添加 bsp_monitor: BTC/USDT 1m 缠论买卖点实时监控

- 每整分钟拉取 Binance 永续合约 1m K 线
- 运行完整缠论管线检测买卖点 (BSP)
- 新 BSP 推送到 Telegram
- fix: fetcher 用 limit=1000 替代固定 since，避免 API 500 根限制截断新数据

bsp_monitor/fetcher.py

@@ -0,0 +1,45 @@
+"""
+fetcher.py - CCXT REST 拉取 Binance 永续合约 1m K 线，从固定起点累积。
+"""
+import ccxt
+import pandas as pd
+import logging
+from datetime import datetime, timezone
+
+logger = logging.getLogger(__name__)
+
+SYMBOL = "BTC/USDT:USDT"
+TIMEFRAME = "1m"
+# 每次拉取最近 LIMIT 根 K 线（Binance 上限 1500，足够缠论管线用 ~25h 数据）
+_FETCH_LIMIT = 1000
+
+_exchange = None
+
+
+def _get_exchange():
+    global _exchange
+    if _exchange is None:
+        _exchange = ccxt.binance({
+            "enableRateLimit": True,
+            "options": {"defaultType": "future"},
+        })
+        _exchange.load_markets()
+        logger.info("ccxt binance 已初始化")
+    return _exchange
+
+
+def fetch_ohlcv() -> pd.DataFrame:
+    """拉取最近 _FETCH_LIMIT 根 1m K 线。
+
+    管线每次重跑最新的 K 线窗口。
+    用 limit 而非 since 避免 API 500 根限制截断新数据。
+    """
+    exchange = _get_exchange()
+    raw = exchange.fetch_ohlcv(SYMBOL, TIMEFRAME, limit=_FETCH_LIMIT)
+
+    df = pd.DataFrame(raw, columns=["timestamp", "open", "high", "low", "close", "volume"])
+    df["timestamp"] = pd.to_datetime(df["timestamp"], unit="ms", utc=True)
+    df["date"] = df["timestamp"]
+
+    df = df.drop_duplicates(subset="timestamp").sort_values("timestamp").reset_index(drop=True)
+    return df