--- name: realtime-stream-ingestion-521bc070bc78 description: 用于行情/交易/事件流的实时流数据接入原子 skill，适用于通用行业数据接入场景。 --- # 实时流数据接入 Skill ## 数据来源 本 Skill 支持多种实时流数据输入格式，核心数据来源包括： ### 1. 实时流类型 - **行情流**：股票行情、期货行情、外汇行情 - **交易流**：交易数据流、订单数据流 - **事件流**：实时事件流、监控事件流 - **其他实时流**：日志流、指标流 ### 2. 数据源类型 - **消息队列**：Kafka、RabbitMQ、RocketMQ等 - **WebSocket**：WebSocket实时数据流 - **API接口**：实时API、流式API - **数据库**：实时数据库、时序数据库 ### 3. 数据格式要求 - **连接信息**：消息队列连接信息、WebSocket地址 - **认证信息**：用户名密码、API密钥、Token - **订阅配置**：数据订阅配置、过滤规则 - **数据格式**：实时数据格式和编码方式 ### 4. 实时流特征 - **数据频率**：高频数据（毫秒级）、中频数据（秒级） - **数据规模**：小规模数据、大规模数据 - **数据实时性**：实时数据、近实时数据 - **数据连续性**：连续数据流、离散数据流 > 说明：本 Skill 不包含数据源配置功能，需要用户提供实时流连接信息。建议实时流稳定可靠，以便进行准确的实时数据接入。 --- ## 功能 本 Skill 提供全面的实时流数据接入能力，涵盖多种接入功能： ### 1. 实时流连接 - **连接管理**：管理实时流连接 - **连接验证**：验证实时流连接 - **连接监控**：监控实时流状态 - **连接优化**：优化连接性能 ### 2. 数据订阅 - **主题订阅**：订阅数据主题 - **过滤订阅**：基于条件过滤订阅 - **多主题订阅**：订阅多个数据主题 - **动态订阅**：动态调整订阅配置 ### 3. 实时接收 - **实时接收**：实时接收数据流 - **流式处理**：流式处理数据 - **缓冲处理**：缓冲处理数据 - **背压处理**：处理数据背压 ### 4. 数据解析 - **数据解析**：解析实时数据格式 - **数据分类**：对数据进行分类 - **数据标签**：为数据添加标签 - **数据提取**：提取数据关键信息 ### 5. 数据处理 - **数据过滤**：过滤不需要的数据 - **数据转换**：转换数据格式 - **数据聚合**：聚合相关数据 - **数据采样**：采样数据流 ### 6. 高级处理功能 - **数据存储**：存储实时数据 - **数据索引**：建立数据索引 - **数据查询**：支持数据查询功能 - **接入报告**：生成数据接入报告 --- ## 使用示例 ### 输出示例 ```json { "source_info": { "source_type": "websocket", "source_name": "market_data_stream", "endpoint": "ws://market.example.com/stream", "data_type": "stock_quotes" }, "ingestion_config": { "subscription_mode": "subscribe", "symbols": ["000001", "000002", "600519"], "update_frequency": "real_time", "buffer_size": 1000 }, "ingestion_results": { "total_messages": 100000, "processed_messages": 99500, "failed_messages": 500, "ingestion_start_time": "2024-03-15T10:00:00", "ingestion_end_time": "2024-03-15T11:00:00", "duration": "3600s" }, "data_samples": [ { "message_id": "MSG001", "timestamp": "2024-03-15T10:00:00.123", "symbol": "000001", "data": { "price": 10.50, "volume": 1000000, "bid": 10.49, "ask": 10.51 }, "processed": true } ], "statistics": { "messages_received": 100000, "messages_processed": 99500, "messages_stored": 99500, "processing_rate": "27.6 messages/s", "success_rate": 0.995, "average_latency": "50ms" } } ``` --- ## 注意事项与限制 ### 1. 实时流要求 - 实时流需要稳定可靠 - 连接信息需要准确 - 网络延迟需要控制 ### 2. 实时处理性能 - 高频数据可能影响性能 - 需要优化处理流程 - 需要合理设置缓冲 ### 3. 数据质量 - 实时数据质量影响处理结果 - 需要验证数据完整性 - 异常数据需要处理 ### 4. 数据延迟 - 实时处理可能存在延迟 - 需要监控处理延迟 - 需要优化处理速度 ### 5. 使用限制 - 本 Skill 不包含数据源管理功能 - 接入结果需要人工复核 - 复杂实时流可能需要特殊处理 --- ## 参考资料 - 见 references/ 目录中的相关文档，包括： - 实时流数据接入方法手册 - WebSocket配置指南 - 实时处理策略说明 - 性能优化指南 --- Source attribution: aifinlab Original project: https://github.com/aifinlab/FinClaw/blob/9e62862d1412157fa03ffd1f0b74969dcf0ed66c/skills/archive/realtime-stream-ingestion/SKILL.md License: Apache-2.0 License information: https://www.apache.org/licenses/LICENSE-2.0 Original upstream instructions; downloaded from Mega AI Hub. ## Upstream license notice Apache License Version 2.0, January 2004 http://www.apache.org/licenses/ TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION 1. 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