bbgo_origin/pkg/exchange/batch/kline.go

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package batch
import (
"context"
"strconv"
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"time"
"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{},
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Limiter: nil, // the rate limiter is handled in the exchange query method
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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)
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},
ID: func(obj interface{}) string {
kline := obj.(types.KLine)
return strconv.FormatInt(kline.StartTime.UnixMilli(), 10)
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},
}
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c = make(chan types.KLine, 3000)
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errC = query.Query(ctx, c, startTime, endTime)
return c, errC
}