@gabriel3615/ta_analysis/dist/analysis/integration/BinanceProvider.js

stock ta analysis

function mapInterval(interval) {
    if (interval === '1h')
        return '1h';
    if (interval === '1d')
        return '1d';
    return '1w';
}
function intervalMs(interval) {
    if (interval === '1h')
        return 60 * 60 * 1000;
    if (interval === '1d')
        return 24 * 60 * 60 * 1000;
    return 7 * 24 * 60 * 60 * 1000;
}
function normalizeSpotSymbol(input) {
    if (!input)
        return input;
    const s = String(input).trim().toUpperCase();
    if (s.includes('-') || s.includes('/')) {
        const [base, rawQuote] = s.split(/[-/]/);
        const quote = rawQuote === 'USD' ? 'USDT' : rawQuote;
        return `${base}${quote}`;
    }
    return s;
}
export class BinanceProvider {
    constructor() {
        this.baseUrl = 'https://api.binance.com';
    }
    async getKlines(symbol, interval, startTime, endTime) {
        const normSymbol = normalizeSpotSymbol(symbol);
        const iv = mapInterval(interval);
        const step = intervalMs(interval);
        const limit = 1000; // Binance max
        const result = [];
        let from = startTime.getTime();
        const end = endTime.getTime();
        while (from < end) {
            const params = new URLSearchParams({
                symbol: normSymbol,
                interval: iv,
                startTime: String(from),
                endTime: String(end),
                limit: String(limit),
            });
            const url = `${this.baseUrl}/api/v3/klines?${params.toString()}`;
            const res = await fetch(url);
            if (!res.ok)
                break;
            const arr = await res.json();
            if (!Array.isArray(arr) || arr.length === 0)
                break;
            for (const row of arr) {
                const openTime = Number(row[0]);
                if (openTime >= from && openTime <= end) {
                    result.push({
                        symbol: normSymbol,
                        open: Number(row[1]),
                        high: Number(row[2]),
                        low: Number(row[3]),
                        close: Number(row[4]),
                        volume: Number(row[5]),
                        timestamp: new Date(openTime),
                    });
                }
            }
            const last = Number(arr[arr.length - 1]?.[0]);
            const next = Math.max(from + step, last + step);
            if (next <= from)
                break; // safety
            from = next;
            // 小等待以避免突发速率（通常无需）
            if (arr.length >= limit)
                await new Promise(r => setTimeout(r, 100));
        }
        // 排序保证升序
        result.sort((a, b) => a.timestamp.getTime() - b.timestamp.getTime());
        return result;
    }
}