能够把k线存到本地了。

.gitignore

@@ -1,2 +1,3 @@
 .idea/
-node_modules/
+node_modules/
+data/

pull_k_lines.js

@@ -0,0 +1,92 @@
+const axios = require('axios');
+const { SocksProxyAgent } = require('socks-proxy-agent');
+const logger = require('./utils/logger')
+
+const BASE_REST = 'https://api.binance.com'
+const QUOTE_ASSET = 'USDT'                                    // 拉取什么交易对的
+const NUMBER_OF_DAYS_TO_PULL = 30                           // 一共拉取多少天的数据
+
+const socksProxy = 'socks://127.0.0.1:7890';
+const agent = new SocksProxyAgent(socksProxy);
+
+const fs = require('fs');
+
+async function HttpQuery(url) {
+  try {
+    let rst = await axios.get(url, {
+      httpAgent: agent,
+      httpsAgent: agent
+    })
+
+    return rst.data
+  } catch (error) {
+    // 请求失败，处理错误
+    if (error.response) {
+      // 服务器返回了响应，并且响应中包含了错误信息
+      logger.error('Error url:', url)
+      logger.error('Error data:', error.response.data);
+      logger.error('Error status:', error.response.status);
+      logger.error('Error headers:', error.response.headers);
+    } else if (error.request) {
+      // 请求已发出，但没有收到响应
+      logger.error('No response received:', error.request);
+    } else {
+      // 设置请求时发生了一些问题
+      logger.error('Error message:', error.message);
+    }
+    // 打印错误的配置信息（可选）
+    logger.error('Error config:', error.config);
+
+    return undefined
+  }
+}
+
+async function main() {
+  const exchangeInfo = await HttpQuery(`${BASE_REST}/api/v3/exchangeInfo?permissions=SPOT`)
+  const symbolsInfo = exchangeInfo.symbols.filter((item) => {
+    return item.quoteAsset === QUOTE_ASSET && item.symbol.endsWith(QUOTE_ASSET) && item.status === 'TRADING'
+  })
+  // const symbols = symbolsInfo.slice(0, 10).map((item) => item.symbol.replace(QUOTE_ASSET, `_${QUOTE_ASSET}`))
+  const symbols = symbolsInfo.map((item) => item.symbol.replace(QUOTE_ASSET, `_${QUOTE_ASSET}`))
+
+  let kLinesMap = {}
+
+  for (let i = 0; i < symbols.length; i++) {
+    let symbol = symbols[i]
+    const kLines = await HttpQuery(
+      `${BASE_REST}/api/v3/klines?symbol=${symbol.replace('_', '')}&interval=1d&limit=${NUMBER_OF_DAYS_TO_PULL}`)
+
+    kLinesMap[symbol] = []
+    for (let kLine of kLines) {
+      kLinesMap[symbol].push({
+        Symbol: symbol,
+        Time: kLine[0],
+        Open: parseFloat(kLine[1]),
+        High: parseFloat(kLine[2]),
+        Low: parseFloat(kLine[3]),
+        Close: parseFloat(kLine[4]),
+        Volume: parseFloat(kLine[5]),
+        Turnover: parseFloat(kLine[7]),         // 成交额
+        NumberOfTx: kLine[8],                   // 成交笔数
+        BuyVolume: parseFloat(kLine[9]),        // 主动买入成交量
+        BuyTurnover: parseFloat(kLine[10]),     // 主动买入成交额
+      })
+    }
+
+    // length - 1是最新一天的
+    logger.info(`${symbol}拉取完毕，拉取到${kLinesMap[symbol].length}条(${i+1}/${symbols.length})。`)
+  }
+
+  fs.writeFile('./data/k_lines.json', JSON.stringify(kLinesMap, null, 2), 'utf8', (err) => {
+    if (err) {
+      logger.error('写入文件时发生错误:', err);
+    } else {
+      logger.info('JSON 数据已保存到 ./data/k_lines.json');
+    }
+  });
+}
+
+main().catch((error) => {
+  logger.error(error.stack);
+  process.exitCode = 1;
+})

pull_klines.js

@@ -1,33 +0,0 @@
-const axios = require('axios');
-const { SocksProxyAgent } = require('socks-proxy-agent');
-const logger = require('./utils/logger')
-
-const BASE_REST = 'https://api.binance.com'
-const QUOTE_ASSET = 'USDT'
-
-const socksProxy = 'socks://127.0.0.1:7890';
-const agent = new SocksProxyAgent(socksProxy);
-
-async function HttpQuery(url) {
-  let rst = await axios.get(url, {
-    httpAgent: agent,
-    httpsAgent: agent
-  })
-
-  return rst.data
-}
-
-async function main() {
-  const exchangeInfo = await HttpQuery(`${BASE_REST}/api/v3/exchangeInfo?permissions=SPOT`)
-  const symbolsInfo = exchangeInfo.symbols.filter((item) => {
-    return item.quoteAsset === QUOTE_ASSET && item.symbol.endsWith(QUOTE_ASSET) && item.status === 'TRADING'
-  })
-  const symbols = symbolsInfo.map((item) => item.symbol.replace(QUOTE_ASSET, `_${QUOTE_ASSET}`))
-
-  logger.info(symbols)
-}
-
-main().catch((error) => {
-  logger.error(error.stack);
-  process.exitCode = 1;
-})