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add TradeSlice with sync
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parent
84b6982033
commit
1c80d30ce2
2
go.mod
2
go.mod
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@ -10,7 +10,7 @@ require (
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github.com/c9s/rockhopper v1.2.1-0.20210115022144-cc77e66fc34f
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github.com/codingconcepts/env v0.0.0-20200821220118-a8fbf8d84482
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github.com/fastly/go-utils v0.0.0-20180712184237-d95a45783239 // indirect
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github.com/gin-gonic/gin v1.6.3 // indirect
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github.com/gin-gonic/gin v1.6.3
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github.com/go-playground/validator/v10 v10.4.1 // indirect
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github.com/go-redis/redis/v8 v8.4.0
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github.com/go-sql-driver/mysql v1.5.0
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@ -195,14 +195,7 @@ func (environ *Environment) Init(ctx context.Context) (err error) {
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return fmt.Errorf("market %s is not defined", symbol)
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}
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position := &Position{
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Symbol: symbol,
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BaseCurrency: market.BaseCurrency,
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QuoteCurrency: market.QuoteCurrency,
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}
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var trades []types.Trade
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if environ.TradeSync != nil {
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log.Infof("syncing trades from %s for symbol %s...", session.Exchange.Name(), symbol)
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if err := environ.TradeSync.SyncTrades(ctx, session.Exchange, symbol, environ.tradeScanTime); err != nil {
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@ -221,16 +214,24 @@ func (environ *Environment) Init(ctx context.Context) (err error) {
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}
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log.Infof("symbol %s: %d trades loaded", symbol, len(trades))
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position.AddTrades(trades)
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}
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session.positions[symbol] = position
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position.BindStream(session.Stream)
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session.Trades[symbol] = trades
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session.Stream.OnTradeUpdate(func(trade types.Trade) {
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session.Trades[trade.Symbol] = append(session.Trades[trade.Symbol], trade)
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})
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session.lastPrices[symbol] = 0.0
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position := &Position{
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Symbol: symbol,
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BaseCurrency: market.BaseCurrency,
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QuoteCurrency: market.QuoteCurrency,
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}
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position.AddTrades(trades)
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position.BindStream(session.Stream)
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session.positions[symbol] = position
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orderStore := NewOrderStore(symbol)
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orderStore.BindStream(session.Stream)
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session.orderStores[symbol] = orderStore
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@ -270,9 +271,6 @@ func (environ *Environment) Init(ctx context.Context) (err error) {
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session.lastPrices[kline.Symbol] = kline.Close
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})
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session.Stream.OnTradeUpdate(func(trade types.Trade) {
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session.Trades[trade.Symbol] = append(session.Trades[trade.Symbol], trade)
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})
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// feed klines into the market data store
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if environ.startTime == emptyTime {
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@ -1,7 +1,6 @@
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package bbgo
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import (
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"os"
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"testing"
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"github.com/stretchr/testify/assert"
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@ -26,7 +25,7 @@ func TestRedisPersistentService(t *testing.T) {
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var fp fixedpoint.Value
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err = store.Load(fp)
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assert.Error(t, err)
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assert.EqualError(t, os.ErrNotExist, err.Error())
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assert.EqualError(t, ErrPersistenceNotExists, err.Error())
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fp = fixedpoint.NewFromFloat(3.1415)
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err = store.Save(&fp)
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@ -2,6 +2,7 @@ package types
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import (
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"fmt"
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"sync"
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"time"
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"github.com/slack-go/slack"
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@ -15,6 +16,26 @@ func init() {
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_ = PlainText(&Trade{})
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}
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type TradeSlice struct {
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mu sync.Mutex
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Items []Trade
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}
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func (s *TradeSlice) Slice() []Trade {
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s.mu.Lock()
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slice := make([]Trade, len(s.Items), len(s.Items))
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copy(slice, s.Items)
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s.mu.Unlock()
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return slice
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}
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func (s *TradeSlice) Append(t Trade) {
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s.mu.Lock()
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s.Items = append(s.Items, t)
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s.mu.Unlock()
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}
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type Trade struct {
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// GID is the global ID
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GID int64 `json:"gid" db:"gid"`
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