QueryTicker

This commit is contained in:
ycchen 2021-02-06 18:35:23 +01:00
parent fa20df487e
commit 5fed7b81de
6 changed files with 193 additions and 12 deletions

View File

@ -5,6 +5,7 @@ import (
"fmt" "fmt"
"os" "os"
"strconv" "strconv"
"strings"
"time" "time"
"github.com/adshao/go-binance/v2" "github.com/adshao/go-binance/v2"
@ -48,8 +49,45 @@ func (e *Exchange) Name() types.ExchangeName {
return types.ExchangeBinance return types.ExchangeBinance
} }
func (e *Exchange) QueryTicker(ctx context.Context, symbol string) (types.Ticker, error) { func (e *Exchange) QueryTickers(ctx context.Context, symbol ...string) (map[string]types.Ticker, error) {
return types.Ticker{}, nil var ret = make(map[string]types.Ticker)
listPriceChangeStatsService := e.Client.NewListPriceChangeStatsService()
if len(symbol) == 1 {
listPriceChangeStatsService.Symbol(symbol[0])
}
changeStats, err := listPriceChangeStatsService.Do(ctx)
if err != nil {
return nil, err
}
m := make(map[string]bool)
for _, s := range symbol {
m[strings.ToUpper(s)] = true
}
for _, retrievedStats := range changeStats {
if _, ok := m[retrievedStats.Symbol]; len(symbol) != 0 && !ok {
continue
}
tick := types.Ticker{
Volume: util.MustParseFloat(retrievedStats.Volume),
Last: util.MustParseFloat(retrievedStats.LastPrice),
Open: util.MustParseFloat(retrievedStats.OpenPrice),
High: util.MustParseFloat(retrievedStats.HighPrice),
Low: util.MustParseFloat(retrievedStats.LowPrice),
Buy: util.MustParseFloat(retrievedStats.BidPrice),
Sell: util.MustParseFloat(retrievedStats.AskPrice),
Time: time.Unix(retrievedStats.CloseTime, 0),
}
ret[retrievedStats.Symbol] = tick
}
return ret, nil
} }
func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error) { func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error) {

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@ -0,0 +1,49 @@
package binance
import (
"context"
"fmt"
"testing"
)
func TestAllSymbols(t *testing.T) {
e := New("mock_key", "mock_secret")
got, err := e.QueryTickers(context.Background())
if err != nil {
t.Errorf("Binance Exchange: Fail to get ticker for all symbols: %s", err)
return
}
if len(got) <= 1 {
t.Errorf("Binance Exchange: Attempting to get all symbol tickers, but get 1 or less")
}
}
func TestSomeSymbols(t *testing.T) {
e := New("mock_key", "mock_secret")
got, err := e.QueryTickers(context.Background(), "BTCUSDT", "ETHUSDT")
if err != nil {
t.Errorf("Binance Exchange: Fail to get ticker for some symbols: %s", err)
}
if len(got) != 2 {
fmt.Println(got)
t.Errorf("Binance Exchange: Attempting to get two symbols, but number of tickers do not match")
}
}
func TestSingleSymbol(t *testing.T) {
e := New("mock_key", "mock_secret")
got, err := e.QueryTickers(context.Background(), "BTCUSDT")
if err != nil {
t.Errorf("Binance Exchange: Fail to get ticker for single symbol: %s", err)
}
if len(got) != 1 {
fmt.Println(got)
t.Errorf("Binance Exchange: Attempting to get one symbol, but number of tickers do not match")
}
}

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@ -5,6 +5,7 @@ import (
"fmt" "fmt"
"math" "math"
"os" "os"
"strings"
"time" "time"
"github.com/google/uuid" "github.com/google/uuid"
@ -43,8 +44,53 @@ func (e *Exchange) Name() types.ExchangeName {
return types.ExchangeMax return types.ExchangeMax
} }
func (e *Exchange) QueryTicker(ctx context.Context) (types.Ticker, error) { func (e *Exchange) QueryTickers(ctx context.Context, symbol ...string) (map[string]types.Ticker, error) {
return types.Ticker{}, nil var ret = make(map[string]types.Ticker)
if len(symbol) == 1 {
ticker, err := e.client.PublicService.Ticker(strings.ToLower(symbol[0]))
if err != nil {
return nil, err
}
ret[strings.ToUpper(symbol[0])] = types.Ticker{
Time: ticker.Time,
Volume: util.MustParseFloat(ticker.Volume),
Last: util.MustParseFloat(ticker.Last),
Open: util.MustParseFloat(ticker.Open),
High: util.MustParseFloat(ticker.High),
Low: util.MustParseFloat(ticker.Low),
Buy: util.MustParseFloat(ticker.Buy),
Sell: util.MustParseFloat(ticker.Sell),
}
} else {
tickers, err := e.client.PublicService.Tickers()
if err != nil {
return nil, err
}
m := make(map[string]bool)
for _, s := range symbol {
m[strings.ToUpper(s)] = true
}
for k, v := range tickers {
if _, ok := m[strings.ToUpper(k)]; !ok {
continue
}
ret[strings.ToUpper(k)] = types.Ticker{
Time: v.Time,
Volume: util.MustParseFloat(v.Volume),
Last: util.MustParseFloat(v.Last),
Open: util.MustParseFloat(v.Open),
High: util.MustParseFloat(v.High),
Low: util.MustParseFloat(v.Low),
Buy: util.MustParseFloat(v.Buy),
Sell: util.MustParseFloat(v.Sell),
}
}
}
return ret, nil
} }
func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error) { func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error) {

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@ -0,0 +1,48 @@
package max
import (
"context"
"fmt"
"testing"
)
func TestAllSymbols(t *testing.T) {
e := New("mock_key", "mock_secret")
got, err := e.QueryTickers(context.Background())
if err != nil {
t.Errorf("Max Exchange: Fail to get ticker for all symbols: %s", err)
}
if len(got) <= 1 {
t.Errorf("Max Exchange: Attempting to get all symbol tickers, but get 1 or less")
}
}
func TestSomeSymbols(t *testing.T) {
e := New("mock_key", "mock_secret")
got, err := e.QueryTickers(context.Background(), "BTCUSDT", "ETHUSDT")
if err != nil {
t.Errorf("Max Exchange: Fail to get ticker for some symbols: %s", err)
}
if len(got) != 2 {
fmt.Println(got)
t.Errorf("Max Exchange: Attempting to get two symbols, but number of tickers do not match")
}
}
func TestSingleSymbol(t *testing.T) {
e := New("mock_key", "mock_secret")
got, err := e.QueryTickers(context.Background(), "BTCUSDT")
if err != nil {
t.Errorf("Max Exchange: Fail to get ticker for single symbol: %s", err)
}
if len(got) != 1 {
fmt.Println(got)
t.Errorf("Max Exchange: Attempting to get one symbol, but number of tickers do not match")
}
}

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@ -45,7 +45,7 @@ type Exchange interface {
QueryAccountBalances(ctx context.Context) (BalanceMap, error) QueryAccountBalances(ctx context.Context) (BalanceMap, error)
QueryTicker(ctx context.Context, symbol string) (Ticker, error) QueryTickers(ctx context.Context, symbol ...string) (map[string]Ticker, error)
QueryKLines(ctx context.Context, symbol string, interval Interval, options KLineQueryOptions) ([]KLine, error) QueryKLines(ctx context.Context, symbol string, interval Interval, options KLineQueryOptions) ([]KLine, error)

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@ -6,11 +6,11 @@ import (
type Ticker struct { type Ticker struct {
Time time.Time Time time.Time
Volume string // `volume` from Max & binance Volume float64 // `volume` from Max & binance
Last string // `last` from Max, `lastPrice` from binance Last float64 // `last` from Max, `lastPrice` from binance
Open string // `open` from Max, `openPrice` from binance Open float64 // `open` from Max, `openPrice` from binance
High string // `high` from Max, `highPrice` from binance High float64 // `high` from Max, `highPrice` from binance
Low string // `low` from Max, `lowPrice` from binance Low float64 // `low` from Max, `lowPrice` from binance
Buy string // `buy` from Max, `bidPrice` from binance Buy float64 // `buy` from Max, `bidPrice` from binance
Sell string // `sell` from Max, `askPrice` from binance Sell float64 // `sell` from Max, `askPrice` from binance
} }