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refactor for BatchQueryKLineWindows

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This commit is contained in:
c9s 2020-08-14 13:47:55 +08:00
parent 6e405eb443
commit 163036c745
1 changed files with 14 additions and 1 deletions
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15
bbgo/exchange/binance/exchange.go
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@ -479,5 +479,18 @@ func (e *Exchange) BatchQueryKLines(ctx context.Context, symbol, interval string
}
return allKLines, nil
}
func (e *Exchange) BatchQueryKLineWindows(ctx context.Context, symbol string, intervals []string, startTime, endTime time.Time) (map[string]types.KLineWindow, error) {
klineWindows := map[string]types.KLineWindow{}
for _, interval := range intervals {
klines, err := e.BatchQueryKLines(ctx, symbol, interval, startTime, endTime)
if err != nil {
return klineWindows, err
}
klineWindows[interval] = klines
}
return klineWindows, nil
}