lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-10 09:11:55 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity

Merge pull request #598 from zenixls2/fix/sync-binance

Browse Source 
Fix/sync binance
This commit is contained in:
Yo-An Lin 2022-05-09 14:25:16 +08:00 committed by GitHub
commit 2d65e2d2b5
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
3 changed files with 16 additions and 15 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

9
config/ewo_dgtrd.yaml
View File

@ -29,11 +29,10 @@ sync:
userDataStream:
trades: true
filledOrders: true
since: 2020-12-01
sessions:
- binance
symbols:
- MATICUSDT
sessions:
- binance
symbols:
- MATICUSDT
backtest:
startTime: "2022-04-14"

2
pkg/cmd/sync.go
View File

@ -20,7 +20,7 @@ func init() {
}
var SyncCmd = &cobra.Command{
Use: "sync --session=[exchange_name] --symbol=[pair_name] [--since=yyyy/mm/dd]",
Use: "sync [--session=[exchange_name]] [--symbol=[pair_name]] [[--since=yyyy/mm/dd]]",
Short: "sync trades and orders history",
SilenceUsage: true,
RunE: func(cmd *cobra.Command, args []string) error {

20
pkg/exchange/binance/exchange.go
View File

@ -1347,17 +1347,19 @@ func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *type
req.FromID(int64(options.LastTradeID))
}
if options.StartTime != nil && options.EndTime != nil {
if options.EndTime.Sub(*options.StartTime) < 24*time.Hour {
req.StartTime(options.StartTime.UnixMilli())
// The parameter fromId cannot be sent with startTime or endTime.
// Mentioned in binance futures docs
if options.LastTradeID <= 0 {
if options.StartTime != nil && options.EndTime != nil {
if options.EndTime.Sub(*options.StartTime) < 24*time.Hour {
req.StartTime(options.StartTime.UnixMilli())
req.EndTime(options.EndTime.UnixMilli())
} else {
req.StartTime(options.StartTime.UnixMilli())
}
} else if options.EndTime != nil {
req.EndTime(options.EndTime.UnixMilli())
} else {
req.StartTime(options.StartTime.UnixMilli())
}
} else if options.StartTime != nil {
req.StartTime(options.StartTime.UnixMilli())
} else if options.EndTime != nil {
req.EndTime(options.EndTime.UnixMilli())
}
remoteTrades, err = req.Do(ctx)