interval::Min1 + } +} + +#[derive(Deserialize)] +pub struct KlineQuery { + pub limit: Option, + pub interval: Option, + pub end_time: Option, +} + +#[derive(Serialize)] +pub struct ApiResponse { + pub success: bool, + pub data: Option, + pub error: Option, +} + +impl ApiResponse { + pub fn ok(data: T) -> Self { + Self { success: true, data: Some(data), error: None } + } + + pub fn err(msg: &str) -> Self { + Self { success: false, data: None, error: Some(msg.to_string()) } + } +} + +#[derive(Deserialize)] +pub struct AddSymbolRequest { + pub symbol: String, + pub backfill_from: Option, +} + +#[derive(Serialize,Deserialize,Debug,Clone)] +pub struct Symbol{ + + pub symbol: String, + pub start_timestamp: i64, +} + +// WebSocket message types +#[derive(Debug, Clone, Serialize, Deserialize)] +#[serde(tag = "type", content = "data")] +pub enum WsMessage { + /// Kline update for a symbol + #[serde(rename = "kline")] + Kline(CandleData), + + /// Ticker update with price info for watchlist + #[serde(rename = "ticker")] + Ticker(TickerUpdate), + + /// Subscribe to symbols + #[serde(rename = "subscribe")] + Subscribe { symbols: Vec }, + + /// Unsubscribe from symbols + #[serde(rename = "unsubscribe")] + Unsubscribe { symbols: Vec }, + + /// Ping/Pong for keepalive + #[serde(rename = "ping")] + Ping, + + #[serde(rename = "pong")] + Pong, +} + +#[derive(Debug, Clone, Serialize, Deserialize)] +pub struct TickerUpdate { + pub symbol: String, + pub price: f64, + pub change_24h: f64, + pub change_percent_24h: f64, + pub volume_24h: f64, + pub timestamp: i64, +} diff --git a/backend/src/tradingview.rs b/backend/src/tradingview.rs new file mode 100644 index 0000000..5aa71db --- /dev/null +++ b/backend/src/tradingview.rs @@ -0,0 +1,559 @@ +use crate::{DatabaseHandler, Interval, CandleData, WsMessage}; + +use axum::{ + Router, + routing::{get, post, delete}, + extract::{Query, State, WebSocketUpgrade, ws::{Message, WebSocket}}, + response::{Json, IntoResponse}, + http::StatusCode, +}; +use futures::{StreamExt, SinkExt}; +use serde::{Deserialize, Serialize}; +use std::collections::HashSet; +use std::sync::Arc; +use std::time::{SystemTime, UNIX_EPOCH}; +use std::path::PathBuf; +use tokio::sync::{broadcast, RwLock}; +use tokio::fs; +use log::{info, warn, debug, error}; + +pub struct TradingViewState { + pub db: Arc, + pub candle_tx: broadcast::Sender, +} + +impl TradingViewState { + pub fn new(db: Arc) -> (Self, broadcast::Receiver) { + let (candle_tx, candle_rx) = broadcast::channel(10000); + (Self { db, candle_tx }, candle_rx) + } + + /// Send a candle update to all connected WebSocket clients + pub fn broadcast_candle(&self, candle: CandleData) { + // Ignore errors (no subscribers) + let _ = self.candle_tx.send(candle); + } +} + +pub fn tradingview_routes() -> Router> { + Router::new() + .route("/config", get(get_config)) + .route("/time", get(get_time)) + .route("/symbols", get(get_symbol_info)) + .route("/search", get(search_symbols)) + .route("/tracked-symbols", get(get_tracked_symbols)) + .route("/daily-opens", get(get_daily_opens)) + .route("/history", get(get_history)) + .route("/ws", get(ws_handler)) + // Canvas API + .route("/canvas/list", get(canvas_list)) + .route("/canvas/load", get(canvas_load)) + .route("/canvas/save", post(canvas_save)) + .route("/canvas/delete", delete(canvas_delete)) +} + +// ============ UDF Response Types ============ + +#[derive(Serialize)] +struct UdfConfig { + supported_resolutions: Vec<&'static str>, + supports_group_request: bool, + supports_marks: bool, + supports_search: bool, + supports_timescale_marks: bool, +} + +#[derive(Serialize)] +struct UdfSymbolInfo { + symbol: String, + ticker: String, + name: String, + full_name: String, + description: String, + exchange: String, + listed_exchange: String, + #[serde(rename = "type")] + symbol_type: String, + currency_code: String, + session: String, + timezone: String, + minmovement: i32, + minmov: i32, + minmovement2: i32, + minmov2: i32, + pricescale: i64, + supported_resolutions: Vec<&'static str>, + has_intraday: bool, + has_daily: bool, + has_weekly_and_monthly: bool, + data_status: String, +} + +#[derive(Serialize)] +struct UdfSearchResult { + symbol: String, + full_name: String, + description: String, + exchange: String, + ticker: String, + #[serde(rename = "type")] + symbol_type: String, +} + +#[derive(Serialize)] +#[serde(untagged)] +enum UdfHistoryResponse { + Ok { + s: String, // "ok" + t: Vec, // timestamps (seconds) + o: Vec, // open + h: Vec, // high + l: Vec, // low + c: Vec, // close + v: Vec, // volume + nv: Vec, // net volume (custom) + tbv: Vec, // taker buy volume (custom) + }, + NoData { + s: String, // "no_data" + #[serde(skip_serializing_if = "Option::is_none")] + #[serde(rename = "nextTime")] + next_time: Option, + }, + Error { + s: String, // "error" + errmsg: String, + }, +} + +// ============ Query Parameters ============ + +#[derive(Deserialize)] +struct SymbolQuery { + symbol: String, +} + +#[allow(dead_code)] +#[derive(Deserialize)] +struct SearchQuery { + query: Option, + #[serde(rename = "type")] + symbol_type: Option, + exchange: Option, + limit: Option, +} + +#[derive(Deserialize)] +struct HistoryQuery { + symbol: String, + resolution: String, + from: i64, // unix timestamp (seconds) + to: i64, // unix timestamp (seconds) + countback: Option, +} + +// ============ Handlers ============ + +// GET /config +async fn get_config() -> Json { + Json(UdfConfig { + supported_resolutions: vec!["1", "5", "15", "60", "240", "1D", "1W", "1M"], + supports_group_request: false, + supports_marks: false, + supports_search: true, + supports_timescale_marks: false, + }) +} + +// GET /time +async fn get_time() -> String { + let now = SystemTime::now() + .duration_since(UNIX_EPOCH) + .unwrap() + .as_secs(); + now.to_string() +} + +// GET /symbols?symbol=BTCUSDT +async fn get_symbol_info( + Query(query): Query, +) -> Json { + let symbol = query.symbol.to_uppercase(); + + Json(UdfSymbolInfo { + symbol: symbol.clone(), + ticker: symbol.clone(), + name: symbol.clone(), + full_name: format!("BINANCE:{}", symbol), + description: symbol.clone(), + exchange: "BINANCE".to_string(), + listed_exchange: "BINANCE".to_string(), + symbol_type: "crypto".to_string(), + currency_code: "USDT".to_string(), + session: "24x7".to_string(), + timezone: "Etc/UTC".to_string(), + minmovement: 1, + minmov: 1, + minmovement2: 0, + minmov2: 0, + pricescale: 100000000, // 8 decimal places for crypto + supported_resolutions: vec!["1", "5", "15", "60", "240", "1D", "1W", "1M"], + has_intraday: true, + has_daily: true, + has_weekly_and_monthly: true, + data_status: "streaming".to_string(), + }) +} + +// GET /tracked-symbols - 返回 TRACKED_SYMBOL 环境变量中配置的 symbols +async fn get_tracked_symbols() -> Json> { + Json(crate::DatabaseHandler::get_symbols_from_env()) +} + +// GET /daily-opens - 返回所有 symbol 当天 UTC 00:00 的开盘价 +async fn get_daily_opens( + State(state): State>, +) -> Json> { + match state.db.get_daily_opens().await { + Ok(opens) => Json(opens), + Err(_) => Json(std::collections::HashMap::new()), + } +} + +// GET /search?query=BTC&limit=10 +async fn search_symbols( + State(state): State>, + Query(query): Query, +) -> Json> { + let search_term = query.query.unwrap_or_default().to_uppercase(); + let limit = query.limit.unwrap_or(30) as usize; + + let symbols = match state.db.get_active_symbols().await { + Ok(s) => s, + Err(_) => return Json(vec![]), + }; + + let results: Vec = symbols + .into_iter() + .filter(|s| search_term.is_empty() || s.to_uppercase().contains(&search_term)) + .take(limit) + .map(|s| { + let upper = s.to_uppercase(); + UdfSearchResult { + symbol: upper.clone(), + full_name: format!("BINANCE:{}", upper), + description: upper.clone(), + exchange: "BINANCE".to_string(), + ticker: upper, + symbol_type: "crypto".to_string(), + } + }) + .collect(); + + Json(results) +} + +// GET /history?symbol=BTCUSDT&resolution=1&from=...&to=... +async fn get_history( + State(state): State>, + Query(query): Query, +) -> Json { + let symbol = query.symbol.to_uppercase(); + + // Convert resolution string to Interval enum + let interval = match query.resolution.as_str() { + "1" => Interval::Min1, + "5" => Interval::Min5, + "15" => Interval::Min15, + "60" => Interval::Hour1, + "240" => Interval::Hour4, + "D" | "1D" => Interval::Day1, + "W" | "1W" => Interval::Week1, + "M" | "1M" => Interval::Month1, + _ => Interval::Min1, + }; + + // Convert from/to (seconds) to milliseconds for database query + let from_ms = query.from * 1000; + let to_ms = query.to * 1000; + + // Calculate limit based on countback or time range + let limit = query.countback.unwrap_or(1000); + + match state.db.get_klines_aggregated(&symbol, interval, limit, Some(to_ms)).await { + Ok(candles) => { + // Filter by from_ms and convert to UDF format + let filtered: Vec<_> = candles + .into_iter() + .filter(|c| c.timestamp >= from_ms && c.timestamp <= to_ms) + .collect(); + + if filtered.is_empty() { + return Json(UdfHistoryResponse::NoData { + s: "no_data".to_string(), + next_time: None, + }); + } + + let t: Vec = filtered.iter().map(|c| c.timestamp / 1000).collect(); + let o: Vec = filtered.iter().map(|c| c.open).collect(); + let h: Vec = filtered.iter().map(|c| c.high).collect(); + let l: Vec = filtered.iter().map(|c| c.low).collect(); + let c: Vec = filtered.iter().map(|c| c.close).collect(); + let v: Vec = filtered.iter().map(|c| c.volume).collect(); + let nv: Vec = filtered.iter().map(|c| c.net_volume).collect(); + let tbv: Vec = filtered.iter().map(|c| c.taker_buy_volume).collect(); + + Json(UdfHistoryResponse::Ok { + s: "ok".to_string(), + t, o, h, l, c, v, nv, tbv, + }) + } + Err(e) => Json(UdfHistoryResponse::Error { + s: "error".to_string(), + errmsg: e.to_string(), + }), + } +} + +// ============ WebSocket Handler ============ + +async fn ws_handler( + ws: WebSocketUpgrade, + State(state): State>, +) -> impl IntoResponse { + ws.on_upgrade(move |socket| handle_ws_connection(socket, state)) +} + +async fn handle_ws_connection(socket: WebSocket, state: Arc) { + let (mut sender, mut receiver) = socket.split(); + + // Subscribe to broadcast channel + let mut candle_rx = state.candle_tx.subscribe(); + + // Subscribed symbols for this client + let subscribed_symbols: Arc>> = Arc::new(RwLock::new(HashSet::new())); + let subscribed_symbols_clone = subscribed_symbols.clone(); + + info!("WebSocket client connected"); + + // Task to receive messages from client + let recv_task = tokio::spawn(async move { + while let Some(msg) = receiver.next().await { + match msg { + Ok(Message::Text(text)) => { + // Parse incoming message + if let Ok(ws_msg) = serde_json::from_str::(&text) { + match ws_msg { + WsMessage::Subscribe { symbols } => { + let mut subs = subscribed_symbols_clone.write().await; + for s in symbols { + subs.insert(s.to_uppercase()); + } + debug!("Client subscribed to {} symbols", subs.len()); + } + WsMessage::Unsubscribe { symbols } => { + let mut subs = subscribed_symbols_clone.write().await; + for s in symbols { + subs.remove(&s.to_uppercase()); + } + } + WsMessage::Ping => { + // Pong is handled by the send task + } + _ => {} + } + } + } + Ok(Message::Close(_)) => { + info!("WebSocket client disconnected"); + break; + } + Err(e) => { + warn!("WebSocket receive error: {}", e); + break; + } + _ => {} + } + } + }); + + // Task to send messages to client + let send_task = tokio::spawn(async move { + loop { + tokio::select! { + // Forward candle updates to client + result = candle_rx.recv() => { + match result { + Ok(candle) => { + let subs = subscribed_symbols.read().await; + // Send to client if subscribed or if subscribed to all (empty set means all) + if subs.is_empty() || subs.contains(&candle.symbol.to_uppercase()) { + let msg = WsMessage::Kline(candle); + if let Ok(json) = serde_json::to_string(&msg) { + if sender.send(Message::Text(json.into())).await.is_err() { + break; + } + } + } + } + Err(broadcast::error::RecvError::Lagged(n)) => { + warn!("WebSocket client lagged {} messages", n); + } + Err(broadcast::error::RecvError::Closed) => { + break; + } + } + } + } + } + }); + + // Wait for either task to finish + tokio::select! { + _ = recv_task => {} + _ = send_task => {} + } + + info!("WebSocket connection closed"); +} + +// ============ Canvas API ============ + +const STORAGE_DIR: &str = "storage"; +const DEFAULT_USER: &str = "default"; + +#[derive(Deserialize)] +struct CanvasListQuery { + symbol: String, +} + +#[derive(Deserialize)] +struct CanvasLoadQuery { + symbol: String, + name: String, +} + +#[derive(Deserialize)] +struct CanvasSaveBody { + symbol: String, + name: String, + data: serde_json::Value, +} + +#[derive(Deserialize)] +struct CanvasDeleteQuery { + symbol: String, + name: String, +} + +#[derive(Serialize)] +struct CanvasListResponse { + canvases: Vec, +} + +fn get_user_id(headers: &axum::http::HeaderMap) -> String { + headers.get("X-User-Id") + .and_then(|v| v.to_str().ok()) + .filter(|s| !s.is_empty()) + .unwrap_or(DEFAULT_USER) + .to_string() +} + +fn get_canvas_dir(user_id: &str, symbol: &str) -> PathBuf { + PathBuf::from(STORAGE_DIR) + .join(user_id) + .join(symbol.to_uppercase()) +} + +fn get_canvas_path(user_id: &str, symbol: &str, name: &str) -> PathBuf { + get_canvas_dir(user_id, symbol).join(format!("{}.json", name)) +} + +// GET /canvas/list?symbol=BTCUSDT +async fn canvas_list(headers: axum::http::HeaderMap, Query(query): Query) -> Json { + let user_id = get_user_id(&headers); + let dir = get_canvas_dir(&user_id, &query.symbol); + let mut canvases = Vec::new(); + + if let Ok(mut entries) = fs::read_dir(&dir).await { + while let Ok(Some(entry)) = entries.next_entry().await { + if let Some(name) = entry.file_name().to_str() { + if name.ends_with(".json") { + canvases.push(name.trim_end_matches(".json").to_string()); + } + } + } + } + + canvases.sort(); + Json(CanvasListResponse { canvases }) +} + +// GET /canvas/load?symbol=BTCUSDT&name=default +async fn canvas_load( + headers: axum::http::HeaderMap, + Query(query): Query, +) -> Result, StatusCode> { + let user_id = get_user_id(&headers); + let path = get_canvas_path(&user_id, &query.symbol, &query.name); + + match fs::read_to_string(&path).await { + Ok(content) => { + match serde_json::from_str(&content) { + Ok(data) => Ok(Json(data)), + Err(e) => { + error!("Failed to parse canvas {}: {}", path.display(), e); + Err(StatusCode::INTERNAL_SERVER_ERROR) + } + } + } + Err(_) => Err(StatusCode::NOT_FOUND), + } +} + +// POST /canvas/save +async fn canvas_save( + headers: axum::http::HeaderMap, + Json(body): Json, +) -> Result { + let user_id = get_user_id(&headers); + let dir = get_canvas_dir(&user_id, &body.symbol); + let path = get_canvas_path(&user_id, &body.symbol, &body.name); + + // Create directory if not exists + if let Err(e) = fs::create_dir_all(&dir).await { + error!("Failed to create dir {}: {}", dir.display(), e); + return Err(StatusCode::INTERNAL_SERVER_ERROR); + } + + // Write canvas data + let content = serde_json::to_string_pretty(&body.data) + .map_err(|_| StatusCode::INTERNAL_SERVER_ERROR)?; + + fs::write(&path, content).await + .map_err(|e| { + error!("Failed to write canvas {}: {}", path.display(), e); + StatusCode::INTERNAL_SERVER_ERROR + })?; + + info!("Saved canvas: {}", path.display()); + Ok(StatusCode::OK) +} + +// DELETE /canvas/delete?symbol=BTCUSDT&name=default +async fn canvas_delete( + headers: axum::http::HeaderMap, + Query(query): Query, +) -> StatusCode { + let user_id = get_user_id(&headers); + let path = get_canvas_path(&user_id, &query.symbol, &query.name); + + match fs::remove_file(&path).await { + Ok(_) => { + info!("Deleted canvas: {}", path.display()); + StatusCode::OK + } + Err(_) => StatusCode::NOT_FOUND, + } +} diff --git a/backend/tests/connection_test.rs b/backend/tests/connection_test.rs new file mode 100644 index 0000000..8c19e4f --- /dev/null +++ b/backend/tests/connection_test.rs @@ -0,0 +1,86 @@ +use backend::{BinanceCollector, CandleData}; +use tokio::sync::mpsc; +use tokio::time::{timeout, Duration}; +use dotenv::dotenv; +use log::{info,error,debug}; + +#[tokio::test] +async fn test_backfill_and_stream() { + + dotenv().ok(); + env_logger::init(); + + let collector = BinanceCollector::new(vec!["btcusdt".to_string(), "ethusdt".to_string()]); + let (tx, mut rx) = mpsc::channel::(1000); + + // Calculate time range: last 10 minutes + let now = std::time::SystemTime::now() + .duration_since(std::time::UNIX_EPOCH) + .unwrap() + .as_millis() as i64; + let start_time = now - (10 * 60 * 1000); // 10 minutes ago + + // First, backfill recent data for btcusdt + info!("Starting backfill..."); + let backfill_count = collector.backfill("btcusdt", start_time, now, &tx).await.unwrap(); + info!("Backfill completed: {} candles", backfill_count); + + // Then start WebSocket stream + let collector_handle = tokio::spawn(async move { + collector.start_stream(tx).await + }); + + let mut received_count = 0; + + // Drain backfill data first + while let Ok(Some(candle)) = timeout(Duration::from_millis(100), rx.recv()).await { + info!( + "[BACKFILL] {} ts={} c={:.2} net_vol={:.4}", + candle.symbol, candle.timestamp, candle.close, candle.net_volume + ); + received_count += 1; + } + info!("Received {} backfill candles from channel", received_count); + + // Wait for WebSocket data (up to 90 seconds for at least 1 closed candle) + let mut ws_count = 0; + let ws_result = timeout(Duration::from_secs(90), async { + while let Some(candle) = rx.recv().await { + info!( + "[WEBSOCKET] {} ts={} c={:.2} net_vol={:.4}", + candle.symbol, candle.timestamp, candle.close, candle.net_volume + ); + ws_count += 1; + if ws_count >= 1 { + return true; + } + } + false + }).await; + + collector_handle.abort(); + + info!("\nFinal: Backfill={}, WebSocket={}", backfill_count, ws_count); + + assert!(backfill_count >= 5, "Expected at least 5 backfill candles, got {}", backfill_count); + + match ws_result { + Ok(true) => info!("Test completed successfully!"), + Ok(false) => info!("WebSocket closed before receiving data"), + Err(_) => info!("WebSocket timed out (normal if test runs mid-minute)"), + } +} + +#[tokio::test] + +async fn test_get_symbol() { + + dotenv().ok(); + env_logger::init(); + + let collector = BinanceCollector::new(vec!["btcusdt".to_string(), "ethusdt".to_string()]); + + let result = BinanceCollector::get_symbol().await.unwrap(); + + info!("Result = {:?}",result); +} \ No newline at end of file diff --git a/backend/tests/database_test.rs b/backend/tests/database_test.rs new file mode 100644 index 0000000..bce2dad --- /dev/null +++ b/backend/tests/database_test.rs @@ -0,0 +1,128 @@ +use backend::{DatabaseHandler, CandleData}; +use tokio::sync::mpsc; +use dotenv::dotenv; +use log::info; +use std::env; + +fn get_database_url() -> String { + + dotenv().ok(); + env::var("DATABASE_URL").unwrap_or_else(|_| { + "postgres://quant:2Nr!Ya&oVvY5pp@172.18.0.10:5432/crypto_database".to_string() + }) +} + +#[tokio::test] +async fn test_database_connection() { + + dotenv().ok(); + env_logger::init(); + + let db_url = get_database_url(); + info!("Connecting to database..."); + + let db = DatabaseHandler::new(&db_url).await; + assert!(db.is_ok(), "Failed to connect to database: {:?}", db.err()); + + info!("Database connection successful!"); +} + +#[tokio::test] +async fn test_get_active_symbols() { + + dotenv().ok(); + env_logger::init(); + + let db_url = get_database_url(); + let db = DatabaseHandler::new(&db_url).await.expect("Failed to connect"); + + let symbols = db.get_active_symbols().await; + info!("Active symbols: {:?}", symbols); + + assert!(symbols.is_ok(), "Failed to get active symbols: {:?}", symbols.err()); +} + +#[tokio::test] +async fn test_insert_and_query() { + + dotenv().ok(); + env_logger::init(); + + let db_url = get_database_url(); + let db = DatabaseHandler::new(&db_url).await.expect("Failed to connect"); + + // Create test candle + let test_candle = CandleData { + symbol: "TESTUSDT".to_string(), + timestamp: 1700000000000, // Fixed test timestamp + open: 100.0, + high: 105.0, + low: 99.0, + close: 102.0, + volume: 1000.0, + taker_buy_volume: 600.0, + net_volume: 200.0, + is_closed: true, + }; + + // Insert + let result = db.insert_candle(&test_candle).await; + assert!(result.is_ok(), "Failed to insert candle: {:?}", result.err()); + info!("Inserted test candle"); + + // Query latest timestamp + let latest = db.get_latest_timestamp("TESTUSDT").await; + assert!(latest.is_ok(), "Failed to get latest timestamp: {:?}", latest.err()); + + let ts = latest.unwrap(); + assert!(ts.is_some(), "No timestamp found for TESTUSDT"); + assert_eq!(ts.unwrap(), 1700000000000, "Timestamp mismatch"); + + info!("Latest timestamp for TESTUSDT: {:?}", ts); +} + +#[tokio::test] +async fn test_batch_consumer() { + + dotenv().ok(); + env_logger::init(); + + let db_url = get_database_url(); + let db = DatabaseHandler::new(&db_url).await.expect("Failed to connect"); + + let (tx, rx) = mpsc::channel::(100); + + // Spawn consumer + let db_handle = tokio::spawn(async move { + db.start_consumer(rx).await; + }); + + // Send test candles + let base_ts = 1700000100000i64; + for i in 0..10 { + let candle = CandleData { + symbol: "BATCHTEST".to_string(), + timestamp: base_ts + (i * 60000), + open: 100.0 + i as f64, + high: 105.0 + i as f64, + low: 99.0 + i as f64, + close: 102.0 + i as f64, + volume: 1000.0, + taker_buy_volume: 600.0, + net_volume: 200.0, + is_closed: true, + }; + tx.send(candle).await.unwrap(); + } + + // Close channel to trigger flush + drop(tx); + + // Wait for consumer to finish + let _ = tokio::time::timeout( + tokio::time::Duration::from_secs(10), + db_handle + ).await; + + info!("Batch insert test completed"); +} diff --git a/backend/tests/scheduler_test.rs b/backend/tests/scheduler_test.rs new file mode 100644 index 0000000..fae5371 --- /dev/null +++ b/backend/tests/scheduler_test.rs @@ -0,0 +1,322 @@ +use backend::{ + Scheduler, DatabaseHandler, SchedulerCommand, + create_command_channel, +}; +use std::sync::Arc; +use tokio::sync::oneshot; +use tokio::time::{timeout, Duration}; +use dotenv::dotenv; +use log::info; +use std::env; + +fn get_database_url() -> String { + dotenv().ok(); + env::var("DATABASE_URL").unwrap_or_else(|_| { + "postgres://quant:2Nr!Ya&oVvY5pp@172.18.0.2:5432/crypto_database".to_string() + }) +} + +#[tokio::test] +async fn test_scheduler_startup_and_shutdown() { + + dotenv().ok(); + env_logger::try_init().ok(); + + let db_url = get_database_url(); + let db = Arc::new(DatabaseHandler::new(&db_url).await.expect("Failed to connect to database")); + + let (command_tx, command_rx) = create_command_channel(); + let mut scheduler = Scheduler::new(db.clone(), command_rx, None); + + // Start scheduler in background + let scheduler_handle = tokio::spawn(async move { + scheduler.run().await; + }); + + // Give it time to start + tokio::time::sleep(Duration::from_secs(2)).await; + + // Send shutdown command + command_tx.send(SchedulerCommand::Shutdown).await.expect("Failed to send shutdown"); + + // Wait for scheduler to stop + let result = timeout(Duration::from_secs(10), scheduler_handle).await; + assert!(result.is_ok(), "Scheduler did not shutdown in time"); + + info!("Scheduler startup and shutdown test passed"); +} + +#[tokio::test] +async fn test_get_status() { + + dotenv().ok(); + env_logger::try_init().ok(); + + let db_url = get_database_url(); + let db = Arc::new(DatabaseHandler::new(&db_url).await.expect("Failed to connect to database")); + + let (command_tx, command_rx) = create_command_channel(); + let mut scheduler = Scheduler::new(db.clone(), command_rx, None); + + // Start scheduler + let scheduler_handle = tokio::spawn(async move { + scheduler.run().await; + }); + + // Give it time to start + tokio::time::sleep(Duration::from_secs(2)).await; + + // Request status + let (reply_tx, reply_rx) = oneshot::channel(); + command_tx.send(SchedulerCommand::GetStatus { reply: reply_tx }).await.expect("Failed to send GetStatus"); + + let status = timeout(Duration::from_secs(5), reply_rx).await + .expect("Timeout waiting for status") + .expect("Failed to receive status"); + + info!("Scheduler status: {:?}", status); + assert!(status.is_running || status.active_symbols.is_empty(), "Scheduler should be running or have no symbols"); + + // Shutdown + command_tx.send(SchedulerCommand::Shutdown).await.expect("Failed to send shutdown"); + let _ = timeout(Duration::from_secs(10), scheduler_handle).await; + + info!("GetStatus test passed"); +} + +#[tokio::test] +async fn test_add_and_remove_symbol() { + + dotenv().ok(); + env_logger::try_init().ok(); + + let db_url = get_database_url(); + let db = Arc::new(DatabaseHandler::new(&db_url).await.expect("Failed to connect to database")); + + let test_symbol = "testscheduler"; + + // Clean up first - remove test symbol if exists + let _ = db.remove_symbol(test_symbol).await; + + let (command_tx, command_rx) = create_command_channel(); + let mut scheduler = Scheduler::new(db.clone(), command_rx, None); + + // Start scheduler + let scheduler_handle = tokio::spawn(async move { + scheduler.run().await; + }); + + // Give it time to start + tokio::time::sleep(Duration::from_secs(2)).await; + + // Add symbol (with recent backfill_from to avoid long backfill) + let now = std::time::SystemTime::now() + .duration_since(std::time::UNIX_EPOCH) + .unwrap() + .as_millis() as i64; + let recent_time = now - (5 * 60 * 1000); // 5 minutes ago + + info!("Adding test symbol: {}", test_symbol); + command_tx.send(SchedulerCommand::AddSymbol { + symbol: test_symbol.to_string(), + backfill_from: Some(recent_time), + }).await.expect("Failed to send AddSymbol"); + + // Wait for processing + tokio::time::sleep(Duration::from_secs(5)).await; + + // Check status + let (reply_tx, reply_rx) = oneshot::channel(); + command_tx.send(SchedulerCommand::GetStatus { reply: reply_tx }).await.expect("Failed to send GetStatus"); + + let status = timeout(Duration::from_secs(5), reply_rx).await + .expect("Timeout") + .expect("Failed to receive"); + + info!("Status after add: {:?}", status); + + // Verify symbol was added + let is_tracked = db.is_symbol_tracked(test_symbol).await.expect("Failed to check tracking"); + assert!(is_tracked, "Symbol should be tracked after AddSymbol"); + + // Remove symbol + info!("Removing test symbol: {}", test_symbol); + command_tx.send(SchedulerCommand::RemoveSymbol { + symbol: test_symbol.to_string(), + }).await.expect("Failed to send RemoveSymbol"); + + // Wait for processing + tokio::time::sleep(Duration::from_secs(3)).await; + + // Verify symbol was removed + let is_tracked = db.is_symbol_tracked(test_symbol).await.expect("Failed to check tracking"); + assert!(!is_tracked, "Symbol should not be tracked after RemoveSymbol"); + + // Shutdown + command_tx.send(SchedulerCommand::Shutdown).await.expect("Failed to send shutdown"); + let _ = timeout(Duration::from_secs(10), scheduler_handle).await; + + info!("Add and remove symbol test passed"); +} + +#[tokio::test] +async fn test_restart_collector() { + + dotenv().ok(); + env_logger::try_init().ok(); + + let db_url = get_database_url(); + let db = Arc::new(DatabaseHandler::new(&db_url).await.expect("Failed to connect to database")); + + let (command_tx, command_rx) = create_command_channel(); + let mut scheduler = Scheduler::new(db.clone(), command_rx, None); + + // Start scheduler + let scheduler_handle = tokio::spawn(async move { + scheduler.run().await; + }); + + // Give it time to start + tokio::time::sleep(Duration::from_secs(2)).await; + + // Get initial status + let (reply_tx, reply_rx) = oneshot::channel(); + command_tx.send(SchedulerCommand::GetStatus { reply: reply_tx }).await.unwrap(); + let status_before = reply_rx.await.unwrap(); + info!("Status before restart: {:?}", status_before); + + // Send restart command + info!("Sending RestartCollector command"); + command_tx.send(SchedulerCommand::RestartCollector).await.expect("Failed to send RestartCollector"); + + // Wait for restart + tokio::time::sleep(Duration::from_secs(5)).await; + + // Get status after restart + let (reply_tx, reply_rx) = oneshot::channel(); + command_tx.send(SchedulerCommand::GetStatus { reply: reply_tx }).await.unwrap(); + let status_after = reply_rx.await.unwrap(); + info!("Status after restart: {:?}", status_after); + + // Shutdown + command_tx.send(SchedulerCommand::Shutdown).await.expect("Failed to send shutdown"); + let _ = timeout(Duration::from_secs(10), scheduler_handle).await; + + info!("Restart collector test passed"); +} + +#[tokio::test] +async fn test_multiple_commands() { + + dotenv().ok(); + env_logger::try_init().ok(); + + let db_url = get_database_url(); + let db = Arc::new(DatabaseHandler::new(&db_url).await.expect("Failed to connect to database")); + + let (command_tx, command_rx) = create_command_channel(); + let mut scheduler = Scheduler::new(db.clone(), command_rx, None); + + // Start scheduler + let scheduler_handle = tokio::spawn(async move { + scheduler.run().await; + }); + + tokio::time::sleep(Duration::from_secs(2)).await; + + // Send multiple status requests rapidly + for i in 0..5 { + let (reply_tx, reply_rx) = oneshot::channel(); + command_tx.send(SchedulerCommand::GetStatus { reply: reply_tx }).await.unwrap(); + let status = reply_rx.await.unwrap(); + info!("Status request {}: {:?}", i, status); + } + + // Shutdown + command_tx.send(SchedulerCommand::Shutdown).await.expect("Failed to send shutdown"); + let _ = timeout(Duration::from_secs(10), scheduler_handle).await; + + info!("Multiple commands test passed"); +} + +#[tokio::test] +async fn test_real_btcusdt_collection() { + + dotenv().ok(); + env_logger::try_init().ok(); + + let db_url = get_database_url(); + let db = Arc::new(DatabaseHandler::new(&db_url).await.expect("Failed to connect to database")); + + let symbol = "btcusdt"; + + // Clean up - remove from tracking first + let _ = db.remove_symbol(symbol).await; + + let (command_tx, command_rx) = create_command_channel(); + let mut scheduler = Scheduler::new(db.clone(), command_rx, None); + + // Start scheduler + let scheduler_handle = tokio::spawn(async move { + scheduler.run().await; + }); + + tokio::time::sleep(Duration::from_secs(2)).await; + + // Calculate start time: 5 minutes ago + let now = std::time::SystemTime::now() + .duration_since(std::time::UNIX_EPOCH) + .unwrap() + .as_millis() as i64; + let five_min_ago = now - (5 * 60 * 1000); + + info!("Adding BTCUSDT, backfill from {} (5 min ago)", five_min_ago); + + // Add BTCUSDT with backfill from 5 minutes ago + command_tx.send(SchedulerCommand::AddSymbol { + symbol: symbol.to_string(), + backfill_from: Some(five_min_ago), + }).await.expect("Failed to send AddSymbol"); + + // Wait for backfill to complete + info!("Waiting for backfill..."); + tokio::time::sleep(Duration::from_secs(10)).await; + + // Check latest timestamp in database + let latest_ts = db.get_latest_timestamp(symbol).await.expect("Failed to get timestamp"); + info!("Latest BTCUSDT timestamp in DB: {:?}", latest_ts); + + assert!(latest_ts.is_some(), "Should have BTCUSDT data in database"); + + // Wait for 2 more candles (about 2 minutes + buffer) + info!("Waiting for 2 live candles (~2.5 minutes)..."); + tokio::time::sleep(Duration::from_secs(150)).await; + + // Check new latest timestamp + let new_latest_ts = db.get_latest_timestamp(symbol).await.expect("Failed to get timestamp"); + info!("New latest BTCUSDT timestamp: {:?}", new_latest_ts); + + assert!(new_latest_ts.unwrap() > latest_ts.unwrap(), "Should have received new candles"); + + // Get status + let (reply_tx, reply_rx) = oneshot::channel(); + command_tx.send(SchedulerCommand::GetStatus { reply: reply_tx }).await.unwrap(); + let status = reply_rx.await.unwrap(); + info!("Final status: {:?}", status); + + assert!(status.active_symbols.contains(&symbol.to_string()), "BTCUSDT should be in active symbols"); + + // Clean up - remove symbol + command_tx.send(SchedulerCommand::RemoveSymbol { + symbol: symbol.to_string(), + }).await.expect("Failed to remove symbol"); + + tokio::time::sleep(Duration::from_secs(2)).await; + + // Shutdown + command_tx.send(SchedulerCommand::Shutdown).await.expect("Failed to send shutdown"); + let _ = timeout(Duration::from_secs(10), scheduler_handle).await; + + info!("Real BTCUSDT collection test passed!"); + info!("Check database: SELECT * FROM klines_1m WHERE symbol = 'BTCUSDT' ORDER BY timestamp DESC LIMIT 10;"); +} diff --git a/backend/tests/sync_full_history_test.rs b/backend/tests/sync_full_history_test.rs new file mode 100644 index 0000000..89afa1b --- /dev/null +++ b/backend/tests/sync_full_history_test.rs @@ -0,0 +1,65 @@ +use backend::{BinanceCollector, CandleData}; +use tokio::sync::mpsc; +use dotenv::dotenv; +use log::info; + +#[tokio::test] +async fn test_sync_full_history_single_symbol() { + dotenv().ok(); + env_logger::init(); + + // 1. Get all symbols + let symbol_vec = BinanceCollector::get_symbol().await.unwrap(); + info!("Got {} symbols", symbol_vec.len()); + + // 2. Find ETHUSDT start time + let test_symbol = "ETHUSDT"; + let test_start_time = symbol_vec + .iter() + .find(|item| item.symbol == test_symbol) + .map(|item| item.start_timestamp) + .expect("ETHUSDT not found"); + + info!("{} start_timestamp: {}", test_symbol, test_start_time); + + // 3. Build clients (all clients work together on this symbol) + let clients = BinanceCollector::build_clients().await; + info!("Built {} clients", clients.len()); + assert!(!clients.is_empty(), "Need at least 1 client"); + + // 4. Create channel + let (tx, mut rx) = mpsc::channel::(100000); + + // 5. Sync from scratch (all clients work in parallel on different time segments) + info!("Starting full history sync for {} with {} clients...", test_symbol, clients.len()); + + let sync_handle = tokio::spawn(async move { + BinanceCollector::sync_from_scratch( + test_symbol.to_string(), + test_start_time, + clients, // Pass all clients + tx, + ).await + }); + + // 6. Consume and count + let mut count = 0u64; + let mut last_ts = 0i64; + + while let Some(candle) = rx.recv().await { + count += 1; + last_ts = candle.timestamp; + + if count % 100000 == 0 { + info!("Progress: {} candles, last_ts: {}", count, last_ts); + } + } + + let result = sync_handle.await.unwrap(); + + info!("Sync result: {:?}", result); + info!("Total received: {} candles", count); + info!("Last timestamp: {}", last_ts); + + assert!(count > 0, "Should have synced some candles"); +} diff --git a/backend/tests/sync_test.rs b/backend/tests/sync_test.rs new file mode 100644 index 0000000..5734461 --- /dev/null +++ b/backend/tests/sync_test.rs @@ -0,0 +1,68 @@ +use backend::{BinanceCollector, CandleData}; +use tokio::sync::mpsc; +use dotenv::dotenv; +use log::info; + +#[tokio::test] +async fn test_build_clients() { + dotenv().ok(); + env_logger::init(); + + info!("Testing build_clients..."); + + let clients = BinanceCollector::build_clients().await; + + info!("Built {} working clients", clients.len()); + assert!(clients.len() > 0, "Should have at least 1 working client"); +} + +#[tokio::test] +async fn test_sync_single_symbol() { + dotenv().ok(); + let _ = env_logger::try_init(); + + info!("Testing sync_from_scratch for single symbol..."); + + // Build clients (all work together) + let clients = BinanceCollector::build_clients().await; + assert!(!clients.is_empty(), "Need at least 1 client"); + info!("Built {} clients", clients.len()); + + // Create channel + let (tx, mut rx) = mpsc::channel::(10000); + + // Sync last 5 minutes of BTCUSDT + let now = std::time::SystemTime::now() + .duration_since(std::time::UNIX_EPOCH) + .unwrap() + .as_millis() as i64; + let start_time = now - (5 * 60 * 1000); // 5 minutes ago + + info!("Syncing BTCUSDT from {} to {}", start_time, now); + + let count = BinanceCollector::sync_from_scratch( + "BTCUSDT".to_string(), + start_time, + clients, // All clients work together + tx, + ).await.unwrap(); + + info!("Sync returned {} candles", count); + + // Drain channel + let mut received = 0; + while let Ok(candle) = rx.try_recv() { + info!( + "Candle: {} ts={} o={:.2} h={:.2} l={:.2} c={:.2} nv={:.4}", + candle.symbol, candle.timestamp, + candle.open, candle.high, candle.low, candle.close, + candle.net_volume + ); + received += 1; + } + + info!("Received {} candles from channel", received); + assert!(count >= 3, "Expected at least 3 candles for 5 min, got {}", count); +} + + diff --git a/frontend/.env.example b/frontend/.env.example new file mode 100644 index 0000000..013f1ac --- /dev/null +++ b/frontend/.env.example @@ -0,0 +1 @@ +API_BASE_URL=https://api.yourdomain.com \ No newline at end of file diff --git a/frontend/.github/ISSUE_TEMPLATE/Bug_report.md b/frontend/.github/ISSUE_TEMPLATE/Bug_report.md new file mode 100644 index 0000000..2c0b534 --- /dev/null +++ b/frontend/.github/ISSUE_TEMPLATE/Bug_report.md @@ -0,0 +1,59 @@ +--- +name: Bug report +about: Create a report to help us improve +title: '' +labels: '' +assignees: '' + +--- + +# Bug Report + +**Charting Library Version** + +Execute `TradingView.version()` in the browser console. + +**Desktop (please complete the following information):** + + - OS: [e.g. Windows 11] + - Browser [e.g. chrome, safari] + - Browser version [e.g. 22] + +**Smartphone (please complete the following information):** + + - Device: [e.g. iPhone 13] + - OS: [e.g. iOS 14.1] + - Browser [e.g. stock browser, safari] + - Browser version [e.g. 22] + +**JSFiddle** + +If possible, please provide an example in JSFiddle which demonstrates the bug. Please see this guide on how to create a JSFiddle: [Using the library with online code playgrounds](https://github.com/tradingview/charting_library/wiki/Online-Editors) + +**To Reproduce** + +Steps to reproduce the behavior: +1. Go to '...' +2. Click on '....' +3. Scroll down to '....' +4. See error + +**Describe the bug** + +A clear and concise description of what the bug is. + +**Expected behavior** + +A clear and concise description of what you expected to happen. + +**Screenshots** + +If applicable, add screenshots, or videos, to help explain your problem. + +**Debug Console Log** + +Please provide the entire console log produced when [`debug:true`](https://github.com/tradingview/charting_library/wiki/Widget-Constructor#debug) is set within the widget constructor options, or evoke the following command in the console: [`widget.setDebugMode(true)`](https://github.com/tradingview/charting_library/wiki/Widget-Methods#setdebugmodeenabled). + +**Additional context** + +Add any other context about the problem here. diff --git a/frontend/.github/ISSUE_TEMPLATE/Data_question.md b/frontend/.github/ISSUE_TEMPLATE/Data_question.md new file mode 100644 index 0000000..74517dd --- /dev/null +++ b/frontend/.github/ISSUE_TEMPLATE/Data_question.md @@ -0,0 +1,27 @@ +--- +name: Data Question +about: Ask a question if you have a problem with connecting your data +title: '' +labels: status/conversation +assignees: '' + +--- + +# Data Question + + + + +- [ ] I have read FAQ + +**Describe the problem** + +A clear and concise description of what the problem is. + +**Console logs** + +Uncomment `debug: true` in the widget constructor and post here all console logs. ```Use a triple backtick in front and behind the logs.``` + +**Symbol** + +What symbol(instrument) your problem is related to. diff --git a/frontend/.github/ISSUE_TEMPLATE/Feature_request.md b/frontend/.github/ISSUE_TEMPLATE/Feature_request.md new file mode 100644 index 0000000..e28e2e8 --- /dev/null +++ b/frontend/.github/ISSUE_TEMPLATE/Feature_request.md @@ -0,0 +1,26 @@ +--- +name: Feature request +about: Suggest an idea for this project +title: '' +labels: '' +assignees: '' + +--- + +# Feature Request + +**Is your feature request related to a problem? Please describe.** + +A clear and concise description of what the problem is. Ex. I'm always frustrated when [...] + +**Describe the solution you'd like** + +A clear and concise description of what you want to happen. + +**Describe alternatives you've considered** + +A clear and concise description of any alternative solutions or features you've considered. + +**Additional context** + +Add any other context or screenshots about the feature request here. diff --git a/frontend/.github/ISSUE_TEMPLATE/General_question.md b/frontend/.github/ISSUE_TEMPLATE/General_question.md new file mode 100644 index 0000000..a9f7e36 --- /dev/null +++ b/frontend/.github/ISSUE_TEMPLATE/General_question.md @@ -0,0 +1,19 @@ +--- +name: General Question +about: Ask a question if you cannot find an answer in the documentation +title: '' +labels: status/conversation +assignees: '' + +--- + +# General Question + + + + +- [ ] I have read FAQ + +**Ask your question with the greatest possible detail** + + diff --git a/frontend/.gitignore b/frontend/.gitignore new file mode 100644 index 0000000..cf2d769 --- /dev/null +++ b/frontend/.gitignore @@ -0,0 +1 @@ +img \ No newline at end of file diff --git a/frontend/Dockerfile b/frontend/Dockerfile new file mode 100644 index 0000000..2c339f4 --- /dev/null +++ b/frontend/Dockerfile @@ -0,0 +1,3 @@ +FROM nginx:alpine +COPY . /usr/share/nginx/html/ +EXPOSE 80 diff --git a/frontend/README.md b/frontend/README.md new file mode 100644 index 0000000..93c549b --- /dev/null +++ b/frontend/README.md @@ -0,0 +1,143 @@ +# 📈 View Charting Frontend + +A self-hosted [View Charting Library](https://www.tradingview.com/charting-library-docs/) frontend for Binance USDS-M Futures. Features real-time WebSocket streaming, multi-chart layouts, persistent drawing canvases, and a watchlist sidebar — all protected behind Google OAuth. + +## ✨ Features + +- **View Charting Library v29.4** — Professional-grade charting with full indicator and drawing tool support +- **Real-time Data** — Live candle updates via WebSocket from the backend API +- **Multi-chart Layouts** — Single, vertical split, horizontal split, and 1-left / 2-right layouts with resizable dividers +- **Watchlist Sidebar** — Drag-and-drop reordering, live price & change tracking, multiple custom lists +- **Canvas Persistence** — Save/load named drawing canvases per symbol, with auto-save every 5 minutes +- **Dark & Light Theme** — Full theme support synced with View widget +- **Google OAuth Protection** — Access restricted to authorized Google accounts with 144-hour session persistence +- **Responsive Login Page** — Adaptive background images for mobile / tablet / desktop +- **Docker Ready** — Nginx-based container, single-file deployment + +## 📁 Project Structure + +``` +├── index.html # Main application (View widget + watchlist + layouts) +├── login.html # Standalone login page with Google Sign-In +├── auth.js # AuthGuard class — session management & login UI +├── auth-config.js # Google OAuth Client ID & API base URL configuration +├── .env.example # Environment variable template +├── Dockerfile # Nginx Alpine container +├── docker-compose.yml # Docker Compose service definition +├── serve.py # Python dev server with CORS support +├── package.json # Charting Library package metadata (v29.4.0) +├── charting_library/ # View Charting Library assets +└── datafeeds/ # View UDF datafeed adapter +``` + +## 🚀 Quick Start + +### Prerequisites + +- A running [backend service](../backend/) providing the API +- (Optional) Google OAuth Client ID from [GCP Console](https://console.cloud.google.com/apis/credentials) for authentication + +### Environment Setup + +```bash +cp .env.example .env +# Edit .env with your backend API URL +``` + +`.env.example`: +```env +API_BASE_URL=https://api.yourdomain.com +``` + +### Configuration + +Edit `auth-config.js` to set your API base URL and Google OAuth Client ID: + +```js +window.API_CONFIG = { baseUrl: 'https://api.yourdomain.com' }; + +const AUTH_CONFIG = { + clientId: 'YOUR_GOOGLE_CLIENT_ID.apps.googleusercontent.com', + onSuccess: (user) => { /* ... */ }, + onError: (error) => { /* ... */ } +}; +``` + +### Development + +```bash +# Using Python dev server (with CORS headers) +python3 serve.py +# → http://localhost:8080 + +# Or any static file server +npx serve . +``` + +### Docker + +```bash +# Build image +docker build -t frontend . + +# Using docker-compose (connects to existing `cycle` network) +docker compose up -d +``` + +## 🔐 Authentication Flow + +``` +login.html index.html + │ │ + ├─ Google Sign-In ──────┐ │ + │ ▼ │ + │ JWT validation │ + │ + email whitelist │ + │ │ + │ localStorage ───────┤ + │ (auth_user, │ + │ auth_token, │ + │ auth_login_time) │ + │ │ + │ redirect ───────────▶ Session check (144h max) │ + │ │ + │ ├─ Valid → Load app │ + │ └─ Expired → Redirect to login.html +``` + +### Email Whitelist + +Access is restricted at the client level via an email whitelist in `login.html`. Only emails in the `allowedEmails` array can log in — all others receive an "Access denied" error: + +```js +const allowedEmails = ['your-email@gmail.com']; +``` + +> [!IMPORTANT] +> Update this whitelist with your authorized email addresses before deploying. This is a **client-side** check; for production use, combine with GCP Console's OAuth test user list for server-side enforcement. + +## 🖥️ Multi-Chart Layouts + +| Layout | Description | +|--------|-------------| +| **Single** | One full-screen chart | +| **Vertical** | Two charts stacked vertically | +| **Horizontal** | Two charts side by side | +| **1L + 2R** | One large chart on left, two stacked on right | + +All dividers are draggable for custom sizing. + +## 📦 Dependencies + +| Dependency | Purpose | +|------------|---------| +| [View Charting Library](https://www.tradingview.com/charting-library-docs/) v29.4 | Charting engine | +| [Google Identity Services](https://developers.google.com/identity/gsi/web) | OAuth authentication | +| Nginx Alpine | Production static file serving | + +## 📜 License + +MIT + + +Generated By Claude Opus 4.6 diff --git a/frontend/auth-config.js b/frontend/auth-config.js new file mode 100644 index 0000000..9b496c7 --- /dev/null +++ b/frontend/auth-config.js @@ -0,0 +1,28 @@ +window.API_CONFIG = { baseUrl: 'https://xxx.xxx.com' }; + +/** + * Google OAuth Configuration + * Configure your Google OAuth Client ID here + * Access control is managed via the test users list in GCP Console + */ + +const AUTH_CONFIG = { + // Client ID obtained from GCP Console + // Replace with your actual Client ID + clientId: 'xxxxxxxxxxxxxxxxxxxxxxxxxx.apps.googleusercontent.com', + + // Authentication success callback + onSuccess: (user) => { + console.log('Authentication successful:', user.email); + // Additional logic can be added here, e.g. logging + }, + + // Authentication failure callback + onError: (error) => { + console.error('Authentication error:', error); + // Error handling logic can be added here + } +}; + +// Export configuration +window.AUTH_CONFIG = AUTH_CONFIG; diff --git a/frontend/auth.js b/frontend/auth.js new file mode 100644 index 0000000..e839f05 --- /dev/null +++ b/frontend/auth.js @@ -0,0 +1,278 @@ +/** + * Google OAuth Login Guard + * Only authorized Google accounts can access the application + */ + +class AuthGuard { + constructor(config) { + this.clientId = config.clientId; + this.onSuccess = config.onSuccess || (() => { }); + this.onError = config.onError || ((error) => console.error(error)); + + this.user = null; + this.isAuthenticated = false; + } + + /** + * Initialize Google Sign-In + */ + init() { + return new Promise((resolve, reject) => { + // Load Google Identity Services + const script = document.createElement('script'); + script.src = 'https://accounts.google.com/gsi/client'; + script.async = true; + script.defer = true; + + script.onload = () => { + this.initializeGoogleAuth(); + resolve(); + }; + + script.onerror = () => { + reject(new Error('Failed to load Google Identity Services')); + }; + + document.head.appendChild(script); + }); + } + + /** + * Initialize Google OAuth + */ + initializeGoogleAuth() { + google.accounts.id.initialize({ + client_id: this.clientId, + callback: this.handleCredentialResponse.bind(this), + auto_select: true, + cancel_on_tap_outside: false + }); + + // Check if already logged in + this.checkExistingSession(); + } + + /** + * Check locally stored session + */ + checkExistingSession() { + const savedUser = localStorage.getItem('auth_user'); + const savedToken = localStorage.getItem('auth_token'); + + if (savedUser && savedToken) { + try { + const user = JSON.parse(savedUser); + // Verify if token is expired + const tokenData = this.parseJwt(savedToken); + if (tokenData.exp * 1000 > Date.now()) { + this.user = user; + this.isAuthenticated = true; + this.onSuccess(user); + this.hideLoginUI(); + return; + } + } catch (e) { + console.error('Invalid session data:', e); + } + } + + // No valid session, show login UI + this.showLoginUI(); + } + + /** + * Handle Google login response + */ + handleCredentialResponse(response) { + try { + const credential = response.credential; + const userData = this.parseJwt(credential); + + // Save user info and token + this.user = { + email: userData.email, + name: userData.name, + picture: userData.picture, + sub: userData.sub + }; + this.isAuthenticated = true; + + localStorage.setItem('auth_user', JSON.stringify(this.user)); + localStorage.setItem('auth_token', credential); + + this.hideLoginUI(); + this.onSuccess(this.user); + + // Reload page to initialize the application + location.reload(); + + } catch (error) { + this.onError({ + type: 'AUTH_ERROR', + message: 'Authentication failed', + error + }); + } + } + + /** + * Show login UI + */ + showLoginUI() { + const loginContainer = document.createElement('div'); + loginContainer.id = 'auth-container'; + loginContainer.innerHTML = ` + +
+ +
+ + +
+

Tradingview

+

Sign in with your authorized Google account to continue

+
+
+
+ `; + + document.body.appendChild(loginContainer); + + // Render Google Sign-In button + google.accounts.id.renderButton( + document.getElementById('google-signin-button'), + { + theme: 'filled_blue', + size: 'large', + text: 'signin_with', + shape: 'rectangular', + width: 300 + } + ); + } + + + /** + * Hide login UI + */ + hideLoginUI() { + const container = document.getElementById('auth-container'); + if (container) { + container.remove(); + } + } + + /** + * Logout + */ + logout() { + this.user = null; + this.isAuthenticated = false; + localStorage.removeItem('auth_user'); + localStorage.removeItem('auth_token'); + + // Clear Google session + google.accounts.id.disableAutoSelect(); + + // Reload page + location.reload(); + } + + /** + * Parse JWT token + */ + parseJwt(token) { + const base64Url = token.split('.')[1]; + const base64 = base64Url.replace(/-/g, '+').replace(/_/g, '/'); + const jsonPayload = decodeURIComponent(atob(base64).split('').map(function (c) { + return '%' + ('00' + c.charCodeAt(0).toString(16)).slice(-2); + }).join('')); + return JSON.parse(jsonPayload); + } + + /** + * Get current user + */ + getUser() { + return this.user; + } + + /** + * Check if user is authenticated + */ + isUserAuthenticated() { + return this.isAuthenticated; + } +} + +// Export to global scope +window.AuthGuard = AuthGuard; diff --git a/frontend/charting_library.d.ts b/frontend/charting_library.d.ts new file mode 100644 index 0000000..250a5c6 --- /dev/null +++ b/frontend/charting_library.d.ts @@ -0,0 +1,5 @@ +export * from './charting_library/charting_library'; +declare module 'charting_library/datafeeds/udf/dist/bundle' { + const UDFCompatibleDatafeed: typeof import('./datafeeds/udf/src/udf-compatible-datafeed').UDFCompatibleDatafeed; + export { UDFCompatibleDatafeed }; +} diff --git a/frontend/charting_library/bundles/1072.67a2846c0506e2e592be.css b/frontend/charting_library/bundles/1072.67a2846c0506e2e592be.css new file mode 100644 index 0000000..0421f72 --- 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pointercancel";function st(){this.evEl=nt,this.evWin=rt,H.apply(this,arguments),this.store=this.manager.session.pointerEvents=[]}r.MSPointerEvent&&!r.PointerEvent&&(nt="MSPointerDown",rt="MSPointerMove MSPointerUp MSPointerCancel"),E(st,H,{handler:function(t){var e=this.store,i=!1,n=t.type.toLowerCase().replace("ms",""),r=et[n],s=it[t.pointerType]||t.pointerType,o=s==F,a=w(e,t.pointerId,"pointerId");1&r&&(0===t.button||o)?a<0&&(e.push(t),a=e.length-1):12&r&&(i=!0),a<0||(e[a]=t,this.callback(this.manager,r,{pointers:e,changedPointers:[t],pointerType:s,srcEvent:t}),i&&e.splice(a,1))}});var ot={touchstart:1,touchmove:2,touchend:4,touchcancel:8};function at(){this.evTarget="touchstart",this.evWin="touchstart touchmove touchend touchcancel",this.started=!1,H.apply(this,arguments)}function ht(t,e){var i=x(t.touches),n=x(t.changedTouches);return 12&e&&(i=O(i.concat(n),"identifier",!0)),[i,n]}E(at,H,{handler:function(t){var e=ot[t.type];if(1===e&&(this.started=!0),this.started){var i=ht.call(this,t,e);12&e&&i[0].length-i[1].length==0&&(this.started=!1),this.callback(this.manager,e,{pointers:i[0],changedPointers:i[1],pointerType:F,srcEvent:t})}}});var ut={touchstart:1,touchmove:2,touchend:4,touchcancel:8},ct="touchstart touchmove touchend touchcancel";function lt(){this.evTarget=ct,this.targetIds={},H.apply(this,arguments)}function pt(t,e){var i=x(t.touches),n=this.targetIds;if(3&e&&1===i.length)return n[i[0].identifier]=!0,[i,i];var r,s,o=x(t.changedTouches),a=[],h=this.target;if(s=i.filter((function(t){return S(t.target,h)})),1===e)for(r=0;r-1&&n.splice(t,1)}),2500)}}function mt(t){for(var e=t.srcEvent.clientX,i=t.srcEvent.clientY,n=0;n-1&&this.requireFail.splice(e,1),this},hasRequireFailures:function(){return this.requireFail.length>0},canRecognizeWith:function(t){return!!this.simultaneous[t.id]},emit:function(t){ +var e=this,i=this.state;function n(i){e.manager.emit(i,t)}i<8&&n(e.options.event+wt(i)),n(e.options.event),t.additionalEvent&&n(t.additionalEvent),i>=8&&n(e.options.event+wt(i))},tryEmit:function(t){if(this.canEmit())return this.emit(t);this.state=Pt},canEmit:function(){for(var t=0;te.threshold&&r&e.direction},attrTest:function(t){return Rt.prototype.attrTest.call(this,t)&&(2&this.state||!(2&this.state)&&this.directionTest(t))},emit:function(t){this.pX=t.deltaX,this.pY=t.deltaY;var e=xt(t.direction);e&&(t.additionalEvent=this.options.event+e),this._super.emit.call(this,t)}}),E(zt,Rt,{defaults:{event:"pinch",threshold:0,pointers:2},getTouchAction:function(){return[At]},attrTest:function(t){return this._super.attrTest.call(this,t)&&(Math.abs(t.scale-1)>this.options.threshold||2&this.state)},emit:function(t){if(1!==t.scale){var e=t.scale<1?"in":"out";t.additionalEvent=this.options.event+e}this._super.emit.call(this,t)}}),E(Nt,Dt,{defaults:{event:"press",pointers:1,time:251,threshold:9},getTouchAction:function(){return[Et]},process:function(t){var e=this.options,i=t.pointers.length===e.pointers,n=t.distancee.time;if(this._input=t,!n||!i||12&t.eventType&&!r)this.reset();else if(1&t.eventType)this.reset(),this._timer=v((function(){this.state=8,this.tryEmit()}),e.time,this);else if(4&t.eventType)return 8;return Pt},reset:function(){clearTimeout(this._timer)},emit:function(t){8===this.state&&(t&&4&t.eventType?this.manager.emit(this.options.event+"up",t):(this._input.timeStamp=f(),this.manager.emit(this.options.event,this._input)))}}),E(Xt,Rt,{defaults:{event:"rotate",threshold:0,pointers:2},getTouchAction:function(){return[At]},attrTest:function(t){return this._super.attrTest.call(this,t)&&(Math.abs(t.rotation)>this.options.threshold||2&this.state)}}),E(Yt,Rt,{defaults:{event:"swipe",threshold:10,velocity:.3,direction:30,pointers:1},getTouchAction:function(){return Mt.prototype.getTouchAction.call(this)},attrTest:function(t){var e,i=this.options.direction +;return 30&i?e=t.overallVelocity:6&i?e=t.overallVelocityX:i&W&&(e=t.overallVelocityY),this._super.attrTest.call(this,t)&&i&t.offsetDirection&&t.distance>this.options.threshold&&t.maxPointers==this.options.pointers&&p(e)>this.options.velocity&&4&t.eventType},emit:function(t){var e=xt(t.offsetDirection);e&&this.manager.emit(this.options.event+e,t),this.manager.emit(this.options.event,t)}}),E(Ft,Dt,{defaults:{event:"tap",pointers:1,taps:1,interval:300,time:250,threshold:9,posThreshold:10},getTouchAction:function(){return[It]},process:function(t){var e=this.options,i=t.pointers.length===e.pointers,n=t.distance{i.d(t,{LineToolRiskRewardBase:()=>N,registerReversibleTool:()=>E,roundValue:()=>M});var s=i(50279),r=i(50151),n=i(11542),o=i(8025),c=i(93280),a=i(74079),l=i(29875),u=i(76386),h=i(76050),d=i(98558),p=i(19063);class _ extends d.PriceAxisView{constructor(e,t){super(),this._source=e,this._data=t}_updateRendererData(e,t,i){if(e.visible=!1,!this._showAxisLabel())return;const s=this._source.priceScale();if(0===this._source.points().length||null===s||s.isEmpty())return;const r=this._source.ownerSource(),n=null!==r?r.firstValue():null;if(null===n)return;const o=this._data.priceProperty.value(),c=(0,p.resetTransparency)(this._data.colorProperty.value());i.background=c,i.textColor=this.generateTextColor(c),i.coordinate=s.priceToCoordinate(o,n),e.text=s.formatPrice(o,n),e.visible=!0}_showAxisLabel(){return this._source.properties().childs().showPriceLabels.value()||this._source.model().selection().isSelected(this._source)}}var y=i(12988);class P extends y.Property{constructor(e,t){super(),this._lineSource=e,this._pointIndex=t}value(){const e=this._lineSource.points(),t=e[this._pointIndex]?e[this._pointIndex].price:this._lineSource.normalizedPoints()[this._pointIndex].price;return this._formatAndParsePrice(t)}state(){return this.value()}merge(e,t){return this.setValue(e),t?[]:null}_formatAndParsePrice(e){const t=(0,r.ensureNotNull)(this._lineSource.ownerSource()),i=t.defaultFormatter?.()||t.formatter();if(i.parse){const t=i.format(e),s=i.parse(t);return s.res?s.value:e}return e}}class S extends P{constructor(e){super(e,0)}setValue(e){if(this._lineSource.isSourceHidden()){const t=this._lineSource.normalizedPoints();return t[this._pointIndex].price=parseFloat(e.toString()),void this._lineSource.restorePoints(t,[])}const t=this._lineSource.points()[this._pointIndex];this._lineSource.startChanging(this._pointIndex,t),t.price=parseFloat(e.toString()),this._lineSource.setPoint(this._pointIndex,t),this._lineSource.recalculate(),this._lineSource.model().updateSource(this._lineSource),this._listeners.fire(this,""),this._lineSource.endChanging(!1,!1),this._lineSource.syncPriceLevels()}}class v extends P{constructor(e){super(e,1)}value(){const e=this._lineSource.stopPrice();return this._formatAndParsePrice(e)}setValue(e){const t=Math.round(Math.abs(e-this._lineSource.entryPrice())*this._lineSource.ownerSourceBase());this._lineSource.properties().childs().stopLevel.setValue(t),this._lineSource.syncPriceLevels()}}class m extends P{constructor(e){super(e,2)}value(){const e=this._lineSource.profitPrice();return this._formatAndParsePrice(e)}setValue(e){const t=Math.round(Math.abs(e-this._lineSource.entryPrice())*this._lineSource.ownerSourceBase());this._lineSource.properties().childs().profitLevel.setValue(t),this._lineSource.syncPriceLevels()}}var f,g=i(37265),b=i(928),x=i(44672),w=i(77148),C=i(29023),k=i(45126),R=i(64147),L=i(92184),V=i(29137),A=i(19466);function M(e){return parseFloat(e.toFixed(2))}!function(e){ +e[e.InitialVersion=1]="InitialVersion",e[e.CurrentVersion=2]="CurrentVersion"}(f||(f={}));const I=new Map;function E(e,t){I.set(e,t)}const z=new k.TranslatedString("reverse {tool}",n.t(null,void 0,i(66643)));class N extends l.LineDataSource{constructor(e,t,s,n){super(e,t,s,n),this._hasEditableCoordinates=new R.WatchedValue(!1),this._studySource=null,this._metaInfo=null,this._riskInChange=!1,this._syncStateExclusions.push("points","entryPrice","stopPrice","targetPrice","stopLevel","profitLevel","riskSize","qty","amountTarget","amountStop");const o=this._metaInfo?.inputs.find((e=>"account_currency"===e.id)),a=t.childs().currency.value();o&&!o.options.includes(a)&&t.childs().currency.setValue(o.defval),o&&t.childs().currency.subscribe(this,this._updateStudySource),this.version=2,t.hasChild("stopLevel")||t.hasChild("profitLevel")||(t.addProperty("stopLevel",0),t.addProperty("profitLevel",0),this.ownerSourceChanged().subscribe(this,(()=>{const i=(0,r.ensureNotNull)(e.timeScale().visibleBarsStrictRange()),s=i.firstBar(),n=i.lastBar(),o=(0,r.ensureNotNull)(this.ownerSource()),a=o.priceScale();if(a){let e=(0,r.ensureNotNull)(o.priceRange(s,n,{targetPriceScale:a,scaleSeriesOnly:a?.isScaleSeriesOnly()}));if(a.isLog()){const t=a.logicalToPrice(e.minValue()),i=a.logicalToPrice(e.maxValue());e=new c.PriceRange(t,i)}if(e&&!e.isEmpty()){const i=Math.round(.2*e.length()*this.ownerSourceBase());t.merge({stopLevel:i,profitLevel:i})}}}),!0)),t.hasChild("entryPointCurrencyRate")||t.addProperty("entryPointCurrencyRate",1),t.hasChild("closePointCurrencyRate")||t.addProperty("closePointCurrencyRate",1);const l=t.childs();l.stopLevel.subscribe(this,this.recalculate),l.stopLevel.subscribe(null,(()=>{this.properties().childs().stopPrice.fireChanged()})),l.profitLevel.subscribe(this,this.recalculate),l.profitLevel.subscribe(null,(()=>{this.properties().childs().targetPrice.fireChanged()})),t.addChild("entryPrice",new S(this)),t.addChild("stopPrice",new v(this)),t.addChild("targetPrice",new m(this)),t.hasChild("riskSize")||t.addProperty("riskSize",0),t.hasChild("qty")||t.addProperty("qty",0),t.hasChild("amountTarget")||t.addProperty("amountTarget",l.accountSize.value()),t.hasChild("amountStop")||t.addProperty("amountStop",l.accountSize.value()),["riskSize","qty","amountTarget","amountStop","currency","entryPointCurrencyRate","closePointCurrencyRate"].forEach((e=>{t.addExcludedKey(e,1)})),["qty","amountTarget","amountStop","currency","entryPointCurrencyRate","closePointCurrencyRate"].forEach((e=>{t.addExcludedKey(e,4)})),l.risk.subscribe(this,this._recalculateRiskSize),l.accountSize.subscribe(this,this._recalculateRiskSize),l.riskDisplayMode.subscribe(this,this._recalculateRisk),l.riskDisplayMode.subscribe(this,this._recalculateRiskSize),l.entryPrice.subscribe(this,this._recalculateRiskSize),l.stopPrice.subscribe(this,this._recalculateRiskSize),l.profitLevel.subscribe(this,this._recalculateRiskSize),l.profitLevel.subscribe(this,this.syncPriceLevels.bind(this)),l.stopLevel.subscribe(this,this._recalculateRiskSize), +l.stopLevel.subscribe(this,this.syncPriceLevels.bind(this)),l.qty.subscribe(this,this._recalculateRiskSize),this.ownerSourceChanged().subscribe(null,((e,t)=>{e&&e.barsProvider().dataUpdated().unsubscribeAll(this),t&&t.barsProvider().dataUpdated().subscribe(this,this._onSeriesUpdated)})),this.pointAdded().subscribe(this,(e=>{switch(e){case h.RiskRewardPointIndex.Entry:case h.RiskRewardPointIndex.Close:this._recalculateRiskSize(),this._recalculateQty()}this._updateStudySource()})),this.pointChanged().subscribe(this,(e=>{switch(e){case h.RiskRewardPointIndex.Entry:case h.RiskRewardPointIndex.Close:this._recalculateRiskSize(),this._recalculateQty()}this._updateStudySource()})),l.riskDisplayMode.value()===u.RiskDisplayMode.Percentage&&l.risk.value()>100&&l.riskDisplayMode.setValueSilently(u.RiskDisplayMode.Money),l.entryPrice.subscribe(this,this._recalculateQty),l.stopPrice.subscribe(this,this._recalculateQty),l.riskSize.subscribe(this,this._recalculateQty),l.entryPrice.subscribe(this,this._recalculateAmount),l.profitLevel.subscribe(this,this._recalculateAmount),l.stopLevel.subscribe(this,this._recalculateAmount),l.accountSize.subscribe(this,this._recalculateAmount),l.riskSize.subscribe(this,this._recalculateAmount),l.qty.subscribe(this,this._recalculateAmount),this._entryPriceAxisView=new _(this,{colorProperty:l.linecolor,priceProperty:l.entryPrice}),this._stopPriceAxisView=new _(this,{colorProperty:l.stopBackground,priceProperty:l.stopPrice}),this._profitPriceAxisView=new _(this,{colorProperty:l.profitBackground,priceProperty:l.targetPrice}),[l.entryPointCurrencyRate,l.closePointCurrencyRate].forEach((e=>{e.subscribe(this,(()=>{this._recalculateAmount(),this._recalculateRiskSize(),this._recalculateQty()}))})),Promise.all([i.e(6290),i.e(9116),i.e(1200),i.e(1583)]).then(i.bind(i,1971)).then((({RiskRewardPaneView:t})=>{const i=[new t(this,e)];this._setPaneViews(i)}))}destroy(){this.ownerSource()?.barsProvider().dataUpdated().unsubscribeAll(this),this.ownerSourceChanged().unsubscribeAll(this),this._studySource?.destroy(),super.destroy()}availableCurrencies(){const e=(0,r.ensureDefined)(this._metaInfo?.inputs.find((e=>"account_currency"===e.id)));return(0,r.ensureDefined)(e.options)}setOwnerSource(e){super.setOwnerSource(e);const t=this.ownerSource();t&&t.symbolSource().symbolInfo()&&(this._recalculateAmount(),this._recalculateRiskSize(),this._recalculateQty())}pointsCount(){return 2}priceAxisPoints(){if(!this._points.length)return[];const e=this._points[0],t=this._properties.childs();return[{...e,price:t.stopPrice.value()},{...e,price:t.entryPrice.value()},{...e,price:t.targetPrice.value()}]}priceAxisViews(e,t){return this.isSourceHidden()||t!==this.priceScale()||this._model.paneForSource(this)!==e?null:[this._entryPriceAxisView,this._stopPriceAxisView,this._profitPriceAxisView]}updateAllViews(e){this.isActualSymbol()&&this.properties().childs().visible.value()&&((0,b.hideAllDrawings)().value()&&this.userEditEnabled()||(super.updateAllViews(e),this._entryPriceAxisView.update(e),this._stopPriceAxisView.update(e), +this._profitPriceAxisView.update(e)))}migrateVersion(e,t,i){if(1===e&&this._points.length>=1){const e=[];e.push(this._points[0]);let t=this._points[0];if(t={price:t.price,index:this._getClosePointIndex(t.index),interval:this._properties.childs().interval.value()},e.push(t),this._points[1]&&e.push(this._points[1]),this._points[2]&&e.push(this._points[2]),this._points=e,this._timePoint.length>=1){const t=[],i=this._timePoint[0];t.push(i);const s={price:i.price,time_t:i.time_t,offset:this._getClosePointIndex(i.offset)};t.push(s),this._timePoint[1]&&e.push(this._points[1]),this._timePoint[2]&&e.push(this._points[2]),this._timePoint=t}}}restoreExternalState(e){if(!(0,g.isNumber)(e.entryPrice))return void super.restoreExternalState(e);let t;if(this.isActualSymbol())t=e;else{const{entryPrice:i,...s}=e,[r]=this._timePoint;r.price=i,t=s}this.properties().merge(t)}addPoint(e,t,i){e.price=this._roundPrice(e.price),super.addPoint(e,void 0,!0);const s={price:e.price,index:this._getClosePointIndex(e.index)};super._addPointIntenal(s,void 0,!0);const r=this._calculateActualEntry(e,s);if(r){super._addPointIntenal(r,void 0,!0);const e=this._findClosePoint(r,s);e&&super._addPointIntenal(e,void 0,!0)}return this._lastPoint=null,this._normalizePoints(),this.createServerPoints(),!0}setPoint(e,t,i,s){if(this.isSourceHidden())return;const r=this.properties().childs();switch(this._muteSyncLineStyle(),e){case 0:this._changeEntryPoint({...t,interval:this._model.mainSeries().interval()});break;case 2:r.stopPrice.setValue(this.prepareStopPrice(t.price));break;case 3:r.targetPrice.setValue(this.prepareProfitPrice(t.price));break;case 1:t.price=this._points[0].price,super.setPoint(1,t),this.recalculate()}this._unmuteSyncLineStyleWithoutApplyingChanges(),s||this.syncPriceLevels()}getPoint(e){if(this.isSourceHidden())return null;switch(e){case 0:return this._points[0];case 1:return{index:this._points[1].index,price:this._points[0].price};case 2:return{index:this._points[0].index,price:this.stopPrice()};case 3:return{index:this._points[0].index,price:this.profitPrice()}}return null}setPoints(e){this.isSourceHidden()||(this._muteSyncLineStyle(),super.setPoints(e),this.recalculate(),this._unmuteSyncLineStyleWithoutApplyingChanges(),this.syncPriceLevels())}start(){super.start(),this.recalculate()}startMoving(e,t,i,s){const n=(0,r.ensureDefined)(e.logical);n.price=this._roundPrice(n.price),super.startMoving(e,t,i)}move(e,t,i,s){const n=(0,r.ensureDefined)(e.logical);n.price=this._roundPrice(n.price),super.move(e,t,i),this.recalculate(),this._entryPriceAxisView.update((0,x.sourceChangeEvent)(this.id()))}axisPoints(){if(!this._points[h.RiskRewardPointIndex.ActualEntry])return[];const e=this._points[h.RiskRewardPointIndex.ActualEntry];let t=null;if(4===this._points.length)t=this._points[h.RiskRewardPointIndex.ActualClose];else{const e=this.lastBarData();if(!e)return[];t={index:e.index,price:e.closePrice}}return[e,t]}recalculateStateByData(){this.recalculate()}recalculate(){if(0===this.points().length)return +;const e=this.properties().childs(),t=e.targetPrice.value(),i=e.stopPrice.value(),s=[this._points[0],this._points[1]],r=this._calculateActualEntry(this.points()[0],this.points()[1]),n=this._model.mainSeries().interval();if(r){s.push({...r,interval:n});const e=this._findClosePoint(r,this.points()[1]);e&&s.push({...e,interval:n})}this._points=s,t!==e.targetPrice.value()&&e.targetPrice.fireChanged(),i!==e.stopPrice.value()&&e.stopPrice.fireChanged()}syncPriceLevels(){const e=this.linkKey().value();if(e){const t=this.properties().childs();this._syncLineStyleChanges(e,{entryPrice:t.entryPrice.value(),stopLevel:t.stopLevel.value(),profitLevel:t.profitLevel.value()})}}entryPrice(){const e=this.points();return 0===e.length?this._timePoint[0].price:e[0].price}lastBarData(){const e=this.ownerSource()?.barsProvider();if(!e)return null;const t=e.bars().firstIndex(),i=e.bars().lastIndex();if(null===t||null===i||isNaN(t)||isNaN(i))return null;const s=this.points();if(4===s.length){const e=s[h.RiskRewardPointIndex.ActualClose];return e.index{const t=z.format({tool:(0,V.getTranslatedStringForSource)(A.TitleDisplayTarget.StatusLine,this)});e.beginUndoMacro(t);const i=function(e,t){const 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e===u.RiskDisplayMode.Percentage?(0,a.getNumericFormatter)(2):(0,a.getNumericFormatter)()}_getClosePointIndex(e){const t=this._model.timeScale(),i=Math.round(t.width()/t.barSpacing());return e+Math.max(3,Math.round(.15*i))}_findClosePoint(e,t){const i=this.ownerSource();if(!i)return null;const s=i.barsProvider().bars(),n=(0,r.ensureNotNull)(s.firstIndex()),o=Math.max(e.index,n),c=(0,r.ensureNotNull)(s.lastIndex()),a=Math.min(c,t.index-1);for(const e of s.rangeIterator(o,a+1)){const t=e.value;if(null===t)continue;const i=this._checkStopPrice(t);if(null!=i)return{index:e.index,price:i}}return null}_changeEntryPoint(e){const 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