mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-21 14:33:53 +00:00
Merge pull request #1807 from c9s/c9s/xalign/improvements
FEATURE: [livenote] object comparison, comments and mentions
This commit is contained in:
commit
2eca15bb61
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@ -14,3 +14,4 @@ exchangeStrategies:
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livenote:
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symbol: BTCUSDT
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interval: 5m
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userID: U12345678
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|
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@ -8,6 +8,7 @@ import (
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"github.com/stretchr/testify/assert"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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. "github.com/c9s/bbgo/pkg/testing/testhelper"
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"github.com/c9s/bbgo/pkg/types"
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)
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@ -94,6 +95,52 @@ func Test_Compare(t *testing.T) {
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},
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},
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},
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{
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name: "kline",
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wantErr: assert.NoError,
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a: types.KLine{
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Open: Number(60000),
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High: Number(61000),
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Low: Number(59500),
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Close: Number(60100),
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},
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b: types.KLine{
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Open: Number(60000),
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High: Number(61000),
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Low: Number(59500),
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Close: Number(60200),
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},
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want: []Diff{
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{
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Field: "Close",
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Before: "60200",
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After: "60100",
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},
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},
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},
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{
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name: "kline ptr",
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wantErr: assert.NoError,
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a: &types.KLine{
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Open: Number(60000),
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High: Number(61000),
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Low: Number(59500),
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Close: Number(60100),
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},
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b: &types.KLine{
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Open: Number(60000),
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High: Number(61000),
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Low: Number(59500),
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Close: Number(60200),
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},
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want: []Diff{
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{
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Field: "Close",
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Before: "60200",
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After: "60100",
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},
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},
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},
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{
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name: "deposit and order",
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wantErr: assert.NoError,
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@ -1,6 +1,9 @@
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package livenote
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import "sync"
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import (
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"sync"
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"time"
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)
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type Object interface {
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ObjectID() string
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@ -13,9 +16,15 @@ type LiveNote struct {
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ChannelID string `json:"channelId"`
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Pin bool `json:"pin"`
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TimeToLive time.Duration `json:"timeToLive"`
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Object Object
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cachedObjID string
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postedTime time.Time
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}
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func NewLiveNote(object Object) *LiveNote {
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@ -33,6 +42,14 @@ func (n *LiveNote) ObjectID() string {
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return n.cachedObjID
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}
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func (n *LiveNote) SetTimeToLive(du time.Duration) {
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n.TimeToLive = du
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}
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func (n *LiveNote) SetPostedTime(tt time.Time) {
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n.postedTime = tt
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}
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func (n *LiveNote) SetObject(object Object) {
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n.Object = object
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}
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@ -45,6 +62,19 @@ func (n *LiveNote) SetChannelID(channelID string) {
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n.ChannelID = channelID
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}
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func (n *LiveNote) SetPin(enabled bool) {
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n.Pin = enabled
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}
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func (n *LiveNote) IsExpired(now time.Time) bool {
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if n.postedTime.IsZero() || n.TimeToLive == 0 {
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return false
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}
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expiryTime := n.postedTime.Add(n.TimeToLive)
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return now.After(expiryTime)
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}
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type Pool struct {
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notes map[string]*LiveNote
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mu sync.Mutex
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@ -56,6 +86,25 @@ func NewPool(size int64) *Pool {
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}
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}
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func (p *Pool) Get(obj Object) *LiveNote {
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objID := obj.ObjectID()
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p.mu.Lock()
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defer p.mu.Unlock()
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for _, note := range p.notes {
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if note.ObjectID() == objID {
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if note.IsExpired(time.Now()) {
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return nil
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}
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return note
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}
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}
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return nil
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}
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func (p *Pool) Update(obj Object) *LiveNote {
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objID := obj.ObjectID()
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@ -64,6 +113,10 @@ func (p *Pool) Update(obj Object) *LiveNote {
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for _, note := range p.notes {
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if note.ObjectID() == objID {
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if note.IsExpired(time.Now()) {
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break
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}
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// update the object inside the note
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note.SetObject(obj)
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return note
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@ -1,12 +1,61 @@
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package livenote
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import "time"
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type Option interface{}
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type Mention struct {
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User string
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type OptionChannel struct {
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Channel string
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}
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type Comment struct {
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func Channel(channel string) *OptionChannel {
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return &OptionChannel{
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Channel: channel,
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}
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}
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type OptionCompare struct {
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Value bool
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}
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func CompareObject(value bool) *OptionCompare {
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return &OptionCompare{Value: value}
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}
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type OptionOneTimeMention struct {
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Users []string
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}
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func OneTimeMention(users ...string) *OptionOneTimeMention {
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return &OptionOneTimeMention{Users: users}
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}
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type OptionComment struct {
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Text string
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Users []string
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}
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func Comment(text string, users ...string) *OptionComment {
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return &OptionComment{
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Text: text,
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Users: users,
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}
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}
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type OptionTimeToLive struct {
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Duration time.Duration
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}
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func TimeToLive(du time.Duration) *OptionTimeToLive {
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return &OptionTimeToLive{Duration: du}
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}
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type OptionPin struct {
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Value bool
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}
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func Pin(value bool) *OptionPin {
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return &OptionPin{
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Value: value,
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}
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}
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@ -3,11 +3,15 @@ package slacknotifier
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import (
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"bytes"
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"context"
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"errors"
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"fmt"
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"regexp"
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"strings"
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"time"
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"golang.org/x/time/rate"
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"github.com/c9s/bbgo/pkg/dynamic"
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"github.com/c9s/bbgo/pkg/livenote"
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"github.com/c9s/bbgo/pkg/types"
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@ -15,69 +19,279 @@ import (
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"github.com/slack-go/slack"
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)
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var limiter = rate.NewLimiter(rate.Every(1*time.Second), 3)
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var limiter = rate.NewLimiter(rate.Every(600*time.Millisecond), 3)
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// userIdRegExp matches strings like <@U012AB3CD>
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var userIdRegExp = regexp.MustCompile(`^<@(.+?)>$`)
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// groupIdRegExp matches strings like <!subteam^ID>
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var groupIdRegExp = regexp.MustCompile(`^<!subteam\^(.+?)>$`)
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var emailRegExp = regexp.MustCompile("`^(?P<name>[a-zA-Z0-9.!#$%&'*+/=?^_ \\x60{|}~-]+)@(?P<domain>[a-zA-Z0-9](?:[a-zA-Z0-9-]{0,61}[a-zA-Z0-9])?(?:\\.[a-zA-Z0-9](?:[a-zA-Z0-9-]{0,61}[a-zA-Z0-9])?)*)$`gm")
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type notifyTask struct {
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Channel string
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Opts []slack.MsgOption
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channel string
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isUpdate bool
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// messageTs is the message timestamp, this is required when isUpdate is true
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messageTs string
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// threadTs is the thread timestamp
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threadTs string
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opts []slack.MsgOption
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}
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func (t *notifyTask) addMsgOption(opts ...slack.MsgOption) {
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t.opts = append(t.opts, opts...)
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}
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// Notifier is a slack notifier
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//
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// To use this notifier, you need to setup the slack app permissions:
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// - channels:read
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// - chat:write
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//
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// When using "pins", you will need permission: "pins:write"
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type Notifier struct {
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ctx context.Context
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cancel context.CancelFunc
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client *slack.Client
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channel string
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taskC chan notifyTask
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liveNotePool *livenote.Pool
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userIdCache map[string]*slack.User
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groupIdCache map[string]slack.UserGroup
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}
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type NotifyOption func(notifier *Notifier)
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const defaultQueueSize = 500
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func OptionContext(baseCtx context.Context) NotifyOption {
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return func(notifier *Notifier) {
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ctx, cancel := context.WithCancel(baseCtx)
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notifier.ctx = ctx
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notifier.cancel = cancel
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}
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}
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func OptionQueueSize(size int) NotifyOption {
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return NotifyOption(func(notifier *Notifier) {
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notifier.taskC = make(chan notifyTask, size)
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})
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}
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func New(client *slack.Client, channel string, options ...NotifyOption) *Notifier {
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notifier := &Notifier{
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ctx: context.Background(),
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cancel: func() {},
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channel: channel,
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client: client,
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taskC: make(chan notifyTask, 100),
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taskC: make(chan notifyTask, defaultQueueSize),
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liveNotePool: livenote.NewPool(100),
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userIdCache: make(map[string]*slack.User, 30),
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groupIdCache: make(map[string]slack.UserGroup, 50),
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}
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for _, o := range options {
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o(notifier)
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}
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go notifier.worker()
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userGroups, err := client.GetUserGroupsContext(notifier.ctx)
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if err != nil {
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log.WithError(err).Error("failed to get the slack user groups")
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} else {
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for _, group := range userGroups {
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notifier.groupIdCache[group.Name] = group
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}
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// user groups: map[
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// Development Team:{
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// ID:S08004CQYQK
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// TeamID:T036FASR3
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// IsUserGroup:true
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// Name:Development Team
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// Description:dev
|
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// Handle:dev
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// IsExternal:false
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// DateCreate:"Fri Nov 8"
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// DateUpdate:"Fri Nov 8" DateDelete:"Thu Jan 1"
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// AutoType: CreatedBy:U036FASR5 UpdatedBy:U12345678 DeletedBy:
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// Prefs:{Channels:[] Groups:[]} UserCount:1 Users:[]}]
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log.Debugf("slack user groups: %+v", notifier.groupIdCache)
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}
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go notifier.worker(notifier.ctx)
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|
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return notifier
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}
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|
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func (n *Notifier) worker() {
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ctx := context.Background()
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func (n *Notifier) worker(ctx context.Context) {
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defer n.cancel()
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|
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for {
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select {
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case <-ctx.Done():
|
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return
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|
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case task := <-n.taskC:
|
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// ignore the wait error
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_ = limiter.Wait(ctx)
|
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|
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_, _, err := n.client.PostMessageContext(ctx, task.Channel, task.Opts...)
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if err != nil {
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if err := n.executeTask(ctx, task); err != nil {
|
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log.WithError(err).
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WithField("channel", task.Channel).
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||||
WithField("channel", task.channel).
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Errorf("slack api error: %s", err.Error())
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
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func (n *Notifier) PostLiveNote(obj livenote.Object, opts ...livenote.Option) error {
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||||
note := n.liveNotePool.Update(obj)
|
||||
ctx := context.Background()
|
||||
func (n *Notifier) executeTask(ctx context.Context, task notifyTask) error {
|
||||
// ignore the wait error
|
||||
if err := limiter.Wait(ctx); err != nil {
|
||||
log.WithError(err).Warnf("slack rate limiter error")
|
||||
}
|
||||
|
||||
channel := note.ChannelID
|
||||
if channel == "" {
|
||||
channel = n.channel
|
||||
if task.threadTs != "" {
|
||||
task.addMsgOption(slack.MsgOptionTS(task.threadTs))
|
||||
}
|
||||
|
||||
if task.isUpdate && task.messageTs != "" {
|
||||
task.addMsgOption(slack.MsgOptionUpdate(task.messageTs))
|
||||
}
|
||||
|
||||
_, _, err := n.client.PostMessageContext(ctx, task.channel, task.opts...)
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
|
||||
return nil
|
||||
}
|
||||
|
||||
func (n *Notifier) translateHandles(ctx context.Context, handles []string) ([]string, error) {
|
||||
var tags []string
|
||||
for _, handle := range handles {
|
||||
tag, err := n.translateHandle(ctx, handle)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
tags = append(tags, tag)
|
||||
}
|
||||
|
||||
return tags, nil
|
||||
}
|
||||
|
||||
func (n *Notifier) translateHandle(ctx context.Context, handle string) (string, error) {
|
||||
if handle == "" {
|
||||
return "", errors.New("handle is empty")
|
||||
}
|
||||
|
||||
// trim the prefix '@' if we get a string like '@username'
|
||||
if handle[0] == '@' {
|
||||
handle = handle[1:]
|
||||
}
|
||||
|
||||
// if the given handle is already in slack user id format, we don't need to look up
|
||||
if userIdRegExp.MatchString(handle) || groupIdRegExp.MatchString(handle) {
|
||||
return handle, nil
|
||||
}
|
||||
|
||||
if user, exists := n.userIdCache[handle]; exists {
|
||||
return toUserHandle(user.ID), nil
|
||||
}
|
||||
|
||||
if group, exists := n.groupIdCache[handle]; exists {
|
||||
return toSubteamHandle(group.ID), nil
|
||||
}
|
||||
|
||||
var slackUser *slack.User
|
||||
var err error
|
||||
if emailRegExp.MatchString(handle) {
|
||||
slackUser, err = n.client.GetUserByEmailContext(ctx, handle)
|
||||
if err != nil {
|
||||
return "", fmt.Errorf("user %s not found: %v", handle, err)
|
||||
}
|
||||
} else {
|
||||
slackUser, err = n.client.GetUserInfoContext(ctx, handle)
|
||||
if err != nil {
|
||||
return "", fmt.Errorf("user handle %s not found: %v", handle, err)
|
||||
}
|
||||
}
|
||||
|
||||
if slackUser != nil {
|
||||
n.userIdCache[handle] = slackUser
|
||||
return toUserHandle(slackUser.ID), nil
|
||||
}
|
||||
|
||||
return "", fmt.Errorf("handle %s not found", handle)
|
||||
}
|
||||
|
||||
func (n *Notifier) PostLiveNote(obj livenote.Object, opts ...livenote.Option) error {
|
||||
var slackOpts []slack.MsgOption
|
||||
|
||||
var firstTimeHandles []string
|
||||
var commentHandles []string
|
||||
var comments []string
|
||||
var shouldCompare bool
|
||||
var shouldPin bool
|
||||
var ttl time.Duration = 0
|
||||
|
||||
// load the default channel
|
||||
channel := n.channel
|
||||
|
||||
for _, opt := range opts {
|
||||
switch val := opt.(type) {
|
||||
case *livenote.OptionOneTimeMention:
|
||||
firstTimeHandles = append(firstTimeHandles, val.Users...)
|
||||
case *livenote.OptionComment:
|
||||
comments = append(comments, val.Text)
|
||||
commentHandles = append(commentHandles, val.Users...)
|
||||
case *livenote.OptionCompare:
|
||||
shouldCompare = val.Value
|
||||
case *livenote.OptionPin:
|
||||
shouldPin = val.Value
|
||||
case *livenote.OptionTimeToLive:
|
||||
ttl = val.Duration
|
||||
case *livenote.OptionChannel:
|
||||
if val.Channel != "" {
|
||||
channel = val.Channel
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
var ctx = n.ctx
|
||||
var curObj, prevObj any
|
||||
if shouldCompare {
|
||||
if prevNote := n.liveNotePool.Get(obj); prevNote != nil {
|
||||
prevObj = prevNote.Object
|
||||
}
|
||||
}
|
||||
|
||||
note := n.liveNotePool.Update(obj)
|
||||
curObj = note.Object
|
||||
|
||||
if ttl > 0 {
|
||||
note.SetTimeToLive(ttl)
|
||||
}
|
||||
|
||||
if shouldCompare && prevObj != nil {
|
||||
diffs, err := dynamic.Compare(curObj, prevObj)
|
||||
if err != nil {
|
||||
log.WithError(err).Warnf("unable to compare objects: %T and %T", curObj, prevObj)
|
||||
} else {
|
||||
if comment := diffsToComment(curObj, diffs); len(comment) > 0 {
|
||||
comments = append(comments, comment)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
if note.ChannelID != "" {
|
||||
channel = note.ChannelID
|
||||
}
|
||||
|
||||
var attachment slack.Attachment
|
||||
|
@ -87,30 +301,44 @@ func (n *Notifier) PostLiveNote(obj livenote.Object, opts ...livenote.Option) er
|
|||
return fmt.Errorf("livenote object does not support types.SlackAttachmentCreator interface")
|
||||
}
|
||||
|
||||
var slackOpts []slack.MsgOption
|
||||
slackOpts = append(slackOpts, slack.MsgOptionAttachments(attachment))
|
||||
|
||||
var userIds []string
|
||||
var mentions []*livenote.Mention
|
||||
var comments []*livenote.Comment
|
||||
for _, opt := range opts {
|
||||
switch val := opt.(type) {
|
||||
case *livenote.Mention:
|
||||
mentions = append(mentions, val)
|
||||
userIds = append(userIds, val.User)
|
||||
case *livenote.Comment:
|
||||
comments = append(comments, val)
|
||||
userIds = append(userIds, val.Users...)
|
||||
}
|
||||
firstTimeTags, err := n.translateHandles(n.ctx, firstTimeHandles)
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
|
||||
commentTags, err := n.translateHandles(n.ctx, commentHandles)
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
|
||||
if note.MessageID != "" {
|
||||
// If compare is enabled, we need to attach the comments
|
||||
|
||||
// UpdateMessageContext returns channel, timestamp, text, err
|
||||
_, _, _, err := n.client.UpdateMessageContext(ctx, channel, note.MessageID, slackOpts...)
|
||||
respCh, respTs, _, err := n.client.UpdateMessageContext(ctx, note.ChannelID, note.MessageID, slackOpts...)
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
|
||||
if len(comments) > 0 {
|
||||
var text string
|
||||
if len(commentTags) > 0 {
|
||||
text = joinTags(commentTags) + " "
|
||||
}
|
||||
|
||||
text += joinComments(comments)
|
||||
n.queueTask(context.Background(), notifyTask{
|
||||
channel: respCh,
|
||||
threadTs: respTs,
|
||||
opts: []slack.MsgOption{
|
||||
slack.MsgOptionText(text, false),
|
||||
slack.MsgOptionTS(respTs),
|
||||
},
|
||||
}, 100*time.Millisecond)
|
||||
}
|
||||
|
||||
} else {
|
||||
respCh, respTs, err := n.client.PostMessageContext(ctx, channel, slackOpts...)
|
||||
if err != nil {
|
||||
|
@ -122,6 +350,46 @@ func (n *Notifier) PostLiveNote(obj livenote.Object, opts ...livenote.Option) er
|
|||
|
||||
note.SetChannelID(respCh)
|
||||
note.SetMessageID(respTs)
|
||||
note.SetPostedTime(time.Now())
|
||||
|
||||
if shouldPin {
|
||||
note.SetPin(true)
|
||||
|
||||
if err := n.client.AddPinContext(ctx, respCh, slack.ItemRef{
|
||||
Channel: respCh,
|
||||
Timestamp: respTs,
|
||||
}); err != nil {
|
||||
log.WithError(err).Warnf("unable to pin the slack message: %s", respTs)
|
||||
}
|
||||
}
|
||||
|
||||
if len(firstTimeTags) > 0 {
|
||||
n.queueTask(n.ctx, notifyTask{
|
||||
channel: respCh,
|
||||
threadTs: respTs,
|
||||
opts: []slack.MsgOption{
|
||||
slack.MsgOptionText(joinTags(firstTimeTags), false),
|
||||
slack.MsgOptionTS(respTs),
|
||||
},
|
||||
}, 100*time.Millisecond)
|
||||
}
|
||||
|
||||
if len(comments) > 0 {
|
||||
var text string
|
||||
if len(commentTags) > 0 {
|
||||
text = joinTags(commentTags) + " "
|
||||
}
|
||||
|
||||
text += joinComments(comments)
|
||||
n.queueTask(n.ctx, notifyTask{
|
||||
channel: respCh,
|
||||
threadTs: respTs,
|
||||
opts: []slack.MsgOption{
|
||||
slack.MsgOptionText(text, false),
|
||||
slack.MsgOptionTS(respTs),
|
||||
},
|
||||
}, 100*time.Millisecond)
|
||||
}
|
||||
}
|
||||
|
||||
return nil
|
||||
|
@ -207,13 +475,20 @@ func (n *Notifier) NotifyTo(channel string, obj interface{}, args ...interface{}
|
|||
|
||||
}
|
||||
|
||||
n.queueTask(context.Background(), notifyTask{
|
||||
channel: channel,
|
||||
opts: opts,
|
||||
}, 100*time.Millisecond)
|
||||
}
|
||||
|
||||
func (n *Notifier) queueTask(ctx context.Context, task notifyTask, timeout time.Duration) {
|
||||
select {
|
||||
case n.taskC <- notifyTask{
|
||||
Channel: channel,
|
||||
Opts: opts,
|
||||
}:
|
||||
case <-time.After(50 * time.Millisecond):
|
||||
case <-ctx.Done():
|
||||
return
|
||||
case <-time.After(timeout):
|
||||
log.Warnf("slack notify task is dropped due to timeout %s", timeout)
|
||||
return
|
||||
case n.taskC <- task:
|
||||
}
|
||||
}
|
||||
|
||||
|
@ -224,3 +499,33 @@ func (n *Notifier) SendPhoto(buffer *bytes.Buffer) {
|
|||
func (n *Notifier) SendPhotoTo(channel string, buffer *bytes.Buffer) {
|
||||
// TODO
|
||||
}
|
||||
|
||||
func toUserHandle(id string) string {
|
||||
return fmt.Sprintf("<@%s>", id)
|
||||
}
|
||||
|
||||
func toSubteamHandle(id string) string {
|
||||
return fmt.Sprintf("<!subteam^%s>", id)
|
||||
}
|
||||
|
||||
func joinTags(tags []string) string {
|
||||
return strings.Join(tags, " ")
|
||||
}
|
||||
|
||||
func joinComments(comments []string) string {
|
||||
return strings.Join(comments, "\n")
|
||||
}
|
||||
|
||||
func diffsToComment(obj any, diffs []dynamic.Diff) (text string) {
|
||||
if len(diffs) == 0 {
|
||||
return text
|
||||
}
|
||||
|
||||
text += fmt.Sprintf("%T updated\n", obj)
|
||||
|
||||
for _, diff := range diffs {
|
||||
text += fmt.Sprintf("- %s: `%s` transited to `%s`\n", diff.Field, diff.Before, diff.After)
|
||||
}
|
||||
|
||||
return text
|
||||
}
|
||||
|
|
|
@ -2,11 +2,13 @@ package livenote
|
|||
|
||||
import (
|
||||
"context"
|
||||
"time"
|
||||
|
||||
"github.com/sirupsen/logrus"
|
||||
|
||||
"github.com/c9s/bbgo/pkg/bbgo"
|
||||
"github.com/c9s/bbgo/pkg/fixedpoint"
|
||||
"github.com/c9s/bbgo/pkg/livenote"
|
||||
"github.com/c9s/bbgo/pkg/types"
|
||||
)
|
||||
|
||||
|
@ -32,7 +34,10 @@ func init() {
|
|||
// Strategy is a struct that contains the settings of your strategy.
|
||||
// These settings will be loaded from the BBGO YAML config file "bbgo.yaml" automatically.
|
||||
type Strategy struct {
|
||||
Symbol string `json:"symbol"`
|
||||
Symbol string `json:"symbol"`
|
||||
Interval types.Interval `json:"interval"`
|
||||
|
||||
UserID string `json:"userID"`
|
||||
}
|
||||
|
||||
func (s *Strategy) ID() string {
|
||||
|
@ -43,15 +48,29 @@ func (s *Strategy) InstanceID() string {
|
|||
return ID + "-" + s.Symbol
|
||||
}
|
||||
|
||||
func (s *Strategy) Defaults() error {
|
||||
if s.Interval == "" {
|
||||
s.Interval = types.Interval1m
|
||||
}
|
||||
|
||||
return nil
|
||||
}
|
||||
|
||||
func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
|
||||
session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: "1m"})
|
||||
session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Interval})
|
||||
}
|
||||
|
||||
// This strategy simply spent all available quote currency to buy the symbol whenever kline gets closed
|
||||
func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
|
||||
callback := func(k types.KLine) {
|
||||
log.Info(k)
|
||||
bbgo.PostLiveNote(&k)
|
||||
bbgo.PostLiveNote(&k,
|
||||
livenote.OneTimeMention(s.UserID),
|
||||
livenote.Comment("please check the deposit"),
|
||||
livenote.CompareObject(true),
|
||||
livenote.TimeToLive(time.Minute),
|
||||
// livenote.Pin(true),
|
||||
)
|
||||
}
|
||||
|
||||
// register our kline event handler
|
||||
|
|
|
@ -655,8 +655,8 @@ func (s *Strategy) updateQuote(ctx context.Context) error {
|
|||
s.Symbol,
|
||||
time.Since(bookLastUpdateTime))
|
||||
|
||||
s.sourceBook.Reset()
|
||||
s.sourceSession.MarketDataStream.Reconnect()
|
||||
s.sourceBook.Reset()
|
||||
return err
|
||||
}
|
||||
|
||||
|
@ -665,8 +665,8 @@ func (s *Strategy) updateQuote(ctx context.Context) error {
|
|||
s.Symbol,
|
||||
time.Since(bookLastUpdateTime))
|
||||
|
||||
s.sourceBook.Reset()
|
||||
s.sourceSession.MarketDataStream.Reconnect()
|
||||
s.sourceBook.Reset()
|
||||
return err
|
||||
}
|
||||
|
||||
|
|
Loading…
Reference in New Issue
Block a user