69 lines
1.4 KiB
Go
69 lines
1.4 KiB
Go
package indicatorv2
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import "git.qtrade.icu/lychiyu/bbgo/pkg/types"
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const MaxNumOfKLines = 4_000
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//go:generate callbackgen -type KLineStream
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type KLineStream struct {
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updateCallbacks []func(k types.KLine)
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kLines []types.KLine
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}
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func (s *KLineStream) Length() int {
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return len(s.kLines)
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}
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func (s *KLineStream) Last(i int) *types.KLine {
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l := len(s.kLines)
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if i < 0 || l-1-i < 0 {
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return nil
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}
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return &s.kLines[l-1-i]
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}
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// AddSubscriber adds the subscriber function and push historical data to the subscriber
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func (s *KLineStream) AddSubscriber(f func(k types.KLine)) {
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s.OnUpdate(f)
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if len(s.kLines) == 0 {
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return
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}
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// push historical klines to the subscriber
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for _, k := range s.kLines {
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f(k)
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}
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}
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func (s *KLineStream) BackFill(kLines []types.KLine) {
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for _, k := range kLines {
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s.kLines = append(s.kLines, k)
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s.EmitUpdate(k)
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}
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}
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// KLines creates a KLine stream that pushes the klines to the subscribers
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func KLines(source types.Stream, symbol string, interval types.Interval) *KLineStream {
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s := &KLineStream{}
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source.OnKLineClosed(types.KLineWith(symbol, interval, func(k types.KLine) {
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s.kLines = append(s.kLines, k)
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s.EmitUpdate(k)
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if len(s.kLines) > MaxNumOfKLines {
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s.kLines = s.kLines[len(s.kLines)-1-MaxNumOfKLines:]
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}
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}))
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return s
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}
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type KLineSubscription interface {
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AddSubscriber(f func(k types.KLine))
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Length() int
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Last(i int) *types.KLine
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}
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