bbgo_origin/pkg/service/order.go

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package service
import (
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"strconv"
"strings"
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"github.com/jmoiron/sqlx"
"github.com/pkg/errors"
log "github.com/sirupsen/logrus"
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"github.com/c9s/bbgo/pkg/types"
)
type OrderService struct {
DB *sqlx.DB
}
// QueryLast queries the last order from the database
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func (s *OrderService) QueryLast(ex types.ExchangeName, symbol string, isMargin bool, isIsolated bool) (*types.Order, error) {
log.Infof("querying last order exchange = %s AND symbol = %s AND is_margin = %v AND is_isolated = %v", ex, symbol, isMargin, isIsolated)
rows, err := s.DB.NamedQuery(`SELECT * FROM orders WHERE exchange = :exchange AND symbol = :symbol AND is_margin = :is_margin AND is_isolated = :is_isolated ORDER BY gid DESC LIMIT 1`, map[string]interface{}{
"exchange": ex,
"symbol": symbol,
"is_margin": isMargin,
"is_isolated": isIsolated,
})
if err != nil {
return nil, errors.Wrap(err, "query last order error")
}
if rows.Err() != nil {
return nil, rows.Err()
}
defer rows.Close()
if rows.Next() {
var order types.Order
err = rows.StructScan(&order)
return &order, err
}
return nil, rows.Err()
}
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type AggOrder struct {
types.Order
AveragePrice *float64 `json:"averagePrice" db:"average_price"`
}
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type QueryOrdersOptions struct {
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Exchange types.ExchangeName
Symbol string
LastGID int64
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Ordering string
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}
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func (s *OrderService) Query(options QueryOrdersOptions) ([]AggOrder, error) {
sql := genOrderSQL(options)
rows, err := s.DB.NamedQuery(sql, map[string]interface{}{
"exchange": options.Exchange,
"symbol": options.Symbol,
"gid": options.LastGID,
})
if err != nil {
return nil, err
}
defer rows.Close()
return s.scanAggRows(rows)
}
func genOrderSQL(options QueryOrdersOptions) string {
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// ascending
ordering := "ASC"
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switch v := strings.ToUpper(options.Ordering); v {
case "DESC", "ASC":
ordering = options.Ordering
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}
var where []string
if options.LastGID > 0 {
switch ordering {
case "ASC":
where = append(where, "gid > :gid")
case "DESC":
where = append(where, "gid < :gid")
}
}
if len(options.Exchange) > 0 {
where = append(where, "exchange = :exchange")
}
if len(options.Symbol) > 0 {
where = append(where, "symbol = :symbol")
}
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sql := `SELECT orders.*, IFNULL(SUM(t.price * t.quantity)/SUM(t.quantity), orders.price) AS average_price FROM orders` +
` LEFT JOIN trades AS t ON (t.order_id = orders.order_id)`
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if len(where) > 0 {
sql += ` WHERE ` + strings.Join(where, " AND ")
}
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sql += ` GROUP BY orders.gid `
sql += ` ORDER BY orders.gid ` + ordering
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sql += ` LIMIT ` + strconv.Itoa(500)
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log.Info(sql)
return sql
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}
func (s *OrderService) scanAggRows(rows *sqlx.Rows) (orders []AggOrder, err error) {
for rows.Next() {
var order AggOrder
if err := rows.StructScan(&order); err != nil {
return nil, err
}
orders = append(orders, order)
}
return orders, rows.Err()
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}
func (s *OrderService) scanRows(rows *sqlx.Rows) (orders []types.Order, err error) {
for rows.Next() {
var order types.Order
if err := rows.StructScan(&order); err != nil {
return nil, err
}
orders = append(orders, order)
}
return orders, rows.Err()
}
func (s *OrderService) Insert(order types.Order) error {
_, err := s.DB.NamedExec(`
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INSERT INTO orders (exchange, order_id, client_order_id, order_type, status, symbol, price, stop_price, quantity, executed_quantity, side, is_working, time_in_force, created_at, updated_at, is_margin, is_isolated)
VALUES (:exchange, :order_id, :client_order_id, :order_type, :status, :symbol, :price, :stop_price, :quantity, :executed_quantity, :side, :is_working, :time_in_force, :created_at, :updated_at, :is_margin, :is_isolated)
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ON DUPLICATE KEY UPDATE status=:status, executed_quantity=:executed_quantity, is_working=:is_working, updated_at=:updated_at`, order)
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return err
}