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

okex: convert interval to candle types

Browse Source
This commit is contained in:
c9s 2021-05-27 17:40:24 +08:00
parent 1d400e281c
commit 4fdd9d5097
1 changed files with 25 additions and 1 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

26
pkg/exchange/okex/convert.go
View File

@ -55,14 +55,38 @@ type WebsocketSubscription struct {
InstrumentID string `json:"instId"`
}
var CandleChannels = []string{
"candle1Y",
"candle6M", "candle3M", "candle1M",
"candle1W",
"candle1D", "candle2D", "candle3D", "candle5D",
"candle12H", "candle6H", "candle4H", "candle2H", "candle1H",
"candle30m", "candle15m", "candle5m", "candle3m", "candle1m",
}
func convertIntervalToCandle(interval string) string {
switch interval {
case "1h", "2h", "4h", "6h", "12h", "1d", "3d":
return "candle" + strings.ToUpper(interval)
case "1m", "5m", "15m", "30m":
return "candle" + interval
}
return "candle" + interval
}
func convertSubscription(s types.Subscription) (WebsocketSubscription, error) {
// binance uses lower case symbol name,
// for kline, it's "<symbol>@kline_<interval>"
// for depth, it's "<symbol>@depth OR <symbol>@depth@100ms"
switch s.Channel {
case types.KLineChannel:
// Channel names are:
return WebsocketSubscription{
Channel: "candle" + s.Options.Interval,
Channel: convertIntervalToCandle(s.Options.Interval),
InstrumentID: toLocalSymbol(s.Symbol),
}, nil