1.kline基类实现

2.source基类实现
3.时间转换工具datetime convert实现
4.使用binance restapi获取数据实现
5.binance获取数据单元测试

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

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()