diff --git a/common/convert/datetime_convert.py b/common/convert/datetime_convert.py
new file mode 100644
index 0000000..0d554cc
--- /dev/null
+++ b/common/convert/datetime_convert.py
@@ -0,0 +1,128 @@
+# datetime_convert.py
+
+import pytz
+from datetime import datetime, timezone
+import pandas as pd
+
+def datetime_to_int(dt: datetime) -> int:
+    """
+    将 datetime 对象转换为毫秒级时间戳 (int)。
+
+    Args:
+        dt (datetime): 要转换的 datetime 对象。
+
+    Returns:
+        int: 毫秒级时间戳。
+    """
+    # 如果 datetime 对象没有时区信息，则默认为 UTC
+    if dt.tzinfo is None:
+        # 假设输入是 UTC 时间
+        dt = dt.replace(tzinfo=timezone.utc)
+    # 转换为 UTC 时间戳 (秒)，再乘以 1000 得到毫秒
+    return int(dt.timestamp() * 1000)
+
+def int_to_datetime(ts_ms: int, tz_info: str = 'UTC') -> datetime:
+    """
+    将毫秒级时间戳转换为 datetime 对象。
+
+    Args:
+        ts_ms (int): 毫秒级时间戳。
+        tz_info (str): 目标时区名称 (如 'UTC', 'Asia/Shanghai')。默认为 'UTC'。
+
+    Returns:
+        datetime: 转换后的 datetime 对象。
+    """
+    # 先转换为秒级时间戳
+    ts_s = ts_ms / 1000.0
+    # 使用 pandas 转换，方便处理时区
+    dt_utc = pd.to_datetime(ts_s, unit='s', utc=True)
+    # 转换为目标时区
+    if tz_info != 'UTC':
+        target_tz = pytz.timezone(tz_info)
+        dt_target = dt_utc.tz_convert(target_tz)
+        return dt_target.to_pydatetime()
+    else:
+        # 如果目标是 UTC，直接返回 UTC 时间
+        return dt_utc.to_pydatetime()
+
+def utc_to_beijing(utc_dt: datetime) -> datetime:
+    """
+    将 UTC 时间转换为北京时间 (东八区)。
+
+    Args:
+        utc_dt (datetime): UTC 时间的 datetime 对象。
+
+    Returns:
+        datetime: 北京时间的 datetime 对象。
+    """
+    # 确保输入是 UTC 时区
+    if utc_dt.tzinfo is None:
+        utc_dt = utc_dt.replace(tzinfo=pytz.UTC)
+    elif utc_dt.tzinfo != pytz.UTC:
+        # 如果不是 UTC，先转换为 UTC
+        utc_dt = utc_dt.astimezone(pytz.UTC)
+    # 转换为北京时间
+    beijing_tz = pytz.timezone('Asia/Shanghai')
+    beijing_dt = utc_dt.astimezone(beijing_tz)
+    return beijing_dt
+
+def beijing_to_utc(beijing_dt: datetime) -> datetime:
+    """
+    将北京时间 (东八区) 转换为 UTC 时间。
+
+    Args:
+        beijing_dt (datetime): 北京时间的 datetime 对象。
+
+    Returns:
+        datetime: UTC 时间的 datetime 对象。
+    """
+    # 确保输入是北京时间时区
+    if beijing_dt.tzinfo is None:
+        # 如果没有时区信息，默认为北京时间 (Asia/Shanghai)
+        beijing_dt = pytz.timezone('Asia/Shanghai').localize(beijing_dt)
+    elif beijing_dt.tzinfo != pytz.timezone('Asia/Shanghai'):
+        # 如果不是北京时间时区，先本地化为北京时间
+        beijing_dt = pytz.timezone('Asia/Shanghai').localize(beijing_dt)
+    # 转换为 UTC
+    utc_dt = beijing_dt.astimezone(pytz.UTC)
+    return utc_dt
+
+# --- 示例用法 (可选，放在文件末尾或单独的测试脚本中) ---
+if __name__ == "__main__":
+    print("=== datetime 转换测试 ===")
+
+    # 1. datetime 转 int (时间戳)
+    now_utc = datetime.now(timezone.utc)
+    timestamp = datetime_to_int(now_utc)
+    print(f"当前UTC时间: {now_utc}")
+    print(f"时间戳 (毫秒): {timestamp}")
+
+    # 2. int 转 datetime
+    dt_from_ts = int_to_datetime(timestamp, 'UTC')
+    print(f"从时间戳还原 UTC 时间: {dt_from_ts}")
+    dt_from_ts_beijing = int_to_datetime(timestamp, 'Asia/Shanghai')
+    print(f"从时间戳还原 北京时间: {dt_from_ts_beijing}")
+
+    # 3. UTC 转 北京时间
+    utc_time = datetime(2023, 10, 15, 12, 0, 0, tzinfo=pytz.UTC)
+    beijing_time = utc_to_beijing(utc_time)
+    print(f"UTC时间: {utc_time}")
+    print(f"北京时间: {beijing_time}")
+
+    # 4. 北京时间 转 UTC
+    beijing_time_2 = datetime(2023, 10, 15, 20, 0, 0, tzinfo=pytz.timezone('Asia/Shanghai'))
+    utc_time_2 = beijing_to_utc(beijing_time_2)
+    print(f"北京时间: {beijing_time_2}")
+    print(f"UTC时间: {utc_time_2}")
+
+    # 5. 无时区信息的 datetime (假设为 UTC)
+    naive_dt = datetime(2023, 10, 15, 12, 0, 0)
+    timestamp_naive = datetime_to_int(naive_dt)
+    print(f"无时区信息的 datetime: {naive_dt}")
+    print(f"假设为 UTC 转换的时间戳: {timestamp_naive}")
+
+    # 6. 无时区信息的 datetime 转 北京时间
+    # 通常这种情况下，你可能想把它当作 UTC 处理
+    naive_dt_utc = naive_dt.replace(tzinfo=pytz.UTC) # 显式设置为 UTC
+    beijing_from_naive = utc_to_beijing(naive_dt_utc)
+    print(f"假设为 UTC 的 datetime 转北京时间: {beijing_from_naive}")
\ No newline at end of file
diff --git a/data_manager/data_structure/binance_kline.py b/data_manager/data_structure/binance_kline.py
new file mode 100644
index 0000000..4f97ca3
--- /dev/null
+++ b/data_manager/data_structure/binance_kline.py
@@ -0,0 +1,128 @@
+# data_manager/data_structure/binance_kline.py
+
+from typing import List
+from .kline_base import KlineBase
+import datetime
+import pytz
+import pandas as pd
+
+class BinanceKline(KlineBase):
+    """
+    Binance K线数据类，继承自KlineBase，包含Binance特有的额外字段。
+    """
+
+    def __init__(self, raw_data: List):
+        """
+        从Binance API返回的原始数据列表初始化。
+
+        Args:
+            raw_data: Binance API返回的单个K线数据列表，格式如下：
+                [
+                    1764837300000, // 开盘时间戳
+                    '3180.66',     // 开盘价
+                    '3186.50',     // 最高价
+                    '3180.66',     // 最低价
+                    '3182.22',     // 收盘价
+                    '1281.633',    // 成交量
+                    1764837599999, // 收盘时间戳
+                    '4080178.49870', // 成交额
+                    2411,          // 成交笔数
+                    '730.307',     // 主动买入成交量
+                    '2324986.16889', // 主动买入成交额
+                    '0'            // 请忽略该参数
+                ]
+        """
+        # 解析Binance特有的字段
+        open_time_ms = raw_data[0]
+        open_price = float(raw_data[1])
+        high_price = float(raw_data[2])
+        low_price = float(raw_data[3])
+        close_price = float(raw_data[4])
+        volume = float(raw_data[5])  # BTC
+        close_time_ms = raw_data[6]
+        quote_asset_volume = float(raw_data[7])  # USDT
+        trade_count = raw_data[8]  # 成交笔数
+        taker_buy_volume = float(raw_data[9])  # 主动买入成交量 (BTC)
+        taker_buy_quote_volume = float(raw_data[10])  # 主动买入成交额 (USDT)
+        ignore = raw_data[11]  # 忽略
+
+        # 调用父类构造函数，传入必需的OHLCV信息
+        super().__init__(
+            open_time=open_time_ms,
+            close_time=close_time_ms,
+            open_price=open_price,
+            high_price=high_price,
+            low_price=low_price,
+            close_price=close_price,
+            volume=volume
+        )
+
+        # Binance特有的字段
+        self.quote_asset_volume = quote_asset_volume  # 成交额
+        self.trade_count = trade_count  # 成交笔数
+        self.taker_buy_volume = taker_buy_volume  # 主动买入成交量
+        self.taker_buy_quote_volume = taker_buy_quote_volume  # 主动买入成交额
+
+    @property
+    def open_datetime(self) -> datetime:
+        """获取开盘时间的datetime对象 (转换为北京时间)"""
+        # 1. 将毫秒时间戳转换为UTC datetime对象 (pandas.to_datetime 会自动处理)
+        utc_dt = pd.to_datetime(self.open_time, unit='ms', utc=True)
+        # 2. 设置为UTC时区 (确保是UTC)
+        utc_dt = utc_dt.tz_convert('UTC')
+        # 3. 转换为北京时间 (Asia/Shanghai)
+        beijing_tz = pytz.timezone('Asia/Shanghai')
+        beijing_dt = utc_dt.tz_convert(beijing_tz)
+        return beijing_dt.to_pydatetime()  # 转换回普通datetime对象
+
+    @property
+    def close_datetime(self) -> datetime:
+        """获取收盘时间的datetime对象 (转换为北京时间)"""
+        # 1. 将毫秒时间戳转换为UTC datetime对象 (pandas.to_datetime 会自动处理)
+        utc_dt = pd.to_datetime(self.close_time, unit='ms', utc=True)
+        # 2. 设置为UTC时区 (确保是UTC)
+        utc_dt = utc_dt.tz_convert('UTC')
+        # 3. 转换为北京时间 (Asia/Shanghai)
+        beijing_tz = pytz.timezone('Asia/Shanghai')
+        beijing_dt = utc_dt.tz_convert(beijing_tz)
+        return beijing_dt.to_pydatetime()  # 转换回普通datetime对象
+
+
+
+    def to_dict(self) -> dict:
+        """
+        将K线数据转换为字典格式。
+        包含所有Binance特有的字段。
+        """
+        base_dict = {
+            'open_time': self.open_time,
+            'close_time': self.close_time,
+            'open_price': self.open_price,
+            'high_price': self.high_price,
+            'low_price': self.low_price,
+            'close_price': self.close_price,
+            'volume': self.volume,
+            'quote_asset_volume': self.quote_asset_volume,
+            'trade_count': self.trade_count,
+            'taker_buy_volume': self.taker_buy_volume,
+            'taker_buy_quote_volume': self.taker_buy_quote_volume
+        }
+        return base_dict
+
+    def to_pandas_series(self) -> pd.Series:
+        """
+        将K线数据转换为pandas Series。
+        索引是 `open_time`。
+        """
+        series = pd.Series(self.to_dict())
+        series.name = self.open_time
+        return series
+
+    def __str__(self):
+        """字符串表示"""
+        base_str = super().__str__()
+        return f"{base_str} | QuoteVol: {self.quote_asset_volume:.2f} | Trades: {self.trade_count} | TakerVol: {self.taker_buy_volume} | TakerQuoteVol: {self.taker_buy_quote_volume}"
+
+    def __repr__(self):
+        """详细字符串表示"""
+        return self.__str__()
\ No newline at end of file
diff --git a/data_manager/data_structure/kline_base.py b/data_manager/data_structure/kline_base.py
new file mode 100644
index 0000000..765ac93
--- /dev/null
+++ b/data_manager/data_structure/kline_base.py
@@ -0,0 +1,68 @@
+# data_manager/data_structure/kline_base.py
+
+from abc import ABC, abstractmethod
+import pandas as pd
+from datetime import datetime
+
+class KlineBase(ABC):
+    """
+    K线数据基类，定义所有K线必须具备的核心属性和方法。
+    所有具体的K线类都应继承此基类。
+    """
+
+    def __init__(self, open_time: int, close_time: int, open_price: float, high_price: float,
+                 low_price: float, close_price: float, volume: float):
+        """
+        初始化K线基础信息。
+
+        Args:
+            open_time: 开盘时间戳 (毫秒)
+            close_time: 收盘时间戳 (毫秒)
+            open_price: 开盘价
+            high_price: 最高价
+            low_price: 最低价
+            close_price: 收盘价
+            volume: 成交量
+        """
+        self.open_time = open_time
+        self.close_time = close_time
+        self.open_price = open_price
+        self.high_price = high_price
+        self.low_price = low_price
+        self.close_price = close_price
+        self.volume = volume
+
+    @property
+    def open_datetime(self) -> datetime:
+        """获取开盘时间的datetime对象"""
+        return pd.to_datetime(self.open_time, unit='ms')
+
+    @property
+    def close_datetime(self) -> datetime:
+        """获取收盘时间的datetime对象"""
+        return pd.to_datetime(self.close_time, unit='ms')
+
+    @abstractmethod
+    def to_dict(self) -> dict:
+        """
+        将K线数据转换为字典格式。
+        子类必须实现此方法。
+        """
+        pass
+
+    @abstractmethod
+    def to_pandas_series(self) -> pd.Series:
+        """
+        将K线数据转换为pandas Series。
+        子类必须实现此方法。
+        """
+        pass
+
+    def __str__(self):
+        """字符串表示"""
+        return f"Kline({self.open_datetime.strftime('%Y-%m-%d %H:%M:%S')} - {self.close_datetime.strftime('%Y-%m-%d %H:%M:%S')}, " \
+               f"Open: {self.open_price}, Close: {self.close_price}, High: {self.high_price}, Low: {self.low_price}, Vol: {self.volume})"
+
+    def __repr__(self):
+        """详细字符串表示"""
+        return self.__str__()
\ No newline at end of file
diff --git a/data_manager/source/base_source.py b/data_manager/source/base_source.py
index e69de29..fae7334 100644
--- a/data_manager/source/base_source.py
+++ b/data_manager/source/base_source.py
@@ -0,0 +1,21 @@
+from abc import ABC, abstractmethod
+import pandas as pd
+
+
+class DataSource(ABC):
+    """数据源基类"""
+
+    @abstractmethod
+    def try_connection(self):
+        """尝试连接行情"""
+        pass
+
+    @abstractmethod
+    def get_historical_data(self, symbol: str, start_date: str, end_date: str, interval: str = "1d") :
+        """获取历史数据"""
+        pass
+
+    @abstractmethod
+    def get_realtime_data(self, symbol: str) :
+        """获取实时数据"""
+        pass
\ No newline at end of file
diff --git a/data_manager/source/binance_source.py b/data_manager/source/binance_source.py
new file mode 100644
index 0000000..0bd4454
--- /dev/null
+++ b/data_manager/source/binance_source.py
@@ -0,0 +1,58 @@
+import requests
+import pandas as pd
+from datetime import datetime
+import os
+from .base_source import DataSource
+from binance_sdk_derivatives_trading_usds_futures.derivatives_trading_usds_futures import (
+    DerivativesTradingUsdsFutures,
+    ConfigurationRestAPI,
+    DERIVATIVES_TRADING_USDS_FUTURES_REST_API_PROD_URL,
+)
+from binance_sdk_derivatives_trading_usds_futures.rest_api.models import (
+    KlineCandlestickDataIntervalEnum, ContinuousContractKlineCandlestickDataContractTypeEnum,
+)
+
+class BinanceSource(DataSource):
+    def __init__(self, api_key: str, api_secret: str, base_url: str, timeout: int):
+        self.api_key = api_key
+        self.api_secret = api_secret
+        self.base_url = base_url
+        self.timeout = timeout
+        configuration_rest_api = ConfigurationRestAPI(
+            api_key=os.getenv("API_KEY", self.api_key),
+            api_secret=os.getenv("API_SECRET", self.api_secret),
+            base_path=os.getenv(
+                "BASE_PATH", self.base_url
+            ),
+            timeout=timeout
+        )
+        self.client = DerivativesTradingUsdsFutures(config_rest_api=configuration_rest_api)
+
+
+
+
+    def try_connection(self):
+        try:
+            response = self.client.rest_api.test_connectivity()
+            rate_limits = response.rate_limits
+            print(f"exchange_information() rate limits: {rate_limits}")
+            data = response.data()
+            return data
+        except Exception as e:
+            print(f"test_connectivity() error: {e}")
+            return None
+
+
+    def get_realtime_data(self, symbol: str):
+        return None
+
+    def get_historical_data(self, symbol: str, interval: str = "1d",limit :int = None,  start_time: int = None, end_time: int = None,):
+        response = self.client.rest_api.continuous_contract_kline_candlestick_data(
+            pair=symbol,
+            start_time=start_time,
+            end_time=end_time,
+            contract_type=ContinuousContractKlineCandlestickDataContractTypeEnum.PERPETUAL,
+            interval=KlineCandlestickDataIntervalEnum[f"INTERVAL_{interval}"].value,
+            limit=limit
+        )
+        return response.data()
\ No newline at end of file
diff --git a/test/test_binance_source.py b/test/test_binance_source.py
new file mode 100644
index 0000000..eaf995a
--- /dev/null
+++ b/test/test_binance_source.py
@@ -0,0 +1,30 @@
+import datetime
+
+from data_manager.source.binance_source import *
+from data_manager.data_structure.binance_kline import *
+from common.convert.datetime_convert import *
+from binance_sdk_derivatives_trading_usds_futures.derivatives_trading_usds_futures import (
+    DerivativesTradingUsdsFutures,
+    ConfigurationRestAPI,
+    DERIVATIVES_TRADING_USDS_FUTURES_REST_API_PROD_URL,
+)
+
+api_key="tl8m5dBtgsmZYblDD2jSpgmZZuag4curdLwpj3sHBlpLWOCL4Wkqc9lhfJF3zOPo"
+api_secret= "1CmuGOjywTLKRZbJTRGVnP44rEj3j90IPzeiUzjyEoRc2V7fMCB7cv3FndTfXcFu"
+base_url=DERIVATIVES_TRADING_USDS_FUTURES_REST_API_PROD_URL
+
+rest_api_client=BinanceSource(api_key,api_secret,base_url,10000)
+
+end_time=datetime.now()
+start_time=datetime(2025,12,4,17,00)
+
+end_time=beijing_to_utc(end_time)
+start_time=beijing_to_utc(start_time)
+
+
+
+ethusdc_klines=rest_api_client.get_historical_data("ETHUSDC","5m",start_time=datetime_to_int(start_time),end_time=datetime_to_int(end_time))
+
+for ethusdc_kline in ethusdc_klines:
+    k=BinanceKline(ethusdc_kline)
+    print(k.__str__())