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pull out types.Exchange interfaces to make it minimal

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This commit is contained in:
c9s 2021-05-26 01:44:32 +08:00
parent c8cb75cabc
commit 4ded82c94e
4 changed files with 43 additions and 14 deletions
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9
pkg/cmd/orders.go
View File

@ -91,7 +91,14 @@ var listOrdersCmd = &cobra.Command{
return err
}
case "closed":
os, err = session.Exchange.QueryClosedOrders(ctx, symbol, time.Now().Add(-3*24*time.Hour), time.Now(), 0)
tradeHistoryService, ok := session.Exchange.(types.ExchangeTradeHistoryService)
if !ok {
// skip exchanges that does not support trading history services
log.Warnf("exchange %s does not implement ExchangeTradeHistoryService, skip syncing closed orders", session.Exchange.Name())
return nil
}
os, err = tradeHistoryService.QueryClosedOrders(ctx, symbol, time.Now().Add(-3*24*time.Hour), time.Now(), 0)
if err != nil {
return err
}

10
pkg/cmd/trades.go
View File

@ -81,7 +81,15 @@ var tradesCmd = &cobra.Command{
until := time.Now()
since := until.Add(-3 * 24 * time.Hour)
trades, err := session.Exchange.QueryTrades(ctx, symbol, &types.TradeQueryOptions{
tradeHistoryService, ok := session.Exchange.(types.ExchangeTradeHistoryService)
if !ok {
// skip exchanges that does not support trading history services
log.Warnf("exchange %s does not implement ExchangeTradeHistoryService, skip syncing closed orders", session.Exchange.Name())
return nil
}
trades, err := tradeHistoryService.QueryTrades(ctx, symbol, &types.TradeQueryOptions{
StartTime: &since,
EndTime: &until,
Limit: limit,

18
pkg/exchange/batch/batch.go
View File

@ -18,6 +18,13 @@ func (e ClosedOrderBatchQuery) Query(ctx context.Context, symbol string, startTi
c = make(chan types.Order, 500)
errC = make(chan error, 1)
tradeHistoryService, ok := e.Exchange.(types.ExchangeTradeHistoryService)
if !ok {
// skip exchanges that does not support trading history services
logrus.Warnf("exchange %s does not implement ExchangeTradeHistoryService, skip syncing closed orders", e.Exchange.Name())
return c, errC
}
go func() {
limiter := rate.NewLimiter(rate.Every(5*time.Second), 2) // from binance (original 1200, use 1000 for safety)
@ -36,7 +43,7 @@ func (e ClosedOrderBatchQuery) Query(ctx context.Context, symbol string, startTi
logrus.Infof("batch querying %s closed orders %s <=> %s", symbol, startTime, endTime)
orders, err := e.QueryClosedOrders(ctx, symbol, startTime, endTime, lastOrderID)
orders, err := tradeHistoryService.QueryClosedOrders(ctx, symbol, startTime, endTime, lastOrderID)
if err != nil {
errC <- err
return
@ -116,6 +123,13 @@ func (e TradeBatchQuery) Query(ctx context.Context, symbol string, options *type
c = make(chan types.Trade, 500)
errC = make(chan error, 1)
tradeHistoryService, ok := e.Exchange.(types.ExchangeTradeHistoryService)
if !ok {
// skip exchanges that does not support trading history services
logrus.Warnf("exchange %s does not implement ExchangeTradeHistoryService, skip syncing closed orders", e.Exchange.Name())
return c, errC
}
var lastTradeID = options.LastTradeID
go func() {
@ -136,7 +150,7 @@ func (e TradeBatchQuery) Query(ctx context.Context, symbol string, options *type
var err error
var trades []types.Trade
trades, err = e.Exchange.QueryTrades(ctx, symbol, &types.TradeQueryOptions{
trades, err = tradeHistoryService.QueryTrades(ctx, symbol, &types.TradeQueryOptions{
Limit: options.Limit,
LastTradeID: lastTradeID,
})

20
pkg/types/exchange.go
View File

@ -40,9 +40,9 @@ func (n ExchangeName) String() string {
}
const (
ExchangeMax = ExchangeName("max")
ExchangeBinance = ExchangeName("binance")
ExchangeFTX = ExchangeName("ftx")
ExchangeMax = ExchangeName("max")
ExchangeBinance = ExchangeName("binance")
ExchangeFTX = ExchangeName("ftx")
ExchangeBacktest = ExchangeName("backtest")
)
@ -64,28 +64,28 @@ type Exchange interface {
PlatformFeeCurrency() string
// required implementation
ExchangeMarketDataService
ExchangeTradingService
ExchangeTradeService
}
type ExchangeTradingService interface {
type ExchangeTradeService interface {
QueryAccount(ctx context.Context) (*Account, error)
QueryAccountBalances(ctx context.Context) (BalanceMap, error)
QueryTrades(ctx context.Context, symbol string, options *TradeQueryOptions) ([]Trade, error)
SubmitOrders(ctx context.Context, orders ...SubmitOrder) (createdOrders OrderSlice, err error)
QueryOpenOrders(ctx context.Context, symbol string) (orders []Order, err error)
QueryClosedOrders(ctx context.Context, symbol string, since, until time.Time, lastOrderID uint64) (orders []Order, err error)
CancelOrders(ctx context.Context, orders ...Order) error
}
type ExchangeTradeHistoryService interface {
QueryTrades(ctx context.Context, symbol string, options *TradeQueryOptions) ([]Trade, error)
QueryClosedOrders(ctx context.Context, symbol string, since, until time.Time, lastOrderID uint64) (orders []Order, err error)
}
type ExchangeMarketDataService interface {
NewStream() Stream