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add QueryAveragePrice api

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This commit is contained in:
c9s 2020-07-11 12:15:45 +08:00
parent 0e9bd1547d
commit 5cf88af5d6
1 changed files with 14 additions and 2 deletions
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16
bbgo/binance_exchange.go
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@ -31,6 +31,7 @@ type Subscription struct {
}
func (s *Subscription) String() string {
// binance uses lower case symbol name
return fmt.Sprintf("%s@%s_%s", strings.ToLower(s.Symbol), s.Channel, s.Options.String())
}
@ -147,6 +148,15 @@ type BinanceExchange struct {
Client *binance.Client
}
func (e *BinanceExchange) QueryAveragePrice(ctx context.Context, symbol string) (float64, error) {
resp, err := e.Client.NewAveragePriceService().Symbol(symbol).Do(ctx)
if err != nil {
return 0, err
}
return MustParseFloat(resp.Price), nil
}
func (e *BinanceExchange) NewPrivateStream(ctx context.Context) (*PrivateStream, error) {
log.Infof("[binance] creating user data stream...")
listenKey, err := e.Client.NewStartUserStreamService().Do(ctx)
@ -218,12 +228,14 @@ func (e *BinanceExchange) QueryKLines(ctx context.Context, symbol, interval stri
return kLines, nil
}
func (e *BinanceExchange) QueryTrades(ctx context.Context, market string, startTime time.Time) (trades []Trade, err error) {
func (e *BinanceExchange) QueryTrades(ctx context.Context, symbol string, startTime time.Time) (trades []Trade, err error) {
log.Infof("[binance] querying %s trades from %s", symbol, startTime)
var lastTradeID int64 = 0
for {
req := e.Client.NewListTradesService().
Limit(1000).
Symbol(market).
Symbol(symbol).
StartTime(startTime.UnixNano() / 1000000)
if lastTradeID > 0 {