bbgo_origin/pkg/exchange/batch/kline.go

39 lines
951 B
Go
Raw Normal View History

2022-05-30 16:59:33 +00:00
package batch
import (
"context"
"time"
"golang.org/x/time/rate"
"github.com/c9s/bbgo/pkg/types"
)
type KLineBatchQuery struct {
types.Exchange
}
func (e *KLineBatchQuery) Query(ctx context.Context, symbol string, interval types.Interval, startTime, endTime time.Time) (c chan types.KLine, errC chan error) {
query := &AsyncTimeRangedBatchQuery{
Type: types.KLine{},
Limiter: rate.NewLimiter(rate.Every(5*time.Second), 2),
Q: func(startTime, endTime time.Time) (interface{}, error) {
return e.Exchange.QueryKLines(ctx, symbol, interval, types.KLineQueryOptions{
StartTime: &startTime,
EndTime: &endTime,
})
},
T: func(obj interface{}) time.Time {
return time.Time(obj.(types.KLine).StartTime)
},
ID: func(obj interface{}) string {
kline := obj.(types.KLine)
return kline.StartTime.String()
},
}
c = make(chan types.KLine, 100)
errC = query.Query(ctx, c, startTime, endTime)
return c, errC
}