datafeed

多资产 K 线数据服务 — 一个 ticker + 一个 timeframe，返回标准化 OHLCV 蜡烛图

in  ticker + timeframe (1m/5m/15m/30m/1h/4h/1d/1w) + date range
out OHLCV candles + provenance header (provider, source_mode, quality_flags,
    is_synthetic=false, served_from, fresh, age_seconds, execution_venue,
    cache_policy, quality_policy, fallback_policy)

fail ticker not found     → search suggestions
cache hit                 → cached candles, tagged served_from=cache + age_seconds
realtime strict failure   → error / blocked envelope, never hidden fallback
fail timeframe not supported → supported list
fail TuShare-only A-share no token → setup instructions; Phase 1 indices need no token

Built-in sources: tushare_pro, tencent_kline, sina_index, treasury_official_csv, treasury_official_csv_derived, yahoo_finance, yahoo_finance_index, yahoo_finance_etf, yahoo_finance_futures, binance_spot_public, binance_usdm_futures, binance_usdm_futures_research, hyperliquid_perpetual_public, and the FRED macro/flow/event adapters. Tiger OpenAPI and OANDA v20 are credential-backed config adapters; see configs/adapters.example.json.

Ports And Adapters

datafeed 现在按 ports-and-adapters 组织：

API / consumers
   │
   ▼
MarketDataPort
   │
   ├─ SourceManifest: source id, asset class, market type, quality flags, execution venue, aliases
   ├─ fetch_candles(): REST/historical pull
   ├─ stream_candles(): realtime stream
   ├─ canonical_ticker(): adapter-owned symbol normalization
   └─ last_raw_response: raw payload for audit/debug
        │
        ├─ Binance USD-M Futures adapter
        ├─ Binance Spot adapter
        ├─ Yahoo adapter
        ├─ TuShare adapter
        ├─ Tencent A-share index adapter
        ├─ Sina A-share index fallback adapter
        ├─ Official U.S. Treasury yield adapter
        ├─ FRED macro / flow / event adapters
        ├─ Tiger quote + market-session adapter
        ├─ OANDA v20 pricing adapter
        └─ any new broker adapter

新增 broker / exchange 的接入面：

实现 MarketDataPort，或用 ProviderBackedMarketDataAdapter 包一层旧 provider。
提供一个 SourceManifest，声明：
- source_id
- asset_class
- market_type
- execution_venue
- realtime_supported
- quality_flags
- ticker_aliases
通过 Python entry point kline.market_data_adapters 安装，或在 JSON 配置中声明 factory。

API 主流程不需要为新 broker 改分支，也不需要修改 registry。配置文件可通过 KLINE_ADAPTER_CONFIG_PATH 指定，敏感值使用 ${ENV_VAR}，启动时缺失会 fail closed。

{
  "adapters": [
    {
      "factory": "my_broker.datafeed:create_adapter",
      "config": {"account": "paper", "token": "${MY_BROKER_TOKEN}"}
    }
  ]
}

请求只需要：

curl "localhost:8100/api/candles/crypto/BTC?source=fake_broker_feed&cache_policy=bypass"

Source + Policy

datafeed 本体只负责数据。它不判断“研究”或“交易”，而是把每次请求的 source + cache policy + quality policy + fallback policy 写进响应，让消费者自己决定是否可用。

概念	参数	含义
Source	`source=auto` 或具体 source id	选择上游，如 `binance_usdm_futures`
Cache	`cache_policy=allow	bypass
Quality	`quality=standard	strict`
Fallback	`fallback_policy=none	explicit`
Execution venue	`require_execution_venue=true	false`

Weekly Macro Phase 1 source map

Asset group	Canonical symbols	Daily / weekly source	4H source	Explicit fallback
Shanghai Composite, STAR 50, Shanghai Dividend	`sh000001`, `sh000688`, `sh000015`	Tencent `tencent_kline`	—	Sina `sina_index`
DXY, S&P 500, Nasdaq, VIX, Nikkei, KOSPI	`DX-Y.NYB`, `^GSPC`, `^IXIC`, `^VIX`, `^N225`, `^KS11`	Yahoo `yahoo_finance_index`	DXY only	none
U.S. 2Y, U.S. 10Y, 2s10s	`DGS2`, `DGS10`, `T10Y2Y`	Official Treasury CSV	—	none
U.S. dividend	`SCHD`	Yahoo `yahoo_finance_etf`	—	none
Bitcoin	`BTC` / provider `BTCUSDT`	Binance Spot	native Binance 4H	none
WTI, Gold, Silver	`CL=F`, `GC=F`, `SI=F`	Yahoo futures	Yahoo 1H → 4H	none

For the three A-share indices, fallback is never implicit. A caller must send fallback_policy=explicit&fallback_sources=sina_index; the response then records attempted_sources, selected_source, selection_reason, provider symbol, endpoint and any primary-source failure. Every other Phase 1 asset keeps fallback_policy=none.

Timeframe contract

Native 4H data is passed through as raw_timeframe=4h and timeframe_origin=native; it is never aggregated a second time.
Yahoo 1H → 4H responses retain raw_timeframe=1h, timeframe_origin=aggregated, the fixed bucket rule, UTC anchor and dropped incomplete bucket count.
Daily → weekly responses retain raw_timeframe=1d, completed-week rule, bucket timezone and input source identity.

Canonical local runtime

The current local service is launchd-managed as com.wendy.datafeed:

runtime root: /Users/wendy/datafeed-runtime
listen:       http://127.0.0.1:8100
build:        5cd7472036dec95e4eaf5e8f1e0b71b7b4c65eb0
health:       http://127.0.0.1:8100/api/health
docs:         http://127.0.0.1:8100/docs

The health envelope exposes runtime_root, module_root, build_sha, registry_version, database_path and identity_status. Provider available=false with availability_basis=not_live_probed means capability registration has not itself performed a live probe; an actual request remains the source of truth for readiness.

常用 profile：

Profile	等价策略	用途
`profile=historical`	`cache_policy=allow`, `quality=standard`	历史分析、回放、离线图表
`profile=realtime`	`cache_policy=bypass`, `quality=strict`, `fallback_policy=none`	任意实时数据源的高标准拉取
`profile=execution_live`	`source=binance_usdm_futures`, `cache_policy=bypass`, `quality=strict`, `fallback_policy=none`, `require_execution_venue=true`	XAUUSDT 执行场所实时 K 线

兼容参数仍然可用：

mode=research 等价默认 historical 行为。
mode=live 或 strict=true 是 profile=execution_live 的旧快捷方式。
refresh=true 等价 cache_policy=bypass。

硬约束：

is_synthetic 恒为 false，没有合成/占位数据路径。
cache_policy=bypass / profile=realtime / profile=execution_live 不读 cache。
Phase 1 1d / 1w / 4h cache rows without a persisted timeframe receipt are blocked rather than relabeled; use cache_policy=bypass to obtain a fresh, source-bound response.
Phase 1 fresh 1d / 1w / 4h upstream results are not written to the legacy candle cache until the transformation receipt has a storage schema; allow may fetch upstream, while require returns cache_miss.
quality=strict 下，上游失败、空数据、陈旧、gap、乱序都返回错误/blocked envelope。
fallback_policy=explicit 只尝试调用方明确列出的备用 source；没有 silent source switch。响应中的 requested_source、attempted_sources、 selected_source 和 selection_reason 必须能还原选择过程。
require_execution_venue=true 会拒绝 Yahoo、TuShare、Binance Spot 等非执行场所 source。
normalized storage 以 source_id + ticker + asset_class + timeframe + timestamp 隔离；同一标的多源不会互相覆盖。

# 历史/回放：允许 cache
curl "localhost:8100/api/candles/commodity/GOLD?timeframe=1d&profile=historical"

# 任意实时源高标准：跳过 cache + strict quality
curl "localhost:8100/api/candles/crypto/BTC?timeframe=1m&source=binance_spot_public&profile=realtime"

# 执行场所实时：Binance USD-M Futures XAUUSDT
curl "localhost:8100/api/candles/commodity/XAUUSDT?timeframe=1m&profile=execution_live&limit=200"

# 显式 fallback：主源失败后只尝试调用方点名的源，响应记录 selected/attempted sources
curl "localhost:8100/api/candles/commodity/GOLD?timeframe=1m&source=binance_usdm_futures&cache_policy=bypass&fallback_policy=explicit&fallback_sources=yahoo_finance_futures"

# Weekly Macro A-share index：Tencent 主源，Sina 显式 fallback
curl "localhost:8100/api/candles/index/sh000001?timeframe=1w&source=tencent_kline&cache_policy=bypass&quality=strict&fallback_policy=explicit&fallback_sources=sina_index&limit=3"

# WebSocket 实时 candle update
ws://localhost:8100/api/ws/candles/commodity/XAUUSDT?timeframe=1m&source=binance_usdm_futures

# 浏览器可见的来源健康、最近请求和 source-scoped storage coverage
http://localhost:8100/health-ui

示例输出

$ curl "localhost:8100/api/candles/us_stock/AAPL?timeframe=1d&limit=3"

{
  "ticker": "AAPL",
  "asset_class": "us_stock",
  "timeframe": "1d",
  "count": 3,
  "schema_version": "kline-candles-v1",
  "provider": "yahoo_finance",
  "source_mode": "yahoo_finance",
  "requested_source": "auto",
  "cache_policy": "allow",
  "quality_policy": "standard",
  "fallback_policy": "none",
  "require_execution_venue": false,
  "quality_flags": ["delayed_possible", "market_hours", "research_only"],
  "is_synthetic": false,
  "served_from": "upstream",
  "fresh": null,
  "latest_timestamp": "2026-03-28",
  "age_seconds": 172800.0,
  "max_age_seconds": null,
  "execution_venue": false,
  "reject_reason": null,
  "access_issues": [],
  "candles": [
    {"timestamp": "2026-03-26", "open": 178.5, "high": 182.3, "low": 177.8, "close": 181.2, "volume": 52340000, "provider": "yahoo_finance", "quality_flags": ["delayed_possible", "market_hours", "research_only"]},
    {"timestamp": "2026-03-27", "open": 181.2, "high": 183.1, "low": 179.5, "close": 180.8, "volume": 48120000, "provider": "yahoo_finance", "quality_flags": ["delayed_possible", "market_hours", "research_only"]},
    {"timestamp": "2026-03-28", "open": 180.8, "high": 185.0, "low": 180.2, "close": 184.5, "volume": 55670000, "provider": "yahoo_finance", "quality_flags": ["delayed_possible", "market_hours", "research_only"]}
  ]
}

每个响应都带一层 provenance / 信任头，让下游（图表、回测、agent）不用猜数据来自哪、有多新、是不是真价格：

字段	含义
`provider` / `source_mode`	具体上游与取数路径（`binance_spot` / `yahoo_finance` / `tushare` / `binance_usdm_futures`）
`requested_source`	调用方请求的 source。`auto` 会解析成 asset class 默认 source
`raw_timeframe` / `timeframe_origin`	上游原始周期，以及 `native` / `aggregated` 语义
`aggregation`	聚合规则、输入周期、bucket timezone/anchor 和丢弃的不完整 bucket
`source_identity`	provider symbol、source、周期转换和请求级 provenance receipt
`cache_policy`	`allow` 可读 cache，`bypass` 跳过 cache，`require` 只读 cache
`quality_policy`	`standard` 只标记质量事实；`strict` 会对 empty/stale/gap/duplicate/out-of-order blocked
`fallback_policy`	当前默认 `none`，不做静默 fallback
`require_execution_venue`	是否要求 source 必须是执行场所
`quality_flags`	数据性质标记；research 源带 `research_only` / `not_execution_venue`，live futures 源带 `live` / `execution_venue`
`is_synthetic`	恒为 `false`。kline 没有任何合成/占位数据路径，返回的要么是真实数据、要么直接报错
`served_from`	`"cache"`（本地库）、`"upstream"`（刚从上游拉的）或 `"websocket"`（实时推送）
`latest_timestamp` / `age_seconds`	最新一根 bar 的时间与年龄（永远是诚实事实）
`fresh` / `max_age_seconds`	仅对 7×24 连续市场（crypto）给出新鲜度判定；行情有休市的源（美股/商品/A股）恒为 `null`，由消费方按自己的交易日历判断
`execution_venue`	是否来自可作为交易页实时真源的执行场所。research 源为 `false`，Binance USD-M Futures live 为 `true`
`reject_reason` / `access_issues`	strict quality blocked 时的直接原因，如 `upstream_error`、`empty_data`、`stale`、`gap`、`out_of_order`

cache_policy=allow 命中 cache 时不会自动回源刷新，但 served_from + age_seconds + fresh 让陈旧数据可见。实时路径应使用 cache_policy=bypass 或 profile=realtime。

# Phase 1 A股指数日线（无需 TuShare token；Tencent 主源 + Sina 显式 fallback）
$ curl "localhost:8100/api/candles/index/sh000001?timeframe=1d&source=tencent_kline&cache_policy=bypass&quality=strict&fallback_policy=explicit&fallback_sources=sina_index"

# 加密货币 1 小时线
$ curl "localhost:8100/api/candles/crypto/BTC?timeframe=1h&limit=100"

# 商品 — 黄金日线
$ curl "localhost:8100/api/candles/commodity/GOLD?timeframe=1d"

架构

Request ▶ Resolve source manifest + cache/quality/fallback policy
   │
   ├─ cache_policy=require ▶ cache hit? yes: return served_from=cache
   │                            no: error cache_miss
   │
   ├─ cache_policy=allow ▶ cache hit? yes: return served_from=cache
   │                          no: fetch upstream
   │
   └─ cache_policy=bypass ▶ fetch upstream

MarketDataPort adapter ▶ raw response capture ▶ normalize candles
   │
   ├─ quality=standard ▶ return envelope with visible quality flags
   └─ quality=strict   ▶ empty/stale/gap/duplicate/out-of-order => blocked

Adapters: TuShare / Yahoo / Binance Spot / Binance USD-M Futures / registered brokers

快速开始

# 1. 克隆仓库
git clone https://github.com/zinan92/datafeed.git
cd datafeed

# 2. 安装依赖
python -m venv .venv && source .venv/bin/activate
pip install -e .

# 3. 可选：配置 TuShare（仅用于非 Phase 1 的 A-share equity adapter）
cp .env.example .env
# 编辑 .env 填入 KLINE_TUSHARE_TOKEN（如果确实使用 TuShare）
# Phase 1 的三个指数 sh000001/sh000688/sh000015 不需要 TuShare token。

# 4. 启动服务
python -m kline
# 访问 http://localhost:8100/docs 查看交互式 API 文档

API 参考

方法	路径	说明
`GET`	`/api/candles/{asset_class}/{ticker}`	获取 K 线蜡烛图数据；支持 source/cache/quality policy
`WS`	`/api/ws/candles/{asset_class}/{ticker}`	实时 candle update；当前支持 Binance USD-M Futures
`GET`	`/api/tickers`	列出本地已缓存的 ticker
`GET`	`/api/health`	健康检查 + provider availability
`GET`	`/api/sessions/{asset_class}/{ticker}`	获取 adapter-owned market sessions

参数

参数	类型	默认值	说明
`asset_class`	path	—	`a_share` / `us_stock` / `index` / `etf` / `crypto` / `commodity`
`ticker`	path	—	代码: `000001`, `AAPL`, `BTC`, `GOLD`
`timeframe`	query	`1d`	`1m` / `5m` / `15m` / `30m` / `1h` / `4h` / `1d` / `1w`
`start`	query	—	起始日期 `YYYY-MM-DD`
`end`	query	—	结束日期 `YYYY-MM-DD`
`limit`	query	`500`	返回蜡烛数量上限 (1-2000)
`source`	query	`auto`	`auto` / `tushare_pro` / `tencent_kline` / `sina_index` / `treasury_official_csv` / `treasury_official_csv_derived` / Yahoo / Binance / FRED source ids
`cache_policy`	query	`allow`	`allow` / `bypass` / `require`
`quality`	query	`standard`	`standard` / `strict`
`fallback_policy`	query	`none`	`none` / `explicit`；explicit 时必须同时传 `fallback_sources`
`fallback_sources`	query	—	可重复 query 参数；例如 `fallback_sources=sina_index`
`require_execution_venue`	query	`false`	`true` 会拒绝非执行场所 source
`profile`	query	—	`historical` / `realtime` / `execution_live`
`refresh`	query	`false`	兼容参数；`true` 等价 `cache_policy=bypass`
`mode`	query	`research`	兼容参数；`live` 等价 `profile=execution_live`
`strict`	query	`false`	兼容参数；`true` 等价 `profile=execution_live`

商品别名

别名	Yahoo Finance 代码
`GOLD`, `XAUUSD`	GC=F
`SILVER`, `XAGUSD`	SI=F
`OIL`, `CRUDE`, `WTI`	CL=F
`BRENT`	BZ=F
`NATGAS`	NG=F
`COPPER`	HG=F
`CORN`, `WHEAT`, `SOYBEAN`	ZC=F, ZW=F, ZS=F

Source Registry

Source	Asset class	Provider	Market type	Realtime	Execution venue	支持 Timeframe
`tushare_pro`	`a_share`	TuShare Pro	equity	false	false	1d, 1w
`tencent_kline`	`index`	Tencent Finance	A-share index	false	false	sh000001/sh000688/sh000015: 1d, 1w
`sina_index`	`index`	Sina Finance	A-share index fallback	false	false	sh000001/sh000688/sh000015: 1d, 1w
`treasury_official_csv`	`macro`	U.S. Treasury	yield level	false	false	DGS2/DGS10: 1d, 1w
`treasury_official_csv_derived`	`macro`	U.S. Treasury	2s10s derived spread	false	false	T10Y2Y: 1d, 1w
`yahoo_finance`	`us_stock`	Yahoo Finance	equity	false	false	1m, 5m, 15m, 30m, 1h, 1d, 1w
`yahoo_finance_index`	`index`	Yahoo Finance	index	false	false	DX-Y.NYB: 1d, 1w, 4h; ^GSPC/^IXIC/^VIX/^N225/^KS11: 1d, 1w
`yahoo_finance_etf`	`etf`	Yahoo Finance	ETF	false	false	SPY/QQQ/SCHD: 1d, 1w; UUP: 4h, 1d, 1w
`yahoo_finance_futures`	`commodity`	Yahoo Finance	continuous futures contract	false	false	CL=F/GC=F/SI=F: 1m, 5m, 15m, 30m, 1h, 4h, 1d, 1w; other aliases: 1d, 1w
`binance_spot_public`	`crypto`	Binance Spot API	spot	true	false	BTC/BTCUSDT: 1m, 5m, 15m, 30m, 1h, 4h, 1d, 1w; other symbols: no Phase 1 4h guarantee
`binance_usdm_futures`	`commodity`	Binance USD-M Futures	USD-M futures	true	true	XAUUSDT: 1m, 5m, 15m, 30m, 1h, 4h
`binance_usdm_futures_research`	`crypto`	Binance USD-M Futures	USD-M perpetuals	true	false	BTCUSDT/ETHUSDT: 4h, 1d, 1w
`hyperliquid_perpetual_public`	`crypto`	Hyperliquid public API	perpetual futures	false	false	BTC/ETH/HYPE: 4h, 1d, 1w

技术栈

层级	技术	用途
运行时	Python 3.11+	核心语言
框架	FastAPI	REST API
存储	SQLite (WAL mode)	本地缓存，无需外部数据库
验证	Pydantic v2	请求/响应模型

项目结构

kline/
├── src/kline/
│   ├── app.py              # FastAPI 应用
│   ├── api.py              # 3 个 API 端点
│   ├── models.py           # Candle 数据模型 + 枚举
│   ├── ports.py            # MarketDataPort + SourceManifest
│   ├── quality.py          # stale/gap/out-of-order 检测
│   ├── store.py            # SQLite 存储 (upsert + query)
│   ├── registry.py         # Adapter 注册与初始化
│   ├── config.py           # 环境变量配置
│   └── providers/
│       ├── base.py         # Provider Protocol 接口
│       ├── ashare.py       # TuShare + Tencent index (A股)
│       ├── sina.py         # Sina A-share index fallback
│       ├── treasury.py     # Official Treasury levels and 2s10s
│       ├── us.py           # Yahoo Finance (美股)
│       ├── crypto.py       # Binance 公开 API (加密货币)
│       ├── commodity.py    # Yahoo Finance 期货 + 别名
│       └── binance_usdm.py # Binance USD-M Futures live
├── tests/                  # unit tests
├── data/                   # SQLite 数据库 (自动创建)
├── .env.example
└── pyproject.toml

配置

变量	说明	必填	默认值
`KLINE_TUSHARE_TOKEN`	TuShare Pro token（非 Phase 1 A-share equity 可选）	否	—
`KLINE_DB_PATH`	SQLite 数据库路径	否	`data/kline.db`
`KLINE_PORT`	服务端口	否	`8100`
`KLINE_REQUEST_TIMEOUT`	上游请求超时 (秒)	否	`30`

For AI Agents

Capability Contract

name: kline
version: 0.2.0
capability:
  summary: "Multi-asset K-line data service with explicit source/cache/quality/fallback policies."
  in: "ticker + timeframe + optional date range + source + cache_policy + quality + profile"
  out: "standardized OHLCV candles + provenance (provider, source_mode, policies, quality_flags, is_synthetic=false, served_from, fresh, age_seconds, execution_venue)"
  guarantees:
    - "is_synthetic is always false — real data or an error, never a fabricated placeholder"
    - "new brokers integrate through MarketDataPort + SourceManifest + register_adapter(adapter)"
    - "source identity and cache/quality/fallback policies are visible in every response"
    - "profile=realtime skips cache and applies strict quality checks"
    - "profile=execution_live uses Binance USD-M Futures XAUUSDT, skips cache, applies strict quality checks, and requires execution_venue=true"
    - "instrument-definition-v1 exposes upstream price/quantity constraints and reports unavailable fee or multiplier fields instead of inventing values"
  fail:
    - "ticker not found → suggestions list"
    - "cache_policy=require + no cache → cache_miss"
    - "quality=strict + source down/empty/stale/gap/out-of-order → error or blocked envelope"
    - "timeframe not supported → supported timeframes list"
    - "TuShare-only A-share request without token → setup instructions; Phase 1 index sources do not require TuShare"
  sources: [tushare_pro, tencent_kline, sina_index, treasury_official_csv, treasury_official_csv_derived, yahoo_finance, yahoo_finance_index, yahoo_finance_etf, yahoo_finance_futures, binance_spot_public, binance_usdm_futures, binance_usdm_futures_research, hyperliquid_perpetual_public, fred_public_csv_macro, fred_public_csv_flow, fred_public_csv_event]
api_base_url: http://localhost:8100
endpoints:
  - path: /api/instruments/{asset_class}/{ticker}
    method: GET
    description: "Get a versioned upstream execution instrument definition"
    params:
      - name: source
        type: string
        default: auto
      - name: require_execution_venue
        type: boolean
        default: false
  - path: /api/candles/{asset_class}/{ticker}
    method: GET
    description: "Get OHLCV candles under explicit source/cache/quality policy"
    params:
      - name: asset_class
        type: string
        enum: [a_share, us_stock, index, etf, crypto, commodity]
        required: true
      - name: ticker
        type: string
        required: true
      - name: timeframe
        type: string
        enum: ["1m", "5m", "15m", "30m", "1h", "4h", "1d", "1w"]
        default: "1d"
      - name: limit
        type: integer
        default: 500
      - name: source
        type: string
        enum: [auto, tushare_pro, yahoo_finance, yahoo_finance_index, yahoo_finance_etf, yahoo_finance_futures, binance_spot_public, binance_usdm_futures, binance_usdm_futures_research, hyperliquid_perpetual_public]
        default: auto
      - name: cache_policy
        type: string
        enum: [allow, bypass, require]
        default: allow
      - name: quality
        type: string
        enum: [standard, strict]
        default: standard
      - name: profile
        type: string
        enum: [historical, realtime, execution_live]
  - path: /api/ws/candles/{asset_class}/{ticker}
    method: WS
    description: "Stream realtime candle updates; current stream source is Binance USD-M Futures XAUUSDT"
  - path: /api/tickers
    method: GET
    description: "List cached tickers"
  - path: /api/health
    method: GET
    description: "Health check"
install_command: "pip install -e ."
start_command: "python -m kline"
health_check: "GET /api/health"

Agent 调用示例

import httpx

async def get_candles(ticker: str, asset_class: str = "us_stock", timeframe: str = "1d"):
    """获取任意资产的 K 线数据"""
    base = "http://localhost:8100"
    resp = await httpx.AsyncClient().get(
        f"{base}/api/candles/{asset_class}/{ticker}",
        params={"timeframe": timeframe, "limit": 100},
    )
    return resp.json()["candles"]

# 美股
candles = await get_candles("AAPL")

# A股
candles = await get_candles("000001", "a_share")

# 加密货币 1 小时线
candles = await get_candles("BTC", "crypto", "1h")

# 黄金
candles = await get_candles("GOLD", "commodity")

# 执行场所实时：XAUUSDT Binance USD-M Futures，禁止 cache/fallback
async with httpx.AsyncClient() as client:
    resp = await client.get(
        "http://localhost:8100/api/candles/commodity/XAUUSDT",
        params={"timeframe": "1m", "profile": "execution_live", "limit": 200},
    )
    resp.raise_for_status()
    live_candles = resp.json()["candles"]

License

MIT

Name		Name	Last commit message	Last commit date
configs		configs
docs		docs
ops		ops
src/kline		src/kline
tests		tests
.env.example		.env.example
.gitignore		.gitignore
README.md		README.md
REGISTRY.md		REGISTRY.md
decision-log.md		decision-log.md
pyproject.toml		pyproject.toml

项目	说明	链接
quant-data-pipeline	原始全功能量化数据平台 (kline 从中拆出)	zinan92/quant-data-pipeline
trading-copilot	AI 交易分析终端 (44 种方法论)	zinan92/trading-copilot

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