mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-13 02:23:51 +00:00
add TradeSlice with sync
This commit is contained in:
parent
84b6982033
commit
1c80d30ce2
2
go.mod
2
go.mod
|
@ -10,7 +10,7 @@ require (
|
||||||
github.com/c9s/rockhopper v1.2.1-0.20210115022144-cc77e66fc34f
|
github.com/c9s/rockhopper v1.2.1-0.20210115022144-cc77e66fc34f
|
||||||
github.com/codingconcepts/env v0.0.0-20200821220118-a8fbf8d84482
|
github.com/codingconcepts/env v0.0.0-20200821220118-a8fbf8d84482
|
||||||
github.com/fastly/go-utils v0.0.0-20180712184237-d95a45783239 // indirect
|
github.com/fastly/go-utils v0.0.0-20180712184237-d95a45783239 // indirect
|
||||||
github.com/gin-gonic/gin v1.6.3 // indirect
|
github.com/gin-gonic/gin v1.6.3
|
||||||
github.com/go-playground/validator/v10 v10.4.1 // indirect
|
github.com/go-playground/validator/v10 v10.4.1 // indirect
|
||||||
github.com/go-redis/redis/v8 v8.4.0
|
github.com/go-redis/redis/v8 v8.4.0
|
||||||
github.com/go-sql-driver/mysql v1.5.0
|
github.com/go-sql-driver/mysql v1.5.0
|
||||||
|
|
|
@ -195,14 +195,7 @@ func (environ *Environment) Init(ctx context.Context) (err error) {
|
||||||
return fmt.Errorf("market %s is not defined", symbol)
|
return fmt.Errorf("market %s is not defined", symbol)
|
||||||
}
|
}
|
||||||
|
|
||||||
position := &Position{
|
|
||||||
Symbol: symbol,
|
|
||||||
BaseCurrency: market.BaseCurrency,
|
|
||||||
QuoteCurrency: market.QuoteCurrency,
|
|
||||||
}
|
|
||||||
|
|
||||||
var trades []types.Trade
|
var trades []types.Trade
|
||||||
|
|
||||||
if environ.TradeSync != nil {
|
if environ.TradeSync != nil {
|
||||||
log.Infof("syncing trades from %s for symbol %s...", session.Exchange.Name(), symbol)
|
log.Infof("syncing trades from %s for symbol %s...", session.Exchange.Name(), symbol)
|
||||||
if err := environ.TradeSync.SyncTrades(ctx, session.Exchange, symbol, environ.tradeScanTime); err != nil {
|
if err := environ.TradeSync.SyncTrades(ctx, session.Exchange, symbol, environ.tradeScanTime); err != nil {
|
||||||
|
@ -221,16 +214,24 @@ func (environ *Environment) Init(ctx context.Context) (err error) {
|
||||||
}
|
}
|
||||||
|
|
||||||
log.Infof("symbol %s: %d trades loaded", symbol, len(trades))
|
log.Infof("symbol %s: %d trades loaded", symbol, len(trades))
|
||||||
|
|
||||||
position.AddTrades(trades)
|
|
||||||
}
|
}
|
||||||
|
|
||||||
session.positions[symbol] = position
|
|
||||||
position.BindStream(session.Stream)
|
|
||||||
|
|
||||||
session.Trades[symbol] = trades
|
session.Trades[symbol] = trades
|
||||||
|
session.Stream.OnTradeUpdate(func(trade types.Trade) {
|
||||||
|
session.Trades[trade.Symbol] = append(session.Trades[trade.Symbol], trade)
|
||||||
|
})
|
||||||
|
|
||||||
session.lastPrices[symbol] = 0.0
|
session.lastPrices[symbol] = 0.0
|
||||||
|
|
||||||
|
position := &Position{
|
||||||
|
Symbol: symbol,
|
||||||
|
BaseCurrency: market.BaseCurrency,
|
||||||
|
QuoteCurrency: market.QuoteCurrency,
|
||||||
|
}
|
||||||
|
position.AddTrades(trades)
|
||||||
|
position.BindStream(session.Stream)
|
||||||
|
session.positions[symbol] = position
|
||||||
|
|
||||||
orderStore := NewOrderStore(symbol)
|
orderStore := NewOrderStore(symbol)
|
||||||
orderStore.BindStream(session.Stream)
|
orderStore.BindStream(session.Stream)
|
||||||
session.orderStores[symbol] = orderStore
|
session.orderStores[symbol] = orderStore
|
||||||
|
@ -270,9 +271,6 @@ func (environ *Environment) Init(ctx context.Context) (err error) {
|
||||||
session.lastPrices[kline.Symbol] = kline.Close
|
session.lastPrices[kline.Symbol] = kline.Close
|
||||||
})
|
})
|
||||||
|
|
||||||
session.Stream.OnTradeUpdate(func(trade types.Trade) {
|
|
||||||
session.Trades[trade.Symbol] = append(session.Trades[trade.Symbol], trade)
|
|
||||||
})
|
|
||||||
|
|
||||||
// feed klines into the market data store
|
// feed klines into the market data store
|
||||||
if environ.startTime == emptyTime {
|
if environ.startTime == emptyTime {
|
||||||
|
|
|
@ -1,7 +1,6 @@
|
||||||
package bbgo
|
package bbgo
|
||||||
|
|
||||||
import (
|
import (
|
||||||
"os"
|
|
||||||
"testing"
|
"testing"
|
||||||
|
|
||||||
"github.com/stretchr/testify/assert"
|
"github.com/stretchr/testify/assert"
|
||||||
|
@ -26,7 +25,7 @@ func TestRedisPersistentService(t *testing.T) {
|
||||||
var fp fixedpoint.Value
|
var fp fixedpoint.Value
|
||||||
err = store.Load(fp)
|
err = store.Load(fp)
|
||||||
assert.Error(t, err)
|
assert.Error(t, err)
|
||||||
assert.EqualError(t, os.ErrNotExist, err.Error())
|
assert.EqualError(t, ErrPersistenceNotExists, err.Error())
|
||||||
|
|
||||||
fp = fixedpoint.NewFromFloat(3.1415)
|
fp = fixedpoint.NewFromFloat(3.1415)
|
||||||
err = store.Save(&fp)
|
err = store.Save(&fp)
|
||||||
|
|
|
@ -2,6 +2,7 @@ package types
|
||||||
|
|
||||||
import (
|
import (
|
||||||
"fmt"
|
"fmt"
|
||||||
|
"sync"
|
||||||
"time"
|
"time"
|
||||||
|
|
||||||
"github.com/slack-go/slack"
|
"github.com/slack-go/slack"
|
||||||
|
@ -15,6 +16,26 @@ func init() {
|
||||||
_ = PlainText(&Trade{})
|
_ = PlainText(&Trade{})
|
||||||
}
|
}
|
||||||
|
|
||||||
|
type TradeSlice struct {
|
||||||
|
mu sync.Mutex
|
||||||
|
Items []Trade
|
||||||
|
}
|
||||||
|
|
||||||
|
func (s *TradeSlice) Slice() []Trade {
|
||||||
|
s.mu.Lock()
|
||||||
|
slice := make([]Trade, len(s.Items), len(s.Items))
|
||||||
|
copy(slice, s.Items)
|
||||||
|
s.mu.Unlock()
|
||||||
|
|
||||||
|
return slice
|
||||||
|
}
|
||||||
|
|
||||||
|
func (s *TradeSlice) Append(t Trade) {
|
||||||
|
s.mu.Lock()
|
||||||
|
s.Items = append(s.Items, t)
|
||||||
|
s.mu.Unlock()
|
||||||
|
}
|
||||||
|
|
||||||
type Trade struct {
|
type Trade struct {
|
||||||
// GID is the global ID
|
// GID is the global ID
|
||||||
GID int64 `json:"gid" db:"gid"`
|
GID int64 `json:"gid" db:"gid"`
|
||||||
|
|
Loading…
Reference in New Issue
Block a user