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