60 lines
1.3 KiB
Go
60 lines
1.3 KiB
Go
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package batch
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import (
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"context"
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"time"
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"git.qtrade.icu/lychiyu/bbgo/pkg/types"
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)
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var closedErrChan = make(chan error)
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func init() {
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close(closedErrChan)
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}
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type TradeBatchQuery struct {
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types.ExchangeTradeHistoryService
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}
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func (e TradeBatchQuery) Query(
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ctx context.Context, symbol string, options *types.TradeQueryOptions, opts ...Option,
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) (c chan types.Trade, errC chan error) {
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if options.EndTime == nil {
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now := time.Now()
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options.EndTime = &now
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}
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query := &AsyncTimeRangedBatchQuery{
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Type: types.Trade{},
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Q: func(startTime, endTime time.Time) (interface{}, error) {
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return e.ExchangeTradeHistoryService.QueryTrades(ctx, symbol, &types.TradeQueryOptions{
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StartTime: &startTime,
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EndTime: &endTime,
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Limit: options.Limit,
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LastTradeID: options.LastTradeID,
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})
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},
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T: func(obj interface{}) time.Time {
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return time.Time(obj.(types.Trade).Time)
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},
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ID: func(obj interface{}) string {
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trade := obj.(types.Trade)
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if trade.ID > options.LastTradeID {
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options.LastTradeID = trade.ID
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}
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return trade.Key().String()
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},
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JumpIfEmpty: 24*time.Hour - 5*time.Minute, // exchange may not have trades in the last 24 hours
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}
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for _, opt := range opts {
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opt(query)
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}
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c = make(chan types.Trade, 100)
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errC = query.Query(ctx, c, *options.StartTime, *options.EndTime)
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return c, errC
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}
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