Implement moomoo API connector for OHLCV data

- Added DataConnector base class with OHLCV, InstrumentInfo, Interval
- Implemented MoomooClient with rate limiting, circuit breaker, caching
- Mock mode generates realistic data for development
- Real-time WebSocket subscription support (mock)
- Added examples/demo_moomoo.py showcasing functionality
- Updated requirements.txt with requests, websocket-client, redis, python-dotenv
- Updated README.md with Data Layer documentation
- Added .env.example for configuration
This commit is contained in:
2026-02-04 11:35:33 +08:00
parent 0121cb6097
commit 6e86da6733
8 changed files with 949 additions and 2 deletions

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@@ -1 +1,5 @@
Flask==2.3.3
Flask==2.3.3
requests>=2.31.0
websocket-client>=1.6.0
redis>=5.0.0
python-dotenv>=1.0.0